-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WR0bYq/4qpKxOi/mLBlJ66wR+E9KwWr3nW2JAgLlIZmC+/Z8vHqxTjU3Fq5a3PXB klOBeZ/Uc/0SIktiLO/r+g== 0001047469-06-014624.txt : 20061130 0001047469-06-014624.hdr.sgml : 20061130 20061130103120 ACCESSION NUMBER: 0001047469-06-014624 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061130 DATE AS OF CHANGE: 20061130 EFFECTIVENESS DATE: 20061130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET CORP CENTRAL INDEX KEY: 0000093751 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 042456637 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00399 FILM NUMBER: 061247060 BUSINESS ADDRESS: STREET 1: STATE STREET FINANCIAL CENTER STREET 2: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 6177863000 MAIL ADDRESS: STREET 1: STATE STREET FINANCIAL CENTER STREET 2: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR/A 1 a2174876z13f-hra.txt 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F/A FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: SEPTEMBER 30, 2006 Check here if amendment |X| Amendment Number |1| This Amendment (Check only one.): |_| is a restatement. |X| 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 29, 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: 3,948 Form 13F Information Table Value Total: 488,317,373 (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
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1 800 FLOWERS COM CL A 68243Q10 2,596 493,605 SH DEFINED 1,2,6 493,605 1-800 CONTACTS INC COM 68197710 237 15,835 SH DEFINED 1 15,835 1ST SOURCE CORP COM 33690110 11,438 387,465 SH DEFINED 1,2 387,465 21ST CENTY INS GROUP COM 90130N10 9,548 638,658 SH DEFINED 1,2,5 638,658 24/7 REAL MEDIA INC COM NEW 90131420 5,370 628,771 SH DEFINED 1,5 628,771 3COM CORP COM 88553510 37,171 8,428,796 SH DEFINED 1,2,5,6,13 8,428,796 3-D SYS CORP DEL COM NEW 88554D20 3,485 190,029 SH DEFINED 1 190,029 3M CO COM 88579Y10 4,172,438 56,066,079 SH DEFINED 1,2,5,6,7,8,10,12,13,14 56,066,079 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 12,443 1,051,776 SH DEFINED 1,2,5,6,13 1,051,776 A C MOORE ARTS & CRA COM 00086T10 4,181 219,719 SH DEFINED 1,2,5,6 219,719 A D C TELECOMMUNICAT COM NEW 00088630 46,490 3,097,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,097,284 A S V INC COM 00196310 5,151 345,491 SH DEFINED 1,2,6 345,491 AAMES INVT CORP MD COM 00253G10 2,286 649,316 SH DEFINED 1,2 649,316 AAON INC COM PAR $0 00036020 3,196 140,101 SH DEFINED 1 140,101 AAR CORP COM 00036110 14,460 606,548 SH DEFINED 1,2,5,6 606,548 AARON RENTS INC COM 00253520 13,846 602,509 SH DEFINED 1,2,6 602,509 AASTROM BIOSCIENCES COM 00253U10 189 163,300 SH DEFINED 1,5 163,300 ABAXIS INC COM 00256710 6,802 290,820 SH DEFINED 1,2 290,820 ABB LTD SPONSORED 00037520 18,120 1,374,802 SH DEFINED 1,2 1,374,802 ABBOTT LABS COM 00282410 2,108,054 43,411,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,411,325 ABERCROMBIE & FITCH CL A 00289620 124,585 1,793,101 SH DEFINED 1,2,5,6,7,8,10,13,14 1,793,101 ABINGTON CMNTY BANCO COM 00350R10 972 64,700 SH DEFINED 1 64,700 ABIOMED INC COM 00365410 3,868 261,695 SH DEFINED 1 261,695 ABITIBI-CONSOLIDATED COM 00392410 38 15,548 SH DEFINED 1,13 15,548 ABM INDS INC COM 00095710 16,569 883,212 SH DEFINED 1,2,5 883,212 ABN AMRO HLDG NV SPONSORED 00093710 672 22,996 SH DEFINED 1,2 22,996 ABRAXAS PETE CORP COM 00383010 220 72,000 SH DEFINED 1,5 72,000 ABRAXIS BIOSCIENCE I COM 00383E10 11,518 414,606 SH DEFINED 1,2,5,12 414,606 ABX AIR INC COM 00080S10 5,100 907,399 SH DEFINED 1,2,6 907,399 ACACIA RESH CORP ACACIA TCH 00388130 4,425 389,849 SH DEFINED 1,2,5 389,849 ACADIA PHARMACEUTICA COM 00422510 2,360 273,199 SH DEFINED 1,5 273,199 ACADIA RLTY TR COM SH BEN 00423910 22,839 895,642 SH DEFINED 1,2,3,5 895,642 ACCELRYS INC COM 00430U10 419 66,664 SH DEFINED 1,2,5 66,664 ACCENTURE LTD BERMUD CL A G1150G11 118,119 3,724,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,724,987 ACCESS INTEGRATED TE CL A 00432910 1,143 120,650 SH DEFINED 1 120,650 ACCO BRANDS CORP COM 00081T10 18,422 827,571 SH DEFINED 1,2,5,6,7 827,571 ACCREDITED HOME LEND COM 00437P10 10,201 283,831 SH DEFINED 1,2,5,6 283,831 ACCURIDE CORP COM 00439810 2,597 235,856 SH DEFINED 1,2,6 235,856 ACE CASH EXPRESS INC COM 00440310 5,488 183,596 SH DEFINED 1,2 183,596 ACE LTD ORD G0070K10 439,100 8,023,027 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,023,027 ACETO CORP COM 00444610 182 25,807 SH DEFINED 1 25,807 ACME COMMUNICATION I COM 00463110 241 45,878 SH DEFINED 1,2 45,878 ACTEL CORP COM 00493410 6,896 443,472 SH DEFINED 1,2 443,472 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 75,969 5,031,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,031,067 ACTUANT CORP CL A NEW 00508X20 20,754 414,261 SH DEFINED 1,2,6 414,261 ACTUATE CORP COM 00508B10 2,739 621,048 SH DEFINED 1,2,5 621,048 ACUITY BRANDS INC COM 00508Y10 39,971 880,423 SH DEFINED 1,2,5 880,423 ACXIOM CORP COM 00512510 38,967 1,580,183 SH DEFINED 1,2,5,6,12,13 1,580,183 ADAMS RESPIRATORY TH COM 00635P10 16,259 444,367 SH DEFINED 1,2,6 444,367 ADAPTEC INC COM 00651F10 8,280 1,877,599 SH DEFINED 1,2,5,6 1,877,599 ADE CORP MASS COM 00089C10 4,328 135,161 SH DEFINED 1 135,161 ADECCO SA SPONSORED 00675410 478 31,594 SH DEFINED 1,2 31,594 ADESA INC COM 00686U10 33,578 1,452,985 SH DEFINED 1,2,5,10,12,13 1,452,985 ADEZA BIOMEDICAL COR COM 00686410 2,522 153,660 SH DEFINED 1 153,660 ADMINISTAFF INC COM 00709410 14,352 425,884 SH DEFINED 1,2,5,6 425,884 ADOBE SYS INC COM 00724F10 588,060 15,698,335 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,698,335 ADOLOR CORP COM 00724X10 8,887 640,748 SH DEFINED 1,2,5,6 640,748 ADTRAN INC COM 00738A10 32,357 1,357,237 SH DEFINED 1,2,5,6,12,13 1,357,237 ADVANCE AMER CASH AD COM 00739W10 16,185 1,122,408 SH DEFINED 1,2,6 1,122,408 ADVANCE AUTO PARTS I COM 00751Y10 65,145 1,977,697 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,977,697 ADVANCED ANALOGIC TE COM 00752J10 2,352 428,424 SH DEFINED 1,2,6 428,424 ADVANCED ENERGY INDS COM 00797310 10,010 587,101 SH DEFINED 1,2 587,101 ADVANCED MAGNETICS I COM 00753P10 3,433 100,677 SH DEFINED 1 100,677 ADVANCED MEDICAL OPT COM 00763M10 38,896 983,472 SH DEFINED 1,2,5,6,12,13 983,472 ADVANCED MICRO DEVIC COM 00790310 322,222 12,966,681 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,966,681 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 15,890 430,621 SH DEFINED 1,2,6 430,621 ADVENT SOFTWARE INC COM 00797410 22,491 621,129 SH DEFINED 1,2,5,6,13 621,129 ADVENTRX PHARMACEUTI COM 00764X10 1,357 495,342 SH DEFINED 1,5 495,342 ADVISORY BRD CO COM 00762W10 15,252 301,895 SH DEFINED 1,2,6 301,895 ADVO INC COM 00758510 16,023 572,652 SH DEFINED 1,2,5,6 572,652 AEGON N V ORD AMER R 00792410 1,474 78,521 SH DEFINED 1,2 78,521 AEP INDS INC COM 00103110 5,654 134,778 SH DEFINED 1,2 134,778 AEROFLEX INC COM 00776810 15,028 1,461,882 SH DEFINED 1,2,5 1,461,882 AEROPOSTALE COM 00786510 46,428 1,588,369 SH DEFINED 1,2,5,6,13 1,588,369 AES CORP COM 00130H10 448,816 22,011,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,011,555 AETHER HLDGS INC COM 00809C10 93 15,606 SH DEFINED 1 15,606 AETNA INC NEW COM 00817Y10 1,179,176 29,814,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,814,826 AFC ENTERPRISES INC COM 00104Q10 5,295 366,706 SH DEFINED 1,2,6 366,706 AFFILIATED COMPUTER CL A 00819010 157,848 3,043,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,043,731 AFFILIATED MANAGERS COM 00825210 37,764 377,224 SH DEFINED 1,2,5,6 377,224 AFFIRMATIVE INS HLDG COM 00827210 2,370 161,773 SH DEFINED 1,2 161,773 AFFORDABLE RESIDENTI COM 00827310 4,797 495,042 SH DEFINED 1,2,5,6 495,042 AFFYMETRIX INC COM 00826T10 29,356 1,361,583 SH DEFINED 1,2,5,6,12,13 1,361,583 AFLAC INC COM 00105510 595,814 13,020,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,020,414 AFTERMARKET TECHNOLO COM 00831810 10,005 563,361 SH DEFINED 1,2,5 563,361 AGCO CORP COM 00108410 62,567 2,468,139 SH DEFINED 1,2,5,10,13 2,468,139 AGERE SYS INC COM 00845V30 33,236 2,226,106 SH DEFINED 1,2,5,6,8,10,12 2,226,106 AGILE SOFTWARE CORP COM 00846X10 5,699 872,744 SH DEFINED 1,2,6 872,744 AGILENT TECHNOLOGIES COM 00846U10 444,552 13,599,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,599,014 AGILYSYS INC COM 00847J10 12,168 869,108 SH DEFINED 1,2 869,108 AGL RES INC COM 00120410 50,772 1,391,012 SH DEFINED 1,2,5,6,13 1,391,012 AGREE REALTY CORP COM 00849210 4,547 138,425 SH DEFINED 1,2,3 138,425 AIR METHODS CORP COM PAR $. 00912830 3,098 131,286 SH DEFINED 1 131,286 AIR PRODS & CHEMS IN COM 00915810 450,234 6,783,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,783,690 AIRCASTLE LTD COM G0129K10 295 10,154 SH DEFINED 1,2 10,154 AIRGAS INC COM 00936310 40,049 1,107,232 SH DEFINED 1,2,5,6,12,13 1,107,232 AIRSPAN NETWORKS INC COM 00950H10 61 22,568 SH DEFINED 1 22,568 AIRTRAN HLDGS INC COM 00949P10 20,385 2,054,971 SH DEFINED 1,2,6,13 2,054,971 AK STL HLDG CORP COM 00154710 30,138 2,482,511 SH DEFINED 1,2,5,6 2,482,511 AKAMAI TECHNOLOGIES COM 00971T10 101,184 2,024,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,024,090 AKORN INC COM 00972810 1,466 406,195 SH DEFINED 1 406,195 AKSYS LTD COM 01019610 23 28,400 SH DEFINED 1 28,400 AKZO NOBEL NV SPONSORED 01019930 613 9,961 SH DEFINED 1 9,961 ALABAMA NATL BANCORP COM 01031710 15,649 229,294 SH DEFINED 1,2 229,294
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALAMO GROUP INC COM 01131110 235 10,344 SH DEFINED 1 10,344 ALASKA AIR GROUP INC COM 01165910 40,785 1,072,165 SH DEFINED 1,2,6,7,13 1,072,165 ALASKA COMMUNICATION COM 01167P10 7,742 583,452 SH DEFINED 1,2 583,452 ALBANY INTL CORP CL A 01234810 12,776 401,510 SH DEFINED 1,2,6 401,510 ALBANY MOLECULAR RES COM 01242310 7,617 813,754 SH DEFINED 1,2,5 813,754 ALBEMARLE CORP COM 01265310 33,536 617,261 SH DEFINED 1,2,5,13 617,261 ALBERTO CULVER CO COM 01306810 113,329 2,240,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,240,148 ALCATEL SPONSORED 01390430 11,744 964,169 SH DEFINED 1,2 964,169 ALCOA INC COM 01381710 788,685 28,127,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,127,149 ALCON INC COM SHS H0130110 14,723 128,582 SH DEFINED 1,2,5,12 128,582 ALDERWOODS GROUP INC COM 01438310 21,057 1,061,888 SH DEFINED 1,2,5,6 1,061,888 ALERIS INTL INC COM 01447710 24,578 486,317 SH DEFINED 1,2 486,317 ALEXANDER & BALDWIN COM 01448210 29,177 657,595 SH DEFINED 1,2,5,12,13 657,595 ALEXANDERS INC COM 01475210 24,290 78,292 SH DEFINED 1,2,3,5 78,292 ALEXANDRIA REAL ESTA COM 01527110 60,852 648,738 SH DEFINED 1,2,3,5 648,738 ALEXION PHARMACEUTIC COM 01535110 17,589 517,627 SH DEFINED 1,2,5,6 517,627 ALFA CORP COM 01538510 11,351 657,240 SH DEFINED 1,2 657,240 ALFACELL CORP COM 01540410 33 23,993 SH DEFINED 1,2 23,993 ALICO INC COM 01623010 3,058 52,265 SH DEFINED 1,2 52,265 ALIGN TECHNOLOGY INC COM 01625510 9,744 856,220 SH DEFINED 1,2,6 856,220 ALKERMES INC COM 01642T10 25,599 1,615,102 SH DEFINED 1,2,5,6 1,615,102 ALLEGHANY CORP DEL COM 01717510 15,098 52,239 SH DEFINED 1,2,5 52,239 ALLEGHENY ENERGY INC COM 01736110 203,711 5,071,216 SH DEFINED 1,2,5,6,10,13 5,071,216 ALLEGHENY TECHNOLOGI COM 01741R10 162,359 2,610,689 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,610,689 ALLERGAN INC COM 01849010 415,948 3,693,703 SH DEFINED 1,2,5,6,10,12,13 3,693,703 ALLETE INC COM NEW 01852230 18,087 416,272 SH DEFINED 1,2,5 416,272 ALLIANCE DATA SYSTEM COM 01858110 68,384 1,239,068 SH DEFINED 1,2,5,10,12,13 1,239,068 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 4,656 596,196 SH DEFINED 1,2,6 596,196 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 77,088 2,157,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,157,501 ALLIANT TECHSYSTEMS COM 01880410 56,405 695,840 SH DEFINED 1,2,5,12,13 695,840 ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 22,072 1,273,649 SH DEFINED 1,2 1,273,649 ALLIED CAP CORP NEW COM 01903Q10 53,533 1,772,019 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,772,019 ALLIED HEALTHCARE IN COM 01923A10 53 26,800 SH DEFINED 1 26,800 ALLIED IRISH BKS P L SPON ADR O 01922840 908 16,795 SH DEFINED 1 16,795 ALLIED WASTE INDS IN COM PAR$.0 01958930 65,221 5,787,166 SH DEFINED 1,2,5,6,10,13 5,787,166 ALLIED WRLD ASSUR CO SHS G0219G20 388 9,608 SH DEFINED 1,2 9,608 ALLIS CHALMERS ENERG COM PAR $. 01964550 2,890 197,417 SH DEFINED 1 197,417 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 14,334 637,625 SH DEFINED 1,2,6 637,625 ALLSTATE CORP COM 02000210 1,308,964 20,866,633 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,866,633 ALLTEL CORP COM 02003910 552,179 9,949,163 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,949,163 ALNYLAM PHARMACEUTIC COM 02043Q10 6,400 444,102 SH DEFINED 1,2,5 444,102 ALON USA ENERGY INC COM 02052010 4,767 161,657 SH DEFINED 1,2,6 161,657 ALPHA NATURAL RESOUR COM 02076X10 14,630 928,309 SH DEFINED 1,2,6 928,309 ALPHARMA INC CL A 02081310 26,388 1,128,172 SH DEFINED 1,2,5 1,128,172 ALTAIR NANOTECHNOLOG COM 02137310 248 65,000 SH DEFINED 1,5 65,000 ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500 ALTERA CORP COM 02144110 180,367 9,813,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,813,221 ALTIRIS INC COM 02148M10 8,714 413,197 SH DEFINED 1,2,6 413,197 ALTRIA GROUP INC COM 02209S10 6,215,048 81,189,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,189,397 ALTUS PHARMACEUTICAL COM 02216N10 1,548 96,917 SH DEFINED 1,2 96,917 ALUMINA LTD SPONSORED 02220510 311 16,998 SH DEFINED 1 16,998 ALVARION LTD SHS M0861T10 89 13,903 SH DEFINED 1,2,5 13,903 AMAZON COM INC COM 02313510 254,187 7,913,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,913,678 AMB PROPERTY CORP COM 00163T10 151,485 2,748,768 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,748,768 AMBAC FINL GROUP INC COM 02313910 237,395 2,868,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,868,818 AMBASSADORS GROUP IN COM 02317710 8,937 316,024 SH DEFINED 1,2,6 316,024 AMBASSADORS INTL INC COM 02317810 3,049 96,507 SH DEFINED 1 96,507 AMCOL INTL CORP COM 02341W10 7,931 318,369 SH DEFINED 1,2 318,369 AMCORE FINL INC COM 02391210 10,944 361,303 SH DEFINED 1,2,5 361,303 AMDOCS LTD ORD G0260210 8,945 225,876 SH DEFINED 1,5,12 225,876 AMEDISYS INC COM 02343610 11,333 285,683 SH DEFINED 1,2,6 285,683 AMERCO COM 02358610 12,032 162,267 SH DEFINED 1,2,6 162,267 AMEREN CORP COM 02360810 347,928 6,590,787 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,590,787 AMERICA MOVIL S A DE SPON ADR L 02364W10 32,041 813,832 SH DEFINED 1,2,7 813,832 AMERICA SVC GROUP IN COM 02364L10 194 14,939 SH DEFINED 1 14,939 AMERICAN AXLE & MFG COM 02406110 13,178 789,578 SH DEFINED 1,2,5 789,578 AMERICAN CAMPUS CMNT COM 02483510 12,347 484,002 SH DEFINED 1,2,3 484,002 AMERICAN CAPITAL STR COM 02493710 60,015 1,520,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,520,512 AMERICAN COMMERCIAL COM NEW 02519520 25,851 434,830 SH DEFINED 1,2,6 434,830 AMERICAN EAGLE OUTFI COM 02553E10 306,776 6,999,235 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,999,235 AMERICAN ECOLOGY COR COM NEW 02553340 3,858 195,420 SH DEFINED 1 195,420 AMERICAN ELEC PWR IN COM 02553710 630,812 17,344,294 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,344,294 AMERICAN EQTY INVT L COM 02567620 10,727 874,227 SH DEFINED 1,2 874,227 AMERICAN EXPRESS CO COM 02581610 2,078,837 37,069,127 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,069,127 AMERICAN FINL GROUP COM 02593210 74,864 1,595,223 SH DEFINED 1,2,5,7,10,13,14 1,595,223 AMERICAN FINL RLTY T COM 02607P30 35,246 3,158,225 SH DEFINED 1,2,3,5 3,158,225 AMERICAN GREETINGS C CL A 02637510 37,527 1,623,154 SH DEFINED 1,2,5,6,7,13 1,623,154 AMERICAN HOME MTG IN COM 02660R10 36,535 1,047,748 SH DEFINED 1,2,5 1,047,748 AMERICAN INTL GROUP COM 02687410 4,976,762 75,109,593 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,109,593 AMERICAN ITALIAN PAS CL A 02707010 371 47,741 SH DEFINED 1,5 47,741 AMERICAN LD LEASE IN COM 02711810 451 18,990 SH DEFINED 1,2,3 18,990 AMERICAN MED SYS HLD COM 02744M10 22,174 1,203,164 SH DEFINED 1,2,6 1,203,164 AMERICAN NATL INS CO COM 02859110 16,863 145,495 SH DEFINED 1,2,5 145,495 AMERICAN OIL & GAS I COM 02872310 62 12,200 SH DEFINED 1 12,200 AMERICAN ORIENTAL BI COM 02873110 2,364 388,883 SH DEFINED 1 388,883 AMERICAN PAC CORP COM 02874010 80 10,500 SH DEFINED 1 10,500 AMERICAN PHYSICIANS COM 02888410 6,825 141,063 SH DEFINED 1 141,063 AMERICAN PWR CONVERS COM 02906610 102,658 4,674,779 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,674,779 AMERICAN RAILCAR IND COM 02916P10 3,487 119,772 SH DEFINED 1,2 119,772 AMERICAN REAL ESTATE DEPOSITRY 02916910 579 10,945 SH DEFINED 1,2 10,945 AMERICAN REPROGRAPHI COM 02926310 11,771 367,145 SH DEFINED 1,2,6 367,145 AMERICAN SCIENCE & E COM 02942910 5,919 121,995 SH DEFINED 1,2,6 121,995 AMERICAN SOFTWARE IN CL A 02968310 82 11,915 SH DEFINED 1 11,915 AMERICAN STD COS INC COM 02971210 213,006 5,075,199 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,075,199 AMERICAN STS WTR CO COM 02989910 12,759 333,568 SH DEFINED 1,2 333,568 AMERICAN SUPERCONDUC COM 03011110 4,317 466,197 SH DEFINED 1,2,5 466,197 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 231,104 6,331,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,331,612 AMERICAN VANGUARD CO COM 03037110 3,051 217,911 SH DEFINED 1,2,6 217,911 AMERICAN WOODMARK CO COM 03050610 13,211 392,135 SH DEFINED 1,2,6 392,135 AMERICANWEST BANCORP COM 03058P10 3,349 157,591 SH DEFINED 1 157,591 AMERICAS CAR MART IN COM 03062T10 2,038 123,889 SH DEFINED 1,5 123,889
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICREDIT CORP COM 03060R10 109,581 4,384,981 SH DEFINED 1,2,5,7,10,12,13 4,384,981 AMERIGAS PARTNERS L UNIT L P I 03097510 1,315 42,596 SH DEFINED 1,2,5 42,596 AMERIGROUP CORP COM 03073T10 56,094 1,898,267 SH DEFINED 1,2,5,12 1,898,267 AMERIPRISE FINL INC COM 03076C10 328,910 7,012,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,012,997 AMERIS BANCORP COM 03076K10 6,667 245,018 SH DEFINED 1,2 245,018 AMERISOURCEBERGEN CO COM 03073E10 521,189 11,530,735 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,530,735 AMERISTAR CASINOS IN COM 03070Q10 8,200 377,716 SH DEFINED 1,2,5 377,716 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 9,035 135,984 SH DEFINED 1,2 135,984 AMERUS GROUP CO COM 03072M10 40,902 601,410 SH DEFINED 1,2,5,13 601,410 AMES NATL CORP COM 03100110 211 9,860 SH DEFINED 1 9,860 AMETEK INC NEW COM 03110010 55,639 1,277,585 SH DEFINED 1,2,5,6,12,13 1,277,585 AMGEN INC COM 03116210 2,633,560 36,817,566 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,817,566 AMICAS INC COM 00171210 160 53,600 SH DEFINED 1 53,600 AMIS HLDGS INC COM 03153810 18,437 1,946,934 SH DEFINED 1,2,6 1,946,934 AMKOR TECHNOLOGY INC COM 03165210 9,283 1,802,558 SH DEFINED 1,2,5,6 1,802,558 AMN HEALTHCARE SERVI COM 00174410 18,811 792,058 SH DEFINED 1,2,6 792,058 AMPCO-PITTSBURGH COR COM 03203710 3,560 115,106 SH DEFINED 1,2 115,106 AMPEX CORP DEL CL A NEW 03209230 2,284 172,347 SH DEFINED 1 172,347 AMPHENOL CORP NEW CL A 03209510 109,482 1,767,835 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,767,835 AMR CORP COM 00176510 53,632 2,317,726 SH DEFINED 1,2,5 2,317,726 AMREP CORP NEW COM 03215910 2,440 49,923 SH DEFINED 1,2 49,923 AMSOUTH BANCORPORATI COM 03216510 266,223 9,167,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,167,467 AMSURG CORP COM 03232P40 12,637 567,707 SH DEFINED 1,2,6 567,707 AMVESCAP PLC SPONSORED 03235E10 362 16,496 SH DEFINED 1,2 16,496 AMYLIN PHARMACEUTICA COM 03234610 62,405 1,416,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,416,038 ANADARKO PETE CORP COM 03251110 624,452 14,247,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,247,139 ANADIGICS INC COM 03251510 4,289 598,958 SH DEFINED 1,2 598,958 ANADYS PHARMACEUTICA COM 03252Q40 939 323,880 SH DEFINED 1,5 323,880 ANALOG DEVICES INC COM 03265410 296,158 10,076,840 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,076,840 ANALOGIC CORP COM PAR $0 03265720 11,739 228,732 SH DEFINED 1,2 228,732 ANALYSTS INTL CORP COM 03268110 24 11,201 SH DEFINED 1 11,201 ANAREN INC COM 03274410 8,393 398,352 SH DEFINED 1,2 398,352 ANCHOR BANCORP WIS I COM 03283910 10,346 361,637 SH DEFINED 1,2 361,637 ANDERSONS INC COM 03416410 6,825 199,853 SH DEFINED 1,2,6 199,853 ANDREW CORP COM 03442510 35,205 3,805,936 SH DEFINED 1,2,5,6,10,12,13 3,805,936 ANDRX CORP DEL ANDRX GROU 03455310 27,695 1,133,641 SH DEFINED 1,2,5,6 1,133,641 ANESIVA INC COM COM 03460L10 251 36,975 SH DEFINED 1,2 36,975 ANGIODYNAMICS INC COM 03475V10 5,472 264,221 SH DEFINED 1 264,221 ANGLO AMERN PLC ADR 03485P10 7,213 341,850 SH DEFINED 1,2,7 341,850 ANGLOGOLD ASHANTI LT SPONSORED 03512820 408 10,824 SH DEFINED 1 10,824 ANHEUSER BUSCH COS I COM 03522910 1,060,907 22,330,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,330,184 ANIKA THERAPEUTICS I COM 03525510 140 10,472 SH DEFINED 1 10,472 ANIXTER INTL INC COM 03529010 31,867 564,322 SH DEFINED 1,2,5 564,322 ANNALY CAP MGMT INC COM 03571040 31,993 2,434,744 SH DEFINED 1,2,5 2,434,744 ANNTAYLOR STORES COR COM 03611510 169,526 4,049,842 SH DEFINED 1,2,5,10,12,13 4,049,842 ANSOFT CORP COM 03638410 12,341 495,419 SH DEFINED 1,2 495,419 ANSWERTHINK INC COM 03691610 151 56,011 SH DEFINED 1,5 56,011 ANSYS INC COM 03662Q10 26,143 591,744 SH DEFINED 1,2,6 591,744 ANTHRACITE CAP INC COM 03702310 20,843 1,620,745 SH DEFINED 1,2 1,620,745 ANTIGENICS INC DEL COM 03703210 43 27,832 SH DEFINED 1 27,832 ANWORTH MORTGAGE ASS COM 03734710 6,711 803,764 SH DEFINED 1,2,5 803,764 AON CORP COM 03738910 576,285 17,014,628 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,014,628 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 649,152 10,271,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,271,396 APARTMENT INVT & MGM CL A 03748R10 204,471 3,757,966 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,757,966 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 17,647 1,160,211 SH DEFINED 1,2 1,160,211 APOLLO GROUP INC CL A 03760410 229,879 4,668,535 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,668,535 APOLLO INVT CORP COM 03761U10 22,039 1,074,546 SH DEFINED 1,2 1,074,546 APPLE COMPUTER INC COM 03783310 1,764,361 22,919,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,919,731 APPLEBEES INTL INC COM 03789910 36,913 1,716,081 SH DEFINED 1,2,5,6,13 1,716,081 APPLERA CORP COM AP BIO 03802010 275,397 8,317,649 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,317,649 APPLERA CORP COM CE GEN 03802020 18,260 1,311,773 SH DEFINED 1,2,5,6 1,311,773 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 20,810 852,850 SH DEFINED 1,2 852,850 APPLIED MATLS INC COM 03822210 680,798 38,398,078 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,398,078 APPLIED MICRO CIRCUI COM 03822W10 15,868 5,509,772 SH DEFINED 1,2,5,6,8 5,509,772 APPLIED SIGNAL TECHN COM 03823710 196 13,200 SH DEFINED 1 13,200 APRIA HEALTHCARE GRO COM 03793310 20,336 1,030,204 SH DEFINED 1,2,5,6,13 1,030,204 APTARGROUP INC COM 03833610 31,004 609,361 SH DEFINED 1,2,5 609,361 AQUA AMERICA INC COM 03836W10 71,326 3,250,943 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,250,943 AQUANTIVE INC COM 03839G10 26,320 1,114,328 SH DEFINED 1,2,6 1,114,328 AQUILA INC COM 03840P10 34,124 7,880,934 SH DEFINED 1,2,5,13 7,880,934 ARACRUZ CELULOSE S A SPON ADR P 03849620 7,473 150,145 SH DEFINED 1,2,7 150,145 ARAMARK CORP CL B 03852110 49,596 1,509,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,509,324 ARBITRON INC COM 03875Q10 20,194 545,647 SH DEFINED 1,2,5,6 545,647 ARBOR RLTY TR INC COM 03892310 9,097 355,915 SH DEFINED 1,2 355,915 ARCH CAP GROUP LTD ORD G0450A10 4,065 64,026 SH DEFINED 1,2,5 64,026 ARCH CHEMICALS INC COM 03937R10 10,491 368,739 SH DEFINED 1,2 368,739 ARCH COAL INC COM 03938010 75,249 2,602,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,602,880 ARCHER DANIELS MIDLA COM 03948310 686,084 18,112,026 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,112,026 ARCHSTONE SMITH TR COM 03958310 430,732 7,912,044 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,912,044 ARCTIC CAT INC COM 03967010 3,769 227,071 SH DEFINED 1,2 227,071 ARDEN GROUP INC CL A 03976210 3,047 26,173 SH DEFINED 1,2 26,173 ARENA PHARMACEUTICAL COM 04004710 9,078 757,765 SH DEFINED 1,2,5,6 757,765 ARENA RESOURCES INC COM 04004910 5,021 156,325 SH DEFINED 1,5 156,325 ARES CAP CORP COM 04010L10 10,671 612,570 SH DEFINED 1,2 612,570 ARGON ST INC COM 04014910 3,340 139,353 SH DEFINED 1,2,6 139,353 ARGONAUT GROUP INC COM 04015710 16,309 525,576 SH DEFINED 1,2,5,6 525,576 ARIAD PHARMACEUTICAL COM 04033A10 3,840 880,681 SH DEFINED 1,2,5,6 880,681 ARIBA INC COM NEW 04033V20 8,768 1,170,580 SH DEFINED 1,2,5,6 1,170,580 ARISTOTLE CORP COM NEW 04044820 87 10,427 SH DEFINED 1 10,427 ARKANSAS BEST CORP D COM 04079010 18,198 422,913 SH DEFINED 1,2 422,913 ARLINGTON TANKERS LT COM G0489910 307 13,600 SH DEFINED 1 13,600 ARM HLDGS PLC SPONSORED 04206810 142 21,584 SH DEFINED 1 21,584 ARMOR HOLDINGS INC COM 04226010 18,743 326,927 SH DEFINED 1,2,5,6 326,927 ARQULE INC COM 04269E10 114 27,086 SH DEFINED 1 27,086 ARRAY BIOPHARMA INC COM 04269X10 4,245 498,201 SH DEFINED 1,5 498,201 ARRIS GROUP INC COM 04269Q10 22,998 2,006,836 SH DEFINED 1,2 2,006,836 ARROW ELECTRS INC COM 04273510 66,509 2,424,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,424,672 ARROW FINL CORP COM 04274410 3,987 157,206 SH DEFINED 1,2,5 157,206 ARROW INTL INC COM 04276410 13,673 429,833 SH DEFINED 1,2,6 429,833 ART TECHNOLOGY GROUP COM 04289L10 3,761 1,469,058 SH DEFINED 1,2,5 1,469,058 ARTHROCARE CORP COM 04313610 19,894 424,549 SH DEFINED 1,2,6 424,549 ARVINMERITOR INC COM 04335310 26,957 1,893,066 SH DEFINED 1,2,5,13 1,893,066
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ASBURY AUTOMOTIVE GR COM 04343610 4,659 226,187 SH DEFINED 1,2,5 226,187 ASHFORD HOSPITALITY COM SHS 04410310 19,023 1,594,574 SH DEFINED 1,2,3 1,594,574 ASHLAND INC NEW COM 04420910 108,095 1,694,816 SH DEFINED 1,2,5,6,10,12,13 1,694,816 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 427 18,321 SH DEFINED 1 18,321 ASPECT MED SYS INC COM 04523510 3,976 232,911 SH DEFINED 1,2,6 232,911 ASPEN INSURANCE HOLD SHS G0538410 2,104 81,454 SH DEFINED 1,2 81,454 ASPEN TECHNOLOGY INC COM 04532710 16,663 1,525,925 SH DEFINED 1,2,5 1,525,925 ASSET ACCEP CAP CORP COM 04543P10 4,023 247,599 SH DEFINED 1,2,6 247,599 ASSOCIATED BANC CORP COM 04548710 94,788 2,916,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,916,554 ASSOCIATED ESTATES R COM 04560410 3,072 198,604 SH DEFINED 1,3,5 198,604 ASSURANT INC COM 04621X10 95,946 1,796,396 SH DEFINED 1,2,5,10,12 1,796,396 ASSURED GUARANTY LTD COM G0585R10 3,905 150,612 SH DEFINED 1,2 150,612 ASTA FDG INC COM 04622010 9,429 251,496 SH DEFINED 1,2 251,496 ASTEC INDS INC COM 04622410 6,173 244,463 SH DEFINED 1,2,5,6 244,463 ASTORIA FINL CORP COM 04626510 45,331 1,470,840 SH DEFINED 1,2,5,12,13 1,470,840 ASTRAZENECA PLC SPONSORED 04635310 10,267 164,273 SH DEFINED 1,2 164,273 ASTRO-MED INC NEW COM 04638F10 148 14,712 SH DEFINED 1 14,712 ASYST TECHNOLOGY COR COM 04648X10 7,245 1,071,761 SH DEFINED 1,2,5,6 1,071,761 AT ROAD INC COM 04648K10 4,777 818,051 SH DEFINED 1,6 818,051 AT&T INC COM 00206R10 4,128,315 126,790,991 SH DEFINED 1,2,5,6,7,8,10,12,13,14 126,790,991 ATARI INC COM 04651M10 33 56,427 SH DEFINED 1 56,427 ATHEROGENICS INC COM 04743910 7,357 558,597 SH DEFINED 1,2,5,6 558,597 ATHEROS COMMUNICATIO COM 04743P10 19,724 1,087,942 SH DEFINED 1,2,6 1,087,942 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 1,243 67,241 SH DEFINED 1 67,241 ATLANTIS PLASTICS IN COM 04915610 74 11,000 SH DEFINED 1 11,000 ATLAS AIR WORLDWIDE COM NEW 04916420 12,426 285,532 SH DEFINED 1,2 285,532 ATLAS AMER INC COM 04916710 18,815 440,833 SH DEFINED 1,2,5,6 440,833 ATLAS PIPELINE PARTN UNIT L P I 04939210 477 11,000 SH DEFINED 1 11,000 ATMEL CORP COM 04951310 51,439 8,516,374 SH DEFINED 1,2,5,6,8,13 8,516,374 ATMI INC COM 00207R10 16,251 559,037 SH DEFINED 1,2,5,6 559,037 ATMOS ENERGY CORP COM 04956010 57,921 2,028,766 SH DEFINED 1,2,5 2,028,766 ATP OIL & GAS CORP COM 00208J10 18,131 490,825 SH DEFINED 1,2,6 490,825 ATS MED INC COM 00208310 59 24,829 SH DEFINED 1 24,829 ATWOOD OCEANICS INC COM 05009510 17,608 391,556 SH DEFINED 1,2,6 391,556 AU OPTRONICS CORP SPONSORED 00225510 1,196 83,947 SH DEFINED 1 83,947 AUDIBLE INC COM NEW 05069A30 2,525 347,845 SH DEFINED 1,2,5,6 347,845 AUDIOCODES LTD ORD M1534210 100 10,686 SH DEFINED 1,2,5 10,686 AUDIOVOX CORP CL A 05075710 6,224 447,112 SH DEFINED 1,2,5 447,112 AURORA OIL & GAS COR COM 05203610 2,331 761,840 SH DEFINED 1,2 761,840 AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,454 14,545 SH DEFINED 1 14,545 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 214,239 6,159,843 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,159,843 AUTOLIV INC COM 05280010 42,445 770,187 SH DEFINED 1,2,5,12 770,187 AUTOMATIC DATA PROCE COM 05301510 822,571 17,375,810 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,375,810 AUTONATION INC COM 05329W10 101,349 4,849,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,849,230 AUTOZONE INC COM 05333210 180,564 1,747,958 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,747,958 AUXILIUM PHARMACEUTI COM 05334D10 2,400 237,127 SH DEFINED 1 237,127 AVALONBAY CMNTYS INC COM 05348410 224,317 1,863,096 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,863,096 AVANEX CORP COM 05348W10 3,473 2,007,783 SH DEFINED 1,5 2,007,783 AVANIR PHARMACEUTICA CL A NEW 05348P40 2,885 416,855 SH DEFINED 1,2,5 416,855 AVANT IMMUNOTHERAPEU COM 05349110 130 99,162 SH DEFINED 1,5 99,162 AVATAR HLDGS INC COM 05349410 5,993 101,481 SH DEFINED 1,2,5,6 101,481 AVAYA INC COM 05349910 154,148 13,474,480 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,474,480 AVENTINE RENEWABLE E COM 05356X40 1,206 56,387 SH DEFINED 1,2 56,387 AVERY DENNISON CORP COM 05361110 159,591 2,652,341 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,652,341 AVI BIOPHARMA INC COM 00234610 1,846 507,100 SH DEFINED 1,2,5 507,100 AVIALL INC NEW COM 05366B10 1,084 22,593 SH DEFINED 1,2 22,593 AVICI SYS INC COM NEW 05367L80 101 11,683 SH DEFINED 1,2 11,683 AVID TECHNOLOGY INC COM 05367P10 27,330 750,400 SH DEFINED 1,2,5,6,8 750,400 AVIGEN INC COM 05369010 97 18,712 SH DEFINED 1 18,712 AVIS BUDGET GROUP COM 05377410 44,194 2,416,283 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,416,283 AVISTA CORP COM 05379B10 21,482 907,177 SH DEFINED 1,2,5 907,177 AVNET INC COM 05380710 48,633 2,478,721 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,478,721 AVOCENT CORP COM 05389310 34,810 1,155,710 SH DEFINED 1,2,5,6,12,13 1,155,710 AVON PRODS INC COM 05430310 413,341 13,481,428 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,481,428 AVX CORP NEW COM 00244410 11,702 661,480 SH DEFINED 1,2,5 661,480 AWARE INC MASS COM 05453N10 109 19,242 SH DEFINED 1 19,242 AXA SPONSORED 05453610 2,952 79,988 SH DEFINED 1,2 79,988 AXCELIS TECHNOLOGIES COM 05454010 11,868 1,685,839 SH DEFINED 1,2,5 1,685,839 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 29,023 547,492 SH DEFINED 1,2,5,6 547,492 AZZ INC COM 00247410 207 5,666 SH DEFINED 1 5,666 B A S F A G SPONSORED 05526250 1,780 22,221 SH DEFINED 1 22,221 BADGER METER INC COM 05652510 4,367 173,363 SH DEFINED 1 173,363 BAIRNCO CORP COM 05709710 159 13,221 SH DEFINED 1 13,221 BAKER HUGHES INC COM 05722410 747,780 10,964,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,964,517 BALCHEM CORP COM 05766520 5,436 274,682 SH DEFINED 1 274,682 BALDOR ELEC CO COM 05774110 17,649 572,448 SH DEFINED 1,2,5 572,448 BALDWIN & LYONS INC CL B 05775520 5,779 238,608 SH DEFINED 1,2 238,608 BALL CORP COM 05849810 122,786 3,035,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,035,511 BALLY TECHNOLOGIES I COM 05874B10 13,229 751,643 SH DEFINED 1,2,5,6 751,643 BALLY TOTAL FITNESS COM 05873K10 703 465,524 SH DEFINED 1,5 465,524 BANCFIRST CORP COM 05945F10 9,732 208,312 SH DEFINED 1,2 208,312 BANCO BILBAO VIZCAYA SPONSORED 05946K10 3,931 169,937 SH DEFINED 1,2 169,937 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 1,914 121,227 SH DEFINED 1,2 121,227 BANCO SANTANDER CHIL SP ADR REP 05965X10 843 18,638 SH DEFINED 1,2,5 18,638 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 3,662 143,682 SH DEFINED 1 143,682 BANCORPSOUTH INC COM 05969210 21,131 761,218 SH DEFINED 1,2,5 761,218 BANCTRUST FINANCIAL COM 05978R10 3,253 116,621 SH DEFINED 1 116,621 BANDAG INC COM 05981510 9,993 243,506 SH DEFINED 1,2,13 243,506 BANK HAWAII CORP COM 06254010 47,271 981,538 SH DEFINED 1,2,5,10,13 981,538 BANK MUTUAL CORP NEW COM 06375010 11,555 952,587 SH DEFINED 1,2,5 952,587 BANK NEW YORK INC COM 06405710 733,079 20,790,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,790,672 BANK NOVA SCOTIA HAL COM 06414910 4,300 99,831 SH DEFINED 1,7 99,831 BANK OF AMERICA CORP COM 06050510 7,371,274 137,600,782 SH DEFINED 1,2,5,6,7,8,10,12,13,14 137,600,782 BANK OF GRANITE CORP COM 06240110 5,272 300,740 SH DEFINED 1,2,5 300,740 BANK OF THE OZARKS I COM 06390410 5,413 159,803 SH DEFINED 1,2,6 159,803 BANKATLANTIC BANCORP CL A 06590850 10,301 724,424 SH DEFINED 1,2,5 724,424 BANKFINANCIAL CORP COM 06643P10 6,226 355,970 SH DEFINED 1,2 355,970 BANKRATE INC COM 06646V10 8,901 335,129 SH DEFINED 1,6 335,129 BANKUNITED FINL CORP CL A 06652B10 17,986 689,905 SH DEFINED 1,2 689,905
