UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: MARCH 31, 2007
Check here if amendment |_| Amendment Number |_|
This Amendment (Check only one.): |_| is a restatement.
|_| adds new holdings entries.
Institutional Investment Manager filing this report:
Name: STATE STREET CORPORATION
Address: ONE LINCOLN STREET
BOSTON, MASSACHUSETTS 02111
Form 13F File Number: 28-00399
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: JAMES J. MALERBA
Title SENIOR VICE PRESIDENT AND CORPORATE CONTROLLER
Telephone: 617-664-8697
Signature, Place, and Date of Signing:
/s/ JAMES J. MALERBA Boston, Massachusetts May 10, 2007
---------------------------- --------------------- ------------
[Signature] [City, State] [Date]
Report Type (Check only one):
|_| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
|_| 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
|X| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
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: 3,989
Form 13F Information Table Value Total: 521,334,081 (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 MARCH 31, 2007
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 4,147 533,037 SH DEFINED 1,2,6 533,037
1-800 CONTACTS INC COM 68197710 239 14,235 SH DEFINED 1 14,235
1ST SOURCE CORP COM 33690110 11,676 446,168 SH DEFINED 1,2 446,168
21ST CENTY HLDG CO COM 90136Q10 181 10,100 SH DEFINED 1,2 10,100
21ST CENTY INS
GROUP COM 90130N10 16,787 791,833 SH DEFINED 1,2,5 791,833
24/7 REAL MEDIA
INC COM NEW 90131420 5,875 731,660 SH DEFINED 1,5 731,660
3COM CORP COM 88553510 36,096 9,231,638 SH DEFINED 1,2,5,6 9,231,638
3-D SYS CORP DEL COM NEW 88554D20 5,582 254,771 SH DEFINED 1 254,771
3M CO COM 88579Y10 4,153,154 54,339,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,339,323
4 KIDS ENTMT INC COM 35086510 341 17,999 SH DEFINED 1 17,999
8X8 INC NEW COM 28291410 37 25,500 SH DEFINED 1 25,500
99 CENTS ONLY
STORES COM 65440K10 19,420 1,318,422 SH DEFINED 1,2,5,6 1,318,422
A C MOORE ARTS &
CRA COM 00086T10 5,422 254,098 SH DEFINED 1,2,5,6 254,098
A D C
TELECOMMUNICAT COM NEW 00088630 49,370 2,949,203 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,949,203
A S V INC COM 00196310 9,167 600,737 SH DEFINED 1,2,6 600,737
AAON INC COM PAR $0 00036020 3,990 152,689 SH DEFINED 1 152,689
AAR CORP COM 00036110 17,379 630,579 SH DEFINED 1,2,5,6 630,579
AARON RENTS INC COM 00253520 18,648 705,287 SH DEFINED 1,2,6 705,287
AASTROM
BIOSCIENCES COM 00253U10 277 200,800 SH DEFINED 1,5 200,800
ABAXIS INC COM 00256710 7,942 325,893 SH DEFINED 1,2 325,893
ABB LTD SPONSORED 00037520 27,988 1,629,086 SH DEFINED 1,2 1,629,086
ABBOTT LABS COM 00282410 2,399,372 42,999,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,999,501
ABERCROMBIE &
FITCH CL A 00289620 177,896 2,350,638 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,350,638
ABINGTON CMNTY
BANCO COM 00350R10 1,548 77,968 SH DEFINED 1 77,968
ABIOMED INC COM 00365410 4,513 330,410 SH DEFINED 1 330,410
ABITIBI-
CONSOLIDATED COM 00392410 39 13,683 SH DEFINED 13 13,683
ABM INDS INC COM 00095710 36,837 1,395,886 SH DEFINED 1,2,5 1,395,886
ABN AMRO HLDG NV SPONSORED 00093710 4,067 94,532 SH DEFINED 1 94,532
ABRAXAS PETE CORP COM 00383010 286 88,029 SH DEFINED 1,2,5 88,029
ABRAXIS
BIOSCIENCE I COM 00383E10 15,692 587,478 SH DEFINED 1,2,5,12 587,478
ABX AIR INC COM 00080S10 6,251 912,538 SH DEFINED 1,2 912,538
ACA CAPITAL
HOLDINGS COM 00083310 902 64,314 SH DEFINED 1,2 64,314
ACACIA RESH CORP ACACIA TCH 00388130 7,763 490,731 SH DEFINED 1,2,5 490,731
ACADIA
PHARMACEUTICA COM 00422510 5,215 347,236 SH DEFINED 1,5 347,236
ACADIA RLTY TR COM SH BEN 00423910 26,811 1,028,441 SH DEFINED 1,2,3,5 1,028,441
ACCELRYS INC COM 00430U10 413 64,764 SH DEFINED 1,2,5 64,764
ACCENTURE LTD
BERMUD CL A G1150G11 170,871 4,433,593 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,433,593
ACCESS INTEGRATED
TE CL A 00432910 1,409 259,480 SH DEFINED 1 259,480
ACCO BRANDS CORP COM 00081T10 20,389 846,362 SH DEFINED 1,2,5,6 846,362
ACCREDITED HOME
LEND COM 00437P10 3,608 389,254 SH DEFINED 1,2,5 389,254
ACCURAY INC COM 00439710 446 20,065 SH DEFINED 1,2 20,065
ACCURIDE CORP COM 00439810 4,753 325,578 SH DEFINED 1,2,6 325,578
ACE LTD ORD G0070K10 507,770 8,898,881 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,898,881
ACETO CORP COM 00444610 199 25,237 SH DEFINED 1 25,237
ACME
COMMUNICATION I COM 00463110 262 45,878 SH DEFINED 1,2 45,878
ACME PACKET INC COM 00476410 2,525 170,849 SH DEFINED 1,2 170,849
ACORDA
THERAPEUTICS COM 00484M10 761 39,200 SH DEFINED 1,2 39,200
ACTEL CORP COM 00493410 10,284 622,524 SH DEFINED 1,2 622,524
ACTIVE POWER INC COM 00504W10 160 82,564 SH DEFINED 1,5 82,564
ACTIVIDENTITY CORP COM 00506P10 266 52,628 SH DEFINED 1 52,628
ACTIVISION INC NEW COM NEW 00493020 99,902 5,274,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,274,643
ACTUANT CORP CL A NEW 00508X20 23,582 464,120 SH DEFINED 1,2,6 464,120
ACTUATE CORP COM 00508B10 4,106 786,516 SH DEFINED 1,5 786,516
ACUITY BRANDS INC COM 00508Y10 51,148 939,536 SH DEFINED 1,2,5,12 939,536
ACXIOM CORP COM 00512510 50,330 2,352,966 SH DEFINED 1,2,5,6,10,12 2,352,966
ADAMS RESPIRATORY
TH COM 00635P10 16,583 493,090 SH DEFINED 1,2,6 493,090
ADAPTEC INC COM 00651F10 8,214 2,122,552 SH DEFINED 1,2,5,6 2,122,552
ADECCO SA SPONSORED 00675410 348 21,821 SH DEFINED 1 21,821
ADESA INC COM 00686U10 39,649 1,435,001 SH DEFINED 1,2,5,12 1,435,001
ADEZA BIOMEDICAL
COR COM 00686410 492 20,600 SH DEFINED 1 20,600
ADMINISTAFF INC COM 00709410 17,541 498,329 SH DEFINED 1,2,5,6 498,329
ADOBE SYS INC COM 00724F10 641,047 15,372,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,372,818
ADOLOR CORP COM 00724X10 6,285 718,246 SH DEFINED 1,2,5,6 718,246
ADTRAN INC COM 00738A10 42,327 1,738,289 SH DEFINED 1,2,5,6,12 1,738,289
ADVANCE AMER CASH
AD COM 00739W10 19,622 1,274,963 SH DEFINED 1,2,6 1,274,963
ADVANCE AUTO
PARTS I COM 00751Y10 78,565 2,037,995 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,037,995
ADVANCED ANALOGIC
TE COM 00752J10 3,833 582,504 SH DEFINED 1,2,6 582,504
ADVANCED ENERGY
INDS COM 00797310 21,901 1,040,932 SH DEFINED 1,2,6 1,040,932
ADVANCED
MAGNETICS I COM 00753P10 9,958 165,224 SH DEFINED 1,2,5 165,224
ADVANCED MEDICAL
OPT COM 00763M10 33,186 892,098 SH DEFINED 1,2,5,6,12 892,098
ADVANCED MICRO
DEVIC COM 00790310 195,792 14,991,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,991,756
ADVANCED
SEMICONDUCT SPONSORED 00756M40 12,013 2,015,654 SH DEFINED 1,4 2,015,654
ADVANTA CORP CL B 00794220 22,757 519,082 SH DEFINED 1,2 519,082
ADVENT SOFTWARE
INC COM 00797410 20,776 595,810 SH DEFINED 1,2,5,6 595,810
ADVENTRX
PHARMACEUTI COM 00764X10 2,020 807,942 SH DEFINED 1,5 807,942
ADVISORY BRD CO COM 00762W10 16,350 322,994 SH DEFINED 1,2,6 322,994
AEGON N V ORD AMER R 00792410 1,347 67,532 SH DEFINED 1,2 67,532
AEP INDS INC COM 00103110 6,528 151,815 SH DEFINED 1,2 151,815
AEROFLEX INC COM 00776810 17,886 1,360,170 SH DEFINED 1,2,5,6 1,360,170
AEROPOSTALE COM 00786510 131,841 3,277,193 SH DEFINED 1,2,5,6,12 3,277,193
AES CORP COM 00130H10 464,867 21,601,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,601,643
AETNA INC NEW COM 00817Y10 1,229,584 28,079,109 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,079,109
AFC ENTERPRISES
INC COM 00104Q10 11,252 561,214 SH DEFINED 1,2,6 561,214
AFFILIATED
COMPUTER CL A 00819010 150,319 2,552,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,552,969
AFFILIATED
MANAGERS COM 00825210 71,298 658,030 SH DEFINED 1,2,5,6,10 658,030
AFFIRMATIVE INS
HLDG COM 00827210 2,548 147,284 SH DEFINED 1,2 147,284
AFFORDABLE
RESIDENTI COM 00827310 9,678 797,880 SH DEFINED 1,2,5,6 797,880
AFFYMETRIX INC COM 00826T10 46,982 1,562,419 SH DEFINED 1,2,5,6,12 1,562,419
AFLAC INC COM 00105510 586,666 12,466,340 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,466,340
AFTERMARKET
TECHNOLO COM 00831810 14,896 613,501 SH DEFINED 1,2,5 613,501
AGCO CORP COM 00108410 165,259 4,470,096 SH DEFINED 1,2,5,10 4,470,096
AGERE SYS INC COM 00845V30 40,712 1,799,803 SH DEFINED 1,2,5,6,12 1,799,803
AGILE SOFTWARE
CORP COM 00846X10 6,871 988,588 SH DEFINED 1,2,6 988,588
AGILENT
TECHNOLOGIES COM 00846U10 398,945 11,841,649 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,841,649
AGILYSYS INC COM 00847J10 23,325 1,038,034 SH DEFINED 1,2 1,038,034
AGL RES INC COM 00120410 56,329 1,318,556 SH DEFINED 1,2,5,6 1,318,556
AGREE REALTY CORP COM 00849210 5,440 159,339 SH DEFINED 1,2,3 159,339
AIR METHODS CORP COM PAR $. 00912830 4,274 177,916 SH DEFINED 1 177,916
AIR PRODS & CHEMS
IN COM 00915810 480,629 6,498,494 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,498,494
AIRCASTLE LTD COM G0129K10 913 25,817 SH DEFINED 1,2 25,817
AIRGAS INC COM 00936310 47,477 1,126,388 SH DEFINED 1,2,5,6,12 1,126,388
AIRSPAN NETWORKS
INC COM 00950H10 85 22,468 SH DEFINED 1 22,468
AIRTRAN HLDGS INC COM 00949P10 25,674 2,499,900 SH DEFINED 1,2,6 2,499,900
AK STL HLDG CORP COM 00154710 55,470 2,371,538 SH DEFINED 1,2,5,6 2,371,538
AKAMAI
TECHNOLOGIES COM 00971T10 107,196 2,147,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,147,356
AKORN INC COM 00972810 4,738 701,878 SH DEFINED 1 701,878
AKZO NOBEL NV SPONSORED 01019930 549 7,226 SH DEFINED 1 7,226
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
ALABAMA NATL
BANCORP COM 01031710 20,123 284,179 SH DEFINED 1,2 284,179
ALAMO GROUP INC COM 01131110 240 10,344 SH DEFINED 1 10,344
ALASKA AIR GROUP
INC COM 01165910 43,378 1,138,529 SH DEFINED 1,2,6,7 1,138,529
ALASKA
COMMUNICATION COM 01167P10 12,152 823,897 SH DEFINED 1,2,6 823,897
ALBANY INTL CORP CL A 01234810 15,993 444,999 SH DEFINED 1,2 444,999
ALBANY MOLECULAR
RES COM 01242310 8,695 882,713 SH DEFINED 1,2,5 882,713
ALBEMARLE CORP COM 01265310 94,245 2,279,754 SH DEFINED 1,2,5,12 2,279,754
ALBERTO CULVER CO
NE COM 01307810 30,742 1,343,621 SH DEFINED 1,2,5,6,12 1,343,621
ALCATEL-LUCENT SPONSORED 01390430 13,519 1,143,751 SH DEFINED 1,2,5,7,8,12,13 1,143,751
ALCOA INC COM 01381710 991,961 29,261,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,261,379
ALCON INC COM SHS H0130110 13,346 101,241 SH DEFINED 1,2,5,12 101,241
ALESCO FINL INC COM 01448510 713 81,900 SH DEFINED 1 81,900
ALEXANDER &
BALDWIN COM 01448210 31,950 633,425 SH DEFINED 1,2,5,12 633,425
ALEXANDERS INC COM 01475210 34,027 82,650 SH DEFINED 1,2,3,5 82,650
ALEXANDRIA REAL
ESTA COM 01527110 79,577 792,838 SH DEFINED 1,2,3,5 792,838
ALEXION
PHARMACEUTIC COM 01535110 27,034 625,209 SH DEFINED 1,2,5,6,12 625,209
ALEXZA
PHARMACEUTICA COM 01538410 511 39,700 SH DEFINED 1 39,700
ALFA CORP COM 01538510 13,470 728,886 SH DEFINED 1,2 728,886
ALFACELL CORP COM 01540410 37 26,635 SH DEFINED 1,2 26,635
ALICO INC COM 01623010 3,677 64,138 SH DEFINED 1,2 64,138
ALIGN TECHNOLOGY
INC COM 01625510 15,209 958,983 SH DEFINED 1,2,6 958,983
ALKERMES INC COM 01642T10 26,687 1,728,426 SH DEFINED 1,2,5,6,12 1,728,426
ALLEGHANY CORP DEL COM 01717510 26,099 69,859 SH DEFINED 1,2,5 69,859
ALLEGHENY ENERGY
INC COM 01736110 235,524 4,792,915 SH DEFINED 1,2,5,6,10,13,14 4,792,915
ALLEGHENY
TECHNOLOGI COM 01741R10 297,547 2,788,896 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,788,896
ALLEGIANT TRAVEL
CO COM 01748X10 479 15,204 SH DEFINED 1,2 15,204
ALLERGAN INC COM 01849010 397,330 3,585,367 SH DEFINED 1,2,5,6,10,12,13,14 3,585,367
ALLETE INC COM NEW 01852230 23,663 507,576 SH DEFINED 1,2,5 507,576
ALLIANCE DATA
SYSTEM COM 01858110 73,737 1,196,637 SH DEFINED 1,2,5,12 1,196,637
ALLIANCE FIBER
OPTIC COM 01868010 21 10,841 SH DEFINED 1 10,841
ALLIANCE HOLDINGS
GP COM UNITS 01861G10 266 11,312 SH DEFINED 1,2 11,312
ALLIANCE IMAGING
INC COM NEW 01860620 5,973 684,169 SH DEFINED 1,2,6 684,169
ALLIANCE ONE INTL
IN COM 01877210 26,129 2,830,906 SH DEFINED 1,2,5,6 2,830,906
ALLIANCE RES
PARTNER UT LTD PAR 01877R10 1,118 29,495 SH DEFINED 1,2 29,495
ALLIANCEBERNSTEIN
HO UNIT LTD P 01881G10 18,230 205,984 SH DEFINED 1,2,5 205,984
ALLIANT ENERGY
CORP COM 01880210 97,221 2,169,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,169,135
ALLIANT
TECHSYSTEMS COM 01880410 53,493 608,433 SH DEFINED 1,2,5,12 608,433
ALLIANZ SE SP ADR 1/1 01880510 25,220 1,227,255 SH DEFINED 1,2 1,227,255
ALLIED CAP CORP
NEW COM 01903Q10 47,382 1,644,622 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,644,622
ALLIED HEALTHCARE
IN COM 01923A10 82 26,800 SH DEFINED 1 26,800
ALLIED IRISH
BKS P L SPON ADR O 01922840 607 10,142 SH DEFINED 1 10,142
ALLIED WASTE INDS
IN COM PAR$.0 01958930 71,996 5,718,511 SH DEFINED 1,2,5,6,10,13,14 5,718,511
ALLIED WRLD ASSUR
CO SHS G0219G20 1,975 46,208 SH DEFINED 1,2 46,208
ALLION HEALTHCARE
IN COM 01961510 110 26,847 SH DEFINED 1 26,847
ALLIS CHALMERS
ENERG COM PAR $. 01964550 6,410 406,993 SH DEFINED 1,5 406,993
ALLOS
THERAPEUTICS I COM 01977710 1,492 249,929 SH DEFINED 1,2,5 249,929
ALLOY INC NEW COM 01985530 201 16,936 SH DEFINED 1 16,936
ALLSCRIPTS
HEALTHCAR COM 01988P10 19,990 745,634 SH DEFINED 1,2,6 745,634
ALLSTATE CORP COM 02000210 1,267,980 21,111,895 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,111,895
ALLTEL CORP COM 02003910 626,671 10,107,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,107,597
ALNYLAM
PHARMACEUTIC COM 02043Q10 10,411 578,416 SH DEFINED 1,2,5,6 578,416
ALON USA ENERGY
INC COM 02052010 7,074 195,427 SH DEFINED 1,2,6 195,427
ALPHA NATURAL
RESOUR COM 02076X10 18,173 1,162,716 SH DEFINED 1,2,6 1,162,716
ALPHARMA INC CL A 02081310 21,721 902,054 SH DEFINED 1,2,5 902,054
ALTAIR
NANOTECHNOLOG COM 02137310 259 83,800 SH DEFINED 1,5 83,800
ALTEON INC COM 02144G10 1 10,500 SH DEFINED 1 10,500
ALTERA CORP COM 02144110 196,751 9,842,474 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,842,474
ALTIRIS INC COM 02148M10 19,176 582,685 SH DEFINED 1,2,6 582,685
ALTRA HOLDINGS INC COM 02208R10 211 15,361 SH DEFINED 1 15,361
ALTRIA GROUP INC COM 02209S10 7,322,606 83,391,484 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,391,484
ALTUS
PHARMACEUTICAL COM 02216N10 1,926 126,535 SH DEFINED 1,2 126,535
ALUMINA LTD SPONSORED 02220510 269 11,413 SH DEFINED 1 11,413
ALVARION LTD SHS M0861T10 299 37,184 SH DEFINED 1,2,5 37,184
AMAZON COM INC COM 02313510 311,101 7,818,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,818,584
AMB PROPERTY CORP COM 00163T10 172,206 2,929,166 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,929,166
AMBAC FINL GROUP
INC COM 02313910 261,064 3,021,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,021,924
AMBASSADORS GROUP
IN COM 02317710 11,840 356,206 SH DEFINED 1,2,6 356,206
AMBASSADORS INTL
INC COM 02317810 6,147 133,217 SH DEFINED 1 133,217
AMCOL INTL CORP COM 02341W10 10,402 350,814 SH DEFINED 1,2 350,814
AMCOMP INC COM 02342J10 174 18,000 SH DEFINED 1 18,000
AMCORE FINL INC COM 02391210 13,521 425,853 SH DEFINED 1,2,5 425,853
AMDOCS LTD ORD G0260210 8,213 225,131 SH DEFINED 1,5,12 225,131
AMEDISYS INC COM 02343610 16,741 516,232 SH DEFINED 1,2,6 516,232
AMERCO COM 02358610 12,922 184,621 SH DEFINED 1,2,6 184,621
AMEREN CORP COM 02360810 322,326 6,408,062 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,408,062
AMERICA MOVIL SAB
DE SPON ADR L 02364W10 63,918 1,337,476 SH DEFINED 1,2,7 1,337,476
AMERICA SVC GROUP
IN COM 02364L10 249 14,939 SH DEFINED 1 14,939
AMERICAN AXLE &
MFG COM 02406110 29,275 1,070,382 SH DEFINED 1,2,5 1,070,382
AMERICAN CAMPUS
CMNT COM 02483510 18,654 615,862 SH DEFINED 1,2,3 615,862
AMERICAN CAPITAL
STR COM 02493710 80,216 1,810,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,810,347
AMERICAN
COMMERCIAL COM NEW 02519520 29,923 951,459 SH DEFINED 1,2,6,12 951,459
AMERICAN EAGLE
OUTFI COM 02553E10 349,612 11,657,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,657,631
AMERICAN ECOLOGY
COR COM NEW 02553340 4,339 225,870 SH DEFINED 1 225,870
AMERICAN ELEC PWR
IN COM 02553710 828,012 16,984,861 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,984,861
AMERICAN EQTY
INVT L COM 02567620 14,125 1,075,813 SH DEFINED 1,2 1,075,813
AMERICAN EXPRESS
CO COM 02581610 2,005,765 35,563,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,563,212
AMERICAN FINL
GROUP COM 02593210 97,020 2,850,183 SH DEFINED 1,2,5,7 2,850,183
AMERICAN FINL
RLTY T COM 02607P30 38,145 3,784,215 SH DEFINED 1,2,3,5 3,784,215
AMERICAN
GREETINGS C CL A 02637510 44,185 1,903,695 SH DEFINED 1,2,5,6,7 1,903,695
AMERICAN HOME MTG
IN COM 02660R10 38,113 1,412,104 SH DEFINED 1,2 1,412,104
AMERICAN INTL
GROUP COM 02687410 5,128,662 76,296,665 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,296,665
AMERICAN LD LEASE
IN COM 02711810 488 19,510 SH DEFINED 1,2,3 19,510
AMERICAN MED SYS
HLD COM 02744M10 30,354 1,433,834 SH DEFINED 1,2,6,12 1,433,834
AMERICAN NATL INS
CO COM 02859110 19,095 149,261 SH DEFINED 1,2,5 149,261
AMERICAN OIL &
GAS I COM 02872310 70 12,830 SH DEFINED 1 12,830
AMERICAN ORIENTAL
BI COM 02873110 6,137 653,567 SH DEFINED 1,2 653,567
AMERICAN PAC CORP COM 02874010 122 10,500 SH DEFINED 1 10,500
AMERICAN
PHYSICIANS COM 02888410 12,470 311,122 SH DEFINED 1,2 311,122
AMERICAN RAILCAR
IND COM 02916P10 4,243 142,324 SH DEFINED 1,2,6 142,324
AMERICAN REAL
ESTATE DEPOSITRY 02916910 1,587 13,329 SH DEFINED 1,2 13,329
AMERICAN
REPROGRAPHI COM 02926310 12,802 415,776 SH DEFINED 1,2,6 415,776
AMERICAN SCIENCE
& E COM 02942910 7,539 143,140 SH DEFINED 1,2,6 143,140
AMERICAN SOFTWARE
IN CL A 02968310 96 11,915 SH DEFINED 1 11,915
AMERICAN STD COS
INC COM 02971210 259,395 4,892,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,892,392
AMERICAN STS WTR
CO COM 02989910 14,294 387,696 SH DEFINED 1,2 387,696
AMERICAN
SUPERCONDUC COM 03011110 7,220 535,997 SH DEFINED 1,2,5 535,997
AMERICAN
TECHNICNAL COM 03013710 242 17,400 SH DEFINED 1 17,400
AMERICAN
TECHNOLOGY COM NEW 03014520 109 27,289 SH DEFINED 1,2 27,289
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
AMERICAN TOWER
CORP CL A 02991220 233,705 6,000,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,000,139
AMERICAN VANGUARD
CO COM 03037110 4,705 275,292 SH DEFINED 1,2,6 275,292
AMERICAN WOODMARK
CO COM 03050610 15,944 433,728 SH DEFINED 1,2,6 433,728
AMERICANWEST
BANCORP COM 03058P10 4,067 188,833 SH DEFINED 1 188,833
AMERICAS CAR MART
IN COM 03062T10 2,098 157,055 SH DEFINED 1,5 157,055
AMERICREDIT CORP COM 03060R10 91,134 3,986,619 SH DEFINED 1,2,5,7,10,12 3,986,619
AMERIGAS
PARTNERS L UNIT L P I 03097510 1,271 38,918 SH DEFINED 1,2 38,918
AMERIGON INC COM 03070L30 657 52,800 SH DEFINED 1,5 52,800
AMERIGROUP CORP COM 03073T10 49,253 1,620,169 SH DEFINED 1,2,5,12 1,620,169
AMERIPRISE FINL
INC COM 03076C10 430,046 7,526,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,526,184
AMERIS BANCORP COM 03076K10 6,769 276,528 SH DEFINED 1,2 276,528
AMERISAFE INC COM 03071H10 420 22,260 SH DEFINED 1 22,260
AMERISOURCEBERGEN
CO COM 03073E10 603,543 11,441,569 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,441,569
AMERISTAR CASINOS
IN COM 03070Q10 14,455 450,182 SH DEFINED 1,2,5 450,182
AMERITYRE CORP COM 03073V10 71 15,978 SH DEFINED 1 15,978
AMERON INTL INC COM 03071010 10,653 161,757 SH DEFINED 1,2 161,757
AMES NATL CORP COM 03100110 209 9,860 SH DEFINED 1 9,860
AMETEK INC NEW COM 03110010 74,926 2,169,247 SH DEFINED 1,2,5,6,12 2,169,247
AMGEN INC COM 03116210 2,047,406 36,639,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,639,333
AMICAS INC COM 00171210 152 53,600 SH DEFINED 1 53,600
AMIS HLDGS INC COM 03153810 14,305 1,306,379 SH DEFINED 1,2,6 1,306,379
AMKOR TECHNOLOGY
INC COM 03165210 32,589 2,611,300 SH DEFINED 1,2,5,6 2,611,300
AMN HEALTHCARE
SERVI COM 00174410 23,028 1,018,027 SH DEFINED 1,2,6 1,018,027
AMPCO-PITTSBURGH
COR COM 03203710 3,453 119,506 SH DEFINED 1,2 119,506
AMPEX CORP DEL CL A NEW 03209230 3,380 172,347 SH DEFINED 1 172,347
AMPHENOL CORP NEW CL A 03209510 114,878 1,779,120 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,779,120
AMR CORP COM 00176510 154,301 5,067,348 SH DEFINED 1,2,5,6,7,8,10 5,067,348
AMREP CORP NEW COM 03215910 5,071 65,643 SH DEFINED 1,2 65,643
AMSURG CORP COM 03232P40 17,267 705,074 SH DEFINED 1,2,6 705,074
AMTRUST FINANCIAL
SE COM 03235930 3,901 369,445 SH DEFINED 1,2 369,445
AMYLIN
PHARMACEUTICA COM 03234610 54,907 1,469,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,469,684
ANADARKO PETE CORP COM 03251110 598,976 13,936,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,936,159
ANADIGICS INC COM 03251510 9,153 774,362 SH DEFINED 1,2,5 774,362
ANADYS
PHARMACEUTICA COM 03252Q40 1,518 382,482 SH DEFINED 1,5 382,482
ANALOG DEVICES INC COM 03265410 319,992 9,277,817 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,277,817
ANALOGIC CORP COM PAR $0 03265720 14,547 231,350 SH DEFINED 1,2 231,350
ANALYSTS INTL CORP COM 03268110 22 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 6,938 393,999 SH DEFINED 1,2 393,999
ANCHOR BANCORP
WIS I COM 03283910 11,247 396,728 SH DEFINED 1,2 396,728
ANDERSONS INC COM 03416410 10,141 228,399 SH DEFINED 1,2,6 228,399
ANDREW CORP COM 03442510 40,101 3,786,727 SH DEFINED 1,2,5 3,786,727
ANESIVA INC COM COM 03460L10 302 43,750 SH DEFINED 1,2 43,750
ANGELICA CORP COM 03466310 317 11,517 SH DEFINED 1 11,517
ANGIODYNAMICS INC COM 03475V10 6,678 395,398 SH DEFINED 1 395,398
ANGLO AMERN PLC ADR 03485P10 9,946 376,449 SH DEFINED 1,2,7 376,449
ANHEUSER BUSCH
COS I COM 03522910 1,195,527 23,692,568 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,692,568
ANIKA
THERAPEUTICS I COM 03525510 130 10,472 SH DEFINED 1 10,472
ANIXTER INTL INC COM 03529010 40,539 614,780 SH DEFINED 1,2,5 614,780
ANNALY CAP MGMT
INC COM 03571040 92,147 5,952,642 SH DEFINED 1,2,5,10 5,952,642
ANNTAYLOR STORES
COR COM 03611510 66,753 1,721,331 SH DEFINED 1,2,5,12 1,721,331
ANSOFT CORP COM 03638410 17,232 544,618 SH DEFINED 1,2,6 544,618
ANSWERTHINK INC COM 03691610 183 56,011 SH DEFINED 1,5 56,011
ANSYS INC COM 03662Q10 32,604 642,193 SH DEFINED 1,2,6,12 642,193
ANTHRACITE CAP INC COM 03702310 22,992 1,916,020 SH DEFINED 1,2 1,916,020
ANTIGENICS INC DEL COM 03703210 62 27,732 SH DEFINED 1 27,732
ANWORTH MORTGAGE
ASS COM 03734710 8,566 876,788 SH DEFINED 1,2 876,788
AON CORP COM 03738910 592,706 15,613,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,613,973
AP PHARMA INC COM 00202J10 11 10,700 SH DEFINED 1 10,700
APAC CUSTOMER
SERVIC COM 00185E10 87 18,498 SH DEFINED 1 18,498
APACHE CORP COM 03741110 703,939 9,956,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,956,700
APARTMENT INVT &
MGM CL A 03748R10 225,431 3,907,624 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,907,624
APEX SILVER MINES
LT ORD G0407410 193 14,938 SH DEFINED 1,2,5,6 14,938
APEX SILVER MINES
LT NOTE 4.00 03760XAD 833 1,000,000 SH DEFINED 1 1,000,000
APOGEE
ENTERPRISES I COM 03759810 23,431 1,169,215 SH DEFINED 1,2 1,169,215
APOLLO GROUP INC CL A 03760410 191,021 4,351,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,351,287
APOLLO INVT CORP COM 03761U10 36,117 1,687,724 SH DEFINED 1,2 1,687,724
APPLE INC COM 03783310 2,177,098 23,432,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,432,333
APPLEBEES INTL INC COM 03789910 45,748 1,846,165 SH DEFINED 1,2,5,6 1,846,165
APPLERA CORP COM AP BIO 03802010 234,782 7,939,867 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,939,867
APPLERA CORP COM CELERA 03802020 21,148 1,489,321 SH DEFINED 1,2,5,6 1,489,321
APPLIED DIGITAL
SOLU COM NEW 03818830 162 103,050 SH DEFINED 1,5 103,050
APPLIED INDL
TECHNOL COM 03820C10 23,409 953,921 SH DEFINED 1,2 953,921
APPLIED MATLS INC COM 03822210 753,848 41,148,930 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,148,930
APPLIED MICRO
CIRCUI COM 03822W10 19,329 5,295,558 SH DEFINED 1,2,5 5,295,558
APPLIED SIGNAL
TECHN COM 03823710 312 17,380 SH DEFINED 1 17,380
APPLIX INC COM 03831610 221 16,500 SH DEFINED 1 16,500
APRIA HEALTHCARE