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BANNER CORP COM 06652V10 18,391 448,127 SH DEFINED 1,2 448,127 BANTA CORP COM 06682110 24,481 514,316 SH DEFINED 1,2,5,6,13 514,316 BARCLAYS PLC ADR 06738E20 5,250 103,412 SH DEFINED 1,2 103,412 BARD C R INC COM 06738310 227,348 3,031,302 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,031,302 BARNES & NOBLE INC COM 06777410 62,227 1,640,131 SH DEFINED 1,2,5,13 1,640,131 BARNES GROUP INC COM 06780610 10,014 570,294 SH DEFINED 1,2 570,294 BARR PHARMACEUTICALS COM 06830610 131,696 2,535,544 SH DEFINED 1,2,5,6,10,12,13 2,535,544 BARRETT BILL CORP COM 06846N10 14,589 593,995 SH DEFINED 1,2,6 593,995 BARRETT BUSINESS SER COM 06846310 1,029 47,937 SH DEFINED 1 47,937 BARRICK GOLD CORP COM 06790110 936 30,454 SH DEFINED 1,5,7 30,454 BASIC ENERGY SVCS IN COM 06985P10 4,363 178,797 SH DEFINED 1,2,6 178,797 BASIN WTR INC COM 07011T30 125 15,207 SH DEFINED 1 15,207 BASSETT FURNITURE IN COM 07020310 292 18,006 SH DEFINED 1,2,5 18,006 BAUSCH & LOMB INC COM 07170710 74,703 1,490,192 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,490,192 BAXTER INTL INC COM 07181310 955,293 21,013,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,013,921 BAYER A G SPONSORED 07273030 2,150 42,194 SH DEFINED 1,2 42,194 BB&T CORP COM 05493710 658,778 15,047,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,047,457 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 23,178 1,098,990 SH DEFINED 1,2,5,6 1,098,990 BEA SYS INC COM 07332510 171,090 11,255,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,255,940 BEACON ROOFING SUPPL COM 07368510 12,259 605,689 SH DEFINED 1,2,5,6 605,689 BEAR STEARNS COS INC COM 07390210 554,271 3,956,252 SH DEFINED 1,2,5,6,10,12,13 3,956,252 BEARINGPOINT INC COM 07400210 23,679 3,012,656 SH DEFINED 1,2,5 3,012,656 BEASLEY BROADCAST GR CL A 07401410 108 15,424 SH DEFINED 1,6 15,424 BEAZER HOMES USA INC COM 07556Q10 41,184 1,054,926 SH DEFINED 1,2,5,13 1,054,926 BEBE STORES INC COM 07557110 7,646 308,560 SH DEFINED 1,2,6 308,560 BECKMAN COULTER INC COM 07581110 69,740 1,211,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,211,607 BECTON DICKINSON & C COM 07588710 1,056,442 14,948,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,948,940 BED BATH & BEYOND IN COM 07589610 287,861 7,523,815 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,523,815 BEL FUSE INC CL B 07734730 5,616 175,009 SH DEFINED 1,2 175,009 BELDEN CDT INC COM 07745410 33,953 888,133 SH DEFINED 1,2,5 888,133 BELL MICROPRODUCTS I COM 07813710 246 47,495 SH DEFINED 1,5 47,495 BELLSOUTH CORP COM 07986010 4,193,093 98,084,049 SH DEFINED 1,2,5,6,7,8,10,12,13,14 98,084,049 BELO CORP COM SER A 08055510 40,750 2,577,497 SH DEFINED 1,2,5,13 2,577,497 BEMIS INC COM 08143710 88,260 2,685,947 SH DEFINED 1,2,5,6,10,12,13 2,685,947 BENCHMARK ELECTRS IN COM 08160H10 27,330 1,016,749 SH DEFINED 1,2,5 1,016,749 BENETTON GROUP SPA ADR NEW 08179540 365 10,665 SH DEFINED 1 10,665 BENTLEY PHARMACEUTIC COM 08265710 4,622 385,161 SH DEFINED 1 385,161 BERKLEY W R CORP COM 08442310 163,943 4,632,479 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,632,479 BERKSHIRE HATHAWAY I CL B 08467020 480,452 151,371 SH DEFINED 1,2,5 151,371 BERKSHIRE HILLS BANC COM 08468010 6,737 189,286 SH DEFINED 1,2,5 189,286 BERRY PETE CO CL A 08578910 14,617 519,086 SH DEFINED 1,2,6 519,086 BEST BUY INC COM 08651610 608,350 11,358,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,358,287 BFC FINL CORP CL A 05538420 1,497 256,255 SH DEFINED 1 256,255 BG PLC ADR FIN IN 05543420 1,498 24,571 SH DEFINED 1 24,571 BHP BILLITON LTD SPONSORED 08860610 7,048 186,056 SH DEFINED 1 186,056 BHP BILLITON PLC SPONSORED 05545E20 293 8,445 SH DEFINED 1 8,445 BIG 5 SPORTING GOODS COM 08915P10 6,823 299,252 SH DEFINED 1,2,6 299,252 BIG LOTS INC COM 08930210 199,918 10,091,767 SH DEFINED 1,2,5,6,10,13 10,091,767 BIO RAD LABS INC CL A 09057220 29,188 412,661 SH DEFINED 1,2,5,6 412,661 BIOCRYST PHARMACEUTI COM 09058V10 4,204 337,150 SH DEFINED 1,2,5 337,150 BIOENVISION INC COM 09059N10 2,986 541,893 SH DEFINED 1,2,5 541,893 BIOGEN IDEC INC COM 09062X10 445,116 9,962,318 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,962,318 BIOLASE TECHNOLOGY I COM 09091110 8,253 1,320,492 SH DEFINED 1,5 1,320,492 BIOMARIN PHARMACEUTI COM 09061G10 18,864 1,325,624 SH DEFINED 1,2,6 1,325,624 BIOMED REALTY TRUST COM 09063H10 46,644 1,537,382 SH DEFINED 1,2,3 1,537,382 BIOMET INC COM 09061310 215,169 6,684,339 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,684,339 BIO-REFERENCE LABS I COM $.01 N 09057G60 3,146 140,114 SH DEFINED 1 140,114 BIOSCRIP INC COM 09069N10 147 48,531 SH DEFINED 1,5 48,531 BIOSITE INC COM 09094510 16,422 355,221 SH DEFINED 1,2,6 355,221 BIOVERIS CORP COM 09067610 310 32,962 SH DEFINED 1,5 32,962 BISYS GROUP INC COM 05547210 28,102 2,587,649 SH DEFINED 1,2,5,13 2,587,649 BJ SVCS CO COM 05548210 335,977 11,150,923 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,150,923 BJS RESTAURANTS INC COM 09180C10 4,639 210,785 SH DEFINED 1,2,6 210,785 BJS WHOLESALE CLUB I COM 05548J10 29,417 1,008,119 SH DEFINED 1,2,5,13 1,008,119 BLACK & DECKER CORP COM 09179710 176,596 2,225,528 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,225,528 BLACK BOX CORP DEL COM 09182610 11,600 298,037 SH DEFINED 1,2,5 298,037 BLACK HILLS CORP COM 09211310 27,247 810,686 SH DEFINED 1,2,5,13 810,686 BLACKBAUD INC COM 09227Q10 14,388 654,293 SH DEFINED 1,2,6 654,293 BLACKBOARD INC COM 09193550 9,579 361,461 SH DEFINED 1,2,6 361,461 BLACKROCK INC CL A 09247X10 27,233 182,775 SH DEFINED 1,2,5 182,775 BLOCK H & R INC COM 09367110 182,128 8,377,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,377,562 BLOCKBUSTER INC CL A 09367910 12,542 3,266,225 SH DEFINED 1,2,5 3,266,225 BLOCKBUSTER INC CL B 09367920 74 21,001 SH DEFINED 1 21,001 BLOUNT INTL INC NEW COM 09518010 6,608 659,502 SH DEFINED 1,2,6 659,502 BLUE COAT SYSTEMS IN COM NEW 09534T50 4,356 241,891 SH DEFINED 1,2,5,6 241,891 BLUE NILE INC COM 09578R10 9,329 256,645 SH DEFINED 1,2,6 256,645 BLUEGREEN CORP COM 09623110 3,516 306,527 SH DEFINED 1,2 306,527 BLUELINX HLDGS INC COM 09624H10 3,194 335,455 SH DEFINED 1,2 335,455 BLYTH INC COM 09643P10 15,802 649,502 SH DEFINED 1,2,5,13 649,502 BMC SOFTWARE INC COM 05592110 353,392 12,982,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,982,794 BOARDWALK PIPELINE P UT LTD PAR 09662710 1,434 53,636 SH DEFINED 1,2 53,636 BOB EVANS FARMS INC COM 09676110 25,810 852,394 SH DEFINED 1,2,5,13 852,394 BOEING CO COM 09702310 6,888,355 87,360,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 87,360,247 BOIS D ARC ENERGY IN COM 09738U10 3,287 214,824 SH DEFINED 1,2,6 214,824 BOK FINL CORP COM NEW 05561Q20 10,986 208,854 SH DEFINED 1,2,5 208,854 BOMBAY CO INC COM 09792410 67 49,091 SH DEFINED 1,5 49,091 BON-TON STORES INC COM 09776J10 13,385 450,059 SH DEFINED 1,2 450,059 BOOKHAM INC COM 09856E10 2,183 677,989 SH DEFINED 1,5 677,989 BOOKS-A-MILLION INC COM 09857010 3,287 184,150 SH DEFINED 1,2 184,150 BORDERS GROUP INC COM 09970910 29,830 1,462,273 SH DEFINED 1,2,5,13 1,462,273 BORG WARNER INC COM 09972410 49,239 861,276 SH DEFINED 1,2,5,12,13 861,276 BORLAND SOFTWARE COR COM 09984910 7,334 1,280,013 SH DEFINED 1,2,5 1,280,013 BOSTON BEER INC CL A 10055710 9,286 282,687 SH DEFINED 1,2,6 282,687 BOSTON COMMUNICATION COM 10058210 25 12,133 SH DEFINED 1 12,133 BOSTON PRIVATE FINL COM 10111910 15,980 573,167 SH DEFINED 1,2,6 573,167 BOSTON PROPERTIES IN COM 10112110 426,645 4,128,553 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,128,553 BOSTON SCIENTIFIC CO COM 10113710 465,641 31,483,515 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,483,515 BOTTOMLINE TECH DEL COM 10138810 2,311 236,823 SH DEFINED 1 236,823 BOWATER INC COM 10218310 26,745 1,300,207 SH DEFINED 1,2,5,13 1,300,207 BOWNE & CO INC COM 10304310 7,213 505,135 SH DEFINED 1,2 505,135 BOYD GAMING CORP COM 10330410 29,966 779,551 SH DEFINED 1,2,13 779,551 BOYKIN LODGING CO COM 10343010 494 64,833 SH DEFINED 1,3,5 64,833 BP PLC SPONSORED 05562210 3,157,030 48,140,139 SH DEFINED 1,2 48,140,139 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,823 24,802 SH DEFINED 1,2,5 24,802 BRADLEY PHARMACEUTIC COM 10457610 10,544 662,304 SH DEFINED 1,2 662,304 BRADY CORP CL A 10467410 29,080 827,090 SH DEFINED 1,2,5 827,090 BRANDYWINE RLTY TR SH BEN INT 10536820 55,307 1,699,139 SH DEFINED 1,2,3,5 1,699,139 BRE PROPERTIES INC CL A 05564E10 58,380 977,395 SH DEFINED 1,2,3,5 977,395
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BRIGGS & STRATTON CO COM 10904310 23,046 836,514 SH DEFINED 1,2,5,12 836,514 BRIGHAM EXPLORATION COM 10917810 5,478 809,214 SH DEFINED 1,2,6 809,214 BRIGHT HORIZON FAMIL COM 10919510 18,950 454,104 SH DEFINED 1,2,5,6 454,104 BRIGHTPOINT INC COM NEW 10947340 13,193 927,812 SH DEFINED 1,2,5,6 927,812 BRINKER INTL INC COM 10964110 71,665 1,787,599 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,787,599 BRINKS CO COM 10969610 38,998 734,972 SH DEFINED 1,2,5,6,13 734,972 BRISTOL MYERS SQUIBB COM 11012210 1,304,498 52,347,434 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,347,434 BRISTOL WEST HLDGS I COM 11037M10 3,537 243,065 SH DEFINED 1,2 243,065 BRISTOW GROUP INC COM 11039410 12,189 354,333 SH DEFINED 1,2 354,333 BRITESMILE INC COM NEW 11041520 30 11,836 SH DEFINED 1 11,836 BRITISH AMERN TOB PL SPONSORED 11044810 1,728 31,576 SH DEFINED 1 31,576 BRITISH AWYS PLC ADR 2ND IN 11041930 599 7,485 SH DEFINED 1 7,485 BRITISH SKY BROADCAS SPONSORED 11101310 479 11,659 SH DEFINED 1 11,659 BROADCOM CORP CL A 11132010 365,121 12,034,314 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,034,314 BROADWING CORP COM 11161E10 15,188 1,203,495 SH DEFINED 1,2,5,6 1,203,495 BROCADE COMMUNICATIO COM 11162110 58,981 8,354,254 SH DEFINED 1,2,5,6,8,10 8,354,254 BRONCO DRILLING CO I COM 11221110 2,892 164,521 SH DEFINED 1,6 164,521 BROOKDALE SR LIVING COM 11246310 7,310 157,482 SH DEFINED 1,2,6 157,482 BROOKFIELD HOMES COR COM 11272310 5,757 204,443 SH DEFINED 1,2,5,6 204,443 BROOKFIELD PPTYS COR COM 11290010 12,517 354,402 SH DEFINED 1,2,3 354,402 BROOKLINE BANCORP IN COM 11373M10 13,478 980,241 SH DEFINED 1,2,5 980,241 BROOKS AUTOMATION IN COM 11434010 15,693 1,202,544 SH DEFINED 1,2,5 1,202,544 BROWN & BROWN INC COM 11523610 79,759 2,609,916 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,609,916 BROWN FORMAN CORP CL A 11563710 1,719 22,222 SH DEFINED 1,5,12 22,222 BROWN FORMAN CORP CL B 11563720 149,132 1,945,617 SH DEFINED 1,2,5,6,10,12,13 1,945,617 BROWN SHOE INC NEW COM 11573610 23,776 663,383 SH DEFINED 1,2 663,383 BRT RLTY TR SH BEN INT 05564530 272 9,600 SH DEFINED 1 9,600 BRUKER BIOSCIENCES C COM 11679410 7,418 1,058,237 SH DEFINED 1,2,5,6 1,058,237 BRUNSWICK CORP COM 11704310 79,393 2,545,468 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,545,468 BRUSH ENGINEERED MAT COM 11742110 7,370 296,354 SH DEFINED 1,2,5 296,354 BRYN MAWR BK CORP COM 11766510 202 9,120 SH DEFINED 1 9,120 BT GROUP PLC ADR 05577E10 505 9,977 SH DEFINED 1,2 9,977 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 6,733 792,175 SH DEFINED 1,2 792,175 BUCKLE INC COM 11844010 5,183 136,618 SH DEFINED 1,2 136,618 BUCYRUS INTL INC NEW CL A 11875910 20,559 484,648 SH DEFINED 1,2,6 484,648 BUFFALO WILD WINGS I COM 11984810 3,764 98,415 SH DEFINED 1 98,415 BUILD A BEAR WORKSHO COM 12007610 4,127 181,240 SH DEFINED 1,2,6 181,240 BUILDERS FIRSTSOURCE COM 12008R10 4,576 300,429 SH DEFINED 1,2,6 300,429 BUILDING MATLS HLDG COM 12011310 12,163 467,445 SH DEFINED 1,2 467,445 BUNGE LIMITED COM G1696210 42,514 733,630 SH DEFINED 1,2,5,6,7,8,10,12,13,14 733,630 BUNZL PUB LTD CO SPON ADR N 12073840 269 4,225 SH DEFINED 1 4,225 BURGER KING HLDGS IN COM 12120820 3,149 197,323 SH DEFINED 1,2 197,323 BURLINGTON NORTHN SA COM 12189T10 757,584 10,315,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,315,687 C COR INC COM 12501010 6,120 713,231 SH DEFINED 1,2,5 713,231 C D I CORP COM 12507110 4,171 201,418 SH DEFINED 1,2 201,418 C D W CORP COM 12512N10 81,890 1,327,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,327,661 C H ROBINSON WORLDWI COM NEW 12541W20 139,082 3,119,827 SH DEFINED 1,2,5,12,13 3,119,827 C&D TECHNOLOGIES INC COM 12466110 536 75,445 SH DEFINED 1,2,5 75,445 CA INC COM 12673P10 327,934 13,842,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,842,734 CABELAS INC COM 12680430 10,443 480,594 SH DEFINED 1,2 480,594 CABLEVISION SYS CORP CL A NY CA 12686C10 71,202 3,135,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,135,280 CABOT CORP COM 12705510 38,784 1,042,590 SH DEFINED 1,2,5,6,12,13 1,042,590 CABOT MICROELECTRONI COM 12709P10 19,527 677,543 SH DEFINED 1,2,5,6,13 677,543 CABOT OIL & GAS CORP COM 12709710 30,274 631,635 SH DEFINED 1,2,5,6,12 631,635 CACHE INC COM NEW 12715030 2,704 151,156 SH DEFINED 1 151,156 CACI INTL INC CL A 12719030 26,840 487,910 SH DEFINED 1,2,5,6 487,910 CADBURY SCHWEPPES PL ADR 12720930 1,031 24,103 SH DEFINED 1 24,103 CADENCE DESIGN SYSTE COM 12738710 111,623 6,581,521 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,581,521 CADENCE FINL CORP COM 12738A10 3,348 165,165 SH DEFINED 1,5 165,165 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 9,736 332,053 SH DEFINED 1,2,6 332,053 CALAMP CORP COM 12812610 1,540 252,916 SH DEFINED 1 252,916 CALAVO GROWERS INC COM 12824610 188 20,200 SH DEFINED 1 20,200 CALGON CARBON CORP COM 12960310 2,369 535,878 SH DEFINED 1,2 535,878 CALIFORNIA COASTAL C COM NEW 12991520 5,036 244,949 SH DEFINED 1,2 244,949 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 9,671 323,120 SH DEFINED 1,2,6 323,120 CALIFORNIA WTR SVC G COM 13078810 9,788 265,040 SH DEFINED 1,2 265,040 CALIPER LIFE SCIENCE COM 13087210 186 38,085 SH DEFINED 1 38,085 CALLAWAY GOLF CO COM 13119310 20,789 1,585,761 SH DEFINED 1,2,5,13 1,585,761 CALLON PETE CO DEL COM 13123X10 5,508 406,186 SH DEFINED 1,2 406,186 CALUMET SPECIALTY PR UT LTD PAR 13147610 270 8,446 SH DEFINED 1,2 8,446 CAMBREX CORP COM 13201110 9,828 474,577 SH DEFINED 1,2,5 474,577 CAMDEN NATL CORP COM 13303410 4,982 123,938 SH DEFINED 1,2,5 123,938 CAMDEN PPTY TR SH BEN INT 13313110 100,376 1,320,568 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,320,568 CAMERON INTERNATIONA COM 13342B10 209,548 4,337,575 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,337,575 CAMPBELL SOUP CO COM 13442910 253,255 6,938,496 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,938,496 CANADIAN NAT RES LTD COM 13638510 704 15,453 SH DEFINED 1,2,7 15,453 CANADIAN NATL RY CO COM 13637510 1,009 24,069 SH DEFINED 1,2 24,069 CANADIAN PAC RY LTD COM 13645T10 421 8,469 SH DEFINED 1 8,469 CANDELA CORP COM 13690710 4,541 416,212 SH DEFINED 1,2 416,212 CANON INC ADR 13800630 4,445 85,006 SH DEFINED 1,2 85,006 CAPITAL BK CORP COM 13979310 218 12,304 SH DEFINED 1 12,304 CAPITAL CITY BK GROU COM 13967410 6,962 223,848 SH DEFINED 1,2 223,848 CAPITAL CORP OF THE COM NEW 14006520 4,195 135,246 SH DEFINED 1 135,246 CAPITAL LEASE FDG IN COM 14028810 5,408 487,610 SH DEFINED 1,2 487,610 CAPITAL ONE FINL COR COM 14040H10 713,777 9,074,207 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,074,207 CAPITAL SOUTHWEST CO COM 14050110 6,223 52,232 SH DEFINED 1 52,232 CAPITAL SR LIVING CO COM 14047510 2,078 224,699 SH DEFINED 1 224,699 CAPITAL TRUST INC MD CL A NEW 14052H50 9,788 240,308 SH DEFINED 1,2 240,308 CAPITALSOURCE INC COM 14055X10 52,554 2,035,390 SH DEFINED 1,2,5,8 2,035,390 CAPITOL BANCORP LTD COM 14056D10 11,279 253,461 SH DEFINED 1,2 253,461 CAPITOL FED FINL COM 14057C10 10,020 281,778 SH DEFINED 1,2,5 281,778 CAPSTEAD MTG CORP COM NO PAR 14067E50 486 56,259 SH DEFINED 1,5 56,259 CAPSTONE TURBINE COR COM 14067D10 1,696 1,211,156 SH DEFINED 1,2,5 1,211,156 CAPTARIS INC COM 14071N10 243 41,502 SH DEFINED 1 41,502 CARACO PHARMACEUTICA COM 14075T10 979 96,403 SH DEFINED 1 96,403 CARAUSTAR INDS INC COM 14090910 3,995 503,828 SH DEFINED 1,2 503,828 CARBO CERAMICS INC COM 14078110 19,131 530,982 SH DEFINED 1,2,6 530,982 CARDIAC SCIENCE CORP COM 14141A10 184 24,867 SH DEFINED 1,5 24,867 CARDINAL FINL CORP COM 14149F10 3,188 290,834 SH DEFINED 1 290,834 CARDINAL HEALTH INC COM 14149Y10 884,393 13,452,891 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,452,891 CARDIODYNAMICS INTL COM 14159710 29 41,428 SH DEFINED 1,5 41,428 CAREER EDUCATION COR COM 14166510 89,230 3,967,534 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,967,534 CAREMARK RX INC COM 14170510 717,627 12,663,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,663,259 CARLISLE COS INC COM 14233910 47,569 565,624 SH DEFINED 1,2,5,12,13 565,624
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CARMAX INC COM 14313010 79,751 1,912,039 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,912,039 CARMIKE CINEMAS INC COM 14343640 3,221 187,457 SH DEFINED 1,2 187,457 CARNIVAL CORP PAIRED CTF 14365830 432,379 9,193,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,193,693 CARNIVAL PLC ADR 14365C10 313 6,512 SH DEFINED 1,2 6,512 CARPENTER TECHNOLOGY COM 14428510 50,721 471,778 SH DEFINED 1,2,5,10,12 471,778 CARREKER CORP COM 14443310 186 30,249 SH DEFINED 1,5 30,249 CARRIAGE SVCS INC COM 14390510 322 69,000 SH DEFINED 1,2 69,000 CARRIER ACCESS CORP COM 14446010 2,764 389,345 SH DEFINED 1,2 389,345 CARRIZO OIL & CO INC COM 14457710 7,619 295,414 SH DEFINED 1,2,6 295,414 CARTER INC COM 14622910 20,020 758,634 SH DEFINED 1,2,6 758,634 CASCADE BANCORP COM 14715410 10,887 290,251 SH DEFINED 1,2,6 290,251 CASCADE CORP COM 14719510 8,467 185,482 SH DEFINED 1,2 185,482 CASCADE NAT GAS CORP COM 14733910 5,190 198,935 SH DEFINED 1,2,5 198,935 CASELLA WASTE SYS IN CL A 14744810 2,940 284,380 SH DEFINED 1 284,380 CASEYS GEN STORES IN COM 14752810 17,602 790,412 SH DEFINED 1,2,5,6 790,412 CASH AMER INTL INC COM 14754D10 23,743 607,552 SH DEFINED 1,2,6 607,552 CASS INFORMATION SYS COM 14808P10 2,198 66,375 SH DEFINED 1 66,375 CASTLE A M & CO COM 14841110 6,840 254,843 SH DEFINED 1,2 254,843 CASUAL MALE RETAIL G COM 14871110 5,761 419,579 SH DEFINED 1 419,579 CATALINA MARKETING C COM 14886710 27,196 988,928 SH DEFINED 1,2,5,6,13 988,928 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 1,388,666 21,104,343 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,104,343 CATHAY GENERAL BANCO COM 14915010 38,232 1,059,071 SH DEFINED 1,2,5,6,13 1,059,071 CATO CORP NEW CL A 14920510 11,337 517,454 SH DEFINED 1,2 517,454 CAVCO INDS INC DEL COM 14956810 3,190 101,227 SH DEFINED 1,2,5 101,227 CB RICHARD ELLIS GRO CL A 12497T10 99,455 4,042,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,042,904 CBEYOND INC COM 14984710 6,917 251,992 SH DEFINED 1,2,6 251,992 CBIZ INC COM 12480510 8,260 1,131,480 SH DEFINED 1,2 1,131,480 CBL & ASSOC PPTYS IN COM 12483010 52,971 1,263,918 SH DEFINED 1,2,3,5 1,263,918 CBOT HLDGS INC CL A 14984K10 51,009 422,296 SH DEFINED 1,2,5 422,296 CBRL GROUP INC COM 12489V10 32,822 811,813 SH DEFINED 1,2,5,6,13 811,813 CBS CORP NEW CL A 12485710 337 11,936 SH DEFINED 1,5,13 11,936 CBS CORP NEW CL B 12485720 770,670 27,357,835 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,357,835 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 387 5,116 SH DEFINED 1 5,116 CEC ENTMT INC COM 12513710 25,866 820,896 SH DEFINED 1,2,5,6 820,896 CEDAR FAIR L P DEPOSITRY 15018510 1,993 75,823 SH DEFINED 1,2,5 75,823 CEDAR SHOPPING CTRS COM NEW 15060220 12,448 769,804 SH DEFINED 1,2,3 769,804 CELADON GROUP INC COM 15083810 4,615 277,339 SH DEFINED 1,2 277,339 CELANESE CORP DEL COM SER A 15087010 18,974 1,059,986 SH DEFINED 1,2,5 1,059,986 CELESTICA INC SUB VTG SH 15101Q10 137 12,781 SH DEFINED 1,2,5,7 12,781 CELGENE CORP COM 15102010 203,547 4,700,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,700,857 CELL GENESYS INC COM 15092110 3,191 698,298 SH DEFINED 1,2,5,6 698,298 CELL THERAPEUTICS IN COM 15093410 147 85,793 SH DEFINED 1,2,5 85,793 CEMEX SAB DE CV SPON ADR 5 15129088 15,808 525,532 SH DEFINED 1,2 525,532 CENTENE CORP DEL COM 15135B10 14,125 859,175 SH DEFINED 1,2,6 859,175 CENTENNIAL BK HLDGS COM 15134530 9,755 1,007,758 SH DEFINED 1,2 1,007,758 CENTENNIAL COMMUNCTN CL A NEW 15133V20 3,755 704,424 SH DEFINED 1,2,6 704,424 CENTER BANCORP INC COM 15140810 254 15,466 SH DEFINED 1 15,466 CENTER FINL CORP CAL COM 15146E10 3,937 165,575 SH DEFINED 1 165,575 CENTERPOINT ENERGY I COM 15189T10 158,148 11,043,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,043,829 CENTERSTATE BKS FLA COM 15201P10 1,805 89,800 SH DEFINED 1 89,800 CENTEX CORP COM 15231210 187,038 3,554,505 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,554,505 CENTILLIUM COMMUNICA COM 15231910 103 50,342 SH DEFINED 1,5 50,342 CENTRACORE PROPERTIE COM 15235H10 6,164 194,127 SH DEFINED 1,2,3 194,127 CENTRAL EUROPEAN DIS COM 15343510 9,899 422,855 SH DEFINED 1,2,6 422,855 CENTRAL EUROPEAN MED CL A NEW G2004520 653 9,740 SH DEFINED 1,5,7 9,740 CENTRAL GARDEN & PET COM 15352710 19,090 395,560 SH DEFINED 1,2,6 395,560 CENTRAL PAC FINL COR COM 15476010 17,972 491,304 SH DEFINED 1,2 491,304 CENTRAL PKG CORP COM 15478510 3,728 225,936 SH DEFINED 1,2 225,936 CENTRAL VT PUB SVC C COM 15577110 642 29,040 SH DEFINED 1,2 29,040 CENTURY ALUM CO COM 15643110 17,471 519,202 SH DEFINED 1,2 519,202 CENTURY CASINOS INC COM 15649210 1,841 185,167 SH DEFINED 1 185,167 CENTURYTEL INC COM 15670010 293,119 7,388,922 SH DEFINED 1,2,5,6,7,10,12,13 7,388,922 CENVEO INC COM 15670S10 14,327 761,252 SH DEFINED 1,2,5,6 761,252 CEPHALON INC COM 15670810 74,434 1,205,408 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,205,408 CEPHEID COM 15670R10 5,189 718,647 SH DEFINED 1,2,5 718,647 CERADYNE INC COM 15671010 25,215 613,664 SH DEFINED 1,2,5,6 613,664 CERIDIAN CORP NEW COM 15677910 68,586 3,067,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,067,333 CERNER CORP COM 15678210 32,973 726,270 SH DEFINED 1,2,5,6,12 726,270 CERUS CORP COM 15708510 1,265 227,857 SH DEFINED 1,5 227,857 CEVA INC COM 15721010 68 12,073 SH DEFINED 1 12,073 CF INDS HLDGS INC COM 12526910 13,090 766,844 SH DEFINED 1,2 766,844 CFS BANCORP INC COM 12525D10 260 17,566 SH DEFINED 1,5 17,566 CH ENERGY GROUP INC COM 12541M10 14,258 277,020 SH DEFINED 1,2,5 277,020 CHAD THERAPEUTICS IN COM 15722810 51 27,600 SH DEFINED 1 27,600 CHAMPION ENTERPRISES COM 15849610 21,965 3,183,282 SH DEFINED 1,2,5,6 3,183,282 CHAMPS ENTMT INC DEL COM 15878710 95 15,700 SH DEFINED 1 15,700 CHAPARRAL STL CO DEL COM 15942310 27,227 799,375 SH DEFINED 1,2,5,6 799,375 CHARLES & COLVARD LT COM 15976510 289 25,400 SH DEFINED 1,5 25,400 CHARLES RIV LABS INT COM 15986410 52,328 1,205,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,205,438 CHARLOTTE RUSSE HLDG COM 16104810 5,952 216,120 SH DEFINED 1,6 216,120 CHARMING SHOPPES INC COM 16113310 41,785 2,926,129 SH DEFINED 1,2,5,13 2,926,129 CHARTER COMMUNICATIO CL A 16117M10 8,128 5,347,507 SH DEFINED 1,2,5,6 5,347,507 CHARTER FINL CORP WE COM 16122M10 2,515 62,880 SH DEFINED 1,2 62,880 CHARTERMAC SH BEN INT 16090810 14,559 729,411 SH DEFINED 1,2,5 729,411 CHATTEM INC COM 16245610 12,104 344,639 SH DEFINED 1,2,6 344,639 CHECK POINT SOFTWARE ORD M2246510 5,899 309,178 SH DEFINED 1,2,5,12 309,178 CHECKFREE CORP NEW COM 16281310 75,014 1,815,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,815,449 CHECKPOINT SYS INC COM 16282510 10,122 613,102 SH DEFINED 1,2,6 613,102 CHEESECAKE FACTORY I COM 16307210 40,733 1,498,082 SH DEFINED 1,2,5,6,8,13 1,498,082 CHEMED CORP NEW COM 16359R10 12,192 377,939 SH DEFINED 1,2,6 377,939 CHEMICAL FINL CORP COM 16373110 11,763 396,336 SH DEFINED 1,2,5 396,336 CHEMTURA CORP COM 16389310 57,694 6,654,411 SH DEFINED 1,2,5,8,13 6,654,411 CHENIERE ENERGY INC COM NEW 16411R20 16,274 547,767 SH DEFINED 1,2,5,6 547,767 CHEROKEE INC DEL NEW COM 16444H10 3,935 107,482 SH DEFINED 1,5 107,482 CHESAPEAKE CORP COM 16515910 4,597 321,228 SH DEFINED 1,2 321,228 CHESAPEAKE ENERGY CO COM 16516710 345,002 11,904,821 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,904,821 CHESAPEAKE UTILS COR COM 16530310 358 11,930 SH DEFINED 1,2 11,930 CHEVRON CORP NEW COM 16676410 5,330,520 82,185,007 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,185,007 CHICAGO BRIDGE & IRO N Y REGIST 16725010 387 16,074 SH DEFINED 1 16,074 CHICAGO MERCANTILE H CL A 16776010 423,561 885,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 885,648 CHICOS FAS INC COM 16861510 81,394 3,780,509 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,780,509 CHILDRENS PL RETAIL COM 16890510 28,306 442,079 SH DEFINED 1,2,5,6 442,079 CHINA BAK BATTERY IN COM 16936Y10 1,743 259,444 SH DEFINED 1 259,444 CHINA MOBILE LIMITED SPONSORED 16941M10 453 12,805 SH DEFINED 1 12,805 CHINA PETE & CHEM CO SPON ADR H 16941R10 702 11,343 SH DEFINED 1 11,343 CHINA UNICOM LTD SPONSORED 16945R10 166 17,020 SH DEFINED 1 17,020
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHINA YUCHAI INTL LT COM G2108210 60 10,600 SH DEFINED 1,7 10,600 CHIPOTLE MEXICAN GRI CL A 16965610 7,515 151,290 SH DEFINED 1,2 151,290 CHIQUITA BRANDS INTL COM 17003280 18,537 1,385,410 SH DEFINED 1,2 1,385,410 CHITTENDEN CORP COM 17022810 25,343 883,347 SH DEFINED 1,2,5 883,347 CHOICE HOTELS INTL I COM 16990510 20,173 493,234 SH DEFINED 1,2,5,6 493,234 CHOICEPOINT INC COM 17038810 67,811 1,894,163 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,894,163 CHOLESTECH CORP COM 17039310 198 16,533 SH DEFINED 1 16,533 CHORDIANT SOFTWARE I COM 17040410 2,564 835,056 SH DEFINED 1,5 835,056 CHRISTOPHER & BANKS COM 17104610 30,346 1,029,362 SH DEFINED 1,2,5,6 1,029,362 CHUBB CORP COM 17123210 655,156 12,608,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,608,849 CHUNGHWA TELECOM CO SPONSORED 17133Q20 257 14,842 SH DEFINED 1,12 14,842 CHURCH & DWIGHT INC COM 17134010 40,860 1,044,753 SH DEFINED 1,2,5,6,13 1,044,753 CHURCHILL DOWNS INC COM 17148410 5,758 136,896 SH DEFINED 1,2 136,896 CIBA SPECIALTY CHEMI SPONSORED 17162W20 382 12,641 SH DEFINED 1 12,641 CIBER INC COM 17163B10 7,248 1,093,154 SH DEFINED 1,2 1,093,154 CIENA CORP COM 17177910 1,845 430,119 SH DEFINED 1 430,119 CIGNA CORP COM 12550910 360,870 3,102,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,102,388 CIMAREX ENERGY CO COM 17179810 41,508 1,179,526 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,179,526 CINCINNATI BELL INC COM 17187110 39,609 8,217,618 SH DEFINED 1,2,5,6,13 8,217,618 CINCINNATI FINL CORP COM 17206210 229,214 4,763,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,763,379 CINTAS CORP COM 17290810 158,999 3,894,175 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,894,175 CIPHERGEN BIOSYSTEMS COM 17252Y10 15 11,267 SH DEFINED 1 11,267 CIRCOR INTL INC COM 17273K10 10,383 339,881 SH DEFINED 1,2 339,881 CIRCUIT CITY STORE I COM 17273710 118,448 4,717,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,717,151 CIRRUS LOGIC INC COM 17275510 15,864 2,176,086 SH DEFINED 1,2,5,6 2,176,086 CISCO SYS INC COM 17275R10 4,274,047 185,989,841 SH DEFINED 1,2,5,6,7,8,10,12,13,14 185,989,841 CIT GROUP INC COM 12558110 414,020 8,513,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,513,679 CITADEL BROADCASTING COM 17285T10 9,764 1,038,760 SH DEFINED 1,2 1,038,760 CITI TRENDS INC COM 17306X10 2,873 83,237 SH DEFINED 1,6 83,237 CITIGROUP INC COM 17296710 7,596,743 152,944,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 152,944,287 CITIZENS & NORTHN CO COM 17292210 376 16,746 SH DEFINED 1 16,746 CITIZENS BKG CORP MI COM 17442010 22,358 851,408 SH DEFINED 1,2,5 851,408 CITIZENS COMMUNICATI COM 17453B10 167,491 11,929,531 SH DEFINED 1,2,5,6,10,12,13 11,929,531 CITIZENS FIRST BANCO COM 17461R10 3,192 125,372 SH DEFINED 1,5 125,372 CITIZENS INC CL A 17474010 143 24,632 SH DEFINED 1 24,632 CITRIX SYS INC COM 17737610 185,605 5,125,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,125,798 CITY BK LYNNWOOD WAS COM 17770A10 7,636 162,354 SH DEFINED 1,2 162,354 CITY HLDG CO COM 17783510 16,511 414,112 SH DEFINED 1,2 414,112 CITY NATL CORP COM 17856610 44,417 662,342 SH DEFINED 1,2,5,12,13 662,342 CKE RESTAURANTS INC COM 12561E10 14,495 866,902 SH DEFINED 1,2,6 866,902 CKX INC COM 12562M10 8,942 718,264 SH DEFINED 1,2,6 718,264 CLAIRES STORES INC COM 17958410 52,724 1,808,077 SH DEFINED 1,2,5,6,12,13 1,808,077 CLARCOR INC COM 17989510 34,171 1,120,740 SH DEFINED 1,2,5,6 1,120,740 CLARK INC COM 18145710 5,403 479,437 SH DEFINED 1,2 479,437 CLAYTON HLDGS INC COM 18418N10 871 69,268 SH DEFINED 1,2 69,268 CLEAN HARBORS INC COM 18449610 12,075 277,278 SH DEFINED 1,2,6 277,278 CLEAR CHANNEL COMMUN COM 18450210 425,137 14,736,131 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,736,131 CLEAR CHANNEL OUTDOO CL A 18451C10 7,967 390,523 SH DEFINED 1,2 390,523 CLECO CORP NEW COM 12561W10 33,242 1,317,034 SH DEFINED 1,2,5,6 1,317,034 CLEVELAND CLIFFS INC COM 18589610 35,783 938,952 SH DEFINED 1,2,5,6 938,952 CLICK COMMERCE INC COM NEW 18681D20 3,043 134,605 SH DEFINED 1,5 134,605 CLIFTON SVGS BANCORP COM 18712Q10 2,088 186,085 SH DEFINED 1,2 186,085 CLOROX CO DEL COM 18905410 264,117 4,192,338 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,192,338 CMGI INC COM 12575010 7,540 7,112,897 SH DEFINED 1,2,5,6 7,112,897 CMS ENERGY CORP COM 12589610 97,836 6,775,336 SH DEFINED 1,2,5,6,10,13 6,775,336 CNA FINL CORP COM 12611710 29,241 811,796 SH DEFINED 1,2,5 811,796 CNA SURETY CORP COM 12612L10 6,418 317,743 SH DEFINED 1,2 317,743 CNET NETWORKS INC COM 12613R10 19,641 2,052,338 SH DEFINED 1,2,5,6 2,052,338 CNS INC COM 12613610 13,159 466,121 SH DEFINED 1,2 466,121 CNX GAS CORP COM 12618H30 6,494 280,278 SH DEFINED 1,2 280,278 COACH INC COM 18975410 363,906 10,578,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,578,661 COACHMEN INDS INC COM 18987310 196 18,117 SH DEFINED 1 18,117 COASTAL FINL CORP DE COM 19046E10 3,113 247,077 SH DEFINED 1,5 247,077 COBIZ INC COM 19089710 4,687 205,023 SH DEFINED 1,2,6 205,023 COBRA ELECTRS CORP COM 19104210 87 10,200 SH DEFINED 1 10,200 COCA COLA BOTTLING C COM 19109810 7,304 117,837 SH DEFINED 1,2,6 117,837 COCA COLA CO COM 19121610 2,851,241 63,814,701 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,814,701 COCA COLA ENTERPRISE COM 19121910 229,745 11,029,512 SH DEFINED 1,2,5,6,10,12,13 11,029,512 COEUR D ALENE MINES COM 19210810 19,981 4,242,317 SH DEFINED 1,2,5,6 4,242,317 COGENT COMM GROUP IN COM NEW 19239V30 3,238 279,396 SH DEFINED 1,2,5,6 279,396 COGENT INC COM 19239Y10 7,863 572,692 SH DEFINED 1,2,5,6 572,692 COGNEX CORP COM 19242210 16,984 672,374 SH DEFINED 1,2,5,6 672,374 COGNIZANT TECHNOLOGY CL A 19244610 197,148 2,663,807 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,663,807 COHEN & STEERS INC COM 19247A10 5,187 160,282 SH DEFINED 1,2,6 160,282 COHERENT INC COM 19247910 26,600 767,460 SH DEFINED 1,2,5,6 767,460 COHU INC COM 19257610 6,861 384,821 SH DEFINED 1,2,6 384,821 COINMACH SVC CORP CL A 19259W20 2,848 286,775 SH DEFINED 1,2 286,775 COINSTAR INC COM 19259P30 24,198 840,777 SH DEFINED 1,2,6 840,777 COLDWATER CREEK INC COM 19306810 26,645 926,452 SH DEFINED 1,2,5,6,13 926,452 COLE KENNETH PRODTNS CL A 19329410 3,493 143,332 SH DEFINED 1,2 143,332 COLEY PHARMACEUTICAL COM 19388P10 3,723 326,006 SH DEFINED 1,2,6 326,006 COLGATE PALMOLIVE CO COM 19416210 956,114 15,396,357 SH DEFINED 1,2,5,6,8,10,12,13 15,396,357 COLLAGENEX PHARMACEU COM 19419B10 210 16,200 SH DEFINED 1,5 16,200 COLONIAL BANCGROUP I COM 19549330 68,623 2,800,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,800,951 COLONIAL PPTYS TR COM SH BEN 19587210 43,884 917,889 SH DEFINED 1,2,3,5 917,889 COLOR KINETICS INC COM 19624P10 3,068 180,704 SH DEFINED 1,5 180,704 COLUMBIA BANCORP ORE COM 19723110 2,803 113,972 SH DEFINED 1 113,972 COLUMBIA BKG SYS INC COM 19723610 8,198 256,092 SH DEFINED 1,2 256,092 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 12,074 216,264 SH DEFINED 1,2,5,6 216,264 COLUMBUS MCKINNON CO COM 19933310 4,387 243,327 SH DEFINED 1 243,327 COMARCO INC COM 20008010 111 12,500 SH DEFINED 1 12,500 COMBINATORX INC COM 20010A10 1,644 263,954 SH DEFINED 1 263,954 COMCAST CORP NEW CL A 20030N10 1,880,540 50,963,141 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,963,141 COMCAST CORP NEW CL A SPL 20030N20 119,716 3,252,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,252,281 COMERICA INC COM 20034010 320,183 5,625,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,625,138 COMFORT SYS USA INC COM 19990810 7,509 655,193 SH DEFINED 1,2,5 655,193 COMMERCE BANCORP INC COM 20051910 170,693 4,649,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,649,777 COMMERCE BANCSHARES COM 20052510 38,363 758,608 SH DEFINED 1,2,5,12 758,608 COMMERCE GROUP INC M COM 20064110 32,715 1,088,696 SH DEFINED 1,2,5 1,088,696 COMMERCIAL BANKSHARE COM 20160710 297 8,326 SH DEFINED 1,2 8,326 COMMERCIAL CAP BANCO COM 20162L10 14,212 891,578 SH DEFINED 1,2,5 891,578 COMMERCIAL METALS CO COM 20172310 39,109 1,923,702 SH DEFINED 1,2,5,13 1,923,702 COMMERCIAL VEH GROUP COM 20260810 5,627 292,174 SH DEFINED 1,2 292,174 COMMONWEALTH TEL ENT COM 20334910 14,663 355,631 SH DEFINED 1,2 355,631 COMMSCOPE INC COM 20337210 55,889 1,700,834 SH DEFINED 1,2,5,6,13 1,700,834 COMMUNICATIONS SYS I COM 20390010 167 17,903 SH DEFINED 1,2 17,903 COMMUNITY BANCORP IN COM 20342P10 2,589 63,326 SH DEFINED 1 63,326 COMMUNITY BANCORP NE COM 20343T10 2,556 83,778 SH DEFINED 1 83,778
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COMMUNITY BK SYS INC COM 20360710 13,118 591,984 SH DEFINED 1,2 591,984 COMMUNITY BKS INC MI COM 20362810 11,775 439,370 SH DEFINED 1,2 439,370 COMMUNITY HEALTH SYS COM 20366810 70,830 1,896,381 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,896,381 COMMUNITY TR BANCORP COM 20414910 9,798 260,242 SH DEFINED 1,2 260,242 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 464 16,317 SH DEFINED 1,2 16,317 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 57,530 2,668,350 SH DEFINED 1,2,4,5 2,668,350 COMPANIA DE TELECOMU SPON ADR N 20444930 288 40,697 SH DEFINED 1,2,5 40,697 COMPASS BANCSHARES I COM 20449H10 186,687 3,276,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,276,365 COMPASS DIVERSIFIED SH BEN INT 20451Q10 1,989 130,000 SH DEFINED 1 130,000 COMPASS MINERALS INT COM 20451N10 12,931 456,780 SH DEFINED 1,2,5 456,780 COMPLETE PRODUCTION COM 20453E10 7,127 361,044 SH DEFINED 1,2 361,044 COMPUCREDIT CORP COM 20478N10 22,309 738,456 SH DEFINED 1,2,6 738,456 COMPUTER HORIZONS CO COM 20590810 107 26,695 SH DEFINED 1 26,695 COMPUTER PROGRAMS & COM 20530610 5,893 179,827 SH DEFINED 1 179,827 COMPUTER SCIENCES CO COM 20536310 306,552 6,240,870 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,240,870 COMPUTER TASK GROUP COM 20547710 138 34,745 SH DEFINED 1 34,745 COMPUWARE CORP COM 20563810 93,518 12,004,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,004,837 COMPX INTERNATIONAL CL A 20563P10 820 52,625 SH DEFINED 1 52,625 COMSTOCK HOMEBUILDIN CL A 20568410 66 12,150 SH DEFINED 1 12,150 COMSTOCK RES INC COM NEW 20576820 17,950 661,149 SH DEFINED 1,2,5,6 661,149 COMSYS IT PARTNERS I COM 20581E10 5,686 330,763 SH DEFINED 1,2 330,763 COMTECH GROUP INC COM NEW 20582120 1,709 113,993 SH DEFINED 1 113,993 COMTECH TELECOMMUNIC COM NEW 20582620 13,176 393,553 SH DEFINED 1,2,5,6 393,553 COMVERSE TECHNOLOGY COM PAR $0 20586240 113,181 5,278,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,278,985 CONAGRA FOODS INC COM 20588710 638,570 26,085,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,085,390 CONCEPTUS INC COM 20601610 5,520 312,039 SH DEFINED 1,6 312,039 CONCORD CAMERA CORP COM 20615610 17 33,609 SH DEFINED 1 33,609 CONCUR TECHNOLOGIES COM 20670810 6,427 441,708 SH DEFINED 1,2,5,6 441,708 CONCURRENT COMPUTER COM 20671020 132 74,409 SH DEFINED 1,5 74,409 CONEXANT SYSTEMS INC COM 20714210 14,542 7,270,751 SH DEFINED 1,2,5,6 7,270,751 CONMED CORP COM 20741010 10,927 517,608 SH DEFINED 1,2 517,608 CONNECTICUT WTR SVC COM 20779710 359 16,266 SH DEFINED 1,2,5 16,266 CONNETICS CORP COM 20819210 10,252 940,596 SH DEFINED 1,2,6 940,596 CONNS INC COM 20824210 2,302 110,316 SH DEFINED 1,2,6 110,316 CONOCOPHILLIPS COM 20825C10 2,763,673 46,424,874 SH DEFINED 1,2,5,6,8,10,12,13,14 46,424,874 CONOR MEDSYSTEMS INC COM 20826410 9,545 404,948 SH DEFINED 1,2,6 404,948 CONSECO INC PFD B CV 5 20846486 3,791 147,500 SH DEFINED 2 147,500 CONSECO INC COM NEW 20846488 37,103 1,767,645 SH DEFINED 1,2,5 1,767,645 CONSOL ENERGY INC COM 20854P10 187,529 5,910,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,910,135 CONSOLIDATED COMM HL COM 20903410 5,869 313,704 SH DEFINED 1,2 313,704 CONSOLIDATED EDISON COM 20911510 370,082 8,010,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,010,438 CONSOLIDATED GRAPHIC COM 20934110 26,331 437,609 SH DEFINED 1,2 437,609 CONSOLIDATED TOMOKA COM 21022610 8,380 130,588 SH DEFINED 1 130,588 CONSTAR INTL INC NEW COM 21036U10 68 11,400 SH DEFINED 1 11,400 CONSTELLATION BRANDS CL A 21036P10 259,689 9,023,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,023,239 CONSTELLATION ENERGY COM 21037110 343,767 5,806,872 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,806,872 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 49,345 1,743,031 SH DEFINED 1,2,5,6,10 1,743,031 CONVERA CORP CL A 21191910 1,444 272,968 SH DEFINED 1,5 272,968 CONVERGYS CORP COM 21248510 85,258 4,128,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,128,698 CON-WAY INC COM 20594410 38,027 848,435 SH DEFINED 1,2,5,8,12,13 848,435 COOPER COS INC COM NEW 21664840 34,144 638,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 638,210 COOPER INDS LTD CL A G2418210 259,039 3,039,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,039,650 COOPER TIRE & RUBR C COM 21683110 12,132 1,205,995 SH DEFINED 1,2,5 1,205,995 COPANO ENERGY L L C COM UNITS 21720210 468 8,700 SH DEFINED 1 8,700 COPART INC COM 21720410 33,620 1,192,626 SH DEFINED 1,2,5,6,13 1,192,626 CORE LABORATORIES N COM N2271710 953 14,942 SH DEFINED 1,2,5,6 14,942 CORE MARK HOLDING CO COM 21868110 4,751 151,580 SH DEFINED 1,2,6 151,580 CORE MOLDING TECHNOL COM 21868310 117 16,900 SH DEFINED 2 16,900 CORILLIAN CORP COM 21872510 119 43,493 SH DEFINED 1,5 43,493 CORINTHIAN COLLEGES COM 21886810 33,389 3,088,709 SH DEFINED 1,2,5,6,13 3,088,709 CORN PRODS INTL INC COM 21902310 24,896 765,092 SH DEFINED 1,2,5 765,092 CORNELL COMPANIES IN COM 21914110 2,148 124,278 SH DEFINED 1,5 124,278 CORNING INC COM 21935010 983,999 40,311,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,311,327 CORPORATE EXECUTIVE COM 21988R10 70,729 786,660 SH DEFINED 1,2,5,6,7,8,10,12,13,14 786,660 CORPORATE OFFICE PPT SH BEN INT 22002T10 48,469 1,082,872 SH DEFINED 1,2,3,5 1,082,872 CORRECTIONS CORP AME COM NEW 22025Y40 23,223 536,946 SH DEFINED 1,2,5 536,946 CORUS BANKSHARES INC COM 22087310 22,025 985,024 SH DEFINED 1,2 985,024 CORUS GROUP PLC SPONSORED 22087M10 318 21,896 SH DEFINED 1 21,896 CORVEL CORP COM 22100610 3,292 93,844 SH DEFINED 1 93,844 COSI INC COM 22122P10 2,091 390,091 SH DEFINED 1 390,091 COST PLUS INC CALIF COM 22148510 4,162 347,675 SH DEFINED 1,2,5 347,675 COSTAR GROUP INC COM 22160N10 11,799 285,549 SH DEFINED 1,2,6 285,549 COSTCO WHSL CORP NEW COM 22160K10 635,606 12,793,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,793,994 COTHERIX INC COM 22163T10 1,775 251,447 SH DEFINED 1,2,5 251,447 COUNTRYWIDE FINANCIA COM 22237210 643,654 18,369,116 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,369,116 COURIER CORP COM 22266010 5,718 153,961 SH DEFINED 1,2 153,961 COUSINS PPTYS INC COM 22279510 34,804 1,017,376 SH DEFINED 1,2,3,5 1,017,376 COVAD COMMUNICATIONS COM 22281420 5,785 3,882,601 SH DEFINED 1,2,6 3,882,601 COVANCE INC COM 22281610 82,269 1,239,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,239,357 COVANSYS CORP COM 22281W10 10,384 605,809 SH DEFINED 1,2,6 605,809 COVANTA HLDG CORP COM 22282E10 25,139 1,167,626 SH DEFINED 1,2,5,6 1,167,626 COVENANT TRANS INC CL A 22284P10 171 13,984 SH DEFINED 1 13,984 COVENTRY HEALTH CARE COM 22286210 301,981 5,861,436 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,861,436 COX RADIO INC CL A 22405110 21,070 1,372,645 SH DEFINED 1,2,5 1,372,645 CPI CORP COM 12590210 1,315 27,099 SH DEFINED 1 27,099 CPI INTERNATIONAL IN COM 12618M10 1,054 79,993 SH DEFINED 1 79,993 CRA INTL INC COM 12618T10 7,660 160,713 SH DEFINED 1,2,6 160,713 CRANE CO COM 22439910 39,621 947,866 SH DEFINED 1,2,5,13 947,866 CRAWFORD & CO CL B 22463310 2,148 316,341 SH DEFINED 1 316,341 CRAY INC COM NEW 22522330 641 57,649 SH DEFINED 1,2,5 57,649 CREDENCE SYS CORP COM 22530210 4,393 1,541,418 SH DEFINED 1,2,5 1,541,418 CREDICORP LTD COM G2519Y10 15,332 365,215 SH DEFINED 1,2,7 365,215 CREDIT ACCEP CORP MI COM 22531010 3,703 124,771 SH DEFINED 1,2 124,771 CREDIT SUISSE GROUP SPONSORED 22540110 16,785 289,649 SH DEFINED 1,2 289,649 CREDO PETE CORP COM PAR $0 22543920 144 10,620 SH DEFINED 1 10,620 CREE INC COM 22544710 32,308 1,606,545 SH DEFINED 1,2,5,6,12,13 1,606,545 CRESCENT REAL ESTATE COM 22575610 54,149 2,482,742 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,482,742 CRH PLC ADR 12626K20 28,518 823,259 SH DEFINED 1 823,259 CROCS INC COM 22704610 5,138 151,353 SH DEFINED 1,2 151,353 CROSS CTRY HEALTHCAR COM 22748310 10,282 604,804 SH DEFINED 1,2 604,804 CROSS TIMBERS RTY TR TR UNIT 22757R10 388 8,366 SH DEFINED 1,2 8,366 CROSSTEX ENERGY INC COM 22765Y10 12,678 141,548 SH DEFINED 1,2,6 141,548 CROSSTEX ENERGY L P COM 22765U10 610 17,069 SH DEFINED 1,2 17,069 CROWN CASTLE INTL CO COM 22822710 107,883 3,061,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,061,374