GRO COM 03793310 49,503 1,534,972 SH DEFINED 1,2,5,6 1,534,972
APTARGROUP INC COM 03833610 52,050 777,674 SH DEFINED 1,2,5,12 777,674
AQUA AMERICA INC COM 03836W10 56,579 2,520,233 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,520,233
AQUANTIVE INC COM 03839G10 36,828 1,319,541 SH DEFINED 1,2,6 1,319,541
AQUILA INC COM 03840P10 36,647 8,767,138 SH DEFINED 1,2,5 8,767,138
ARACRUZ
CELULOSE S A SPON ADR P 03849620 796 15,164 SH DEFINED 1,2 15,164
ARBITRON INC COM 03875Q10 24,199 515,418 SH DEFINED 1,2,5,6 515,418
ARBOR RLTY TR INC COM 03892310 11,003 361,457 SH DEFINED 1,2 361,457
ARCADIA RES INC COM 03920910 32 16,000 SH DEFINED 1 16,000
ARCELOR MITTAL NY REG SH 03937E10 554 10,474 SH DEFINED 1 10,474
ARCH CAP GROUP LTD ORD G0450A10 4,840 70,958 SH DEFINED 1,2,5 70,958
ARCH CHEMICALS INC COM 03937R10 12,989 416,049 SH DEFINED 1,2 416,049
ARCH COAL INC COM 03938010 90,840 2,959,922 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,959,922
ARCHER DANIELS
MIDLA COM 03948310 625,691 17,048,801 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,048,801
ARCHSTONE SMITH TR COM 03958310 428,555 7,895,271 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,895,271
ARCTIC CAT INC COM 03967010 4,985 255,750 SH DEFINED 1,2 255,750
ARDEN GROUP INC CL A 03976210 5,144 38,529 SH DEFINED 1,2 38,529
ARENA
PHARMACEUTICAL COM 04004710 14,042 1,293,010 SH DEFINED 1,2,5,6 1,293,010
ARENA RESOURCES
INC COM 04004910 9,428 188,109 SH DEFINED 1,2,5,6 188,109
ARES CAP CORP COM 04010L10 14,371 790,923 SH DEFINED 1,2 790,923
ARGON ST INC COM 04014910 4,984 188,369 SH DEFINED 1,2,6 188,369
ARGONAUT GROUP INC COM 04015710 19,559 604,409 SH DEFINED 1,2,5 604,409
ARIAD
PHARMACEUTICAL COM 04033A10 4,711 1,049,253 SH DEFINED 1,2,5,6 1,049,253
ARIBA INC COM NEW 04033V20 12,198 1,297,693 SH DEFINED 1,2,5 1,297,693
ARISTOTLE CORP COM NEW 04044820 106 10,427 SH DEFINED 1 10,427
ARKANSAS BEST
CORP D COM 04079010 15,795 444,307 SH DEFINED 1,2 444,307
ARLINGTON TANKERS
LT COM G0489910 324 13,600 SH DEFINED 1 13,600
ARM HLDGS PLC SPONSORED 04206810 131 16,734 SH DEFINED 1 16,734
ARMOR HOLDINGS INC COM 04226010 32,173 477,834 SH DEFINED 1,2,5,6 477,834
ARMSTRONG WORLD
INDS COM 04247X10 1,077 21,181 SH DEFINED 1,2 21,181
ARQULE INC COM 04269E10 210 28,086 SH DEFINED 1 28,086
ARRAY BIOPHARMA
INC COM 04269X10 7,484 589,299 SH DEFINED 1,2,5 589,299
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
ARRIS GROUP INC COM 04269Q10 33,298 2,364,891 SH DEFINED 1,2,12 2,364,891
ARROW ELECTRS INC COM 04273510 91,454 2,422,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,422,621
ARROW FINL CORP COM 04274410 4,218 188,303 SH DEFINED 1,2,5 188,303
ARROW INTL INC COM 04276410 14,756 458,828 SH DEFINED 1,2,6 458,828
ART TECHNOLOGY
GROUP COM 04289L10 4,092 1,763,746 SH DEFINED 1,2,5 1,763,746
ARTHROCARE CORP COM 04313610 18,013 499,810 SH DEFINED 1,2,6 499,810
ARVINMERITOR INC COM 04335310 41,581 2,278,427 SH DEFINED 1,2,5 2,278,427
ASBURY AUTOMOTIVE
GR COM 04343610 8,008 283,462 SH DEFINED 1,2,5 283,462
ASHFORD
HOSPITALITY COM SHS 04410310 22,413 1,877,146 SH DEFINED 1,2,3 1,877,146
ASHLAND INC NEW COM 04420910 256,357 3,907,881 SH DEFINED 1,2,5,6,10,12,13,14 3,907,881
ASHWORTH INC COM 04516H10 318 42,013 SH DEFINED 1,5 42,013
ASML HLDG NV N Y SHS N0705911 389 15,699 SH DEFINED 1 15,699
ASPECT MED SYS INC COM 04523510 4,557 292,283 SH DEFINED 1,2,6 292,283
ASPEN INSURANCE
HOLD SHS G0538410 3,206 122,307 SH DEFINED 1,2 122,307
ASPEN TECHNOLOGY
INC COM 04532710 18,196 1,399,656 SH DEFINED 1,2,5 1,399,656
ASSET ACCEP CAP
CORP COM 04543P10 4,849 313,431 SH DEFINED 1,2,6 313,431
ASSISTED LIVING
CONC CL A 04544X10 863 73,102 SH DEFINED 1,2,5 73,102
ASSOCIATED BANC
CORP COM 04548710 93,474 2,781,965 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,781,965
ASSOCIATED
ESTATES R COM 04560410 2,816 199,865 SH DEFINED 1,2,3,5 199,865
ASSURANT INC COM 04621X10 82,612 1,540,403 SH DEFINED 1,2,5,10,12 1,540,403
ASSURED GUARANTY
LTD COM G0585R10 2,353 86,135 SH DEFINED 1,2 86,135
ASTA FDG INC COM 04622010 12,058 279,255 SH DEFINED 1,2 279,255
ASTEC INDS INC COM 04622410 11,172 277,564 SH DEFINED 1,2,5,6 277,564
ASTORIA FINL CORP COM 04626510 40,296 1,515,441 SH DEFINED 1,2,5,12 1,515,441
ASTRAZENECA PLC SPONSORED 04635310 8,710 162,357 SH DEFINED 1,2 162,357
ASTRO-MED INC NEW COM 04638F10 163 14,712 SH DEFINED 1 14,712
ASYST TECHNOLOGY
COR COM 04648X10 8,304 1,181,271 SH DEFINED 1,2,5,6 1,181,271
AT&T INC COM 00206R10 9,832,288 249,360,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 249,360,577
ATHEROGENICS INC COM 04743910 1,794 638,457 SH DEFINED 1,2,5,6 638,457
ATHEROS
COMMUNICATIO COM 04743P10 21,182 885,146 SH DEFINED 1,2,5,6 885,146
ATLANTIC AMERN
CORP COM 04820910 42 10,600 SH DEFINED 1 10,600
ATLANTIC TELE
NETWOR COM NEW 04907920 2,720 104,076 SH DEFINED 1 104,076
ATLANTIS PLASTICS
IN COM 04915610 22 11,000 SH DEFINED 1 11,000
ATLAS AIR
WORLDWIDE COM NEW 04916420 17,790 337,383 SH DEFINED 1,2,6 337,383
ATLAS AMER INC COM 04916710 25,370 449,103 SH DEFINED 1,2,5,6 449,103
ATLAS PIPELINE
PARTN UNIT L P I 04939210 793 16,563 SH DEFINED 1,2 16,563
ATMEL CORP COM 04951310 46,348 9,214,349 SH DEFINED 1,2,5,6,7,8,12 9,214,349
ATMI INC COM 00207R10 20,155 659,315 SH DEFINED 1,2,5,6 659,315
ATMOS ENERGY CORP COM 04956010 62,414 1,995,323 SH DEFINED 1,2,5 1,995,323
ATP OIL & GAS CORP COM 00208J10 20,037 532,910 SH DEFINED 1,2,6 532,910
ATS MED INC COM 00208310 51 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS
INC COM 05009510 25,817 439,882 SH DEFINED 1,2,6,12 439,882
AU OPTRONICS CORP SPONSORED 00225510 1,381 96,606 SH DEFINED 1 96,606
AUDIBLE INC COM NEW 05069A30 4,472 430,397 SH DEFINED 1,2,5 430,397
AUDIOCODES LTD ORD M1534210 144 21,368 SH DEFINED 1,2,5 21,368
AUDIOVOX CORP CL A 05075710 6,700 454,846 SH DEFINED 1,2,5 454,846
AURORA OIL & GAS
COR COM 05203610 3,066 1,174,758 SH DEFINED 1,5 1,174,758
AUSTRALIA&NEW
ZEALAN SPONSORED 05252830 1,336 11,110 SH DEFINED 1 11,110
AUTHENTIDATE HLDG
CO COM 05266610 84 58,177 SH DEFINED 1,2,5 58,177
AUTOBYTEL INC COM 05275N10 283 80,054 SH DEFINED 1,5 80,054
AUTODESK INC COM 05276910 232,986 6,196,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,196,432
AUTOLIV INC COM 05280010 49,223 861,901 SH DEFINED 1,2,5,12 861,901
AUTOMATIC DATA
PROCE COM 05301510 842,713 17,411,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,411,432
AUTONATION INC COM 05329W10 107,305 5,052,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,052,047
AUTOZONE INC COM 05333210 422,246 3,295,194 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,295,194
AUXILIUM
PHARMACEUTI COM 05334D10 5,198 354,097 SH DEFINED 1 354,097
AVALONBAY CMNTYS
INC COM 05348410 378,502 2,911,552 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,911,552
AVANEX CORP COM 05348W10 4,857 2,713,481 SH DEFINED 1,5 2,713,481
AVANIR
PHARMACEUTICA CL A NEW 05348P40 998 818,053 SH DEFINED 1,2,5 818,053
AVANT
IMMUNOTHERAPEU COM 05349110 145 99,162 SH DEFINED 1,5 99,162
AVATAR HLDGS INC COM 05349410 13,168 184,321 SH DEFINED 1,2,5,6 184,321
AVAYA INC COM 05349910 215,082 18,211,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,211,888
AVENTINE
RENEWABLE E COM 05356X40 8,874 487,040 SH DEFINED 1,2,6 487,040
AVERY DENNISON
CORP COM 05361110 159,252 2,478,246 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,478,246
AVI BIOPHARMA INC COM 00234610 2,087 778,829 SH DEFINED 1,2,5 778,829
AVICI SYS INC COM NEW 05367L80 350 30,668 SH DEFINED 1,2,5 30,668
AVID TECHNOLOGY
INC COM 05367P10 29,790 854,078 SH DEFINED 1,2,5,6,8 854,078
AVIGEN INC COM 05369010 176 27,112 SH DEFINED 1,5 27,112
AVIS BUDGET GROUP COM 05377410 118,790 4,348,106 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,348,106
AVISTA CORP COM 05379B10 24,460 1,009,501 SH DEFINED 1,2,5 1,009,501
AVNET INC COM 05380710 107,676 2,979,427 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,979,427
AVOCENT CORP COM 05389310 34,300 1,271,785 SH DEFINED 1,2,5,6,12 1,271,785
AVON PRODS INC COM 05430310 492,604 13,220,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,220,719
AVX CORP NEW COM 00244410 39,658 2,609,085 SH DEFINED 1,2,5,10 2,609,085
AWARE INC MASS COM 05453N10 119 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 2,283 53,586 SH DEFINED 1 53,586
AXCELIS
TECHNOLOGIES COM 05454010 14,400 1,884,860 SH DEFINED 1,2,5 1,884,860
AXIS CAPITAL
HOLDING SHS G0692U10 65,733 1,941,326 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,941,326
AZZ INC COM 00247410 308 7,326 SH DEFINED 1 7,326
B A S F A G SPONSORED 05526250 1,701 15,127 SH DEFINED 1 15,127
BADGER METER INC COM 05652510 5,634 212,198 SH DEFINED 1 212,198
BAIDU COM INC SPON ADR R 05675210 299 3,100 SH DEFINED 1,7 3,100
BAIRNCO CORP COM 05709710 178 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 608,393 9,199,948 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,199,948
BAKER MICHAEL CORP COM 05714910 226 9,285 SH DEFINED 1 9,285
BALCHEM CORP COM 05766520 7,618 430,901 SH DEFINED 1 430,901
BALDOR ELEC CO COM 05774110 26,401 699,558 SH DEFINED 1,2,5 699,558
BALDWIN & LYONS
INC CL B 05775520 6,604 259,474 SH DEFINED 1,2 259,474
BALL CORP COM 05849810 138,348 3,017,407 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,017,407
BALLY
TECHNOLOGIES I COM 05874B10 20,177 855,690 SH DEFINED 1,2,5,6 855,690
BALLY TOTAL
FITNESS COM 05873K10 455 745,100 SH DEFINED 1,5 745,100
BANCFIRST CORP COM 05945F10 10,238 220,879 SH DEFINED 1,2 220,879
BANCO BILBAO
VIZCAYA SPONSORED 05946K10 4,334 176,552 SH DEFINED 1,2 176,552
BANCO BRADESCO S A SP ADR PFD 05946030 25,810 638,231 SH DEFINED 1,2,7 638,231
BANCO ITAU HLDG
FINA SP ADR 500 05960220 3,684 105,800 SH DEFINED 1 105,800
BANCO MACRO SA SPON ADR B 05961W10 15,927 469,277 SH DEFINED 1,2,7 469,277
BANCO SANTANDER
CENT ADR 05964H10 2,458 137,845 SH DEFINED 1,2 137,845
BANCO SANTANDER
CHIL SP ADR REP 05965X10 2,381 47,754 SH DEFINED 1,2,5 47,754
BANCOLOMBIA S A SPON ADR P 05968L10 51,299 1,852,615 SH DEFINED 1,2,4,5,7 1,852,615
BANCORP INC DEL COM 05969A10 4,324 166,312 SH DEFINED 1 166,312
BANCORPSOUTH INC COM 05969210 19,724 806,711 SH DEFINED 1,2,5 806,711
BANCTRUST
FINANCIAL COM 05978R10 2,626 124,121 SH DEFINED 1 124,121
BANDAG INC COM 05981510 13,209 260,578 SH DEFINED 1,2 260,578
BANK HAWAII CORP COM 06254010 60,496 1,140,782 SH DEFINED 1,2,5,10 1,140,782
BANK MUTUAL CORP
NEW COM 06375010 12,584 1,106,743 SH DEFINED 1,2,5 1,106,743
BANK NEW YORK INC COM 06405710 789,302 19,464,917 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,464,917
BANK NOVA SCOTIA
HAL COM 06414910 4,417 95,782 SH DEFINED 1,7 95,782
BANK OF AMERICA
CORP COM 06050510 7,077,073 138,711,749 SH DEFINED 1,2,5,6,7,8,10,12,13,14 138,711,749
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
BANK OF GRANITE
CORP COM 06240110 6,178 344,759 SH DEFINED 1,2,5 344,759
BANK OF THE
OZARKS I COM 06390410 5,340 185,943 SH DEFINED 1,2,6 185,943
BANKATLANTIC
BANCORP CL A 06590850 8,965 817,989 SH DEFINED 1,2,5 817,989
BANKFINANCIAL CORP COM 06643P10 6,461 397,093 SH DEFINED 1,2 397,093
BANKRATE INC COM 06646V10 12,744 361,627 SH DEFINED 1,2,6 361,627
BANKUNITED FINL
CORP CL A 06652B10 14,702 693,169 SH DEFINED 1,2 693,169
BANNER CORP COM 06652V10 22,281 536,248 SH DEFINED 1,2 536,248
BARCLAYS PLC ADR 06738E20 5,295 92,994 SH DEFINED 1,2 92,994
BARD C R INC COM 06738310 222,500 2,798,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,798,392
BARE ESCENTUALS
INC COM 06751110 5,069 141,320 SH DEFINED 1,2 141,320
BARNES & NOBLE INC COM 06777410 68,846 1,745,149 SH DEFINED 1,2,5,12 1,745,149
BARNES GROUP INC COM 06780610 15,676 681,256 SH DEFINED 1,2 681,256
BARR
PHARMACEUTICALS COM 06830610 117,834 2,542,271 SH DEFINED 1,2,5,6,10,12,13,14 2,542,271
BARRETT BILL CORP COM 06846N10 20,992 647,695 SH DEFINED 1,2,6 647,695
BARRETT BUSINESS
SER COM 06846310 1,382 59,937 SH DEFINED 1 59,937
BARRICK GOLD CORP COM 06790110 581 20,338 SH DEFINED 1 20,338
BARRIER
THERAPEUTICS COM 06850R10 98 14,100 SH DEFINED 1 14,100
BASIC ENERGY SVCS
IN COM 06985P10 5,356 229,884 SH DEFINED 1,2,6 229,884
BASIN WTR INC COM 07011T30 520 75,752 SH DEFINED 1 75,752
BASSETT FURNITURE
IN COM 07020310 240 16,330 SH DEFINED 1,2,5 16,330
BAUER EDDIE HLDGS
IN COM 07162510 262 23,000 SH DEFINED 1 23,000
BAUSCH & LOMB INC COM 07170710 89,343 1,746,353 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,746,353
BAXTER INTL INC COM 07181310 1,078,187 20,470,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,470,612
BAYER A G SPONSORED 07273030 2,097 32,777 SH DEFINED 1 32,777
BB&T CORP COM 05493710 605,106 14,751,479 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,751,479
BBVA BANCO
FRANCES S SPONSORED 07329M10 9,716 779,127 SH DEFINED 1,2,7 779,127
BCSB BANKCORP INC COM 05494810 151 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 44,883 1,415,863 SH DEFINED 1,2,5,6 1,415,863
BEA SYS INC COM 07332510 102,341 8,830,120 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,830,120
BEACON ROOFING
SUPPL COM 07368510 11,666 721,038 SH DEFINED 1,2,5,6 721,038
BEAR STEARNS COS
INC COM 07390210 602,448 4,006,971 SH DEFINED 1,2,5,6,10,12,13,14 4,006,971
BEARINGPOINT INC COM 07400210 25,208 3,290,856 SH DEFINED 1,2,5 3,290,856
BEASLEY BROADCAST
GR CL A 07401410 106 12,474 SH DEFINED 1 12,474
BEAZER HOMES USA
INC COM 07556Q10 35,084 1,208,551 SH DEFINED 1,2,5 1,208,551
BEAZER HOMES USA
INC PUT 07556Q10 2,320 80,000 SH PUT DEFINED 1 80,000
BEBE STORES INC COM 07557110 6,608 380,185 SH DEFINED 1,2,6 380,185
BECKMAN COULTER
INC COM 07581110 77,124 1,207,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,207,137
BECTON DICKINSON
& C COM 07588710 1,015,390 13,205,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,205,742
BED BATH & BEYOND
IN COM 07589610 290,914 7,242,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,242,072
BEL FUSE INC CL B 07734730 7,664 197,985 SH DEFINED 1,2,6 197,985
BELDEN CDT INC COM 07745410 54,885 1,024,164 SH DEFINED 1,2,5,12 1,024,164
BELL
MICROPRODUCTS I COM 07813710 331 51,795 SH DEFINED 1,5 51,795
BELO CORP COM SER A 08055510 50,905 2,726,582 SH DEFINED 1,2,5 2,726,582
BEMIS INC COM 08143710 89,401 2,677,479 SH DEFINED 1,2,5,6,10,12,13,14 2,677,479
BENCHMARK ELECTRS
IN COM 08160H10 26,596 1,287,335 SH DEFINED 1,2,5,12 1,287,335
BENIHANA INC CL A 08204720 298 10,535 SH DEFINED 1 10,535
BENTLEY
PHARMACEUTIC COM 08265710 3,520 429,851 SH DEFINED 1 429,851
BERKLEY W R CORP COM 08442310 208,758 6,303,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,303,091
BERKSHIRE
HATHAWAY I CL B 08467020 588,246 161,606 SH DEFINED 1,2,5,12 161,606
BERKSHIRE HILLS
BANC COM 08468010 6,576 195,432 SH DEFINED 1,2,5 195,432
BERRY PETE CO CL A 08578910 17,653 575,767 SH DEFINED 1,2,6 575,767
BEST BUY INC COM 08651610 520,065 10,674,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,674,576
BEVERLY HILLS
BANCOR COM 08786610 103 13,520 SH DEFINED 1 13,520
BFC FINL CORP CL A 05538420 1,247 283,349 SH DEFINED 1 283,349
BG PLC ADR FIN IN 05543420 1,954 27,251 SH DEFINED 1 27,251
BHP BILLITON LTD SPONSORED 08860610 10,372 214,082 SH DEFINED 1 214,082
BHP BILLITON PLC SPONSORED 05545E20 2,523 56,498 SH DEFINED 1 56,498
BIG 5 SPORTING
GOODS COM 08915P10 9,351 360,751 SH DEFINED 1,2,6 360,751
BIG LOTS INC COM 08930210 383,851 12,271,446 SH DEFINED 1,2,5,6,10,12,13,14 12,271,446
BIO RAD LABS INC CL A 09057220 30,169 431,976 SH DEFINED 1,2,5,6 431,976
BIOANALYTICAL SYS
IN COM 09058M10 110 16,400 SH DEFINED 1 16,400
BIOCRYST
PHARMACEUTI COM 09058V10 3,110 371,552 SH DEFINED 1,2,5 371,552
BIOENVISION INC COM 09059N10 2,385 583,060 SH DEFINED 1,2,5 583,060
BIOGEN IDEC INC COM 09062X10 424,219 9,558,779 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,558,779
BIOLASE
TECHNOLOGY I COM 09091110 4,506 463,092 SH DEFINED 1,5 463,092
BIOMARIN
PHARMACEUTI COM 09061G10 27,491 1,592,733 SH DEFINED 1,2,6,12 1,592,733
BIOMED REALTY
TRUST COM 09063H10 45,831 1,742,605 SH DEFINED 1,2,3 1,742,605
BIOMET INC COM 09061310 270,126 6,357,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,357,395
BIOMIMETIC
THERAPEUT COM 09064X10 253 15,300 SH DEFINED 1 15,300
BIO-REFERENCE
LABS I COM $.01 N 09057G60 4,072 160,302 SH DEFINED 1 160,302
BIOSCRIP INC COM 09069N10 208 66,371 SH DEFINED 1,5 66,371
BIOSITE INC COM 09094510 33,663 400,895 SH DEFINED 1,2,6 400,895
BIOVERIS CORP COM 09067610 419 31,502 SH DEFINED 1,5 31,502
BISYS GROUP INC COM 05547210 31,965 2,789,269 SH DEFINED 1,2,5 2,789,269
BJ SVCS CO COM 05548210 281,138 10,076,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,076,648
BJS RESTAURANTS
INC COM 09180C10 5,480 259,358 SH DEFINED 1,2,6 259,358
BJS WHOLESALE
CLUB I COM 05548J10 33,375 986,552 SH DEFINED 1,2,5,12 986,552
BLACK & DECKER
CORP COM 09179710 168,305 2,062,054 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,062,054
BLACK BOX CORP DEL COM 09182610 12,303 336,689 SH DEFINED 1,2,5 336,689
BLACK HILLS CORP COM 09211310 40,292 1,095,780 SH DEFINED 1,2,5 1,095,780
BLACKBAUD INC COM 09227Q10 24,844 1,017,345 SH DEFINED 1,2,6 1,017,345
BLACKBOARD INC COM 09193550 14,082 418,719 SH DEFINED 1,2,6 418,719
BLACKROCK INC COM 09247X10 30,482 195,010 SH DEFINED 1,2,5 195,010
BLAIR CORP COM 09282810 333 7,976 SH DEFINED 1,2 7,976
BLOCK H & R INC COM 09367110 188,444 8,956,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,956,450
BLOCKBUSTER INC CL A 09367910 27,847 4,324,056 SH DEFINED 1,2,5 4,324,056
BLOCKBUSTER INC CL B 09367920 139 23,165 SH DEFINED 1 23,165
BLOUNT INTL INC
NEW COM 09518010 7,864 631,631 SH DEFINED 1,2,6 631,631
BLUE COAT SYSTEMS
IN COM NEW 09534T50 10,433 284,043 SH DEFINED 1,2,5,6 284,043
BLUE NILE INC COM 09578R10 10,064 247,526 SH DEFINED 1,2,6 247,526
BLUEGREEN CORP COM 09623110 3,875 343,191 SH DEFINED 1,2 343,191
BLUELINX HLDGS INC COM 09624H10 2,996 285,358 SH DEFINED 1,2 285,358
BLYTH INC COM 09643P10 21,547 1,020,694 SH DEFINED 1,2,5 1,020,694
BMB MUNAI INC COM 09656A10 4,932 916,719 SH DEFINED 1,2,7 916,719
BMC SOFTWARE INC COM 05592110 415,006 13,478,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,478,584
BOARDWALK
PIPELINE P UT LTD PAR 09662710 1,557 42,240 SH DEFINED 1,2 42,240
BOB EVANS FARMS
INC COM 09676110 36,169 978,867 SH DEFINED 1,2,5 978,867
BOEING CO COM 09702310 7,412,125 83,366,608 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,366,608
BOIS D ARC ENERGY
IN COM 09738U10 3,347 252,958 SH DEFINED 1,2,6 252,958
BOK FINL CORP COM NEW 05561Q20 10,150 204,918 SH DEFINED 1,2,5 204,918
BOMBAY CO INC COM 09792410 125 102,391 SH DEFINED 1,5 102,391
BON-TON STORES INC COM 09776J10 23,971 426,233 SH DEFINED 1,2,6 426,233
BOOKHAM INC COM 09856E10 2,326 1,024,464 SH DEFINED 1,5 1,024,464
BOOKS-A-MILLION
INC COM 09857010 2,965 208,217 SH DEFINED 1,2 208,217
BORDERS GROUP INC COM 09970910 32,355 1,584,460 SH DEFINED 1,2,5 1,584,460
BORG WARNER INC COM 09972410 66,749 885,037 SH DEFINED 1,2,5,12 885,037
BORLAND SOFTWARE
COR COM 09984910 7,467 1,416,960 SH DEFINED 1,2,5,6 1,416,960
BOSTON BEER INC CL A 10055710 12,160 364,609 SH DEFINED 1,2,6 364,609
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
BOSTON
COMMUNICATION COM 10058210 22 12,133 SH DEFINED 1 12,133
BOSTON PRIVATE
FINL COM 10111910 18,840 674,790 SH DEFINED 1,2,6 674,790
BOSTON PROPERTIES
IN COM 10112110 499,051 4,250,861 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,250,861
BOSTON SCIENTIFIC
CO COM 10113710 464,414 31,940,407 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,940,407
BOTTOMLINE TECH
DEL COM 10138810 3,599 330,148 SH DEFINED 1 330,148
BOWATER INC COM 10218310 33,771 1,417,749 SH DEFINED 1,2,5 1,417,749
BOWNE & CO INC COM 10304310 8,751 556,305 SH DEFINED 1,2 556,305
BOYD GAMING CORP COM 10330410 49,513 1,039,320 SH DEFINED 1,2 1,039,320
BP PLC SPONSORED 05562210 3,007,679 46,450,648 SH DEFINED 1,2 46,450,648
BP PRUDHOE BAY
RTY T UNIT BEN I 05563010 1,587 23,869 SH DEFINED 1,2 23,869
BRADLEY
PHARMACEUTIC COM 10457610 12,927 673,633 SH DEFINED 1,2 673,633
BRADY CORP CL A 10467410 24,033 770,278 SH DEFINED 1,2,5,12 770,278
BRANDYWINE RLTY TR SH BEN INT 10536820 57,651 1,725,572 SH DEFINED 1,2,3,5 1,725,572
BRASIL TELECOM SA SPONS ADR 10553M10 202 13,000 SH DEFINED 1 13,000
BRE PROPERTIES INC CL A 05564E10 61,207 969,227 SH DEFINED 1,2,3,5 969,227
BRIGGS & STRATTON
CO COM 10904310 30,644 993,311 SH DEFINED 1,2,5,12 993,311
BRIGHAM
EXPLORATION COM 10917810 5,874 944,326 SH DEFINED 1,2 944,326
BRIGHT HORIZON
FAMIL COM 10919510 19,453 515,308 SH DEFINED 1,2,5,6 515,308
BRIGHTPOINT INC COM NEW 10947340 9,114 796,638 SH DEFINED 1,2,5,6 796,638
BRINKER INTL INC COM 10964110 134,783 4,121,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,121,798
BRINKS CO COM 10969610 53,879 849,164 SH DEFINED 1,2,5,6,12 849,164
BRISTOL MYERS
SQUIBB COM 11012210 1,434,302 51,667,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 51,667,934
BRISTOL WEST
HLDGS I COM 11037M10 6,365 287,084 SH DEFINED 1,2 287,084
BRISTOW GROUP INC COM 11039410 14,176 388,922 SH DEFINED 1,2 388,922
BRITISH AMERN TOB
PL SPONSORED 11044810 1,683 26,690 SH DEFINED 1 26,690
BRITISH AWYS PLC ADR 2ND IN 11041930 563 5,835 SH DEFINED 1 5,835
BRITISH SKY
BROADCAS SPONSORED 11101310 381 8,499 SH DEFINED 1 8,499
BROADCOM CORP CL A 11132010 390,827 12,186,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,186,692
BROCADE
COMMUNICATIO COM 11162110 109,697 11,522,762 SH DEFINED 1,2,5,6,8,10,12,14 11,522,762
BRONCO DRILLING
CO I COM 11221110 3,985 240,481 SH DEFINED 1,2,6 240,481
BROOKDALE SR
LIVING COM 11246310 9,048 202,595 SH DEFINED 1,2 202,595
BROOKFIELD HOMES
COR COM 11272310 7,674 239,079 SH DEFINED 1,2,5,6 239,079
BROOKFIELD PPTYS
COR COM 11290010 15,249 378,397 SH DEFINED 1,2,3 378,397
BROOKLINE BANCORP
IN COM 11373M10 15,698 1,238,984 SH DEFINED 1,2,5 1,238,984
BROOKS AUTOMATION
IN COM 11434010 26,519 1,546,303 SH DEFINED 1,2,5 1,546,303
BROWN & BROWN INC COM 11523610 66,804 2,469,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,469,662
BROWN FORMAN CORP CL A 11563710 1,644 23,792 SH DEFINED 1,5,12 23,792
BROWN FORMAN CORP CL B 11563720 122,678 1,871,227 SH DEFINED 1,2,5,6,10,12,13,14 1,871,227
BROWN SHOE INC NEW COM 11573610 30,064 715,809 SH DEFINED 1,2,6 715,809
BRT RLTY TR SH BEN INT 05564530 275 9,100 SH DEFINED 1 9,100
BRUKER
BIOSCIENCES C COM 11679410 15,016 1,427,383 SH DEFINED 1,2,5,6 1,427,383
BRUNSWICK CORP COM 11704310 75,062 2,356,743 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,356,743
BRUSH ENGINEERED
MAT COM 11742110 18,274 377,007 SH DEFINED 1,2,5,6 377,007
BRYN MAWR BK CORP COM 11766510 211 9,120 SH DEFINED 1 9,120
BSML INC COM 05571010 16 11,836 SH DEFINED 1 11,836
BT GROUP PLC ADR 05577E10 486 8,106 SH DEFINED 1,2 8,106
BUCA INC COM 11776910 121 22,055 SH DEFINED 1,5 22,055
BUCKEYE GP
HOLDINGS COM UNITS 11816710 427 20,547 SH DEFINED 1,2 20,547
BUCKEYE
PARTNERS L P UNIT LTD P 11823010 2,396 48,199 SH DEFINED 1,2 48,199
BUCKEYE
TECHNOLOGIES COM 11825510 12,012 925,416 SH DEFINED 1,2 925,416
BUCKLE INC COM 11844010 13,175 369,059 SH DEFINED 1,2 369,059
BUCYRUS INTL INC
NEW CL A 11875910 26,313 510,937 SH DEFINED 1,2,6,12 510,937
BUFFALO WILD
WINGS I COM 11984810 7,404 116,225 SH DEFINED 1 116,225
BUILD A BEAR
WORKSHO COM 12007610 6,233 226,910 SH DEFINED 1,2,6 226,910
BUILDERS
FIRSTSOURCE COM 12008R10 6,996 435,315 SH DEFINED 1,2,6 435,315
BUILDING MATLS
HLDG COM 12011310 9,477 523,276 SH DEFINED 1,2 523,276
BUNGE LIMITED COM G1696210 59,246 720,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 720,577
BURGER KING HLDGS
IN COM 12120820 7,806 361,402 SH DEFINED 1,2,6 361,402
BURLINGTON NORTHN
SA COM 12189T10 774,966 9,635,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,635,287
C COR INC COM 12501010 13,601 981,316 SH DEFINED 1,2,5 981,316
C D I CORP COM 12507110 6,314 218,320 SH DEFINED 1,2 218,320
C D W CORP COM 12512N10 80,179 1,305,215 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,305,215
C H ROBINSON
WORLDWI COM NEW 12541W20 186,745 3,886,469 SH DEFINED 1,2,5,6,10,12,13,14 3,886,469
C&D TECHNOLOGIES
INC COM 12466110 355 70,617 SH DEFINED 1,2,5 70,617
CA INC COM 12673P10 367,861 14,197,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,197,629
CABELAS INC COM 12680430 13,561 546,578 SH DEFINED 1,2 546,578
CABLEVISION SYS
CORP CL A NY CA 12686C10 94,056 3,090,885 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,090,885
CABOT CORP COM 12705510 52,473 1,099,375 SH DEFINED 1,2,5,6,12 1,099,375
CABOT
MICROELECTRONI COM 12709P10 17,508 522,470 SH DEFINED 1,2,5,6 522,470
CABOT OIL & GAS
CORP COM 12709710 36,085 536,018 SH DEFINED 1,2,5,6,12 536,018
CACHE INC COM NEW 12715030 3,263 183,848 SH DEFINED 1 183,848
CACI INTL INC CL A 12719030 26,447 564,384 SH DEFINED 1,2,5,6,12 564,384
CADBURY SCHWEPPES
PL ADR 12720930 900 17,523 SH DEFINED 1 17,523
CADENCE DESIGN
SYSTE COM 12738710 183,875 8,730,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,730,999
CADENCE FINL CORP COM 12738A10 4,541 227,074 SH DEFINED 1,5 227,074
CADENCE
PHARMACEUTIC COM 12738T10 715 48,295 SH DEFINED 1 48,295
CADIZ INC COM NEW 12753720 323 12,699 SH DEFINED 1 12,699
CAL DIVE INTL INC
DE COM 12802T10 404 33,077 SH DEFINED 1,2 33,077
CAL MAINE FOODS
INC COM NEW 12803020 377 28,046 SH DEFINED 1,2 28,046
CALAMOS ASSET
MGMT I CL A 12811R10 8,774 393,113 SH DEFINED 1,2,6 393,113
CALAMP CORP COM 12812610 3,224 373,543 SH DEFINED 1,2,5 373,543
CALAVO GROWERS INC COM 12824610 235 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 5,394 649,088 SH DEFINED 1 649,088
CALIFORNIA
COASTAL C COM NEW 12991520 5,449 268,559 SH DEFINED 1,2 268,559
CALIFORNIA FIRST
NTN COM 13022210 141 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO
DEV COM 13043910 130 27,800 SH DEFINED 1 27,800
CALIFORNIA PIZZA
KIT COM 13054D10 10,351 314,703 SH DEFINED 1,2,6 314,703
CALIFORNIA WTR
SVC G COM 13078810 12,687 331,071 SH DEFINED 1,2 331,071
CALIPER LIFE
SCIENCE COM 13087210 211 37,405 SH DEFINED 1 37,405
CALLAWAY GOLF CO COM 13119310 27,167 1,723,763 SH DEFINED 1,2,5 1,723,763
CALLON PETE CO DEL COM 13123X10 5,382 396,588 SH DEFINED 1,2 396,588
CALUMET SPECIALTY
PR UT LTD PAR 13147610 891 18,508 SH DEFINED 1,2 18,508
CAMBREX CORP COM 13201110 12,585 511,587 SH DEFINED 1,2,5,6 511,587
CAMDEN NATL CORP COM 13303410 5,984 137,889 SH DEFINED 1,2,5 137,889
CAMDEN PPTY TR SH BEN INT 13313110 91,542 1,301,970 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,301,970
CAMERON
INTERNATIONA COM 13342B10 182,719 2,909,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,909,997
CAMPBELL SOUP CO COM 13442910 378,594 9,719,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,719,988
CANADIAN NAT RES
LTD COM 13638510 276 5,008 SH DEFINED 1,8 5,008
CANADIAN NATL RY
CO COM 13637510 749 16,967 SH DEFINED 1 16,967
CANADIAN PAC RY
LTD COM 13645T10 307 5,438 SH DEFINED 1 5,438
CANDELA CORP COM 13690710 5,262 460,804 SH DEFINED 1,2 460,804
CANO PETE INC COM 13780110 194 42,929 SH DEFINED 1,2,5 42,929
CANON INC ADR 13800630 4,021 74,900 SH DEFINED 1,2 74,900
CANTEL MEDICAL
CORP COM 13809810 243 15,811 SH DEFINED 1 15,811
CAPELLA EDUCATION
CO COM 13959410 933 27,825 SH DEFINED 1 27,825
CAPITAL BK CORP COM 13979310 212 12,304 SH DEFINED 1 12,304
CAPITAL CITY BK
GROU COM 13967410 8,130 244,145 SH DEFINED 1,2 244,145
CAPITAL CORP OF
THE COM NEW 14006520 4,023 151,510 SH DEFINED 1 151,510
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
CAPITAL LEASE FDG
IN COM 14028810 7,016 655,096 SH DEFINED 1,2,3 655,096
CAPITAL ONE FINL
COR COM 14040H10 804,426 10,660,298 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,660,298
CAPITAL SOUTHWEST
CO COM 14050110 10,480 68,200 SH DEFINED 1,2 68,200
CAPITAL SR LIVING
CO COM 14047510 3,827 329,664 SH DEFINED 1 329,664
CAPITAL TRUST INC
MD CL A NEW 14052H50 14,768 324,070 SH DEFINED 1,2 324,070
CAPITALSOURCE INC COM 14055X10 93,008 3,701,080 SH DEFINED 1,2,5,8,10 3,701,080
CAPITOL BANCORP
LTD COM 14056D10 9,895 268,519 SH DEFINED 1,2 268,519
CAPITOL FED FINL COM 14057C10 12,421 328,514 SH DEFINED 1,2,5 328,514
CAPSTEAD MTG CORP COM NO PAR 14067E50 204 20,454 SH DEFINED 1 20,454
CAPSTONE TURBINE
COR COM 14067D10 1,972 1,860,803 SH DEFINED 1,2,5 1,860,803
CAPTARIS INC COM 14071N10 290 50,002 SH DEFINED 1 50,002
CARACO
PHARMACEUTICA COM 14075T10 1,602 131,532 SH DEFINED 1,2 131,532
CARAUSTAR INDS INC COM 14090910 3,312 527,414 SH DEFINED 1,2 527,414
CARBO CERAMICS INC COM 14078110 27,875 598,821 SH DEFINED 1,2,6 598,821
CARDIAC SCIENCE
CORP COM 14141A10 228 24,867 SH DEFINED 1,5 24,867
CARDINAL FINL CORP COM 14149F10 3,683 369,060 SH DEFINED 1 369,060
CARDINAL HEALTH
INC COM 14149Y10 1,022,322 14,014,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,014,016
CARDIODYNAMICS
INTL COM 14159710 34 40,028 SH DEFINED 1,5 40,028
CAREER EDUCATION
COR COM 14166510 140,571 4,608,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,608,880
CAREMARK RX INC COM 14170510 6,929 106,225 SH DEFINED 1 106,225
CARLISLE COS INC COM 14233910 50,354 1,172,944 SH DEFINED 1,2,5,12 1,172,944
CARMAX INC COM 14313010 93,122 3,794,683 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,794,683
CARMIKE CINEMAS
INC COM 14343640 5,188 223,636 SH DEFINED 1,2 223,636
CARNIVAL CORP PAIRED CTF 14365830 416,483 8,887,813 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,887,813
CARPENTER
TECHNOLOGY COM 14428510 52,014 430,724 SH DEFINED 1,2,5,12 430,724
CARREKER CORP COM 14443310 275 34,349 SH DEFINED 1,5 34,349
CARRIAGE SVCS INC COM 14390510 654 80,900 SH DEFINED 1,2 80,900
CARRIER ACCESS
CORP COM 14446010 2,310 452,119 SH DEFINED 1,2,5 452,119
CARRIZO OIL & CO
INC COM 14457710 12,206 349,148 SH DEFINED 1,2,6 349,148
CARTER INC COM 14622910 19,821 782,187 SH DEFINED 1,2,6 782,187
CASCADE BANCORP COM 14715410 14,244 549,117 SH DEFINED 1,2,6 549,117
CASCADE CORP COM 14719510 13,069 218,246 SH DEFINED 1,2 218,246
CASCADE NAT GAS
CORP COM 14733910 5,709 216,676 SH DEFINED 1,2,5 216,676
CASELLA WASTE SYS
IN CL A 14744810 3,276 335,640 SH DEFINED 1 335,640
CASEYS GEN STORES
IN COM 14752810 22,669 906,383 SH DEFINED 1,2,5,6 906,383
CASH AMER INTL INC COM 14754D10 23,103 563,480 SH DEFINED 1,2,6 563,480
CASH SYSTEMS INC COM 14756B10 73 12,300 SH DEFINED 1,5 12,300
CASS INFORMATION
SYS COM 14808P10 3,112 92,168 SH DEFINED 1 92,168
CASTLE A M & CO COM 14841110 8,360 284,735 SH DEFINED 1,2,6 284,735
CASUAL MALE
RETAIL G COM 14871110 6,673 564,103 SH DEFINED 1 564,103
CATALINA
MARKETING C COM 14886710 34,654 1,097,338 SH DEFINED 1,2,5,6 1,097,338
CATALYST
SEMICONDUCT COM 14888110 72 19,869 SH DEFINED 1 19,869
CATAPULT
COMMUNICATI COM 14901610 152 15,611 SH DEFINED 1 15,611
CATERPILLAR INC
DEL COM 14912310 1,402,647 20,925,665 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,925,665
CATHAY GENERAL
BANCO COM 14915010 41,262 1,214,297 SH DEFINED 1,2,5 1,214,297
CATO CORP NEW CL A 14920510 12,292 525,503 SH DEFINED 1,2 525,503
CAVCO INDS INC DEL COM 14956810 3,794 108,553 SH DEFINED 1,5 108,553
CB RICHARD ELLIS
GRO CL A 12497T10 210,250 6,151,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,151,272
CBEYOND INC COM 14984710 8,998 306,770 SH DEFINED 1,2,5,6 306,770
CBIZ INC COM 12480510 8,322 1,172,126 SH DEFINED 1,2 1,172,126
CBL & ASSOC PPTYS
IN COM 12483010 55,129 1,229,461 SH DEFINED 1,2,3,5 1,229,461
CBOT HLDGS INC CL A 14984K10 82,829 456,356 SH DEFINED 1,2,5 456,356
CBRE REALTY
FINANCE COM 12498B30 1,438 108,675 SH DEFINED 1,2 108,675
CBRL GROUP INC COM 12489V10 34,635 748,046 SH DEFINED 1,2,5,6 748,046
CBS CORP NEW CL B 12485720 883,449 28,880,305 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,880,305
CCA INDS INC COM 12486710 126 10,608 SH DEFINED 1 10,608
CDC CORP SHS A G2022L10 229 25,335 SH DEFINED 1,5 25,335
CDN IMPERIAL BK
OF C COM 13606910 391 4,506 SH DEFINED 1 4,506
CEC ENTMT INC COM 12513710 37,056 892,044 SH DEFINED 1,2,5,6 892,044
CEDAR FAIR L P DEPOSITRY 15018510 1,917 67,109 SH DEFINED 1,2 67,109
CEDAR SHOPPING
CTRS COM NEW 15060220 18,360 1,133,307 SH DEFINED 1,2,3 1,133,307
CELADON GROUP INC COM 15083810 5,674 339,739 SH DEFINED 1,2 339,739
CELANESE CORP DEL COM SER A 15087010 154,972 5,025,046 SH DEFINED 1,2,5,10 5,025,046
CELESTICA INC SUB VTG SH 15101Q10 218 35,511 SH DEFINED 1,2,5, 35,511
CELGENE CORP COM 15102010 524,592 9,999,842 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,999,842
CELL GENESYS INC COM 15092110 3,457 823,070 SH DEFINED 1,2,5 823,070
CELL THERAPEUTICS
IN COM 15093410 264 165,939 SH DEFINED 1,5 165,939
CEMEX SAB DE CV SPON ADR 5 15129088 26,849 819,808 SH DEFINED 1,2,7 819,808
CENTENE CORP DEL COM 15135B10 18,123 863,420 SH DEFINED 1,2,6 863,420
CENTENNIAL BK
HLDGS COM 15134530 11,880 1,373,418 SH DEFINED 1,2 1,373,418
CENTENNIAL
COMMUNCTN CL A NEW 15133V20 6,504 790,261 SH DEFINED 1,2,6 790,261
CENTER BANCORP INC COM 15140810 241 15,466 SH DEFINED 1 15,466
CENTER FINL CORP
CAL COM 15146E10 3,753 189,847 SH DEFINED 1 189,847
CENTERPOINT
ENERGY I COM 15189T10 233,996 13,043,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,043,258
CENTERSTATE BKS
FLA COM 15201P10 1,916 108,451 SH DEFINED 1 108,451
CENTEX CORP COM 15231210 149,344 3,574,523 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,574,523
CENTILLIUM
COMMUNICA COM 15231910 148 76,942 SH DEFINED 1,5 76,942
CENTRAL EUROPEAN
DIS COM 15343510 14,925 512,715 SH DEFINED 1,2,6 512,715
CENTRAL EUROPEAN
MED CL A NEW G2004520 724 8,185 SH DEFINED 1,5,7 8,185
CENTRAL GARDEN &
PET COM 15352710 5,361 362,989 SH DEFINED 1,2,6 362,989
CENTRAL GARDEN &
PET CL A NON-V 15352720 12,219 831,203 SH DEFINED 1,2,6 831,203
CENTRAL PAC FINL
COR COM 15476010 22,142 605,476 SH DEFINED 1,2 605,476
CENTRAL PKG CORP COM 15478510 4,959 223,577 SH DEFINED 1,2 223,577
CENTRAL VT PUB
SVC C COM 15577110 1,023 35,503 SH DEFINED 1,2 35,503
CENTURY ALUM CO COM 15643110 23,201 494,899 SH DEFINED 1,2,5 494,899
CENTURY CASINOS
INC COM 15649210 2,686 325,567 SH DEFINED 1,5 325,567
CENTURYTEL INC COM 15670010 343,632 7,604,163 SH DEFINED 1,2,5,6,7,10,12,13,14 7,604,163
CENVEO INC COM 15670S10 20,495 843,425 SH DEFINED 1,2,5,6 843,425
CEPHALON INC COM 15670810 90,839 1,275,647 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,275,647
CEPHEID COM 15670R10 10,145 853,962 SH DEFINED 1,2,5 853,962
CERADYNE INC COM 15671010 35,094 641,107 SH DEFINED 1,2,5,6 641,107
CERIDIAN CORP NEW COM 15677910 103,389 2,967,549 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,967,549
CERNER CORP COM 15678210 59,994 1,101,827 SH DEFINED 1,2,5,6,12 1,101,827
CERUS CORP COM 15708510 3,421 506,840 SH DEFINED 1,5 506,840
CEVA INC COM 15721010 87 12,073 SH DEFINED 1 12,073
CF INDS HLDGS INC COM 12526910 41,169 1,067,937 SH DEFINED 1,2 1,067,937
CFS BANCORP INC COM 12525D10 262 17,566 SH DEFINED 1,5 17,566
CGG VERITAS SPONSORED 20438610 982 23,571 SH DEFINED 1,2,5 23,571
CH ENERGY GROUP
INC COM 12541M10 15,145 311,055 SH DEFINED 1,2,5 311,055
CHAD THERAPEUTICS
IN COM 15722810 41 27,600 SH DEFINED 1 27,600
CHAMPION
ENTERPRISES COM 15849610 30,262 3,438,836 SH DEFINED 1,2,5,6 3,438,836
CHAMPS ENTMT INC
DEL COM 15878710 90 15,700 SH DEFINED 1 15,700
CHAPARRAL STL CO
DEL COM 15942310 60,508 1,040,190 SH DEFINED 1,2,5,6,12 1,040,190
CHARLES & COLVARD
LT COM 15976510 158 25,200 SH DEFINED 1,5 25,200
CHARLES RIV LABS
INT COM 15986410 56,375 1,218,666 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,218,666
CHARLOTTE RUSSE
HLDG COM 16104810 9,968 345,259 SH DEFINED 1,2,6 345,259
CHARMING SHOPPES
INC COM 16113310 37,842 2,922,157 SH DEFINED 1,2,5,6,12 2,922,157
CHART INDS INC COM PAR $0 16115Q30 2,893 159,283 SH DEFINED 1,2 159,283
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
CHARTER
COMMUNICATIO CL A 16117M10 19,614 7,029,961 SH DEFINED 1,2,5,6 7,029,961
CHARTERMAC SH BEN INT 16090810 1,097 56,687 SH DEFINED 1,2,5 56,687
CHATTEM INC COM 16245610 29,116 494,000 SH DEFINED 1,2,6 494,000
CHECK POINT
SOFTWARE ORD M2246510 7,718 346,388 SH DEFINED 1,2,5,12 346,388
CHECKFREE CORP NEW COM 16281310 61,658 1,662,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,662,396
CHECKPOINT SYS INC COM 16282510 16,697 705,711 SH DEFINED 1,2 705,711
CHEESECAKE
FACTORY I COM 16307210 41,557 1,559,379 SH DEFINED 1,2,5,6,8 1,559,379
CHEMED CORP NEW COM 16359R10 21,508 439,298 SH DEFINED 1,2,6 439,298
CHEMICAL FINL CORP COM 16373110 14,161 475,357 SH DEFINED 1,2,5 475,357
CHEMTURA CORP COM 16389310 75,948 6,948,562 SH DEFINED 1,2,5,8 6,948,562
CHENIERE ENERGY
INC COM NEW 16411R20 17,268 554,358 SH DEFINED 1,2,5,6 554,358
CHEROKEE INC DEL
NEW COM 16444H10 5,757 133,702 SH DEFINED 1,5 133,702
CHESAPEAKE CORP COM 16515910 5,664 375,093 SH DEFINED 1,2 375,093
CHESAPEAKE ENERGY
CO COM 16516710 401,809 13,011,941 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,011,941
CHESAPEAKE UTILS
COR COM 16530310 378 12,207 SH DEFINED 1,2 12,207
CHEVRON CORP NEW COM 16676410 6,109,773 82,609,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,609,159
CHICAGO BRIDGE &
IRO N Y REGIST 16725010 245 7,952 SH DEFINED 1 7,952
CHICAGO
MERCANTILE H CL A 16776010 453,366 851,456 SH DEFINED 1,2,5,6,7,8,10,12,13,14 851,456
CHICOS FAS INC COM 16861510 116,118 4,753,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,753,105
CHILDRENS PL
RETAIL COM 16890510 23,158 415,321 SH DEFINED 1,2,5,6 415,321
CHINA BAK BATTERY
IN COM 16936Y10 968 297,747 SH DEFINED 1 297,747
CHINA PETE & CHEM
CO SPON ADR H 16941R10 439 5,191 SH DEFINED 1 5,191
CHINA YUCHAI INTL
LT COM G2108210 84 10,600 SH DEFINED 1,7 10,600
CHIPOTLE MEXICAN
GRI CL A 16965610 8,514 137,109 SH DEFINED 1,2,6 137,109
CHIPOTLE MEXICAN
GRI CL B 16965620 16,224 282,649 SH DEFINED 1,2 282,649
CHIQUITA BRANDS
INTL COM 17003280 15,804 1,127,213 SH DEFINED 1,2 1,127,213
CHITTENDEN CORP COM 17022810 29,413 974,266 SH DEFINED 1,2,5 974,266
CHOICE HOTELS
INTL I COM 16990510 35,951 1,014,716 SH DEFINED 1,2,5,6,10 1,014,716
CHOICEPOINT INC COM 17038810 70,059 1,871,737 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,871,737
CHOLESTECH CORP COM 17039310 455 26,373 SH DEFINED 1,2 26,373
CHORDIANT
SOFTWARE I COM NEW 17040430 5,053 488,218 SH DEFINED 1,5 488,218
CHRISTOPHER &
BANKS COM 17104610 18,447 947,481 SH DEFINED 1,2,5,6 947,481
CHUBB CORP COM 17123210 716,032 13,857,781 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,857,781
CHUNGHWA TELECOM
CO SPONSORED 17133Q20 1,167 58,569 SH DEFINED 1,12 58,569
CHURCH & DWIGHT
INC COM 17134010 50,533 1,003,639 SH DEFINED 1,2,5,6,12 1,003,639
CHURCHILL DOWNS
INC COM 17148410 7,393 162,877 SH DEFINED 1,2 162,877
CIBA SPECIALTY
CHEMI SPONSORED 17162W20 218 6,601 SH DEFINED 1 6,601
CIBER INC COM 17163B10 9,681 1,230,098 SH DEFINED 1,2 1,230,098
CIENA CORP COM NEW 17177930 69,903 2,500,986 SH DEFINED 1,2,5,6,10,13,14 2,500,986
CIGNA CORP COM 12550910 643,623 4,511,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,511,588
CIMAREX ENERGY CO COM 17179810 63,374 1,711,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,711,890
CINCINNATI BELL
INC COM 17187110 41,508 8,831,585 SH DEFINED 1,2,5,6 8,831,585
CINCINNATI FINL
CORP COM 17206210 212,561 5,013,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,013,223
CINTAS CORP COM 17290810 142,511 3,947,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,947,672
CIPHERGEN
BIOSYSTEMS COM 17252Y10 15 10,757 SH DEFINED 1 10,757
CIRCOR INTL INC COM 17273K10 13,113 367,300 SH DEFINED 1,2 367,300
CIRCUIT CITY
STORE I COM 17273710 77,162 4,164,161 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,164,161
CIRRUS LOGIC INC COM 17275510 16,969 2,215,300 SH DEFINED 1,2,5,6 2,215,300
CISCO SYS INC COM 17275R10 4,620,089 180,967,050 SH DEFINED 1,2,5,6,7,8,10,12,13,14 180,967,050
CIT GROUP INC COM 12558110 461,222 8,715,462 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,715,462
CITADEL
BROADCASTING COM 17285T10 11,700 1,230,299 SH DEFINED 1,2 1,230,299
CITI TRENDS INC COM 17306X10 4,466 104,487 SH DEFINED 1,6 104,487
CITIGROUP INC COM 17296710 7,802,175 151,970,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 151,970,679
CITIZENS & NORTHN
CO COM 17292210 344 16,708 SH DEFINED 1 16,708
CITIZENS BKG CORP
MI COM 17442010 35,811 1,616,014 SH DEFINED 1,2,5 1,616,014
CITIZENS
COMMUNICATI COM 17453B10 204,280 13,664,216 SH DEFINED 1,2,5,6,10,12,13,14 13,664,216
CITIZENS FIRST
BANCO COM 17461R10 3,431 150,624 SH DEFINED 1,5 150,624
CITIZENS INC CL A 17474010 180 24,632 SH DEFINED 1 24,632
CITRIX SYS INC COM 17737610 161,500 5,042,158 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,042,158
CITY BK LYNNWOOD
WAS COM 17770A10 9,572 298,108 SH DEFINED 1,2 298,108
CITY HLDG CO COM 17783510 18,558 458,787 SH DEFINED 1,2 458,787
CITY NATL CORP COM 17856610 51,495 699,663 SH DEFINED 1,2,5,12 699,663
CKE RESTAURANTS
INC COM 12561E10 19,962 1,058,420 SH DEFINED 1,2,6 1,058,420
CKX INC COM 12562M10 8,828 795,295 SH DEFINED 1,2,6 795,295
CLAIRES STORES INC COM 17958410 44,216 1,376,578 SH DEFINED 1,2,5,6,12 1,376,578
CLARCOR INC COM 17989510 40,635 1,277,829 SH DEFINED 1,2,5,6,12 1,277,829
CLAYMONT STEEL
HOLDI COM 18382P10 405 20,344 SH DEFINED 1 20,344
CLAYTON HLDGS INC COM 18418N10 2,561 166,919 SH DEFINED 1,2 166,919
CLEAN HARBORS INC COM 18449610 13,697 302,890 SH DEFINED 1,2,6 302,890
CLEAR CHANNEL
COMMUN COM 18450210 533,747 15,232,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,232,514
CLEAR CHANNEL
OUTDOO CL A 18451C10 10,362 393,847 SH DEFINED 1,2 393,847
CLEARWIRE CORP CL A 18538530 2,276 111,200 SH DEFINED 1,2 111,200
CLECO CORP NEW COM 12561W10 34,171 1,322,936 SH DEFINED 1,2,5,6 1,322,936
CLEVELAND CLIFFS
INC COM 18589610 81,295 1,270,032 SH DEFINED 1,2,5,6,12 1,270,032
CLIFTON SVGS
BANCORP COM 18712Q10 2,257 188,989 SH DEFINED 1,2 188,989
CLOROX CO DEL COM 18905410 267,770 4,204,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,204,269
CMGI INC COM 12575010 16,952 7,996,371 SH DEFINED 1,2,5 7,996,371
CMS ENERGY CORP COM 12589610 132,502 7,443,930 SH DEFINED 1,2,5,6,10,13,14 7,443,930
CNA FINL CORP COM 12611710 36,659 850,758 SH DEFINED 1,2,5 850,758
CNA SURETY CORP COM 12612L10 6,461 306,205 SH DEFINED 1,2 306,205
CNET NETWORKS INC COM 12613R10 19,931 2,288,330 SH DEFINED 1,2,5,6 2,288,330
CNH GLOBAL N V SHS NEW N2093520 285 7,640 SH DEFINED 1,5 7,640
CNX GAS CORP COM 12618H30 8,174 288,514 SH DEFINED 1,2 288,514
COACH INC COM 18975410 530,061 10,590,634 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,590,634
COACHMEN INDS INC COM 18987310 201 19,117 SH DEFINED 1 19,117
COASTAL FINL CORP
DE COM 19046E10 4,600 294,336 SH DEFINED 1,5 294,336
COBIZ INC COM 19089710 4,750 238,552 SH DEFINED 1,2,6 238,552
COBRA ELECTRS CORP COM 19104210 106 10,200 SH DEFINED 1 10,200
COCA COLA
BOTTLING C COM 19109810 7,171 126,621 SH DEFINED 1,2,6 126,621
COCA COLA CO COM 19121610 3,051,102 63,564,635 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,564,635
COCA COLA
ENTERPRISE COM 19121910 208,859 10,314,018 SH DEFINED 1,2,5,6,10,12,13,14 10,314,018
COCA COLA
FEMSA S A SPON ADR R 19124110 364 10,091 SH DEFINED 1 10,091
COEUR D ALENE
MINES COM 19210810 21,141 5,143,840 SH DEFINED 1,2,5,6 5,143,840
COGENT COMM GROUP
IN COM NEW 19239V30 10,679 451,911 SH DEFINED 1,2,5,6 451,911
COGENT INC COM 19239Y10 12,432 924,321 SH DEFINED 1,2,5,6 924,321
COGNEX CORP COM 19242210 16,402 756,898 SH DEFINED 1,2,5,6 756,898
COGNIZANT
TECHNOLOGY CL A 19244610 312,956 3,545,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,545,438
COHEN & STEERS INC COM 19247A10 10,145 235,491 SH DEFINED 1,2,6 235,491
COHERENT INC COM 19247910 26,161 824,231 SH DEFINED 1,2,5,6 824,231
COHU INC COM 19257610 7,849 417,493 SH DEFINED 1,2,6 417,493
COINMACH SVC CORP CL A 19259W20 4,402 414,898 SH DEFINED 1,2 414,898
COINSTAR INC COM 19259P30 21,738 694,499 SH DEFINED 1,2,6 694,499
COLDWATER CREEK
INC COM 19306810 41,711 2,056,743 SH DEFINED 1,2,5,6 2,056,743
COLE KENNETH
PRODTNS CL A 19329410 4,083 159,075 SH DEFINED 1,2 159,075
COLEY
PHARMACEUTICAL COM 19388P10 3,754 391,864 SH DEFINED 1,2,6 391,864
COLGATE PALMOLIVE
CO COM 19416210 923,351 13,824,684 SH DEFINED 1,2,5,6,8,10,12,13,14 13,824,684
COLLAGENEX
PHARMACEU COM 19419B10 546 40,448 SH DEFINED 1,5 40,448
COLONIAL
BANCGROUP I COM 19549330 70,058 2,830,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,830,636
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
COLONIAL PPTYS TR COM SH BEN 19587210 43,255 947,121 SH DEFINED 1,2,3,5 947,121
COLOR KINETICS INC COM 19624P10 5,045 259,675 SH DEFINED 1,5 259,675
COLUMBIA BANCORP
ORE COM 19723110 2,825 117,672 SH DEFINED 1 117,672
COLUMBIA BKG SYS
INC COM 19723610 9,519 282,207 SH DEFINED 1,2 282,207
COLUMBIA LABS INC COM 19777910 67 50,263 SH DEFINED 1,5 50,263
COLUMBIA
SPORTSWEAR COM 19851610 19,142 307,206 SH DEFINED 1,2,5,6 307,206
COLUMBUS MCKINNON
CO COM 19933310 7,564 337,846 SH DEFINED 1,2 337,846
COMARCO INC COM 20008010 114 12,500 SH DEFINED 1 12,500
COMBINATORX INC COM 20010A10 2,930 419,234 SH DEFINED 1,5 419,234
COMCAST CORP NEW CL A 20030N10 1,938,849 74,714,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 74,714,797
COMCAST CORP NEW CL A SPL 20030N20 114,612 4,499,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,499,898
COMERICA INC COM 20034010 342,080 5,786,201 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,786,201
COMFORT SYS USA
INC COM 19990810 8,059 672,740 SH DEFINED 1,2,5 672,740
COMMERCE BANCORP
INC COM 20051910 164,100 4,916,122 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,916,122
COMMERCE
BANCSHARES COM 20052510 37,581 777,922 SH DEFINED 1,2,5,12 777,922
COMMERCE GROUP
INC M COM 20064110 34,976 1,164,314 SH DEFINED 1,2,5 1,164,314
COMMERCIAL
BANKSHARE COM 20160710 401 8,201 SH DEFINED 1,2 8,201
COMMERCIAL METALS
CO COM 20172310 69,578 2,219,408 SH DEFINED 1,2,5 2,219,408
COMMERCIAL VEH
GROUP COM 20260810 7,324 355,510 SH DEFINED 1,2 355,510
COMMSCOPE INC COM 20337210 69,539 1,620,959 SH DEFINED 1,2,5,6,12 1,620,959
COMMUNICATIONS
SYS I COM 20390010 187 17,903 SH DEFINED 1,2 17,903
COMMUNITY BANCORP
NE COM 20343T10 4,121 134,008 SH DEFINED 1 134,008
COMMUNITY BK SYS
INC COM 20360710 13,471 643,948 SH DEFINED 1,2 643,948
COMMUNITY BKS INC
MI COM 20362810 11,623 486,914 SH DEFINED 1,2 486,914
COMMUNITY HEALTH
SYS COM 20366810 67,454 1,913,599 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,913,599
COMMUNITY TR
BANCORP COM 20414910 11,107 306,560 SH DEFINED 1,2 306,560
COMMVAULT SYSTEMS
IN COM 20416610 2,905 179,305 SH DEFINED 1,2 179,305
COMPANHIA
BRASILEIRA SPON ADR P 20440T20 63,659 2,203,511 SH DEFINED 1,2,4,5 2,203,511
COMPANHIA DE
BEBIDAS SPON ADR P 20441W20 2,618 47,626 SH DEFINED 1,2 47,626
COMPANHIA
ENERGETICA SP ADR N-V 20440960 14,817 304,559 SH DEFINED 1,2,7 304,559
COMPANHIA
SIDERURGIC SPONSORED 20440W10 694 16,202 SH DEFINED 1,2 16,202
COMPANHIA VALE DO
RI SPON ADR P 20441210 91,429 2,922,935 SH DEFINED 1,2,7 2,922,935
COMPANHIA VALE DO
RI SPONSORED 20441220 119,928 3,242,184 SH DEFINED 1,2,4,5,7 3,242,184
COMPANIA
CERVECERIAS SPONSORED 20442910 1,141 36,314 SH DEFINED 1,2,5 36,314
COMPANIA DE MINAS
BU SPONSORED 20444810 1,019 34,019 SH DEFINED 1,2 34,019
COMPANIA DE
TELECOMU SPON ADR N 20444930 259 27,794 SH DEFINED 1,2,5 27,794
COMPASS
BANCSHARES I COM 20449H10 227,466 3,306,193 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,306,193
COMPASS
DIVERSIFIED SH BEN INT 20451Q10 2,400 143,124 SH DEFINED 1 143,124
COMPASS MINERALS
INT COM 20451N10 21,183 634,225 SH DEFINED 1,2,5 634,225
COMPLETE
PRODUCTION COM 20453E10 8,470 425,415 SH DEFINED 1,2,6 425,415
COMPUCREDIT CORP COM 20478N10 12,700 406,781 SH DEFINED 1,2,6 406,781
COMPUTER HORIZONS
CO COM 20590810 24 32,495 SH DEFINED 1 32,495