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CROWN HOLDINGS INC COM 22836810 33,699 1,811,748 SH DEFINED 1,2,5,6 1,811,748 CROWN MEDIA HLDGS IN CL A 22841110 1,168 260,063 SH DEFINED 1,2 260,063 CRYOLIFE INC COM 22890310 156 24,234 SH DEFINED 1 24,234 CSG SYS INTL INC COM 12634910 70,366 2,662,363 SH DEFINED 1,2,5,6,7,13 2,662,363 CSK AUTO CORP COM 12596510 11,212 795,157 SH DEFINED 1,2 795,157 CSS INDS INC COM 12590610 6,080 204,569 SH DEFINED 1,2 204,569 CSX CORP COM 12640810 461,582 14,059,749 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,059,749 CT COMMUNICATIONS IN COM NEW 12642640 10,816 497,996 SH DEFINED 1,2 497,996 CTS CORP COM 12650110 9,718 705,204 SH DEFINED 1,2 705,204 CUBIC CORP COM 22966910 7,547 385,441 SH DEFINED 1,2 385,441 CUBIST PHARMACEUTICA COM 22967810 18,777 863,685 SH DEFINED 1,2,5,6 863,685 CULLEN FROST BANKERS COM 22989910 50,962 881,395 SH DEFINED 1,2,5,13 881,395 CULP INC COM 23021510 66 12,000 SH DEFINED 1 12,000 CUMMINS INC COM 23102110 860,955 7,220,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,220,962 CUMULUS MEDIA INC CL A 23108210 7,261 759,553 SH DEFINED 1,2 759,553 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 23,916 788,000 SH DEFINED 1,2 788,000 CUTERA INC COM 23210910 239 8,975 SH DEFINED 1 8,975 CV THERAPEUTICS INC COM 12666710 8,262 741,645 SH DEFINED 1,2,5,6 741,645 CVB FINL CORP COM 12660010 12,972 878,255 SH DEFINED 1,2,5 878,255 CVS CORP COM 12665010 702,185 21,861,305 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,861,305 CYBERONICS INC COM 23251P10 5,605 319,733 SH DEFINED 1,2,6 319,733 CYBERSOURCE CORP COM 23251J10 4,624 390,855 SH DEFINED 1 390,855 CYMER INC COM 23257210 30,200 687,773 SH DEFINED 1,2,5,6 687,773 CYPRESS BIOSCIENCES COM PAR $. 23267450 4,482 613,928 SH DEFINED 1,2,5 613,928 CYPRESS SEMICONDUCTO COM 23280610 40,591 2,284,253 SH DEFINED 1,2,5,6,13 2,284,253 CYTEC INDS INC COM 23282010 40,981 737,208 SH DEFINED 1,2,5,13 737,208 CYTOGEN CORP COM NEW 23282430 25 10,667 SH DEFINED 1 10,667 CYTOKINETICS INC COM 23282W10 1,668 259,468 SH DEFINED 1 259,468 CYTOMEDIX INC COM NEW 23283B20 39 14,700 SH DEFINED 5 14,700 CYTYC CORP COM 23294610 94,777 3,871,626 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,871,626 D & E COMMUNICATIONS COM 23286010 446 35,391 SH DEFINED 1,2 35,391 D R HORTON INC COM 23331A10 192,722 8,046,862 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,046,862 DADE BEHRING HLDGS I COM 23342J20 33,909 844,350 SH DEFINED 1,2,5,6,12 844,350 DAIMLERCHRYSLER AG ORD D1668R12 1,929 38,612 SH DEFINED 1 38,612 DAKTRONICS INC COM 23426410 15,654 756,582 SH DEFINED 1,2,6 756,582 DANAHER CORP DEL COM 23585110 551,967 8,037,966 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,037,966 DARDEN RESTAURANTS I COM 23719410 302,364 7,119,461 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,119,461 DARLING INTL INC COM 23726610 3,864 922,165 SH DEFINED 1 922,165 DARWIN PROFESSIONAL COM 23750210 920 41,407 SH DEFINED 1 41,407 DATASCOPE CORP COM 23811310 6,854 204,789 SH DEFINED 1,2 204,789 DATATRAK INTL INC COM 23813410 67 12,000 SH DEFINED 1 12,000 DAVITA INC COM 23918K10 80,869 1,397,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,397,433 DAWSON GEOPHYSICAL C COM 23935910 2,975 100,170 SH DEFINED 1,5 100,170 DCP MIDSTREAM PARTNE COM UT LTD 23311P10 254 9,084 SH DEFINED 1,2 9,084 DEALERTRACK HLDGS IN COM 24230910 6,976 315,520 SH DEFINED 1,2,6 315,520 DEAN FOODS CO NEW COM 24237010 186,352 4,434,830 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,434,830 DEB SHOPS INC COM 24272810 1,561 60,886 SH DEFINED 1,2 60,886 DECKERS OUTDOOR CORP COM 24353710 10,016 211,661 SH DEFINED 1,2 211,661 DECODE GENETICS INC COM 24358610 4,371 794,674 SH DEFINED 1,2,6 794,674 DECORATOR INDS INC COM PAR $0 24363120 100 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 518,419 6,178,276 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,178,276 DEERFIELD TRIARC CAP COM 24457230 9,721 741,498 SH DEFINED 1,2 741,498 DEL MONTE FOODS CO COM 24522P10 53,608 5,129,988 SH DEFINED 1,2,5,10,12 5,129,988 DELEK US HLDGS INC COM 24664710 1,462 79,032 SH DEFINED 1,2 79,032 DELIA'S INC NEW COM 24691110 2,263 293,891 SH DEFINED 1 293,891 DELL INC COM 24702R10 1,497,055 65,545,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,545,315 DELPHI FINL GROUP IN CL A 24713110 29,530 740,460 SH DEFINED 1,2,5 740,460 DELTA & PINE LD CO COM 24735710 26,633 657,597 SH DEFINED 1,2,5 657,597 DELTA FINANCIAL CORP COM 24791810 325 35,469 SH DEFINED 1 35,469 DELTA PETE CORP COM NEW 24790720 16,294 723,521 SH DEFINED 1,2,6 723,521 DELTATHREE INC COM 24783N10 34 19,900 SH DEFINED 1 19,900 DELTIC TIMBER CORP COM 24785010 6,967 146,184 SH DEFINED 1,2,6 146,184 DELUXE CORP COM 24801910 19,310 1,129,244 SH DEFINED 1,2,5,6,13 1,129,244 DENBURY RES INC COM NEW 24791620 63,694 2,203,936 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,203,936 DENDREON CORP COM 24823Q10 4,737 1,059,804 SH DEFINED 1,2,5,6 1,059,804 DENDRITE INTL INC COM 24823910 7,808 798,353 SH DEFINED 1,2,6 798,353 DENNYS CORP COM 24869P10 4,454 1,306,117 SH DEFINED 1,2,6 1,306,117 DENTSPLY INTL INC NE COM 24903010 106,472 3,536,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,536,095 DEPOMED INC COM 24990810 1,445 354,111 SH DEFINED 1 354,111 DESIGN WITHIN REACH COM 25055710 117 19,200 SH DEFINED 1 19,200 DEUTSCHE BANK AG NAM ORD D1819089 1,242 10,293 SH DEFINED 1,2 10,293 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,755 110,572 SH DEFINED 1,2 110,572 DEVELOPERS DIVERSIFI COM 25159110 179,696 3,222,672 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,222,672 DEVON ENERGY CORP NE COM 25179M10 929,928 14,725,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,725,695 DEVRY INC DEL COM 25189310 27,563 1,295,861 SH DEFINED 1,2,5,6,13 1,295,861 DEXCOM INC COM 25213110 2,102 188,845 SH DEFINED 1 188,845 DIAGEO P L C SPON ADR N 25243Q20 1,391 19,578 SH DEFINED 1 19,578 DIAMOND FOODS INC COM 25260310 2,440 170,523 SH DEFINED 1 170,523 DIAMOND MGMT & TECHN COM 25269L10 6,775 608,167 SH DEFINED 1,2,6 608,167 DIAMOND OFFSHORE DRI COM 25271C10 60,208 831,948 SH DEFINED 1,2,5,6,7,8,10,12,13,14 831,948 DIAMONDROCK HOSPITAL COM 25278430 28,453 1,713,012 SH DEFINED 1,2,3 1,713,012 DIAMONDS TR UNIT SER 1 25278710 251 2,153 SH DEFINED 1 2,153 DICKS SPORTING GOODS COM 25339310 20,468 449,643 SH DEFINED 1,2,6 449,643 DIEBOLD INC COM 25365110 60,752 1,395,628 SH DEFINED 1,2,5,12,13 1,395,628 DIGENE CORP COM 25375210 12,540 290,618 SH DEFINED 1,2,6 290,618 DIGI INTL INC COM 25379810 8,144 603,224 SH DEFINED 1,2,5 603,224 DIGIMARC CORP COM 25380710 161 20,831 SH DEFINED 1 20,831 DIGITAL INSIGHT CORP COM 25385P10 19,840 676,666 SH DEFINED 1,2,6 676,666 DIGITAL RIV INC COM 25388B10 37,587 735,278 SH DEFINED 1,2,6 735,278 DIGITAL RLTY TR INC COM 25386810 18,777 599,517 SH DEFINED 1,2,3,5,6 599,517 DIGITAS INC COM 25388K10 11,990 1,246,374 SH DEFINED 1,2,6 1,246,374 DILLARDS INC CL A 25406710 47,402 1,448,283 SH DEFINED 1,2,5,6,10,13 1,448,283 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 8 68,421 SH DEFINED 1 68,421 DIME CMNTY BANCSHARE COM 25392210 7,033 477,453 SH DEFINED 1,2,5 477,453 DIODES INC COM 25454310 11,858 274,689 SH DEFINED 1,2,6 274,689 DIONEX CORP COM 25454610 25,160 493,923 SH DEFINED 1,2,5,6 493,923 DIRECT GEN CORP COM 25456W20 3,424 254,370 SH DEFINED 1,2,6 254,370 DIRECTED ELECTRONICS COM 25457510 1,220 80,780 SH DEFINED 1,6 80,780 DIRECTV GROUP INC COM 25459L10 625,938 31,805,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,805,791 DISCOVERY HOLDING CO CL A COM 25468Y10 53,051 3,668,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,668,776 DISCOVERY LABORATORI COM 25466810 168 78,735 SH DEFINED 1,5,6 78,735 DISNEY WALT CO COM DISNEY 25468710 2,218,148 71,761,497 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,761,497 DISTRIBUCION Y SERVI SPONSORED 25475310 361 21,037 SH DEFINED 1,2,5 21,037 DISTRIBUTED ENERGY S COM 25475V10 211 65,220 SH DEFINED 1,2,5 65,220 DITECH NETWORKS INC COM 25500T10 4,113 533,449 SH DEFINED 1,2,6 533,449 DIVERSA CORP COM 25506410 3,433 428,051 SH DEFINED 1,2,6 428,051 DJO INCORPORATED COM 23325G10 18,918 455,527 SH DEFINED 1,2,6 455,527 DNP SELECT INCOME FD COM 23325P10 1,497 139,924 SH DEFINED 5,12 139,924
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DOBSON COMMUNICATION CL A 25606910 14,703 2,094,456 SH DEFINED 1,2,5,6 2,094,456 DOCUCORP INTL INC COM 25591110 96 12,300 SH DEFINED 1 12,300 DOLBY LABORATORIES I COM 25659T10 7,947 400,375 SH DEFINED 1,2,6,10 400,375 DOLLAR FINL CORP COM 25666410 6,836 313,305 SH DEFINED 1,2 313,305 DOLLAR GEN CORP COM 25666910 131,150 9,622,136 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,622,136 DOLLAR THRIFTY AUTOM COM 25674310 17,719 397,550 SH DEFINED 1,2,5 397,550 DOLLAR TREE STORES I COM 25674710 65,750 2,123,694 SH DEFINED 1,2,5,10,12,13 2,123,694 DOMINION RES INC VA COM 25746U10 887,714 11,605,625 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,605,625 DOMINOS PIZZA INC COM 25754A20 35,962 1,402,029 SH DEFINED 1,2 1,402,029 DONALDSON INC COM 25765110 41,761 1,131,734 SH DEFINED 1,2,5,6,12,13 1,131,734 DONEGAL GROUP INC CL A 25770120 3,796 187,739 SH DEFINED 1 187,739 DONNELLEY R R & SONS COM 25786710 189,788 5,758,126 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,758,126 DORAL FINL CORP COM 25811P10 10,627 1,612,637 SH DEFINED 1,2,5 1,612,637 DORCHESTER MINERALS COM UNIT 25820R10 1,074 41,696 SH DEFINED 1,2,5 41,696 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 254,290 5,360,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,360,239 DOVER DOWNS GAMING & COM 26009510 5,497 452,440 SH DEFINED 1,2,5,6 452,440 DOVER MOTORSPORTS IN COM 26017410 1,132 208,816 SH DEFINED 1,5 208,816 DOW CHEM CO COM 26054310 1,025,335 26,304,119 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,304,119 DOW JONES & CO INC COM 26056110 70,763 2,109,802 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,109,802 DOWNEY FINL CORP COM 26101810 24,816 372,948 SH DEFINED 1,2,5 372,948 DPL INC COM 23329310 46,529 1,715,669 SH DEFINED 1,2,5,13 1,715,669 DR REDDYS LABS LTD ADR 25613520 385 24,308 SH DEFINED 1,2,5 24,308 DREAMWORKS ANIMATION CL A 26153C10 19,297 774,651 SH DEFINED 1,2,5 774,651 DRESS BARN INC COM 26157010 18,098 829,419 SH DEFINED 1,2,6 829,419 DRESSER-RAND GROUP I COM 26160810 8,086 396,394 SH DEFINED 1,2,6 396,394 DREW INDS INC COM NEW 26168L20 6,167 244,132 SH DEFINED 1,2,6 244,132 DRIL-QUIP INC COM 26203710 11,751 173,624 SH DEFINED 1,2,6 173,624 DRS TECHNOLOGIES INC COM 23330X10 30,135 690,059 SH DEFINED 1,2,5,13 690,059 DRUGSTORE COM INC COM 26224110 3,342 968,683 SH DEFINED 1 968,683 DSP GROUP INC COM 23332B10 10,271 449,498 SH DEFINED 1,2,5,6 449,498 DST SYS INC DEL COM 23332610 75,079 1,217,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,217,438 DSW INC CL A 23334L10 12,304 390,602 SH DEFINED 1,2,6 390,602 DTE ENERGY CO COM 23333110 265,876 6,405,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,405,096 DTS INC COM 23335C10 5,740 271,022 SH DEFINED 1,2,6 271,022 DU PONT E I DE NEMOU COM 26353410 1,648,902 38,489,787 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,489,787 DUCOMMUN INC DEL COM 26414710 377 20,219 SH DEFINED 1,5 20,219 DUKE ENERGY CORP NEW COM 26441C10 2,871,546 95,084,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 95,084,303 DUKE REALTY CORP COM NEW 26441150 122,610 3,282,733 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,282,733 DUN & BRADSTREET COR COM 26483E10 97,535 1,300,634 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,300,634 DUQUESNE LT HLDGS IN COM 26623310 38,488 1,957,689 SH DEFINED 1,2,5,13 1,957,689 DURA AUTOMOTIVE SYST CL A 26590310 8 30,522 SH DEFINED 1,5 30,522 DURECT CORP COM 26660510 2,851 695,292 SH DEFINED 1,5 695,292 DXP ENTERPRISES INC COM NEW 23337740 598 25,587 SH DEFINED 1 25,587 DYAX CORP COM 26746E10 158 47,354 SH DEFINED 1,5 47,354 DYCOM INDS INC COM 26747510 19,054 886,249 SH DEFINED 1,2,5,6,13 886,249 DYNAMEX INC COM 26784F10 3,706 178,596 SH DEFINED 1,2 178,596 DYNAMIC MATLS CORP COM 26788810 4,916 151,630 SH DEFINED 1,5 151,630 DYNAVAX TECHNOLOGIES COM 26815810 113 26,291 SH DEFINED 1,5 26,291 DYNCORP INTL INC CL A 26817C10 3,587 284,903 SH DEFINED 1,2 284,903 DYNEGY INC NEW CL A 26816Q10 66,097 11,930,875 SH DEFINED 1,2,5,6,8,10,13 11,930,875 E M C CORP MASS COM 26864810 770,418 64,308,673 SH DEFINED 1,2,5,6,7,8,10,12,13,14 64,308,673 E ON AG SPONSORED 26878010 23,132 583,118 SH DEFINED 1,2 583,118 E TRADE FINANCIAL CO COM 26924610 298,960 12,498,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,498,342 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 18,732 556,168 SH DEFINED 1,2,5,6,7,12 556,168 EAGLE TEST SYS INC COM 27000610 2,594 157,044 SH DEFINED 1,2 157,044 EARTHLINK INC COM 27032110 17,993 2,471,508 SH DEFINED 1,2,5,6 2,471,508 EAST WEST BANCORP IN COM 27579R10 29,614 747,637 SH DEFINED 1,2,5,6 747,637 EASTERN AMERN NAT GA SPERS RCT 27621710 228 8,800 SH DEFINED 1 8,800 EASTGROUP PPTY INC COM 27727610 26,538 532,260 SH DEFINED 1,2,3,5 532,260 EASTMAN CHEM CO COM 27743210 106,967 1,980,146 SH DEFINED 1,2,5,6,7,10,12,13 1,980,146 EASTMAN KODAK CO COM 27746110 165,201 7,375,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,375,038 EATON CORP COM 27805810 285,990 4,153,807 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,153,807 EATON VANCE CORP COM NON VT 27826510 57,689 1,998,936 SH DEFINED 1,2,5,13 1,998,936 EBAY INC COM 27864210 877,826 30,952,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,952,973 ECC CAPITAL CORP COM 26826M10 138 135,705 SH DEFINED 1,5 135,705 ECHELON CORP COM 27874N10 3,891 472,829 SH DEFINED 1,2,6 472,829 ECHOSTAR COMMUNICATI CL A 27876210 92,843 2,835,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,835,765 ECI TELECOM LTD ORD 26825810 105 12,756 SH DEFINED 1,2,5 12,756 ECLIPSYS CORP COM 27885610 10,882 607,620 SH DEFINED 1,2,5,6 607,620 ECOLAB INC COM 27886510 232,578 5,431,525 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,431,525 ECOLLEGE COM COM 27887E10 3,974 248,507 SH DEFINED 1 248,507 EDGE PETE CORP DEL COM 27986210 4,307 261,497 SH DEFINED 1,2 261,497 EDISON INTL COM 28102010 1,543,818 37,075,369 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,075,369 EDO CORP COM 28134710 5,813 254,059 SH DEFINED 1,2 254,059 EDP ENERGIAS DE PORT SPONSORED 26835310 1,297 30,042 SH DEFINED 1 30,042 EDUCATE INC COM 28138P10 2,237 280,006 SH DEFINED 1,2,6 280,006 EDUCATION RLTY TR IN COM 28140H10 10,228 692,932 SH DEFINED 1,2,3 692,932 EDWARDS AG INC COM 28176010 64,810 1,216,409 SH DEFINED 1,2,5,6,12,13 1,216,409 EDWARDS LIFESCIENCES COM 28176E10 87,913 1,886,948 SH DEFINED 1,2,5,6,7,12,13 1,886,948 EFJ INC COM 26843B10 118 16,000 SH DEFINED 1 16,000 EFUNDS CORP COM 28224R10 21,130 873,844 SH DEFINED 1,2,5,6 873,844 EGL INC COM 26848410 31,658 868,770 SH DEFINED 1,2,6 868,770 EL PASO CORP COM 28336L10 299,341 21,945,842 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,945,842 EL PASO ELEC CO COM NEW 28367785 19,823 887,343 SH DEFINED 1,2,5 887,343 ELECTRO RENT CORP COM 28521810 4,942 290,563 SH DEFINED 1,5 290,563 ELECTRO SCIENTIFIC I COM 28522910 9,756 473,570 SH DEFINED 1,2,5 473,570 ELECTROGLAS INC COM 28532410 63 22,973 SH DEFINED 1,5 22,973 ELECTRONIC ARTS INC COM 28551210 454,664 8,142,265 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,142,265 ELECTRONIC DATA SYS COM 28566110 729,702 29,759,446 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,759,446 ELECTRONICS FOR IMAG COM 28608210 22,886 1,000,256 SH DEFINED 1,2,5 1,000,256 ELIZABETH ARDEN INC COM 28660G10 8,241 509,941 SH DEFINED 1,2 509,941 ELKCORP COM 28745610 8,341 307,213 SH DEFINED 1,2,6 307,213 ELLIS PERRY INTL INC COM 28885310 3,546 114,826 SH DEFINED 1 114,826 EMAGEON INC COM 29076V10 3,826 245,405 SH DEFINED 1 245,405 EMBARCADERO TECHNOLO COM 29078710 695 84,578 SH DEFINED 1,2 84,578 EMBARQ CORP COM 29078E10 212,208 4,387,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,387,184 EMBOTELLADORA ANDINA SPON ADR A 29081P20 152 11,726 SH DEFINED 1,2,5 11,726 EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 228 5,799 SH DEFINED 1,2 5,799 EMC INS GROUP INC COM 26866410 2,984 103,459 SH DEFINED 1,2 103,459 EMCOR GROUP INC COM 29084Q10 37,406 682,096 SH DEFINED 1,2,5,6 682,096 EMCORE CORP COM 29084610 3,303 557,963 SH DEFINED 1,5 557,963 EMDEON CORP COM 29084910 58,166 4,967,167 SH DEFINED 1,2,5,12 4,967,167 EMERITUS CORP COM 29100510 1,201 55,712 SH DEFINED 1 55,712 EMERSON ELEC CO COM 29101110 960,606 11,454,878 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,454,878
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EMERSON RADIO CORP COM NEW 29108720 48 16,000 SH DEFINED 1 16,000 EMISPHERE TECHNOLOGI COM 29134510 2,353 278,411 SH DEFINED 1 278,411 EMMIS COMMUNICATIONS CL A 29152510 9,109 742,990 SH DEFINED 1,2,5,6,13 742,990 EMPIRE DIST ELEC CO COM 29164110 10,766 481,047 SH DEFINED 1,2 481,047 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 3,781 201,348 SH DEFINED 1 201,348 EMULEX CORP COM NEW 29247520 37,289 2,052,220 SH DEFINED 1,2,5 2,052,220 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 19,521 802,008 SH DEFINED 1,2,6 802,008 ENCORE CAP GROUP INC COM 29255410 238 18,341 SH DEFINED 1,2,6 18,341 ENCORE MED CORP COM 29256E10 4,941 784,238 SH DEFINED 1 784,238 ENCORE WIRE CORP COM 29256210 11,140 315,673 SH DEFINED 1,2,5,6 315,673 ENCYSIVE PHARMACEUTI COM 29256X10 3,768 876,229 SH DEFINED 1,2,5,6 876,229 ENDEAVOUR INTL CORP COM 29259G10 250 93,450 SH DEFINED 1,6 93,450 ENDESA S A SPONSORED 29258N10 2,371 55,655 SH DEFINED 1 55,655 ENDO PHARMACEUTICALS COM 29264F20 49,729 1,527,778 SH DEFINED 1,2,5,10,12 1,527,778 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 708 15,511 SH DEFINED 1,2 15,511 ENERGEN CORP COM 29265N10 86,520 2,066,398 SH DEFINED 1,2,5,10,12 2,066,398 ENERGIZER HLDGS INC COM 29266R10 199,479 2,770,922 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,770,922 ENERGY CONVERSION DE COM 29265910 22,317 602,498 SH DEFINED 1,2,6 602,498 ENERGY EAST CORP COM 29266M10 73,903 3,115,627 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,115,627 ENERGY PARTNERS LTD COM 29270U10 13,203 535,617 SH DEFINED 1,2,5,6 535,617 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 4,056 120,183 SH DEFINED 1,2 120,183 ENERSIS S A SPONSORED 29274F10 1,175 89,020 SH DEFINED 1,2,5 89,020 ENERSYS COM 29275Y10 10,598 660,749 SH DEFINED 1,2 660,749 ENGLOBAL CORP COM 29330610 824 133,065 SH DEFINED 1 133,065 ENI S P A SPONSORED 26874R10 2,209 37,119 SH DEFINED 1,2 37,119 ENNIS INC COM 29338910 8,516 393,351 SH DEFINED 1,2 393,351 ENPRO INDS INC COM 29355X10 13,001 432,510 SH DEFINED 1,2,5 432,510 ENSCO INTL INC COM 26874Q10 127,498 2,908,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,908,931 ENSTAR GROUP INC GA COM 29358R10 5,585 58,453 SH DEFINED 1,2 58,453 ENTEGRIS INC COM 29362U10 22,111 2,026,661 SH DEFINED 1,2,5 2,026,661 ENTERCOM COMMUNICATI CL A 29363910 17,719 703,150 SH DEFINED 1,2,5,13 703,150 ENTERGY CORP NEW COM 29364G10 539,155 6,891,915 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,891,915 ENTERPRISE FINL SVCS COM 29371210 3,540 114,726 SH DEFINED 1 114,726 ENTERPRISE GP HLDGS UNIT LP IN 29371610 406 11,902 SH DEFINED 1,2 11,902 ENTERPRISE PRODS PAR COM 29379210 9,515 355,715 SH DEFINED 1,2,5 355,715 ENTERTAINMENT PPTYS COM SH BEN 29380T10 21,210 430,045 SH DEFINED 1,2,3,5 430,045 ENTRAVISION COMMUNIC CL A 29382R10 8,300 1,115,532 SH DEFINED 1,2,5,6 1,115,532 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 5,824 477,758 SH DEFINED 1,2,5,6 477,758 ENZON PHARMACEUTICAL COM 29390410 14,811 1,795,242 SH DEFINED 1,2,5,6 1,795,242 EOG RES INC COM 26875P10 505,832 7,776,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,776,051 EPICOR SOFTWARE CORP COM 29426L10 9,848 751,178 SH DEFINED 1,2,5,6 751,178 EPIQ SYS INC COM 26882D10 5,514 374,862 SH DEFINED 1,6 374,862 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 154,867 4,218,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,218,668 EQUINIX INC COM NEW 29444U50 26,751 445,105 SH DEFINED 1,2,6 445,105 EQUITABLE RES INC COM 29454910 127,604 3,647,911 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,647,911 EQUITY INNS INC COM 29470310 25,802 1,620,739 SH DEFINED 1,2,3,5 1,620,739 EQUITY LIFESTYLE PPT COM 29472R10 37,750 825,853 SH DEFINED 1,2,3,5,6 825,853 EQUITY OFFICE PROPER COM 29474110 631,666 15,886,961 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 15,886,961 EQUITY ONE COM 29475210 27,194 1,134,487 SH DEFINED 1,2,3 1,134,487 EQUITY RESIDENTIAL SH BEN INT 29476L10 545,054 10,776,079 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,776,079 ERESEARCHTECHNOLOGY COM 29481V10 5,807 716,962 SH DEFINED 1,2,5,6 716,962 ERICSSON L M TEL CO ADR B SEK 29482160 856 24,843 SH DEFINED 1,2,5 24,843 ERIE INDTY CO CL A 29530P10 24,760 472,782 SH DEFINED 1,2,5,12 472,782 ESB FINL CORP COM 26884F10 261 23,717 SH DEFINED 1,2 23,717 ESCHELON TELECOM INC COM 29629010 1,593 93,771 SH DEFINED 1 93,771 ESCO TECHNOLOGIES IN COM 29631510 17,521 380,569 SH DEFINED 1,2,5,6 380,569 ESPEED INC CL A 29664310 3,469 377,058 SH DEFINED 1,2,6 377,058 ESS TECHNOLOGY INC COM 26915110 61 66,250 SH DEFINED 1,5 66,250 ESSEX CORP COM 29674410 4,402 252,981 SH DEFINED 1,2 252,981 ESSEX PPTY TR INC COM 29717810 59,526 490,326 SH DEFINED 1,2,3,5 490,326 ESTERLINE TECHNOLOGI COM 29742510 13,015 385,522 SH DEFINED 1,2 385,522 ETHAN ALLEN INTERIOR COM 29760210 43,729 1,261,656 SH DEFINED 1,2,5 1,261,656 EUROBANCSHARES INC COM 29871610 137 14,500 SH DEFINED 1 14,500 EURONET WORLDWIDE IN COM 29873610 11,629 473,671 SH DEFINED 1,2,5,6 473,671 EV3 INC COM 26928A20 3,308 194,476 SH DEFINED 1,2,6 194,476 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 7,771 936,325 SH DEFINED 1,2,5,6 936,325 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 7,398 556,628 SH DEFINED 1,2,5,6 556,628 EXCEL TECHNOLOGY INC COM 30067T10 5,223 176,515 SH DEFINED 1,6 176,515 EXCHANGE NATL BANCSH COM 30130910 220 7,250 SH DEFINED 1 7,250 EXCO RESOURCES INC COM 26927940 11,142 897,834 SH DEFINED 1,2 897,834 EXELIXIS INC COM 30161Q10 12,365 1,419,579 SH DEFINED 1,2,5,6 1,419,579 EXELON CORP COM 30161N10 1,447,515 23,910,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,910,058 EXIDE TECHNOLOGIES COM NEW 30205120 345 92,362 SH DEFINED 1 92,362 EXPEDIA INC DEL COM 30212P10 143,269 9,137,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,137,043 EXPEDITORS INTL WASH COM 30213010 191,276 4,290,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,290,632 EXPLORATION CO COM NEW 30213320 3,497 365,387 SH DEFINED 1 365,387 EXPONENT INC COM 30214U10 3,897 233,757 SH DEFINED 1 233,757 EXPRESS SCRIPTS INC COM 30218210 384,547 5,096,709 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,096,709 EXPRESSJET HOLDINGS CL A 30218U10 6,430 972,771 SH DEFINED 1,2,6 972,771 EXTRA SPACE STORAGE COM 30225T10 19,556 1,129,749 SH DEFINED 1,2,3,6 1,129,749 EXTREME NETWORKS INC COM 30226D10 6,927 1,908,322 SH DEFINED 1,2,5,6 1,908,322 EXXON MOBIL CORP COM 30231G10 12,664,355 188,738,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 188,738,520 EZCORP INC CL A NON V 30230110 7,403 191,402 SH DEFINED 1,2 191,402 F M C CORP COM NEW 30249130 42,573 664,476 SH DEFINED 1,2,5,13 664,476 F N B CORP VA COM 30293010 4,445 123,444 SH DEFINED 1,2 123,444 F5 NETWORKS INC COM 31561610 33,684 627,029 SH DEFINED 1,2,5,6,13 627,029 FACTSET RESH SYS INC COM 30307510 25,204 518,921 SH DEFINED 1,2,5,6 518,921 FAIR ISAAC CORP COM 30325010 47,127 1,288,682 SH DEFINED 1,2,5,6,12,13 1,288,682 FAIRCHILD CORP CL A 30369810 30 11,478 SH DEFINED 1 11,478 FAIRCHILD SEMICONDUC COM 30372610 39,157 2,093,983 SH DEFINED 1,2,5,6,8,13 2,093,983 FAIRPOINT COMMUNICAT COM 30556010 7,956 457,247 SH DEFINED 1,2 457,247 FALCONSTOR SOFTWARE COM 30613710 3,402 442,358 SH DEFINED 1,2,5,6 442,358
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FAMILY DLR STORES IN COM 30700010 125,253 4,283,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,283,616 FAMOUS DAVES AMER IN COM 30706810 299 19,660 SH DEFINED 1,2 19,660 FARMER BROS CO COM 30767510 2,171 105,709 SH DEFINED 1,2 105,709 FARMERS CAP BK CORP COM 30956210 4,025 118,850 SH DEFINED 1,2 118,850 FARO TECHNOLOGIES IN COM 31164210 195 10,200 SH DEFINED 1 10,200 FASTENAL CO COM 31190010 105,061 2,722,499 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,722,499 FBL FINL GROUP INC CL A 30239F10 9,680 289,227 SH DEFINED 1,2 289,227 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 5,115 193,238 SH DEFINED 1,2 193,238 FEDERAL HOME LN MTG COM 31340030 1,342,390 20,238,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,238,046 FEDERAL NATL MTG ASS COM 31358610 1,588,831 28,417,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,417,645 FEDERAL REALTY INVT SH BEN INT 31374720 94,359 1,269,971 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,269,971 FEDERAL SIGNAL CORP COM 31385510 18,489 1,212,380 SH DEFINED 1,2,5,13 1,212,380 FEDERATED DEPT STORE COM 31410H10 800,082 18,516,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,516,139 FEDERATED INVS INC P CL B 31421110 72,346 2,139,792 SH DEFINED 1,2,5,6,10,12,13 2,139,792 FEDEX CORP COM 31428X10 920,125 8,466,368 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,466,368 FEI CO COM 30241L10 7,984 378,202 SH DEFINED 1,2,5,6 378,202 FELCOR LODGING TR IN COM 31430F10 48,294 2,408,663 SH DEFINED 1,2,3,5 2,408,663 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 15,708 883,489 SH DEFINED 1,2,5,13 883,489 FIAT S P A SP ADR ORD 31562188 457 28,757 SH DEFINED 1 28,757 FIBERTOWER CORP COM 31567R10 7,414 784,575 SH DEFINED 1,2,6 784,575 FIDELITY BANKSHARES COM 31604Q10 13,845 354,908 SH DEFINED 1,2 354,908 FIDELITY NATL FINL I COM 31632610 148,252 3,559,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,559,467 FIDELITY NATL INFORM COM 31620M10 60,751 1,641,919 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,641,919 FIDELITY NATL TITLE CL A 31620R10 6,853 326,977 SH DEFINED 1,2,5,13 326,977 FIELDSTONE INVT CORP COM 31659U30 11,421 1,308,208 SH DEFINED 1,2 1,308,208 FIFTH THIRD BANCORP COM 31677310 532,387 13,980,739 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,980,739 FILENET CORP COM 31686910 24,332 698,583 SH DEFINED 1,2,5,6 698,583 FINANCIAL FED CORP COM 31749210 13,198 492,472 SH DEFINED 1,2 492,472 FINANCIAL INSTNS INC COM 31758540 780 33,370 SH DEFINED 1,2 33,370 FINISAR COM 31787A10 11,303 3,113,680 SH DEFINED 1,2,5,6 3,113,680 FINISH LINE INC CL A 31792310 9,630 763,107 SH DEFINED 1,2,5 763,107 FINLAY ENTERPRISES I COM NEW 31788420 66 10,036 SH DEFINED 1 10,036 FIRST ACCEPTANCE COR COM 31845710 3,077 267,827 SH DEFINED 1,2,6 267,827 FIRST ADVANTAGE CORP CL A 31845F10 2,146 102,897 SH DEFINED 1,2 102,897 FIRST ALBANY COS INC COM 31846510 50 11,835 SH DEFINED 1 11,835 FIRST AMERN CORP CAL COM 31852230 85,769 2,025,732 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,025,732 FIRST BANCORP N C COM 31891010 3,697 181,400 SH DEFINED 1,2,5 181,400 FIRST BANCORP P R COM 31867210 23,982 2,168,369 SH DEFINED 1,2,5 2,168,369 FIRST BUSEY CORP COM 31938310 5,007 220,465 SH DEFINED 1,2,5 220,465 FIRST CASH FINL SVCS COM 31942D10 7,853 381,388 SH DEFINED 1,2,6 381,388 FIRST CHARTER CORP COM 31943910 12,366 513,972 SH DEFINED 1,2,5 513,972 FIRST CMNTY BANCORP COM 31983B10 18,054 322,677 SH DEFINED 1,2 322,677 FIRST CMNTY BANCSHAR COM 31983A10 7,137 213,868 SH DEFINED 1 213,868 FIRST COMWLTH FINL C COM 31982910 14,186 1,088,696 SH DEFINED 1,2,5 1,088,696 FIRST CONSULTING GRO COM 31986R10 2,200 225,659 SH DEFINED 1 225,659 FIRST CTZNS BANCSHAR CL A 31946M10 11,309 59,177 SH DEFINED 1,2,5 59,177 FIRST DATA CORP COM 31996310 1,023,395 24,366,536 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,366,536 FIRST DEFIANCE FINL COM 32006W10 454 15,912 SH DEFINED 1,5 15,912 FIRST FINL BANCORP O COM 32020910 8,607 540,997 SH DEFINED 1,2,5 540,997 FIRST FINL BANKSHARE COM 32020R10 11,838 310,293 SH DEFINED 1,2,5 310,293 FIRST FINL CORP IND COM 32021810 7,502 235,096 SH DEFINED 1,2 235,096 FIRST FINL HLDGS INC COM 32023910 6,403 187,114 SH DEFINED 1,2 187,114 FIRST FINL SVC CORP COM 32022D10 209 6,824 SH DEFINED 1 6,824 FIRST HORIZON NATL C COM 32051710 130,596 3,435,834 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,435,834 FIRST IND CORP COM 32054R10 10,053 386,500 SH DEFINED 1,2 386,500 FIRST INDUSTRIAL REA COM 32054K10 51,701 1,175,028 SH DEFINED 1,2,3,5 1,175,028 FIRST MARBLEHEAD COR COM 32077110 82,699 1,194,030 SH DEFINED 1,2,5,6,10,12 1,194,030 FIRST MERCHANTS CORP COM 32081710 7,775 328,736 SH DEFINED 1,2 328,736 FIRST MIDWEST BANCOR COM 32086710 31,417 829,155 SH DEFINED 1,2,5 829,155 FIRST NIAGARA FINL G COM 33582V10 35,628 2,436,906 SH DEFINED 1,2,5,13 2,436,906 FIRST PL FINL CORP COM 33610T10 11,104 490,026 SH DEFINED 1,2 490,026 FIRST POTOMAC RLTY T COM 33610F10 17,520 579,735 SH DEFINED 1,2,3 579,735 FIRST REGL BANCORP COM 33615C10 4,541 133,272 SH DEFINED 1,2 133,272 FIRST REP BK SAN FRA COM 33615810 13,992 328,760 SH DEFINED 1,2 328,760 FIRST SEC GROUP INC COM 33631210 247 21,400 SH DEFINED 1 21,400 FIRST SOUTH BANCORP COM 33646W10 3,077 100,588 SH DEFINED 1 100,588 FIRST ST BANCORPORAT COM 33645310 6,944 267,381 SH DEFINED 1,2 267,381 FIRSTBANK CORP MICH COM 33761G10 1,383 58,343 SH DEFINED 1,5 58,343 FIRSTENERGY CORP COM 33793210 1,347,061 24,114,943 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,114,943 FIRSTFED FINL CORP COM 33790710 22,085 389,369 SH DEFINED 1,2,5 389,369 FIRSTMERIT CORP COM 33791510 40,228 1,736,224 SH DEFINED 1,2,5,13 1,736,224 FISERV INC COM 33773810 247,143 5,248,313 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,248,313 FISHER COMMUNICATION COM 33775620 4,526 108,921 SH DEFINED 1,2 108,921 FISHER SCIENTIFIC IN COM NEW 33803220 290,249 3,709,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,709,731 FIVE STAR QUALITY CA COM 33832D10 4,544 422,264 SH DEFINED 1,5 422,264 FLAG FINL CORP COM 33832H10 4,870 194,489 SH DEFINED 1 194,489 FLAGSTAR BANCORP INC COM 33793010 17,228 1,184,075 SH DEFINED 1,2,5 1,184,075 FLANDERS CORP COM 33849410 1,451 169,545 SH DEFINED 1 169,545 FLEETWOOD ENTERPRISE COM 33909910 5,954 884,757 SH DEFINED 1,2,6 884,757 FLEXTRONICS INTL LTD ORD Y2573F10 32,634 2,581,768 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,581,768 FLIR SYS INC COM 30244510 33,353 1,228,003 SH DEFINED 1,2,5,6 1,228,003 FLORIDA EAST COAST I COM 34063210 27,888 488,579 SH DEFINED 1,2,6 488,579 FLORIDA PUB UTILS CO COM 34113510 149 10,800 SH DEFINED 1 10,800 FLORIDA ROCK INDS IN COM 34114010 30,838 796,643 SH DEFINED 1,2,5,6,12,13 796,643 FLOW INTL CORP COM 34346810 6,969 537,350 SH DEFINED 1,2 537,350 FLOWERS FOODS INC COM 34349810 59,272 2,205,060 SH DEFINED 1,2,5,6 2,205,060 FLOWSERVE CORP COM 34354P10 44,922 887,957 SH DEFINED 1,2,5,6,12,13 887,957 FLUOR CORP NEW COM 34341210 181,491 2,360,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,360,397 FLUSHING FINL CORP COM 34387310 5,709 326,210 SH DEFINED 1,2 326,210 FMC TECHNOLOGIES INC COM 30249U10 68,352 1,272,846 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,272,846 FNB CORP PA COM 30252010 15,362 922,077 SH DEFINED 1,2,5 922,077 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 213 2,195 SH DEFINED 1,7 2,195 FONAR CORP COM 34443710 10 30,200 SH DEFINED 1 30,200 FOOT LOCKER INC COM 34484910 79,786 3,159,838 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,159,838 FORD MTR CO DEL COM PAR $0 34537086 386,544 47,780,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,780,487 FOREST CITY ENTERPRI CL A 34555010 40,516 746,153 SH DEFINED 1,2,5,12 746,153 FOREST LABS INC COM 34583810 400,204 7,907,602 SH DEFINED 1,2,5,6,10,12,13 7,907,602 FOREST OIL CORP COM PAR $0 34609170 27,396 867,223 SH DEFINED 1,2,5,13 867,223 FORGENT NETWORKS INC COM 34629U10 8 17,427 SH DEFINED 1 17,427 FORMFACTOR INC COM 34637510 29,663 704,080 SH DEFINED 1,2,6 704,080 FORRESTER RESH INC COM 34656310 13,588 516,476 SH DEFINED 1,2,6 516,476 FORTUNE BRANDS INC COM 34963110 284,807 3,791,868 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,791,868 FORWARD AIR CORP COM 34985310 18,851 569,687 SH DEFINED 1,2,6 569,687