COMPUTER
PROGRAMS & COM 20530610 5,795 216,073 SH DEFINED 1 216,073
COMPUTER SCIENCES
CO COM 20536310 264,778 5,079,187 SH DEFINED 1,2,5,6,7,8,10,12,13,14, 5,079,187
COMPUTER TASK
GROUP COM 20547710 157 34,745 SH DEFINED 1 34,745
COMPUWARE CORP COM 20563810 103,264 10,881,369 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,881,369
COMPX
INTERNATIONAL CL A 20563P10 946 58,625 SH DEFINED 1,2 58,625
COMSTOCK
HOMEBUILDIN CL A 20568410 47 11,500 SH DEFINED 1 11,500
COMSTOCK RES INC COM NEW 20576820 20,789 759,264 SH DEFINED 1,2,5,6 759,264
COMSYS IT
PARTNERS I COM 20581E10 8,207 412,388 SH DEFINED 1,2 412,388
COMTECH GROUP INC COM NEW 20582120 3,226 184,545 SH DEFINED 1 184,545
COMTECH
TELECOMMUNIC COM NEW 20582620 18,026 465,416 SH DEFINED 1,2,5,6 465,416
CONAGRA FOODS INC COM 20588710 658,491 26,434,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,434,798
CONCEPTUS INC COM 20601610 7,135 356,759 SH DEFINED 1,2,6 356,759
CONCUR
TECHNOLOGIES COM 20670810 8,937 511,842 SH DEFINED 1,2,5,6 511,842
CONCURRENT
COMPUTER COM 20671020 159 101,409 SH DEFINED 1,5 101,409
CONEXANT SYSTEMS
INC COM 20714210 13,384 8,111,620 SH DEFINED 1,2,5 8,111,620
CONMED CORP COM 20741010 16,988 581,190 SH DEFINED 1,2 581,190
CONNECTICUT WTR
SVC COM 20779710 334 13,888 SH DEFINED 1,2,5 13,888
CONNS INC COM 20824210 3,173 128,221 SH DEFINED 1,2,6 128,221
CONOCOPHILLIPS COM 20825C10 3,139,381 45,930,961 SH DEFINED 1,2,5,6,10,12,13,14 45,930,961
CONSECO INC PFD B CV 5 20846486 3,490 147,500 SH DEFINED 2 147,500
CONSECO INC COM NEW 20846488 27,697 1,600,979 SH DEFINED 1,2,5 1,600,979
CONSOL ENERGY INC COM 20854P10 237,954 6,081,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,081,121
CONSOLIDATED COMM
HL COM 20903410 9,802 492,818 SH DEFINED 1,2 492,818
CONSOLIDATED
EDISON COM 20911510 413,227 8,092,974 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,092,974
CONSOLIDATED
GRAPHIC COM 20934110 30,830 416,345 SH DEFINED 1,2 416,345
CONSOLIDATED
TOMOKA COM 21022610 8,493 112,568 SH DEFINED 1 112,568
CONSTAR INTL INC
NEW COM 21036U10 101 11,400 SH DEFINED 1 11,400
CONSTELLATION
BRANDS CL A 21036P10 121,391 5,731,391 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,731,391
CONSTELLATION
ENERGY COM 21037110 491,268 5,650,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,650,002
CONSUMER
PORTFOLIO S COM 21050210 68 11,100 SH DEFINED 1 11,100
CONTANGO OIL &
GAS C COM NEW 21075N20 325 14,800 SH DEFINED 1,5 14,800
CONTINENTAL AIRLS
IN CL B 21079530 74,482 2,046,782 SH DEFINED 1,2,5,6,10 2,046,782
CONVERA CORP CL A 21191910 938 298,861 SH DEFINED 1,5 298,861
CONVERGYS CORP COM 21248510 131,943 5,192,564 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,192,564
CON-WAY INC COM 20594410 45,750 917,943 SH DEFINED 1,2,5,12 917,943
COOPER COS INC COM NEW 21664840 44,535 915,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 915,980
COOPER INDS LTD CL A G2418210 286,008 6,357,136 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,357,136
COOPER TIRE &
RUBR C COM 21683110 21,731 1,188,150 SH DEFINED 1,2,5 1,188,150
COPANO ENERGY
L L C COM UNITS 21720210 1,246 18,197 SH DEFINED 1,2 18,197
COPART INC COM 21720410 37,898 1,353,020 SH DEFINED 1,2,5,6,12 1,353,020
CORE
LABORATORIES N COM N2271710 1,368 16,322 SH DEFINED 1,2,5,6,12 16,322
CORE MARK HOLDING
CO COM 21868110 6,275 175,866 SH DEFINED 1,2 175,866
CORE MOLDING
TECHNOL COM 21868310 154 19,600 SH DEFINED 2 19,600
CORILLIAN CORP COM 21872510 216 43,332 SH DEFINED 1,5 43,332
CORINTHIAN
COLLEGES COM 21886810 32,185 2,340,745 SH DEFINED 1,2,5,6 2,340,745
CORN PRODS INTL
INC COM 21902310 25,913 728,088 SH DEFINED 1,2,5 728,088
CORNELL COMPANIES
IN COM 21914110 3,122 154,378 SH DEFINED 1,5 154,378
CORNING INC COM 21935010 913,468 40,170,102 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,170,102
CORPORATE
EXECUTIVE COM 21988R10 54,364 715,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 715,686
CORPORATE OFFICE
PPT SH BEN INT 22002T10 56,123 1,228,621 SH DEFINED 1,2,3,5,6 1,228,621
CORRECTIONS CORP
AME COM NEW 22025Y40 43,090 815,946 SH DEFINED 1,2,5,6 815,946
CORUS BANKSHARES
INC COM 22087310 17,722 1,038,800 SH DEFINED 1,2 1,038,800
CORUS GROUP PLC SPONSORED 22087M10 358 15,566 SH DEFINED 1 15,566
CORVEL CORP COM 22100610 5,303 175,298 SH DEFINED 1,2 175,298
COSI INC COM 22122P10 2,802 502,151 SH DEFINED 1,5 502,151
COST PLUS INC
CALIF COM 22148510 3,860 386,011 SH DEFINED 1,2,5 386,011
COSTAR GROUP INC COM 22160N10 13,480 301,703 SH DEFINED 1,2,6 301,703
COSTCO WHSL CORP
NEW COM 22160K10 647,539 12,027,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,027,090
COUNTRYWIDE
FINANCIA COM 22237210 595,299 17,696,160 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,696,160
COURIER CORP COM 22266010 6,607 169,100 SH DEFINED 1,2 169,100
COUSINS PPTYS INC COM 22279510 34,498 1,049,834 SH DEFINED 1,2,3,5,12 1,049,834
COVAD
COMMUNICATIONS COM 22281420 6,236 4,910,425 SH DEFINED 1,2,6 4,910,425
COVANCE INC COM 22281610 74,211 1,250,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,250,613
COVANSYS CORP COM 22281W10 22,463 910,181 SH DEFINED 1,2,6 910,181
COVANTA HLDG CORP COM 22282E10 28,899 1,302,911 SH DEFINED 1,2,5,6 1,302,911
COVENANT TRANS INC CL A 22284P10 141 12,784 SH DEFINED 1 12,784
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
COVENTRY HEALTH
CARE COM 22286210 288,530 5,147,726 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,147,726
COWEN GROUP INC COM 22362110 374 22,460 SH DEFINED 1 22,460
COX RADIO INC CL A 22405110 17,612 1,290,292 SH DEFINED 1,2,5 1,290,292
CPFL ENERGIA S A SPONSORED 12615310 224 5,290 SH DEFINED 1 5,290
CPI CORP COM 12590210 1,339 25,499 SH DEFINED 1 25,499
CPI INTERNATIONAL
IN COM 12618M10 2,327 121,062 SH DEFINED 1 121,062
CRA INTL INC COM 12618T10 10,122 193,984 SH DEFINED 1,2,6 193,984
CRANE CO COM 22439910 34,426 851,709 SH DEFINED 1,2,5,12 851,709
CRAWFORD & CO CL B 22463310 2,133 367,721 SH DEFINED 1 367,721
CRAY INC COM NEW 22522330 1,228 89,049 SH DEFINED 1,2,5 89,049
CREDENCE SYS CORP COM 22530210 5,671 1,713,368 SH DEFINED 1,2,5 1,713,368
CREDICORP LTD COM G2519Y10 23,876 489,963 SH DEFINED 1,2,7 489,963
CREDIT ACCEP CORP
MI COM 22531010 3,768 138,582 SH DEFINED 1,2,6 138,582
CREDIT SUISSE
GROUP SPONSORED 22540110 19,697 274,214 SH DEFINED 1,2 274,214
CREDO PETE CORP COM PAR $0 22543920 145 10,620 SH DEFINED 1 10,620
CREE INC COM 22544710 26,489 1,609,322 SH DEFINED 1,2,5,6,12 1,609,322
CRESCENT REAL
ESTATE COM 22575610 53,810 2,682,477 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,682,477
CRESUD
S A C I F Y A SPONSORED 22640610 602 29,326 SH DEFINED 1 29,326
CRH PLC ADR 12626K20 12,197 280,445 SH DEFINED 1 280,445
CROCS INC COM 22704610 12,616 266,998 SH DEFINED 1,2,6 266,998
CROSS CTRY
HEALTHCAR COM 22748310 13,693 751,140 SH DEFINED 1,2 751,140
CROSS TIMBERS RTY
TR TR UNIT 22757R10 358 8,527 SH DEFINED 1,2 8,527
CROSSTEX ENERGY
INC COM 22765Y10 15,180 528,017 SH DEFINED 1,2,6 528,017
CROSSTEX
ENERGY L P COM 22765U10 630 17,502 SH DEFINED 1,2 17,502
CROWN CASTLE INTL
CO COM 22822710 95,923 2,985,460 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,985,460
CROWN HOLDINGS INC COM 22836810 41,351 1,690,536 SH DEFINED 1,2,5,6 1,690,536
CROWN MEDIA HLDGS
IN CL A 22841110 1,965 368,660 SH DEFINED 1,2 368,660
CRYOLIFE INC COM 22890310 220 26,204 SH DEFINED 1 26,204
CRYSTAL RIV CAP
INC COM 22939330 3,498 130,320 SH DEFINED 1,2 130,320
CSG SYS INTL INC COM 12634910 89,842 3,590,808 SH DEFINED 1,2,5,6,7 3,590,808
CSK AUTO CORP COM 12596510 16,251 944,818 SH DEFINED 1,2 944,818
CSS INDS INC COM 12590610 4,627 123,449 SH DEFINED 1,2 123,449
CSX CORP COM 12640810 536,863 13,404,823 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,404,823
CT COMMUNICATIONS
IN COM NEW 12642640 10,919 453,051 SH DEFINED 1,2 453,051
CTC MEDIA INC COM 12642X10 6,339 246,863 SH DEFINED 1,2 246,863
CTRIP COM INTL LTD ADR 22943F10 275 4,100 SH DEFINED 1 4,100
CTS CORP COM 12650110 10,259 742,317 SH DEFINED 1,2 742,317
CUBIC CORP COM 22966910 9,502 439,101 SH DEFINED 1,2 439,101
CUBIST
PHARMACEUTICA COM 22967810 22,433 1,016,460 SH DEFINED 1,2,5,6 1,016,460
CULLEN FROST
BANKERS COM 22989910 52,205 997,618 SH DEFINED 1,2,5 997,618
CULP INC COM 23021510 84 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 890,500 6,153,263 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,153,263
CUMULUS MEDIA INC CL A 23108210 6,802 725,133 SH DEFINED 1,2 725,133
CURAGEN CORP COM 23126R10 1,573 510,785 SH DEFINED 1,5 510,785
CURIS INC COM 23126910 84 55,254 SH DEFINED 1,5 55,254
CURTISS WRIGHT
CORP COM 23156110 33,238 862,429 SH DEFINED 1,2 862,429
CUTERA INC COM 23210910 413 11,424 SH DEFINED 1 11,424
CV THERAPEUTICS
INC COM 12666710 7,516 954,960 SH DEFINED 1,2,5,6 954,960
CVB FINL CORP COM 12660010 14,508 1,219,196 SH DEFINED 1,2,5 1,219,196
CVS CORP COM 12665010 1,401,503 41,051,633 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,051,633
CYBERONICS INC COM 23251P10 7,304 388,929 SH DEFINED 1,2,6 388,929
CYBERSOURCE CORP COM 23251J10 5,871 469,281 SH DEFINED 1 469,281
CYMER INC COM 23257210 30,168 726,071 SH DEFINED 1,2,5,6,12 726,071
CYPRESS
BIOSCIENCES COM PAR $. 23267450 5,014 659,709 SH DEFINED 1,2,5 659,709
CYPRESS
SEMICONDUCTO COM 23280610 48,960 2,639,332 SH DEFINED 1,2,5,6,12 2,639,332
CYTEC INDS INC COM 23282010 39,463 701,683 SH DEFINED 1,2,5 701,683
CYTOGEN CORP COM NEW 23282430 22 10,317 SH DEFINED 1 10,317
CYTOKINETICS INC COM 23282W10 3,036 436,233 SH DEFINED 1 436,233
CYTOMEDIX INC COM NEW 23283B20 19 14,700 SH DEFINED 5 14,700
CYTRX CORP COM NEW 23282830 361 77,000 SH DEFINED 1 77,000
CYTYC CORP COM 23294610 102,882 3,007,364 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,007,364
D & E
COMMUNICATIONS COM 23286010 454 34,101 SH DEFINED 1,2 34,101
D R HORTON INC COM 23331A10 189,234 8,601,551 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,601,551
DADE BEHRING
HLDGS I COM 23342J20 47,539 1,084,125 SH DEFINED 1,2,5,6,12 1,084,125
DAIMLERCHRYSLER AG ORD D1668R12 2,957 36,144 SH DEFINED 1 36,144
DAKTRONICS INC COM 23426410 18,750 683,304 SH DEFINED 1,2,6 683,304
DANAHER CORP DEL COM 23585110 515,287 7,211,851 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,211,851
DARDEN
RESTAURANTS I COM 23719410 237,188 5,758,378 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,758,378
DARLING INTL INC COM 23726610 7,829 1,204,511 SH DEFINED 1 1,204,511
DARWIN
PROFESSIONAL COM 23750210 1,170 46,507 SH DEFINED 1 46,507
DATARAM CORP COM PAR $1 23810820 71 17,300 SH DEFINED 1 17,300
DATASCOPE CORP COM 23811310 8,655 239,149 SH DEFINED 1,2 239,149
DATATRAK INTL INC COM 23813410 65 12,000 SH DEFINED 1 12,000
DAVITA INC COM 23918K10 72,802 1,365,370 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,365,370
DAWSON
GEOPHYSICAL C COM 23935910 6,220 125,577 SH DEFINED 1,5 125,577
DCP MIDSTREAM
PARTNE COM UT LTD 23311P10 892 22,824 SH DEFINED 1,2 22,824
DCT INDUSTRIAL
TRUST COM 23315310 24,508 2,071,708 SH DEFINED 1,2,3 2,071,708
DEALERTRACK HLDGS
IN COM 24230910 15,195 494,627 SH DEFINED 1,2,6 494,627
DEAN FOODS CO NEW COM 24237010 183,206 3,919,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,919,687
DEARBORN BANCORP
INC COM 24242R10 239 13,665 SH DEFINED 1 13,665
DEB SHOPS INC COM 24272810 1,569 57,932 SH DEFINED 1,2 57,932
DECKERS OUTDOOR
CORP COM 24353710 18,599 261,885 SH DEFINED 1,2,6 261,885
DECODE GENETICS
INC COM 24358610 3,342 915,689 SH DEFINED 1,2,6 915,689
DECORATOR INDS INC COM PAR $0 24363120 80 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 629,782 5,796,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,796,967
DEERFIELD TRIARC
CAP COM 24457230 13,901 927,333 SH DEFINED 1,2 927,333
DEL MONTE FOODS CO COM 24522P10 65,374 5,694,597 SH DEFINED 1,2,5,10,12 5,694,597
DELEK US HLDGS INC COM 24664710 2,279 119,112 SH DEFINED 1,2,6 119,112
DELIA'S INC NEW COM 24691110 3,395 369,841 SH DEFINED 1 369,841
DELL INC COM 24702R10 1,540,405 66,368,181 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,368,181
DELPHI FINL GROUP
IN CL A 24713110 34,489 857,307 SH DEFINED 1,2,5 857,307
DELTA & PINE LD CO COM 24735710 26,282 637,921 SH DEFINED 1,2,5,6,12 637,921
DELTA FINANCIAL
CORP COM 24791810 171 20,620 SH DEFINED 1 20,620
DELTA PETE CORP COM NEW 24790720 20,858 908,436 SH DEFINED 1,2,6 908,436
DELTATHREE INC COM 24783N10 35 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 7,775 162,110 SH DEFINED 1,2,6 162,110
DELUXE CORP COM 24801910 93,232 2,780,547 SH DEFINED 1,2,5,6,10,14 2,780,547
DENBURY RES INC COM NEW 24791620 71,146 2,388,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,388,260
DENDREON CORP COM 24823Q10 16,348 1,264,379 SH DEFINED 1,2,5,6 1,264,379
DENDRITE INTL INC COM 24823910 11,436 730,291 SH DEFINED 1,2,6 730,291
DENNYS CORP COM 24869P10 7,132 1,455,597 SH DEFINED 1,2,6 1,455,597
DENTSPLY INTL INC
NE COM 24903010 155,693 4,753,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,753,999
DEPOMED INC COM 24990810 1,807 506,124 SH DEFINED 1 506,124
DESIGN WITHIN
REACH COM 25055710 103 18,000 SH DEFINED 1 18,000
DEUTSCHE BANK AG
NAM ORD D1819089 756 5,617 SH DEFINED 1 5,617
DEUTSCHE TELEKOM
AG SPONSORED 25156610 1,418 85,766 SH DEFINED 1,2 85,766
DEVELOPERS
DIVERSIFI COM 25159110 262,318 4,170,392 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,170,392
DEVON ENERGY CORP
NE COM 25179M10 899,755 12,998,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,998,487
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
DEVRY INC DEL COM 25189310 56,961 1,940,758 SH DEFINED 1,2,5,6,12 1,940,758
DEXCOM INC COM 25213110 1,840 234,145 SH DEFINED 1 234,145
DG FASTCHANNEL INC COM 23326R10 225 13,534 SH DEFINED 1 13,534
DIAGEO P L C SPON ADR N 25243Q20 24,185 298,769 SH DEFINED 1 298,769
DIAMOND FOODS INC COM 25260310 5,000 300,327 SH DEFINED 1,2 300,327
DIAMOND HILL
INVESTM COM NEW 25264R20 342 3,504 SH DEFINED 1 3,504
DIAMOND MGMT &
TECHN COM 25269L10 10,050 859,672 SH DEFINED 1,2,6 859,672
DIAMOND OFFSHORE
DRI COM 25271C10 66,927 826,775 SH DEFINED 1,2,5,6,7,8,10,12,13,14 826,775
DIAMONDROCK
HOSPITAL COM 25278430 47,992 2,525,881 SH DEFINED 1,2,3 2,525,881
DICKS SPORTING
GOODS COM 25339310 37,300 640,226 SH DEFINED 1,2,6,12 640,226
DIEBOLD INC COM 25365110 56,838 1,191,332 SH DEFINED 1,2,5,12 1,191,332
DIGENE CORP COM 25375210 17,482 412,212 SH DEFINED 1,2,6 412,212
DIGI INTL INC COM 25379810 8,935 703,546 SH DEFINED 1,2,5 703,546
DIGIMARC CORP COM 25380710 243 24,061 SH DEFINED 1 24,061
DIGITAL ANGEL CORP COM 25383010 25 12,701 SH DEFINED 1,2 12,701
DIGITAL RIV INC COM 25388B10 40,423 731,646 SH DEFINED 1,2,6,12 731,646
DIGITAL RLTY TR
INC COM 25386810 42,682 1,069,727 SH DEFINED 1,2,3,5,6 1,069,727
DILLARDS INC CL A 25406710 56,543 1,727,569 SH DEFINED 1,2,5,6,10,13,14 1,727,569
DIME BANCORP INC
NEW *W EXP 99/ 25429Q11 11 65,301 SH DEFINED 1 65,301
DIME CMNTY
BANCSHARE COM 25392210 7,566 571,874 SH DEFINED 1,2,5 571,874
DIODES INC COM 25454310 13,619 390,782 SH DEFINED 1,2,6 390,782
DIONEX CORP COM 25454610 28,751 422,129 SH DEFINED 1,2,5,6 422,129
DIRECT GEN CORP COM 25456W20 6,558 308,472 SH DEFINED 1,2 308,472
DIRECTED
ELECTRONICS COM 25457510 947 105,739 SH DEFINED 1,6 105,739
DIRECTV GROUP INC COM 25459L10 655,953 28,433,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,433,145
DISCOVERY HOLDING
CO CL A COM 25468Y10 75,115 3,926,558 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,926,558
DISCOVERY
LABORATORI COM 25466810 173 72,855 SH DEFINED 1,5 72,855
DISNEY WALT CO COM DISNEY 25468710 2,381,686 69,174,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 69,174,723
DISTRIBUCION Y
SERVI SPONSORED 25475310 276 13,343 SH DEFINED 1,2,5 13,343
DISTRIBUTED
ENERGY S COM 25475V10 90 66,011 SH DEFINED 1,2,5 66,011
DITECH NETWORKS
INC COM 25500T10 5,089 626,700 SH DEFINED 1,2,6 626,700
DIVERSA CORP COM 25506410 3,833 490,819 SH DEFINED 1,2,6 490,819
DIVX INC COM 25541310 2,472 123,373 SH DEFINED 1,2 123,373
DIXIE GROUP INC CL A 25551910 201 16,744 SH DEFINED 1 16,744
DJO INCORPORATED COM 23325G10 14,536 383,532 SH DEFINED 1,2,6 383,532
DNP SELECT INCOME
FD COM 23325P10 1,850 164,416 SH DEFINED 5,12 164,416
DOBSON
COMMUNICATION CL A 25606910 21,108 2,457,224 SH DEFINED 1,2,5,6 2,457,224
DOLBY
LABORATORIES I COM 25659T10 19,336 560,288 SH DEFINED 1,2,6 560,288
DOLLAR FINL CORP COM 25666410 5,591 221,006 SH DEFINED 1,2,6 221,006
DOLLAR GEN CORP COM 25666910 189,869 8,977,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,977,259
DOLLAR THRIFTY
AUTOM COM 25674310 22,496 440,751 SH DEFINED 1,2,5 440,751
DOLLAR TREE
STORES I COM 25674710 107,038 2,799,113 SH DEFINED 1,2,5,10,12 2,799,113
DOMINION RES INC
VA COM 25746U10 988,643 11,137,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,137,125
DOMINOS PIZZA INC COM 25754A20 48,977 1,508,372 SH DEFINED 1,2,6 1,508,372
DOMTAR CORP COM 25755910 62,692 6,733,875 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,733,875
DONALDSON INC COM 25765110 40,694 1,127,256 SH DEFINED 1,2,5,6,12 1,127,256
DONEGAL GROUP INC CL A 25770120 3,674 216,357 SH DEFINED 1 216,357
DONNELLEY R R &
SONS COM 25786710 209,019 5,712,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,712,476
DORAL FINL CORP COM 25811P10 2,819 1,718,871 SH DEFINED 1,2,5 1,718,871
DORCHESTER
MINERALS COM UNIT 25820R10 851 38,660 SH DEFINED 1,2 38,660
DORMAN PRODUCTS
INC COM 25827810 146 12,638 SH DEFINED 1 12,638
DOT HILL SYS CORP COM 25848T10 1,109 303,784 SH DEFINED 1,5 303,784
DOUBLE HULL
TANKERS COM Y2111010 366 24,742 SH DEFINED 1,2 24,742
DOUGLAS EMMETT INC COM 25960P10 41,024 1,606,882 SH DEFINED 1,2,3 1,606,882
DOVER CORP COM 26000310 318,632 6,528,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,528,005
DOVER DOWNS
GAMING & COM 26009510 6,787 526,917 SH DEFINED 1,2,5,6 526,917
DOVER MOTORSPORTS
IN COM 26017410 1,090 207,609 SH DEFINED 1,5 207,609
DOW CHEM CO COM 26054310 1,230,126 26,823,500 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,823,500
DOW JONES & CO INC COM 26056110 74,853 2,171,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,171,550
DOWNEY FINL CORP COM 26101810 26,234 406,474 SH DEFINED 1,2,5 406,474
DPL INC COM 23329310 53,694 1,727,050 SH DEFINED 1,2,5 1,727,050
DR REDDYS LABS LTD ADR 25613520 990 60,133 SH DEFINED 1,2,5 60,133
DREAMWORKS
ANIMATION CL A 26153C10 20,274 662,966 SH DEFINED 1,2,5 662,966
DRESS BARN INC COM 26157010 25,226 1,212,201 SH DEFINED 1,2,6 1,212,201
DRESSER-RAND
GROUP I COM 26160810 19,356 635,462 SH DEFINED 1,2,6 635,462
DREW INDS INC COM NEW 26168L20 11,614 404,941 SH DEFINED 1,2,6 404,941
DRIL-QUIP INC COM 26203710 16,216 374,682 SH DEFINED 1,2,6 374,682
DRS TECHNOLOGIES
INC COM 23330X10 32,939 631,375 SH DEFINED 1,2,5 631,375
DRUGSTORE COM INC COM 26224110 2,805 1,087,275 SH DEFINED 1 1,087,275
DSP GROUP INC COM 23332B10 11,099 584,134 SH DEFINED 1,2,5,6 584,134
DST SYS INC DEL COM 23332610 84,819 1,127,907 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,127,907
DSW INC CL A 23334L10 20,656 489,374 SH DEFINED 1,2,6 489,374
DTE ENERGY CO COM 23333110 270,910 5,655,748 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,655,748
DTS INC COM 23335C10 7,334 302,691 SH DEFINED 1,2,6 302,691
DU PONT E I DE
NEMOU COM 26353410 1,968,626 39,826,545 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,826,545
DUCOMMUN INC DEL COM 26414710 827 32,139 SH DEFINED 1,5 32,139
DUKE ENERGY CORP
NEW COM 26441C10 1,868,186 92,074,222 SH DEFINED 1,2,5,6,7,8,10,12,13,14 92,074,222
DUKE REALTY CORP COM NEW 26441150 147,578 3,394,930 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,394,930
DUN & BRADSTREET
COR COM 26483E10 122,375 1,341,833 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,341,833
DUQUESNE LT HLDGS
IN COM 26623310 46,259 2,337,470 SH DEFINED 1,2,5 2,337,470
DURECT CORP COM 26660510 3,833 921,431 SH DEFINED 1,5 921,431
DXP ENTERPRISES
INC COM NEW 23337740 1,550 40,587 SH DEFINED 1,5 40,587
DYAX CORP COM 26746E10 195 47,354 SH DEFINED 1,5 47,354
DYCOM INDS INC COM 26747510 27,480 1,054,483 SH DEFINED 1,2,5,6 1,054,483
DYNAMEX INC COM 26784F10 5,535 217,576 SH DEFINED 1,2 217,576
DYNAMIC MATLS CORP COM 26788810 6,306 192,730 SH DEFINED 1,5 192,730
DYNAVAX
TECHNOLOGIES COM 26815810 350 64,352 SH DEFINED 1,2,5 64,352
DYNCORP INTL INC CL A 26817C10 6,535 433,068 SH DEFINED 1,2,6 433,068
DYNEGY INC NEW CL A 26816Q10 112,184 12,114,898 SH DEFINED 1,2,5,6,7,8,10,13,14 12,114,898
E M C CORP MASS COM 26864810 864,799 62,440,328 SH DEFINED 1,2,5,6,7,8,10,12,13,14 62,440,328
E ON AG SPONSORED 26878010 25,739 569,946 SH DEFINED 1,2 569,946
E TRADE FINANCIAL
CO COM 26924610 247,974 11,685,881 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,685,881
EAGLE BANCORP INC
MD COM 26894810 235 14,309 SH DEFINED 1 14,309
EAGLE BULK
SHIPPING COM Y2187A10 634 32,697 SH DEFINED 1,2 32,697
EAGLE HOSPITALITY
PP COM 26959T10 348 31,179 SH DEFINED 1,3,5 31,179
EAGLE MATERIALS
INC COM 26969P10 34,449 771,869 SH DEFINED 1,2,5,6,7,12 771,869
EAGLE TEST SYS INC COM 27000610 5,540 332,954 SH DEFINED 1,2,6 332,954
EARTHLINK INC COM 27032110 19,448 2,645,942 SH DEFINED 1,2,5,6 2,645,942
EAST WEST BANCORP
IN COM 27579R10 28,312 769,977 SH DEFINED 1,2,5,6 769,977
EASTERN AMERN NAT
GA SPERS RCT 27621710 223 8,800 SH DEFINED 1 8,800
EASTERN CO COM 27631710 249 9,150 SH DEFINED 1 9,150
EASTERN INS HLDGS
IN COM 27653410 250 16,700 SH DEFINED 1 16,700
EASTGROUP PPTY INC COM 27727610 31,166 610,744 SH DEFINED 1,2,3,5 610,744
EASTMAN CHEM CO COM 27743210 135,326 2,136,845 SH DEFINED 1,2,5,6,7,10,12,13,14 2,136,845
EASTMAN KODAK CO COM 27746110 190,184 8,430,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,430,159
EATON CORP COM 27805810 352,232 4,215,313 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,215,313
EATON VANCE CORP COM NON VT 27826510 70,605 1,981,063 SH DEFINED 1,2,5 1,981,063
EBAY INC COM 27864210 985,837 29,738,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,738,684
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
ECC CAPITAL CORP COM 26826M10 29 71,700 SH DEFINED 1 71,700
ECHELON CORP COM 27874N10 5,939 563,429 SH DEFINED 1,2 563,429
ECHOSTAR
COMMUNICATI CL A 27876210 123,304 2,839,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,839,149
ECI TELECOM LTD ORD 26825810 266 32,486 SH DEFINED 1,2,5 32,486
ECLIPSYS CORP COM 27885610 13,767 714,443 SH DEFINED 1,2,5,6 714,443
ECOLAB INC COM 27886510 232,739 5,412,541 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,412,541
ECOLLEGE COM COM 27887E10 5,068 282,352 SH DEFINED 1 282,352
EDGAR ONLINE INC COM 27976510 103 37,815 SH DEFINED 1,2,5 37,815
EDGE PETE CORP DEL COM 27986210 5,658 451,892 SH DEFINED 1,2 451,892
EDGEWATER
TECHNOLOGY COM 28035810 171 20,222 SH DEFINED 1 20,222
EDISON INTL COM 28102010 1,713,885 34,884,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,884,690
EDO CORP COM 28134710 7,071 269,879 SH DEFINED 1,2 269,879
EDP ENERGIAS DE
PORT SPONSORED 26835310 1,635 30,466 SH DEFINED 1 30,466
EDUCATE INC COM 28138P10 2,730 356,429 SH DEFINED 1,2,6 356,429
EDUCATION RLTY TR
IN COM 28140H10 11,302 764,692 SH DEFINED 1,2,3 764,692
EDWARDS AG INC COM 28176010 94,253 1,362,434 SH DEFINED 1,2,5,6,12 1,362,434
EDWARDS
LIFESCIENCES COM 28176E10 89,797 1,771,151 SH DEFINED 1,2,5,6,7,12 1,771,151
EFJ INC COM 26843B10 197 36,850 SH DEFINED 1 36,850
EFUNDS CORP COM 28224R10 24,192 907,436 SH DEFINED 1,2,5,6 907,436
EGL INC COM 26848410 21,195 534,827 SH DEFINED 1,2,6 534,827
EHEALTH INC COM 28238P10 1,378 58,509 SH DEFINED 1,2 58,509
EL PASO CORP COM 28336L10 327,522 22,634,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,634,522
EL PASO ELEC CO COM NEW 28367785 25,781 978,407 SH DEFINED 1,2,5 978,407
ELECTRO RENT CORP COM 28521810 4,528 314,450 SH DEFINED 1,5,6 314,450
ELECTRO
SCIENTIFIC I COM 28522910 9,777 508,147 SH DEFINED 1,2,5 508,147
ELECTROGLAS INC COM 28532410 49 22,973 SH DEFINED 1,5 22,973
ELECTRONIC ARTS
INC COM 28551210 405,035 8,042,788 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,042,788
ELECTRONIC DATA
SYS COM 28566110 765,439 27,653,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,653,138
ELECTRONICS FOR
IMAG COM 28608210 27,369 1,167,135 SH DEFINED 1,2,5 1,167,135
ELIZABETH ARDEN
INC COM 28660G10 13,156 602,955 SH DEFINED 1,2 602,955
ELLIS PERRY INTL
INC COM 28885310 7,322 228,888 SH DEFINED 1,2 228,888
EMAGEON INC COM 29076V10 3,590 326,380 SH DEFINED 1 326,380
EMBARCADERO
TECHNOLO COM 29078710 184 26,678 SH DEFINED 1 26,678
EMBARQ CORP COM 29078E10 282,443 5,012,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,012,295
EMBOTELLADORA
ANDINA SPON ADR B 29081P30 1,992 101,696 SH DEFINED 1,2 101,696
EMBRAER-EMPRESA
BRAS SP ADR COM 29081M10 622 13,557 SH DEFINED 1,2 13,557
EMC INS GROUP INC COM 26866410 2,526 97,898 SH DEFINED 1,2 97,898
EMCOR GROUP INC COM 29084Q10 47,828 810,926 SH DEFINED 1,2,5,6 810,926
EMCORE CORP COM 29084610 3,225 644,937 SH DEFINED 1,5 644,937
EMDEON CORP COM 29084910 46,278 3,058,710 SH DEFINED 1,2,5,6,12 3,058,710
EMERGENCY MEDICAL
SV CL A 29100P10 613 20,800 SH DEFINED 1 20,800
EMERGENT
BIOSOLUTION COM 29089Q10 531 39,550 SH DEFINED 1 39,550
EMERITUS CORP COM 29100510 2,615 77,496 SH DEFINED 1 77,496
EMERSON ELEC CO COM 29101110 967,008 22,441,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,441,597
EMISPHERE
TECHNOLOGI COM 29134510 1,273 397,878 SH DEFINED 1,2 397,878
EMMIS
COMMUNICATIONS CL A 29152510 4,713 558,464 SH DEFINED 1,2,5,6 558,464
EMPIRE DIST ELEC
CO COM 29164110 16,389 660,837 SH DEFINED 1,2 660,837
EMPIRE RESORTS INC COM 29205210 547 58,297 SH DEFINED 1,5 58,297
EMPLOYERS
HOLDINGS I COM 29221810 2,474 123,552 SH DEFINED 1,2 123,552
EMPRESA NACIONAL
DE SPONSORED 29244T10 84,512 2,105,421 SH DEFINED 1,2,4,5,7 2,105,421
EMS TECHNOLOGIES
INC COM 26873N10 4,485 232,748 SH DEFINED 1,2 232,748
EMULEX CORP COM NEW 29247520 40,478 2,213,114 SH DEFINED 1,2,5 2,213,114
ENBRIDGE ENERGY
MANA SHS UNITS 29250X10 718 13,301 SH DEFINED 1,2 13,301
ENBRIDGE ENERGY
PART COM 29250R10 3,260 58,333 SH DEFINED 1,2 58,333
ENCORE
ACQUISITION C COM 29255W10 30,956 1,279,719 SH DEFINED 1,2,6 1,279,719
ENCORE CAP GROUP
INC COM 29255410 168 16,940 SH DEFINED 1,6 16,940
ENCORE WIRE CORP COM 29256210 9,268 366,026 SH DEFINED 1,2,5,6 366,026
ENCYSIVE
PHARMACEUTI COM 29256X10 2,677 987,774 SH DEFINED 1,2,5,6 987,774
ENDEAVOUR INTL
CORP COM 29259G10 185 91,340 SH DEFINED 1 91,340
ENDESA S A SPONSORED 29258N10 958 17,891 SH DEFINED 1 17,891
ENDO
PHARMACEUTICALS COM 29264F20 62,033 2,109,978 SH DEFINED 1,2,5,10,12 2,109,978
ENDOLOGIX INC COM 29266S10 135 34,475 SH DEFINED 1 34,475
ENDURANCE
SPECIALTY SHS G3039710 3,787 105,972 SH DEFINED 1,2,5 105,972
ENDWAVE CORP COM NEW 29264A20 239 20,100 SH DEFINED 1,5 20,100
ENEL SOCIETA PER
AZI ADR 29265W10 1,111 20,765 SH DEFINED 1,2 20,765
ENERGEN CORP COM 29265N10 137,123 2,694,489 SH DEFINED 1,2,5,10,12 2,694,489
ENERGIZER HLDGS
INC COM 29266R10 265,688 3,113,653 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,113,653
ENERGY CONVERSION
DE COM 29265910 22,297 638,156 SH DEFINED 1,2,6,12 638,156
ENERGY EAST CORP COM 29266M10 77,221 3,169,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,169,997
ENERGY PARTNERS
LTD COM 29270U10 11,479 632,443 SH DEFINED 1,2,5,6 632,443
ENERGY TRANSFER
EQUI COM UT LTD 29273V10 4,993 136,044 SH DEFINED 1,2 136,044
ENERGY TRANSFER
PRTN UNIT LTD P 29273R10 7,524 129,150 SH DEFINED 1,2 129,150
ENERGYSOUTH INC COM 29297010 6,130 146,200 SH DEFINED 1,2 146,200
ENERSIS S A SPONSORED 29274F10 1,340 82,232 SH DEFINED 1,2,5 82,232
ENERSYS COM 29275Y10 13,464 783,681 SH DEFINED 1,2 783,681
ENGLOBAL CORP COM 29330610 906 163,265 SH DEFINED 1,5 163,265
ENI S P A SPONSORED 26874R10 2,566 39,575 SH DEFINED 1,2 39,575
ENNIS INC COM 29338910 11,762 439,545 SH DEFINED 1,2 439,545
ENPRO INDS INC COM 29355X10 14,701 407,784 SH DEFINED 1,2,5 407,784
ENSCO INTL INC COM 26874Q10 317,700 5,840,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,840,072
ENSTAR GROUP
LIMITED SHS G3075P10 5,471 55,468 SH DEFINED 1,2 55,468
ENTEGRIS INC COM 29362U10 28,033 2,619,862 SH DEFINED 1,2,5 2,619,862
ENTERCOM
COMMUNICATI CL A 29363910 24,751 878,323 SH DEFINED 1,2,5 878,323
ENTERGY CORP NEW COM 29364G10 665,169 6,339,770 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,339,770
ENTERPRISE FINL
SVCS COM 29371210 4,154 148,350 SH DEFINED 1 148,350
ENTERPRISE GP
HLDGS UNIT LP IN 29371610 478 12,069 SH DEFINED 1,2 12,069
ENTERPRISE PRODS
PAR COM 29379210 11,043 347,266 SH DEFINED 1,2 347,266
ENTERTAINMENT
PPTYS COM SH BEN 29380T10 29,010 481,488 SH DEFINED 1,2,3,5 481,488
ENTRAVISION
COMMUNIC CL A 29382R10 11,274 1,207,065 SH DEFINED 1,2,5,6 1,207,065
ENTREMED INC COM 29382F10 80 53,089 SH DEFINED 1,5 53,089
ENTRUST INC COM 29384810 325 80,747 SH DEFINED 1,5 80,747
ENVIRONMENTAL
TECTON COM 29409210 53 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 7,831 519,265 SH DEFINED 1,2,5,6 519,265
ENZON
PHARMACEUTICAL COM 29390410 16,179 1,985,170 SH DEFINED 1,2,5,6 1,985,170
EOG RES INC COM 26875P10 526,288 7,377,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,377,180
EON
COMMUNICATIONS C COM 26876310 27 25,950 SH DEFINED 1 25,950
EPICOR SOFTWARE
CORP COM 29426L10 12,321 885,762 SH DEFINED 1,2,5,6 885,762
EPIQ SYS INC COM 26882D10 11,572 567,813 SH DEFINED 1,2,6 567,813
EPIX
PHARMACEUTICALS COM NEW 26881Q30 197 29,473 SH DEFINED 1,5 29,473
EPLUS INC COM 29426810 117 11,100 SH DEFINED 1 11,100
EQUIFAX INC COM 29442910 149,910 4,112,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,112,745
EQUINIX INC COM NEW 29444U50 41,567 485,427 SH DEFINED 1,2,6,12 485,427
EQUITABLE RES INC COM 29454910 138,095 2,857,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,857,935
EQUITY INNS INC COM 29470310 27,486 1,677,996 SH DEFINED 1,2,3,5 1,677,996
EQUITY LIFESTYLE
PPT COM 29472R10 51,261 949,098 SH DEFINED 1,2,3,5,6 949,098
EQUITY ONE COM 29475210 31,292 1,180,825 SH DEFINED 1,2,3 1,180,825
EQUITY RESIDENTIAL SH BEN INT 29476L10 515,969 10,698,101 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,698,101
ERESEARCH-
TECHNOLOGY COM 29481V10 6,192 787,735 SH DEFINED 1,2,5,6 787,735
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
ERICSSON L M TEL
CO ADR B SEK 29482160 17,489 471,532 SH DEFINED 1,2,5 471,532
ERIE INDTY CO CL A 29530P10 24,902 471,906 SH DEFINED 1,2,5,12 471,906
ESB FINL CORP COM 26884F10 264 24,245 SH DEFINED 1,2 24,245
ESCHELON TELECOM
INC COM 29629010 5,044 174,543 SH DEFINED 1 174,543
ESCO TECHNOLOGIES
IN COM 29631510 19,865 443,216 SH DEFINED 1,2,5,6 443,216
ESPEED INC CL A 29664310 4,018 422,942 SH DEFINED 1,2,6 422,942
ESS TECHNOLOGY INC COM 26915110 85 66,250 SH DEFINED 1,5 66,250
ESSEX PPTY TR INC COM 29717810 68,715 530,699 SH DEFINED 1,2,3,5,6 530,699
ESTERLINE
TECHNOLOGI COM 29742510 18,678 454,783 SH DEFINED 1,2 454,783
ETHAN ALLEN
INTERIOR COM 29760210 52,433 1,483,665 SH DEFINED 1,2,5 1,483,665
EUROBANCSHARES INC COM 29871610 131 14,500 SH DEFINED 1 14,500
EURONET WORLDWIDE
IN COM 29873610 14,888 554,300 SH DEFINED 1,2,5,6 554,300
EV3 INC COM 26928A20 5,096 258,659 SH DEFINED 1,2,6 258,659
EVANS &
SUTHERLAND C COM 29909610 48 15,300 SH DEFINED 1 15,300
EVCI CAREER
COLLEGES COM 26926P10 7 14,005 SH DEFINED 1,5 14,005
EVERCORE PARTNERS
IN CLASS A 29977A10 331 10,600 SH DEFINED 1 10,600
EVEREST RE GROUP
LTD COM G3223R10 81,842 851,017 SH DEFINED 1,2,5,6,7,8,10,12,13,14 851,017
EVERGREEN ENERGY
INC COM 30024B10 7,376 1,122,603 SH DEFINED 1,2,5,6 1,122,603
EVERGREEN SOLAR
INC COM 30033R10 10,711 1,098,531 SH DEFINED 1,2,5,6 1,098,531
EVOLVING SYS INC COM 30049R10 37 18,630 SH DEFINED 1 18,630
EXACT SCIENCES
CORP COM 30063P10 57 21,354 SH DEFINED 1 21,354
EXACTECH INC COM 30064E10 178 11,200 SH DEFINED 1 11,200
EXAR CORP COM 30064510 7,787 588,160 SH DEFINED 1,2,5,6 588,160
EXCEL MARITIME
CARRI COM V3267N10 499 28,984 SH DEFINED 1,5 28,984
EXCEL TECHNOLOGY
INC COM 30067T10 6,623 242,328 SH DEFINED 1 242,328
EXCHANGE NATL
BANCSH COM 30130910 262 7,250 SH DEFINED 1 7,250
EXCO RESOURCES INC COM 26927940 24,886 1,500,979 SH DEFINED 1,2,6 1,500,979
EXELIXIS INC COM 30161Q10 17,569 1,767,549 SH DEFINED 1,2,5,6 1,767,549
EXELON CORP COM 30161N10 1,694,451 24,660,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,660,914
EXIDE TECHNOLOGIES COM NEW 30205120 1,670 191,919 SH DEFINED 1 191,919
EXLSERVICE
HOLDINGS COM 30208110 1,416 68,643 SH DEFINED 1,2 68,643
EXPEDIA INC DEL COM 30212P10 193,719 8,357,144 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,357,144
EXPEDITORS INTL
WASH COM 30213010 174,945 4,233,912 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,233,912
EXPLORATION CO COM NEW 30213320 4,850 446,979 SH DEFINED 1,5 446,979
EXPONENT INC COM 30214U10 5,382 269,757 SH DEFINED 1 269,757
EXPRESS SCRIPTS
INC COM 30218210 312,953 3,877,018 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,877,018
EXPRESSJET
HOLDINGS CL A 30218U10 6,843 1,171,786 SH DEFINED 1,2 1,171,786
EXTRA SPACE
STORAGE COM 30225T10 31,453 1,660,653 SH DEFINED 1,2,3 1,660,653
EXTREME NETWORKS
INC COM 30226D10 9,031 2,134,924 SH DEFINED 1,2,5,6 2,134,924
EXXON MOBIL CORP COM 30231G10 13,740,894 182,119,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 182,119,208
EZCORP INC CL A NON V 30230110 9,995 678,578 SH DEFINED 1,2,5,6 678,578
F M C CORP COM NEW 30249130 64,470 854,699 SH DEFINED 1,2,5,12 854,699
F N B CORP VA COM 30293010 5,584 155,838 SH DEFINED 1,2 155,838
F5 NETWORKS INC COM 31561610 60,582 908,546 SH DEFINED 1,2,5,6,7,8,12 908,546
FACTSET RESH SYS
INC COM 30307510 36,262 576,960 SH DEFINED 1,2,5,6,12 576,960
FAIR ISAAC CORP COM 30325010 50,766 1,312,454 SH DEFINED 1,2,5,6,12 1,312,454
FAIRCHILD CORP CL A 30369810 23 11,478 SH DEFINED 1 11,478
FAIRCHILD
SEMICONDUC COM 30372610 39,230 2,346,268 SH DEFINED 1,2,5,8,12 2,346,268
FAIRPOINT
COMMUNICAT COM 30556010 10,010 521,087 SH DEFINED 1,2 521,087
FALCONSTOR
SOFTWARE COM 30613710 6,180 593,074 SH DEFINED 1,2,5,6 593,074
FAMILY DLR STORES
IN COM 30700010 119,389 4,030,689 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,030,689
FAMOUS DAVES AMER
IN COM 30706810 401 22,140 SH DEFINED 1,2 22,140
FARMER BROS CO COM 30767510 2,598 114,430 SH DEFINED 1,2 114,430
FARMERS CAP BK
CORP COM 30956210 4,239 144,266 SH DEFINED 1,2 144,266
FARO TECHNOLOGIES
IN COM 31164210 303 10,490 SH DEFINED 1 10,490
FASTENAL CO COM 31190010 100,126 2,856,674 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,856,674
FBL FINL GROUP INC CL A 30239F10 14,852 379,551 SH DEFINED 1,2 379,551
FEDERAL AGRIC MTG
CO CL C 31314830 5,304 194,990 SH DEFINED 1,2 194,990
FEDERAL HOME LN
MTG COM 31340030 1,177,551 19,794,098 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,794,098
FEDERAL NATL MTG
ASS COM 31358610 1,542,602 28,263,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,263,129
FEDERAL REALTY
INVT SH BEN INT 31374720 125,827 1,388,512 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,388,512
FEDERAL SIGNAL
CORP COM 31385510 18,957 1,221,484 SH DEFINED 1,2,5 1,221,484
FEDERATED DEPT
STORE COM 31410H10 836,378 18,565,549 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,565,549
FEDERATED INVS
INC P CL B 31421110 83,134 2,263,986 SH DEFINED 1,2,5,6,10,12,13,14 2,263,986
FEDEX CORP COM 31428X10 847,620 7,889,978 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,889,978
FEI CO COM 30241L10 15,806 438,326 SH DEFINED 1,2,5,6 438,326
FELCOR LODGING TR
IN COM 31430F10 66,117 2,545,882 SH DEFINED 1,2,3,5 2,545,882
FELDMAN MALL
PPTYS I COM 31430810 157 12,933 SH DEFINED 1,3 12,933
FERRELLGAS
PARTNERS UNIT LTD P 31529310 977 42,166 SH DEFINED 1,2 42,166
FERRO CORP COM 31540510 21,084 975,646 SH DEFINED 1,2,5 975,646
FIAT S P A SP ADR ORD 31562188 361 14,251 SH DEFINED 1 14,251
FIBERTOWER CORP COM 31567R10 9,218 1,776,181 SH DEFINED 1,2,5,6 1,776,181
FIDELITY NATIONAL
FI CL A 31620R10 95,565 3,980,234 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,980,234
FIDELITY NATL
INFORM COM 31620M10 198,167 4,359,150 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,359,150
FIELDSTONE INVT
CORP COM 31659U30 5,102 1,661,932 SH DEFINED 1,2 1,661,932
FIFTH THIRD
BANCORP COM 31677310 526,331 13,603,812 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,603,812
FINANCIAL FED CORP COM 31749210 14,711 558,918 SH DEFINED 1,2 558,918
FINANCIAL INSTNS
INC COM 31758540 702 34,970 SH DEFINED 1,2 34,970
FINISAR COM 31787A10 12,546 3,584,680 SH DEFINED 1,2,5,6 3,584,680
FINISH LINE INC CL A 31792310 9,471 751,668 SH DEFINED 1,2,5 751,668
FINLAY
ENTERPRISES I COM NEW 31788420 59 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE
COR COM 31845710 3,031 289,520 SH DEFINED 1,2,6 289,520
FIRST ADVANTAGE
CORP CL A 31845F10 2,818 117,568 SH DEFINED 1,2 117,568
FIRST ALBANY COS
INC COM 31846510 19 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP
CAL COM 31852230 84,796 1,671,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,671,849
FIRST BANCORP N C COM 31891010 5,174 241,994 SH DEFINED 1,2,5 241,994
FIRST BANCORP P R COM 31867210 32,006 2,413,705 SH DEFINED 1,2,5 2,413,705
FIRST BUSEY CORP COM 31938310 5,237 244,379 SH DEFINED 1,2,5 244,379
FIRST CASH FINL
SVCS COM 31942D10 10,671 478,965 SH DEFINED 1,2,6 478,965
FIRST CHARTER CORP COM 31943910 13,980 650,222 SH DEFINED 1,2,5 650,222
FIRST CMNTY
BANCORP COM 31983B10 25,135 444,544 SH DEFINED 1,2 444,544
FIRST CMNTY
BANCSHAR COM 31983A10 9,337 239,403 SH DEFINED 1,2 239,403
FIRST COMWLTH
FINL C COM 31982910 16,287 1,386,118 SH DEFINED 1,2,5 1,386,118
FIRST CONSULTING
GRO COM 31986R10 2,567 282,047 SH DEFINED 1 282,047
FIRST CTZNS
BANCSHAR CL A 31946M10 12,301 61,197 SH DEFINED 1,2,5 61,197
FIRST DATA CORP COM 31996310 646,386 24,029,218 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,029,218
FIRST DEFIANCE
FINL COM 32006W10 457 15,912 SH DEFINED 1,5 15,912
FIRST FINL
BANCORP O COM 32020910 9,594 634,950 SH DEFINED 1,2,5 634,950
FIRST FINL
BANKSHARE COM 32020R10 15,344 366,901 SH DEFINED 1,2,5 366,901
FIRST FINL CORP
IND COM 32021810 8,008 258,728 SH DEFINED 1,2 258,728
FIRST FINL HLDGS
INC COM 32023910 7,705 222,678 SH DEFINED 1,2 222,678
FIRST HORIZON
NATL C COM 32051710 140,154 3,374,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,374,755
FIRST IND CORP COM 32054R10 9,055 414,417 SH DEFINED 1,2 414,417
FIRST INDUSTRIAL
REA COM 32054K10 61,552 1,358,762 SH DEFINED 1,2,3,5 1,358,762
FIRST MARBLEHEAD
COR COM 32077110 207,864 4,630,525 SH DEFINED 1,2,5,10,12 4,630,525
FIRST MERCHANTS
CORP COM 32081710 9,311 392,553 SH DEFINED 1,2 392,553
FIRST MERCURY
FINANC COM 32084110 2,726 132,646 SH DEFINED 1 132,646
FIRST MIDWEST
BANCOR COM 32086710 35,966 978,657 SH DEFINED 1,2,5 978,657
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
FIRST NATL
LINCOLN C COM 33571610 206 12,962 SH DEFINED 1 12,962
FIRST NIAGARA
FINL G COM 33582V10 39,359 2,829,524 SH DEFINED 1,2,5 2,829,524
FIRST PL FINL CORP COM 33610T10 11,101 517,542 SH DEFINED 1,2 517,542
FIRST POTOMAC
RLTY T COM 33610F10 18,691 654,224 SH DEFINED 1,2,3 654,224
FIRST REGL BANCORP COM 33615C10 5,001 168,370 SH DEFINED 1,2 168,370
FIRST REP BK SAN
FRA COM 33615810 23,453 436,734 SH DEFINED 1,2 436,734
FIRST SEC GROUP
INC COM 33631210 244 21,400 SH DEFINED 1 21,400
FIRST SOLAR INC COM 33643310 18,781 361,108 SH DEFINED 1,2 361,108
FIRST SOUTH
BANCORP COM 33646W10 3,638 118,525 SH DEFINED 1 118,525
FIRST ST
BANCORPORAT COM 33645310 7,765 344,325 SH DEFINED 1,2 344,325
FIRST UTD CORP COM 33741H10 207 9,200 SH DEFINED 1 9,200
FIRSTENERGY CORP COM 33793210 1,511,720 22,821,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,821,854
FIRSTFED FINL CORP COM 33790710 23,688 416,819 SH DEFINED 1,2,5 416,819
FIRSTMERIT CORP COM 33791510 42,455 2,011,139 SH DEFINED 1,2,5 2,011,139
FISERV INC COM 33773810 261,542 4,929,173 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,929,173
FISHER
COMMUNICATION COM 33775620 6,498 133,702 SH DEFINED 1,2 133,702
FIVE STAR QUALITY
CA COM 33832D10 4,847 471,527 SH DEFINED 1,5 471,527
FLAGSTAR BANCORP
INC COM 33793010 10,356 866,615 SH DEFINED 1,2,5 866,615
FLANDERS CORP COM 33849410 1,464 201,869 SH DEFINED 1 201,869
FLEETWOOD
ENTERPRISE COM 33909910 7,703 973,830 SH DEFINED 1,2,6 973,830
FLEXTRONICS INTL
LTD ORD Y2573F10 32,133 2,937,171 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,937,171
FLIR SYS INC COM 30244510 47,792 1,339,846 SH DEFINED 1,2,5,6 1,339,846
FLORIDA EAST
COAST I COM 34063210 35,032 558,816 SH DEFINED 1,2,6 558,816
FLORIDA PUB UTILS
CO COM 34113510 134 10,800 SH DEFINED 1 10,800
FLORIDA ROCK INDS
IN COM 34114010 57,012 847,264 SH DEFINED 1,2,5,6,12 847,264
FLOTEK INDS INC
DEL COM 34338910 259 9,100 SH DEFINED 1,5 9,100
FLOWERS FOODS INC COM 34349810 68,986 2,286,592 SH DEFINED 1,2,5,6 2,286,592
FLOWSERVE CORP COM 34354P10 51,529 901,008 SH DEFINED 1,2,5,6,12 901,008
FLUOR CORP NEW COM 34341210 208,607 2,325,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,325,091
FLUSHING FINL CORP COM 34387310 5,805 357,659 SH DEFINED 1,2 357,659
FMC TECHNOLOGIES
INC COM 30249U10 92,329 1,323,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,323,518
FNB CORP PA COM 30252010 21,024 1,247,692 SH DEFINED 1,2,5 1,247,692
FNB FINANCIAL
SERVIC COM 30252610 188 12,282 SH DEFINED 1 12,282
FOCUS
ENHANCEMENTS I COM 34415910 39 30,200 SH DEFINED 1 30,200
FOCUS MEDIA HLDG
LTD SPONSORED 34415V10 314 4,000 SH DEFINED 1 4,000
FOMENTO ECONOMICO
ME SPON ADR U 34441910 2,550 23,100 SH DEFINED 1 23,100
FONAR CORP COM 34443710 8 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 67,442 2,863,790 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,863,790
FORCE PROTECTION
INC COM NEW 34520320 1,418 75,612 SH DEFINED 1,2 75,612
FORD MTR CO DEL COM PAR $0 34537086 373,692 47,362,767 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,362,767
FOREST CITY
ENTERPRI CL A 34555010 61,298 926,226 SH DEFINED 1,2,5,12 926,226
FOREST LABS INC COM 34583810 401,779 7,810,635 SH DEFINED 1,2,5,6,10,12,13,14 7,810,635
FOREST OIL CORP COM PAR $0 34609170 29,432 881,992 SH DEFINED 1,2,5 881,992
FORGENT NETWORKS
INC COM 34629U10 18 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 33,374 745,788 SH DEFINED 1,2,6,12 745,788
FORRESTER RESH INC COM 34656310 18,731 660,456 SH DEFINED 1,2,6 660,456
FORTUNE BRANDS INC COM 34963110 311,969 3,957,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,957,999
FORWARD AIR CORP COM 34985310 20,906 635,837 SH DEFINED 1,2,6 635,837
FOSSIL INC COM 34988210 28,764 1,086,682 SH DEFINED 1,2,5,6 1,086,682
FOSTER L B CO COM 35006010 3,051 148,018 SH DEFINED 1,5 148,018
FOSTER WHEELER LTD SHS NEW G3653513 6,525 111,744 SH DEFINED 1,2,6,12 111,744
FOUNDATION COAL
HLDG COM 35039W10 20,367 593,108 SH DEFINED 1,2,5,6 593,108
FOUNDRY NETWORKS
INC COM 35063R10 36,926 2,721,161 SH DEFINED 1,2,5,6,8 2,721,161
FOUNTAIN
POWERBOAT I COM NEW 35075530 50 13,400 SH DEFINED 1 13,400
FOXHOLLOW
TECHNOLOGI COM 35166A10 6,993 334,755 SH DEFINED 1,2,6 334,755
FPIC INS GROUP INC COM 30256310 8,484 189,935 SH DEFINED 1,2,5 189,935
FPL GROUP INC COM 30257110 781,880 12,782,080 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,782,080
FRANCE TELECOM SPONSORED 35177Q10 684 25,901 SH DEFINED 1,2 25,901
FRANKLIN BK CORP
DEL COM 35245110 11,869 664,165 SH DEFINED 1,2,6 664,165
FRANKLIN COVEY CO COM 35346910 202 25,566 SH DEFINED 1,5 25,566
FRANKLIN ELEC INC COM 35351410 18,435 396,462 SH DEFINED 1,2,6 396,462
FRANKLIN RES INC COM 35461310 553,422 4,580,167 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,580,167
FRANKLIN STREET
PPTY COM 35471R10 20,043 1,045,018 SH DEFINED 1,2,3 1,045,018
FREDS INC CL A 35610810 10,668 725,703 SH DEFINED 1,2,5,6 725,703
FREEDOM
ACQUISITION COM 35645F10 345 36,100 SH DEFINED 1 36,100
FREEPORT-MCMORAN
COP CL B 35671D85 810,658 12,247,441 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,247,441
FREEPORT-MCMORAN
COP CALL 35671D85 2,648 40,000 SH CALL DEFINED 1 40,000
FREIGHTCAR AMER
INC COM 35702310 13,891 288,365 SH DEFINED 1,2,6 288,365
FREMONT GEN CORP COM 35728810 7,920 1,142,911 SH DEFINED 1,2,5 1,142,911
FREQUENCY ELECTRS
IN COM 35801010 117 10,700 SH DEFINED 1 10,700
FRESENIUS MED
CARE A SPONSORED 35802910 16,012 328,995 SH DEFINED 1 328,995
FRESH DEL MONTE
PROD ORD G3673810 658 32,818 SH DEFINED 1,2,5 32,818
FRIEDMAN BILLINGS
RA CL A 35843410 16,982 3,076,368 SH DEFINED 1,2,5 3,076,368
FRIEDMAN INDS INC COM 35843510 171 18,540 SH DEFINED 1 18,540
FRISCHS
RESTAURANTS COM 35874810 252 6,720 SH DEFINED 1 6,720
FRONTIER AIRLINES
HO COM 35905910 3,832 637,600 SH DEFINED 1,2 637,600
FRONTIER FINL
CORP W COM 35907K10 18,030 722,650 SH DEFINED 1,2,5 722,650
FRONTIER OIL CORP COM 35914P10 92,004 2,818,749 SH DEFINED 1,2,5,6,10,12 2,818,749
FSI INTL INC COM 30263310 223 50,385 SH DEFINED 1 50,385
FTD GROUP INC COM 30267U10 13,646 825,530 SH DEFINED 1,2 825,530
FTI CONSULTING INC COM 30294110 24,419 726,979 SH DEFINED 1,2,5,6 726,979
FUEL SYS
SOLUTIONS I COM 35952W10 5,297 286,001 SH DEFINED 1,2,5 286,001
FUEL TECH INC COM 35952310 552 22,399 SH DEFINED 1,2,5 22,399
FUELCELL ENERGY
INC COM 35952H10 7,046 896,459 SH DEFINED 1,2,5,6 896,459
FUJIFILM HLDGS
CORP ADR 2 ORD 35958N10 1,562 38,228 SH DEFINED 1 38,228
FULLER H B CO COM 35969410 41,595 1,525,287 SH DEFINED 1,2,5,12 1,525,287
FULTON FINL CORP
PA COM 36027110 27,280 1,877,507 SH DEFINED 1,2,5,12 1,877,507
FURNITURE BRANDS
INT COM 36092110 17,390 1,102,052 SH DEFINED 1,2,5 1,102,052
FX ENERGY INC COM 30269510 432 57,039 SH DEFINED 1,5 57,039
G & K SVCS INC CL A 36126810 13,492 371,876 SH DEFINED 1,2,5 371,876
G B & T
BANCSHARES I COM 36146210 4,022 221,831 SH DEFINED 1,2 221,831
GAIAM INC CL A 36268Q10 3,658 232,391 SH DEFINED 1,2 232,391
GALLAGHER
ARTHUR J & COM 36357610 49,922 1,762,155 SH DEFINED 1,2,5,12 1,762,155
GALLAHER GROUP PLC SPONSORED 36359510 1,191 13,345 SH DEFINED 1 13,345
GAMCO INVESTORS
INC COM 36143810 5,973 137,858 SH DEFINED 1,2 137,858
GAMESTOP CORP NEW CL A 36467W10 71,705 2,201,580 SH DEFINED 1,2,5,6 2,201,580
GANNETT INC COM 36473010 358,437 6,367,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,367,693
GAP INC DEL COM 36476010 254,992 14,816,525 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,816,525
GARDNER DENVER INC COM 36555810 16,780 481,491 SH DEFINED 1,2,5,6,12 481,491
GARMIN LTD ORD G3726010 34,944 645,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 645,323
GARTNER INC COM 36665110 35,553 1,484,477 SH DEFINED 1,2,5,6,12 1,484,477
GASCO ENERGY INC COM 36722010 2,948 1,208,316 SH DEFINED 1,2,5 1,208,316
GATEHOUSE MEDIA
INC COM 36734810 4,315 212,541 SH DEFINED 1,2 212,541
GATEWAY FINL
HLDGS I COM 36814010 206 14,200 SH DEFINED 1 14,200
GATEWAY INC COM 36762610 10,930 4,990,714 SH DEFINED 1,2,5,6 4,990,714
GATX CORP COM 36144810 42,282 884,571 SH DEFINED 1,2,5,6 884,571
GAYLORD ENTMT CO
NEW COM 36790510 38,498 728,158 SH DEFINED 1,2,6 728,158
GEHL CO COM 36848310 6,039 237,927 SH DEFINED 1 237,927
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
GEMSTAR-TV GUIDE
INT COM 36866W10 18,136 4,328,427 SH DEFINED 1,2,5,6 4,328,427
GENAERA CORP COM 36867G10 48 111,482 SH DEFINED 1,5 111,482
GENCO SHIPPING &
TRA SHS Y2685T10 674 21,206 SH DEFINED 1,2 21,206
GENCORP INC COM 36868210 12,041 869,983 SH DEFINED 1,2,6 869,983
GENE LOGIC INC COM 36868910 94 43,866 SH DEFINED 1,5 43,866
GENELABS
TECHNOLOGIE COM NEW 36870620 36 19,505 SH DEFINED 1 19,505
GENENTECH INC COM NEW 36871040 515,421 6,276,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,276,432
GENERAL CABLE
CORP D COM 36930010 45,153 845,091 SH DEFINED 1,2,5,6,12 845,091
GENERAL