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FORWARD INDS INC N Y COM NEW 34986230 104 20,400 SH DEFINED 1,5 20,400 FOSSIL INC COM 34988210 20,201 937,854 SH DEFINED 1,2,5,6 937,854 FOSTER L B CO COM 35006010 2,042 127,118 SH DEFINED 1 127,118 FOSTER WHEELER LTD SHS NEW G3653513 3,584 92,873 SH DEFINED 1,2,6 92,873 FOUNDATION COAL HLDG COM 35039W10 17,125 529,044 SH DEFINED 1,2,5,6 529,044 FOUNDRY NETWORKS INC COM 35063R10 29,166 2,217,927 SH DEFINED 1,2,5,6 2,217,927 FOUNTAIN POWERBOAT I COM NEW 35075530 57 13,400 SH DEFINED 1 13,400 FOXHOLLOW TECHNOLOGI COM 35166A10 11,245 328,903 SH DEFINED 1,2,6 328,903 FPIC INS GROUP INC COM 30256310 7,142 180,305 SH DEFINED 1,2,5 180,305 FPL GROUP INC COM 30257110 601,743 13,372,065 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,372,065 FRANCE TELECOM SPONSORED 35177Q10 728 31,236 SH DEFINED 1,2 31,236 FRANKLIN BK CORP DEL COM 35245110 8,012 402,993 SH DEFINED 1,2 402,993 FRANKLIN COVEY CO COM 35346910 140 25,566 SH DEFINED 1,5 25,566 FRANKLIN ELEC INC COM 35351410 19,574 368,342 SH DEFINED 1,2,6 368,342 FRANKLIN RES INC COM 35461310 478,770 4,527,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,527,375 FRANKLIN STREET PPTY COM 35471R10 15,811 796,144 SH DEFINED 1,2 796,144 FREDS INC CL A 35610810 7,990 633,151 SH DEFINED 1,2,5,6 633,151 FREEPORT-MCMORAN COP CL B 35671D85 353,629 6,639,666 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,639,666 FREESCALE SEMICONDUC COM CL A 35687M10 22,779 598,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 598,667 FREESCALE SEMICONDUC CL B 35687M20 395,889 10,415,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,415,379 FREIGHTCAR AMER INC COM 35702310 15,854 299,124 SH DEFINED 1,2,6 299,124 FREMONT GEN CORP COM 35728810 18,307 1,308,577 SH DEFINED 1,2,5,6 1,308,577 FREQUENCY ELECTRS IN COM 35801010 138 10,700 SH DEFINED 1 10,700 FRESENIUS MED CARE A SPONSORED 35802910 283 6,538 SH DEFINED 1 6,538 FRESH DEL MONTE PROD ORD G3673810 566 32,576 SH DEFINED 1,2,5 32,576 FRIEDMAN BILLINGS RA CL A 35843410 21,430 2,668,737 SH DEFINED 1,2,5 2,668,737 FRIEDMAN INDS INC COM 35843510 157 18,790 SH DEFINED 1 18,790 FRONTIER AIRLINES HO COM 35905910 4,755 576,339 SH DEFINED 1,2 576,339 FRONTIER FINL CORP W COM 35907K10 15,950 614,890 SH DEFINED 1,2,5 614,890 FRONTIER OIL CORP COM 35914P10 70,417 2,649,261 SH DEFINED 1,2,5,6,12 2,649,261 FSI INTL INC COM 30263310 184 31,985 SH DEFINED 1 31,985 FTD GROUP INC COM 30267U10 11,555 747,868 SH DEFINED 1,2 747,868 FTI CONSULTING INC COM 30294110 15,729 627,634 SH DEFINED 1,2,5,6 627,634 FUEL SYS SOLUTIONS I COM 35952W10 3,253 255,707 SH DEFINED 1,2 255,707 FUELCELL ENERGY INC COM 35952H10 5,776 759,054 SH DEFINED 1,2,5,6 759,054 FULLER H B CO COM 35969410 34,081 1,453,977 SH DEFINED 1,2,5 1,453,977 FULTON FINL CORP PA COM 36027110 28,501 1,760,385 SH DEFINED 1,2,5,12 1,760,385 FURNITURE BRANDS INT COM 36092110 26,546 1,394,230 SH DEFINED 1,2,5,13 1,394,230 FX ENERGY INC COM 30269510 270 52,889 SH DEFINED 1,5 52,889 G & K SVCS INC CL A 36126810 12,291 337,398 SH DEFINED 1,2,5,6 337,398 G B & T BANCSHARES I COM 36146210 3,833 182,086 SH DEFINED 1,2 182,086 GAIAM INC CL A 36268Q10 2,179 168,805 SH DEFINED 1,2 168,805 GALLAGHER ARTHUR J & COM 36357610 42,237 1,583,691 SH DEFINED 1,2,5,12,13 1,583,691 GALLAHER GROUP PLC SPONSORED 36359510 1,141 17,435 SH DEFINED 1 17,435 GAMCO INVESTORS INC COM 36143810 4,441 116,682 SH DEFINED 1,2 116,682 GAMESTOP CORP NEW CL A 36467W10 40,347 871,797 SH DEFINED 1,2,5,6,13 871,797 GAMESTOP CORP NEW CL B 36467W20 14,108 315,538 SH DEFINED 1,2,5,6 315,538 GANNETT INC COM 36473010 388,195 6,830,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,830,811 GAP INC DEL COM 36476010 295,355 15,586,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,586,016 GARDNER DENVER INC COM 36555810 17,510 529,323 SH DEFINED 1,2,5,6 529,323 GARMIN LTD ORD G3726010 34,195 701,001 SH DEFINED 1,2,5,6,7,8,10,12,13,14 701,001 GARTNER INC COM 36665110 27,754 1,577,811 SH DEFINED 1,2,5,6,13 1,577,811 GASCO ENERGY INC COM 36722010 2,923 1,082,512 SH DEFINED 1,2,5 1,082,512 GATEWAY INC COM 36762610 8,030 4,248,584 SH DEFINED 1,2,5 4,248,584 GATX CORP COM 36144810 28,649 692,511 SH DEFINED 1,2,5,6,13 692,511 GAYLORD ENTMT CO NEW COM 36790510 28,594 652,097 SH DEFINED 1,2,6 652,097 GEHL CO COM 36848310 4,660 173,995 SH DEFINED 1 173,995 GEMPLUS INTL S A ADR 36866Y10 48 14,520 SH DEFINED 1 14,520 GEMSTAR-TV GUIDE INT COM 36866W10 12,993 3,913,661 SH DEFINED 1,2,5,6 3,913,661 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 10,615 826,689 SH DEFINED 1,2,6 826,689 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 537,602 6,500,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,500,629 GENERAL CABLE CORP D COM 36930010 28,440 744,296 SH DEFINED 1,2,5,6 744,296 GENERAL COMMUNICATIO CL A 36938510 18,392 1,484,431 SH DEFINED 1,2,6 1,484,431 GENERAL DYNAMICS COR COM 36955010 924,630 12,901,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,901,212 GENERAL ELECTRIC CO COM 36960410 10,602,054 300,341,468 SH DEFINED 1,2,5,6,7,8,10,12,13,14 300,341,468 GENERAL GROWTH PPTYS COM 37002110 273,064 5,730,621 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,730,621 GENERAL MARITIME COR SHS Y2692M10 5,014 137,059 SH DEFINED 1,2,5 137,059 GENERAL MLS INC COM 37033410 593,512 10,486,073 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,486,073 GENERAL MTRS CORP COM 37044210 2,846,627 85,587,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,587,096 GENESCO INC COM 37153210 15,825 459,100 SH DEFINED 1,2,6 459,100 GENESEE & WYO INC CL A 37155910 13,920 599,465 SH DEFINED 1,2,6 599,465 GENESIS HEALTHCARE C COM 37184D10 14,844 311,652 SH DEFINED 1,2,5,6 311,652 GENESIS MICROCHIP IN COM 37184C10 8,888 755,178 SH DEFINED 1,2,5 755,178 GENITOPE CORP COM 37229P50 1,262 432,047 SH DEFINED 1,2 432,047 GENLYTE GROUP INC COM 37230210 48,088 675,397 SH DEFINED 1,2,6 675,397 GENOMIC HEALTH INC COM 37244C10 2,318 160,295 SH DEFINED 1 160,295 GEN-PROBE INC NEW COM 36866T10 39,584 844,182 SH DEFINED 1,2,5,6,12,13 844,182 GENTA INC COM NEW 37245M20 1,072 1,373,919 SH DEFINED 1,5 1,373,919 GENTEK INC COM NEW 37245X20 6,196 224,405 SH DEFINED 1,2 224,405 GENTEX CORP COM 37190110 36,253 2,551,261 SH DEFINED 1,2,5,12,13 2,551,261 GENTIVA HEALTH SERVI COM 37247A10 6,585 400,531 SH DEFINED 1,2,5,6 400,531 GENUINE PARTS CO COM 37246010 198,104 4,593,190 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,593,190 GENVEC INC COM 37246C10 59 52,744 SH DEFINED 1,5 52,744 GENWORTH FINL INC COM CL A 37247D10 456,341 13,034,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,034,587 GENZYME CORP COM 37291710 472,682 7,005,808 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,005,808 GEO GROUP INC COM 36159R10 7,536 178,366 SH DEFINED 1,2,5 178,366 GEOGLOBAL RESOURCES COM 37249T10 1,521 259,472 SH DEFINED 1,6 259,472 GEORGIA GULF CORP COM PAR $0 37320020 38,416 1,401,021 SH DEFINED 1,2,5 1,401,021 GERBER SCIENTIFIC IN COM 37373010 4,912 327,930 SH DEFINED 1,2 327,930 GERDAU S A SPONSORED 37373710 10,581 780,920 SH DEFINED 1,2,7 780,920 GERMAN AMERN BANCORP COM 37386510 223 15,838 SH DEFINED 1,5 15,838 GERON CORP COM 37416310 5,713 911,213 SH DEFINED 1,2,6 911,213 GETTY IMAGES INC COM 37427610 39,187 788,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 788,792 GETTY RLTY CORP NEW COM 37429710 8,320 284,138 SH DEFINED 1,2,3 284,138 GEVITY HR INC COM 37439310 8,337 365,965 SH DEFINED 1,2,6 365,965 GFI GROUP INC COM 36165220 9,397 169,956 SH DEFINED 1,2,6 169,956 GIANT INDS INC COM 37450810 18,960 233,503 SH DEFINED 1,2,5,6 233,503 GIBRALTAR INDS INC COM 37468910 9,578 431,852 SH DEFINED 1,2 431,852 G-III APPAREL GROUP COM 36237H10 214 19,050 SH DEFINED 1 19,050 GILEAD SCIENCES INC COM 37555810 858,267 12,480,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,480,258 GLACIER BANCORP INC COM 37637Q10 16,544 484,180 SH DEFINED 1,2 484,180 GLADSTONE CAPITAL CO COM 37653510 3,552 161,375 SH DEFINED 1 161,375 GLADSTONE INVT CORP COM 37654610 2,197 150,501 SH DEFINED 1 150,501 GLAMIS GOLD LTD COM 37677510 7,058 179,012 SH DEFINED 1,2 179,012 GLATFELTER COM 37731610 12,382 913,830 SH DEFINED 1,2,13 913,830 GLAXOSMITHKLINE PLC SPONSORED 37733W10 958,014 17,997,636 SH DEFINED 1,2 17,997,636
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GLENAYRE TECHNOLOGIE COM 37789910 177 80,255 SH DEFINED 1 80,255 GLENBOROUGH RLTY TR COM 37803P10 23,759 923,410 SH DEFINED 1,2,3,5 923,410 GLIMCHER RLTY TR SH BEN INT 37930210 28,360 1,144,468 SH DEFINED 1,2,3,5 1,144,468 GLOBAL CASH ACCESS H COM 37896710 7,149 473,752 SH DEFINED 1,2,6 473,752 GLOBAL CROSSING LTD SHS NEW G3921A17 519 25,330 SH DEFINED 1,2 25,330 GLOBAL IMAGING SYSTE COM 37934A10 18,408 834,089 SH DEFINED 1,2,6 834,089 GLOBAL INDS LTD COM 37933610 12,953 832,441 SH DEFINED 1,2,5,6 832,441 GLOBAL PMTS INC COM 37940X10 61,851 1,405,386 SH DEFINED 1,2,5,6,10 1,405,386 GLOBAL POWER EQUIPME COM 37941P10 15 33,631 SH DEFINED 1,5 33,631 GLOBAL SIGNAL INC COM 37944Q10 8,606 170,150 SH DEFINED 1,2,3,6 170,150 GLOBALSANTAFE CORP SHS G3930E10 64,934 1,298,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,298,931 GLOBETEL COMMUNICATI COM NEW 37958F20 28 54,660 SH DEFINED 1 54,660 GLOBIX CORP COM NEW 37957F20 279 60,100 SH DEFINED 1 60,100 GMH CMNTYS TR COM 36188G10 12,470 988,142 SH DEFINED 1,2,3 988,142 GMX RES INC COM 38011M10 3,251 103,573 SH DEFINED 1,5 103,573 GOLD KIST INC COM 38061410 17,197 825,189 SH DEFINED 1,2 825,189 GOLDEN TELECOM INC COM 38122G10 9,783 323,402 SH DEFINED 1,2 323,402 GOLDEN WEST FINL COR COM 38131710 536,689 6,947,424 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,947,424 GOLDMAN SACHS GROUP COM 38141G10 2,235,182 13,212,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,212,641 GOODMAN GLOBAL INC COM 38239A10 4,188 313,688 SH DEFINED 1,2 313,688 GOODRICH CORP COM 38238810 121,974 3,010,211 SH DEFINED 1,2,5,6,10,12,13 3,010,211 GOODRICH PETE CORP COM NEW 38241040 5,364 178,086 SH DEFINED 1,2,6 178,086 GOODYEAR TIRE & RUBR COM 38255010 60,118 4,146,080 SH DEFINED 1,2,5,6,10,13 4,146,080 GOOGLE INC CL A 38259P50 2,350,477 5,848,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,848,412 GORMAN RUPP CO COM 38308210 4,790 146,483 SH DEFINED 1 146,483 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 13,662 1,030,324 SH DEFINED 1,2,6 1,030,324 GRACO INC COM 38410910 58,544 1,498,821 SH DEFINED 1,2,5,6,12,13 1,498,821 GRAFTECH INTL LTD COM 38431310 9,376 1,605,548 SH DEFINED 1,2,5,6 1,605,548 GRAINGER W W INC COM 38480210 139,459 2,080,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,080,860 GRAMERCY CAP CORP COM 38487110 7,375 292,527 SH DEFINED 1,2 292,527 GRANITE CONSTR INC COM 38732810 42,926 804,620 SH DEFINED 1,2,5,13 804,620 GRANT PRIDECO INC COM 38821G10 113,384 2,981,437 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,981,437 GRAPHIC PACKAGING CO COM 38868810 4,145 1,132,441 SH DEFINED 1,2,6 1,132,441 GRAY TELEVISION INC COM 38937510 5,697 888,824 SH DEFINED 1,2 888,824 GREAT AMERN FINL RES COM 38991510 5,402 258,102 SH DEFINED 1,2 258,102 GREAT ATLANTIC & PAC COM 39006410 7,191 298,611 SH DEFINED 1,2,5,6 298,611 GREAT NORTHN IRON OR CTFS BEN I 39106410 991 9,588 SH DEFINED 1,5 9,588 GREAT PLAINS ENERGY COM 39116410 45,301 1,460,393 SH DEFINED 1,2,5,13 1,460,393 GREAT SOUTHN BANCORP COM 39090510 5,000 177,920 SH DEFINED 1,2 177,920 GREAT WOLF RESORTS I COM 39152310 4,828 403,704 SH DEFINED 1,2,6 403,704 GREATBATCH INC COM 39153L10 9,571 423,127 SH DEFINED 1,2,5,6 423,127 GREATER BAY BANCORP COM 39164810 37,832 1,341,086 SH DEFINED 1,2,5,13 1,341,086 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 2,403 65,306 SH DEFINED 1,2 65,306 GREENBRIER COS INC COM 39365710 5,244 180,755 SH DEFINED 1,2,6 180,755 GREENE CNTY BANCSHAR COM NEW 39436120 3,979 108,832 SH DEFINED 1 108,832 GREENFIELD ONLINE IN COM 39515010 260 25,050 SH DEFINED 1 25,050 GREENHILL & CO INC COM 39525910 16,626 248,080 SH DEFINED 1,2,6 248,080 GREIF INC CL A 39762410 28,071 350,407 SH DEFINED 1,2,6 350,407 GREY WOLF INC COM 39788810 23,200 3,473,058 SH DEFINED 1,2,5,6 3,473,058 GRIFFON CORP COM 39843310 10,749 450,331 SH DEFINED 1,2,6 450,331 GROUP 1 AUTOMOTIVE I COM 39890510 47,605 954,017 SH DEFINED 1,2 954,017 GROUPE CGI INC CL A SUB V 39945C10 93 14,270 SH DEFINED 1 14,270 GROUPE DANONE SPONSORED 39944910 1,978 66,766 SH DEFINED 1 66,766 GRUPO FINANCIERO GAL SP ADR 10 39990910 281 43,036 SH DEFINED 1,5 43,036 GRUPO TELEVISA SA DE SP ADR REP 40049J20 13,084 615,427 SH DEFINED 1,2 615,427 GSI COMMERCE INC COM 36238G10 7,421 500,071 SH DEFINED 1,2,5,6 500,071 GTC BIOTHERAPEUTICS COM 36238T10 15 12,085 SH DEFINED 1 12,085 GTX INC DEL COM 40052B10 1,339 144,927 SH DEFINED 1,2,6 144,927 GUESS INC COM 40161710 28,994 597,436 SH DEFINED 1,2,6 597,436 GUITAR CTR MGMT INC COM 40204010 20,634 461,827 SH DEFINED 1,2,5,6 461,827 GULF ISLAND FABRICAT COM 40230710 4,277 163,937 SH DEFINED 1 163,937 GULFMARK OFFSHORE IN COM 40262910 11,346 356,335 SH DEFINED 1,2,5 356,335 GULFPORT ENERGY CORP COM NEW 40263530 1,301 112,215 SH DEFINED 1 112,215 GYMBOREE CORP COM 40377710 28,841 683,754 SH DEFINED 1,2,6 683,754 H & E EQUIPMENT SERV COM 40403010 4,400 180,387 SH DEFINED 1,2 180,387 HAEMONETICS CORP COM 40502410 20,339 434,589 SH DEFINED 1,2,5,6 434,589 HAIN CELESTIAL GROUP COM 40521710 13,211 516,878 SH DEFINED 1,2,5 516,878 HALLIBURTON CO COM 40621610 1,232,411 43,318,490 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,318,490 HALOZYME THERAPEUTIC COM 40637H10 33 12,600 SH DEFINED 1 12,600 HANA BIOSCIENCES INC COM 40963P10 2,179 317,661 SH DEFINED 1 317,661 HANCOCK FABRICS INC COM 40990010 59 20,484 SH DEFINED 1 20,484 HANCOCK HLDG CO COM 41012010 22,652 423,012 SH DEFINED 1,2 423,012 HANDLEMAN CO DEL COM 41025210 239 31,423 SH DEFINED 1 31,423 HANESBRANDS INC COM 41034510 42,865 1,904,255 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,904,255 HANGER ORTHOPEDIC GR COM NEW 41043F20 179 27,253 SH DEFINED 1,5 27,253 HANMI FINL CORP COM 41049510 15,035 767,114 SH DEFINED 1,2 767,114 HANOVER COMPRESSOR C COM 41076810 46,533 2,553,975 SH DEFINED 1,2,5,6,13 2,553,975 HANOVER INS GROUP IN COM 41086710 41,924 939,364 SH DEFINED 1,2,5,13 939,364 HANSEN NAT CORP COM 41131010 28,866 888,731 SH DEFINED 1,2,6,12 888,731 HANSON PLC NEW SPONSORED 41134910 514 7,139 SH DEFINED 1,2 7,139 HARBOR FLA BANCSHARE COM 41190110 14,763 333,168 SH DEFINED 1,2,5 333,168 HARKEN ENERGY CORP COM NEW 41255230 55 95,871 SH DEFINED 1 95,871 HARLAND JOHN H CO COM 41269310 20,328 557,684 SH DEFINED 1,2,5 557,684 HARLEY DAVIDSON INC COM 41282210 465,262 7,414,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,414,538 HARLEYSVILLE GROUP I COM 41282410 16,025 457,989 SH DEFINED 1,2 457,989 HARLEYSVILLE NATL CO COM 41285010 9,047 450,103 SH DEFINED 1,2 450,103 HARMAN INTL INDS INC COM 41308610 143,645 1,721,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,721,537 HARMONIC INC COM 41316010 8,196 1,113,621 SH DEFINED 1,2,5,6 1,113,621 HARMONY GOLD MNG LTD SPONSORED 41321630 545 42,184 SH DEFINED 1 42,184 HARRAHS ENTMT INC COM 41361910 526,585 7,926,916 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,926,916 HARRIS & HARRIS GROU COM 41383310 4,882 397,546 SH DEFINED 1 397,546 HARRIS CORP DEL COM 41387510 148,395 3,335,462 SH DEFINED 1,2,5,10,12,13 3,335,462 HARRIS INTERACTIVE I COM 41454910 5,545 908,983 SH DEFINED 1,2,6 908,983 HARSCO CORP COM 41586410 59,716 769,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 769,043 HARTE-HANKS INC COM 41619610 42,999 1,631,849 SH DEFINED 1,2,5,6,10,13 1,631,849 HARTFORD FINL SVCS G COM 41651510 1,546,307 17,824,866 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,824,866 HARTMARX CORP COM 41711910 2,750 406,231 SH DEFINED 1,2 406,231 HARVARD BIOSCIENCE I COM 41690610 106 23,632 SH DEFINED 1 23,632 HARVEST NATURAL RESO COM 41754V10 11,945 1,154,121 SH DEFINED 1,2,5 1,154,121 HASBRO INC COM 41805610 164,590 7,234,739 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,234,739 HAVERTY FURNITURE IN COM 41959610 5,246 328,888 SH DEFINED 1 328,888 HAWAIIAN ELEC INDUST COM 41987010 32,744 1,210,049 SH DEFINED 1,2,5,13 1,210,049 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
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HAYES LEMMERZ INTL I COM NEW 42078130 132 59,460 SH DEFINED 1,5 59,460 HCA INC COM 40411910 565,684 11,338,623 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,338,623 HCC INS HLDGS INC COM 40413210 58,026 1,764,796 SH DEFINED 1,2,5,6,13 1,764,796 HDFC BANK LTD ADR REPS 3 40415F10 617 10,099 SH DEFINED 5 10,099 HEADWATERS INC COM 42210P10 21,606 925,311 SH DEFINED 1,2,6 925,311 HEALTH CARE PPTY INV COM 42191510 56,686 1,825,621 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,825,621 HEALTH CARE REIT INC COM 42217K10 22,241 555,888 SH DEFINED 1,2,3,5 555,888 HEALTH MGMT ASSOC IN CL A 42193310 136,608 6,536,276 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,536,276 HEALTH NET INC COM 42222G10 98,414 2,261,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,261,347 HEALTHCARE RLTY TR COM 42194610 31,247 813,505 SH DEFINED 1,2,3,5 813,505 HEALTHCARE SVCS GRP COM 42190610 9,645 383,339 SH DEFINED 1,2,6 383,339 HEALTHEXTRAS INC COM 42221110 10,221 361,021 SH DEFINED 1,2,6 361,021 HEALTHSPRING INC COM 42224N10 6,266 325,498 SH DEFINED 1,2 325,498 HEALTHTRONICS INC COM 42222L10 3,480 564,034 SH DEFINED 1,2,5 564,034 HEALTHWAYS INC COM 42224510 27,597 618,771 SH DEFINED 1,2,5,6 618,771 HEARST-ARGYLE TELEVI COM 42231710 19,365 843,796 SH DEFINED 1,2,5 843,796 HEARTLAND EXPRESS IN COM 42234710 30,995 1,976,705 SH DEFINED 1,2,5,6 1,976,705 HEARTLAND FINL USA I COM 42234Q10 5,338 207,851 SH DEFINED 1,2 207,851 HEARTLAND PMT SYS IN COM 42235N10 4,673 179,730 SH DEFINED 1,2,6 179,730 HECLA MNG CO COM 42270410 10,712 1,866,271 SH DEFINED 1,2,5,6 1,866,271 HECTOR COMMUNICATION COM 42273010 231 6,400 SH DEFINED 1 6,400 HEICO CORP NEW COM 42280610 12,636 368,397 SH DEFINED 1,2,5,6 368,397 HEICO CORP NEW CL A 42280620 634 21,832 SH DEFINED 1,2 21,832 HEIDRICK & STRUGGLES COM 42281910 10,902 302,829 SH DEFINED 1,2,5,6 302,829 HEINZ H J CO COM 42307410 456,036 10,876,133 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,876,133 HELEN OF TROY CORP L COM G4388N10 963 54,830 SH DEFINED 1,2,5 54,830 HELIX ENERGY SOLUTIO COM 42330P10 35,924 1,075,557 SH DEFINED 1,2,5,6,12 1,075,557 HELLENIC TELECOM ORG SPONSORED 42332530 12,327 997,327 SH DEFINED 1 997,327 HELMERICH & PAYNE IN COM 42345210 42,225 1,833,467 SH DEFINED 1,2,5,6,12,13 1,833,467 HEMISPHERX BIOPHARMA COM 42366C10 72 38,510 SH DEFINED 1 38,510 HENRY JACK & ASSOC I COM 42628110 35,444 1,626,632 SH DEFINED 1,2,5,6,13 1,626,632 HERBALIFE LTD COM USD SH G4412G10 2,054 54,213 SH DEFINED 1,2,6 54,213 HERCULES INC COM 42705610 139,137 8,822,908 SH DEFINED 1,2,5,6,7,10,13 8,822,908 HERCULES OFFSHORE IN COM 42709310 9,143 294,448 SH DEFINED 1,2,6 294,448 HERITAGE COMMERCE CO COM 42692710 3,789 163,756 SH DEFINED 1 163,756 HERITAGE PPTY INVT T COM 42725M10 27,932 766,096 SH DEFINED 1,2,3 766,096 HERLEY INDS INC DEL COM 42739810 2,326 187,899 SH DEFINED 1 187,899 HERSHA HOSPITALITY T SH BEN INT 42782510 3,355 349,438 SH DEFINED 1,3 349,438 HERSHEY CO COM 42786610 258,702 4,840,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,840,072 HESKA CORP COM 42805E10 19 11,100 SH DEFINED 1 11,100 HESS CORP COM 42809H10 294,575 7,111,909 SH DEFINED 1,2,5,6,10,12,13 7,111,909 HEWITT ASSOCS INC COM 42822Q10 25,160 1,037,102 SH DEFINED 1,2,5,8 1,037,102 HEWLETT PACKARD CO COM 42823610 4,439,446 120,998,803 SH DEFINED 1,2,5,6,7,8,10,12,13,14 120,998,803 HEXCEL CORP NEW COM 42829110 17,970 1,269,947 SH DEFINED 1,2,6 1,269,947 HI / FN INC COM 42835810 99 21,020 SH DEFINED 1 21,020 HIBBETT SPORTING GOO COM 42856510 18,332 700,219 SH DEFINED 1,2,6 700,219 HICKORY TECH CORP COM 42906010 136 19,362 SH DEFINED 1 19,362 HIGHLAND HOSPITALITY COM 43014110 24,616 1,717,807 SH DEFINED 1,2,3,6 1,717,807 HIGHWOODS PPTYS INC COM 43128410 62,255 1,673,078 SH DEFINED 1,2,3,5,13 1,673,078 HILB ROGAL & HOBBS C COM 43129410 33,292 780,595 SH DEFINED 1,2,5 780,595 HILLENBRAND INDS INC COM 43157310 73,920 1,297,301 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,297,301 HILTON HOTELS CORP COM 43284810 273,724 9,828,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,828,527 HITACHI LIMITED ADR 10 COM 43357850 7,653 131,337 SH DEFINED 1,2 131,337 HI-TECH PHARMACAL IN COM 42840B10 1,821 144,088 SH DEFINED 1 144,088 HITTITE MICROWAVE CO COM 43365Y10 11,288 253,652 SH DEFINED 1,2,6 253,652 HMS HLDGS CORP COM 40425J10 319 25,297 SH DEFINED 1 25,297 HNI CORP COM 40425110 45,874 1,103,281 SH DEFINED 1,2,5,6,10,12,13 1,103,281 HOLLIS-EDEN PHARMACE COM 43590210 159 30,000 SH DEFINED 1,5 30,000 HOLLY CORP COM PAR $0 43575830 38,867 896,992 SH DEFINED 1,2,5,6 896,992 HOLLY ENERGY PARTNER COM UT LTD 43576310 407 10,768 SH DEFINED 1,2 10,768 HOLOGIC INC COM 43644010 34,788 799,353 SH DEFINED 1,2,5,6 799,353 HOME DEPOT INC COM 43707610 2,365,576 65,221,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,221,274 HOME FEDERAL BANCORP COM 43709A10 858 55,200 SH DEFINED 1 55,200 HOME PROPERTIES INC COM 43730610 48,725 852,439 SH DEFINED 1,2,3,5 852,439 HOME SOLUTIONS AMER COM 43735510 2,342 427,330 SH DEFINED 1 427,330 HOMEBANC CORP GA COM 43738R10 5,573 906,204 SH DEFINED 1,2 906,204 HONDA MOTOR LTD AMERN SHS 43812830 18,431 548,047 SH DEFINED 1,2 548,047 HONEYWELL INTL INC COM 43851610 3,567,222 87,218,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 87,218,145 HOOKER FURNITURE COR COM 43903810 1,932 131,783 SH DEFINED 1 131,783 HOOPER HOLMES INC COM 43910410 253 74,957 SH DEFINED 1 74,957 HORACE MANN EDUCATOR COM 44032710 20,372 1,059,368 SH DEFINED 1,2,5,13 1,059,368 HORIZON FINL CORP WA COM 44041F10 5,412 181,262 SH DEFINED 1,2,5 181,262 HORIZON HEALTH CORP COM 44041Y10 3,011 197,160 SH DEFINED 1 197,160 HORIZON LINES INC COM 44044K10 5,292 316,908 SH DEFINED 1,2,6 316,908 HORIZON OFFSHORE INC COM NEW 44043J20 534 31,217 SH DEFINED 1,2 31,217 HORMEL FOODS CORP COM 44045210 57,946 1,610,499 SH DEFINED 1,2,5,12,13 1,610,499 HORNBECK OFFSHORE SV COM 44054310 13,322 397,677 SH DEFINED 1,2,5,6 397,677 HOSPIRA INC COM 44106010 185,130 4,837,461 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,837,461 HOSPITALITY PPTYS TR COM SH BEN 44106M10 103,209 2,186,639 SH DEFINED 1,2,3,5,10,13 2,186,639 HOST HOTELS & RESORT COM 44107P10 301,700 13,157,426 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 13,157,426 HOT TOPIC INC COM 44133910 12,246 1,099,295 SH DEFINED 1,2,5,6 1,099,295 HOUSEVALUES INC COM 44183Y10 559 95,704 SH DEFINED 1 95,704 HOUSTON EXPL CO COM 44212010 27,091 491,231 SH DEFINED 1,2 491,231 HOVNANIAN ENTERPRISE CL A 44248720 41,818 1,425,283 SH DEFINED 1,2,5,6,13 1,425,283 HRPT PPTYS TR COM SH BEN 40426W10 66,107 5,531,986 SH DEFINED 1,2,3,5 5,531,986 HSBC HLDGS PLC SPON ADR N 40428040 39,553 432,132 SH DEFINED 1,2 432,132 HUB GROUP INC CL A 44332010 28,272 1,241,069 SH DEFINED 1,2,6 1,241,069 HUBBELL INC CL B 44351020 46,971 980,606 SH DEFINED 1,2,5,6,12,13 980,606 HUDSON CITY BANCORP COM 44368310 102,413 7,729,312 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,729,312 HUDSON HIGHLAND GROU COM 44379210 3,474 354,509 SH DEFINED 1,2,5,6 354,509 HUGOTON RTY TR TEX UNIT BEN I 44471710 1,543 58,569 SH DEFINED 1,2,5,7,13 58,569 HUMAN GENOME SCIENCE COM 44490310 26,927 2,333,382 SH DEFINED 1,2,5,6,8 2,333,382 HUMANA INC COM 44485910 439,995 6,657,518 SH DEFINED 1,2,5,6,7,10,12,13 6,657,518 HUNGARIAN TEL & CABL COM 44554210 162 10,287 SH DEFINED 1 10,287 HUNT J B TRANS SVCS COM 44565810 35,358 1,702,383 SH DEFINED 1,2,5,12,13 1,702,383 HUNTINGTON BANCSHARE COM 44615010 162,033 6,771,144 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,771,144 HUNTSMAN CORP COM 44701110 21,046 1,156,375 SH DEFINED 1,2 1,156,375 HURON CONSULTING GRO COM 44746210 9,167 233,864 SH DEFINED 1,2,6 233,864 HUTCHINSON TECHNOLOG COM 44840710 8,963 426,007 SH DEFINED 1,2,5 426,007 HUTTIG BLDG PRODS IN COM 44845110 93 16,827 SH DEFINED 1 16,827 HYDRIL COM 44877410 19,506 347,952 SH DEFINED 1,2,6 347,952 HYPERCOM CORP COM 44913M10 5,059 746,226 SH DEFINED 1,2 746,226 HYPERDYNAMICS CORP COM 44895410 32 12,200 SH DEFINED 1 12,200 HYPERION SOLUTIONS C COM 44914M10 32,509 942,833 SH DEFINED 1,2,5,6,12 942,833 HYTHIAM INC COM 44919F10 1,865 258,268 SH DEFINED 1 258,268 I D SYSTEMS INC COM 44948910 2,943 124,553 SH DEFINED 1 124,553 I2 TECHNOLOGIES INC COM NEW 46575420 3,298 176,091 SH DEFINED 1,2,5 176,091 IAC INTERACTIVECORP COM NEW 44919P30 81,192 2,823,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,823,096 IBERIABANK CORP COM 45082810 9,099 149,159 SH DEFINED 1,2,5 149,159 ICAD INC COM 44934S10 34 17,200 SH DEFINED 1,5 17,200
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ICICI BK LTD ADR 45104G10 18,588 605,291 SH DEFINED 1,2,4,5 605,291 ICONIX BRAND GROUP I COM 45105510 8,377 520,298 SH DEFINED 1,2,5 520,298 ICOS CORP COM 44929510 26,774 1,068,376 SH DEFINED 1,2,5,6 1,068,376 ICT GROUP INC COM 44929Y10 3,663 116,390 SH DEFINED 1,2 116,390 ICU MED INC COM 44930G10 15,501 340,826 SH DEFINED 1,2,6 340,826 IDACORP INC COM 45110710 58,827 1,555,863 SH DEFINED 1,2,5,6,13 1,555,863 IDENIX PHARMACEUTICA COM 45166R20 2,669 275,145 SH DEFINED 1,2,6 275,145 IDEX CORP COM 45167R10 23,663 549,657 SH DEFINED 1,2,5,12 549,657 IDEXX LABS INC COM 45168D10 34,346 376,854 SH DEFINED 1,2,5,6,12 376,854 IDT CORP CL B 44894730 12,820 889,072 SH DEFINED 1,2 889,072 I-FLOW CORP COM NEW 44952030 4,020 334,413 SH DEFINED 1,2 334,413 IGATE CORP COM 45169U10 1,421 287,682 SH DEFINED 1 287,682 IHOP CORP COM 44962310 13,627 294,012 SH DEFINED 1,2 294,012 IHS INC CL A 45173410 12,164 379,164 SH DEFINED 1,2,6 379,164 II VI INC COM 90210410 8,735 350,537 SH DEFINED 1,2,6 350,537 IKANOS COMMUNICATION COM 45173E10 3,585 304,579 SH DEFINED 1,6 304,579 IKON OFFICE SOLUTION COM 45171310 221,734 16,498,062 SH DEFINED 1,2,5,6 16,498,062 ILLINOIS TOOL WKS IN COM 45230810 587,482 13,084,236 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,084,236 ILLUMINA INC COM 45232710 25,121 760,320 SH DEFINED 1,2,6 760,320 IMATION CORP COM 45245A10 32,496 809,366 SH DEFINED 1,2,5,13 809,366 IMCLONE SYS INC COM 45245W10 22,533 795,644 SH DEFINED 1,2,5,12 795,644 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 27,879 1,244,025 SH DEFINED 1,2,6 1,244,025 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 12,060 1,287,132 SH DEFINED 1,2,5 1,287,132 IMPERIAL CHEM INDS P ADR NEW 45270450 564 18,845 SH DEFINED 1 18,845 IMPERIAL OIL LTD COM NEW 45303840 1,200 35,779 SH DEFINED 1,7 35,779 IMPERIAL SUGAR CO NE COM NEW 45309620 4,977 159,943 SH DEFINED 1 159,943 IMPERIAL TOBACCO GRO SPONSORED 45314210 1,016 15,151 SH DEFINED 1 15,151 IMS HEALTH INC COM 44993410 156,123 5,860,462 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,860,462 INCO LTD COM 45325840 319 4,186 SH DEFINED 1,2 4,186 INCYTE CORP COM 45337C10 5,704 1,348,440 SH DEFINED 1,2,5,6 1,348,440 INDEPENDENCE HLDG CO COM NEW 45344030 1,780 81,814 SH DEFINED 1 81,814 INDEPENDENT BANK COR COM 45383610 9,258 284,691 SH DEFINED 1,2,5 284,691 INDEPENDENT BANK COR COM 45383810 9,886 407,162 SH DEFINED 1,2 407,162 INDEVUS PHARMACEUTIC COM 45407210 3,256 550,008 SH DEFINED 1,5 550,008 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 48,600 1,180,769 SH DEFINED 1,2,5,8,10,13 1,180,769 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 210 17,775 SH DEFINED 1,2 17,775 INFINITY PPTY & CAS COM 45665Q10 14,102 342,864 SH DEFINED 1,2,5 342,864 INFOCROSSING INC COM 45664X10 3,606 268,877 SH DEFINED 1 268,877 INFOCUS CORP COM 45665B10 152 53,642 SH DEFINED 1,2,5 53,642 INFORMATICA CORP COM 45666Q10 16,605 1,221,860 SH DEFINED 1,2,5,6 1,221,860 INFORTE CORP COM 45677R10 54 13,074 SH DEFINED 1 13,074 INFOSPACE INC COM NEW 45678T20 12,272 665,497 SH DEFINED 1,2,6 665,497 INFOSYS TECHNOLOGIES SPONSORED 45678810 27,488 575,899 SH DEFINED 1,2,4,5 575,899 INFOUSA INC NEW COM 45681830 6,775 816,208 SH DEFINED 1,2,6 816,208 INFRASOURCE SVCS INC COM 45684P10 6,248 355,983 SH DEFINED 1,2,6 355,983 ING GROEP N V SPONSORED 45683710 5,658 128,644 SH DEFINED 1,2 128,644 INGERSOLL-RAND COMPA CL A G4776G10 270,766 7,129,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,129,182 INGLES MKTS INC CL A 45703010 8,065 305,721 SH DEFINED 1,2,5 305,721 INGRAM MICRO INC CL A 45715310 39,855 2,080,106 SH DEFINED 1,2,5,13 2,080,106 INLAND REAL ESTATE C COM NEW 45746120 26,540 1,514,820 SH DEFINED 1,2,3 1,514,820 INNKEEPERS USA TR COM 4576J010 27,612 1,695,034 SH DEFINED 1,2,3,5 1,695,034 INNODATA ISOGEN INC COM NEW 45764220 33 17,200 SH DEFINED 1 17,200 INNOSPEC INC COM 45768S10 11,215 377,613 SH DEFINED 1,2,5 377,613 INNOTRAC CORP COM 45767M10 36 11,000 SH DEFINED 1 11,000 INNOVATIVE SOLUTIONS COM 45769N10 6,079 418,344 SH DEFINED 1,2 418,344 INNOVEX INC COM 45764710 69 33,483 SH DEFINED 1,5 33,483 INPHONIC INC COM 45772G10 2,626 331,521 SH DEFINED 1,6 331,521 INPUT/OUTPUT INC COM 45765210 11,581 1,166,226 SH DEFINED 1,2,6 1,166,226 INSIGHT ENTERPRISES COM 45765U10 17,587 853,338 SH DEFINED 1,2,5,6 853,338 INSITE VISION INC COM 45766010 37 23,200 SH DEFINED 1,2 23,200 INSITUFORM TECHNOLOG CL A 45766710 10,502 432,556 SH DEFINED 1,2,6 432,556 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 6,660 335,190 SH DEFINED 1,2 335,190 INTEGRA BK CORP COM 45814P10 13,283 525,453 SH DEFINED 1,2 525,453 INTEGRA LIFESCIENCES COM NEW 45798520 19,886 530,587 SH DEFINED 1,2,6 530,587 INTEGRAL SYS INC MD COM 45810H10 4,846 155,031 SH DEFINED 1 155,031 INTEGRATED ALARM SVC COM 45890M10 197 50,394 SH DEFINED 1,5 50,394 INTEGRATED DEVICE TE COM 45811810 49,375 3,072,468 SH DEFINED 1,2,5,12,13 3,072,468 INTEGRATED ELECTRICA COM 45811E30 2,968 187,729 SH DEFINED 1,5 187,729 INTEGRATED SILICON S COM 45812P10 264 47,469 SH DEFINED 1,5 47,469 INTEL CORP COM 45814010 3,548,936 172,529,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 172,529,719 INTER PARFUMS INC COM 45833410 1,162 61,043 SH DEFINED 1 61,043 INTER TEL INC COM 45837210 7,956 368,163 SH DEFINED 1,2 368,163 INTERACTIVE DATA COR COM 45840J10 10,979 550,328 SH DEFINED 1,2,5,6 550,328 INTERCHANGE FINL SVC COM 45844710 5,896 260,649 SH DEFINED 1,2 260,649 INTERCONTINENTAL HTL SPONS ADR 45857P20 10,520 596,364 SH DEFINED 1 596,364 INTERCONTINENTALEXCH COM 45865V10 17,529 233,505 SH DEFINED 1,2 233,505 INTERDIGITAL COMMUNI COM 45866A10 34,595 1,014,517 SH DEFINED 1,2,5,6 1,014,517 INTERFACE INC CL A 45866510 11,321 878,982 SH DEFINED 1,2,5,6 878,982 INTERGRAPH CORP COM 45868310 20,973 489,111 SH DEFINED 1,2,5,6 489,111 INTERLEUKIN GENETICS COM 45873810 90 14,900 SH DEFINED 1 14,900 INTERLINE BRANDS INC COM 45874310 11,038 447,230 SH DEFINED 1,2 447,230 INTERMAGNETICS GEN C COM 45877110 16,179 598,107 SH DEFINED 1,2,6 598,107 INTERMEC INC COM 45878610 19,220 729,121 SH DEFINED 1,2,5,6 729,121 INTERMUNE INC COM 45884X10 7,378 449,319 SH DEFINED 1,2,5,6 449,319 INTERNAP NETWORK SVC COM PAR $. 45885A30 6,329 415,823 SH DEFINED 1,5 415,823 INTERNATIONAL ASSETS COM 45902810 299 12,800 SH DEFINED 2 12,800 INTERNATIONAL BANCSH COM 45904410 22,364 753,498 SH DEFINED 1,2,5 753,498 INTERNATIONAL BUSINE COM 45920010 5,739,309 70,042,823 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,042,823 INTERNATIONAL COAL G COM 45928H10 6,673 1,581,379 SH DEFINED 1,2,6 1,581,379 INTERNATIONAL DISPLA COM 45941210 4,170 654,630 SH DEFINED 1,5 654,630 INTERNATIONAL FLAVOR COM 45950610 97,043 2,454,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,454,288 INTERNATIONAL GAME T COM 45990210 377,241 9,090,141 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,090,141 INTERNATIONAL PWR PL SPONSORED 46018M10 407 6,862 SH DEFINED 1 6,862 INTERNATIONAL RECTIF COM 46025410 44,766 1,284,912 SH DEFINED 1,2,5,12,13 1,284,912 INTERNATIONAL SHIPHO COM NEW 46032120 126 10,100 SH DEFINED 1 10,100 INTERNATIONAL SPEEDW CL A 46033520 26,225 526,178 SH DEFINED 1,2,5,13 526,178 INTERNET CAP GROUP I COM NEW 46059C20 5,725 605,793 SH DEFINED 1,2 605,793 INTERNET SEC SYS INC COM 46060X10 26,224 944,683 SH DEFINED 1,2,5 944,683 INTERPHARM HLDGS INC COM 46058810 15 10,400 SH DEFINED 1 10,400
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERPOOL INC COM 46062R10 3,343 148,847 SH DEFINED 1,2 148,847 INTERPUBLIC GROUP CO COM 46069010 111,668 11,279,608 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,279,608 INTERSIL CORP CL A 46069S10 66,209 2,696,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,696,914 INTERSTATE HOTELS & COM 46088S10 1,025 95,043 SH DEFINED 1,2 95,043 INTERTAPE POLYMER GR COM 46091910 82 10,657 SH DEFINED 2 10,657 INTERVEST BANCSHARES CL A 46092710 3,647 83,731 SH DEFINED 1,2 83,731 INTERVIDEO INC COM 46114Y10 193 15,130 SH DEFINED 1 15,130 INTERVOICE INC NEW COM 46114210 4,366 688,713 SH DEFINED 1,2,5,6 688,713 INTERWOVEN INC COM NEW 46114T50 8,252 748,185 SH DEFINED 1,2,5 748,185 INTEVAC INC COM 46114810 4,742 282,250 SH DEFINED 1,2,5 282,250 INTL PAPER CO COM 46014610 983,327 28,395,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,395,230 INTL SECS EXCHANGE H CL A 46031W20 26,260 560,038 SH DEFINED 1,2,6 560,038 INTRALASE CORP COM 46116910 4,818 244,420 SH DEFINED 1,6 244,420 INTROGEN THERAPEUTIC COM 46119F10 58 12,855 SH DEFINED 1 12,855 INTUIT COM 46120210 350,892 10,934,635 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,934,635 INTUITIVE SURGICAL I COM NEW 46120E60 63,199 599,329 SH DEFINED 1,2,5,12,13 599,329 INVACARE CORP COM 46120310 13,209 561,621 SH DEFINED 1,2,5 561,621 INVENTIV HEALTH INC COM 46122E10 12,667 395,460 SH DEFINED 1,2,6 395,460 INVERNESS MED INNOVA COM 46126P10 14,083 405,148 SH DEFINED 1,2,5,6 405,148 INVESTMENT TECHNOLOG COM 46145F10 23,209 518,639 SH DEFINED 1,2,5,6 518,639 INVESTOOLS INC COM 46145P10 9,130 858,885 SH DEFINED 1,2,5 858,885 INVESTORS BANCORP IN COM 46146P10 11,336 752,202 SH DEFINED 1,2,6 752,202 INVESTORS FINL SERVI COM 46191510 58,062 1,347,780 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,347,780 INVESTORS REAL ESTAT SH BEN INT 46173010 7,486 767,015 SH DEFINED 1,2,3,5 767,015 INVITROGEN CORP COM 46185R10 73,337 1,156,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,156,554 IOMEGA CORP COM NEW 46203030 224 76,871 SH DEFINED 1,5 76,871 ION MEDIA NETWORKS I CL A 46205A10 29 35,781 SH DEFINED 1 35,781 IONATRON INC COM 46207010 1,930 401,296 SH DEFINED 1,2,6 401,296 IOWA TELECOMM SERVIC COM 46259420 10,552 533,210 SH DEFINED 1,2 533,210 IPASS INC COM 46261V10 5,727 1,223,703 SH DEFINED 1,2,6 1,223,703 IPC HLDGS LTD ORD G4933P10 2,705 88,922 SH DEFINED 1,2,5 88,922 IPCS INC COM NEW 44980Y30 11,906 222,337 SH DEFINED 1,2 222,337 IRELAND BK SPONSORED 46267Q10 798 10,133 SH DEFINED 1 10,133 IRIS INTL INC COM 46270W10 2,585 224,766 SH DEFINED 1,2 224,766 IROBOT CORP COM 46272610 2,837 141,444 SH DEFINED 1,2,6 141,444 IRON MTN INC COM 46284610 62,721 1,460,660 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,460,660 IRVINE SENSORS CORP COM NEW 46366450 15 11,424 SH DEFINED 1 11,424 IRWIN FINL CORP COM 46411910 11,714 598,871 SH DEFINED 1,2 598,871 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 5,270 68,380 SH DEFINED 1 68,380 ISHARES TR RUSSELL 20 46428765 1,481 20,575 SH DEFINED 1 20,575 ISIS PHARMACEUTICALS COM 46433010 7,864 1,095,277 SH DEFINED 1,2,5,6 1,095,277 ISLE OF CAPRI CASINO COM 46459210 4,719 224,054 SH DEFINED 1,2,5,6 224,054 ISTA PHARMACEUTICALS COM NEW 45031X20 213 36,000 SH DEFINED 1 36,000 ISTAR FINL INC COM 45031U10 76,452 1,833,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,833,388 ITC HLDGS CORP COM 46568510 7,659 245,467 SH DEFINED 1,2 245,467 ITLA CAP CORP COM 45056510 6,565 122,113 SH DEFINED 1,2 122,113 ITRON INC COM 46574110 21,345 382,527 SH DEFINED 1,2,6 382,527 ITT CORP NEW COM 45091110 246,329 4,804,547 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,804,547 ITT EDUCATIONAL SERV COM 45068B10 65,132 982,389 SH DEFINED 1,2,5,6,12,13 982,389 IXIA COM 45071R10 6,553 735,414 SH DEFINED 1,2,6 735,414 IXYS CORP COM 46600W10 4,415 526,194 SH DEFINED 1,5,6 526,194 J & J SNACK FOODS CO COM 46603210 7,935 255,139 SH DEFINED 1,2 255,139 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 31,162 1,146,935 SH DEFINED 1,2,6 1,146,935 JABIL CIRCUIT INC COM 46631310 141,787 4,962,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,962,796 JACK IN THE BOX INC COM 46636710 37,872 725,793 SH DEFINED 1,2,5 725,793 JACKSON HEWITT TAX S COM 46820210 15,811 526,846 SH DEFINED 1,2,6 526,846 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 85,192 1,139,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,139,992 JACUZZI BRANDS INC COM 46986510 11,718 1,172,968 SH DEFINED 1,2 1,172,968 JAKKS PAC INC COM 47012E10 8,002 449,021 SH DEFINED 1,2 449,021 JAMES HARDIE INDS N SPONSORED 47030M10 251 9,005 SH DEFINED 1 9,005 JAMES RIV GROUP INC COM 47035910 4,447 151,517 SH DEFINED 1,2,6 151,517 JAMES RIVER COAL CO COM NEW 47035520 2,199 208,448 SH DEFINED 1,2,6 208,448 JANUS CAP GROUP INC COM 47102X10 118,153 5,991,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,991,550 JARDEN CORP COM 47110910 23,552 714,335 SH DEFINED 1,2,6,10 714,335 JDA SOFTWARE GROUP I COM 46612K10 7,296 473,151 SH DEFINED 1,2,6 473,151 JDS UNIPHASE CORP COM 46612J10 82,177 37,523,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,523,530 JEFFERIES GROUP INC COM 47231910 45,275 1,588,593 SH DEFINED 1,2,5,6,13 1,588,593 JER INVT TR INC COM 46614H30 5,364 312,608 SH DEFINED 1,2 312,608 JETBLUE AWYS CORP COM 47714310 34,174 3,698,487 SH DEFINED 1,2,5,6,13 3,698,487 JLG INDS INC COM 46621010 25,593 1,291,930 SH DEFINED 1,2,5,6,12 1,291,930 JO-ANN STORES INC COM 47758P30 5,960 356,434 SH DEFINED 1,2 356,434 JOHNSON & JOHNSON COM 47816010 8,225,269 126,659,515 SH DEFINED 1,2,5,6,7,8,10,12,13,14 126,659,515 JOHNSON CTLS INC COM 47836610 358,119 4,991,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,991,904 JONES APPAREL GROUP COM 48007410 136,145 4,196,821 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,196,821 JONES LANG LASALLE I COM 48020Q10 30,893 361,402 SH DEFINED 1,2,5,6 361,402 JONES SODA CO COM 48023P10 2,047 228,671 SH DEFINED 1 228,671 JOS A BANK CLOTHIERS COM 48083810 7,456 248,862 SH DEFINED 1,2,5,6 248,862 JOURNAL COMMUNICATIO CL A 48113010 6,813 604,524 SH DEFINED 1,2 604,524 JOURNAL REGISTER CO COM 48113810 4,291 756,790 SH DEFINED 1,2,5 756,790 JOY GLOBAL INC COM 48116510 81,462 2,168,271 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,168,271 JP MORGAN CHASE & CO COM 46625H10 5,150,184 109,671,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 109,671,730 JUNIPER NETWORKS INC COM 48203R10 249,960 14,465,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,465,288 JUPITERMEDIA CORP COM 48207D10 2,647 305,690 SH DEFINED 1,2,6 305,690 K & F INDS HLDGS INC COM 48224110 4,886 260,156 SH DEFINED 1,2,6 260,156 K TRON INTL INC COM 48273010 303 4,800 SH DEFINED 1 4,800 K V PHARMACEUTICAL C CL A 48274020 12,521 528,319 SH DEFINED 1,2,5,6 528,319 K2 INC COM 48273210 10,839 924,042 SH DEFINED 1,2 924,042 KADANT INC COM 48282T10 7,515 305,968 SH DEFINED 1,2 305,968 KAISER ALUMINUM CORP COM PAR $0 48300770 647 14,596 SH DEFINED 1,2 14,596 KAMAN CORP COM 48354810 9,944 552,118 SH DEFINED 1,2 552,118 KANBAY INTL INC COM 48369P20 8,665 421,446 SH DEFINED 1,2,6 421,446 KANSAS CITY LIFE INS COM 48483610 4,075 89,475 SH DEFINED 1,2 89,475 KANSAS CITY SOUTHERN COM NEW 48517030 29,199 1,069,167 SH DEFINED 1,2,5,6,10 1,069,167 KAYDON CORP COM 48658710 19,299 521,312 SH DEFINED 1,2,5 521,312 KB HOME COM 48666K10 102,031 2,329,485 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,329,485 KEANE INC COM 48666510 12,640 877,177 SH DEFINED 1,2,5,6 877,177 KEARNY FINL CORP COM 48716910 4,886 321,893 SH DEFINED 1,2 321,893 KEITHLEY INSTRS INC COM 48758410 213 16,724 SH DEFINED 1 16,724 KELLOGG CO COM 48783610 353,019 7,128,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,128,818 KELLWOOD CO COM 48804410 17,099 593,086 SH DEFINED 1,2,5 593,086 KELLY SVCS INC CL A 48815220 10,995 401,149 SH DEFINED 1,2,5,6,13 401,149 KEMET CORP COM 48836010 14,527 1,800,116 SH DEFINED 1,2,5,13 1,800,116 KENDLE INTERNATIONAL COM 48880L10 5,595 174,737 SH DEFINED 1 174,737