COMMUNICATIO CL A 36938510 29,480 2,105,688 SH DEFINED 1,2,6 2,105,688
GENERAL DYNAMICS
COR COM 36955010 968,646 12,678,615 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,678,615
GENERAL ELECTRIC
CO COM 36960410 10,391,748 293,884,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 293,884,266
GENERAL GROWTH
PPTYS COM 37002110 353,949 5,481,639 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,481,639
GENERAL MARITIME
COR SHS Y2692M10 4,182 144,791 SH DEFINED 1,2,5 144,791
GENERAL MLS INC COM 37033410 614,323 10,551,747 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,551,747
GENERAL MTRS CORP COM 37044210 2,444,780 79,790,454 SH DEFINED 1,2,5,6,7,8,10,12,13,14 79,790,454
GENESCO INC COM 37153210 17,109 411,966 SH DEFINED 1,2,6 411,966
GENESEE & WYO INC CL A 37155910 15,551 584,396 SH DEFINED 1,2,6 584,396
GENESIS ENERGY L P UNIT LTD P 37192710 384 18,000 SH DEFINED 1 18,000
GENESIS
HEALTHCARE C COM 37184D10 22,026 349,003 SH DEFINED 1,2,5,6 349,003
GENESIS MICROCHIP
IN COM 37184C10 8,374 901,452 SH DEFINED 1,2,5 901,452
GENITOPE CORP COM 37229P50 2,162 520,897 SH DEFINED 1,2 520,897
GENLYTE GROUP INC COM 37230210 48,502 687,486 SH DEFINED 1,2,6,12 687,486
GENOMIC HEALTH INC COM 37244C10 4,065 234,448 SH DEFINED 1,2,5 234,448
GEN-PROBE INC NEW COM 36866T10 43,896 932,381 SH DEFINED 1,2,5,6,12 932,381
GENTA INC COM NEW 37245M20 416 1,340,392 SH DEFINED 1,5 1,340,392
GENTEK INC COM NEW 37245X20 7,612 223,491 SH DEFINED 1,2 223,491
GENTEX CORP COM 37190110 39,415 2,425,526 SH DEFINED 1,2,5,12 2,425,526
GENTIVA HEALTH
SERVI COM 37247A10 9,213 456,763 SH DEFINED 1,2,5,6 456,763
GENUINE PARTS CO COM 37246010 211,206 4,310,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,310,325
GENVEC INC COM 37246C10 290 100,844 SH DEFINED 1,5 100,844
GENWORTH FINL INC COM CL A 37247D10 590,290 16,894,394 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,894,394
GENZYME CORP COM 37291710 408,982 6,814,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,814,087
GEO GROUP INC COM 36159R10 14,250 314,420 SH DEFINED 1,2,5,6 314,420
GEOEYE INC COM 37250W10 281 15,702 SH DEFINED 1 15,702
GEOGLOBAL
RESOURCES COM 37249T10 2,433 398,272 SH DEFINED 1,5,6 398,272
GEOMET INC DEL COM 37250U20 772 87,564 SH DEFINED 1,2 87,564
GEORGIA GULF CORP COM PAR $0 37320020 22,522 1,389,375 SH DEFINED 1,2,5 1,389,375
GERBER SCIENTIFIC
IN COM 37373010 3,595 338,862 SH DEFINED 1 338,862
GERDAU S A SPONSORED 37373710 13,507 745,017 SH DEFINED 1,2,7 745,017
GERMAN AMERN
BANCORP COM 37386510 210 15,838 SH DEFINED 1,5 15,838
GERON CORP COM 37416310 7,227 1,032,438 SH DEFINED 1,2,6 1,032,438
GETTY IMAGES INC COM 37427610 37,439 769,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 769,882
GETTY RLTY CORP
NEW COM 37429710 8,187 284,862 SH DEFINED 1,2,3 284,862
GEVITY HR INC COM 37439310 8,241 417,499 SH DEFINED 1,2,6 417,499
GFI GROUP INC COM 36165220 13,439 197,722 SH DEFINED 1,2,6 197,722
GIANT INDS INC COM 37450810 19,110 252,617 SH DEFINED 1,2,5,6 252,617
GIBRALTAR INDS INC COM 37468910 9,659 427,028 SH DEFINED 1,2 427,028
G-III APPAREL
GROUP COM 36237H10 291 15,290 SH DEFINED 1 15,290
GILEAD SCIENCES
INC COM 37555810 960,110 12,525,901 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,525,901
GLACIER BANCORP
INC COM 37637Q10 21,639 900,135 SH DEFINED 1,2 900,135
GLADSTONE CAPITAL
CO COM 37653510 4,834 204,157 SH DEFINED 1,2 204,157
GLADSTONE INVT
CORP COM 37654610 2,669 179,493 SH DEFINED 1 179,493
GLATFELTER COM 37731610 14,709 986,529 SH DEFINED 1,2 986,529
GLAXOSMITHKLINE
PLC SPONSORED 37733W10 926,033 16,757,750 SH DEFINED 1,2 16,757,750
GLENAYRE
TECHNOLOGIE COM 37789910 222 102,255 SH DEFINED 1,5 102,255
GLIMCHER RLTY TR SH BEN INT 37930210 33,005 1,221,494 SH DEFINED 1,2,3,5 1,221,494
GLOBAL CASH
ACCESS H COM 37896710 9,015 540,159 SH DEFINED 1,2,6 540,159
GLOBAL CROSSING
LTD SHS NEW G3921A17 715 25,995 SH DEFINED 1,2,6 25,995
GLOBAL IMAGING
SYSTE COM 37934A10 18,298 938,360 SH DEFINED 1,2,6 938,360
GLOBAL INDS LTD COM 37933610 36,575 1,999,747 SH DEFINED 1,2,5,6,10,12 1,999,747
GLOBAL PMTS INC COM 37940X10 41,034 1,204,747 SH DEFINED 1,2,5,6 1,204,747
GLOBALSANTAFE CORP SHS G3930E10 76,080 1,233,462 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,233,462
GLOBALSTAR INC COM 37897340 2,575 242,882 SH DEFINED 1,2 242,882
GMH CMNTYS TR COM 36188G10 10,792 1,080,309 SH DEFINED 1,2,3 1,080,309
GMX RES INC COM 38011M10 5,476 178,212 SH DEFINED 1,5 178,212
GOL LINHAS AEREAS
IN SP ADR REP 38045R10 830 27,272 SH DEFINED 1 27,272
GOLDEN TELECOM INC COM 38122G10 19,619 354,266 SH DEFINED 1,2 354,266
GOLDMAN SACHS
GROUP COM 38141G10 2,662,243 12,884,108 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,884,108
GOODMAN GLOBAL INC COM 38239A10 8,990 510,223 SH DEFINED 1,2,6 510,223
GOODRICH CORP COM 38238810 154,243 2,996,170 SH DEFINED 1,2,5,6,10,12,13,14 2,996,170
GOODRICH PETE CORP COM NEW 38241040 7,661 227,814 SH DEFINED 1,2,6 227,814
GOODYEAR TIRE &
RUBR COM 38255010 192,900 6,184,686 SH DEFINED 1,2,5,6,7,8,10,13,14 6,184,686
GOOGLE INC CL A 38259P50 2,682,646 5,855,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,855,260
GORMAN RUPP CO COM 38308210 6,653 207,699 SH DEFINED 1,2 207,699
GOTTSCHALKS INC COM 38348510 188 13,192 SH DEFINED 1 13,192
GOVERNMENT PPTYS
TR COM 38374W10 549 51,343 SH DEFINED 1,3,5 51,343
GP STRATEGIES CORP COM 36225V10 214 23,557 SH DEFINED 1 23,557
GPO AEROPORTUARIO
DE SPON ADR B 40050610 8,832 205,400 SH DEFINED 1,2,7 205,400
GRACE W R & CO
DEL N COM 38388F10 31,214 1,181,460 SH DEFINED 1,2,5,6 1,181,460
GRACO INC COM 38410910 53,171 1,357,777 SH DEFINED 1,2,5,6,12 1,357,777
GRAFTECH INTL LTD COM 38431310 19,209 2,115,489 SH DEFINED 1,2,5,6 2,115,489
GRAINGER W W INC COM 38480210 159,500 2,064,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,064,987
GRAMERCY CAP CORP COM 38487110 11,893 387,642 SH DEFINED 1,2 387,642
GRANITE CONSTR INC COM 38732810 63,892 1,156,202 SH DEFINED 1,2,5,12 1,156,202
GRANT PRIDECO INC COM 38821G10 168,341 3,377,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,377,629
GRAPHIC PACKAGING
CO COM 38868810 6,189 1,305,792 SH DEFINED 1,2,6 1,305,792
GRAY TELEVISION
INC COM 38937510 13,238 1,270,408 SH DEFINED 1,2 1,270,408
GREAT AMERN FINL
RES COM 38991510 4,897 200,036 SH DEFINED 1,2 200,036
GREAT ATLANTIC &
PAC COM 39006410 11,702 352,695 SH DEFINED 1,2,5,6 352,695
GREAT NORTHN IRON
OR CTFS BEN I 39106410 1,119 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS
ENERGY COM 39116410 52,442 1,616,101 SH DEFINED 1,2,5 1,616,101
GREAT SOUTHN
BANCORP COM 39090510 6,686 228,346 SH DEFINED 1,2 228,346
GREAT WOLF
RESORTS I COM 39152310 6,647 502,450 SH DEFINED 1,2,6 502,450
GREATBATCH INC COM 39153L10 13,542 531,058 SH DEFINED 1,2,5,6 531,058
GREATER BAY
BANCORP COM 39164810 36,741 1,366,349 SH DEFINED 1,2,5 1,366,349
GREATER COMMUNITY
BA COM 39167M10 188 10,795 SH DEFINED 1 10,795
GREEN MOUNTAIN
PWR C COM 39315410 299 8,584 SH DEFINED 1,2 8,584
GREEN MTN COFFEE
ROA COM 39312210 4,918 78,004 SH DEFINED 1 78,004
GREENBRIER COS INC COM 39365710 5,821 218,022 SH DEFINED 1,2,6 218,022
GREENE CNTY
BANCSHAR COM NEW 39436120 6,076 179,190 SH DEFINED 1 179,190
GREENFIELD ONLINE
IN COM 39515010 1,086 68,280 SH DEFINED 1,5 68,280
GREENHILL & CO INC COM 39525910 18,260 297,448 SH DEFINED 1,2,6 297,448
GREIF INC CL A 39762410 44,695 402,259 SH DEFINED 1,2,6 402,259
GREY WOLF INC COM 39788810 22,568 3,368,347 SH DEFINED 1,2,5,6 3,368,347
GRIFFON CORP COM 39843310 12,402 501,077 SH DEFINED 1,2 501,077
GROUP 1
AUTOMOTIVE I COM 39890510 25,711 646,503 SH DEFINED 1,2 646,503
GROUPE CGI INC CL A SUB V 39945C10 124 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 2,679 75,005 SH DEFINED 1 75,005
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
GRUBB & ELLIS CO COM PAR $0 40009520 256 21,800 SH DEFINED 1,5 21,800
GRUPO
AEROPORTUARIO SPON ADR S 40051E20 769 16,290 SH DEFINED 1,7 16,290
GRUPO FINANCIERO
GAL SP ADR 10 39990910 463 44,400 SH DEFINED 1,5,7 44,400
GRUPO TELEVISA SA
DE SP ADR REP 40049J20 106,087 3,559,978 SH DEFINED 1,2,4,5,7 3,559,978
GSI COMMERCE INC COM 36238G10 13,237 585,952 SH DEFINED 1,2,5,6 585,952
GTC
BIOTHERAPEUTICS COM 36238T10 60 58,385 SH DEFINED 1,5 58,385
GTX INC DEL COM 40052B10 4,753 232,980 SH DEFINED 1,2 232,980
GUESS INC COM 40161710 31,642 781,465 SH DEFINED 1,2,6,12 781,465
GUITAR CTR MGMT
INC COM 40204010 25,870 573,361 SH DEFINED 1,2,5,6 573,361
GULF ISLAND
FABRICAT COM 40230710 5,111 191,125 SH DEFINED 1,2 191,125
GULFMARK OFFSHORE
IN COM 40262910 24,432 559,734 SH DEFINED 1,2,5 559,734
GULFPORT ENERGY
CORP COM NEW 40263530 2,556 191,354 SH DEFINED 1 191,354
GYMBOREE CORP COM 40377710 44,324 1,106,158 SH DEFINED 1,2,6 1,106,158
H & E EQUIPMENT
SERV COM 40403010 4,257 197,995 SH DEFINED 1,2,6 197,995
HAEMONETICS CORP COM 40502410 20,109 430,138 SH DEFINED 1,2,5,6 430,138
HAIN CELESTIAL
GROUP COM 40521710 17,560 583,971 SH DEFINED 1,2,5 583,971
HALLIBURTON CO COM 40621610 1,287,432 40,561,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,561,805
HALOZYME
THERAPEUTIC COM 40637H10 654 81,100 SH DEFINED 1 81,100
HANA BIOSCIENCES
INC COM 40963P10 749 392,361 SH DEFINED 1 392,361
HANCOCK FABRICS
INC COM 40990010 33 19,344 SH DEFINED 1 19,344
HANCOCK HLDG CO COM 41012010 21,537 489,701 SH DEFINED 1,2 489,701
HANDLEMAN CO DEL COM 41025210 205 29,423 SH DEFINED 1 29,423
HANESBRANDS INC COM 41034510 50,454 1,716,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,716,695
HANGER ORTHOPEDIC
GR COM NEW 41043F20 287 24,553 SH DEFINED 1,5 24,553
HANMI FINL CORP COM 41049510 16,096 844,489 SH DEFINED 1,2 844,489
HANOVER
COMPRESSOR C COM 41076810 55,451 2,492,175 SH DEFINED 1,2,5,6 2,492,175
HANOVER INS GROUP
IN COM 41086710 44,531 965,538 SH DEFINED 1,2,5 965,538
HANSEN MEDICAL INC COM 41130710 967 51,179 SH DEFINED 1 51,179
HANSEN NAT CORP COM 41131010 39,045 1,030,755 SH DEFINED 1,2,6,12 1,030,755
HANSON PLC NEW SPONSORED 41134910 246 3,044 SH DEFINED 1,2 3,044
HARDINGE INC COM 41232430 243 9,300 SH DEFINED 1 9,300
HARKEN ENERGY CORP COM NEW 41255230 110 233,371 SH DEFINED 1,5 233,371
HARLAND JOHN H CO COM 41269310 25,973 506,979 SH DEFINED 1,2,5 506,979
HARLEY DAVIDSON
INC COM 41282210 453,310 7,715,916 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,715,916
HARLEYSVILLE
GROUP I COM 41282410 16,414 505,211 SH DEFINED 1,2 505,211
HARLEYSVILLE NATL
CO COM 41285010 8,838 495,950 SH DEFINED 1,2 495,950
HARMAN INTL INDS
INC COM 41308610 165,708 1,724,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,724,685
HARMONIC INC COM 41316010 12,524 1,275,349 SH DEFINED 1,2,5,6 1,275,349
HARRAHS ENTMT INC COM 41361910 651,007 7,708,782 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,708,782
HARRIS & HARRIS
GROU COM 41383310 5,939 459,686 SH DEFINED 1 459,686
HARRIS CORP DEL COM 41387510 155,307 3,048,226 SH DEFINED 1,2,5,10,12 3,048,226
HARRIS
INTERACTIVE I COM 41454910 7,227 1,198,461 SH DEFINED 1,2,6 1,198,461
HARRIS STRATEX
NTWRK CL A 41457P10 7,136 371,839 SH DEFINED 1,2,5 371,839
HARSCO CORP COM 41586410 68,300 1,522,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,522,511
HARTE-HANKS INC COM 41619610 48,132 1,744,563 SH DEFINED 1,2,5,6,10 1,744,563
HARTFORD FINL
SVCS G COM 41651510 1,694,451 17,728,093 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,728,093
HARTMARX CORP COM 41711910 3,707 500,955 SH DEFINED 1 500,955
HARVARD
BIOSCIENCE I COM 41690610 114 23,632 SH DEFINED 1 23,632
HARVEST NATURAL
RESO COM 41754V10 10,599 1,088,240 SH DEFINED 1,2,5 1,088,240
HASBRO INC COM 41805610 314,243 10,979,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,979,848
HAVERTY FURNITURE
IN COM 41959610 4,979 355,638 SH DEFINED 1 355,638
HAWAIIAN ELEC
INDUST COM 41987010 31,968 1,229,996 SH DEFINED 1,2,5 1,229,996
HAWAIIAN HOLDINGS
IN COM 41987910 72 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 140 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 215 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ
INTL I COM NEW 42078130 708 96,800 SH DEFINED 1,5 96,800
HCC INS HLDGS INC COM 40413210 52,968 1,719,752 SH DEFINED 1,2,5,6 1,719,752
HDFC BANK LTD ADR REPS 3 40415F10 848 13,154 SH DEFINED 1,4,5 13,154
HEADWATERS INC COM 42210P10 23,624 1,081,205 SH DEFINED 1,2,6 1,081,205
HEALTH CARE PPTY
INV COM 42191510 94,237 2,615,520 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,615,520
HEALTH CARE REIT
INC COM 42217K10 29,889 680,844 SH DEFINED 1,2,3,5 680,844
HEALTH GRADES INC COM 42218Q10 188 29,879 SH DEFINED 1,5 29,879
HEALTH MGMT ASSOC
IN CL A 42193310 54,047 4,972,162 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,972,162
HEALTH NET INC COM 42222G10 128,403 2,386,224 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,386,224
HEALTHCARE RLTY TR COM 42194610 31,874 854,523 SH DEFINED 1,2,3,5 854,523
HEALTHCARE SVCS
GRP COM 42190610 12,108 422,624 SH DEFINED 1,2,6 422,624
HEALTHEXTRAS INC COM 42221110 18,058 627,436 SH DEFINED 1,2,6 627,436
HEALTHSOUTH CORP COM NEW 42192430 1,866 88,833 SH DEFINED 1,2 88,833
HEALTHSPRING INC COM 42224N10 13,495 573,050 SH DEFINED 1,2,6 573,050
HEALTHTRONICS INC COM 42222L10 3,623 672,163 SH DEFINED 1,2,5 672,163
HEALTHWAYS INC COM 42224510 32,088 686,366 SH DEFINED 1,2,5,6,12 686,366
HEARST-ARGYLE
TELEVI COM 42231710 9,742 358,295 SH DEFINED 1,2,5 358,295
HEARTLAND EXPRESS
IN COM 42234710 34,744 2,187,909 SH DEFINED 1,2,5,6 2,187,909
HEARTLAND FINL
USA I COM 42234Q10 6,166 230,494 SH DEFINED 1 230,494
HEARTLAND PMT SYS
IN COM 42235N10 5,259 222,447 SH DEFINED 1,2,6 222,447
HECLA MNG CO COM 42270410 20,289 2,239,393 SH DEFINED 1,2,5,6 2,239,393
HEELYS INC COM 42279M10 497 16,956 SH DEFINED 1,2 16,956
HEICO CORP NEW COM 42280610 16,773 459,656 SH DEFINED 1,2,5,6 459,656
HEICO CORP NEW CL A 42280620 858 27,372 SH DEFINED 1,2 27,372
HEIDRICK &
STRUGGLES COM 42281910 18,378 379,318 SH DEFINED 1,2,5,6 379,318
HEINZ H J CO COM 42307410 500,626 10,624,500 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,624,500
HELEN OF TROY
CORP L COM G4388N10 1,194 52,578 SH DEFINED 1,2,5 52,578
HELIX ENERGY
SOLUTIO COM 42330P10 40,910 1,097,089 SH DEFINED 1,2,5,6,12 1,097,089
HELLENIC TELECOM
ORG SPONSORED 42332530 662 48,112 SH DEFINED 1 48,112
HELMERICH & PAYNE
IN COM 42345210 71,084 2,342,901 SH DEFINED 1,2,5,6,12 2,342,901
HEMISPHERX
BIOPHARMA COM 42366C10 99 60,910 SH DEFINED 1,5 60,910
HENRY JACK &
ASSOC I COM 42628110 47,129 1,959,631 SH DEFINED 1,2,5,6 1,959,631
HERBALIFE LTD COM USD SH G4412G10 2,613 66,673 SH DEFINED 1,2,6 66,673
HERCULES INC COM 42705610 179,339 9,178,030 SH DEFINED 1,2,5,6,7,10,13,14 9,178,030
HERCULES OFFSHORE
IN COM 42709310 11,881 452,428 SH DEFINED 1,2,6 452,428
HERITAGE COMMERCE
CO COM 42692710 4,768 187,061 SH DEFINED 1 187,061
HERLEY INDS INC
DEL COM 42739810 3,562 228,016 SH DEFINED 1 228,016
HERSHA
HOSPITALITY T SH BEN INT 42782510 10,539 894,636 SH DEFINED 1,2,3 894,636
HERSHEY CO COM 42786610 255,712 4,678,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,678,231
HERTZ GLOBAL
HOLDING COM 42805T10 17,292 729,606 SH DEFINED 1,2 729,606
HESKA CORP COM 42805E10 18 11,100 SH DEFINED 1 11,100
HESS CORP COM 42809H10 397,215 7,160,900 SH DEFINED 1,2,5,6,10,12,13,14 7,160,900
HEWITT ASSOCS INC COM 42822Q10 43,284 1,480,791 SH DEFINED 1,2,5,12 1,480,791
HEWLETT PACKARD CO COM 42823610 4,622,530 115,160,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 115,160,178
HEXCEL CORP NEW COM 42829110 29,842 1,503,398 SH DEFINED 1,2,6 1,503,398
HFF INC CL A 40418F10 381 25,400 SH DEFINED 1 25,400
HI / FN INC COM 42835810 128 21,020 SH DEFINED 1 21,020
HIBBETT SPORTS INC COM 42856710 19,442 680,038 SH DEFINED 1,2,6 680,038
HICKORY TECH CORP COM 42906010 113 16,362 SH DEFINED 1 16,362
HIGHLAND
DISTRESSED COM 43006710 187 13,000 SH DEFINED 1 13,000
HIGHLAND
HOSPITALITY COM 43014110 36,636 2,058,193 SH DEFINED 1,2,3 2,058,193
HIGHWOODS PPTYS
INC COM 43128410 71,813 1,818,504 SH DEFINED 1,2,3,5 1,818,504
HILAND
PARTNERS L P UT LTD PAR 43129110 364 6,302 SH DEFINED 1 6,302
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
HILB ROGAL &
HOBBS C COM 43129410 37,881 772,302 SH DEFINED 1,2,5,6 772,302
HILLENBRAND INDS
INC COM 43157310 70,460 1,186,788 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,186,788
HILTON HOTELS CORP COM 43284810 352,351 9,798,402 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 9,798,402
HITACHI LIMITED ADR 10 COM 43357850 10,061 130,310 SH DEFINED 1,2 130,310
HI-TECH PHARMACAL
IN COM 42840B10 1,836 164,683 SH DEFINED 1 164,683
HITTITE MICROWAVE
CO COM 43365Y10 10,876 270,761 SH DEFINED 1,2,6 270,761
HMS HLDGS CORP COM 40425J10 623 28,427 SH DEFINED 1 28,427
HNI CORP COM 40425110 35,608 775,274 SH DEFINED 1,2,5,6,12 775,274
HOLLIS-EDEN
PHARMACE COM 43590210 76 30,000 SH DEFINED 1,5 30,000
HOLLY CORP COM PAR $0 43575830 75,726 1,276,999 SH DEFINED 1,2,5,6,12 1,276,999
HOLLY ENERGY
PARTNER COM UT LTD 43576310 373 8,008 SH DEFINED 1,2 8,008
HOLOGIC INC COM 43644010 54,829 951,226 SH DEFINED 1,2,5,6,12 951,226
HOME BANCSHARES
INC COM 43689320 3,376 153,100 SH DEFINED 1 153,100
HOME DEPOT INC COM 43707610 2,241,388 61,006,752 SH DEFINED 1,2,5,6,7,8,10,12,13,14 61,006,752
HOME FEDERAL
BANCORP COM 43709A10 972 62,585 SH DEFINED 1 62,585
HOME PROPERTIES
INC COM 43730610 47,732 903,846 SH DEFINED 1,2,3,5 903,846
HOME SOLUTIONS
AMER COM 43735510 3,371 709,580 SH DEFINED 1,5 709,580
HOMEBANC CORP GA COM 43738R10 3,612 1,034,876 SH DEFINED 1,2 1,034,876
HONDA MOTOR LTD AMERN SHS 43812830 18,588 533,080 SH DEFINED 1,2 533,080
HONEYWELL INTL INC COM 43851610 3,826,892 83,084,922 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,084,922
HOOKER FURNITURE
COR COM 43903810 3,040 151,636 SH DEFINED 1 151,636
HOOPER HOLMES INC COM 43910410 371 82,932 SH DEFINED 1 82,932
HORACE MANN
EDUCATOR COM 44032710 26,114 1,270,753 SH DEFINED 1,2,5 1,270,753
HORIZON FINL CORP
WA COM 44041F10 5,669 256,760 SH DEFINED 1,2,5 256,760
HORIZON HEALTH
CORP COM 44041Y10 4,451 227,652 SH DEFINED 1 227,652
HORIZON LINES INC COM 44044K10 18,311 557,910 SH DEFINED 1,2,5,6 557,910
HORIZON OFFSHORE
INC COM NEW 44043J20 483 33,421 SH DEFINED 1,2,5 33,421
HORMEL FOODS CORP COM 44045210 59,395 1,597,067 SH DEFINED 1,2,5,12 1,597,067
HORNBECK OFFSHORE
SV COM 44054310 18,621 649,945 SH DEFINED 1,2,5,6 649,945
HOSPIRA INC COM 44106010 179,354 4,385,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,385,180
HOSPITALITY PPTYS
TR COM SH BEN 44106M10 139,230 2,974,993 SH DEFINED 1,2,3,5 2,974,993
HOST HOTELS &
RESORT COM 44107P10 513,008 19,498,590 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 19,498,590
HOT TOPIC INC COM 44133910 12,894 1,161,592 SH DEFINED 1,2,5,6 1,161,592
HOUSEVALUES INC COM 44183Y10 806 159,303 SH DEFINED 1 159,303
HOUSTON EXPL CO COM 44212010 30,251 560,717 SH DEFINED 1,2 560,717
HOUSTON WIRE &
CABLE COM 44244K10 3,478 124,132 SH DEFINED 1,6 124,132
HOVNANIAN
ENTERPRISE CL A 44248720 52,912 2,103,006 SH DEFINED 1,2,5 2,103,006
HRPT PPTYS TR COM SH BEN 40426W10 81,761 6,647,240 SH DEFINED 1,2,3,5 6,647,240
HSBC HLDGS PLC SPON ADR N 40428040 39,487 449,683 SH DEFINED 1,2 449,683
HUB GROUP INC CL A 44332010 40,252 1,388,496 SH DEFINED 1,2,6 1,388,496
HUBBELL INC CL B 44351020 44,286 918,025 SH DEFINED 1,2,5,6,12 918,025
HUDSON CITY
BANCORP COM 44368310 186,315 13,619,528 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,619,528
HUDSON HIGHLAND
GROU COM 44379210 7,990 512,486 SH DEFINED 1,2,5,6 512,486
HUGHES
COMMUNICATION COM 44439810 378 7,668 SH DEFINED 1,2 7,668
HUGOTON RTY TR TEX UNIT BEN I 44471710 1,257 49,932 SH DEFINED 1,2,5 49,932
HUMAN GENOME
SCIENCE COM 44490310 28,288 2,663,618 SH DEFINED 1,2,5,6,8 2,663,618
HUMANA INC COM 44485910 356,007 6,135,943 SH DEFINED 1,2,5,6,7,10,12,13,14 6,135,943
HUNGARIAN TEL &
CABL COM 44554210 218 10,287 SH DEFINED 1 10,287
HUNT J B TRANS
SVCS COM 44565810 42,390 1,615,464 SH DEFINED 1,2,5,12 1,615,464
HUNTINGTON
BANCSHARE COM 44615010 150,093 6,869,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,869,230
HUNTSMAN CORP COM 44701110 22,310 1,168,657 SH DEFINED 1,2 1,168,657
HURCO COMPANIES
INC COM 44732410 356 8,300 SH DEFINED 1 8,300
HURON CONSULTING
GRO COM 44746210 20,147 331,144 SH DEFINED 1,2,6 331,144
HUTCHINSON
TECHNOLOG COM 44840710 11,049 473,171 SH DEFINED 1,2,5 473,171
HUTTIG BLDG PRODS
IN COM 44845110 102 16,827 SH DEFINED 1 16,827
HYDRIL COM 44877410 37,662 391,337 SH DEFINED 1,2,6,12 391,337
HYPERCOM CORP COM 44913M10 4,921 825,731 SH DEFINED 1,2 825,731
HYPERDYNAMICS CORP COM 44895410 22 12,200 SH DEFINED 1 12,200
HYPERION
SOLUTIONS C COM 44914M10 57,649 1,112,269 SH DEFINED 1,2,5,6,8,12 1,112,269
HYTHIAM INC COM 44919F10 2,891 425,201 SH DEFINED 1 425,201
I D SYSTEMS INC COM 44948910 1,700 141,303 SH DEFINED 1 141,303
I2 TECHNOLOGIES
INC COM NEW 46575420 7,831 326,281 SH DEFINED 1,2,5 326,281
IAC
INTERACTIVECORP COM NEW 44919P30 202,066 5,358,418 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,358,418
IBASIS INC COM NEW 45073220 429 39,076 SH DEFINED 1 39,076
IBERIABANK CORP COM 45082810 9,656 173,473 SH DEFINED 1,2,5 173,473
ICAD INC COM 44934S10 61 15,968 SH DEFINED 1,2 15,968
ICICI BK LTD ADR 45104G10 8,045 218,923 SH DEFINED 1,2,5 218,923
ICO GLOBAL COMM
HLDG CL A 44930K10 510 130,748 SH DEFINED 1,2 130,748
ICO INC NEW COM 44929310 180 29,300 SH DEFINED 1 29,300
ICONIX BRAND
GROUP I COM 45105510 15,108 740,579 SH DEFINED 1,2,5,6 740,579
ICT GROUP INC COM 44929Y10 2,055 117,406 SH DEFINED 1 117,406
ICU MED INC COM 44930G10 11,390 290,560 SH DEFINED 1,2,6 290,560
IDACORP INC COM 45110710 54,226 1,602,409 SH DEFINED 1,2,5,6 1,602,409
IDEARC INC COM 45166310 70,311 2,003,157 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,003,157
IDENIX
PHARMACEUTICA COM 45166R20 2,776 380,285 SH DEFINED 1,2,6 380,285
IDEX CORP COM 45167R10 29,139 572,699 SH DEFINED 1,2,5,6,12 572,699
IDEXX LABS INC COM 45168D10 31,500 359,465 SH DEFINED 1,2,5,6,12 359,465
IDT CORP CL B 44894730 10,621 935,756 SH DEFINED 1,2,6 935,756
I-FLOW CORP COM NEW 44952030 5,348 362,801 SH DEFINED 1,2 362,801
IGATE CORP COM 45169U10 2,488 301,972 SH DEFINED 1 301,972
IHOP CORP COM 44962310 19,581 333,862 SH DEFINED 1,2 333,862
IHS INC CL A 45173410 21,787 529,966 SH DEFINED 1,2,6 529,966
II VI INC COM 90210410 14,603 431,407 SH DEFINED 1,2,6 431,407
IKANOS
COMMUNICATION COM 45173E10 2,348 302,220 SH DEFINED 1 302,220
IKON OFFICE
SOLUTION COM 45171310 218,894 15,232,739 SH DEFINED 1,2,5,6 15,232,739
ILLINOIS TOOL WKS
IN COM 45230810 636,012 12,325,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,325,811
ILLUMINA INC COM 45232710 27,419 935,803 SH DEFINED 1,2,6,12 935,803
IMATION CORP COM 45245A10 38,669 957,619 SH DEFINED 1,2,5,12 957,619
IMCLONE SYS INC COM 45245W10 31,815 780,358 SH DEFINED 1,2,5,12 780,358
IMERGENT INC COM 45247Q10 380 19,507 SH DEFINED 1,5 19,507
IMMERSION CORP COM 45252110 191 21,124 SH DEFINED 1 21,124
IMMTECH
PHARMACEUTIC COM 45251910 63 11,000 SH DEFINED 1 11,000
IMMUCOR INC COM 45252610 46,814 1,590,684 SH DEFINED 1,2,6,12 1,590,684
IMMUNOGEN INC COM 45253H10 246 51,410 SH DEFINED 1,5 51,410
IMMUNOMEDICS INC COM 45290710 716 156,293 SH DEFINED 1,5 156,293
IMPAC MTG HLDGS
INC COM 45254P10 9,429 1,885,817 SH DEFINED 1,2 1,885,817
IMPERIAL CHEM
INDS P ADR NEW 45270450 608 15,435 SH DEFINED 1 15,435
IMPERIAL OIL LTD COM NEW 45303840 1,066 28,719 SH DEFINED 1 28,719
IMPERIAL SUGAR CO
NE COM NEW 45309620 7,094 211,573 SH DEFINED 1,2 211,573
IMPERIAL TOBACCO
GRO SPONSORED 45314210 1,446 16,111 SH DEFINED 1 16,111
IMS HEALTH INC COM 44993410 245,904 8,290,771 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,290,771
INCYTE CORP COM 45337C10 10,815 1,641,171 SH DEFINED 1,2,5,6 1,641,171
INDEPENDENCE HLDG
CO COM NEW 45344030 1,936 89,444 SH DEFINED 1 89,444