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KENEXA CORP COM 48887910 5,447 215,972 SH DEFINED 1,2,6 215,972 KENNAMETAL INC COM 48917010 33,441 590,309 SH DEFINED 1,2,5,13 590,309 KENSEY NASH CORP COM 49005710 7,571 258,652 SH DEFINED 1,2,6 258,652 KERYX BIOPHARMACEUTI COM 49251510 6,787 573,747 SH DEFINED 1,2,6 573,747 KEYCORP NEW COM 49326710 456,204 12,184,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,184,924 KEYNOTE SYS INC COM 49330810 299 28,411 SH DEFINED 1 28,411 KEYSPAN CORP COM 49337W10 239,880 5,830,821 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,830,821 KEYSTONE AUTOMOTIVE COM 49338N10 8,765 230,527 SH DEFINED 1,2,6 230,527 KFORCE INC COM 49373210 8,790 736,780 SH DEFINED 1,2,5,6 736,780 KILROY RLTY CORP COM 49427F10 45,496 603,879 SH DEFINED 1,2,3,5 603,879 KIMBALL INTL INC CL B 49427410 10,377 537,656 SH DEFINED 1,2,5 537,656 KIMBERLY CLARK CORP COM 49436810 937,063 14,336,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,336,953 KIMCO REALTY CORP COM 49446R10 329,383 7,683,294 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,683,294 KINDER MORGAN ENERGY UT LTD PAR 49455010 8,066 183,822 SH DEFINED 1,2,5 183,822 KINDER MORGAN INC KA COM 49455P10 371,990 3,547,832 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,547,832 KINDER MORGAN MANAGE SHS 49455U10 2,971 70,365 SH DEFINED 1,2,5 70,365 KINDRED HEALTHCARE I COM 49458010 14,923 501,963 SH DEFINED 1,2,5 501,963 KINETIC CONCEPTS INC COM NEW 49460W20 14,981 476,182 SH DEFINED 1,2,5,12 476,182 KING PHARMACEUTICALS COM 49558210 218,418 12,825,491 SH DEFINED 1,2,5,6,7,10,12,13,14 12,825,491 KINROSS GOLD CORP COM NO PAR 49690240 735 58,694 SH DEFINED 1,7,10,13 58,694 KIRBY CORP COM 49726610 14,281 455,836 SH DEFINED 1,2,5,6 455,836 KIRKLANDS INC COM 49749810 113 23,094 SH DEFINED 1 23,094 KITE RLTY GROUP TR COM 49803T10 12,033 706,162 SH DEFINED 1,2,3 706,162 KKR FINL CORP COM 48247630 31,094 1,267,080 SH DEFINED 1,2 1,267,080 KLA-TENCOR CORP COM 48248010 232,883 5,236,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,236,857 KMG AMER CORP COM 48256310 162 22,100 SH DEFINED 1 22,100 KNBT BANCORP INC COM 48292110 7,598 472,503 SH DEFINED 1,2 472,503 KNIGHT CAPITAL GROUP CL A 49900510 34,273 1,883,135 SH DEFINED 1,2,5,6 1,883,135 KNIGHT TRANSN INC COM 49906410 20,288 1,196,950 SH DEFINED 1,2,5,6 1,196,950 KNOLL INC COM NEW 49890420 9,193 455,098 SH DEFINED 1,2,6 455,098 KNOLOGY INC COM 49918380 300 30,200 SH DEFINED 1,2 30,200 KNOT INC COM 49918410 5,625 254,165 SH DEFINED 1,2 254,165 KOHLS CORP COM 50025510 754,668 11,624,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,624,588 KOMAG INC COM NEW 50045320 18,752 586,747 SH DEFINED 1,2,5,6 586,747 KONINKLIJKE AHOLD N SPON ADR N 50046730 743 70,119 SH DEFINED 1,2 70,119 KONINKLIJKE PHILIPS NY REG SH 50047230 3,089 88,233 SH DEFINED 1,2 88,233 KOOKMIN BK NEW SPONSORED 50049M10 59,265 759,513 SH DEFINED 1,2,4,5 759,513 KOPIN CORP COM 50060010 4,007 1,196,144 SH DEFINED 1,2,5,6 1,196,144 KOPPERS HOLDINGS INC COM 50060P10 2,582 136,108 SH DEFINED 1 136,108 KOREA ELECTRIC PWR SPONSORED 50063110 2,778 142,100 SH DEFINED 1,2 142,100 KORN FERRY INTL COM NEW 50064320 25,256 1,206,092 SH DEFINED 1,2,5,13 1,206,092 KOS PHARMACEUTICALS COM 50064810 10,282 208,061 SH DEFINED 1,2,6 208,061 KOSAN BIOSCIENCES IN COM 50064W10 328 67,912 SH DEFINED 1,2,5 67,912 KRAFT FOODS INC CL A 50075N10 234,480 6,575,446 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,575,446 KRISPY KREME DOUGHNU COM 50101410 7,360 908,649 SH DEFINED 1,2,5,6 908,649 KROGER CO COM 50104410 544,386 23,525,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,525,772 KRONOS INC COM 50105210 17,853 523,690 SH DEFINED 1,2,5,6 523,690 KRONOS WORLDWIDE INC COM 50105F10 1,428 49,585 SH DEFINED 1,2 49,585 K-SWISS INC CL A 48268610 23,356 776,985 SH DEFINED 1,2,6 776,985 KT CORP SPONSORED 48268K10 5,959 277,563 SH DEFINED 1,2,7 277,563 KUBOTA CORP ADR 50117320 842 20,583 SH DEFINED 1,2 20,583 KULICKE & SOFFA INDS COM 50124210 11,431 1,293,143 SH DEFINED 1,2,5,6 1,293,143 KVH INDS INC COM 48273810 239 18,726 SH DEFINED 1 18,726 KYOCERA CORP ADR 50155620 1,227 14,348 SH DEFINED 1,2 14,348 KYPHON INC COM 50157710 27,450 733,555 SH DEFINED 1,2,5,6 733,555 L S B BANCSHARES N C COM 50215810 177 10,400 SH DEFINED 1 10,400 L-1 IDENTITY SOLUTIO COM 50212A10 11,397 873,314 SH DEFINED 1,2,6 873,314 L-3 COMMUNICATIONS H COM 50242410 250,209 3,194,294 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,194,294 LA Z BOY INC COM 50533610 15,680 1,123,180 SH DEFINED 1,2,5 1,123,180 LABOR READY INC COM NEW 50540120 17,692 1,110,581 SH DEFINED 1,2,5,6 1,110,581 LABORATORY CORP AMER COM NEW 50540R40 247,319 3,771,827 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,771,827 LABRANCHE & CO INC COM 50544710 12,287 1,184,864 SH DEFINED 1,2,5 1,184,864 LACLEDE GROUP INC COM 50559710 12,649 394,288 SH DEFINED 1,2,5 394,288 LADISH INC COM NEW 50575420 5,599 193,866 SH DEFINED 1 193,866 LAFARGE COPPEE S A SPON ADR N 50586140 759 23,565 SH DEFINED 1 23,565 LAIDLAW INTL INC COM 50730R10 24,244 887,074 SH DEFINED 1,2,5,10 887,074 LAKELAND BANCORP INC COM 51163710 3,752 262,764 SH DEFINED 1,2 262,764 LAKELAND FINL CORP COM 51165610 6,197 263,603 SH DEFINED 1,2 263,603 LAKELAND INDS INC COM 51179510 127 10,433 SH DEFINED 1 10,433 LAKES ENTMNT INC COM 51206P10 3,325 344,199 SH DEFINED 1,2 344,199 LAM RESEARCH CORP COM 51280710 210,197 4,637,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,637,046 LAMAR ADVERTISING CO CL A 51281510 57,857 1,083,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,083,270 LAMSON & SESSIONS CO COM 51369610 4,506 189,157 SH DEFINED 1,5 189,157 LANCASTER COLONY COR COM 51384710 25,824 576,939 SH DEFINED 1,2,5,13 576,939 LANCE INC COM 51460610 10,191 462,799 SH DEFINED 1,2 462,799 LANDAMERICA FINL GRO COM 51493610 25,929 394,123 SH DEFINED 1,2,5 394,123 LANDAUER INC COM 51476K10 8,767 172,755 SH DEFINED 1,2 172,755 LANDEC CORP COM 51476610 322 29,811 SH DEFINED 1 29,811 LANDRYS RESTAURANTS COM 51508L10 8,113 269,075 SH DEFINED 1,2 269,075 LANDSTAR SYS INC COM 51509810 40,756 954,470 SH DEFINED 1,2,5,6 954,470 LAS VEGAS SANDS CORP COM 51783410 105,189 1,538,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,538,973 LASALLE HOTEL PPTYS COM SH BEN 51794210 51,555 1,189,549 SH DEFINED 1,2,3,5,6 1,189,549 LASERCARD CORP COM 51807U10 181 13,916 SH DEFINED 1 13,916 LATTICE SEMICONDUCTO COM 51841510 15,883 2,328,899 SH DEFINED 1,2,5,13 2,328,899 LAUDER ESTEE COS INC CL A 51843910 131,746 3,266,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,266,695 LAUREATE EDUCATION I COM 51861310 35,864 749,355 SH DEFINED 1,2,5,6,12,13 749,355 LAWSON PRODS INC COM 52077610 9,761 232,852 SH DEFINED 1,2 232,852 LAWSON SOFTWARE INC COM 52078P10 15,539 2,143,355 SH DEFINED 1,2 2,143,355 LAYNE CHRISTENSEN CO COM 52105010 4,660 163,104 SH DEFINED 1 163,104 LAZARD LTD SHS A G5405010 1,595 39,895 SH DEFINED 1,2 39,895 LCA-VISION INC COM PAR $. 50180330 11,684 282,826 SH DEFINED 1,2,6 282,826 LEAP WIRELESS INTL I COM NEW 52186330 18,474 380,991 SH DEFINED 1,2,5,6 380,991 LEAPFROG ENTERPRISES CL A 52186N10 3,616 455,999 SH DEFINED 1,2,5,6 455,999 LEAR CORP COM 52186510 36,242 1,750,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,750,826 LEARNING TREE INTL I COM 52201510 172 21,175 SH DEFINED 1,2 21,175 LECG CORP COM 52323410 5,280 281,476 SH DEFINED 1,2,6 281,476 LEE ENTERPRISES INC COM 52376810 26,833 1,063,098 SH DEFINED 1,2,6,13 1,063,098 LEGG MASON INC COM 52490110 340,138 3,372,378 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,372,378 LEGGETT & PLATT INC COM 52466010 139,899 5,589,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,589,245 LEHMAN BROS HLDGS IN COM 52490810 1,206,312 16,332,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,332,416 LENNAR CORP CL A 52605710 174,831 3,863,673 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,863,673 LENNOX INTL INC COM 52610710 13,265 579,277 SH DEFINED 1,2,5 579,277 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 76,401 2,919,394 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,919,394 LEVEL 3 COMMUNICATIO COM 52729N10 58,436 10,841,642 SH DEFINED 1,2,5,6,12 10,841,642 LEVITT CORP CL A 52742P10 5,267 447,903 SH DEFINED 1,2,5 447,903 LEXICON GENETICS INC COM 52887210 4,820 1,278,498 SH DEFINED 1,2,5,6 1,278,498 LEXINGTON CORP PPTYS COM 52904310 17,877 844,045 SH DEFINED 1,2,3,5 844,045 LEXMARK INTL NEW CL A 52977110 412,453 7,153,196 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,153,196
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LG PHILIP LCD CO LTD SPONS ADR 50186V10 272 16,380 SH DEFINED 1,2 16,380 LHC GROUP INC COM 50187A10 3,320 148,752 SH DEFINED 1,2 148,752 LIBBEY INC COM 52989810 342 30,575 SH DEFINED 1 30,575 LIBERTY GLOBAL INC COM SER A 53055510 103,077 4,004,547 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,004,547 LIBERTY GLOBAL INC COM SER C 53055530 44,214 1,764,310 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,764,310 LIBERTY MEDIA HLDG C INT COM SE 53071M10 179,105 8,788,257 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,788,257 LIBERTY MEDIA HLDG C CAP COM SE 53071M30 164,073 1,963,304 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,963,304 LIBERTY PPTY TR SH BEN INT 53117210 118,813 2,486,151 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,486,151 LIFE TIME FITNESS IN COM 53217R20 18,555 400,845 SH DEFINED 1,2,6 400,845 LIFECELL CORP COM 53192710 19,152 594,428 SH DEFINED 1,2,6 594,428 LIFECORE BIOMEDICAL COM 53218710 182 12,875 SH DEFINED 1 12,875 LIFEPOINT HOSPITALS COM 53219L10 31,622 895,300 SH DEFINED 1,2,5,13 895,300 LIFETIME BRANDS INC COM 53222Q10 2,453 132,455 SH DEFINED 1 132,455 LIFEWAY FOODS INC COM 53191410 159 23,200 SH DEFINED 1 23,200 LIGAND PHARMACEUTICA CL B 53220K20 771 76,757 SH DEFINED 1,2 76,757 LIGHTBRIDGE INC COM 53222610 5,207 444,298 SH DEFINED 1,2 444,298 LILLY ELI & CO COM 53245710 1,556,108 27,300,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,300,135 LIMITED BRANDS INC COM 53271610 252,314 9,524,861 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,524,861 LIN TV CORP CL A 53277410 5,062 650,704 SH DEFINED 1,2,6 650,704 LINCARE HLDGS INC COM 53279110 74,625 2,154,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,154,288 LINCOLN EDL SVCS COR COM 53353510 741 45,276 SH DEFINED 1,2 45,276 LINCOLN ELEC HLDGS I COM 53390010 34,016 624,724 SH DEFINED 1,2,5,12,13 624,724 LINCOLN NATL CORP IN COM 53418710 549,866 8,857,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,857,374 LINDSAY MFG CO COM 53555510 5,531 192,376 SH DEFINED 1,2,5 192,376 LINEAR TECHNOLOGY CO COM 53567810 259,517 8,339,241 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,339,241 LINN ENERGY LLC UNIT 99/99 53602010 349 15,378 SH DEFINED 1,2 15,378 LIONBRIDGE TECHNOLOG COM 53625210 6,716 880,259 SH DEFINED 1,2,6 880,259 LIQUIDITY SERVICES I COM 53635B10 1,510 96,867 SH DEFINED 1 96,867 LITHIA MTRS INC CL A 53679710 5,965 241,300 SH DEFINED 1,2,5 241,300 LITTELFUSE INC COM 53700810 27,599 795,351 SH DEFINED 1,2,6 795,351 LIVE NATION INC COM 53803410 32,635 1,598,174 SH DEFINED 1,2,5,6 1,598,174 LIVEPERSON INC COM 53814610 205 38,189 SH DEFINED 1 38,189 LIZ CLAIBORNE INC COM 53932010 131,518 3,328,715 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,328,715 LKQ CORP COM 50188920 13,409 610,310 SH DEFINED 1,2,6 610,310 LLOYDS TSB GROUP PLC SPONSORED 53943910 2,931 72,363 SH DEFINED 1,2 72,363 LOCKHEED MARTIN CORP COM 53983010 6,888,928 80,047,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,047,964 LODGENET ENTMT CORP COM 54021110 8,055 426,666 SH DEFINED 1,2 426,666 LODGIAN INC COM PAR $. 54021P40 5,054 380,562 SH DEFINED 1,2 380,562 LOEWS CORP COM 54042410 381,587 10,068,262 SH DEFINED 1,2,5,6,10,12,13 10,068,262 LOEWS CORP CAROLNA GP 54042420 196,140 3,541,064 SH DEFINED 1,2,5,7,10 3,541,064 LOGILITY INC COM 54140Y10 374 46,900 SH DEFINED 1,2 46,900 LO-JACK CORP COM 53945110 8,292 423,300 SH DEFINED 1,2 423,300 LONE STAR STEAKHOUSE COM 54230710 8,343 300,420 SH DEFINED 1,2 300,420 LONE STAR TECHNOLOGI COM 54231210 31,574 652,630 SH DEFINED 1,2 652,630 LONGS DRUG STORES CO COM 54316210 26,527 576,554 SH DEFINED 1,2,5,6 576,554 LONGVIEW FIBRE CO COM 54321310 27,818 1,369,009 SH DEFINED 1,2,5,13 1,369,009 LOOKSMART LTD COM NEW 54344250 59 20,160 SH DEFINED 1 20,160 LORAL SPACE & COMMUN COM 54388110 3,824 145,297 SH DEFINED 1,2 145,297 LOUISIANA PAC CORP COM 54634710 109,586 5,838,370 SH DEFINED 1,2,5,6,7,8,10,12,13 5,838,370 LOWES COS INC COM 54866110 3,039,825 108,333,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,333,034 LSB INDS INC COM 50216010 182 20,248 SH DEFINED 1 20,248 LSI INDS INC COM 50216C10 4,955 304,923 SH DEFINED 1,2 304,923 LSI LOGIC CORP COM 50216110 103,863 12,635,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,635,360 LTC PPTYS INC COM 50217510 10,810 445,769 SH DEFINED 1,2,3,5 445,769 LTX CORP COM 50239210 4,414 880,969 SH DEFINED 1,2,5,6 880,969 LUBRIZOL CORP COM 54927110 136,194 2,978,217 SH DEFINED 1,2,5,10,13 2,978,217 LUBYS INC COM 54928210 4,430 448,881 SH DEFINED 1,2 448,881 LUCENT TECHNOLOGIES COM 54946310 268,931 114,927,960 SH DEFINED 1,2,5,6,7,8,10,12,13,14 114,927,960 LUFKIN INDS INC COM 54976410 10,833 204,704 SH DEFINED 1,2 204,704 LUMINENT MTG CAP INC COM 55027830 10,382 1,008,972 SH DEFINED 1,2,5 1,008,972 LUMINEX CORP DEL COM 55027E10 11,087 608,165 SH DEFINED 1,2,5 608,165 LUXOTTICA GROUP S P SPONSORED 55068R20 15,633 531,191 SH DEFINED 1 531,191 LYDALL INC DEL COM 55081910 223 25,096 SH DEFINED 1 25,096 LYONDELL CHEMICAL CO COM 55207810 159,655 6,293,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,293,043 M & F WORLDWIDE CORP COM 55254110 3,013 204,947 SH DEFINED 1,2 204,947 M & T BK CORP COM 55261F10 252,506 2,104,919 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,104,919 M D C HLDGS INC COM 55267610 37,832 814,474 SH DEFINED 1,2,5,13 814,474 M/I HOMES INC COM 55305B10 6,719 190,072 SH DEFINED 1,2 190,072 MACATAWA BK CORP COM 55422510 5,380 235,019 SH DEFINED 1 235,019 MACDERMID INC COM 55427310 15,786 483,925 SH DEFINED 1,2,5 483,925 MACERICH CO COM 55438210 150,767 1,974,420 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,974,420 MAC-GRAY CORP COM 55415310 123 10,500 SH DEFINED 1 10,500 MACK CALI RLTY CORP COM 55448910 80,837 1,560,552 SH DEFINED 1,2,3,5,13 1,560,552 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 MACROVISION CORP COM 55590410 31,012 1,309,079 SH DEFINED 1,2,5,6,13 1,309,079 MADDEN STEVEN LTD COM 55626910 20,822 530,627 SH DEFINED 1,2,5,6 530,627 MAF BANCORP INC COM 55261R10 24,757 599,589 SH DEFINED 1,2,5 599,589 MAGELLAN HEALTH SVCS COM NEW 55907920 29,347 688,896 SH DEFINED 1,2,6 688,896 MAGELLAN MIDSTREAM H COM LP INT 55907R10 558 24,789 SH DEFINED 1,2 24,789 MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,390 91,875 SH DEFINED 1,2,5 91,875 MAGMA DESIGN AUTOMAT COM 55918110 5,987 657,860 SH DEFINED 1,2,6 657,860 MAGNA ENTMT CORP CL A 55921110 2,751 586,551 SH DEFINED 1,6 586,551 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 38,100 935,204 SH DEFINED 1,2,3,5 935,204 MAHANAGAR TEL NIGAM SPONS ADR 55977840 68 10,229 SH DEFINED 5 10,229 MAIDENFORM BRANDS IN COM 56030510 7,758 401,966 SH DEFINED 1,2 401,966 MAINSOURCE FINANCIAL COM 56062Y10 4,880 287,559 SH DEFINED 1,2 287,559 MAJESCO ENTERTAINMEN COM NEW 56069020 29 21,650 SH DEFINED 1 21,650 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 20,781 860,847 SH DEFINED 1,2,5,6 860,847 MANITOWOC INC COM 56357110 28,506 636,447 SH DEFINED 1,2,5,6,12 636,447 MANNATECH INC COM 56377110 10,943 617,555 SH DEFINED 1,2,6 617,555 MANNKIND CORP COM 56400P20 8,202 431,682 SH DEFINED 1,2,6 431,682 MANOR CARE INC NEW COM 56405510 158,880 3,039,020 SH DEFINED 1,2,5,6,10,12,13 3,039,020 MANPOWER INC COM 56418H10 194,538 3,175,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,175,091 MANTECH INTL CORP CL A 56456310 15,689 475,293 SH DEFINED 1,2,6 475,293 MANULIFE FINL CORP COM 56501R10 9,542 295,797 SH DEFINED 1,2,5,13,14 295,797 MAPINFO CORP COM 56510510 4,335 337,860 SH DEFINED 1,2,5 337,860 MARATHON OIL CORP COM 56584910 967,432 12,580,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,580,395 MARCHEX INC CL B 56624R10 4,555 296,914 SH DEFINED 1,2,6 296,914 MARCUS CORP COM 56633010 7,489 326,020 SH DEFINED 1,2 326,020 MARINE PRODS CORP COM 56842710 1,912 196,672 SH DEFINED 1,2,6 196,672 MARINEMAX INC COM 56790810 6,101 239,723 SH DEFINED 1,2,6 239,723 MARINER ENERGY INC COM 56845T30 20,781 1,131,238 SH DEFINED 1,2,5 1,131,238 MARITRANS INC COM 57036310 6,169 168,555 SH DEFINED 1 168,555 MARKEL CORP COM 57053510 55,848 135,996 SH DEFINED 1,2,5,12 135,996 MARKETAXESS HLDGS IN COM 57060D10 4,409 421,070 SH DEFINED 1,6 421,070
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MARKWEST ENERGY PART UNIT LTD P 57075910 642 13,101 SH DEFINED 1,2 13,101 MARKWEST HYDROCARBON COM 57076210 2,843 101,520 SH DEFINED 1,2 101,520 MARLIN BUSINESS SVCS COM 57115710 2,794 133,677 SH DEFINED 1,2 133,677 MARRIOTT INTL INC NE CL A 57190320 398,424 10,311,191 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,311,191 MARSH & MCLENNAN COS COM 57174810 416,941 14,811,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,811,414 MARSHALL & ILSLEY CO COM 57183410 305,952 6,350,181 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,350,181 MARTEK BIOSCIENCES C COM 57290110 16,449 764,718 SH DEFINED 1,2,5,6,13 764,718 MARTEN TRANS LTD COM 57307510 3,722 217,783 SH DEFINED 1 217,783 MARTHA STEWART LIVIN CL A 57308310 6,567 369,742 SH DEFINED 1,2,6 369,742 MARTIN MARIETTA MATL COM 57328410 114,506 1,353,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,353,184 MARVEL ENTERTAINMENT COM 57383T10 23,900 990,068 SH DEFINED 1,2,5,6 990,068 MARVELL TECHNOLOGY G ORD G5876H10 48,254 2,491,192 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,491,192 MASCO CORP COM 57459910 317,952 11,595,610 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,595,610 MASSBANK CORP READ M COM 57615210 226 6,931 SH DEFINED 1,2 6,931 MASSEY ENERGY CORP COM 57620610 23,684 1,131,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,131,046 MASTEC INC COM 57632310 7,187 649,224 SH DEFINED 1,2,5 649,224 MASTERCARD INC COM 57636Q10 35,385 502,990 SH DEFINED 1,2,5 502,990 MATERIAL SCIENCES CO COM 57667410 1,898 190,568 SH DEFINED 1 190,568 MATRIA HEALTHCARE IN COM NEW 57681720 9,662 347,681 SH DEFINED 1,2,5,6 347,681 MATRIX SVC CO COM 57685310 3,161 241,463 SH DEFINED 1,5 241,463 MATSUSHITA ELEC INDL ADR 57687920 3,313 156,775 SH DEFINED 1,2 156,775 MATTEL INC COM 57708110 204,294 10,370,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,370,266 MATTHEWS INTL CORP CL A 57712810 23,250 631,954 SH DEFINED 1,2,5,6 631,954 MATTSON TECHNOLOGY I COM 57722310 5,642 679,778 SH DEFINED 1,2,6 679,778 MAUI LD & PINEAPPLE COM 57734510 1,741 58,667 SH DEFINED 1,2 58,667 MAVERICK TUBE CORP COM 57791410 37,316 575,603 SH DEFINED 1,2,5,6 575,603 MAX RE CAPITAL LTD H SHS G6052F10 1,369 59,631 SH DEFINED 1,2,5 59,631 MAXIM INTEGRATED PRO COM 57772K10 239,433 8,526,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,526,818 MAXIMUS INC COM 57793310 8,638 330,959 SH DEFINED 1,2,5 330,959 MAXWELL TECHNOLOGIES COM 57776710 4,082 200,671 SH DEFINED 1 200,671 MAXYGEN INC COM 57777610 3,899 469,244 SH DEFINED 1,2,6 469,244 MB FINANCIAL INC NEW COM 55264U10 19,026 516,018 SH DEFINED 1,2 516,018 MBIA INC COM 55262C10 260,010 4,231,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,231,940 MBT FINL CORP COM 57887710 3,570 240,548 SH DEFINED 1,2 240,548 MCAFEE INC COM 57906410 96,421 3,941,981 SH DEFINED 1,2,5,7,10,12,13,14 3,941,981 MCCLATCHY CO CL A 57948910 32,824 777,996 SH DEFINED 1,2,5,6,7,8,10,12,13,14 777,996 MCCORMICK & CO INC COM NON VT 57978020 146,022 3,844,702 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,844,702 MCCORMICK & SCHMICKS COM 57979310 3,379 150,233 SH DEFINED 1 150,233 MCDATA CORP CL A 58003120 16,269 3,234,296 SH DEFINED 1,2,5,13 3,234,296 MCDERMOTT INTL INC COM 58003710 6,762 161,779 SH DEFINED 1,2,5,12 161,779 MCDONALDS CORP COM 58013510 1,737,727 44,420,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,420,416 MCG CAPITAL CORP COM 58047P10 14,700 900,164 SH DEFINED 1,2 900,164 MCGRATH RENTCORP COM 58058910 7,739 302,324 SH DEFINED 1,2 302,324 MCGRAW HILL COS INC COM 58064510 742,998 12,803,691 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,803,691 MCKESSON CORP COM 58155Q10 670,557 12,719,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,719,217 MCMORAN EXPLORATION COM 58241110 6,215 350,334 SH DEFINED 1,2,6 350,334 MDU RES GROUP INC COM 55269010 73,901 3,308,029 SH DEFINED 1,2,5,12,13 3,308,029 MEADOWBROOK INS GROU COM 58319P10 3,144 279,250 SH DEFINED 1 279,250 MEADWESTVACO CORP COM 58333410 131,076 4,944,386 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,944,386 MEASUREMENT SPECIALT COM 58342110 3,822 204,949 SH DEFINED 1,2 204,949 MECHANICAL TECHNOLOG COM 58353810 89 48,118 SH DEFINED 1,2,5 48,118 MEDALLION FINL CORP COM 58392810 1,865 169,057 SH DEFINED 1,2 169,057 MEDAREX INC COM 58391610 21,844 2,032,037 SH DEFINED 1,2,5,6 2,032,037 MEDCATH CORP COM 58404W10 7,574 251,728 SH DEFINED 1,2 251,728 MEDCO HEALTH SOLUTIO COM 58405U10 493,910 8,216,768 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,216,768 MEDIA GEN INC CL A 58440410 18,137 480,829 SH DEFINED 1,2,6,13 480,829 MEDIACOM COMMUNICATI CL A 58446K10 6,773 951,200 SH DEFINED 1,2,5,6 951,200 MEDICAL ACTION INDS COM 58449L10 2,761 102,683 SH DEFINED 1 102,683 MEDICAL PPTYS TRUST COM 58463J30 11,628 868,446 SH DEFINED 1,2,3 868,446 MEDICAL STAFFING NET COM 58463F10 213 34,300 SH DEFINED 1,2 34,300 MEDICINES CO COM 58468810 18,006 798,153 SH DEFINED 1,2,5,6 798,153 MEDICIS PHARMACEUTIC CL A NEW 58469030 40,461 1,250,720 SH DEFINED 1,2,5,6,13 1,250,720 MEDIFAST INC COM 58470H10 1,233 142,079 SH DEFINED 1 142,079 MEDIMMUNE INC COM 58469910 199,776 6,825,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,825,288 MEDIS TECHNOLOGIES L COM 58500P10 6,426 260,056 SH DEFINED 1,2,6 260,056 MEDTRONIC INC COM 58505510 1,590,380 34,245,915 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,245,915 MELLON FINL CORP COM 58551A10 432,867 11,070,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,070,773 MEMC ELECTR MATLS IN COM 55271510 114,585 3,128,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,128,176 MENS WEARHOUSE INC COM 58711810 28,683 770,837 SH DEFINED 1,2,5 770,837 MENTOR CORP MINN COM 58718810 47,474 942,128 SH DEFINED 1,2,5,6,12 942,128 MENTOR GRAPHICS CORP COM 58720010 23,569 1,673,946 SH DEFINED 1,2,5,13 1,673,946 MERCANTILE BANK CORP COM 58737610 4,652 117,615 SH DEFINED 1,2,5 117,615 MERCANTILE BANKSHARE COM 58740510 85,611 2,360,384 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,360,384 MERCER INTL INC COM 58805610 3,658 387,520 SH DEFINED 1 387,520 MERCK & CO INC COM 58933110 3,037,419 72,492,092 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,492,092 MERCURY COMPUTER SYS COM 58937810 5,180 437,141 SH DEFINED 1,2,5 437,141 MERCURY GENL CORP NE COM 58940010 47,325 953,942 SH DEFINED 1,2,5,12,13 953,942 MEREDITH CORP COM 58943310 46,369 939,968 SH DEFINED 1,2,5,6,10,13 939,968 MERGE TECHNOLOGIES I COM 58998110 1,962 285,225 SH DEFINED 1,2,5 285,225 MERIDIAN BIOSCIENCE COM 58958410 6,886 292,892 SH DEFINED 1,2,6 292,892 MERIDIAN GOLD INC COM 58997510 3,165 127,319 SH DEFINED 1,2,7,12 127,319 MERIDIAN RESOURCE CO COM 58977Q10 4,060 1,326,828 SH DEFINED 1,2,5 1,326,828 MERIT MED SYS INC COM 58988910 7,793 573,849 SH DEFINED 1,2 573,849 MERITAGE HOMES CORP COM 59001A10 33,661 808,964 SH DEFINED 1,2,5,6 808,964 MERIX CORP COM 59004910 296 30,803 SH DEFINED 1,2,5 30,803 MERRILL LYNCH & CO I COM 59018810 6,434,783 82,265,191 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,265,191 MESA AIR GROUP INC COM 59047910 4,234 545,675 SH DEFINED 1 545,675 MET PRO CORP COM 59087630 166 12,664 SH DEFINED 1 12,664 METABASIS THERAPEUTI COM 59101M10 809 143,904 SH DEFINED 1 143,904 METAL MGMT INC COM NEW 59109720 11,781 423,159 SH DEFINED 1,2,6 423,159 METASOLV INC COM 59139P10 166 54,836 SH DEFINED 1 54,836 METHODE ELECTRS INC COM 59152020 5,771 606,828 SH DEFINED 1,2 606,828 METLIFE INC COM 59156R10 1,307,078 23,060,654 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,060,654 METRETEK TECHNOLOGIE COM 59159Q10 2,491 208,641 SH DEFINED 1,2 208,641 METRO ONE TELECOMMUN OM NEW 59163F20 52 19,932 SH DEFINED 1,5 19,932 METROCORP BANCSHARES COM 59165010 1,477 65,116 SH DEFINED 1 65,116 METROLOGIC INSTRS IN COM 59167610 5,338 293,952 SH DEFINED 1,2,6 293,952 METSO CORP SPONSORED 59267110 244 6,639 SH DEFINED 1 6,639 METTLER TOLEDO INTER COM 59268810 90,223 1,363,911 SH DEFINED 1,2,5,6,10,12 1,363,911 MFA MTG INVTS INC COM 55272X10 9,650 1,295,316 SH DEFINED 1,2 1,295,316 MGE ENERGY INC COM 55277P10 10,620 327,965 SH DEFINED 1,2 327,965 MGI PHARMA INC COM 55288010 20,706 1,203,143 SH DEFINED 1,2,5,6 1,203,143 MGIC INVT CORP WIS COM 55284810 149,344 2,490,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,490,319 MGM MIRAGE COM 55295310 67,672 1,713,656 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,713,656 MGP INGREDIENTS INC COM 55302G10 2,359 110,894 SH DEFINED 1 110,894 MICHAELS STORES INC COM 59408710 144,080 3,309,132 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,309,132 MICREL INC COM 59479310 20,803 2,167,003 SH DEFINED 1,2,5,6,13 2,167,003 MICRO LINEAR CORP COM 59485010 35 12,300 SH DEFINED 1 12,300 MICROCHIP TECHNOLOGY COM 59501710 143,295 4,419,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,419,949 MICRON TECHNOLOGY IN COM 59511210 467,799 26,885,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,885,023
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MICROS SYS INC COM 59490110 33,139 677,409 SH DEFINED 1,2,6 677,409 MICROSEMI CORP COM 59513710 22,733 1,206,004 SH DEFINED 1,2,5,6 1,206,004 MICROSOFT CORP COM 59491810 7,079,357 258,843,024 SH DEFINED 1,2,5,6,7,8,10,12,13,14 258,843,024 MICROSTRATEGY INC CL A NEW 59497240 27,169 266,811 SH DEFINED 1,2,5,6 266,811 MICROTEK MEDICAL HLD COM 59515B10 148 42,533 SH DEFINED 1,5 42,533 MICROTUNE INC DEL COM 59514P10 3,371 693,538 SH DEFINED 1,2,5 693,538 MICROVISION INC DEL COM 59496010 30 21,210 SH DEFINED 1 21,210 MID-AMER APT CMNTYS COM 59522J10 36,897 602,696 SH DEFINED 1,2,3 602,696 MIDAS GROUP INC COM 59562610 6,700 323,965 SH DEFINED 1,2 323,965 MIDDLEBY CORP COM 59627810 9,114 118,272 SH DEFINED 1,2,6 118,272 MIDDLESEX WATER CO COM 59668010 292 15,174 SH DEFINED 1,2,5 15,174 MIDLAND CO COM 59748610 10,886 251,287 SH DEFINED 1,2 251,287 MID-STATE BANCSHARES COM 59544010 9,964 364,188 SH DEFINED 1,2 364,188 MIDWAY GAMES INC COM 59814810 3,557 405,144 SH DEFINED 1,2 405,144 MIDWEST AIR GROUP IN COM 59791110 167 21,189 SH DEFINED 1 21,189 MIDWEST BANC HOLDING COM 59825110 6,043 247,448 SH DEFINED 1,2,6 247,448 MILACRON INC COM 59870910 74 82,681 SH DEFINED 1,2,5,6 82,681 MILLEA HOLDINGS INC ADR 60032R10 11,995 131,963 SH DEFINED 1,2 131,963 MILLENNIUM CELL INC COM 60038B10 16 14,948 SH DEFINED 1 14,948 MILLENNIUM PHARMACEU COM 59990210 60,570 6,093,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,093,595 MILLER HERMAN INC COM 60054410 49,182 1,437,661 SH DEFINED 1,2,5,6,12,13 1,437,661 MILLER INDS INC TENN COM NEW 60055120 2,134 116,791 SH DEFINED 1 116,791 MILLICOM INTL CELLUL SHS NEW L6388F11 895 21,868 SH DEFINED 1,5 21,868 MILLIPORE CORP COM 60107310 90,002 1,468,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,468,225 MILLS CORP COM 60114810 23,375 1,398,843 SH DEFINED 1,2,3,5,6 1,398,843 MINDSPEED TECHNOLOGI COM 60268210 2,295 1,326,728 SH DEFINED 1,2,5 1,326,728 MINE SAFETY APPLIANC COM 60272010 27,439 769,905 SH DEFINED 1,2,5,6,13 769,905 MINERALS TECHNOLOGIE COM 60315810 56,632 1,060,530 SH DEFINED 1,2,5,13 1,060,530 MIPS TECHNOLOGIES IN COM 60456710 4,159 616,142 SH DEFINED 1 616,142 MIRANT CORP NEW COM 60467R10 57,604 2,109,269 SH DEFINED 1,2,5 2,109,269 MISSION WEST PPTYS I COM 60520310 280 24,531 SH DEFINED 1,3,5 24,531 MITSUBISHI UFJ FINL SPONSORED 60682210 23,677 1,848,325 SH DEFINED 1,2 1,848,325 MITSUI & CO LTD ADR 60682720 1,467 5,814 SH DEFINED 1,2 5,814 MIVA INC COM 55311R10 4,415 1,337,800 SH DEFINED 1,5 1,337,800 MKS INSTRUMENT INC COM 55306N10 23,619 1,162,912 SH DEFINED 1,2,5 1,162,912 MOBILE MINI INC COM 60740F10 13,989 492,405 SH DEFINED 1,2,5,6 492,405 MOBILE TELESYSTEMS O SPONSORED 60740910 64,484 1,707,286 SH DEFINED 1,2,4,5 1,707,286 MOBILITY ELECTRONICS COM 60741U10 1,964 353,288 SH DEFINED 1,2 353,288 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 25,604 1,052,366 SH DEFINED 1,2,5,6,13 1,052,366 MODTECH HLDGS INC COM 60783C10 82 14,767 SH DEFINED 1 14,767 MOHAWK INDS INC COM 60819010 86,162 1,157,310 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,157,310 MOLDFLOW CORP COM 60850710 157 13,200 SH DEFINED 1 13,200 MOLECULAR DEVICES CO COM 60851C10 8,215 444,295 SH DEFINED 1,2,6 444,295 MOLEX INC COM 60855410 129,222 3,315,946 SH DEFINED 1,2,5,6,10,12,13 3,315,946 MOLEX INC CL A 60855420 3,344 101,597 SH DEFINED 1,2,5,12 101,597 MOLINA HEALTHCARE IN COM 60855R10 10,583 299,288 SH DEFINED 1,2,6 299,288 MOLSON COORS BREWING CL B 60871R20 88,270 1,281,128 SH DEFINED 1,2,5,6,10,12,13 1,281,128 MOMENTA PHARMACEUTIC COM 60877T10 4,161 307,742 SH DEFINED 1,2,5,6 307,742 MONACO COACH CORP COM 60886R10 6,910 620,332 SH DEFINED 1,2 620,332 MONARCH CASINO & RES COM 60902710 4,788 246,907 SH DEFINED 1,2 246,907 MONEYGRAM INTL INC COM 60935Y10 38,133 1,312,226 SH DEFINED 1,2,5,6,12,13 1,312,226 MONMOUTH REAL ESTATE CL A 60972010 123 15,370 SH DEFINED 1,3 15,370 MONOGRAM BIOSCIENCES COM 60975U10 2,792 1,824,826 SH DEFINED 1,2 1,824,826 MONOLITHIC PWR SYS I COM 60983910 4,084 431,742 SH DEFINED 1,2 431,742 MONRO MUFFLER BRAKE COM 61023610 5,698 167,527 SH DEFINED 1,5,6 167,527 MONSANTO CO NEW COM 61166W10 830,323 17,662,680 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,662,680 MONSTER WORLDWIDE IN COM 61174210 121,491 3,357,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,357,043 MONTPELIER RE HOLDIN SHS G6218510 2,627 135,477 SH DEFINED 1,2,5 135,477 MOODYS CORP COM 61536910 441,094 6,746,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,746,621 MOOG INC CL A 61539420 20,933 603,958 SH DEFINED 1,2 603,958 MORGAN STANLEY COM NEW 61744644 7,992,570 109,622,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 109,622,414 MORGAN STANLEY INDIA COM 61745C10 4,460 96,329 SH DEFINED 7 96,329 MORGANS HOTEL GROUP COM 61748W10 2,600 208,027 SH DEFINED 1 208,027 MORNINGSTAR INC COM 61770010 7,801 211,422 SH DEFINED 1,2,6 211,422 MORTGAGEIT HLDGS INC COM 61915Q10 5,961 423,337 SH DEFINED 1,2 423,337 MORTONS RESTAURANT G COM 61943010 1,424 92,417 SH DEFINED 1 92,417 MOSAIC CO COM 61945A10 23,397 1,384,457 SH DEFINED 1,2,5 1,384,457 MOSYS INC COM 61971810 1,569 233,155 SH DEFINED 1 233,155 MOTHERS WK INC COM 61990310 669 13,906 SH DEFINED 1,2 13,906 MOTOROLA INC COM 62007610 1,927,138 77,085,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 77,085,517 MOVADO GROUP INC COM 62458010 8,576 337,384 SH DEFINED 1,2 337,384 MOVE INC COM COM 62458M10 10,307 2,099,094 SH DEFINED 1,2,5,6 2,099,094 MOVIE GALLERY INC COM 62458110 67 34,386 SH DEFINED 1 34,386 MPS GROUP INC COM 55340910 38,685 2,560,193 SH DEFINED 1,2,5,13 2,560,193 MRO SOFTWARE INC COM 55347W10 9,716 378,513 SH DEFINED 1,2,5,6 378,513 MRV COMMUNICATIONS I COM 55347710 5,112 1,852,065 SH DEFINED 1,2,5 1,852,065 MSC INDL DIRECT INC CL A 55353010 27,545 676,129 SH DEFINED 1,2,5,6,13 676,129 MSYSTEMS LTD SHS M7061C10 579 14,382 SH DEFINED 1,2,5 14,382 MTC TECHNOLOGIES INC COM 55377A10 3,216 133,759 SH DEFINED 1,2,6 133,759 MTI TECHNOLOGY CORP COM 55390310 13 13,700 SH DEFINED 1 13,700 MTR GAMING GROUP INC COM 55376910 3,195 340,222 SH DEFINED 1,5,6 340,222 MTS SYS CORP COM 55377710 14,074 435,203 SH DEFINED 1,2,6 435,203 MUELLER INDS INC COM 62475610 21,632 615,082 SH DEFINED 1,2,5 615,082 MUELLER WTR PRODS IN COM SER A 62475810 5,450 373,004 SH DEFINED 1,2 373,004 MULTI FINELINE ELECT COM 62541B10 4,420 174,232 SH DEFINED 1,2,5,6 174,232 MULTIMEDIA GAMES INC COM 62545310 10,781 1,187,366 SH DEFINED 1,2,5,6 1,187,366 MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 314 11,044 SH DEFINED 1,5 11,044 MURPHY OIL CORP COM 62671710 252,558 5,311,415 SH DEFINED 1,2,5,6,10,12,13 5,311,415 MVC CAPITAL INC COM 55382910 2,117 163,385 SH DEFINED 1 163,385 MWI VETERINARY SUPPL COM 55402X10 2,322 69,238 SH DEFINED 1 69,238 MYERS INDS INC COM 62846410 7,807 459,253 SH DEFINED 1,2,6 459,253 MYLAN LABS INC COM 62853010 110,199 5,474,363 SH DEFINED 1,2,5,6,10,12,13 5,474,363 MYOGEN INC COM 62856E10 22,975 654,929 SH DEFINED 1,2,5,6 654,929 MYRIAD GENETICS INC COM 62855J10 16,971 688,467 SH DEFINED 1,2,5,6 688,467 NABI BIOPHARMACEUTIC COM 62951910 9,045 1,564,822 SH DEFINED 1,2,5,6 1,564,822 NABORS INDUSTRIES LT SHS G6359F10 239,268 8,042,609 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,042,609 NACCO INDS INC CL A 62957910 12,661 93,159 SH DEFINED 1,2 93,159 NALCO HOLDING COMPAN COM 62985Q10 19,819 1,070,149 SH DEFINED 1,2,5,6 1,070,149 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 652 109,475 SH DEFINED 1,2 109,475 NAPSTER INC COM 63079710 380 88,967 SH DEFINED 1,2,5 88,967 NARA BANCORP INC COM 63080P10 11,060 604,710 SH DEFINED 1,2,5 604,710 NASB FINL INC COM 62896810 2,360 59,313 SH DEFINED 1,2 59,313 NASDAQ STOCK MARKET COM 63110310 29,699 982,104 SH DEFINED 1,2,6 982,104 NASH FINCH CO COM 63115810 5,005 212,713 SH DEFINED 1,2 212,713 NASTECH PHARMACEUTIC COM PAR $0 63172840 4,823 316,027 SH DEFINED 1 316,027 NATCO GROUP INC CL A 63227W20 5,934 206,038 SH DEFINED 1,2,5 206,038