INDEPENDENT BANK
COR COM 45383610 9,806 297,681 SH DEFINED 1,2,5 297,681
INDEPENDENT BANK
COR COM 45383810 9,165 449,933 SH DEFINED 1,2 449,933
INDEVUS
PHARMACEUTIC COM 45407210 5,495 777,204 SH DEFINED 1,5 777,204
INDYMAC BANCORP
INC COM 45660710 39,828 1,242,691 SH DEFINED 1,2,5,8 1,242,691
INERGY HLDGS L P COM 45661Q10 598 13,128 SH DEFINED 1,2 13,128
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
INERGY L P UNIT LTD P 45661510 1,603 49,066 SH DEFINED 1,2 49,066
INFINEON
TECHNOLOGIE SPONSORED 45662N10 185 11,910 SH DEFINED 1,2 11,910
INFINITY PPTY &
CAS COM 45665Q10 23,652 504,748 SH DEFINED 1,2,5 504,748
INFOCROSSING INC COM 45664X10 4,462 300,037 SH DEFINED 1 300,037
INFOCUS CORP COM 45665B10 114 40,721 SH DEFINED 1,5 40,721
INFORMATICA CORP COM 45666Q10 19,074 1,420,287 SH DEFINED 1,2,5,6 1,420,287
INFORMATION
SERVICES COM 45675Y10 138 18,500 SH DEFINED 1 18,500
INFORTE CORP COM 45677R10 46 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 18,584 723,964 SH DEFINED 1,2,6 723,964
INFOSYS
TECHNOLOGIES SPONSORED 45678810 28,109 559,387 SH DEFINED 1,2,4,5 559,387
INFOUSA INC NEW COM 45681830 10,882 1,131,134 SH DEFINED 1,2,6 1,131,134
INFRASOURCE SVCS
INC COM 45684P10 14,702 481,563 SH DEFINED 1,2,6 481,563
ING GROEP N V SPONSORED 45683710 5,168 122,085 SH DEFINED 1,2 122,085
INGERSOLL-RAND
COMPA CL A G4776G10 282,460 6,512,787 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,512,787
INGLES MKTS INC CL A 45703010 10,442 255,669 SH DEFINED 1,2,5 255,669
INGRAM MICRO INC CL A 45715310 40,457 2,095,121 SH DEFINED 1,2,5 2,095,121
INLAND REAL
ESTATE C COM NEW 45746120 32,312 1,761,854 SH DEFINED 1,2,3 1,761,854
INNERWORKINGS INC COM 45773Y10 2,291 194,114 SH DEFINED 1,2 194,114
INNKEEPERS USA TR COM 4576J010 29,548 1,814,958 SH DEFINED 1,2,3,5 1,814,958
INNODATA ISOGEN
INC COM NEW 45764220 50 17,200 SH DEFINED 1 17,200
INNOPHOS HOLDINGS
IN COM 45774N10 1,213 70,158 SH DEFINED 1 70,158
INNOSPEC INC COM 45768S10 24,771 429,751 SH DEFINED 1,2,5 429,751
INNOTRAC CORP COM 45767M10 30 11,000 SH DEFINED 1 11,000
INNOVATIVE
SOLUTIONS COM 45769N10 7,357 290,562 SH DEFINED 1,2 290,562
INNOVEX INC COM 45764710 60 33,483 SH DEFINED 1,5 33,483
INPHONIC INC COM 45772G10 5,338 489,721 SH DEFINED 1,6 489,721
INPUT/OUTPUT INC COM 45765210 18,503 1,342,708 SH DEFINED 1,2,6 1,342,708
INSIGHT
ENTERPRISES COM 45765U10 19,675 1,094,260 SH DEFINED 1,2,5,6 1,094,260
INSITE VISION INC COM 45766010 104 71,003 SH DEFINED 1,2,5 71,003
INSITUFORM
TECHNOLOG CL A 45766710 10,013 481,633 SH DEFINED 1,2,6 481,633
INSMED INC COM NEW 45766920 99 105,202 SH DEFINED 1,5 105,202
INSPIRE
PHARMACEUTIC COM 45773310 354 62,085 SH DEFINED 1,5 62,085
INSTEEL
INDUSTRIES I COM 45774W10 4,530 269,790 SH DEFINED 1,5 269,790
INTEGRA BK CORP COM 45814P10 12,736 571,372 SH DEFINED 1,2 571,372
INTEGRA
LIFESCIENCES COM NEW 45798520 25,319 555,494 SH DEFINED 1,2,6 555,494
INTEGRAL SYS INC
MD COM 45810H10 4,163 172,231 SH DEFINED 1 172,231
INTEGRATED ALARM
SVC COM 45890M10 222 57,865 SH DEFINED 1,5 57,865
INTEGRATED DEVICE
TE COM 45811810 49,441 3,206,278 SH DEFINED 1,2,5,12 3,206,278
INTEGRATED
ELECTRICA COM 45811E30 6,845 276,778 SH DEFINED 1,2,5 276,778
INTEGRATED
SILICON S COM 45812P10 264 47,469 SH DEFINED 1,5 47,469
INTEGRITY
BANCSHARES COM 45818G10 237 19,189 SH DEFINED 1 19,189
INTEGRYS ENERGY
GROU COM 45822P10 126,187 2,273,233 SH DEFINED 1,2,5,6,10,13,14 2,273,233
INTEL CORP COM 45814010 3,270,941 170,984,891 SH DEFINED 1,2,5,6,7,8,10,12,13,14 170,984,891
INTER PARFUMS INC COM 45833410 1,338 63,693 SH DEFINED 1 63,693
INTER TEL INC COM 45837210 9,835 416,040 SH DEFINED 1,2 416,040
INTERACTIVE DATA
COR COM 45840J10 19,895 803,822 SH DEFINED 1,2,5,6 803,822
INTERACTIVE
INTELLIG COM 45839M10 362 23,759 SH DEFINED 1,5 23,759
INTERCONTINENTAL
HTL SPONS ADR 45857P20 14,498 586,252 SH DEFINED 1 586,252
INTERCONTINENTAL-
EXCH COM 45865V10 78,143 639,416 SH DEFINED 1,2,5 639,416
INTERDIGITAL
COMMUNI COM 45866A10 35,493 1,120,722 SH DEFINED 1,2,5,6,12 1,120,722
INTERFACE INC CL A 45866510 14,889 931,150 SH DEFINED 1,2,5,6 931,150
INTERLEUKIN
GENETICS COM 45873810 65 14,900 SH DEFINED 1 14,900
INTERLINE BRANDS
INC COM 45874310 10,217 466,116 SH DEFINED 1,2 466,116
INTERMEC INC COM 45878610 18,669 835,663 SH DEFINED 1,2,5,6 835,663
INTERMUNE INC COM 45884X10 14,624 593,030 SH DEFINED 1,2,5,6 593,030
INTERNAP NETWORK
SVC COM PAR $. 45885A30 7,562 480,148 SH DEFINED 1,2,5,6 480,148
INTERNATIONAL
ALUM C COM 45888410 230 4,353 SH DEFINED 1 4,353
INTERNATIONAL
BANCSH COM 45904410 25,278 851,984 SH DEFINED 1,2,5 851,984
INTERNATIONAL
BUSINE COM 45920010 6,227,860 66,071,077 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,071,077
INTERNATIONAL
COAL G COM 45928H10 9,937 1,892,802 SH DEFINED 1,2,6 1,892,802
INTERNATIONAL
FLAVOR COM 45950610 110,301 2,335,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,335,906
INTERNATIONAL
GAME T COM 45990210 347,199 8,598,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,598,288
INTERNATIONAL PWR
PL SPONSORED 46018M10 451 5,747 SH DEFINED 1 5,747
INTERNATIONAL
RECTIF COM 46025410 52,211 1,366,428 SH DEFINED 1,2,5,12 1,366,428
INTERNATIONAL
SHIPHO COM NEW 46032120 185 10,100 SH DEFINED 1 10,100
INTERNATIONAL
SPEEDW CL A 46033520 34,658 670,374 SH DEFINED 1,2,5 670,374
INTERNET CAP
GROUP I COM NEW 46059C20 7,204 673,288 SH DEFINED 1,2 673,288
INTERPHARM HLDGS
INC COM 46058810 17 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 4,329 177,273 SH DEFINED 1,2 177,273
INTERPUBLIC GROUP
CO COM 46069010 149,107 12,112,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,112,645
INTERSIL CORP CL A 46069S10 74,907 2,827,737 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,827,737
INTERSTATE HOTELS
& COM 46088S10 988 156,643 SH DEFINED 1,2,5 156,643
INTERVEST
BANCSHARES CL A 46092710 2,739 95,424 SH DEFINED 1,2 95,424
INTERVOICE INC NEW COM 46114210 4,170 628,009 SH DEFINED 1,2,5,6 628,009
INTERWOVEN INC COM NEW 46114T50 19,443 1,150,467 SH DEFINED 1,2,5 1,150,467
INTEVAC INC COM 46114810 11,057 419,291 SH DEFINED 1,2,5 419,291
INTL PAPER CO COM 46014610 978,286 26,876,001 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,876,001
INTL SECS EXCHANGE
H CL A 46031W20 34,266 702,178 SH DEFINED 1,2,6 702,178
INTRALASE CORP COM 46116910 8,148 326,164 SH DEFINED 1,2,6 326,164
INTRICON CORP COM 46121H10 64 10,850 SH DEFINED 1 10,850
INTROGEN
THERAPEUTIC COM 46119F10 52 12,855 SH DEFINED 1 12,855
INTUIT COM 46120210 300,676 10,989,609 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,989,609
INTUITIVE
SURGICAL I COM NEW 46120E60 94,221 775,038 SH DEFINED 1,2,5,12 775,038
INVACARE CORP COM 46120310 9,831 563,720 SH DEFINED 1,2,5 563,720
INVENTIV HEALTH
INC COM 46122E10 18,076 472,085 SH DEFINED 1,2,6 472,085
INVERNESS MED
INNOVA COM 46126P10 30,716 701,606 SH DEFINED 1,2,5,6 701,606
INVESTMENT
TECHNOLOG COM 46145F10 28,230 720,165 SH DEFINED 1,2,5,6 720,165
INVESTOOLS INC COM 46145P10 15,214 1,094,544 SH DEFINED 1,2,5,6 1,094,544
INVESTORS BANCORP
IN COM 46146P10 12,021 832,455 SH DEFINED 1,2,6 832,455
INVESTORS FINL
SERVI COM 46191510 78,532 1,350,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,350,514
INVESTORS REAL
ESTAT SH BEN INT 46173010 9,466 893,899 SH DEFINED 1,2,3,5 893,899
INVESTORS TITLE CO COM 46180410 221 4,400 SH DEFINED 1 4,400
INVITROGEN CORP COM 46185R10 64,537 1,013,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,013,933
IOMEGA CORP COM NEW 46203030 273 72,871 SH DEFINED 1,5 72,871
ION MEDIA
NETWORKS I CL A 46205A10 44 33,111 SH DEFINED 1 33,111
IONATRON INC COM 46207010 2,247 482,194 SH DEFINED 1,2,6 482,194
IOWA TELECOMM
SERVIC COM 46259420 12,871 643,530 SH DEFINED 1,2 643,530
IPASS INC COM 46261V10 7,095 1,410,525 SH DEFINED 1,2,6 1,410,525
IPC HLDGS LTD ORD G4933P10 2,796 96,932 SH DEFINED 1,2,5 96,932
IPCS INC COM NEW 44980Y30 12,391 252,932 SH DEFINED 1,2,6 252,932
IPG PHOTONICS CORP COM 44980X10 229 11,912 SH DEFINED 1,2 11,912
IRELAND BK SPONSORED 46267Q10 513 5,930 SH DEFINED 1 5,930
IRIS INTL INC COM 46270W10 3,746 268,540 SH DEFINED 1,2 268,540
IROBOT CORP COM 46272610 2,332 178,446 SH DEFINED 1,2,6 178,446
IRON MTN INC COM 46284610 59,606 2,281,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,281,138
IRSA
INVERSIONES Y R GLOBL DEP 45004720 559 29,208 SH DEFINED 1 29,208
IRVINE SENSORS
CORP COM NEW 46366450 17 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 13,680 733,931 SH DEFINED 1,2 733,931
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
ISHARES TR RUSSELL 20 46428765 1,636 20,575 SH DEFINED 1 20,575
ISHARES TR RUSSELL 30 46428768 696 8,426 SH DEFINED 1 8,426
ISILON SYS INC COM 46432L10 185 11,456 SH DEFINED 1,2 11,456
ISIS
PHARMACEUTICALS COM 46433010 11,486 1,239,070 SH DEFINED 1,2,5,6 1,239,070
ISLE OF CAPRI
CASINO COM 46459210 6,740 263,066 SH DEFINED 1,2,5,6 263,066
ISOLAGEN INC COM 46488N10 277 70,367 SH DEFINED 2,5 70,367
ISTA
PHARMACEUTICALS COM NEW 45031X20 226 26,700 SH DEFINED 1 26,700
ISTAR FINL INC COM 45031U10 83,799 1,789,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,789,440
ITC HLDGS CORP COM 46568510 13,394 309,392 SH DEFINED 1,2,6 309,392
ITLA CAP CORP COM 45056510 8,205 157,730 SH DEFINED 1,2 157,730
I-TRAX INC COM NEW 45069D20 73 18,400 SH DEFINED 1 18,400
ITRON INC COM 46574110 33,621 516,932 SH DEFINED 1,2,6,12 516,932
ITT CORP NEW COM 45091110 282,522 4,683,712 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,683,712
ITT EDUCATIONAL
SERV COM 45068B10 143,722 1,763,672 SH DEFINED 1,2,5,6,12 1,763,672
IXIA COM 45071R10 6,936 745,772 SH DEFINED 1,2,6 745,772
IXYS CORP COM 46600W10 4,876 476,601 SH DEFINED 1,5,6 476,601
J & J SNACK FOODS
CO COM 46603210 11,466 290,352 SH DEFINED 1,2 290,352
J ALEXANDER CORP COM 46609610 208 18,800 SH DEFINED 1 18,800
J CREW GROUP INC COM 46612H40 16,076 400,199 SH DEFINED 1,2,6,12 400,199
J2 GLOBAL
COMMUNICAT COM NEW 46626E20 30,339 1,094,468 SH DEFINED 1,2,6,12 1,094,468
JABIL CIRCUIT INC COM 46631310 107,301 5,011,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,011,730
JACK IN THE BOX
INC COM 46636710 56,756 821,007 SH DEFINED 1,2,5,6 821,007
JACKSON HEWITT
TAX S COM 46820210 19,553 607,627 SH DEFINED 1,2,6 607,627
JACLYN INC COM 46977210 167 14,800 SH DEFINED 1 14,800
JACO ELECTRS INC COM 46978310 68 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP
IN COM 46981410 106,027 2,272,814 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,272,814
JAKKS PAC INC COM 47012E10 12,199 510,430 SH DEFINED 1,2 510,430
JAMBA INC COM 47023A10 428 46,595 SH DEFINED 1,2 46,595
JAMES RIV GROUP
INC COM 47035910 6,170 197,077 SH DEFINED 1,2,6 197,077
JAMES RIVER COAL
CO COM NEW 47035520 2,452 328,300 SH DEFINED 1,2 328,300
JANUS CAP GROUP
INC COM 47102X10 126,218 6,036,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,036,248
JARDEN CORP COM 47110910 69,257 1,808,270 SH DEFINED 1,2,6,10 1,808,270
JAVELIN
PHARMACEUTIC COM 47189410 242 40,726 SH DEFINED 1 40,726
JDA SOFTWARE
GROUP I COM 46612K10 7,803 519,187 SH DEFINED 1,2,6 519,187
JDS UNIPHASE CORP COM PAR $0 46612J50 88,524 5,812,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,812,506
JEFFERIES GROUP
INC COM 47231910 49,471 1,708,828 SH DEFINED 1,2,5,6 1,708,828
JER INVT TR INC COM 46614H30 12,232 643,104 SH DEFINED 1,2 643,104
JETBLUE AWYS CORP COM 47714310 44,935 3,903,958 SH DEFINED 1,2,5,6 3,903,958
JO-ANN STORES INC COM 47758P30 16,384 601,241 SH DEFINED 1,2 601,241
JOHNSON & JOHNSON COM 47816010 7,658,323 127,087,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 127,087,999
JOHNSON CTLS INC COM 47836610 454,433 4,802,716 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,802,716
JONES APPAREL
GROUP COM 48007410 127,792 4,158,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,158,554
JONES LANG
LASALLE I COM 48020Q10 46,342 444,402 SH DEFINED 1,2,5,6 444,402
JONES SODA CO COM 48023P10 7,052 348,742 SH DEFINED 1 348,742
JOS A BANK
CLOTHIERS COM 48083810 14,478 409,565 SH DEFINED 1,2,5,6 409,565
JOURNAL
COMMUNICATIO CL A 48113010 11,893 907,203 SH DEFINED 1,2 907,203
JOURNAL REGISTER
CO COM 48113810 4,622 775,549 SH DEFINED 1,2,5 775,549
JOY GLOBAL INC COM 48116510 105,736 2,464,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,464,698
JP MORGAN CHASE &
CO COM 46625H10 5,403,662 111,692,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 111,692,059
JUNIPER NETWORKS
INC COM 48203R10 292,666 14,871,255 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,871,255
JUPITERMEDIA CORP COM 48207D10 2,244 339,043 SH DEFINED 1,2,6 339,043
K & F INDS HLDGS
INC COM 48224110 9,578 355,679 SH DEFINED 1,2,6 355,679
K TRON INTL INC COM 48273010 344 4,800 SH DEFINED 1 4,800
K V
PHARMACEUTICAL C CL A 48274020 15,127 611,687 SH DEFINED 1,2,5,6 611,687
K2 INC COM 48273210 11,479 949,474 SH DEFINED 1,2 949,474
KADANT INC COM 48282T10 8,028 316,574 SH DEFINED 1,2 316,574
KAISER ALUMINUM
CORP COM PAR $0 48300770 1,735 22,241 SH DEFINED 1,2 22,241
KAMAN CORP COM 48354810 16,581 711,326 SH DEFINED 1,2 711,326
KANSAS CITY LIFE
INS COM 48483610 4,533 100,724 SH DEFINED 1,2 100,724
KANSAS CITY
SOUTHERN COM NEW 48517030 49,057 1,378,773 SH DEFINED 1,2,5,6,10 1,378,773
KATY INDS INC COM 48602610 33 15,104 SH DEFINED 1,2 15,104
KAYDON CORP COM 48658710 20,862 490,189 SH DEFINED 1,2,5,6 490,189
KB HOME COM 48666K10 110,093 2,580,103 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,580,103
KBR INC COM 48242W10 4,410 216,698 SH DEFINED 1,2 216,698
KBW INC COM 48242310 3,238 93,161 SH DEFINED 1,2 93,161
KEANE INC COM 48666510 11,481 845,405 SH DEFINED 1,2,5,6 845,405
KEARNY FINL CORP COM 48716910 5,019 349,061 SH DEFINED 1,2 349,061
KEITHLEY INSTRS
INC COM 48758410 302 19,724 SH DEFINED 1 19,724
KELLOGG CO COM 48783610 384,845 7,482,881 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,482,881
KELLWOOD CO COM 48804410 18,219 621,186 SH DEFINED 1,2,5 621,186
KELLY SVCS INC CL A 48815220 14,728 457,391 SH DEFINED 1,2,5,6 457,391
KEMET CORP COM 48836010 15,329 2,003,820 SH DEFINED 1,2,5 2,003,820
KENDLE
INTERNATIONAL COM 48880L10 7,341 206,683 SH DEFINED 1 206,683
KENEXA CORP COM 48887910 9,377 301,221 SH DEFINED 1,2,6 301,221
KENNAMETAL INC COM 48917010 41,577 614,958 SH DEFINED 1,2,5,12 614,958
KENSEY NASH CORP COM 49005710 9,544 312,908 SH DEFINED 1,2,6 312,908
KERYX
BIOPHARMACEUTI COM 49251510 7,116 676,392 SH DEFINED 1,2,6 676,392
KEY TECHNOLOGY INC COM 49314310 235 14,900 SH DEFINED 1,2 14,900
KEYCORP NEW COM 49326710 443,776 11,843,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,843,514
KEYNOTE SYS INC COM 49330810 381 28,411 SH DEFINED 1 28,411
KEYSPAN CORP COM 49337W10 264,481 6,427,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,427,248
KEYSTONE
AUTOMOTIVE COM 49338N10 8,444 250,556 SH DEFINED 1,2,6 250,556
KFORCE INC COM 49373210 10,989 798,060 SH DEFINED 1,2,5,6 798,060
KILROY RLTY CORP COM 49427F10 46,227 626,800 SH DEFINED 1,2,3,5 626,800
KIMBALL INTL INC CL B 49427410 15,628 810,573 SH DEFINED 1,2,5 810,573
KIMBERLY CLARK
CORP COM 49436810 969,655 14,157,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,157,612
KIMCO REALTY CORP COM 49446R10 393,813 8,079,868 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,079,868
KINDER MORGAN
ENERGY UT LTD PAR 49455010 8,345 158,413 SH DEFINED 1,2 158,413
KINDER MORGAN INC
KA COM 49455P10 363,778 3,417,363 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,417,363
KINDER MORGAN
MANAGE SHS 49455U10 3,690 72,016 SH DEFINED 1,2,5 72,016
KINDRED
HEALTHCARE I COM 49458010 17,897 545,966 SH DEFINED 1,2,5 545,966
KINETIC CONCEPTS
INC COM NEW 49460W20 109,254 2,157,458 SH DEFINED 1,2,5,10,12 2,157,458
KING
PHARMACEUTICALS COM 49558210 214,376 10,898,627 SH DEFINED 1,2,5,6,7,10,12,13,14 10,898,627
KINROSS GOLD CORP COM NO PAR 49690240 556 40,290 SH DEFINED 1,13 40,290
KIRBY CORP COM 49726610 23,146 661,696 SH DEFINED 1,2,5,6,12 661,696
KIRKLANDS INC COM 49749810 115 23,094 SH DEFINED 1 23,094
KITE RLTY GROUP TR COM 49803T10 16,201 812,070 SH DEFINED 1,2,3 812,070
KKR FINL CORP COM 48247630 41,160 1,500,553 SH DEFINED 1,2 1,500,553
KLA-TENCOR CORP COM 48248010 285,586 5,356,083 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,356,083
KMG AMER CORP COM 48256310 153 33,100 SH DEFINED 1 33,100
KNBT BANCORP INC COM 48292110 8,200 556,314 SH DEFINED 1,2 556,314
KNIGHT CAPITAL
GROUP CL A 49900510 34,310 2,166,052 SH DEFINED 1,2,5,6 2,166,052
KNIGHT TRANSN INC COM 49906410 25,087 1,407,780 SH DEFINED 1,2,5,6 1,407,780
KNOLL INC COM NEW 49890420 13,756 577,240 SH DEFINED 1,2,6 577,240
KNOLOGY INC COM 49918380 799 50,487 SH DEFINED 1,2,5 50,487
KNOT INC COM 49918410 6,564 304,881 SH DEFINED 1,2,5,6 304,881
KOHLBERG CAPITAL
COR COM 50023310 162 10,100 SH DEFINED 1 10,100
KOHLS CORP COM 50025510 970,878 12,672,996 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,672,996
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
KOMAG INC COM NEW 50045320 22,249 679,762 SH DEFINED 1,2,5,6 679,762
KONINKLIJKE
AHOLD N SPON ADR N 50046730 506 43,135 SH DEFINED 1 43,135
KONINKLIJKE
PHILIPS NY REG SH 50047230 2,924 76,747 SH DEFINED 1,2 76,747
KOOKMIN BK NEW SPONSORED 50049M10 82,916 919,756 SH DEFINED 1,2,4,5 919,756
KOPIN CORP COM 50060010 4,154 1,228,980 SH DEFINED 1,2,5,6 1,228,980
KOPPERS HOLDINGS
INC COM 50060P10 4,807 187,323 SH DEFINED 1,2 187,323
KOREA ELECTRIC PWR SPONSORED 50063110 1,718 85,900 SH DEFINED 1,2 85,900
KORN FERRY INTL COM NEW 50064320 28,075 1,223,848 SH DEFINED 1,2,5,6 1,223,848
KOSAN BIOSCIENCES
IN COM 50064W10 374 67,912 SH DEFINED 1,2,5 67,912
KRAFT FOODS INC CL A 50075N10 242,426 7,657,170 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,657,170
KRISPY KREME
DOUGHNU COM 50101410 10,055 986,786 SH DEFINED 1,2,5,6 986,786
KROGER CO COM 50104410 664,336 23,516,330 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,516,330
KRONOS INC COM 50105210 39,296 734,504 SH DEFINED 1,2,5,6,12 734,504
KRONOS WORLDWIDE
INC COM 50105F10 1,556 48,015 SH DEFINED 1,2 48,015
K-SWISS INC CL A 48268610 22,589 836,020 SH DEFINED 1,2,6 836,020
KT CORP SPONSORED 48268K10 473 21,104 SH DEFINED 1,2,5 21,104
KUBOTA CORP ADR 50117320 1,126 25,728 SH DEFINED 1,2 25,728
KULICKE & SOFFA
INDS COM 50124210 12,345 1,334,601 SH DEFINED 1,2,5,6 1,334,601
KVH INDS INC COM 48273810 169 18,126 SH DEFINED 1 18,126
KYOCERA CORP ADR 50155620 1,025 10,883 SH DEFINED 1,2 10,883
KYPHON INC COM 50157710 37,399 828,507 SH DEFINED 1,2,5,6,12 828,507
L S B
BANCSHARES N C COM 50215810 152 10,400 SH DEFINED 1 10,400
L-1 IDENTITY
SOLUTIO COM 50212A10 17,224 1,043,244 SH DEFINED 1,2,6 1,043,244
L-3
COMMUNICATIONS H COM 50242410 272,048 3,110,190 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,110,190
LA Z BOY INC COM 50533610 17,340 1,400,616 SH DEFINED 1,2,5 1,400,616
LABOR READY INC COM NEW 50540120 21,693 1,142,352 SH DEFINED 1,2,5,6 1,142,352
LABORATORY CORP
AMER COM NEW 50540R40 302,715 4,167,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,167,904
LABRANCHE & CO INC COM 50544710 12,862 1,576,193 SH DEFINED 1,2,5 1,576,193
LACLEDE GROUP INC COM 50559710 14,632 470,794 SH DEFINED 1,2,5 470,794
LADENBURG THALMAN
FI COM 50575Q10 359 134,598 SH DEFINED 1 134,598
LADISH INC COM NEW 50575420 8,986 238,732 SH DEFINED 1,2 238,732
LAFARGE COPPEE S A SPON ADR N 50586140 582 14,817 SH DEFINED 1 14,817
LAIDLAW INTL INC COM 50730R10 28,149 813,565 SH DEFINED 1,2,5,12 813,565
LAKELAND BANCORP
INC COM 51163710 5,513 406,892 SH DEFINED 1,2 406,892
LAKELAND FINL CORP COM 51165610 4,934 217,339 SH DEFINED 1,2 217,339
LAKELAND INDS INC COM 51179510 146 10,433 SH DEFINED 1 10,433
LAKES ENTMNT INC COM 51206P10 4,309 386,456 SH DEFINED 1,5 386,456
LAM RESEARCH CORP COM 51280710 275,118 5,811,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,811,530
LAMAR ADVERTISING
CO CL A 51281510 74,633 1,185,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,185,220
LAMSON & SESSIONS
CO COM 51369610 5,974 214,977 SH DEFINED 1,5 214,977
LAN AIRLINES S A SPONSORED 50172310 4,743 68,834 SH DEFINED 1,5 68,834
LANCASTER COLONY
COR COM 51384710 25,431 575,496 SH DEFINED 1,2,5 575,496
LANCE INC COM 51460610 10,529 520,213 SH DEFINED 1,2 520,213
LANDAMERICA FINL
GRO COM 51493610 30,157 408,020 SH DEFINED 1,2,5 408,020
LANDAUER INC COM 51476K10 9,546 189,104 SH DEFINED 1,2 189,104
LANDEC CORP COM 51476610 493 34,762 SH DEFINED 1 34,762
LANDRYS
RESTAURANTS COM 51508L10 8,938 301,973 SH DEFINED 1,2 301,973
LANDSTAR SYS INC COM 51509810 33,360 727,756 SH DEFINED 1,2,5,6 727,756
LAS VEGAS SANDS
CORP COM 51783410 144,739 1,671,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,671,153
LASALLE HOTEL
PPTYS COM SH BEN 51794210 58,921 1,270,940 SH DEFINED 1,2,3,5 1,270,940
LASERCARD CORP COM 51807U10 203 17,216 SH DEFINED 1,5 17,216
LATTICE
SEMICONDUCTO COM 51841510 15,468 2,644,080 SH DEFINED 1,2,5,6 2,644,080
LAUDER ESTEE COS
INC CL A 51843910 170,243 3,485,019 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,485,019
LAUREATE
EDUCATION I COM 51861310 42,705 724,179 SH DEFINED 1,2,5,6,12 724,179
LAWSON PRODS INC COM 52077610 6,392 168,737 SH DEFINED 1,2 168,737
LAWSON SOFTWARE
INC COM 52078P10 18,532 2,290,783 SH DEFINED 1,2 2,290,783
LAYNE CHRISTENSEN
CO COM 52105010 7,157 196,504 SH DEFINED 1 196,504
LAZARD LTD SHS A G5405010 4,177 83,242 SH DEFINED 1,2 83,242
LCA-VISION INC COM PAR $. 50180330 13,521 328,261 SH DEFINED 1,2,6 328,261
LEAP WIRELESS
INTL I COM NEW 52186330 28,689 434,809 SH DEFINED 1,2,5,6,12 434,809
LEAPFROG
ENTERPRISES CL A 52186N10 7,631 713,196 SH DEFINED 1,2,5,6 713,196
LEAR CORP COM 52186510 77,381 2,119,454 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,119,454
LEARNING TREE
INTL I COM 52201510 238 21,175 SH DEFINED 1,2 21,175
LECG CORP COM 52323410 5,289 365,267 SH DEFINED 1,2,6 365,267
LECROY CORP COM 52324W10 166 19,900 SH DEFINED 1 19,900
LEE ENTERPRISES
INC COM 52376810 37,828 1,258,822 SH DEFINED 1,2,6 1,258,822
LEGG MASON INC COM 52490110 322,779 3,426,163 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,426,163
LEGGETT & PLATT
INC COM 52466010 157,701 6,956,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,956,360
LEHMAN BROS HLDGS
IN COM 52490810 1,172,797 16,737,499 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,737,499
LENNAR CORP CL A 52605710 177,061 4,194,762 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,194,762
LENNOX INTL INC COM 52610710 21,646 606,327 SH DEFINED 1,2,5,12 606,327
LENOX GROUP INC COM 52626210 131 19,919 SH DEFINED 1,5 19,919
LESCO INC OHIO COM 52687210 178 12,290 SH DEFINED 1 12,290
LEUCADIA NATL CORP COM 52728810 89,624 3,046,353 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,046,353
LEVEL 3
COMMUNICATIO COM 52729N10 97,088 15,916,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,916,067
LEVITT CORP CL A 52742P10 2,819 302,813 SH DEFINED 1,2,5 302,813
LEXICON GENETICS
INC COM 52887210 5,630 1,551,101 SH DEFINED 1,2,5 1,551,101
LEXINGTON REALTY
TRU COM 52904310 26,594 1,258,602 SH DEFINED 1,2,3,5 1,258,602
LEXMARK INTL NEW CL A 52977110 414,130 7,083,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,083,994
LG PHILIP LCD CO
LTD SPONS ADR 50186V10 213 12,180 SH DEFINED 1,2 12,180
LHC GROUP INC COM 50187A10 7,639 235,561 SH DEFINED 1,2 235,561
LIBBEY INC COM 52989810 291 20,725 SH DEFINED 1 20,725
LIBERTY GLOBAL INC COM SER A 53055510 136,997 4,160,242 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,160,242
LIBERTY GLOBAL INC COM SER C 53055530 42,828 1,397,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,397,777
LIBERTY MEDIA
HLDG C INT COM SE 53071M10 206,537 8,670,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,670,728
LIBERTY MEDIA
HLDG C CAP COM SE 53071M30 217,963 1,970,907 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,970,907