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATIONAL AUSTRALIA B SPONSORED 63252540 2,499 18,323 SH DEFINED 1,2 18,323 NATIONAL BEVERAGE CO COM 63501710 1,465 123,002 SH DEFINED 1 123,002 NATIONAL BK GREECE S SPONSORED 63364340 1,367 156,985 SH DEFINED 1,2 156,985 NATIONAL CITY CORP COM 63540510 627,707 17,150,456 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,150,456 NATIONAL FINL PARTNE COM 63607P20 23,503 572,834 SH DEFINED 1,2,6 572,834 NATIONAL FUEL GAS CO COM 63618010 68,171 1,875,419 SH DEFINED 1,2,5,13 1,875,419 NATIONAL GRID PLC SPON ADR N 63627430 486 7,757 SH DEFINED 1 7,757 NATIONAL HEALTH INVS COM 63633D10 11,007 388,515 SH DEFINED 1,2,3 388,515 NATIONAL HEALTH REAL COM 63590510 591 29,706 SH DEFINED 1,2,3,5 29,706 NATIONAL HEALTHCARE COM 63590610 5,598 104,184 SH DEFINED 1,2,5,6 104,184 NATIONAL INSTRS CORP COM 63651810 23,156 846,949 SH DEFINED 1,2,5,6,13 846,949 NATIONAL INTERSTATE COM 63654U10 5,958 242,212 SH DEFINED 1,2,6 242,212 NATIONAL OILWELL VAR COM 63707110 318,972 5,447,853 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,447,853 NATIONAL PENN BANCSH COM 63713810 13,978 712,416 SH DEFINED 1,2,5 712,416 NATIONAL PRESTO INDS COM 63721510 5,093 92,152 SH DEFINED 1,2,5 92,152 NATIONAL R V HLDGS I COM 63727710 39 11,211 SH DEFINED 1 11,211 NATIONAL RESEARCH CO COM 63737210 209 8,200 SH DEFINED 1 8,200 NATIONAL RETAIL PROP COM 63741710 20,685 957,651 SH DEFINED 1,2,3,5 957,651 NATIONAL SEMICONDUCT COM 63764010 228,401 9,706,810 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,706,810 NATIONAL WESTN LIFE CL A 63852210 11,903 51,775 SH DEFINED 1,2 51,775 NATIONWIDE FINL SVCS CL A 63861210 25,362 527,273 SH DEFINED 1,2,5,10 527,273 NATIONWIDE HEALTH PP COM 63862010 32,750 1,224,770 SH DEFINED 1,2,3,5 1,224,770 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 3,015 220,864 SH DEFINED 1 220,864 NAUTILUS INC COM 63910B10 10,680 776,694 SH DEFINED 1,2,5 776,694 NAVARRE CORP COM 63920810 175 43,556 SH DEFINED 1,5 43,556 NAVIGANT CONSULTING COM 63935N10 18,433 918,869 SH DEFINED 1,2,6,13 918,869 NAVIGATORS GROUP INC COM 63890410 12,866 267,992 SH DEFINED 1,2,6 267,992 NAVISTAR INTL CORP N COM 63934E10 49,909 1,932,976 SH DEFINED 1,2,5,6,10,13 1,932,976 NAVTEQ CORP COM 63936L10 33,930 1,299,509 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,299,509 NBT BANCORP INC COM 62877810 12,044 517,811 SH DEFINED 1,2,5 517,811 NBTY INC COM 62878210 45,169 1,543,195 SH DEFINED 1,2,5,6 1,543,195 NCI BUILDING SYS INC COM 62885210 19,532 335,775 SH DEFINED 1,2,6 335,775 NCO GROUP INC COM 62885810 14,813 564,940 SH DEFINED 1,2 564,940 NCR CORP NEW COM 62886E10 176,135 4,461,381 SH DEFINED 1,2,5,6,10,12,13 4,461,381 NEC CORP ADR 62905020 938 172,054 SH DEFINED 1,2 172,054 NEENAH PAPER INC COM 64007910 7,763 226,789 SH DEFINED 1,2,5 226,789 NEKTAR THERAPEUTICS COM 64026810 20,325 1,410,483 SH DEFINED 1,2,5,6 1,410,483 NELNET INC CL A 64031N10 5,275 171,612 SH DEFINED 1,2,6 171,612 NEOPHARM INC COM 64091910 121 24,851 SH DEFINED 1 24,851 NEOSE TECHNOLOGIES I COM 64052210 90 45,327 SH DEFINED 1,5 45,327 NEOWARE INC COM 64065P10 7,117 523,715 SH DEFINED 1,2,5 523,715 NESS TECHNOLOGIES IN COM 64104X10 4,064 304,385 SH DEFINED 1,6 304,385 NET 1 UEPS TECHNOLOG COM NEW 64107N20 13,821 604,575 SH DEFINED 1,2 604,575 NETBANK INC COM 64093310 5,119 846,127 SH DEFINED 1,2,5,6 846,127 NETFLIX COM INC COM 64110L10 14,351 629,998 SH DEFINED 1,2,5,6 629,998 NETGEAR INC COM 64111Q10 9,251 449,319 SH DEFINED 1,2,6 449,319 NETLOGIC MICROSYSTEM COM 64118B10 5,568 219,475 SH DEFINED 1,2,5,6 219,475 NETRATINGS INC COM 64116M10 2,955 207,640 SH DEFINED 1,2,6 207,640 NETSCOUT SYS INC COM 64115T10 2,470 380,570 SH DEFINED 1,2 380,570 NETWORK APPLIANCE IN COM 64120L10 370,097 9,999,916 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,999,916 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 6,125 569,726 SH DEFINED 1,2,5,6,12 569,726 NEUROGEN CORP COM 64124E10 132 19,618 SH DEFINED 1 19,618 NEUROMETRIX INC COM 64125510 3,035 159,672 SH DEFINED 1,5 159,672 NEUSTAR INC CL A 64126X20 19,410 699,468 SH DEFINED 1,2,5,6 699,468 NEW BRUNSWICK SCIENT COM 64287610 145 18,520 SH DEFINED 1 18,520 NEW CENTURY FINANCIA COM 6435EV10 125,561 3,194,133 SH DEFINED 1,2,5,10 3,194,133 NEW FRONTIER MEDIA I COM 64439810 163 19,757 SH DEFINED 1 19,757 NEW JERSEY RES COM 64602510 21,046 426,896 SH DEFINED 1,2,5 426,896 NEW PLAN EXCEL RLTY COM 64805310 68,657 2,538,134 SH DEFINED 1,2,3,5,13 2,538,134 NEW RIV PHARMACEUTIC COM 64846820 11,086 430,862 SH DEFINED 1,2,6 430,862 NEW YORK & CO INC COM 64929510 3,639 278,188 SH DEFINED 1,2,6 278,188 NEW YORK CMNTY BANCO COM 64944510 84,007 5,128,644 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,128,644 NEW YORK MTG TR INC COM 64960410 55 14,300 SH DEFINED 1,5 14,300 NEW YORK TIMES CO CL A 65011110 86,703 3,772,963 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,772,963 NEWALLIANCE BANCSHAR COM 65020310 24,166 1,649,575 SH DEFINED 1,2,5 1,649,575 NEWCASTLE INVT CORP COM 65105M10 18,195 663,820 SH DEFINED 1,2 663,820 NEWELL RUBBERMAID IN COM 65122910 248,368 8,770,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,770,047 NEWFIELD EXPL CO COM 65129010 97,458 2,528,754 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,528,754 NEWKIRK REALTY TR IN COM 65149710 4,739 287,569 SH DEFINED 1,2 287,569 NEWMARKET CORP COM 65158710 17,428 299,664 SH DEFINED 1,2,5,6 299,664 NEWMIL BANCORP INC COM 65163310 256 6,200 SH DEFINED 1 6,200 NEWMONT MINING CORP COM 65163910 506,236 11,841,775 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,841,775 NEWPARK RES INC COM PAR $. 65171850 7,357 1,380,285 SH DEFINED 1,2 1,380,285 NEWPORT CORP COM 65182410 13,789 845,923 SH DEFINED 1,2,5,13 845,923 NEWS CORP CL A 65248E10 1,200,320 61,084,966 SH DEFINED 1,2,5,6,7,8,10,12,13,14 61,084,966 NEWS CORP CL B 65248E20 53,087 2,572,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,572,034 NEXSTAR BROADCASTING CL A 65336K10 45 11,390 SH DEFINED 1 11,390 NEXTEST SYS CORP COM 65333910 1,394 105,929 SH DEFINED 1,2 105,929 NGAS RESOURCES INC COM 62912T10 182 23,560 SH DEFINED 1,5 23,560 NGP CAP RES CO COM 62912R10 3,549 243,278 SH DEFINED 1 243,278 NIC INC COM 62914B10 3,225 626,227 SH DEFINED 1,2 626,227 NICOR INC COM 65408610 76,190 1,781,807 SH DEFINED 1,2,5,6,10,13 1,781,807 NIDEC CORP SPONSORED 65409010 228 12,000 SH DEFINED 2 12,000 NIGHTHAWK RADIOLOGY COM 65411N10 1,363 71,232 SH DEFINED 1,2 71,232 NII HLDGS INC CL B NEW 62913F20 124,649 2,005,296 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,005,296 NIKE INC CL B 65410610 448,074 5,113,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,113,836 NIPPON TELEG & TEL C SPONSORED 65462410 753 30,686 SH DEFINED 1,2 30,686 NISOURCE INC COM 65473P10 213,861 9,837,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,837,232 NISSAN MOTORS SPONSORED 65474440 923 41,087 SH DEFINED 1 41,087 NITROMED INC COM 65479850 54 16,960 SH DEFINED 1,6 16,960 NL INDS INC COM NEW 62915640 1,175 118,222 SH DEFINED 1,2 118,222 NMS COMMUNICATIONS C COM 62924810 155 53,672 SH DEFINED 1 53,672 NN INC COM 62933710 3,386 286,184 SH DEFINED 1,2 286,184 NOBLE CORPORATION SHS G6542210 227,515 3,544,944 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,544,944 NOBLE ENERGY INC COM 65504410 198,551 4,355,154 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,355,154 NOBLE INTL LTD COM 65505310 1,724 137,839 SH DEFINED 1 137,839 NOKIA CORP SPONSORED 65490220 14,765 749,892 SH DEFINED 1,2 749,892 NOMURA HLDGS INC SPONSORED 65535H20 1,613 91,760 SH DEFINED 1,2 91,760 NORDSON CORP COM 65566310 37,325 936,408 SH DEFINED 1,2,5,13 936,408 NORDSTROM INC COM 65566410 248,673 5,878,803 SH DEFINED 1,2,5,6,8,10,12,13 5,878,803 NORFOLK SOUTHERN COR COM 65584410 521,269 11,833,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,833,577 NORSK HYDRO A S SPONSORED 65653160 424 18,840 SH DEFINED 1 18,840 NORTEL NETWORKS CORP COM 65656810 2,907 1,263,758 SH DEFINED 1,2 1,263,758 NORTH AMERN SCIENTIF COM 65715D10 17 13,000 SH DEFINED 1 13,000 NORTH FORK BANCORPOR COM 65942410 338,007 11,801,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,801,935 NORTH PITTSBURGH SYS COM 66156210 6,733 267,519 SH DEFINED 1,2 267,519
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NORTHEAST UTILS COM 66439710 56,025 2,407,594 SH DEFINED 1,2,5,12,13 2,407,594 NORTHERN EMPIRE BANC COM 66511210 3,153 112,530 SH DEFINED 1 112,530 NORTHERN TR CORP COM 66585910 298,364 5,106,344 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,106,344 NORTHFIELD LABS INC COM 66613510 4,871 339,228 SH DEFINED 1,2 339,228 NORTHROP GRUMMAN COR COM 66680710 2,223,112 32,659,206 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,659,206 NORTHSTAR NEUROSCIEN COM 66704V10 1,145 86,711 SH DEFINED 1 86,711 NORTHSTAR RLTY FIN C COM 66704R10 10,239 806,222 SH DEFINED 1,2 806,222 NORTHWEST BANCORP IN COM 66732810 7,358 288,539 SH DEFINED 1,2 288,539 NORTHWEST NAT GAS CO COM 66765510 27,621 703,184 SH DEFINED 1,2,5 703,184 NORTHWESTERN CORP COM NEW 66807430 19,118 546,529 SH DEFINED 1,2 546,529 NOVAMED INC DEL COM 66986W10 140 17,752 SH DEFINED 1 17,752 NOVARTIS A G SPONSORED 66987V10 4,996 85,495 SH DEFINED 1,2 85,495 NOVASTAR FINL INC COM 66994740 17,147 587,411 SH DEFINED 1,2,5 587,411 NOVATEL WIRELESS INC COM NEW 66987M60 3,927 407,810 SH DEFINED 1,2,5,6 407,810 NOVAVAX INC COM 67000210 2,742 723,405 SH DEFINED 1,2 723,405 NOVELL INC COM 67000610 49,643 8,138,258 SH DEFINED 1,2,5,6,10,13 8,138,258 NOVELLUS SYS INC COM 67000810 128,108 4,631,540 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,631,540 NOVEN PHARMACEUTICAL COM 67000910 15,429 639,671 SH DEFINED 1,2,6 639,671 NOVO-NORDISK A S ADR 67010020 1,636 21,953 SH DEFINED 1,2 21,953 NPS PHARMACEUTICALS COM 62936P10 2,734 717,460 SH DEFINED 1,2,5,6 717,460 NRG ENERGY INC COM NEW 62937750 69,420 1,532,454 SH DEFINED 1,2,5 1,532,454 NS GROUP INC COM 62891610 22,834 353,739 SH DEFINED 1,2,5,6 353,739 NSTAR COM 67019E10 55,807 1,672,865 SH DEFINED 1,2,5,12,13 1,672,865 NTELOS HLDGS CORP COM 67020Q10 2,214 173,357 SH DEFINED 1,2 173,357 NTL INC DEL COM 62941W10 95,020 3,736,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,736,522 NTN BUZZTIME INC COM NEW 62941030 30 23,400 SH DEFINED 1 23,400 NTT DOCOMO INC SPONS ADR 62942M20 1,843 119,625 SH DEFINED 1,2 119,625 NU HORIZONS ELECTRS COM 66990810 162 12,690 SH DEFINED 1 12,690 NU SKIN ENTERPRISES CL A 67018T10 16,454 939,148 SH DEFINED 1,2,6 939,148 NUANCE COMMUNICATION COM 67020Y10 14,917 1,825,828 SH DEFINED 1,2,5,6 1,825,828 NUCO2 INC COM 62942810 5,347 198,791 SH DEFINED 1 198,791 NUCOR CORP COM 67034610 662,728 13,391,157 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,391,157 NUTRACEUTICAL INTL C COM 67060Y10 220 16,100 SH DEFINED 1 16,100 NUTRI SYS INC NEW COM 67069D10 18,490 296,841 SH DEFINED 1,2,5,6 296,841 NUVASIVE INC COM 67070410 10,523 523,295 SH DEFINED 1,2 523,295 NUVEEN INVTS INC CL A 67090F10 143,321 2,797,599 SH DEFINED 1,2,5,10 2,797,599 NUVELO INC COM NEW 67072M30 15,138 829,958 SH DEFINED 1,2,5,6 829,958 NVIDIA CORP COM 67066G10 297,915 10,068,111 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,068,111 NVR INC COM 62944T10 72,709 135,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 135,904 NXSTAGE MEDICAL INC COM 67072V10 664 75,737 SH DEFINED 1 75,737 NYMAGIC INC COM 62948410 3,147 99,288 SH DEFINED 1,2 99,288 NYSE GROUP INC COM 62949W10 93,093 1,245,395 SH DEFINED 1,2,5 1,245,395 O CHARLEYS INC COM 67082310 6,722 354,336 SH DEFINED 1,2 354,336 O REILLY AUTOMOTIVE COM 68609110 54,829 1,650,968 SH DEFINED 1,2,5,6,12,13 1,650,968 OAK HILL FINL INC COM 67133710 210 8,501 SH DEFINED 1 8,501 OAKLEY INC COM 67366210 6,532 383,117 SH DEFINED 1,2,5 383,117 OCCIDENTAL PETE CORP COM 67459910 1,475,717 30,673,808 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,673,808 OCEANEERING INTL INC COM 67523210 17,359 563,605 SH DEFINED 1,2,5,6 563,605 OCEANFIRST FINL CORP COM 67523410 3,375 157,352 SH DEFINED 1,2 157,352 OCWEN FINL CORP COM NEW 67574630 10,290 690,583 SH DEFINED 1,2,6 690,583 ODYSSEY HEALTHCARE I COM 67611V10 20,837 1,469,470 SH DEFINED 1,2,5,6 1,469,470 ODYSSEY MARINE EXPLO COM 67611810 86 33,055 SH DEFINED 1,5 33,055 ODYSSEY RE HLDGS COR COM 67612W10 13,771 407,660 SH DEFINED 1,2,6 407,660 OFFICE DEPOT INC COM 67622010 483,586 12,181,001 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,181,001 OFFICEMAX INC DEL COM 67622P10 116,294 2,854,538 SH DEFINED 1,2,5,6,10,12,13 2,854,538 OGE ENERGY CORP COM 67083710 62,528 1,731,599 SH DEFINED 1,2,5,6,13 1,731,599 OHIO CAS CORP COM 67724010 34,919 1,349,779 SH DEFINED 1,2,5,13 1,349,779 OIL DRI CORP AMER COM 67786410 182 11,946 SH DEFINED 1 11,946 OIL STS INTL INC COM 67802610 20,303 738,282 SH DEFINED 1,2,6 738,282 OLD DOMINION FGHT LI COM 67958010 12,410 413,253 SH DEFINED 1,2,6 413,253 OLD NATL BANCORP IND COM 68003310 25,458 1,332,883 SH DEFINED 1,2,5 1,332,883 OLD REP INTL CORP COM 68022310 124,549 5,622,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,622,962 OLD SECOND BANCORP I COM 68027710 6,708 223,885 SH DEFINED 1,2,6 223,885 OLIN CORP COM PAR $1 68066520 22,930 1,492,825 SH DEFINED 1,2,5,13 1,492,825 OLYMPIC STEEL INC COM 68162K10 6,227 250,480 SH DEFINED 1,2,5 250,480 OM GROUP INC COM 67087210 35,372 805,017 SH DEFINED 1,2,5 805,017 OMEGA FINL CORP COM 68209210 6,684 222,270 SH DEFINED 1,2,5 222,270 OMEGA HEALTHCARE INV COM 68193610 13,376 891,156 SH DEFINED 1,2,3 891,156 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 103,712 2,406,871 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,406,871 OMNICELL INC COM 68213N10 8,784 491,008 SH DEFINED 1,2 491,008 OMNICOM GROUP INC COM 68191910 564,922 6,035,491 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,035,491 OMNIVISION TECHNOLOG COM 68212810 17,200 1,205,294 SH DEFINED 1,2,5,6 1,205,294 OMNOVA SOLUTIONS INC COM 68212910 2,421 579,215 SH DEFINED 1 579,215 ON ASSIGNMENT INC COM 68215910 2,924 296,821 SH DEFINED 1 296,821 ON SEMICONDUCTOR COR COM 68218910 17,211 2,927,091 SH DEFINED 1,2,6 2,927,091 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 72,989 1,931,435 SH DEFINED 1,2,5,13 1,931,435 ONEOK PARTNERS LP UNIT LTD P 68268N10 3,631 64,548 SH DEFINED 1,2,5 64,548 ONLINE RES CORP COM 68273G10 3,867 315,652 SH DEFINED 1 315,652 ONYX PHARMACEUTICALS COM 68339910 10,088 583,484 SH DEFINED 1,2,5,6 583,484 OPEN JT STK CO-VIMPE SPONSORED 68370R10 18,351 302,865 SH DEFINED 1,2,5,7 302,865 OPEN SOLUTIONS INC COM 68371P10 9,306 323,028 SH DEFINED 1,2,6 323,028 OPENTV CORP CL A G6754310 194 68,118 SH DEFINED 1,6 68,118 OPENWAVE SYS INC COM NEW 68371830 14,572 1,556,861 SH DEFINED 1,2,5,6,8 1,556,861 OPLINK COMMUNICATION COM NEW 68375Q40 5,669 283,728 SH DEFINED 1,2 283,728 OPNET TECHNOLOGIES I COM 68375710 4,335 330,630 SH DEFINED 1,2,5 330,630 OPSWARE INC COM 68383A10 9,911 1,099,985 SH DEFINED 1,2,5,6 1,099,985 OPTEUM INC CL A 68384A10 153 19,020 SH DEFINED 1 19,020 OPTICAL COMMUNICATIO CL A 68382T10 461 233,947 SH DEFINED 1 233,947 OPTION CARE INC COM 68394810 4,894 365,525 SH DEFINED 1,2,5 365,525 OPTIONSXPRESS HLDGS COM 68401010 12,734 456,728 SH DEFINED 1,2,6 456,728 ORACLE CORP COM 68389X10 1,995,154 112,466,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,466,412 ORASURE TECHNOLOGIES COM 68554V10 10,692 1,329,849 SH DEFINED 1,2,5,6 1,329,849 ORBITAL SCIENCES COR COM 68556410 21,093 1,123,783 SH DEFINED 1,2,6 1,123,783 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 27,135 555,240 SH DEFINED 1,2,5 555,240 ORIENTAL FINL GROUP COM 68618W10 4,678 392,481 SH DEFINED 1,2 392,481 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 2,555 18,502 SH DEFINED 1,2 18,502 ORLEANS HOMEBUILDERS COM 68658810 631 53,820 SH DEFINED 1,5 53,820 ORMAT TECHNOLOGIES I COM 68668810 4,054 123,903 SH DEFINED 1,2,6 123,903 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 68,140 1,350,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,350,117
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OSI PHARMACEUTICALS COM 67104010 36,416 970,330 SH DEFINED 1,2,5,6,12 970,330 OSI RESTAURANT PARTN COM 67104A10 37,816 1,192,554 SH DEFINED 1,2,5,12,13 1,192,554 OSI SYSTEMS INC COM 67104410 4,390 223,971 SH DEFINED 1 223,971 OSTEOTECH INC COM 68858210 171 41,717 SH DEFINED 1,5 41,717 OTTER TAIL CORP COM 68964810 13,999 478,777 SH DEFINED 1,2,5 478,777 OUTDOOR CHANNEL HLDG COM NEW 69002720 1,689 155,098 SH DEFINED 1 155,098 OVERLAND STORAGE INC COM 69031010 120 18,600 SH DEFINED 1 18,600 OVERSEAS SHIPHOLDING COM 69036810 129,185 2,091,389 SH DEFINED 1,2,5,10,13 2,091,389 OVERSTOCK COM INC DE COM 69037010 3,158 180,130 SH DEFINED 1,2,5,6 180,130 OWENS & MINOR INC NE COM 69073210 20,604 626,444 SH DEFINED 1,2,5 626,444 OWENS ILL INC COM NEW 69076840 140,269 9,096,556 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,096,556 OXFORD INDS INC COM 69149730 10,161 236,796 SH DEFINED 1,2 236,796 OXIGENE INC COM 69182810 79 20,129 SH DEFINED 1 20,129 OYO GEOSPACE CORP COM 67107410 2,907 51,218 SH DEFINED 1 51,218 P A M TRANSN SVCS IN COM 69314910 1,831 73,063 SH DEFINED 1 73,063 P C CONNECTION COM 69318J10 209 18,095 SH DEFINED 1 18,095 P F CHANGS CHINA BIS COM 69333Y10 15,863 457,001 SH DEFINED 1,2,6 457,001 P T TELEKOMUNIKASI I SPONSORED 71568410 1,029 28,451 SH DEFINED 1,2 28,451 PAB BANKSHARES INC COM 69313P10 282 14,200 SH DEFINED 1,2 14,200 PACCAR INC COM 69371810 374,638 6,570,296 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,570,296 PACER INTL INC TENN COM 69373H10 20,787 748,822 SH DEFINED 1,2,6 748,822 PACIFIC CAP BANCORP COM 69404P10 20,352 754,627 SH DEFINED 1,2,5 754,627 PACIFIC ENERGY PARTN COM UNIT 69422R10 1,103 31,336 SH DEFINED 1,2 31,336 PACIFIC ETHANOL INC COM 69423U10 4,844 344,983 SH DEFINED 1,2,5,6 344,983 PACIFIC SUNWEAR CALI COM 69487310 25,030 1,659,789 SH DEFINED 1,2,5,6,13 1,659,789 PACKAGING CORP AMER COM 69515610 30,840 1,329,323 SH DEFINED 1,2,5,13 1,329,323 PACKETEER INC COM 69521010 6,194 719,407 SH DEFINED 1,2,5,6 719,407 PACTIV CORP COM 69525710 143,588 5,052,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,052,354 PAC-WEST TELECOM INC COM 69371Y10 3 11,491 SH DEFINED 1 11,491 PAIN THERAPEUTICS IN COM 69562K10 8,230 954,769 SH DEFINED 1,2 954,769 PAINCARE HLDGS INC COM 69562E10 29 20,100 SH DEFINED 1 20,100 PALATIN TECHNOLOGIES COM NEW 69607730 174 73,260 SH DEFINED 1,5 73,260 PALL CORP COM 69642930 101,915 3,307,841 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,307,841 PALM HARBOR HOMES COM 69663910 3,406 227,664 SH DEFINED 1,2,6 227,664 PALM INC NEW COM 69664310 36,688 2,519,806 SH DEFINED 1,2,5,6,13 2,519,806 PALOMAR MED TECHNOLO COM NEW 69752930 10,441 247,419 SH DEFINED 1,2,6 247,419 PAN PACIFIC RETAIL P COM 69806L10 54,829 789,820 SH DEFINED 1,2,3,5 789,820 PANACOS PHARMACEUTIC COM 69811Q10 3,000 604,904 SH DEFINED 1,5,6 604,904 PANERA BREAD CO CL A 69840W10 28,444 488,307 SH DEFINED 1,2,5,6 488,307 PANTRY INC COM 69865710 20,001 354,811 SH DEFINED 1,2,6 354,811 PAPA JOHNS INTL INC COM 69881310 33,535 928,699 SH DEFINED 1,2,6 928,699 PAR PHARMACEUTICAL C COM 69888P10 15,702 860,881 SH DEFINED 1,2,5,6,13 860,881 PARALLEL PETE CORP D COM 69915710 9,866 491,840 SH DEFINED 1,2,6 491,840 PARAMETRIC TECHNOLOG COM NEW 69917320 58,347 3,341,760 SH DEFINED 1,2,5,6,10,12,13 3,341,760 PAREXEL INTL CORP COM 69946210 13,149 397,376 SH DEFINED 1,2,6 397,376 PARK ELECTROCHEMICAL COM 70041620 13,964 440,770 SH DEFINED 1,2 440,770 PARK NATL CORP COM 70065810 20,534 205,158 SH DEFINED 1,2,5 205,158 PARK OHIO HLDGS CORP COM 70066610 169 12,268 SH DEFINED 1 12,268 PARKER DRILLING CO COM 70108110 11,966 1,690,098 SH DEFINED 1,2,5,6 1,690,098 PARKER HANNIFIN CORP COM 70109410 271,499 3,492,850 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,492,850 PARKERVISION INC COM 70135410 1,335 183,605 SH DEFINED 1,5 183,605 PARKVALE FINL CORP COM 70149210 318 9,932 SH DEFINED 1 9,932 PARKWAY PPTYS INC COM 70159Q10 18,299 393,603 SH DEFINED 1,2,3 393,603 PARLUX FRAGRANCES IN COM 70164510 956 187,887 SH DEFINED 1 187,887 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 8,998 840,124 SH DEFINED 1,2,5 840,124 PATHMARK STORES INC COM 70322A10 7,153 718,929 SH DEFINED 1,2 718,929 PATRICK INDS INC COM 70334310 134 10,800 SH DEFINED 1 10,800 PATRIOT TRANSN HLDG COM 70337B10 1,528 20,217 SH DEFINED 1 20,217 PATTERSON COMPANIES COM 70339510 122,814 3,654,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,654,101 PATTERSON UTI ENERGY COM 70348110 81,313 3,422,250 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,422,250 PAULA FINL DEL COM 70358810 37 14,600 SH DEFINED 1 14,600 PAXAR CORP COM 70422710 12,266 613,934 SH DEFINED 1,2 613,934 PAYCHEX INC COM 70432610 325,721 8,839,109 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,839,109 PAYLESS SHOESOURCE I COM 70437910 113,296 4,550,038 SH DEFINED 1,2,5,7,13 4,550,038 PC-TEL INC COM 69325Q10 308 29,334 SH DEFINED 1 29,334 PDF SOLUTIONS INC COM 69328210 3,629 331,135 SH DEFINED 1,2,5,6 331,135 PDL BIOPHARMA INC COM 69329Y10 42,436 2,210,194 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,210,194 PEABODY ENERGY CORP COM 70454910 179,005 4,866,911 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,866,911 PEAPACK-GLADSTONE FI COM 70469910 280 11,448 SH DEFINED 1 11,448 PEARSON PLC SPONSORED 70501510 644 45,249 SH DEFINED 1 45,249 PEDIATRIX MED GROUP COM 70532410 30,610 671,281 SH DEFINED 1,2,5,6 671,281 PEERLESS SYS CORP COM 70553610 34 10,500 SH DEFINED 1 10,500 PEETS COFFEE & TEA I COM 70556010 5,700 227,918 SH DEFINED 1,2,6 227,918 PEGASUS WIRELESS COR COM 70558E10 424 695,892 SH DEFINED 1 695,892 PEGASYSTEMS INC COM 70557310 2,952 338,144 SH DEFINED 1,2 338,144 PEMSTAR INC COM 70655210 158 43,224 SH DEFINED 1 43,224 PENN NATL GAMING INC COM 70756910 25,714 704,113 SH DEFINED 1,2,5,6 704,113 PENN TREATY AMERN CO COM NEW 70787440 78 10,632 SH DEFINED 1 10,632 PENN VA CORP COM 70788210 24,537 386,957 SH DEFINED 1,2,6 386,957 PENN VA RESOURCES PA COM 70788410 1,204 50,105 SH DEFINED 1,2 50,105 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 2,179,300 31,865,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,865,777 PENNFED FINL SVCS IN COM 70816710 2,666 158,973 SH DEFINED 1,2 158,973 PENNSYLVANIA COMM BA COM 70867710 205 7,826 SH DEFINED 1 7,826 PENNSYLVANIA RL ESTA SH BEN INT 70910210 41,274 969,556 SH DEFINED 1,2,3,5 969,556 PENSON WORLDWIDE INC COM 70960010 912 50,805 SH DEFINED 1,2 50,805 PENTAIR INC COM 70963110 48,403 1,848,130 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,848,130 PENWEST PHARMACEUTIC COM 70975410 5,277 316,934 SH DEFINED 1,2 316,934 PEOPLES BANCORP INC COM 70978910 6,792 232,370 SH DEFINED 1,2 232,370 PEOPLES BK BRIDGEPOR COM 71019810 25,753 650,164 SH DEFINED 1,2,5,12 650,164 PEOPLES ENERGY CORP COM 71103010 60,305 1,483,527 SH DEFINED 1,2,5,6,10,13 1,483,527 PEOPLESUPPORT INC COM 71271430 4,022 217,398 SH DEFINED 1 217,398 PEP BOYS MANNY MOE & COM 71327810 11,295 878,953 SH DEFINED 1,2,5,6 878,953 PEPCO HOLDINGS INC COM 71329110 92,112 3,811,019 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,811,019 PEPSI BOTTLING GROUP COM 71340910 278,155 7,835,350 SH DEFINED 1,2,5,6,7,10,12,13,14 7,835,350 PEPSIAMERICAS INC COM 71343P20 35,919 1,683,155 SH DEFINED 1,2,5,6,12,13 1,683,155 PEPSICO INC COM 71344810 3,108,577 47,633,729 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,633,729 PEREGRINE PHARMACEUT COM 71366110 2,751 2,166,337 SH DEFINED 1,5 2,166,337 PERFICIENT INC COM 71375U10 4,295 273,901 SH DEFINED 1,2 273,901 PERFORMANCE FOOD GRO COM 71375510 16,445 585,443 SH DEFINED 1,2,5 585,443 PERFORMANCE TECHNOLO COM 71376K10 121 17,817 SH DEFINED 1 17,817 PERICOM SEMICONDUCTO COM 71383110 4,967 509,409 SH DEFINED 1,2 509,409 PERINI CORP COM 71383910 6,167 295,356 SH DEFINED 1,2,6 295,356 PERKINELMER INC COM 71404610 57,575 3,041,489 SH DEFINED 1,2,5,6,10,12,13 3,041,489 PERMA-FIX ENVIRONMEN COM 71415710 49 23,800 SH DEFINED 1 23,800 PEROT SYS CORP CL A 71426510 20,211 1,465,648 SH DEFINED 1,2,5 1,465,648 PERRIGO CO COM 71429010 39,618 2,334,580 SH DEFINED 1,2,5,13 2,334,580 PER-SE TECHNOLOGIES COM NEW 71356930 14,121 619,077 SH DEFINED 1,2,5,6 619,077 PERVASIVE SOFTWARE I COM 71571010 73 19,100 SH DEFINED 1 19,100
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PETCO ANIMAL SUPPLIE COM NEW 71601620 25,141 878,150 SH DEFINED 1,2,5,6 878,150 PETMED EXPRESS INC COM 71638210 8,231 788,368 SH DEFINED 1 788,368 PETROBRAS ENERGIA PA SP ADR B S 71646M10 853 84,754 SH DEFINED 1,2,5 84,754 PETRO-CDA COM 71644E10 1,392 34,511 SH DEFINED 1,7,8 34,511 PETROCHINA CO LTD SPONSORED 71646E10 634 5,885 SH DEFINED 1 5,885 PETROHAWK ENERGY COR COM 71649510 23,241 2,234,730 SH DEFINED 1,2,5,6 2,234,730 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 15,602 391,133 SH DEFINED 1,2,5,6 391,133 PETROQUEST ENERGY IN COM 71674810 7,014 672,524 SH DEFINED 1,2,6 672,524 PETSMART INC COM 71676810 80,735 2,908,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,908,324 PFF BANCORP INC COM 69331W10 19,043 514,118 SH DEFINED 1,2 514,118 PFIZER INC COM 71708110 6,434,818 226,897,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 226,897,690 PFSWEB INC COM 71709810 7 10,481 SH DEFINED 1 10,481 PG&E CORP COM 69331C10 556,878 13,370,424 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,370,424 PHARMACEUTICAL PROD COM 71712410 62,080 1,739,426 SH DEFINED 1,2,5,12,13 1,739,426 PHARMACYCLICS INC COM 71693310 137 28,088 SH DEFINED 1,5 28,088 PHARMANET DEV GROUP COM 71714810 8,079 415,787 SH DEFINED 1,2 415,787 PHARMION CORP COM 71715B40 7,600 352,652 SH DEFINED 1,2,6 352,652 PHARMOS CORP COM PAR $. 71713930 22 12,713 SH DEFINED 1 12,713 PHASE FORWARD INC COM 71721R40 5,812 486,772 SH DEFINED 1,2 486,772 PHELPS DODGE CORP COM 71726510 529,696 6,253,785 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,253,785 PHH CORP COM NEW 69332020 24,070 878,465 SH DEFINED 1,2,5 878,465 PHI INC COM NON VT 69336T20 5,706 187,260 SH DEFINED 1 187,260 PHILADELPHIA CONS HL COM 71752810 26,752 673,176 SH DEFINED 1,2,5 673,176 PHILIPPINE LONG DIST SPONSORED 71825260 11,092 254,636 SH DEFINED 1,2,7 254,636 PHILLIPS VAN HEUSEN COM 71859210 43,435 1,039,871 SH DEFINED 1,2 1,039,871 PHOENIX COS INC NEW COM 71902E10 39,232 2,802,253 SH DEFINED 1,2,5 2,802,253 PHOENIX TECHNOLOGY L COM 71915310 140 32,554 SH DEFINED 1 32,554 PHOTON DYNAMICS INC COM 71936410 3,353 252,666 SH DEFINED 1,2,6 252,666 PHOTRONICS INC COM 71940510 9,233 653,458 SH DEFINED 1,2,5,6 653,458 PICO HLDGS INC COM NEW 69336620 10,386 319,081 SH DEFINED 1,2 319,081 PIEDMONT NAT GAS INC COM 72018610 36,610 1,446,464 SH DEFINED 1,2,5 1,446,464 PIER 1 IMPORTS INC COM 72027910 14,015 1,888,776 SH DEFINED 1,2,5,13 1,888,776 PIKE ELEC CORP COM 72128310 2,862 192,079 SH DEFINED 1,2,6 192,079 PILGRIMS PRIDE CORP COM 72146710 16,315 596,526 SH DEFINED 1,2 596,526 PINNACLE AIRL CORP COM 72344310 207 28,000 SH DEFINED 1 28,000 PINNACLE ENTMT INC COM 72345610 19,789 703,742 SH DEFINED 1,2,5,6 703,742 PINNACLE FINL PARTNE COM 72346Q10 6,673 186,396 SH DEFINED 1,2 186,396 PINNACLE WEST CAP CO COM 72348410 450,121 9,991,596 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,991,596 PIONEER COS INC COM NEW 72364330 6,000 244,787 SH DEFINED 1 244,787 PIONEER DRILLING CO COM 72365510 6,634 516,668 SH DEFINED 1,2,5,6 516,668 PIONEER NAT RES CO COM 72378710 99,521 2,543,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,543,994 PIPER JAFFRAY COS COM 72407810 32,461 535,486 SH DEFINED 1,2,5 535,486 PITNEY BOWES INC COM 72447910 277,294 6,249,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,249,576 PIXELWORKS INC COM 72581M10 227 76,905 SH DEFINED 1,5 76,905 PLACER SIERRA BANCSH COM 72607910 3,687 166,013 SH DEFINED 1,2 166,013 PLAINS ALL AMERN PIP UNIT LTD P 72650310 3,320 71,933 SH DEFINED 1,2,5 71,933 PLAINS EXPL& PRODTN COM 72650510 68,679 1,600,533 SH DEFINED 1,2,5,12,13 1,600,533 PLANAR SYS INC COM 72690010 1,138 100,260 SH DEFINED 1,2,5 100,260 PLANTRONICS INC NEW COM 72749310 18,851 1,075,336 SH DEFINED 1,2,5,6,12,13 1,075,336 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 3,190 338,980 SH DEFINED 1,2,6 338,980 PLAYTEX PRODS INC COM 72813P10 18,745 1,398,849 SH DEFINED 1,2,6 1,398,849 PLEXUS CORP COM 72913210 23,525 1,225,282 SH DEFINED 1,2,5,6,13 1,225,282 PLUG POWER INC COM 72919P10 3,332 818,740 SH DEFINED 1,2,5,6 818,740 PLUM CREEK TIMBER CO COM 72925110 165,383 4,858,480 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,858,480 PLX TECHNOLOGY INC COM 69341710 3,953 381,178 SH DEFINED 1,5 381,178 PMA CAP CORP CL A 69341920 5,670 642,806 SH DEFINED 1,2,5 642,806 PMC COML TR SH BEN INT 69343410 235 16,780 SH DEFINED 1,2 16,780 PMC-SIERRA INC COM 69344F10 28,338 4,770,733 SH DEFINED 1,2,5,6,10,13 4,770,733 PMI GROUP INC COM 69344M10 79,726 1,819,817 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,819,817 PNC FINL SVCS GROUP COM 69347510 634,307 8,756,304 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,756,304 PNM RES INC COM 69349H10 43,960 1,594,474 SH DEFINED 1,2,5,13 1,594,474 POGO PRODUCING CO COM 73044810 52,804 1,289,463 SH DEFINED 1,2,5,12,13 1,289,463 POLARIS INDS INC COM 73106810 29,690 721,517 SH DEFINED 1,2,5,6 721,517 POLO RALPH LAUREN CO CL A 73157210 69,199 1,069,708 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,069,708 POLYCOM INC COM 73172K10 46,885 1,911,317 SH DEFINED 1,2,5,6,12,13 1,911,317 POLYMEDICA CORP COM 73173810 19,935 465,668 SH DEFINED 1,2,6 465,668 POLYONE CORP COM 73179P10 13,650 1,638,597 SH DEFINED 1,2,5 1,638,597 POMEROY IT SOLUTIONS COM 73182210 124 15,201 SH DEFINED 1 15,201 POOL CORPORATION COM 73278L10 28,839 749,060 SH DEFINED 1,2,5,6 749,060 POPE & TALBOT INC COM 73282710 120 20,828 SH DEFINED 1,5 20,828 POPULAR INC COM 73317410 57,756 2,970,965 SH DEFINED 1,2,5,6,12 2,970,965 PORTALPLAYER INC COM 73618720 7,111 630,443 SH DEFINED 1,2,6 630,443 PORTFOLIO RECOVERY A COM 73640Q10 21,511 490,335 SH DEFINED 1,2,6 490,335 PORTLAND GEN ELEC CO COM NEW 73650884 8,577 351,362 SH DEFINED 1,2 351,362 PORTUGAL TELECOM SGP SPONSORED 73727310 510 40,893 SH DEFINED 1 40,893 POSCO SPONSORED 69348310 5,897 90,818 SH DEFINED 1,2,5 90,818 POSSIS MEDICAL INC COM 73740710 5,939 602,947 SH DEFINED 1 602,947 POST PPTYS INC COM 73746410 57,565 1,211,380 SH DEFINED 1,2,3,5 1,211,380 POTLATCH CORP NEW COM 73763010 31,648 853,055 SH DEFINED 1,2,5,13 853,055 POWELL INDS INC COM 73912810 2,452 110,808 SH DEFINED 1 110,808 POWER-ONE INC COM 73930810 8,351 1,153,428 SH DEFINED 1,2,5,6 1,153,428 POWERWAVE TECHNOLOGI COM 73936310 17,795 2,341,491 SH DEFINED 1,2,5,13 2,341,491 POZEN INC COM 73941U10 6,266 487,264 SH DEFINED 1,5 487,264 PPG INDS INC COM 69350610 308,245 4,595,181 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,595,181 PPL CORP COM 69351T10 410,524 12,477,927 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,477,927 PRA INTL COM 69353C10 5,924 221,968 SH DEFINED 1,2,6 221,968 PRAECIS PHARMACEUTIC COM NEW 73942140 25 12,141 SH DEFINED 1 12,141 PRAXAIR INC COM 74005P10 524,458 8,865,081 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,865,081 PRE PAID LEGAL SVCS COM 74006510 14,350 361,736 SH DEFINED 1,2,6 361,736 PRECISION CASTPARTS COM 74018910 143,141 2,266,324 SH DEFINED 1,2,5,12,13 2,266,324 PREFERRED BK LOS ANG COM 74036710 3,296 54,964 SH DEFINED 1 54,964 PREMIERE GLOBAL SVCS COM 74058510 11,928 1,374,205 SH DEFINED 1,2 1,374,205 PREMIERWEST BANCORP COM 74092110 2,990 186,997 SH DEFINED 1,2 186,997 PREMIUM STD FARMS IN COM 74060C10 2,990 156,976 SH DEFINED 1,2 156,976 PRESIDENTIAL LIFE CO COM 74088410 8,632 385,892 SH DEFINED 1,2 385,892 PRESSTEK INC COM 74111310 2,601 482,593 SH DEFINED 1,2,6 482,593 PRESTIGE BRANDS HLDG COM 74112D10 6,106 548,095 SH DEFINED 1,2 548,095 PRICE T ROWE GROUP I COM 74144T10 336,366 7,029,602 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,029,602 PRICELINE COM INC COM NEW 74150340 21,215 576,648 SH DEFINED 1,2,5,6 576,648 PRICESMART INC COM 74151110 2,230 147,669 SH DEFINED 1,2 147,669 PRIDE INTL INC DEL COM 74153Q10 116,162 4,236,393 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,236,393 PRIMEDIA INC COM 74157K10 4,328 2,847,554 SH DEFINED 1,2,5,6 2,847,554 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 444,767 8,193,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,193,931
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PRIVATE MEDIA GROUP COM 74266R10 804 199,000 SH DEFINED 1 199,000 PRIVATEBANCORP INC COM 74296210 15,480 338,593 SH DEFINED 1,2,5,6 338,593 PROASSURANCE CORP COM 74267C10 25,363 514,677 SH DEFINED 1,2,5 514,677 PROCTER & GAMBLE CO COM 74271810 6,176,261 99,649,254 SH DEFINED 1,2,5,6,7,8,10,12,13,14 99,649,254 PROGENICS PHARMACEUT COM 74318710 7,222 307,829 SH DEFINED 1,2,6 307,829 PROGRESS ENERGY INC COM 74326310 997,420 21,979,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,979,293 PROGRESS SOFTWARE CO COM 74331210 17,428 670,292 SH DEFINED 1,2,5,6 670,292 PROGRESSIVE CORP OHI COM 74331510 507,555 20,682,774 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,682,774 PROGRESSIVE GAMING I COM 74332S10 3,919 477,936 SH DEFINED 1 477,936 PROLIANCE INTL INC COM 74340R10 124 27,120 SH DEFINED 1,2,5 27,120 PROLOGIS SH BEN INT 74341010 520,392 9,120,083 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 9,120,083 PROQUEST COMPANY COM 74346P10 5,471 420,162 SH DEFINED 1,2,5 420,162 PROSPERITY BANCSHARE COM 74360610 13,046 383,259 SH DEFINED 1,2 383,259 PROTECTIVE LIFE CORP COM 74367410 68,105 1,488,629 SH DEFINED 1,2,5,12,13 1,488,629 PROVIDENCE SVC CORP COM 74381510 4,484 162,511 SH DEFINED 1 162,511 PROVIDENT BANKSHARES COM 74385910 22,334 602,803 SH DEFINED 1,2,5 602,803 PROVIDENT FINL HLDGS COM 74386810 208 6,885 SH DEFINED 1 6,885 PROVIDENT FINL SVCS COM 74386T10 26,038 1,406,713 SH DEFINED 1,2,5 1,406,713 PROVIDENT NEW YORK B COM 74402810 8,735 638,530 SH DEFINED 1,2 638,530 PROXYMED INC COM NEW 74429030 49 10,608 SH DEFINED 1 10,608 PRUDENTIAL FINL INC COM 74432010 1,003,927 13,166,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,166,256 PRUDENTIAL PLC ADR 74435K20 1,007 40,335 SH DEFINED 1 40,335 PS BUSINESS PKS INC COM 69360J10 30,242 501,524 SH DEFINED 1,2,3,5 501,524 PSS WORLD MED INC COM 69366A10 21,075 1,054,293 SH DEFINED 1,2,5,6 1,054,293 PSYCHIATRIC SOLUTION COM 74439H10 36,859 1,081,234 SH DEFINED 1,2,6 1,081,234 PUBLIC STORAGE INC COM 74460D10 383,207 4,456,408 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,456,408 PUBLIC SVC ENTERPRIS COM 74457310 498,410 8,145,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,145,292 PUBLICIS S A NEW SPONSORED 74463M10 528 13,349 SH DEFINED 1 13,349 PUGET ENERGY INC NEW COM 74531010 40,916 1,800,088 SH DEFINED 1,2,5,12,13 1,800,088 PULTE HOMES INC COM 74586710 207,435 6,510,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,510,837 PVF CAPITAL CORP COM 69365410 123 11,927 SH DEFINED 1 11,927 PW EAGLE INC COM 69366Y10 4,952 165,007 SH DEFINED 1,2 165,007 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 1,396 172,830 SH DEFINED 1,2 172,830 QC HLDGS INC COM 74729T10 632 52,935 SH DEFINED 1 52,935 QLOGIC CORP COM 74727710 106,161 5,616,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,616,959 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 1,684,001 46,327,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,327,414 QUALITY DISTR INC FL COM 74756M10 1,757 119,367 SH DEFINED 1,2 119,367 QUALITY SYS INC COM 74758210 12,071 311,193 SH DEFINED 1,2,6 311,193 QUANEX CORP COM 74762010 21,250 700,166 SH DEFINED 1,2,6 700,166 QUANTA SVCS INC COM 74762E10 30,400 1,803,084 SH DEFINED 1,2,5,6,13 1,803,084 QUANTUM CORP COM DSSG 74790620 6,896 3,163,129 SH DEFINED 1,2,5 3,163,129 QUANTUM FUEL SYS TEC COM 74765E10 1,471 742,689 SH DEFINED 1,5 742,689 QUEST DIAGNOSTICS IN COM 74834L10 280,674 4,589,172 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,589,172 QUEST RESOURCE CORP COM NEW 74834930 2,093 235,742 SH DEFINED 1 235,742 QUEST SOFTWARE INC COM 74834T10 16,334 1,143,869 SH DEFINED 1,2,5,6 1,143,869 QUESTAR CORP COM 74835610 133,239 1,629,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,629,438 QUICKLOGIC CORP COM 74837P10 60 16,818 SH DEFINED 1 16,818 QUICKSILVER RESOURCE COM 74837R10 37,346 1,170,733 SH DEFINED 1,2,5,6,12,13 1,170,733 QUIDEL CORP COM 74838J10 5,940 420,668 SH DEFINED 1,5 420,668 QUIKSILVER INC COM 74838C10 24,495 2,016,090 SH DEFINED 1,2,5 2,016,090 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 940,886 107,899,804 SH DEFINED 1,2,5,6,7,8,10,12,13,14 107,899,804 R & G FINANCIAL CORP CL B 74913610 6,834 917,314 SH DEFINED 1,2 917,314 R H DONNELLEY CORP COM NEW 74955W30 25,761 486,984 SH DEFINED 1,2,5,12 486,984 RACKABLE SYS INC COM 75007710 10,639 388,716 SH DEFINED 1,2,6 388,716 RADIAN GROUP INC COM 75023610 206,039 3,433,982 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,433,982 RADIANT SYSTEMS INC COM 75025N10 4,183 346,262 SH DEFINED 1 346,262 RADIATION THERAPY SV COM 75032320 4,578 156,632 SH DEFINED 1,2,6 156,632 RADIO ONE INC CL A 75040P10 641 102,662 SH DEFINED 1,2 102,662 RADIO ONE INC CL D NON V 75040P40 8,463 1,354,125 SH DEFINED 1,2,5 1,354,125 RADIOLOGIX INC COM 75040K10 79 19,700 SH DEFINED 1 19,700 RADIOSHACK CORP COM 75043810 68,770 3,563,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,563,219 RADISYS CORP COM 75045910 11,219 527,958 SH DEFINED 1,2,5 527,958 RADYNE CORP COM NEW 75061140 2,426 198,218 SH DEFINED 1 198,218 RAE SYS INC COM 75061P10 1,039 340,669 SH DEFINED 1,5 340,669 RAILAMERICA INC COM 75075310 6,617 605,976 SH DEFINED 1,2 605,976 RAIT INVT TR COM 74922710 13,885 481,286 SH DEFINED 1,2,5 481,286 RALCORP HLDGS INC NE COM 75102810 22,006 456,267 SH DEFINED 1,2,5 456,267 RAM ENERGY RESOURCES COM 75130P10 820 170,800 SH DEFINED 1 170,800 RAMBUS INC DEL COM 75091710 14,773 847,082 SH DEFINED 1,2,5,6,12 847,082 RAMCO-GERSHENSON PPT COM SH BEN 75145220 14,442 452,004 SH DEFINED 1,2,3 452,004 RANGE RES CORP COM 75281A10 42,664 1,690,314 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,690,314 RARE HOSPITALITY INT COM 75382010 15,506 507,406 SH DEFINED 1,2,5,6 507,406 RASER TECHNOLOGIES I COM 75405510 848 152,449 SH DEFINED 1 152,449 RAVEN INDS INC COM 75421210 6,958 231,871 SH DEFINED 1,2,6 231,871 RAYMOND JAMES FINANC COM 75473010 49,083 1,678,616 SH DEFINED 1,2,5,13 1,678,616 RAYONIER INC COM 75490710 43,853 1,160,120 SH DEFINED 1,2,5,12,13 1,160,120 RAYTHEON CO *W EXP 06/ 75511111 207 14,483 SH DEFINED 1 14,483 RAYTHEON CO COM NEW 75511150 769,463 16,027,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,027,137 RBC BEARINGS INC COM 75524B10 7,386 305,855 SH DEFINED 1,2,6 305,855 RC2 CORP COM 74938810 13,173 392,748 SH DEFINED 1,2,6 392,748 RCN CORP COM NEW 74936120 12,998 459,282 SH DEFINED 1,2,6 459,282 READERS DIGEST ASSN COM 75526710 36,420 2,810,202 SH DEFINED 1,2,5,13 2,810,202 READING INTERNATIONA CL A 75540810 182 23,000 SH DEFINED 1 23,000 REALNETWORKS INC COM 75605L10 18,236 1,718,741 SH DEFINED 1,2,5,6 1,718,741 REALOGY CORP COM 75605E10 152,495 6,723,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,723,765 REALTY INCOME CORP COM 75610910 39,692 1,606,324 SH DEFINED 1,2,3,5 1,606,324 RECKSON ASSOCS RLTY COM 75621K10 88,214 2,061,065 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,061,065 RED HAT INC COM 75657710 41,609 1,973,854 SH DEFINED 1,2,5,12 1,973,854 RED ROBIN GOURMET BU COM 75689M10 10,786 233,928 SH DEFINED 1,2,6 233,928 REDBACK NETWORKS INC COM NEW 75720950 12,393 892,842 SH DEFINED 1,2,5,6 892,842 REDDY ICE HLDGS INC COM 75734R10 4,951 204,606 SH DEFINED 1,2 204,606 REDWOOD TR INC COM 75807540 16,438 326,347 SH DEFINED 1,2,5 326,347 REED ELSEVIER N V SPONSORED 75820410 771 23,053 SH DEFINED 1 23,053 REED ELSEVIER P L C SPONSORED 75820510 726 16,300 SH DEFINED 1 16,300 REGAL BELOIT CORP COM 75875010 25,113 577,305 SH DEFINED 1,2,5 577,305 REGAL ENTMT GROUP CL A 75876610 10,813 545,557 SH DEFINED 1,2,5 545,557 REGENCY CTRS CORP COM 75884910 128,027 1,861,945 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,861,945 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 13,064 832,626 SH DEFINED 1,2,5,6 832,626 REGENT COMMUNICATION COM 75886510 264 69,666 SH DEFINED 1 69,666 REGIONS FINANCIAL CO COM 7591EP10 498,087 13,538,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,538,659 REGIS CORP MINN COM 75893210 34,729 968,735 SH DEFINED 1,2,5,13 968,735 REHABCARE GROUP INC COM 75914810 3,280 250,349 SH DEFINED 1,2,5 250,349
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ REINSURANCE GROUP AM COM 75935110 16,014 308,377 SH DEFINED 1,2,5 308,377 RELIANCE STEEL & ALU COM 75950910 41,591 1,294,043 SH DEFINED 1,2,5,6,13 1,294,043 RELIANT ENERGY INC COM 75952B10 59,383 4,823,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,823,980 RENAISSANCE LEARNING COM 75968L10 1,741 121,694 SH DEFINED 1,6 121,694 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 7,274 259,128 SH DEFINED 1,2 259,128 RENOVIS INC COM 75988510 7,017 509,946 SH DEFINED 1,2,5 509,946 RENT A CTR INC NEW COM 76009N10 48,380 1,651,763 SH DEFINED 1,2,5,13 1,651,763 RENT WAY INC COM 76009U10 472 44,955 SH DEFINED 1,5 44,955 RENTECH INC COM 76011210 8,666 1,871,601 SH DEFINED 1,2,5 1,871,601 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 1,687 56,569 SH DEFINED 1 56,569 REPUBLIC AWYS HLDGS COM 76027610 8,047 518,498 SH DEFINED 1,2 518,498 REPUBLIC BANCORP INC COM 76028210 16,222 1,216,933 SH DEFINED 1,2,5 1,216,933 REPUBLIC BANCORP KY CL A 76028120 4,072 192,535 SH DEFINED 1,2 192,535 REPUBLIC FIRST BANCO COM 76041610 214 16,123 SH DEFINED 1 16,123 REPUBLIC PROPERTY TR COM 76073710 3,831 347,608 SH DEFINED 1 347,608 REPUBLIC SVCS INC COM 76075910 136,778 3,401,591 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,401,591 RES-CARE INC COM 76094310 11,009 547,991 SH DEFINED 1,2 547,991 RESEARCH IN MOTION L COM 76097510 1,054 10,272 SH DEFINED 1,5 10,272 RESMED INC COM 76115210 32,497 807,385 SH DEFINED 1,2,5,6,12 807,385 RESOURCE AMERICA INC CL A 76119520 5,877 282,554 SH DEFINED 1,2,5 282,554 RESOURCE CAP CORP COM 76120W30 415 26,830 SH DEFINED 1 26,830 RESOURCES CONNECTION COM 76122Q10 18,282 682,411 SH DEFINED 1,2,6 682,411 RESPIRONICS INC COM 76123010 31,132 806,327 SH DEFINED 1,2,5,6,12 806,327 RESTORATION HARDWARE COM 76098110 3,623 417,915 SH DEFINED 1,5 417,915 RETAIL VENTURES INC COM 76128Y10 4,874 316,277 SH DEFINED 1,2,6 316,277 RETRACTABLE TECHNOLO COM 76129W10 103 30,500 SH DEFINED 1 30,500 REUTERS GROUP PLC SPONSORED 76132M10 703 14,450 SH DEFINED 1,2 14,450 REVLON INC CL A 76152550 2,544 2,251,055 SH DEFINED 1,2,6 2,251,055 REWARDS NETWORK INC COM 76155710 1,330 273,017 SH DEFINED 1 273,017 REX STORES CORP COM 76162410 169 11,964 SH DEFINED 1 11,964 REXAM PLC SP ADR NEW 76165540 228 4,210 SH DEFINED 1 4,210 REYNOLDS & REYNOLDS CL A 76169510 35,225 891,556 SH DEFINED 1,2,5,6,13 891,556 REYNOLDS AMERICAN IN COM 76171310 276,924 4,468,684 SH DEFINED 1,2,5,6,10,12,13,14 4,468,684 RF MICRODEVICES INC COM 74994110 29,997 3,957,379 SH DEFINED 1,2,5,6,13 3,957,379 RICHARDSON ELECTRS L COM 76316510 93 10,300 SH DEFINED 1 10,300 RIGEL PHARMACEUTICAL COM NEW 76655960 3,871 376,922 SH DEFINED 1,2,5,6 376,922 RIGHTNOW TECHNOLOGIE COM 76657R10 2,718 174,098 SH DEFINED 1,6 174,098 RINKER GROUP LTD SPONSORED 76687M10 223 4,342 SH DEFINED 1 4,342 RIO TINTO PLC SPONSORED 76720410 18,744 98,845 SH DEFINED 1,2 98,845 RITA MED SYS INC DEL COM 76774E10 59 18,600 SH DEFINED 1 18,600 RITCHIE BROS AUCTION COM 76774410 612 11,419 SH DEFINED 1,5 11,419 RITE AID CORP COM 76775410 29,607 6,521,276 SH DEFINED 1,2,5,6 6,521,276 RIVERVIEW BANCORP IN COM 76939710 222 16,450 SH DEFINED 1 16,450 RIVIERA HLDGS CORP COM 76962710 2,649 129,663 SH DEFINED 1 129,663 RLI CORP COM 74960710 106,798 2,102,731 SH DEFINED 1,2 2,102,731 ROBBINS & MYERS INC COM 77019610 6,221 201,204 SH DEFINED 1,2 201,204 ROBERT HALF INTL INC COM 77032310 151,631 4,463,688 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,463,688 ROCK OF AGES CORP CL A 77263210 53 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 17,713 894,576 SH DEFINED 1,2 894,576 ROCKVILLE FINL INC COM 77418610 1,263 87,145 SH DEFINED 1 87,145 ROCKWELL AUTOMATION COM 77390310 270,875 4,662,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,662,212 ROCKWELL COLLINS INC COM 77434110 286,100 5,216,996 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,216,996 ROCKWOOD HLDGS INC COM 77441510 10,083 504,639 SH DEFINED 1,2 504,639 ROFIN SINAR TECHNOLO COM 77504310 30,599 503,527 SH DEFINED 1,2,5,6 503,527 ROGERS COMMUNICATION CL B 77510920 1,000 18,224 SH DEFINED 1,2 18,224 ROGERS CORP COM 77513310 15,613 252,850 SH DEFINED 1,2,6 252,850 ROHM & HAAS CO COM 77537110 268,358 5,667,543 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,667,543 ROLLINS INC COM 77571110 14,077 666,863 SH DEFINED 1,2,6,13 666,863 ROPER INDS INC NEW COM 77669610 76,648 1,713,183 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,713,183 ROSETTA RESOURCES IN COM 77777930 13,503 786,411 SH DEFINED 1,2 786,411 ROSS STORES INC COM 77829610 73,224 2,881,708 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,881,708 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 130,126 4,114,018 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,114,018 ROYAL & SUN ALLIANCE SPON ADR N 78004V20 389 27,817 SH DEFINED 1 27,817 ROYAL BANCSHARES PA CL A 78008110 2,009 74,154 SH DEFINED 1 74,154 ROYAL BK CDA MONTREA COM 78008710 1,070 24,074 SH DEFINED 1,2,7,14 24,074 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 9,729 358,608 SH DEFINED 1,2,5,6 358,608 ROYAL KPN NV SPONSORED 78064120 179 14,036 SH DEFINED 1,2 14,036 RPC INC COM 74966010 7,076 386,240 SH DEFINED 1,2,5,6 386,240 RPM INTL INC COM 74968510 44,606 2,348,911 SH DEFINED 1,2,5,13 2,348,911 RSA SEC INC COM 74971910 3,470 124,078 SH DEFINED 1,2,5,6,13 124,078 RTI INTL METALS INC COM 74973W10 14,529 333,377 SH DEFINED 1,2,6 333,377 RUBY TUESDAY INC COM 78118210 36,153 1,282,460 SH DEFINED 1,2,5,6,13 1,282,460 RUDDICK CORP COM 78125810 19,531 750,340 SH DEFINED 1,2,5,13 750,340 RUDOLPH TECHNOLOGIES COM 78127010 6,595 359,819 SH DEFINED 1,5 359,819 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 5,210 312,322 SH DEFINED 1,2 312,322 RUSS BERRIE & CO COM 78223310 2,873 188,490 SH DEFINED 1,2 188,490 RUTHS CHRIS STEAK HS COM 78333210 4,003 212,685 SH DEFINED 1,2,6 212,685 RYANAIR HLDGS PLC SPONSORED 78351310 1,392 21,989 SH DEFINED 1,2,5,7 21,989 RYANS RESTAURANT GRO COM 78352010 10,775 678,975 SH DEFINED 1,2,5 678,975 RYDER SYS INC COM 78354910 81,340 1,573,920 SH DEFINED 1,2,5,6,10,12,13 1,573,920 RYERSON INC COM 78375P10 11,267 514,716 SH DEFINED 1,2 514,716 RYLAND GROUP INC COM 78376410 43,494 1,006,573 SH DEFINED 1,2,5,6,12,13 1,006,573 S & T BANCORP INC COM 78385910 16,401 504,656 SH DEFINED 1,2,5 504,656 S Y BANCORP INC COM 78506010 5,506 185,586 SH DEFINED 1,2,6 185,586 S1 CORPORATION COM 78463B10 4,989 1,082,181 SH DEFINED 1,2,5,6 1,082,181 SABA SOFTWARE INC COM NEW 78493260 53 10,110 SH DEFINED 1 10,110 SABRE HLDGS CORP CL A 78590510 94,236 4,028,916 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,028,916 SAFECO CORP COM 78642910 204,925 3,477,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,477,431 SAFEGUARD SCIENTIFIC COM 78644910 3,085 1,574,049 SH DEFINED 1,5 1,574,049 SAFENET INC COM 78645R10 8,490 466,718 SH DEFINED 1,2 466,718 SAFETY INS GROUP INC COM 78648T10 14,422 296,387 SH DEFINED 1,2 296,387 SAFEWAY INC COM NEW 78651420 427,696 14,092,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,092,125 SAFLINK CORP COM NEW 78657830 27 71,763 SH DEFINED 1,5 71,763 SAGA COMMUNICATIONS CL A 78659810 224 28,998 SH DEFINED 1 28,998 SAIA INC COM 78709Y10 7,771 238,364 SH DEFINED 1,5 238,364 SAKS INC COM 79377W10 38,701 2,239,642 SH DEFINED 1,2,5,13 2,239,642 SALEM COMMUNICATIONS CL A 79409310 2,069 182,928 SH DEFINED 1,2,6 182,928 SALESFORCE COM INC COM 79466L30 30,942 862,372 SH DEFINED 1,2,5,6,12 862,372 SALIX PHARMACEUTICAL COM 79543510 8,552 630,711 SH DEFINED 1,2,5,6 630,711
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SALTON INC COM 79575710 29 12,744 SH DEFINED 1,2 12,744 SAN PAOLO-IMI S P A SPONSORED 79917510 1,903 45,043 SH DEFINED 1,2 45,043 SANDERS MORRIS HARRI COM 80000Q10 2,116 169,147 SH DEFINED 1 169,147 SANDERSON FARMS INC COM 80001310 11,520 355,987 SH DEFINED 1,2 355,987 SANDISK CORP COM 80004C10 267,199 4,990,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,990,642 SANDS REGENT COM 80009110 160 10,900 SH DEFINED 1 10,900 SANDY SPRING BANCORP COM 80036310 8,200 231,901 SH DEFINED 1,2 231,901 SANFILIPPO JOHN B & COM 80042210 125 12,300 SH DEFINED 1 12,300 SANGAMO BIOSCIENCES COM 80067710 1,344 241,720 SH DEFINED 1 241,720 SANMINA SCI CORP COM 80090710 53,889 14,408,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,408,796 SANOFI AVENTIS SPONSORED 80105N10 21,359 480,307 SH DEFINED 1,2 480,307 SANTANDER BANCORP COM 80280910 1,969 104,213 SH DEFINED 1,2 104,213 SANTARUS INC COM 80281730 5,132 691,595 SH DEFINED 1 691,595 SANTOS LIMITED SPONSORED 80302160 280 8,427 SH DEFINED 1 8,427 SANYO ELEC LTD ADR 5 COM 80303830 563 56,483 SH DEFINED 1,2 56,483 SAP AKTIENGESELLSCHA SPONSORED 80305420 13,008 262,795 SH DEFINED 1,2 262,795 SAPIENT CORP COM 80306210 7,004 1,287,563 SH DEFINED 1,2,5,6 1,287,563 SARA LEE CORP COM 80311110 345,315 21,488,203 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,488,203 SATYAM COMPUTER SERV ADR 80409810 12,739 329,271 SH DEFINED 1,2,5,7 329,271 SAUER-DANFOSS INC COM 80413710 4,552 189,828 SH DEFINED 1,2 189,828 SAUL CTRS INC COM 80439510 17,991 399,802 SH DEFINED 1,2,3,5 399,802 SAVIENT PHARMACEUTIC COM 80517Q10 5,519 847,800 SH DEFINED 1,2,5 847,800 SAVVIS INC COM NEW 80542330 10,793 378,717 SH DEFINED 1,2 378,717 SAXON CAP INC NEW COM 80556T10 12,104 862,141 SH DEFINED 1,2,5 862,141 SBA COMMUNICATIONS C COM 78388J10 22,501 924,839 SH DEFINED 1,2,6 924,839 SCANA CORP NEW COM 80589M10 103,923 2,580,658 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,580,658 SCANSOURCE INC COM 80603710 18,132 597,840 SH DEFINED 1,2,6 597,840 SCBT FINANCIAL CORP COM 78401V10 5,097 136,295 SH DEFINED 1,2,5 136,295 SCHAWK INC CL A 80637310 3,533 193,905 SH DEFINED 1 193,905 SCHEIN HENRY INC COM 80640710 71,094 1,417,907 SH DEFINED 1,2,5,12,13 1,417,907 SCHERING A G SPONSORED 80658520 499 4,285 SH DEFINED 1 4,285 SCHERING PLOUGH CORP COM 80660510 746,721 33,803,574 SH DEFINED 1,2,5,6,10,12,13 33,803,574 SCHIFF NUTRITION INT COM 80669310 77 11,000 SH DEFINED 1 11,000 SCHLUMBERGER LTD COM 80685710 1,894,650 30,544,098 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,544,098 SCHNITZER STL INDS CL A 80688210 11,447 362,923 SH DEFINED 1,2,5 362,923 SCHOLASTIC CORP COM 80706610 31,148 999,922 SH DEFINED 1,2,5,13 999,922 SCHOOL SPECIALTY INC COM 80786310 11,779 333,773 SH DEFINED 1,2,5 333,773 SCHULMAN A INC COM 80819410 11,056 470,271 SH DEFINED 1,2 470,271 SCHWAB CHARLES CORP COM 80851310 511,868 28,580,008 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,580,008 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 13,889 737,224 SH DEFINED 1,2,6 737,224 SCIENTIFIC GAMES COR CL A 80874P10 33,575 1,055,822 SH DEFINED 1,2,5,6,13 1,055,822 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 997 20,522 SH DEFINED 1,2 20,522 SCOTTISH RE GROUP LI SHS G7353741 696 64,028 SH DEFINED 1,2,5,6 64,028 SCOTTS MIRACLE GRO C CL A 81018610 32,183 723,387 SH DEFINED 1,2,5,6,12,13 723,387 SCPIE HLDGS INC COM 78402P10 3,594 152,669 SH DEFINED 1,5 152,669 SCRIPPS E W CO OHIO CL A 81105420 104,104 2,172,003 SH DEFINED 1,2,5,6,10,12,13 2,172,003 SEA CONTAINERS LTD CL A 81137170 22 18,840 SH DEFINED 1,5 18,840 SEABOARD CORP COM 81154310 17,156 14,237 SH DEFINED 1,2 14,237 SEABRIGHT INSURANCE COM 81165610 3,946 282,450 SH DEFINED 1 282,450 SEACHANGE INTL INC COM 81169910 278 31,246 SH DEFINED 1,5 31,246 SEACOAST BKG CORP FL COM 81170730 5,516 182,638 SH DEFINED 1,2 182,638 SEACOR HOLDINGS INC COM 81190410 17,286 209,522 SH DEFINED 1,2,5 209,522 SEAGATE TECHNOLOGY SHS G7945J10 71,617 3,101,657 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,101,657 SEALED AIR CORP NEW COM 81211K10 134,145 2,478,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,478,650 SEALY CORP COM 81213930 3,222 246,727 SH DEFINED 1,2 246,727 SEARS HLDGS CORP COM 81235010 934,681 5,912,334 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,912,334 SEATTLE GENETICS INC COM 81257810 139 28,692 SH DEFINED 1 28,692 SECURE COMPUTING COR COM 81370510 4,828 762,662 SH DEFINED 1,2,5,6 762,662 SECURITY BANK CORP COM 81404710 5,601 247,714 SH DEFINED 1 247,714 SECURITY CAPITAL ASS COM G8018D10 604 25,213 SH DEFINED 1,2 25,213 SEI INVESTMENTS CO COM 78411710 62,459 1,111,560 SH DEFINED 1,2,5,12,13 1,111,560 SELECT COMFORT CORP COM 81616X10 22,384 1,023,035 SH DEFINED 1,2,5,6 1,023,035 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 27,680 526,135 SH DEFINED 1,2,5 526,135 SEMCO ENERGY INC COM 78412D10 2,099 372,099 SH DEFINED 1,5 372,099 SEMITOOL INC COM 81690910 3,291 318,231 SH DEFINED 1,5 318,231 SEMPRA ENERGY COM 81685110 485,719 9,666,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,666,040 SEMTECH CORP COM 81685010 20,721 1,623,876 SH DEFINED 1,2,5,6,13 1,623,876 SENIOR HSG PPTYS TR SH BEN INT 81721M10 26,198 1,227,637 SH DEFINED 1,2,3 1,227,637 SENOMYX INC COM 81724Q10 5,746 373,851 SH DEFINED 1,2 373,851 SENSIENT TECHNOLOGIE COM 81725T10 23,041 1,177,362 SH DEFINED 1,2,5,13 1,177,362 SEPRACOR INC COM 81731510 92,296 1,905,361 SH DEFINED 1,2,5,8,12,13 1,905,361 SEQUA CORPORATION CL A 81732010 13,296 141,654 SH DEFINED 1,2,13 141,654 SERVICE CORP INTL COM 81756510 28,425 3,043,320 SH DEFINED 1,2,5 3,043,320 SERVICEMASTER CO COM 81760N10 55,866 4,983,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,983,584 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 18,753 793,291 SH DEFINED 1,2,5 793,291 SHENANDOAH TELECOMMU COM 82312B10 6,048 139,120 SH DEFINED 1,2 139,120 SHERWIN WILLIAMS CO COM 82434810 242,879 4,354,228 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,354,228 SHILOH INDS INC COM 82454310 1,332 98,793 SH DEFINED 1,2 98,793 SHIP FINANCE INTERNA SHS G8107510 1,038 52,165 SH DEFINED 1,2,5 52,165 SHIRE PLC SPONSORED 82481R10 213 4,320 SH DEFINED 1 4,320 SHOE CARNIVAL INC COM 82488910 3,479 137,935 SH DEFINED 1,5 137,935 SHORE BANCSHARES INC COM 82510710 2,774 96,502 SH DEFINED 1,5 96,502 SHUFFLE MASTER INC COM 82554910 23,384 865,754 SH DEFINED 1,2,6 865,754 SI INTL INC COM 78427V10 5,428 169,725 SH DEFINED 1 169,725 SIEMENS A G SPONSORED 82619750 3,400 39,034 SH DEFINED 1,2 39,034 SIERRA BANCORP COM 82620P10 2,156 68,988 SH DEFINED 1 68,988 SIERRA HEALTH SVCS I COM 82632210 40,347 1,066,248 SH DEFINED 1,2,5,6,12 1,066,248 SIERRA PAC RES NEW COM 82642810 46,625 3,251,374 SH DEFINED 1,2,5,13 3,251,374 SIGMA ALDRICH CORP COM 82655210 157,896 2,086,637 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,086,637 SIGMA DESIGNS INC COM 82656510 4,042 270,362 SH DEFINED 1,5 270,362 SIGMATEL INC COM 82661W10 1,753 374,594 SH DEFINED 1,6 374,594 SIGNATURE BK NEW YOR COM 82669G10 12,193 394,211 SH DEFINED 1,2,6 394,211 SILGAN HOLDINGS INC COM 82704810 29,288 779,772 SH DEFINED 1,2,6 779,772 SILICON IMAGE INC COM 82705T10 17,601 1,383,762 SH DEFINED 1,2,5,6 1,383,762 SILICON LABORATORIES COM 82691910 26,183 844,074 SH DEFINED 1,2,5,6,13 844,074 SILICON STORAGE TECH COM 82705710 5,781 1,403,078 SH DEFINED 1,2,5,6 1,403,078
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SILICONWARE PRECISIO SPONSD ADR 82708486 539 90,544 SH DEFINED 1 90,544 SILVERLEAF RESORTS I COM 82839510 159 41,700 SH DEFINED 1,2 41,700 SIMMONS 1ST NATL COR CL A $1 PA 82873020 10,290 354,697 SH DEFINED 1,2 354,697 SIMON PPTY GROUP INC COM 82880610 758,769 8,373,089 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,373,089 SIMPSON MANUFACTURIN COM 82907310 17,852 660,460 SH DEFINED 1,2,5,6 660,460 SINCLAIR BROADCAST G CL A 82922610 12,373 1,576,151 SH DEFINED 1,2 1,576,151 SINOPEC SHANGHAI PET SPON ADR H 82935M10 313 6,291 SH DEFINED 1 6,291 SIRENZA MICRODEVICES COM 82966T10 3,020 382,243 SH DEFINED 1,2 382,243 SIRF TECHNOLOGY HLDG COM 82967H10 17,136 714,315 SH DEFINED 1,2,6 714,315 SIRIUS SATELLITE RAD COM 82966U10 67,738 17,280,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,280,184 SIRNA THERAPEUTICS I COM 82966910 2,269 407,404 SH DEFINED 1,2 407,404 SIRONA DENTAL SYSTEM COM 82966C10 6,799 206,481 SH DEFINED 1,2,6 206,481 SIRVA INC COM 82967Y10 1,884 708,157 SH DEFINED 1,2 708,157 SITEL CORP COM 82980K10 1,899 630,829 SH DEFINED 1 630,829 SIX FLAGS INC COM 83001P10 7,014 1,341,190 SH DEFINED 1,2,5,6 1,341,190 SIZELER PPTY INVS IN COM 83013710 4,425 294,410 SH DEFINED 1,2,3,5 294,410 SJW CORP COM 78430510 7,330 245,076 SH DEFINED 1,2 245,076 SK TELECOM LTD SPONSORED 78440P10 14,356 607,543 SH DEFINED 1,2,4 607,543 SKECHERS U S A INC CL A 83056610 12,446 529,380 SH DEFINED 1,2,6 529,380 SKY FINL GROUP INC COM 83080P10 36,377 1,460,909 SH DEFINED 1,2,5,10 1,460,909 SKYLINE CORP COM 83083010 4,017 105,128 SH DEFINED 1,2 105,128 SKYWEST INC COM 83087910 25,414 1,036,442 SH DEFINED 1,2,5,6 1,036,442 SKYWORKS SOLUTIONS I COM 83088M10 14,009 2,699,232 SH DEFINED 1,2,5,6 2,699,232 SL GREEN RLTY CORP COM 78440X10 127,388 1,140,448 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,140,448 SLM CORP COM 78442P10 563,938 10,849,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,849,139 SM&A COM 78465D10 160 26,131 SH DEFINED 1 26,131 SMART & FINAL INC COM 83168310 3,821 223,844 SH DEFINED 1,2,6 223,844 SMITH & NEPHEW PLC SPDN ADR N 83175M20 432 9,432 SH DEFINED 1 9,432 SMITH & WESSON HLDG COM 83175610 4,546 327,510 SH DEFINED 1 327,510 SMITH A O COM 83186520 16,435 416,804 SH DEFINED 1,2 416,804 SMITH INTL INC COM 83211010 251,464 6,481,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,481,022 SMITH MICRO SOFTWARE COM 83215410 4,542 315,826 SH DEFINED 1,2 315,826 SMITHFIELD FOODS INC COM 83224810 45,902 1,698,810 SH DEFINED 1,2,5,12,13 1,698,810 SMITHTOWN BANCORP IN COM 83244910 2,436 90,265 SH DEFINED 1 90,265 SMUCKER J M CO COM NEW 83269640 46,839 976,822 SH DEFINED 1,2,5,6,13 976,822 SMURFIT-STONE CONTAI COM 83272710 37,875 3,381,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,381,678 SNAP ON INC COM 83303410 88,702 1,991,060 SH DEFINED 1,2,5,6,7,10,13 1,991,060 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 374 6,775 SH DEFINED 1 6,775 SOHU COM INC COM 83408W10 9,288 421,808 SH DEFINED 1,2 421,808 SOLECTRON CORP COM 83418210 89,393 27,421,279 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,421,279 SOLEXA INC COM 83420X10 2,361 267,699 SH DEFINED 1 267,699 SOMANETICS CORP COM NEW 83444540 263 13,200 SH DEFINED 1 13,200 SOMAXON PHARMACEUTIC COM 83445310 680 55,200 SH DEFINED 1 55,200 SONIC AUTOMOTIVE INC CL A 83545G10 10,940 473,800 SH DEFINED 1,2,5 473,800 SONIC CORP COM 83545110 36,555 1,616,783 SH DEFINED 1,2,5,6 1,616,783 SONIC INNOVATIONS IN COM 83545M10 92 22,580 SH DEFINED 1 22,580 SONIC SOLUTIONS COM 83546010 5,104 334,885 SH DEFINED 1,2,5,6 334,885 SONICWALL INC COM 83547010 17,022 1,558,825 SH DEFINED 1,2,5 1,558,825 SONOCO PRODS CO COM 83549510 131,076 3,896,422 SH DEFINED 1,2,5,6,12,13 3,896,422 SONOSITE INC COM 83568G10 6,576 231,560 SH DEFINED 1,2,6 231,560 SONUS NETWORKS INC COM 83591610 18,584 3,539,728 SH DEFINED 1,2,5,6 3,539,728 SONUS PHARMACEUTICAL COM 83569210 69 14,700 SH DEFINED 1 14,700 SONY CORP ADR NEW 83569930 2,551 63,200 SH DEFINED 1,2 63,200 SOTHEBYS COM 83589810 47,425 1,470,995 SH DEFINED 1,2,6,13 1,470,995 SOURCE INTERLINK COS COM NEW 83615120 4,589 483,033 SH DEFINED 1,2 483,033 SOUTH FINL GROUP INC COM 83784110 20,552 789,540 SH DEFINED 1,2,5 789,540 SOUTH JERSEY INDS IN COM 83851810 17,393 581,526 SH DEFINED 1,2 581,526 SOUTHERN CO COM 84258710 834,753 24,223,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,223,820 SOUTHERN COPPER CORP COM 84265V10 29,599 319,993 SH DEFINED 1,2,5,7,12 319,993 SOUTHERN UN CO NEW COM 84403010 29,034 1,099,363 SH DEFINED 1,2,5 1,099,363 SOUTHSIDE BANCSHARES COM 84470P10 4,337 162,487 SH DEFINED 1 162,487 SOUTHWEST AIRLS CO COM 84474110 369,355 22,170,186 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,170,186 SOUTHWEST BANCORP IN COM 84476710 6,985 270,520 SH DEFINED 1,2 270,520 SOUTHWEST GAS CORP COM 84489510 27,213 816,702 SH DEFINED 1,2,5 816,702 SOUTHWEST WTR CO COM 84533110 4,160 340,143 SH DEFINED 1 340,143 SOUTHWESTERN ENERGY COM 84546710 92,413 3,093,856 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,093,856 SOVEREIGN BANCORP IN COM 84590510 214,221 9,959,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,959,117 SOVRAN SELF STORAGE COM 84610H10 27,143 488,618 SH DEFINED 1,2,3,5 488,618 SPANISH BROADCASTING CL A 84642588 2,628 601,420 SH DEFINED 1,2,6 601,420 SPANSION INC COM CL A 84649R10 7,681 460,748 SH DEFINED 1,2,6 460,748 SPARTAN MTRS INC COM 84681910 233 12,350 SH DEFINED 1,2 12,350 SPARTAN STORES INC COM 84682210 6,193 366,438 SH DEFINED 1,2 366,438 SPARTECH CORP COM NEW 84722020 17,333 647,481 SH DEFINED 1,2 647,481 SPATIALIGHT INC COM 84724810 168 80,300 SH DEFINED 1,5 80,300 SPDR TR UNIT SER 1 78462F10 80,362 601,601 SH DEFINED 1,5,6,13 601,601 SPECTRALINK CORP COM 84758010 172 20,951 SH DEFINED 1 20,951 SPECTRANETICS CORP COM 84760C10 4,811 411,230 SH DEFINED 1 411,230 SPECTRUM BRANDS INC COM 84762L10 6,239 739,259 SH DEFINED 1,2 739,259 SPECTRUM CTL INC COM 84761510 162 17,200 SH DEFINED 1 17,200 SPEEDWAY MOTORSPORTS COM 84778810 11,770 323,269 SH DEFINED 1,2 323,269 SPHERION CORP COM 84842010 11,609 1,623,694 SH DEFINED 1,2,5 1,623,694 SPHERIX INC COM 84842R10 24 18,099 SH DEFINED 1 18,099 SPIRENT COMMUNICATIO SPONS ADR 84856M20 49 12,773 SH DEFINED 1 12,773 SPIRIT FIN CORP COM 84856830 15,883 1,368,037 SH DEFINED 1,2,3 1,368,037 SPORT CHALET INC CL A 84916320 126 13,713 SH DEFINED 1 13,713 SPRINT NEXTEL CORP COM FON 85206110 1,467,766 85,584,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,584,025 SPSS INC COM 78462K10 9,350 375,061 SH DEFINED 1,2,5,6 375,061 SPX CORP COM 78463510 77,973 1,459,078 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,459,078 SRA INTL INC CL A 78464R10 22,737 756,393 SH DEFINED 1,2,6,13 756,393 SRS LABS INC COM 78464M10 105 16,900 SH DEFINED 1 16,900 ST JOE CO COM 79014810 53,863 981,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 981,645 ST JUDE MED INC COM 79084910 349,419 9,901,359 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,901,359 ST MARY LD & EXPL CO COM 79222810 29,512 803,931 SH DEFINED 1,2,5,6,12 803,931 ST PAUL TRAVELERS IN COM 79286010 1,000,897 21,345,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,345,643 STAAR SURGICAL CO COM PAR $0 85231230 201 26,689 SH DEFINED 1 26,689 STAGE STORES INC COM NEW 85254C30 13,496 460,001 SH DEFINED 1,2,5 460,001 STAKTEK HLDGS INC COM 85256P10 1,310 219,144 SH DEFINED 1,2 219,144 STAMPS COM INC COM NEW 85285720 5,500 288,539 SH DEFINED 1,2,6 288,539 STANCORP FINL GROUP COM 85289110 51,753 1,159,600 SH DEFINED 1,2,5,13 1,159,600 STANDARD MICROSYSTEM COM 85362610 10,393 365,696 SH DEFINED 1,2 365,696 STANDARD MTR PRODS I COM 85366610 247 20,576 SH DEFINED 1 20,576 STANDARD PAC CORP NE COM 85375C10 28,421 1,209,412 SH DEFINED 1,2,5 1,209,412 STANDARD PARKING COR COM 85379010 4,024 128,250 SH DEFINED 1,2 128,250 STANDARD REGISTER CO COM 85388710 4,003 303,265 SH DEFINED 1,2 303,265 STANDEX INTL CORP COM 85423110 5,525 198,164 SH DEFINED 1,2,5 198,164 STANLEY FURNITURE IN COM NEW 85430520 5,185 243,321 SH DEFINED 1,2,5 243,321 STANLEY WKS COM 85461610 113,808 2,283,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,283,005 STAPLES INC COM 85503010 522,760 21,486,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,486,221
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STAR GAS PARTNERS L UNIT LTD P 85512C10 118 47,400 SH DEFINED 1,5 47,400 STAR MARITIME ACQUIS COM 85516E10 1,563 162,680 SH DEFINED 1 162,680 STAR SCIENTIFIC INC COM 85517P10 92 29,897 SH DEFINED 1,5 29,897 STARBUCKS CORP COM 85524410 684,167 20,093,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,093,016 STARTEK INC COM 85569C10 2,239 179,588 SH DEFINED 1 179,588 STARWOOD HOTELS&RESO COM 85590A40 416,441 7,281,705 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,281,705 STATE AUTO FINL CORP COM 85570710 10,038 328,565 SH DEFINED 1,2 328,565 STATE BANCORP INC N. COM 85571610 247 12,054 SH DEFINED 1 12,054 STATE NATIONAL BANCS COM 85712410 5,983 157,497 SH DEFINED 1 157,497 STATE STR CORP COM 85747710 896,532 14,367,496 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,367,496 STATION CASINOS INC COM 85768910 41,468 717,075 SH DEFINED 1,2,5,6,7,8,10,12,13,14 717,075 STATOIL ASA SPONSORED 85771P10 10,319 433,204 SH DEFINED 1 433,204 STEAK N SHAKE CO COM 85787310 7,047 417,239 SH DEFINED 1,2,6 417,239 STEEL DYNAMICS INC COM 85811910 98,373 1,949,905 SH DEFINED 1,2,5,6,10,12,13 1,949,905 STEEL TECHNOLOGIES I COM 85814710 5,036 256,530 SH DEFINED 1 256,530 STEELCASE INC CL A 85815520 12,833 817,889 SH DEFINED 1,2,5 817,889 STEIN MART INC COM 85837510 8,643 568,244 SH DEFINED 1,2,5 568,244 STEINER LEISURE LTD ORD P8744Y10 1,174 27,908 SH DEFINED 1,2,5,6 27,908 STEINWAY MUSICAL INS COM 85849510 4,678 167,074 SH DEFINED 1,2 167,074 STELLENT INC COM 85856W10 4,318 398,359 SH DEFINED 1,2,5 398,359 STEMCELLS INC COM 85857R10 186 87,100 SH DEFINED 1,5 87,100 STEPAN CO COM 85858610 2,311 79,055 SH DEFINED 1,5 79,055 STEPHAN CO COM 85860310 31 10,099 SH DEFINED 1 10,099 STEREOTAXIS INC COM 85916J10 2,797 270,220 SH DEFINED 1 270,220 STERICYCLE INC COM 85891210 56,865 814,797 SH DEFINED 1,2,5,6,12,13 814,797 STERIS CORP COM 85915210 37,269 1,548,996 SH DEFINED 1,2,5,6,13 1,548,996 STERLING BANCORP COM 85915810 5,534 281,504 SH DEFINED 1,2 281,504 STERLING BANCSHARES COM 85890710 14,817 731,709 SH DEFINED 1,2 731,709 STERLING CONSTRUCTIO COM 85924110 2,162 107,782 SH DEFINED 1 107,782 STERLING FINL CORP COM 85931710 11,278 512,888 SH DEFINED 1,2 512,888 STERLING FINL CORP W COM 85931910 21,160 652,467 SH DEFINED 1,2,6 652,467 STEWART ENTERPRISES CL A 86037010 15,515 2,647,565 SH DEFINED 1,2,5 2,647,565 STEWART INFORMATION COM 86037210 9,759 280,665 SH DEFINED 1,2 280,665 STEWART W P & CO LTD COM G8492210 416 33,389 SH DEFINED 1,2,5 33,389 STIFEL FINL CORP COM 86063010 4,973 156,677 SH DEFINED 1 156,677 STILLWATER MNG CO COM 86074Q10 7,339 873,740 SH DEFINED 1,2,5,6 873,740 STONE ENERGY CORP COM 86164210 21,881 540,543 SH DEFINED 1,2,5 540,543 STONERIDGE INC COM 86183P10 127 17,879 SH DEFINED 1 17,879 STORA ENSO CORP SPON ADR R 86210M10 683 45,153 SH DEFINED 1 45,153 STRATAGENE CORP COM 86269H10 106 16,379 SH DEFINED 1 16,379 STRATASYS INC COM 86268510 4,001 151,501 SH DEFINED 1,2,5 151,501 STRATEGIC HOTELS & R COM 86272T10 38,255 1,924,273 SH DEFINED 1,2,3 1,924,273 STRATEX NETWORKS INC COM 86279T10 5,894 1,327,532 SH DEFINED 1,2,5 1,327,532 STRATTEC SEC CORP COM 86311110 449 11,696 SH DEFINED 1,2,5 11,696 STRATUS PPTYS INC COM NEW 86316720 210 6,493 SH DEFINED 1 6,493 STRAYER ED INC COM 86323610 23,777 219,726 SH DEFINED 1,2,6 219,726 STREETTRACKS SER TR DJ WL LG C 86330E20 1,679 21,520 SH DEFINED 1 21,520 STREETTRACKS SER TR DJ WLSH RE 86330E60 3,993 48,606 SH DEFINED 8 48,606 STRIDE RITE CORP COM 86331410 8,488 608,050 SH DEFINED 1,2,5 608,050 STRYKER CORP COM 86366710 385,448 7,772,697 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,772,697 STUDENT LN CORP COM 86390210 9,144 47,579 SH DEFINED 1,2,5,12 47,579 STURM RUGER & CO INC COM 86415910 179 23,093 SH DEFINED 1 23,093 SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,614 47,807 SH DEFINED 1,2,5 47,807 SUEZ SPONSORED 86468610 1,006 22,728 SH DEFINED 1,2 22,728 SUFFOLK BANCORP COM 86473910 6,506 203,837 SH DEFINED 1,2 203,837 SULPHCO INC COM 86537810 2,416 388,994 SH DEFINED 1,6 388,994 SUMMIT BANCSHARES IN COM 86601110 3,648 129,745 SH DEFINED 1 129,745 SUMTOTAL SYS INC COM 86661510 115 15,391 SH DEFINED 1 15,391 SUN BANCORP INC COM 86663B10 3,890 206,595 SH DEFINED 1,2 206,595 SUN COMMUNITIES INC COM 86667410 15,780 493,753 SH DEFINED 1,2,3,5 493,753 SUN HEALTHCARE GROUP COM NEW 86693340 2,751 256,101 SH DEFINED 1 256,101 SUN LIFE FINL INC COM 86679610 7,260 176,767 SH DEFINED 1 176,767 SUN MICROSYSTEMS INC COM 86681010 450,345 90,978,721 SH DEFINED 1,2,5,6,7,8,10,12,13,14 90,978,721 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 868 12,047 SH DEFINED 1,2,7 12,047 SUNLINK HEALTH SYSTE COM 86737U10 111 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 757,014 12,172,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,172,597 SUNOCO LOGISTICS PRT COM UNITS 86764L10 709 15,834 SH DEFINED 1,2 15,834 SUNPOWER CORP COM CL A 86765210 4,130 148,883 SH DEFINED 1,2 148,883 SUNRISE SENIOR LIVIN COM 86768K10 25,344 848,474 SH DEFINED 1,2,6 848,474 SUNSTONE HOTEL INVS COM 86789210 42,721 1,437,465 SH DEFINED 1,2,3 1,437,465 SUNTECH PWR HLDGS CO ADR 86800C10 1,373 53,155 SH DEFINED 1,2,7 53,155 SUN-TIMES MEDIA GROU COM 86688Q10 6,456 981,157 SH DEFINED 1,2,5 981,157 SUNTRON CORP COM 86789P10 24 19,385 SH DEFINED 1 19,385 SUNTRUST BKS INC COM 86791410 737,401 9,541,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,541,934 SUPERGEN INC COM 86805910 3,270 701,803 SH DEFINED 1,2,5 701,803 SUPERIOR BANCORP COM 86806M10 1,926 167,520 SH DEFINED 1,5 167,520 SUPERIOR ENERGY SVCS COM 86815710 19,783 753,359 SH DEFINED 1,2,5,6,12 753,359 SUPERIOR ESSEX INC COM 86815V10 11,180 326,431 SH DEFINED 1,2 326,431 SUPERIOR INDS INTL I COM 86816810 5,918 352,500 SH DEFINED 1,2,5 352,500 SUPERIOR UNIFORM GP COM 86835810 136 11,004 SH DEFINED 1 11,004 SUPERIOR WELL SVCS I COM 86837X10 2,856 144,245 SH DEFINED 1,2,6 144,245 SUPERTEX INC COM 86853210 6,060 155,910 SH DEFINED 1 155,910 SUPERVALU INC COM 86853610 200,598 6,765,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,765,527 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 4,877 250,490 SH DEFINED 1,2,5 250,490 SURMODICS INC COM 86887310 13,305 378,854 SH DEFINED 1,2,6 378,854 SUSQUEHANNA BANCSHAR COM 86909910 25,259 1,033,526 SH DEFINED 1,2,5 1,033,526 SVB FINL GROUP COM 78486Q10 31,804 712,465 SH DEFINED 1,2,5,6,13 712,465 SWIFT ENERGY CO COM 87073810 24,613 588,549 SH DEFINED 1,2,5 588,549 SWIFT TRANSN CO COM 87075610 20,625 869,534 SH DEFINED 1,2,5,13 869,534 SWISSCOM AG SPONSORED 87101310 730 21,873 SH DEFINED 1 21,873 SWS GROUP INC COM 78503N10 11,895 477,909 SH DEFINED 1,2 477,909 SYBASE INC COM 87113010 71,000 2,929,026 SH DEFINED 1,2,5,7,10,13,14 2,929,026 SYCAMORE NETWORKS IN COM 87120610 19,443 5,143,706 SH DEFINED 1,2,5,8 5,143,706 SYKES ENTERPRISES IN COM 87123710 14,679 721,325 SH DEFINED 1,2,6 721,325 SYMANTEC CORP COM 87150310 505,965 23,776,562 SH DEFINED 1,2,5,6,7,10,12,13 23,776,562 SYMBION INC DEL COM 87150710 5,828 317,414 SH DEFINED 1,2,6 317,414 SYMBOL TECHNOLOGIES COM 87150810 98,336 6,617,470 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,617,470 SYMMETRICOM INC COM 87154310 6,233 772,316 SH DEFINED 1,2,5 772,316 SYMMETRY MED INC COM 87154620 7,274 482,072 SH DEFINED 1,2,6 482,072 SYMS CORP COM 87155110 2,898 142,319 SH DEFINED 1,2 142,319 SYMYX TECHNOLOGIES COM 87155S10 9,861 465,358 SH DEFINED 1,2,5,6 465,358 SYNAGRO TECHNOLOGIES COM NEW 87156220 3,738 885,763 SH DEFINED 1 885,763 SYNAPTICS INC COM 87157D10 15,615 640,733 SH DEFINED 1,2,5,6 640,733 SYNGENTA AG SPONSORED 87160A10 1,371 45,431 SH DEFINED 1 45,431 SYNIVERSE HLDGS INC COM 87163F10 14,301 953,395 SH DEFINED 1,2,6 953,395 SYNNEX CORP COM 87162W10 4,769 207,254 SH DEFINED 1,2 207,254
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SYNOPSYS INC COM 87160710 85,719 4,346,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,346,805 SYNOVUS FINL CORP COM 87161C10 235,240 8,009,519 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,009,519 SYNPLICITY INC COM 87160Y10 152 23,699 SH DEFINED 1 23,699 SYNTEL INC COM 87162H10 2,303 101,673 SH DEFINED 1,2,6 101,673 SYNTROLEUM CORP COM 87163010 2,791 582,610 SH DEFINED 1,2,5,6 582,610 SYSCO CORP COM 87182910 557,395 16,663,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,663,530 SYSTEMAX INC COM 87185110 2,384 148,804 SH DEFINED 1,2 148,804 T-3 ENERGY SRVCS INC COM 87306E10 1,323 65,901 SH DEFINED 1,2 65,901 TAIWAN GREATER CHINA SH BEN INT 87403710 171 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 89,590 9,332,283 SH DEFINED 1,4,5,7,8 9,332,283 TAKE-TWO INTERACTIVE COM 87405410 18,412 1,291,186 SH DEFINED 1,2,5,6 1,291,186 TAL INTL GROUP INC COM 87408310 4,769 224,835 SH DEFINED 1,2,6 224,835 TALBOTS INC COM 87416110 12,185 447,155 SH DEFINED 1,2,5 447,155 TALEO CORP CL A 87424N10 1,112 109,910 SH DEFINED 1 109,910 TALISMAN ENERGY INC COM 87425E10 194 11,815 SH DEFINED 1,7 11,815 TALK AMERICA HLDGS I COM NEW 87426R20 4,629 487,224 SH DEFINED 1 487,224 TALX CORP COM 87491810 17,648 719,746 SH DEFINED 1,2,5,6 719,746 TAM SA SP ADR REP 87484D10 13,967 437,842 SH DEFINED 1,2,7 437,842 TANGER FACTORY OUTLE COM 87546510 28,343 795,711 SH DEFINED 1,2,3,5 795,711 TANOX INC COM 87588Q10 5,818 492,180 SH DEFINED 1,2,6 492,180 TARGET CORP COM 87612E10 4,039,549 73,114,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,114,014 TARRAGON CORP COM 87628710 1,984 190,542 SH DEFINED 1,5 190,542 TASER INTL INC COM 87651B10 6,602 861,858 SH DEFINED 1,2,5,6 861,858 TATA MTRS LTD SPONSORED 87656850 7,936 427,130 SH DEFINED 2,4,5 427,130 TAUBMAN CTRS INC COM 87666410 46,187 1,039,769 SH DEFINED 1,2,3,5,6 1,039,769 TAYLOR CAP GROUP INC COM 87685110 4,366 147,746 SH DEFINED 1 147,746 TC PIPELINES LP UT COM LTD 87233Q10 698 22,804 SH DEFINED 1,2,5 22,804 TCF FINL CORP COM 87227510 71,696 2,727,115 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,727,115 TD AMERITRADE HLDG C COM 87236Y10 62,665 3,324,384 SH DEFINED 1,2,5,12 3,324,384 TD BANKNORTH INC COM 87235A10 49,015 1,697,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,697,208 TDK CORP AMERN DEP 87235140 924 11,526 SH DEFINED 1,2 11,526 TEAM INC COM 87815510 1,585 63,256 SH DEFINED 1 63,256 TECH DATA CORP COM 87823710 40,877 1,119,005 SH DEFINED 1,2,5,10,13 1,119,005 TECH OPS SEVCON INC COM 87829310 87 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 47,548 934,884 SH DEFINED 1,2,5,6,12,13 934,884 TECHNICAL OLYMPIC US COM 87848310 2,837 288,587 SH DEFINED 1,2 288,587 TECHNITROL INC COM 87855510 21,266 712,434 SH DEFINED 1,2,5 712,434 TECHNOLOGY INVT CAP COM 87871730 3,173 216,900 SH DEFINED 1 216,900 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 98,041 6,264,628 SH DEFINED 1,2,5,6,10,12,13 6,264,628 TECUMSEH PRODS CO CL A 87889520 4,274 280,992 SH DEFINED 1,2,5 280,992 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 6,246 147,214 SH DEFINED 1,2,6 147,214 TEKELEC COM 87910110 10,951 844,969 SH DEFINED 1,2,5,6 844,969 TEKTRONIX INC COM 87913110 59,433 2,054,362 SH DEFINED 1,2,5,6,10,12,13 2,054,362 TELE NORTE LESTE PAR SPON ADR P 87924610 238 17,369 SH DEFINED 1,2 17,369 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 25,295 638,771 SH DEFINED 1,2,5,6 638,771 TELEFLEX INC COM 87936910 50,065 899,808 SH DEFINED 1,2,5,13 899,808 TELEFONICA S A SPONSORED 87938220 16,397 316,485 SH DEFINED 1,2 316,485 TELEFONOS DE MEXICO SPON ADR O 87940378 20,667 807,934 SH DEFINED 1,2,7 807,934 TELEKOM AUSTRIA AG SPONSORED 87943Q10 372 7,380 SH DEFINED 1 7,380 TELENOR ASA SPONSORED 87944W10 202 5,200 SH DEFINED 1 5,200 TELEPHONE & DATA SYS COM 87943310 78,116 1,855,485 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,855,485 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 17,222 1,101,848 SH DEFINED 1,2,6 1,101,848 TELIK INC COM 87959M10 14,971 841,551 SH DEFINED 1,2,6 841,551 TELKONET INC COM 87960410 46 16,200 SH DEFINED 1 16,200 TELLABS INC COM 87966410 150,105 13,695,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,695,676 TELSTRA CORP LTD SPON ADR F 87969N20 192 13,976 SH DEFINED 1 13,976 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 260,579 6,498,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,498,221 TEMPUR PEDIC INTL IN COM 88023U10 13,322 775,876 SH DEFINED 1,2,6 775,876 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 100,480 12,344,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,344,030 TENNANT CO COM 88034510 7,381 303,242 SH DEFINED 1,2 303,242 TENNECO INC COM 88034910 16,648 711,768 SH DEFINED 1,2,5,6 711,768 TEPPCO PARTNERS L P UT LTD PAR 87238410 3,530 94,990 SH DEFINED 1,2,5 94,990 TERADYNE INC COM 88077010 70,323 5,343,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,343,720 TERCICA INC COM 88078L10 121 22,625 SH DEFINED 1 22,625 TEREX CORP NEW COM 88077910 177,139 3,917,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,917,274 TERNIUM SA SPON ADR 88089010 12,644 545,947 SH DEFINED 1,2,7 545,947 TERRA INDS INC COM 88091510 12,781 1,657,769 SH DEFINED 1,2,6 1,657,769 TERREMARK WORLDWIDE COM NEW 88144820 2,732 492,313 SH DEFINED 1,5 492,313 TESORO CORP COM 88160910 157,384 2,714,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,714,457 TESSERA TECHNOLOGIES COM 88164L10 23,209 667,297 SH DEFINED 1,2,6 667,297 TETRA TECH INC NEW COM 88162G10 20,194 1,159,269 SH DEFINED 1,2,5,6 1,159,269 TETRA TECHNOLOGIES I COM 88162F10 16,775 694,348 SH DEFINED 1,2,5,6 694,348 TEVA PHARMACEUTICAL ADR 88162420 31,570 926,079 SH DEFINED 1,2,5,7 926,079 TEXAS CAPITAL BANCSH COM 88224Q10 5,948 317,709 SH DEFINED 1,2,6 317,709 TEXAS INDS INC COM 88249110 24,018 461,354 SH DEFINED 1,2,5 461,354 TEXAS INSTRS INC COM 88250810 1,621,395 48,763,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,763,773 TEXAS REGL BANCSHARE CL A VTG 88267310 37,107 965,072 SH DEFINED 1,2,5,13 965,072 TEXAS ROADHOUSE INC CL A 88268110 10,073 820,315 SH DEFINED 1,2,6 820,315 TEXAS UTD BANCSHARES COM 88283810 4,285 129,884 SH DEFINED 1 129,884 TEXTRON INC COM 88320310 335,262 3,831,569 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,831,569 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 213,376 5,425,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,425,266 THERMOGENESIS CORP COM NEW 88362320 2,685 693,676 SH DEFINED 1,5 693,676 THESTREET COM COM 88368Q10 2,766 259,960 SH DEFINED 1,2 259,960 THIRD WAVE TECHNOLOG COM 88428W10 87 19,464 SH DEFINED 1 19,464 THOMAS & BETTS CORP COM 88431510 54,533 1,143,017 SH DEFINED 1,2,5,6,12,13 1,143,017 THOMAS PPTYS GROUP I COM 88445310 185 14,400 SH DEFINED 1 14,400 THOMAS WEISEL PARTNE COM 88448110 1,361 84,781 SH DEFINED 1,2 84,781 THOMSON SPONSORED 88511810 277 17,615 SH DEFINED 1 17,615 THOMSON CORP COM 88490310 1,312 32,563 SH DEFINED 7 32,563 THOR INDS INC COM 88516010 25,687 623,924 SH DEFINED 1,2,5,6,13 623,924 THORATEC CORP COM NEW 88517530 12,833 822,099 SH DEFINED 1,2,5,6 822,099 THORNBURG MTG INC COM 88521810 29,041 1,140,212 SH DEFINED 1,2,5 1,140,212 THQ INC COM NEW 87244340 27,997 959,773 SH DEFINED 1,2,5,6 959,773 THRESHOLD PHARMACEUT COM 88580710 55 21,400 SH DEFINED 1,2,6 21,400 TIBCO SOFTWARE INC COM 88632Q10 30,350 3,379,684 SH DEFINED 1,2,5,6 3,379,684 TIDEWATER INC COM 88642310 69,257 1,567,262 SH DEFINED 1,2,5,6,12,13 1,567,262 TIENS BIOTECH GROUP COM 88650T10 126 43,486 SH DEFINED 1 43,486
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TIERONE CORP COM 88650R10 13,787 406,324 SH DEFINED 1,2 406,324 TIFFANY & CO NEW COM 88654710 127,139 3,829,496 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,829,496 TIM HORTONS INC COM 88706M10 6,165 234,396 SH DEFINED 1,2 234,396 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 44,156 1,534,779 SH DEFINED 1,2,5,6,12,13 1,534,779 TIME WARNER INC COM 88731710 2,208,461 121,144,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 121,144,315 TIME WARNER TELECOM CL A 88731910 25,346 1,333,273 SH DEFINED 1,2,5,6 1,333,273 TIMKEN CO COM 88738910 41,078 1,379,388 SH DEFINED 1,2,5,8,12,13 1,379,388 TITAN INTL INC ILL COM 88830M10 4,443 245,731 SH DEFINED 1 245,731 TITAN PHARMACEUTICAL COM 88831410 64 29,117 SH DEFINED 1 29,117 TITANIUM METALS CORP COM NEW 88833920 20,773 821,735 SH DEFINED 1,2,5,6 821,735 TIVO INC COM 88870610 7,324 964,953 SH DEFINED 1,2,6 964,953 TJX COS INC NEW COM 87254010 355,958 12,699,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,699,184 TNS INC COM 87296010 4,974 330,267 SH DEFINED 1,2,6 330,267 TNT N V SPONSORED 87260W10 470 12,354 SH DEFINED 1 12,354 TODCO COM 88889T10 31,651 914,757 SH DEFINED 1,2,5,6 914,757 TOLL BROTHERS INC COM 88947810 77,615 2,764,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,764,059 TOLLGRADE COMMUNICAT COM 88954210 326 36,436 SH DEFINED 1 36,436 TOMPKINSTRUSTCO INC COM 89011010 5,918 130,199 SH DEFINED 1,2,5 130,199 TOOTSIE ROLL INDS IN COM 89051610 18,388 627,350 SH DEFINED 1,2,5,6,13 627,350 TOPPS INC COM 89078610 4,844 540,591 SH DEFINED 1,2 540,591 TORCHMARK CORP COM 89102710 173,238 2,745,009 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,745,009 TOREADOR RES CORP COM 89105010 3,575 194,080 SH DEFINED 1,2 194,080 TORO CO COM 89109210 50,066 1,187,245 SH DEFINED 1,2,5,6,10,12 1,187,245 TORONTO DOMINION BK COM NEW 89116050 2,356 39,836 SH DEFINED 1,2 39,836 TOTAL S A SPONSORED 89151E10 33,260 504,399 SH DEFINED 1,2 504,399 TOTAL SYS SVCS INC COM 89190610 16,211 710,075 SH DEFINED 1,2,5,12 710,075 TOWER GROUP INC COM 89177710 8,187 245,499 SH DEFINED 1,2 245,499 TOYOTA MOTOR CORP SP ADR REP 89233130 6,851 62,913 SH DEFINED 1,2 62,913 TRACTOR SUPPLY CO COM 89235610 24,444 506,504 SH DEFINED 1,2,5,6 506,504 TRADESTATION GROUP I COM 89267P10 6,594 437,537 SH DEFINED 1,2,5,6 437,537 TRAFFIX INC COM 89272110 96 18,400 SH DEFINED 1 18,400 TRAMMELL CROW CO COM 89288R10 20,920 573,007 SH DEFINED 1,2,6 573,007 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 36,726 1,070,119 SH DEFINED 1,2,6,13 1,070,119 TRANSALTA CORP COM 89346D10 375 17,781 SH DEFINED 1,7 17,781 TRANSATLANTIC HLDGS COM 89352110 18,502 306,273 SH DEFINED 1,2,5,12 306,273 TRANSCAT INC COM 89352910 109 19,200 SH DEFINED 1 19,200 TRANSDIGM GROUP INC COM 89364110 3,013 123,398 SH DEFINED 1,2 123,398 TRANSMERIDIAN EXPL I COM 89376N10 3,316 839,550 SH DEFINED 1,2,5 839,550 TRANSMETA CORP DEL COM 89376R10 2,841 2,470,763 SH DEFINED 1,2,5 2,470,763 TRANSOCEAN INC ORD G9007810 609,977 8,329,611 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,329,611 TRANSPORTADORA DE GA SPON ADR B 89387020 176 31,980 SH DEFINED 1,5 31,980 TRANSWITCH CORP COM 89406510 2,291 1,625,030 SH DEFINED 1,5 1,625,030 TRAVELZOO INC COM 89421Q10 6,602 229,075 SH DEFINED 1,2 229,075 TRC COS INC COM 87262510 1,813 212,845 SH DEFINED 1 212,845 TREDEGAR CORP COM 89465010 8,363 499,578 SH DEFINED 1,2 499,578 TREEHOUSE FOODS INC COM 89469A10 13,061 552,271 SH DEFINED 1,2,5 552,271 TREND MICRO INC SPONS ADR 89486M20 544 18,697 SH DEFINED 1 18,697 TREX INC COM 89531P10 4,242 175,590 SH DEFINED 1,2,6 175,590 TRI CONTL CORP COM 89543610 2,150 102,218 SH DEFINED 5,12 102,218 TRI VY CORP COM 89573510 131 18,100 SH DEFINED 1,5 18,100 TRIAD GTY INC COM 89592510 15,259 298,207 SH DEFINED 1,2 298,207 TRIAD HOSPITALS INC COM 89579K10 72,280 1,641,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,641,613 TRIARC COS INC CL B SER 1 89592730 12,657 837,092 SH DEFINED 1,2,6 837,092 TRIBUNE CO NEW COM 89604710 169,754 5,188,080 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,188,080 TRICO BANCSHARES COM 89609510 5,027 203,122 SH DEFINED 1,2 203,122 TRICO MARINE SERVICE COM NEW 89610620 14,043 416,081 SH DEFINED 1,2 416,081 TRIDENT MICROSYSTEMS COM 89591910 18,668 802,578 SH DEFINED 1,2,5,6 802,578 TRIMBLE NAVIGATION L COM 89623910 25,022 531,479 SH DEFINED 1,2,5,6,12 531,479 TRIMERIS INC COM 89626310 2,776 315,433 SH DEFINED 1,2,5 315,433 TRINITY INDS INC COM 89652210 37,780 1,174,388 SH DEFINED 1,2,5,12,13 1,174,388 TRIPATH IMAGING INC COM 89694210 3,980 440,709 SH DEFINED 1,2,5 440,709 TRIQUINT SEMICONDUCT COM 89674K10 15,846 3,047,341 SH DEFINED 1,2,5,6,13 3,047,341 TRIUMPH GROUP INC NE COM 89681810 11,216 264,829 SH DEFINED 1,2 264,829 TRIZEC PROPERTIES IN COM 89687P10 52,460 1,814,586 SH DEFINED 1,2,3 1,814,586 TRIZETTO GROUP INC COM 89688210 14,943 987,002 SH DEFINED 1,2,6 987,002 TRM CORP COM 87263610 28 12,700 SH DEFINED 1 12,700 TRONOX INC CL A 89705110 646 50,643 SH DEFINED 1,2 50,643 TRONOX INC COM CL B 89705120 8,275 648,021 SH DEFINED 1,2,5,12,14 648,021 TRUE RELIGION APPARE COM 89784N10 3,464 164,111 SH DEFINED 1,6 164,111 TRUMP ENTMT RESORTS COM 89816T10 7,567 446,153 SH DEFINED 1,2,6 446,153 TRUSTCO BK CORP N Y COM 89834910 12,239 1,129,065 SH DEFINED 1,2,5 1,129,065 TRUSTMARK CORP COM 89840210 26,536 844,292 SH DEFINED 1,2,5 844,292 TRUSTREET PPTYS INC COM 89840410 16,990 1,358,094 SH DEFINED 1,2,3,5 1,358,094 TRW AUTOMOTIVE HLDGS COM 87264S10 11,187 464,778 SH DEFINED 1,2,5 464,778 TTM TECHNOLOGIES IN COM 87305R10 12,000 1,025,605 SH DEFINED 1,2,6 1,025,605 TUESDAY MORNING CORP COM NEW 89903550 6,239 449,513 SH DEFINED 1,2,5 449,513 TUMBLEWEED COMMUNICA COM 89969010 134 47,619 SH DEFINED 1,5 47,619 TUPPERWARE BRANDS CO COM 89989610 23,793 1,222,685 SH DEFINED 1,2,5,13 1,222,685 TURBOCHEF TECHNOLOGI COM NEW 90000620 2,929 210,702 SH DEFINED 1,2,5,6 210,702 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 24,831 660,390 SH DEFINED 1,2,5,6 660,390 TWEETER HOME ENTMT G COM 90116710 125 27,419 SH DEFINED 1 27,419 TXU CORP COM 87316810 1,183,279 18,926,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,926,414 TYCO INTL LTD NEW COM 90212410 1,359,052 48,554,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,554,904 TYLER TECHNOLOGIES I COM 90225210 10,110 781,926 SH DEFINED 1,2,5,6 781,926 TYSON FOODS INC CL A 90249410 105,751 6,659,386 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,659,386 U S AIRWAYS GROUP IN COM 90341W10 34,216 771,851 SH DEFINED 1,2 771,851 U S B HLDG INC COM 90291010 3,997 181,176 SH DEFINED 1,2 181,176 U S CONCRETE INC COM 90333L10 3,099 476,049 SH DEFINED 1,2,5 476,049 U S G CORP COM NEW 90329340 33,668 715,724 SH DEFINED 1,2,5,7,10,12,14 715,724 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 3,179 137,272 SH DEFINED 1 137,272 U STORE IT TR COM 91274F10 24,691 1,150,537 SH DEFINED 1,2,3 1,150,537 UAL CORP COM NEW 90254980 21,546 810,918 SH DEFINED 1,2,5 810,918 UAP HLDG CORP COM 90344110 19,570 915,765 SH DEFINED 1,2 915,765 UBS AG SHS NEW H8923133 110,779 1,867,790 SH DEFINED 1,2 1,867,790 UCBH HOLDINGS INC COM 90262T30 29,806 1,707,124 SH DEFINED 1,2,5,6 1,707,124 UGI CORP NEW COM 90268110 41,941 1,715,384 SH DEFINED 1,2,5 1,715,384 UIL HLDG CORP COM 90274810 16,776 447,359 SH DEFINED 1,2,5 447,359 ULTICOM INC COM 90384410 2,638 253,443 SH DEFINED 1,2,5,6 253,443 ULTIMATE SOFTWARE GR COM 90385D10 7,502 318,808 SH DEFINED 1,2,6 318,808 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 5,166 387,817 SH DEFINED 1,2,6 387,817 UMB FINL CORP COM 90278810 26,624 728,031 SH DEFINED 1,2,5 728,031
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UMPQUA HLDGS CORP COM 90421410 25,513 892,069 SH DEFINED 1,2,5 892,069 UNDER ARMOUR INC CL A 90431110 12,179 304,318 SH DEFINED 1,2,6 304,318 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 208 86,708 SH DEFINED 1 86,708 UNIFIRST CORP MASS COM 90470810 6,415 205,355 SH DEFINED 1,2,5 205,355 UNILEVER N V N Y SHS NE 90478470 1,270 51,742 SH DEFINED 1,2 51,742 UNILEVER PLC SPON ADR N 90476770 349 14,078 SH DEFINED 1 14,078 UNION BANKSHARES COR COM 90539910 6,416 144,759 SH DEFINED 1,2 144,759 UNION DRILLING INC COM 90653P10 1,544 140,324 SH DEFINED 1 140,324 UNION PAC CORP COM 90781810 617,321 7,015,015 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,015,015 UNIONBANCAL CORP COM 90890610 60,463 992,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 992,826 UNISOURCE ENERGY COR COM 90920510 19,468 584,100 SH DEFINED 1,2,5 584,100 UNISYS CORP COM 90921410 52,728 9,315,963 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,315,963 UNIT CORP COM 90921810 26,235 570,702 SH DEFINED 1,2,5,6,12 570,702 UNITED AMER INDEMNIT CL A 90933T10 465 20,697 SH DEFINED 1,2 20,697 UNITED AUTO GROUP IN COM 90944010 13,231 565,430 SH DEFINED 1,2 565,430 UNITED BANKSHARES IN COM 90990710 25,193 676,856 SH DEFINED 1,2,5 676,856 UNITED CMNTY BKS BLA CAP STK 90984P10 15,213 506,267 SH DEFINED 1,2,6 506,267 UNITED CMNTY FINL CO COM 90983910 9,664 784,456 SH DEFINED 1,2,5 784,456 UNITED DOMINION REAL COM 91019710 109,928 3,640,001 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,640,001 UNITED FIRE & CAS CO COM 91033110 9,788 312,717 SH DEFINED 1,2 312,717 UNITED GUARDIAN INC COM 91057110 130 14,000 SH DEFINED 1 14,000 UNITED INDL CORP COM 91067110 8,654 161,753 SH DEFINED 1,2,6 161,753 UNITED MICROELECTRON SPONSORED 91087320 2,306 748,565 SH DEFINED 1 748,565 UNITED NAT FOODS INC COM 91116310 22,655 731,037 SH DEFINED 1,2,6 731,037 UNITED ONLINE INC COM 91126810 14,234 1,168,634 SH DEFINED 1,2,5 1,168,634 UNITED PANAM FINANCI COM 91130110 1,881 121,496 SH DEFINED 1,6 121,496 UNITED PARCEL SERVIC CL B 91131210 1,921,424 26,708,706 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,708,706 UNITED RENTALS INC COM 91136310 25,454 1,094,793 SH DEFINED 1,2,5,13 1,094,793 UNITED RETAIL GROUP COM 91138010 434 23,800 SH DEFINED 1,2 23,800 UNITED SECURITY BANC COM 91146010 1,055 46,814 SH DEFINED 1 46,814 UNITED STATES CELLUL COM 91168410 10,623 177,936 SH DEFINED 1,2,5 177,936 UNITED STATES STL CO COM 91290910 267,012 4,629,187 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,629,187 UNITED STATIONERS IN COM 91300410 39,798 855,695 SH DEFINED 1,2,5 855,695 UNITED SURGICAL PART COM 91301630 21,975 885,023 SH DEFINED 1,2,6 885,023 UNITED TECHNOLOGIES COM 91301710 6,612,507 104,380,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 104,380,539 UNITED THERAPEUTICS COM 91307C10 20,396 387,613 SH DEFINED 1,2,6 387,613 UNITED UTILS PLC SPONSORED 91311Q10 1,046 39,486 SH DEFINED 1 39,486 UNITEDHEALTH GROUP I COM 91324P10 1,961,391 39,865,673 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,865,673 UNITIL CORP COM 91325910 210 8,666 SH DEFINED 1,2 8,666 UNITRIN INC COM 91327510 46,440 1,051,384 SH DEFINED 1,2,5,12,13 1,051,384 UNIVERSAL AMERN FINL COM 91337710 9,557 594,723 SH DEFINED 1,2,6 594,723 UNIVERSAL COMPRESSIO COM 91343110 48,245 902,622 SH DEFINED 1,2 902,622 UNIVERSAL CORP VA COM 91345610 28,716 786,095 SH DEFINED 1,2,5,13 786,095 UNIVERSAL DISPLAY CO COM 91347P10 3,754 340,387 SH DEFINED 1,2,6 340,387 UNIVERSAL ELECTRS IN COM 91348310 4,081 214,769 SH DEFINED 1,2,5 214,769 UNIVERSAL FST PRODS COM 91354310 17,597 358,761 SH DEFINED 1,2 358,761 UNIVERSAL HEALTH RLT SH BEN INT 91359E10 6,976 194,595 SH DEFINED 1,2,3 194,595 UNIVERSAL HLTH SVCS CL B 91390310 57,050 951,936 SH DEFINED 1,2,5,7,10,12,13,14 951,936 UNIVERSAL TECHNICAL COM 91391510 7,914 442,390 SH DEFINED 1,2,6 442,390 UNIVERSAL TRUCKLOAD COM 91388P10 2,011 77,439 SH DEFINED 1 77,439 UNIVEST CORP PA COM 91527110 4,697 162,594 SH DEFINED 1 162,594 UNIVISION COMMUNICAT CL A 91490610 234,779 6,836,910 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,836,910 UNUMPROVIDENT CORP COM 91529Y10 225,608 11,635,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,635,288 UPM KYMMENE CORP SPONSORED 91543610 719 30,365 SH DEFINED 1 30,365 UQM TECHNOLOGIES INC COM 90321310 54 19,576 SH DEFINED 1 19,576 URBAN OUTFITTERS INC COM 91704710 36,428 2,055,767 SH DEFINED 1,2,5-,12,13 2,055,767 UROLOGIX INC COM 91727310 54 19,209 SH DEFINED 1 19,209 URS CORP NEW COM 90323610 17,682 454,657 SH DEFINED 1,2,5 454,657 URSTADT BIDDLE PPTYS COM 91728610 198 11,570 SH DEFINED 1 11,570 URSTADT BIDDLE PPTYS CL A 91728620 8,881 488,794 SH DEFINED 1,2,3 488,794 US BANCORP DEL COM NEW 90297330 1,803,998 54,304,567 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,304,567 US LEC CORP CL A 90331S10 94 13,600 SH DEFINED 1 13,600 USA MOBILITY INC COM 90341G10 11,891 520,640 SH DEFINED 1,2 520,640 USA TRUCK INC COM 90292510 1,571 82,462 SH DEFINED 1 82,462 USANA HEALTH SCIENCE COM 90328M10 14,594 327,302 SH DEFINED 1,2,6 327,302 USEC INC COM 90333E10 19,371 2,009,413 SH DEFINED 1,2,5 2,009,413 USI HLDGS CORP COM 90333H10 8,796 649,176 SH DEFINED 1,2 649,176 UST INC COM 90291110 203,667 3,714,521 SH DEFINED 1,2,5,6,8,10,12,13,14 3,714,521 UTAH MED PRODS INC COM 91748810 356 11,200 SH DEFINED 1,2 11,200 UTI WORLDWIDE INC ORD G8721010 3,248 116,108 SH DEFINED 1,2,5,6 116,108 UTSTARCOM INC COM 91807610 45,745 5,157,300 SH DEFINED 1,2,5,6,13 5,157,300 V F CORP COM 91820410 197,259 2,704,037 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,704,037 VA SOFTWARE CORP COM 91819B10 3,475 864,448 SH DEFINED 1,2,5 864,448 VAALCO ENERGY INC COM NEW 91851C20 7,735 1,077,349 SH DEFINED 1,2 1,077,349 VAIL RESORTS INC COM 91879Q10 27,556 688,553 SH DEFINED 1,2,6 688,553 VALASSIS COMMUNICATI COM 91886610 21,238 1,203,309 SH DEFINED 1,2,5,6,13 1,203,309 VALEANT PHARMACEUTIC COM 91911X10 40,561 2,050,614 SH DEFINED 1,2,5,6,13 2,050,614 VALENCE TECHNOLOGY I COM 91891410 182 95,544 SH DEFINED 1,5 95,544 VALERO ENERGY CORP N COM 91913Y10 1,146,361 22,272,417 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,272,417 VALERO GP HLDGS LLC UNIT LLC I 91914G10 381 19,615 SH DEFINED 1,2 19,615 VALERO L P COM UT LTD 91913W10 2,749 54,989 SH DEFINED 1,2,5 54,989 VALHI INC NEW COM 91890510 2,127 91,480 SH DEFINED 1,2 91,480 VALLEY NATIONAL GASE COM 91979210 687 27,500 SH DEFINED 1 27,500 VALLEY NATL BANCORP COM 91979410 28,917 1,130,908 SH DEFINED 1,2,5,12 1,130,908 VALMONT INDS INC COM 92025310 21,480 411,093 SH DEFINED 1,2 411,093 VALSPAR CORP COM 92035510 52,971 1,991,380 SH DEFINED 1,2,5,10,12,13 1,991,380 VALUE LINE INC COM 92043710 1,072 23,008 SH DEFINED 1 23,008 VALUECLICK INC COM 92046N10 25,308 1,365,042 SH DEFINED 1,2,5,6 1,365,042 VALUEVISION MEDIA IN CL A 92047K10 5,218 450,215 SH DEFINED 1,2,6 450,215 VARIAN INC COM 92220610 40,496 882,845 SH DEFINED 1,2,5,6,13 882,845 VARIAN MED SYS INC COM 92220P10 146,288 2,739,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,739,983 VARIAN SEMICONDUCTOR COM 92220710 32,009 872,169 SH DEFINED 1,2,5,6 872,169 VASCO DATA SEC INTL COM 92230Y10 3,559 343,499 SH DEFINED 1 343,499 VCA ANTECH INC COM 91819410 44,464 1,233,053 SH DEFINED 1,2,5,6,12,13 1,233,053 VECTOR GROUP LTD COM 92240M10 8,677 534,928 SH DEFINED 1,2,5 534,928 VECTREN CORP COM 92240G10 36,086 1,343,968 SH DEFINED 1,2,5,13 1,343,968 VEECO INSTRS INC DEL COM 92241710 10,182 505,312 SH DEFINED 1,2,5,6 505,312 VENTANA MED SYS INC COM 92276H10 18,815 460,825 SH DEFINED 1,2,6 460,825 VENTAS INC COM 92276F10 36,634 950,549 SH DEFINED 1,2,3,5 950,549 VEOLIA ENVIRONNEMENT SPONSORED 92334N10 412 6,830 SH DEFINED 1 6,830 VERASUN ENERGY CORP COM 92336G10 367 22,866 SH DEFINED 1,2 22,866 VERIFONE HLDGS INC COM 92342Y10 8,887 311,269 SH DEFINED 1,2,6 311,269 VERINT SYS INC COM 92343X10 5,929 197,318 SH DEFINED 1,2,6 197,318 VERISIGN INC COM 92343E10 149,834 7,417,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,417,530 VERITAS DGC INC COM 92343P10 50,024 760,007 SH DEFINED 1,2,5,6 760,007 VERIZON COMMUNICATIO COM 92343V10 3,287,825 88,549,006 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,549,006 VERSO TECHNOLOGIES I COM NEW 92531720 15 16,136 SH DEFINED 1 16,136 VERTEX PHARMACEUTICA COM 92532F10 70,898 2,106,912 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,106,912 VERTRUE INC COM 92534N10 16,577 421,581 SH DEFINED 1,2,6 421,581
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VESTIN RLTY MTG II I COM 92549X10 132 19,408 SH DEFINED 1 19,408 VIACELL INC COM 92554J10 143 34,150 SH DEFINED 1 34,150 VIACOM INC NEW CL A 92553P10 1,831 49,081 SH DEFINED 1,2,5,13 49,081 VIACOM INC NEW CL B 92553P20 642,112 17,270,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,270,356 VIAD CORP COM NEW 92552R40 14,829 418,793 SH DEFINED 1,2,5 418,793 VIASAT INC COM 92552V10 8,165 325,559 SH DEFINED 1,2,5,6 325,559 VIASYS HEALTHCARE IN COM NEW 92553Q20 15,716 576,963 SH DEFINED 1,2,5 576,963 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 6,680 578,815 SH DEFINED 1,2,6 578,815 VIEWPOINT CORP COM 92672P10 26 21,847 SH DEFINED 1 21,847 VIGNETTE CORP COM NEW 92673440 6,137 453,239 SH DEFINED 1,2,5 453,239 VILLAGE SUPER MKT IN CL A NEW 92710740 1,660 24,818 SH DEFINED 1,2 24,818 VINA CONCHA Y TORO S SPONSORED 92719110 496 16,576 SH DEFINED 1,2,5,7 16,576 VINEYARD NATL BANCOR COM 92742610 2,854 109,924 SH DEFINED 1 109,924 VION PHARMACEUTICALS COM 92762410 81 74,431 SH DEFINED 1,5 74,431 VIRAGE LOGIC CORP COM 92763R10 1,431 157,042 SH DEFINED 1 157,042 VIRCO MFG CO COM 92765110 72 14,761 SH DEFINED 1 14,761 VIRGINIA COMM BANCOR COM 92778Q10 4,811 216,691 SH DEFINED 1,2,6 216,691 VIRGINIA FINL GROUP COM 92781010 6,962 253,521 SH DEFINED 1,2 253,521 VIROPHARMA INC COM 92824110 19,535 1,605,204 SH DEFINED 1,2,5,6 1,605,204 VISHAY INTERTECHNOLO COM 92829810 37,992 2,706,005 SH DEFINED 1,2,5,10,13 2,706,005 VISICU INC COM 92831L20 483 53,850 SH DEFINED 1,2 53,850 VISTA GOLD CORP COM NEW 92792620 178 17,600 SH DEFINED 1 17,600 VISTACARE INC CL A 92839Y10 1,883 181,011 SH DEFINED 1,5,6 181,011 VISTAPRINT LIMITED SHS G9376220 793 30,564 SH DEFINED 1,2,6 30,564 VISTEON CORP COM 92839U10 17,881 2,193,963 SH DEFINED 1,2,5,6 2,193,963 VITAL IMAGES INC COM 92846N10 6,425 203,459 SH DEFINED 1,5 203,459 VITAL SIGNS INC COM 92846910 14,803 261,489 SH DEFINED 1,2,6 261,489 VITRIA TECHNOLOGY COM NEW 92849Q40 42 15,548 SH DEFINED 1 15,548 VIVO PARTICIPACOES S SPON ADR P 92855S10 45,046 14,437,937 SH DEFINED 1,2,4,5 14,437,937 VIVUS INC COM 92855110 149 40,400 SH DEFINED 1,5 40,400 VODAFONE GROUP PLC N SPONS ADR 92857W20 9,644 421,872 SH DEFINED 1,2 421,872 VOLCOM INC COM 92864N10 4,087 181,342 SH DEFINED 1,2,6 181,342 VOLT INFORMATION SCI COM 92870310 11,679 328,524 SH DEFINED 1,2,5 328,524 VOLTERRA SEMICONDUCT COM 92870810 3,853 237,104 SH DEFINED 1 237,104 VOLVO AKTIEBOLAGET ADR B 92885640 1,274 21,343 SH DEFINED 1 21,343 VONAGE HLDGS CORP COM 92886T20 2,724 395,914 SH DEFINED 1,2 395,914 VORNADO RLTY TR SH BEN INT 92904210 501,795 4,603,625 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,603,625 VOTORANTIM CELULOSE SPONSORED 92906P10 11,418 674,026 SH DEFINED 1,2,7 674,026 VULCAN MATLS CO COM 92916010 214,709 2,743,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,743,890 W & T OFFSHORE INC COM 92922P10 6,216 212,792 SH DEFINED 1,2,6 212,792 W HLDG CO INC COM 92925110 10,638 1,799,942 SH DEFINED 1,2,5 1,799,942 W P CAREY & CO LLC COM 92930Y10 980 35,611 SH DEFINED 1,2,5 35,611 WABASH NATL CORP COM 92956610 7,882 575,765 SH DEFINED 1,2 575,765 WABTEC CORP COM 92974010 23,461 864,767 SH DEFINED 1,2,6 864,767 WACHOVIA CORP 2ND NE COM 92990310 2,757,511 49,417,757 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,417,757 WADDELL & REED FINL CL A 93005910 45,929 1,855,716 SH DEFINED 1,2,5,13 1,855,716 WAL MART STORES INC COM 93114210 3,566,494 72,313,348 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,313,348 WALGREEN CO COM 93142210 1,222,343 27,536,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,536,440 WALTER INDS INC COM 93317Q10 18,663 437,274 SH DEFINED 1,2,6 437,274 WARNACO GROUP INC COM NEW 93439040 13,313 688,372 SH DEFINED 1,2,6 688,372 WARNER MUSIC GROUP C COM 93455010 20,486 789,429 SH DEFINED 1,2,6 789,429 WARREN RES INC COM 93564A10 9,193 754,763 SH DEFINED 1,2,6 754,763 WARRIOR ENERGY SVC C COM 93625810 3,207 124,542 SH DEFINED 1 124,542 WASHINGTON FED INC COM 93882410 31,794 1,416,827 SH DEFINED 1,2,5,13 1,416,827 WASHINGTON GROUP INT COM NEW 93886220 27,025 459,134 SH DEFINED 1,2 459,134 WASHINGTON MUT INC COM 93932210 1,218,165 28,023,128 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,023,128 WASHINGTON POST CO CL B 93964010 86,965 117,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 117,999 WASHINGTON REAL ESTA SH BEN INT 93965310 42,008 1,055,478 SH DEFINED 1,2,3,5 1,055,478 WASHINGTON TR BANCOR COM 94061010 4,926 185,819 SH DEFINED 1,2 185,819 WASTE CONNECTIONS IN COM 94105310 33,207 875,932 SH DEFINED 1,2,5,6 875,932 WASTE INDUSTRIES USA COM 94105710 2,207 81,632 SH DEFINED 1 81,632 WASTE MGMT INC DEL COM 94106L10 735,595 20,054,391 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,054,391 WASTE SERVICES INC D COM NEW 94107520 3,359 367,557 SH DEFINED 1 367,557 WATCHGUARD TECHNOLOG COM 94110510 190 44,645 SH DEFINED 1,5 44,645 WATERS CORP COM 94184810 190,205 4,200,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,200,640 WATSCO INC COM 94262220 18,431 400,580 SH DEFINED 1,2 400,580 WATSON PHARMACEUTICA COM 94268310 83,622 3,195,339 SH DEFINED 1,2,5,6,10,12,13 3,195,339 WATSON WYATT WORLDWI CL A 94271210 27,230 665,444 SH DEFINED 1,2,5 665,444 WATTS WATER TECHNOLO CL A 94274910 12,153 382,648 SH DEFINED 1,2 382,648 WAUSAU PAPER CORP COM 94331510 9,523 705,419 SH DEFINED 1,2 705,419 WAUWATOSA HLDGS INC COM 94348P10 1,906 108,003 SH DEFINED 1,2 108,003 WAVE SYSTEMS CORP COM NEW 94352630 26 15,939 SH DEFINED 1 15,939 WCI CMNTYS INC COM 92923C10 24,989 1,432,839 SH DEFINED 1,2 1,432,839 WD-40 CO COM 92923610 10,115 283,565 SH DEFINED 1,2 283,565 WEATHERFORD INTERNAT COM G9508910 365,008 8,748,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,748,992 WEB COM INC COM NEW 94732Q10 72 17,272 SH DEFINED 1 17,272 WEBEX COMMUNICATIONS COM 94767L10 26,030 667,083 SH DEFINED 1,2,5,6 667,083 WEBMD HEALTH CORP CL A 94770V10 2,325 67,716 SH DEFINED 1,2 67,716 WEBMETHODS INC COM 94768C10 6,335 828,040 SH DEFINED 1,2,6 828,040 WEBSENSE INC COM 94768410 29,307 1,356,168 SH DEFINED 1,2,5,6 1,356,168 WEBSIDESTORY INC COM 94768510 2,470 187,003 SH DEFINED 1 187,003 WEBSTER FINL CORP CO COM 94789010 37,061 786,696 SH DEFINED 1,2,5,13 786,696 WEIGHT WATCHERS INTL COM 94862610 56,023 1,263,477 SH DEFINED 1,2,5,10,12 1,263,477 WEINGARTEN RLTY INVS SH BEN INT 94874110 87,380 2,031,152 SH DEFINED 1,2,3,5,13 2,031,152 WEIS MKTS INC COM 94884910 11,765 295,608 SH DEFINED 1,2,5 295,608 WELLCARE HEALTH PLAN COM 94946T10 101,681 1,795,536 SH DEFINED 1,2,6,10 1,795,536 WELLMAN INC COM 94970210 231 57,953 SH DEFINED 1,2 57,953 WELLPOINT INC COM 94973V10 1,497,419 19,434,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,434,379 WELLS FARGO & CO NEW COM 94974610 3,343,196 92,404,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 92,404,522 WELLSFORD REAL PPTYS COM NEW 95024020 355 48,186 SH DEFINED 1,2,5 48,186 WENDYS INTL INC COM 95059010 202,215 3,018,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,018,138 WERNER ENTERPRISES I COM 95075510 23,394 1,250,359 SH DEFINED 1,2,5,13 1,250,359 WESBANCO INC COM 95081010 13,393 458,342 SH DEFINED 1,2 458,342 WESCO FINL CORP COM 95081710 7,800 17,849 SH DEFINED 1,2,5,12 17,849 WESCO INTL INC COM 95082P10 69,804 1,202,900 SH DEFINED 1,2,5,6,12 1,202,900 WEST BANCORPORATION CAP STK 95123P10 4,475 261,557 SH DEFINED 1,2 261,557 WEST COAST BANCORP O COM 95214510 10,470 342,820 SH DEFINED 1,2 342,820 WEST CORP COM 95235510 27,088 560,824 SH DEFINED 1,2,5,6 560,824 WEST MARINE INC COM 95423510 3,036 216,881 SH DEFINED 1,2,6 216,881 WEST PHARMACEUTICAL COM 95530610 17,924 456,419 SH DEFINED 1,2 456,419 WESTAMERICA BANCORPO COM 95709010 33,335 659,968 SH DEFINED 1,2,5,13 659,968 WESTAR ENERGY INC COM 95709T10 49,063 2,086,895 SH DEFINED 1,2,5,13 2,086,895 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 6,045 183,745 SH DEFINED 1,2,6 183,745 WESTERN DIGITAL CORP COM 95810210 84,712 4,680,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,680,225 WESTERN REFNG INC COM 95931910 9,646 415,059 SH DEFINED 1,2 415,059 WESTFIELD FINANCIAL COM 96008D10 1,856 58,432 SH DEFINED 1 58,432
STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WESTLAKE CHEM CORP COM 96041310 7,200 224,945 SH DEFINED 1,2 224,945 WESTMORELAND COAL CO COM 96087810 1,987 100,995 SH DEFINED 1,2 100,995 WESTPAC BKG CORP SPONSORED 96121430 2,367 27,999 SH DEFINED 1,2 27,999 WESTWOOD ONE INC COM 96181510 12,464 1,760,477 SH DEFINED 1,2,5,8,13 1,760,477 WET SEAL INC CL A 96184010 5,328 867,735 SH DEFINED 1 867,735 WEYCO GROUP INC COM 96214910 2,071 92,580 SH DEFINED 1 92,580 WEYERHAEUSER CO COM 96216610 418,281 6,798,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,798,003 WGL HLDGS INC COM 92924F10 61,322 1,956,677 SH DEFINED 1,2,5,6,13 1,956,677 W-H ENERGY SVCS INC COM 92925E10 22,139 533,853 SH DEFINED 1,2,5,6 533,853 WHEELING PITTSBURGH COM NEW 96314230 2,976 173,933 SH DEFINED 1 173,933 WHIRLPOOL CORP COM 96332010 175,099 2,081,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,081,786 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 23,767 592,691 SH DEFINED 1,2 592,691 WHITNEY HLDG CORP COM 96661210 26,674 745,705 SH DEFINED 1,2,5 745,705 WHOLE FOODS MKT INC COM 96683710 230,630 3,880,704 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,880,704 WILD OATS MARKETS IN COM 96808B10 6,748 417,584 SH DEFINED 1,2,6 417,584 WILEY JOHN & SONS IN CL A 96822320 50,711 1,408,261 SH DEFINED 1,2,5,6,10 1,408,261 WILLIAMS CLAYTON ENE COM 96949010 6,109 201,621 SH DEFINED 1,2 201,621 WILLIAMS COS INC DEL COM 96945710 432,832 18,132,881 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,132,881 WILLIAMS PARTNERS L COM UNIT L 96950F10 378 10,484 SH DEFINED 1,2 10,484 WILLIAMS SCOTSMAN IN COM 96950G10 8,290 388,095 SH DEFINED 1,2,6 388,095 WILLIAMS SONOMA INC COM 96990410 62,314 1,923,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,923,857 WILLIS GROUP HOLDING SHS G9665510 5,559 146,282 SH DEFINED 1,2,5,12 146,282 WILLOW GROVE BANCORP COM 97111W10 3,746 239,182 SH DEFINED 1,2 239,182 WILMINGTON TRUST COR COM 97180710 44,594 1,000,980 SH DEFINED 1,2,5,13 1,000,980 WILSHIRE BANCORP INC COM 97186T10 8,228 432,159 SH DEFINED 1,6 432,159 WILSHIRE ENTERPRISES COM 97188910 85 17,686 SH DEFINED 1 17,686 WILSONS THE LEATHER COM 97246310 112 42,094 SH DEFINED 1,2 42,094 WIMM BILL DANN FOODS SPONSORED 97263M10 4,395 98,728 SH DEFINED 1,2,5,7 98,728 WIND RIVER SYSTEMS I COM 97314910 15,811 1,476,317 SH DEFINED 1,2,5,6,13 1,476,317 WINDROSE MED PPTYS T COM 97349110 4,654 263,245 SH DEFINED 1,3 263,245 WINDSTREAM CORP COM 97381W10 135,904 10,303,527 SH DEFINED 1,2,5,6,7,10,13 10,303,527 WINNEBAGO INDS INC COM 97463710 26,206 835,110 SH DEFINED 1,2,6 835,110 WINSTON HOTELS INC COM 97563A10 9,273 752,660 SH DEFINED 1,2,3,5 752,660 WINTHROP RLTY TR SH BEN INT 97639110 1,666 258,278 SH DEFINED 1 258,278 WINTRUST FINANCIAL C COM 97650W10 20,635 411,471 SH DEFINED 1,2,6 411,471 WIPRO LTD SPON ADR 1 97651M10 533 40,221 SH DEFINED 2,5 40,221 WIRELESS FACILITIES COM 97653A10 1,847 863,266 SH DEFINED 1,2 863,266 WIRELESS TELECOM GRO COM 97652410 42 18,700 SH DEFINED 1 18,700 WISCONSIN ENERGY COR COM 97665710 93,389 2,164,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,164,799 WITNESS SYS INC COM 97742410 8,086 461,273 SH DEFINED 1,2,6 461,273 WJ COMMUNICATIONS IN COM 92928410 51 23,536 SH DEFINED 1 23,536 WMS INDS INC COM 92929710 10,963 375,300 SH DEFINED 1,2,6 375,300 WOLSELEY PLC SPONSORED 97786P10 305 14,324 SH DEFINED 1 14,324 WOLVERINE TUBE INC COM 97809310 102 33,549 SH DEFINED 1,5 33,549 WOLVERINE WORLD WIDE COM 97809710 29,223 1,032,241 SH DEFINED 1,2,5 1,032,241 WOODWARD GOVERNOR CO COM 98074510 21,753 648,555 SH DEFINED 1,2,5 648,555 WORLD ACCEP CORP DEL COM 98141910 18,770 426,774 SH DEFINED 1,2,6 426,774 WORLD FUEL SVCS CORP COM 98147510 20,368 503,534 SH DEFINED 1,2,6 503,534 WORLD WRESTLING ENTM CL A 98156Q10 5,259 320,061 SH DEFINED 1,2 320,061 WORLDGATE COMMUNICAT COM 98156L30 33 22,500 SH DEFINED 1,5 22,500 WORTHINGTON INDS INC COM 98181110 29,931 1,754,436 SH DEFINED 1,2,5,6,13 1,754,436 WPP GROUP PLC SPON ADR 0 92930940 762 12,338 SH DEFINED 1 12,338 WPS RESOURCES CORP COM 92931B10 35,779 720,909 SH DEFINED 1,2,5,13 720,909 WRIGHT EXPRESS CORP COM 98233Q10 24,412 1,014,613 SH DEFINED 1,2,6 1,014,613 WRIGHT MED GROUP INC COM 98235T10 12,117 499,655 SH DEFINED 1,2,6 499,655 WRIGLEY WM JR CO COM 98252610 270,852 5,880,413 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,880,413 WSFS FINL CORP COM 92932810 9,671 155,500 SH DEFINED 1,2,5 155,500 WYETH COM 98302410 1,845,432 36,298,816 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,298,816 WYNDHAM WORLDWIDE CO COM 98310W10 151,543 5,418,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,418,061 WYNN RESORTS LTD COM 98313410 44,274 650,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 650,994 XANSER CORP COM 98389J10 165 28,000 SH DEFINED 1 28,000 XCEL ENERGY INC COM 98389B10 277,782 13,451,918 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,451,918 XENOPORT INC COM 98411C10 6,585 323,282 SH DEFINED 1,2 323,282 XERIUM TECHNOLOGIES COM 98416J10 2,009 181,290 SH DEFINED 1,2 181,290 XEROX CORP COM 98412110 1,042,832 67,020,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 67,020,040 XILINX INC COM 98391910 202,331 9,217,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,217,820 XL CAP LTD CL A G9825510 291,739 4,246,563 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,246,563 XM SATELLITE RADIO H CL A 98375910 44,655 3,461,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,461,636 XOMA LTD ORD G9825R10 185 98,041 SH DEFINED 1,5 98,041 X-RITE INC COM 98385710 3,937 366,598 SH DEFINED 1 366,598 XTO ENERGY INC COM 98385X10 473,009 11,227,359 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,227,359 YAHOO INC COM 98433210 832,752 32,941,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,941,148 YANKEE CANDLE INC COM 98475710 20,903 714,138 SH DEFINED 1,2,5,6 714,138 YARDVILLE NATL BANCO COM 98502110 5,063 141,973 SH DEFINED 1,2 141,973 YOUBET COM INC COM 98741310 75 20,173 SH DEFINED 1 20,173 YOUNG BROADCASTING I CL A 98743410 45 19,415 SH DEFINED 1 19,415 YOUNG INNOVATIONS IN COM 98752010 3,016 83,875 SH DEFINED 1,6 83,875 YRC WORLDWIDE INC COM 98424910 35,987 971,563 SH DEFINED 1,2,5,13 971,563 YUM BRANDS INC COM 98849810 544,679 10,464,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,464,533 ZALE CORP NEW COM 98885810 28,800 1,038,210 SH DEFINED 1,2,5 1,038,210 ZAPATA CORP COM PAR $ 98907060 133 19,760 SH DEFINED 1 19,760 ZEBRA TECHNOLOGIES C CL A 98920710 51,088 1,429,436 SH DEFINED 1,2,5,12,13 1,429,436 ZENITH NATL INS CORP COM 98939010 24,056 603,062 SH DEFINED 1,2,6 603,062 ZHONE TECHNOLOGIES I COM 98950P10 1,496 1,398,428 SH DEFINED 1 1,398,428 ZILA INC COM PAR $0 98951320 128 51,800 SH DEFINED 1,5 51,800 ZIMMER HLDGS INC COM 98956P10 445,474 6,599,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,599,616 ZIONS BANCORPORATION COM 98970110 231,962 2,906,425 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,906,425 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 9,344 260,342 SH DEFINED 1,2,6 260,342 ZOLTEK COS INC COM 98975W10 5,210 203,926 SH DEFINED 1 203,926 ZOMAX INC MINN COM 98992910 35 17,011 SH DEFINED 1 17,011 ZORAN CORP COM 98975F10 17,528 1,090,039 SH DEFINED 1,2,5 1,090,039 ZUMIEZ INC COM 98981710 4,873 180,465 SH DEFINED 1,2,6 180,465 ZYGO CORP COM 98985510 3,992 313,060 SH DEFINED 1,2 313,060 ZYMOGENETICS INC COM 98985T10 8,931 529,379 SH DEFINED 1,2,6 529,379 TOTAL MARKET VALUE 488,317,373
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