LIBERTY PPTY TR SH BEN INT 53117210 124,396 2,553,282 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,553,282
LIFE TIME FITNESS
IN COM 53217R20 28,085 546,296 SH DEFINED 1,2,6 546,296
LIFECELL CORP COM 53192710 16,007 641,061 SH DEFINED 1,2,6 641,061
LIFECORE
BIOMEDICAL COM 53218710 242 12,875 SH DEFINED 1 12,875
LIFEPOINT
HOSPITALS COM 53219L10 35,244 922,144 SH DEFINED 1,2,5 922,144
LIFETIME BRANDS
INC COM 53222Q10 3,210 153,644 SH DEFINED 1 153,644
LIFEWAY FOODS INC COM 53191410 192 21,300 SH DEFINED 1 21,300
LIGAND
PHARMACEUTICA CL B 53220K20 3,311 328,481 SH DEFINED 1,2,6 328,481
LIGHTBRIDGE INC COM 53222610 9,626 547,866 SH DEFINED 1,2 547,866
LILLY ELI & CO COM 53245710 1,444,125 26,887,443 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,887,443
LIMITED BRANDS INC COM 53271610 230,652 8,850,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,850,791
LIN TV CORP CL A 53277410 16,363 1,029,135 SH DEFINED 1,2,6 1,029,135
LINCARE HLDGS INC COM 53279110 73,284 1,999,569 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,999,569
LINCOLN EDL SVCS
COR COM 53353510 638 44,890 SH DEFINED 1,2 44,890
LINCOLN ELEC
HLDGS I COM 53390010 38,314 643,289 SH DEFINED 1,2,5,12 643,289
LINCOLN NATL CORP
IN COM 53418710 551,317 8,132,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,132,723
LINEAR TECHNOLOGY
CO COM 53567810 249,614 7,901,674 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,901,674
LINN ENERGY LLC UNIT 99/99 53602010 1,027 30,184 SH DEFINED 1,2 30,184
LINSAY CORPORATION COM 53555510 6,599 207,573 SH DEFINED 1,2,5 207,573
LIONBRIDGE
TECHNOLOG COM 53625210 4,845 951,905 SH DEFINED 1,2,6 951,905
LIQUIDITY
SERVICES I COM 53635B10 1,927 113,767 SH DEFINED 1,6 113,767
LITHIA MTRS INC CL A 53679710 8,384 305,872 SH DEFINED 1,2,5 305,872
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
LITTELFUSE INC COM 53700810 25,200 620,685 SH DEFINED 1,2,6 620,685
LIVE NATION INC COM 53803410 37,539 1,701,697 SH DEFINED 1,2,5,6 1,701,697
LIVEPERSON INC COM 53814610 301 38,189 SH DEFINED 1 38,189
LIZ CLAIBORNE INC COM 53932010 138,435 3,230,694 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,230,694
LKQ CORP COM 50188920 19,375 886,311 SH DEFINED 1,2,6 886,311
LLOYDS TSB GROUP
PLC SPONSORED 53943910 2,612 58,745 SH DEFINED 1 58,745
LMI AEROSPACE INC COM 50207910 346 18,548 SH DEFINED 1,5 18,548
LOCKHEED MARTIN
CORP COM 53983010 7,604,141 78,377,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 78,377,046
LODGENET ENTMT
CORP COM 54021110 16,067 523,028 SH DEFINED 1,2 523,028
LODGIAN INC COM PAR $. 54021P40 5,489 410,885 SH DEFINED 1,2 410,885
LOEWS CORP COM 54042410 453,436 9,980,984 SH DEFINED 1,2,5,6,10,12,13,14 9,980,984
LOEWS CORP CAROLNA GP 54042420 245,005 3,240,379 SH DEFINED 1,2,5,7,10 3,240,379
LOGILITY INC COM 54140Y10 384 47,200 SH DEFINED 1,2 47,200
LOGITECH INTL S A SHS H5043023 222 7,967 SH DEFINED 1,5 7,967
LO-JACK CORP COM 53945110 5,494 289,484 SH DEFINED 1,2 289,484
LONE STAR
TECHNOLOGI COM 54231210 41,969 635,603 SH DEFINED 1,2,6,12 635,603
LONGS DRUG STORES
CO COM 54316210 27,011 523,071 SH DEFINED 1,2,5,6,12 523,071
LONGVIEW FIBRE CO COM 54321310 37,106 1,506,533 SH DEFINED 1,2,5 1,506,533
LOOKSMART LTD COM NEW 54344250 80 20,872 SH DEFINED 1,2 20,872
LOOPNET INC COM 54352430 1,174 68,710 SH DEFINED 1,2,6 68,710
LORAL SPACE &
COMMUN COM 54388110 9,457 185,866 SH DEFINED 1,2 185,866
LOUISIANA PAC CORP COM 54634710 51,129 2,548,784 SH DEFINED 1,2,5,7,8,12 2,548,784
LOWES COS INC COM 54866110 3,301,937 104,856,669 SH DEFINED 1,2,5,6,7,8,10,12,13,14 104,856,669
LSB INDS INC COM 50216010 315 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 5,995 358,095 SH DEFINED 1,2 358,095
LSI LOGIC CORP COM 50216110 172,934 16,564,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,564,512
LTC PPTYS INC COM 50217510 12,897 497,768 SH DEFINED 1,2,3,5 497,768
LTX CORP COM 50239210 5,805 948,583 SH DEFINED 1,2,5 948,583
LUBRIZOL CORP COM 54927110 161,638 3,136,767 SH DEFINED 1,2,5 3,136,767
LUBYS INC COM 54928210 4,150 424,786 SH DEFINED 1,2 424,786
LUFKIN INDS INC COM 54976410 13,051 232,298 SH DEFINED 1,2,6 232,298
LUMINENT MTG CAP
INC COM 55027830 8,939 999,870 SH DEFINED 1,2 999,870
LUMINEX CORP DEL COM 55027E10 10,477 763,649 SH DEFINED 1,2,5 763,649
LUXOTTICA GROUP
S P SPONSORED 55068R20 20,476 642,891 SH DEFINED 1 642,891
LYDALL INC DEL COM 55081910 600 37,786 SH DEFINED 1,2 37,786
LYONDELL CHEMICAL
CO COM 55207810 193,223 6,447,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,447,214
M & F WORLDWIDE
CORP COM 55254110 15,079 316,710 SH DEFINED 1,2 316,710
M & T BK CORP COM 55261F10 235,937 2,036,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,036,924
M D C HLDGS INC COM 55267610 40,824 849,254 SH DEFINED 1,2,5 849,254
M/I HOMES INC COM 55305B10 5,619 211,653 SH DEFINED 1,2 211,653
MACATAWA BK CORP COM 55422510 4,796 260,673 SH DEFINED 1 260,673
MACDERMID INC COM 55427310 16,216 465,035 SH DEFINED 1,2,5,6 465,035
MACERICH CO COM 55438210 191,990 2,078,716 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,078,716
MAC-GRAY CORP COM 55415310 164 10,500 SH DEFINED 1 10,500
MACK CALI RLTY
CORP COM 55448910 79,979 1,679,179 SH DEFINED 1,2,3,5 1,679,179
MACQUARIE
INFRASTRUC SH BEN INT 55607X10 1,889 48,067 SH DEFINED 1,2 48,067
MACROVISION CORP COM 55590410 36,066 1,439,759 SH DEFINED 1,2,5,6 1,439,759
MADDEN STEVEN LTD COM 55626910 12,074 413,506 SH DEFINED 1,2,5,6 413,506
MAF BANCORP INC COM 55261R10 28,104 679,819 SH DEFINED 1,2,5 679,819
MAGELLAN HEALTH
SVCS COM NEW 55907920 27,277 649,461 SH DEFINED 1,2,6,12 649,461
MAGELLAN
MIDSTREAM H COM LP INT 55907R10 658 24,953 SH DEFINED 1,2 24,953
MAGELLAN
MIDSTREAM P COM UNIT R 55908010 4,007 85,609 SH DEFINED 1,2 85,609
MAGMA DESIGN
AUTOMAT COM 55918110 10,747 898,607 SH DEFINED 1,2 898,607
MAGNA ENTMT CORP CL A 55921110 2,457 674,931 SH DEFINED 1,5,6 674,931
MAGNA INTL INC CL A 55922240 831 11,062 SH DEFINED 1 11,062
MAGNETEK INC COM 55942410 265 52,496 SH DEFINED 1,5 52,496
MAGUIRE PPTYS INC COM 55977510 37,340 1,050,052 SH DEFINED 1,2,3,5 1,050,052
MAGYAR TELEKOM
TELEC SPONSORED 55977610 251 9,853 SH DEFINED 1 9,853
MAIDENFORM BRANDS
IN COM 56030510 12,692 550,158 SH DEFINED 1,2 550,158
MAINSOURCE
FINANCIAL COM 56062Y10 6,327 372,602 SH DEFINED 1,2 372,602
MAJESCO
ENTERTAINMEN COM NEW 56069020 30 20,100 SH DEFINED 1 20,100
MAKITA CORP ADR NEW 56087730 241 6,479 SH DEFINED 1 6,479
MANAGEMENT
NETWORK G COM 56169310 29 16,180 SH DEFINED 1 16,180
MANHATTAN ASSOCS
INC COM 56275010 27,659 1,008,335 SH DEFINED 1,2,5,6 1,008,335
MANITOWOC INC COM 56357110 52,750 830,318 SH DEFINED 1,2,5,6,12 830,318
MANNATECH INC COM 56377110 10,677 664,817 SH DEFINED 1,2,6 664,817
MANNKIND CORP COM 56400P20 7,040 492,286 SH DEFINED 1,2,6 492,286
MANOR CARE INC NEW COM 56405510 97,053 1,785,368 SH DEFINED 1,2,5,6,10,12,13,14 1,785,368
MANPOWER INC COM 56418H10 153,279 2,077,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,077,791
MANTECH INTL CORP CL A 56456310 19,584 586,181 SH DEFINED 1,2,6 586,181
MANULIFE FINL CORP COM 56501R10 8,532 247,658 SH DEFINED 1,5,13,14 247,658
MAPINFO CORP COM 56510510 7,709 382,981 SH DEFINED 1,2,5 382,981
MARATHON OIL CORP COM 56584910 1,323,907 13,395,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,395,796
MARCHEX INC CL B 56624R10 5,502 359,116 SH DEFINED 1,2,6 359,116
MARCUS CORP COM 56633010 8,554 367,751 SH DEFINED 1,2 367,751
MARINE PRODS CORP COM 56842710 2,252 235,277 SH DEFINED 1,2,6 235,277
MARINEMAX INC COM 56790810 6,444 277,989 SH DEFINED 1,2 277,989
MARINER ENERGY INC COM 56845T30 29,070 1,519,596 SH DEFINED 1,2,5,12 1,519,596
MARKEL CORP COM 57053510 69,789 143,946 SH DEFINED 1,2,5,12 143,946
MARKETAXESS HLDGS
IN COM 57060D10 9,161 547,244 SH DEFINED 1,6 547,244
MARKWEST ENERGY
PART UNIT LTD P 57075910 1,879 52,930 SH DEFINED 1,2 52,930
MARKWEST
HYDROCARBON COM 57076210 12,851 207,276 SH DEFINED 1,2 207,276
MARLIN BUSINESS
SVCS COM 57115710 3,377 154,340 SH DEFINED 1,2 154,340
MARRIOTT INTL INC
NE CL A 57190320 501,891 10,251,050 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,251,050
MARSH & MCLENNAN
COS COM 57174810 414,575 14,154,144 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,154,144
MARSHALL & ILSLEY
CO COM 57183410 293,100 6,329,078 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,329,078
MARTEK
BIOSCIENCES C COM 57290110 17,670 856,946 SH DEFINED 1,2,5,6 856,946
MARTEN TRANS LTD COM 57307510 4,090 257,533 SH DEFINED 1 257,533
MARTHA STEWART
LIVIN CL A 57308310 7,010 412,135 SH DEFINED 1,2,6 412,135
MARTIN MARIETTA
MATL COM 57328410 168,339 1,245,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,245,110
MARTIN MIDSTREAM
PRT UNIT L P I 57333110 228 5,846 SH DEFINED 1 5,846
MARVEL
ENTERTAINMENT COM 57383T10 36,463 1,313,995 SH DEFINED 1,2,5,6,12 1,313,995
MARVELL
TECHNOLOGY G ORD G5876H10 40,922 2,434,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,434,375
MASCO CORP COM 57459910 299,309 10,923,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,923,700
MASSBANK CORP
READ M COM 57615210 237 7,224 SH DEFINED 1,2 7,224
MASSEY ENERGY CORP COM 57620610 29,001 1,208,878 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,208,878
MASTEC INC COM 57632310 7,903 717,804 SH DEFINED 1,2,5 717,804
MASTERCARD INC CL A 57636Q10 59,280 557,984 SH DEFINED 1,2,5 557,984
MATERIAL SCIENCES
CO COM 57667410 960 96,229 SH DEFINED 1 96,229
MATRIA HEALTHCARE
IN COM NEW 57681720 9,599 364,156 SH DEFINED 1,2,5,6 364,156
MATRIX SVC CO COM 57685310 7,443 367,912 SH DEFINED 1,5 367,912
MATSUSHITA ELEC
INDL ADR 57687920 1,885 93,789 SH DEFINED 1 93,789
MATTEL INC COM 57708110 344,626 12,500,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,500,040
MATTHEWS INTL CORP CL A 57712810 25,665 630,593 SH DEFINED 1,2,5,6 630,593
MATTSON
TECHNOLOGY I COM 57722310 7,209 792,161 SH DEFINED 1,2,6 792,161
MAUI LD &
PINEAPPLE COM 57734510 2,016 55,767 SH DEFINED 1 55,767
MAX RE CAPITAL
LTD H SHS G6052F10 1,746 68,516 SH DEFINED 1,2,5 68,516
MAXIM INTEGRATED
PRO COM 57772K10 248,673 8,458,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,458,275
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
MAXIMUS INC COM 57793310 12,398 359,576 SH DEFINED 1,2,5,6 359,576
MAXWELL
TECHNOLOGIES COM 57776710 2,942 234,971 SH DEFINED 1 234,971
MAXYGEN INC COM 57777610 6,012 539,190 SH DEFINED 1,2 539,190
MB FINANCIAL INC
NEW COM 55264U10 20,228 561,723 SH DEFINED 1,2 561,723
MBIA INC COM 55262C10 289,313 4,417,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,417,662
MBT FINL CORP COM 57887710 4,000 309,856 SH DEFINED 1,2 309,856
MCAFEE INC COM 57906410 211,141 7,260,709 SH DEFINED 1,2,5,7,10,12,14 7,260,709
MCCLATCHY CO CL A 57948910 27,263 862,469 SH DEFINED 1,2,5,6,7,8,10,12,13,14 862,469
MCCORMICK & CO INC COM NON VT 57978020 139,231 3,614,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,614,510
MCCORMICK &
SCHMICKS COM 57979310 4,678 174,493 SH DEFINED 1 174,493
MCDERMOTT INTL INC COM 58003710 8,443 172,369 SH DEFINED 1,2,5,12 172,369
MCDONALDS CORP COM 58013510 2,006,545 44,540,406 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,540,406
MCG CAPITAL CORP COM 58047P10 23,836 1,270,551 SH DEFINED 1,2 1,270,551
MCGRATH RENTCORP COM 58058910 11,242 354,965 SH DEFINED 1,2 354,965
MCGRAW HILL COS
INC COM 58064510 784,838 12,481,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,481,517
MCKESSON CORP COM 58155Q10 777,279 13,277,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,277,738
MCMORAN
EXPLORATION COM 58241110 5,686 414,735 SH DEFINED 1,2,6 414,735
MDU RES GROUP INC COM 55269010 121,739 4,235,869 SH DEFINED 1,2,5,10,12 4,235,869
MEADOWBROOK INS
GROU COM 58319P10 3,640 331,210 SH DEFINED 1 331,210
MEADWESTVACO CORP COM 58333410 152,627 4,949,006 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,949,006
MEASUREMENT
SPECIALT COM 58342110 5,336 236,534 SH DEFINED 1,2 236,534
MECHANICAL
TECHNOLOG COM 58353810 59 37,856 SH DEFINED 1,2 37,856
MECHEL OAO SPONSORED 58384010 555 16,687 SH DEFINED 1,2,5 16,687
MEDALLION FINL
CORP COM 58392810 2,276 198,984 SH DEFINED 1,2 198,984
MEDAREX INC COM 58391610 29,385 2,270,833 SH DEFINED 1,2,5,6,12 2,270,833
MEDCATH CORP COM 58404W10 14,929 546,843 SH DEFINED 1,2,6 546,843
MEDCO HEALTH
SOLUTIO COM 58405U10 554,089 7,639,441 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,639,441
MEDIA GEN INC CL A 58440410 20,457 536,094 SH DEFINED 1,2 536,094
MEDIACOM
COMMUNICATI CL A 58446K10 7,635 937,904 SH DEFINED 1,2,5,6 937,904
MEDICAL ACTION
INDS COM 58449L10 5,167 216,194 SH DEFINED 1,2 216,194
MEDICAL PPTYS
TRUST COM 58463J30 14,255 970,391 SH DEFINED 1,2,3 970,391
MEDICAL STAFFING
NET COM 58463F10 229 36,000 SH DEFINED 1,2 36,000
MEDICINES CO COM 58468810 22,210 885,582 SH DEFINED 1,2,5,6 885,582
MEDICIS
PHARMACEUTIC CL A NEW 58469030 46,572 1,511,085 SH DEFINED 1,2,5,6,7,8 1,511,085
MEDIFAST INC COM 58470H10 1,257 175,606 SH DEFINED 1,5 175,606
MEDIMMUNE INC COM 58469910 232,743 6,395,806 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,395,806
MEDIS
TECHNOLOGIES L COM 58500P10 5,898 348,817 SH DEFINED 1,2,5,6 348,817
MEDIVATION INC COM 58501N10 415 21,987 SH DEFINED 1,2 21,987
MEDTRONIC INC COM 58505510 1,548,910 31,571,746 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,571,746
MELLON FINL CORP COM 58551A10 459,135 10,642,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,642,898
MEMC ELECTR MATLS
IN COM 55271510 214,457 3,540,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,540,058
MEMORY
PHARMACEUTICA COM 58606R40 177 105,231 SH DEFINED 1 105,231
MENS WEARHOUSE INC COM 58711810 37,448 795,915 SH DEFINED 1,2,5,12 795,915
MENTOR CORP MINN COM 58718810 56,807 1,234,927 SH DEFINED 1,2,5,6,12 1,234,927
MENTOR GRAPHICS
CORP COM 58720010 42,553 2,604,240 SH DEFINED 1,2,5,6 2,604,240
MERCANTILE BANK
CORP COM 58737610 4,482 137,997 SH DEFINED 1,5 137,997
MERCER INTL INC COM 58805610 5,814 486,149 SH DEFINED 1,2 486,149
MERCK & CO INC COM 58933110 3,129,136 70,843,011 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,843,011
MERCURY COMPUTER
SYS COM 58937810 5,291 381,476 SH DEFINED 1,2,5 381,476
MERCURY GENL CORP
NE COM 58940010 53,173 1,002,503 SH DEFINED 1,2,5,12 1,002,503
MEREDITH CORP COM 58943310 48,006 836,492 SH DEFINED 1,2,5,6,10,13,14 836,492
MERGE
TECHNOLOGIES I COM 58998110 2,096 430,480 SH DEFINED 1,2,5 430,480
MERIDIAN
BIOSCIENCE COM 58958410 9,875 355,733 SH DEFINED 1,2,6 355,733
MERIDIAN GOLD INC COM 58997510 3,143 123,112 SH DEFINED 1,2,12 123,112
MERIDIAN RESOURCE
CO COM 58977Q10 3,602 1,494,800 SH DEFINED 1,2,5 1,494,800
MERIT MED SYS INC COM 58988910 8,677 691,374 SH DEFINED 1,2,6 691,374
MERITAGE HOMES
CORP COM 59001A10 38,917 1,211,626 SH DEFINED 1,2,5 1,211,626
MERIX CORP COM 59004910 328 39,923 SH DEFINED 1,5 39,923
MERRILL LYNCH &
CO I COM 59018810 6,281,303 76,910,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,910,776
MERUELO MADDUX
PROPE COM 59047310 732 83,661 SH DEFINED 1,2 83,661
MESA AIR GROUP INC COM 59047910 4,734 628,715 SH DEFINED 1 628,715
MET PRO CORP COM 59087630 184 12,664 SH DEFINED 1 12,664
METABASIS
THERAPEUTI COM 59101M10 1,644 223,727 SH DEFINED 1 223,727
METABOLIX INC COM 59101880 1,075 64,619 SH DEFINED 1 64,619
METAL MGMT INC COM NEW 59109720 20,336 440,169 SH DEFINED 1,2 440,169
METALLINE MINING
INC COM 59125710 68 24,966 SH DEFINED 1,2 24,966
METHODE ELECTRS
INC COM 59152020 12,516 847,385 SH DEFINED 1,2 847,385
METLIFE INC COM 59156R10 1,376,696 21,800,404 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,800,404
METRETEK
TECHNOLOGIE COM 59159Q10 3,723 279,112 SH DEFINED 1,2,5 279,112
METROCORP
BANCSHARES COM 59165010 1,705 80,404 SH DEFINED 1 80,404
METROPOLITAN
HEALTH COM 59214210 44 22,000 SH DEFINED 1,5 22,000
METSO CORP SPONSORED 59267110 418 7,909 SH DEFINED 1 7,909
METTLER TOLEDO
INTER COM 59268810 65,737 733,923 SH DEFINED 1,2,5,6,12 733,923
MFA MTG INVTS INC COM 55272X10 13,388 1,738,660 SH DEFINED 1,2 1,738,660
MGE ENERGY INC COM 55277P10 13,989 394,507 SH DEFINED 1,2 394,507
MGI PHARMA INC COM 55288010 29,811 1,326,687 SH DEFINED 1,2,5,6,12 1,326,687
MGIC INVT CORP WIS COM 55284810 132,184 2,243,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,243,449
MGM MIRAGE COM 55295310 117,236 1,686,370 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,686,370
MGP INGREDIENTS
INC COM 55302G10 5,139 252,294 SH DEFINED 1 252,294
MICREL INC COM 59479310 24,725 2,243,693 SH DEFINED 1,2,5,6 2,243,693
MICROCHIP
TECHNOLOGY COM 59501710 168,683 4,747,619 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,747,619
MICRON TECHNOLOGY
IN COM 59511210 258,327 21,384,711 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,384,711
MICROS SYS INC COM 59490110 51,505 953,970 SH DEFINED 1,2,6,12 953,970
MICROSEMI CORP COM 59513710 25,263 1,213,997 SH DEFINED 1,2,5,6,12 1,213,997
MICROSOFT CORP COM 59491810 7,122,599 255,565,070 SH DEFINED 1,2,5,6,7,8,10,12,13,14 255,565,070
MICROSTRATEGY INC CL A NEW 59497240 36,067 285,359 SH DEFINED 1,2,5,6 285,359
MICROTEK MEDICAL
HLD COM 59515B10 202 42,533 SH DEFINED 1,5 42,533
MICROTUNE INC DEL COM 59514P10 3,375 819,120 SH DEFINED 1,2,5 819,120
MICROVISION INC
DEL COM 59496010 78 21,210 SH DEFINED 1 21,210
MICRUS
ENDOVASCULAR COM 59518V10 326 13,660 SH DEFINED 1,5 13,660
MID-AMER APT
CMNTYS COM 59522J10 37,743 670,862 SH DEFINED 1,2,3 670,862
MIDAS GROUP INC COM 59562610 7,650 354,650 SH DEFINED 1,2 354,650
MIDDLEBY CORP COM 59627810 16,950 128,562 SH DEFINED 1,2,6 128,562
MIDDLESEX WATER CO COM 59668010 277 15,052 SH DEFINED 1,2,5 15,052
MIDLAND CO COM 59748610 14,075 331,791 SH DEFINED 1,2 331,791
MID-STATE
BANCSHARES COM 59544010 14,791 403,134 SH DEFINED 1,2 403,134
MIDWAY GAMES INC COM 59814810 3,155 504,742 SH DEFINED 1,2 504,742
MIDWEST AIR GROUP
IN COM 59791110 605 44,746 SH DEFINED 1,2,5 44,746
MIDWEST BANC
HOLDING COM 59825110 5,459 308,269 SH DEFINED 1,2 308,269
MILACRON INC COM 59870910 45 68,485 SH DEFINED 1,5,6 68,485
MILLEA HOLDINGS
INC ADR 60032R10 13,478 364,575 SH DEFINED 1,2 364,575
MILLENNIUM CELL
INC COM 60038B10 14 14,948 SH DEFINED 1 14,948
MILLENNIUM
PHARMACEU COM 59990210 73,331 6,455,171 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,455,171
MILLER HERMAN INC COM 60054410 52,569 1,569,691 SH DEFINED 1,2,5,6,12 1,569,691
MILLER INDS INC
TENN COM NEW 60055120 3,193 146,391 SH DEFINED 1 146,391
MILLICOM INTL
CELLUL SHS NEW L6388F11 1,431 18,258 SH DEFINED 1,5 18,258
MILLIPORE CORP COM 60107310 109,707 1,513,828 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,513,828
MILLS CORP COM 60114810 24,924 987,489 SH DEFINED 1,2,3,5 987,489
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
MINDSPEED
TECHNOLOGI COM 60268210 3,396 1,565,173 SH DEFINED 1,5 1,565,173
MINE SAFETY
APPLIANC COM 60272010 41,022 975,328 SH DEFINED 1,2,5,6 975,328
MINERALS
TECHNOLOGIE COM 60315810 60,756 977,413 SH DEFINED 1,2,5 977,413
MINRAD INTL INC COM 60443P10 247 47,600 SH DEFINED 1 47,600
MIPS TECHNOLOGIES
IN COM 60456710 7,779 871,084 SH DEFINED 1,2 871,084
MIRANT CORP NEW COM 60467R10 109,177 2,698,388 SH DEFINED 1,2,5 2,698,388
MISSION WEST
PPTYS I COM 60520310 361 24,931 SH DEFINED 1,3,5 24,931
MITSUBISHI UFJ
FINL SPONSORED 60682210 21,393 1,899,868 SH DEFINED 1,2 1,899,868
MITSUI & CO LTD ADR 60682720 2,168 5,691 SH DEFINED 1,2 5,691
MIVA INC COM 55311R10 202 52,600 SH DEFINED 1,5 52,600
MIZUHO FINL GROUP
IN SPONSORED 60687Y10 21,665 1,671,691 SH DEFINED 1 1,671,691
MKS INSTRUMENT INC COM 55306N10 32,478 1,272,642 SH DEFINED 1,2,5,6 1,272,642
MOBILE MINI INC COM 60740F10 18,024 673,055 SH DEFINED 1,2,5,6 673,055
MOBILE
TELESYSTEMS O SPONSORED 60740910 115,716 2,067,826 SH DEFINED 1,2,4,5,7 2,067,826
MOBILITY
ELECTRONICS COM 60741U10 1,581 508,398 SH DEFINED 1,2,5 508,398
MOBIUS MGMT
SYSTEMS COM 60692510 116 15,740 SH DEFINED 1 15,740
MOCON INC COM 60749410 134 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 19,773 863,437 SH DEFINED 1,2,5,6 863,437
MODTECH HLDGS INC COM 60783C10 80 25,467 SH DEFINED 1,5 25,467
MOHAWK INDS INC COM 60819010 99,726 1,215,428 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,215,428
MOLDFLOW CORP COM 60850710 198 13,200 SH DEFINED 1 13,200
MOLEX INC COM 60855410 85,491 3,031,599 SH DEFINED 1,2,5,6,10,12,13,14 3,031,599
MOLEX INC CL A 60855420 2,955 118,708 SH DEFINED 1,2,5,12 118,708
MOLINA HEALTHCARE
IN COM 60855R10 9,365 306,136 SH DEFINED 1,2,6 306,136
MOLSON COORS
BREWING CL B 60871R20 131,144 1,386,002 SH DEFINED 1,2,5,6,10,12,13,14 1,386,002
MOMENTA
PHARMACEUTIC COM 60877T10 5,064 390,772 SH DEFINED 1,2,5,6 390,772
MONACO COACH CORP COM 60886R10 10,173 638,595 SH DEFINED 1,2 638,595
MONARCH CASINO &
RES COM 60902710 10,763 413,974 SH DEFINED 1,6 413,974
MONEYGRAM INTL INC COM 60935Y10 48,706 1,754,543 SH DEFINED 1,2,5,6,12 1,754,543
MONMOUTH REAL
ESTATE CL A 60972010 136 15,770 SH DEFINED 1,3 15,770
MONOGRAM
BIOSCIENCES COM 60975U10 4,044 2,084,686 SH DEFINED 1,2 2,084,686
MONOLITHIC PWR
SYS I COM 60983910 6,268 485,898 SH DEFINED 1,2 485,898
MONRO MUFFLER
BRAKE COM 61023610 8,508 242,396 SH DEFINED 1,5,6 242,396
MONSANTO CO NEW COM 61166W10 824,419 15,000,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,000,347
MONSTER WORLDWIDE
IN COM 61174210 153,486 3,240,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,240,151
MONTEREY GOURMET
FOO COM 61257010 52 12,100 SH DEFINED 1 12,100
MONTPELIER RE
HOLDIN SHS G6218510 3,161 182,284 SH DEFINED 1,2,5 182,284
MOODYS CORP COM 61536910 466,398 7,515,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,515,269
MOOG INC CL A 61539420 26,424 634,427 SH DEFINED 1,2 634,427
MORGAN STANLEY COM NEW 61744644 10,106,467 128,319,790 SH DEFINED 1,2,5,6,7,8,10,12,13,14 128,319,790
MORGANS HOTEL
GROUP COM 61748W10 5,617 267,353 SH DEFINED 1,2,6 267,353
MORNINGSTAR INC COM 61770010 13,802 267,272 SH DEFINED 1,2,6 267,272
MORTONS
RESTAURANT G COM 61943010 2,454 137,934 SH DEFINED 1 137,934
MOSAIC CO COM 61945A10 49,334 1,850,476 SH DEFINED 1,2,5 1,850,476
MOSYS INC COM 61971810 2,162 257,355 SH DEFINED 1 257,355
MOTHERS WK INC COM 61990310 568 17,126 SH DEFINED 1,2,5 17,126
MOTOROLA INC COM 62007610 1,366,642 77,342,513 SH DEFINED 1,2,5,6,7,8,10,12,13,14 77,342,513
MOVADO GROUP INC COM 62458010 10,880 369,456 SH DEFINED 1,2 369,456
MOVE INC COM COM 62458M10 13,379 2,415,049 SH DEFINED 1,2,5,6 2,415,049
MOVIE GALLERY INC COM 62458110 144 31,931 SH DEFINED 1 31,931
MPS GROUP INC COM 55340910 38,897 2,748,885 SH DEFINED 1,2,5,12 2,748,885
MRV
COMMUNICATIONS I COM 55347710 8,022 2,259,621 SH DEFINED 1,2,5 2,259,621
MSC INDL DIRECT
INC CL A 55353010 32,756 701,718 SH DEFINED 1,2,5,6,12 701,718
MSC SOFTWARE CORP COM 55353110 642 46,678 SH DEFINED 1,2 46,678
MTC TECHNOLOGIES
INC COM 55377A10 3,364 159,971 SH DEFINED 1,2,6 159,971
MTI TECHNOLOGY
CORP COM 55390310 11 13,700 SH DEFINED 1 13,700
MTR GAMING GROUP
INC COM 55376910 4,880 373,086 SH DEFINED 1,5,6 373,086
MTS SYS CORP COM 55377710 16,437 423,194 SH DEFINED 1,2,6 423,194
MUELLER INDS INC COM 62475610 20,677 686,935 SH DEFINED 1,2,5 686,935
MUELLER WTR PRODS
IN COM SER A 62475810 19,113 1,384,010 SH DEFINED 1,2 1,384,010
MUELLER WTR PRODS
IN COM SER B 62475820 8,727 651,748 SH DEFINED 1,2 651,748
MULTI FINELINE
ELECT COM 62541B10 2,232 145,432 SH DEFINED 1,2,5,6 145,432
MULTIMEDIA GAMES
INC COM 62545310 12,831 1,078,208 SH DEFINED 1,2,5 1,078,208
MURPHY OIL CORP COM 62671710 314,699 5,893,236 SH DEFINED 1,2,5,6,10,12,13,14 5,893,236
MVC CAPITAL INC COM 55382910 3,981 254,395 SH DEFINED 1 254,395
MWI VETERINARY
SUPPL COM 55402X10 3,435 104,080 SH DEFINED 1 104,080
MYERS INDS INC COM 62846410 10,205 546,322 SH DEFINED 1,2,6 546,322
MYLAN LABS INC COM 62853010 126,134 5,966,591 SH DEFINED 1,2,5,6,10,12,13,14 5,966,591
MYRIAD GENETICS
INC COM 62855J10 27,099 786,393 SH DEFINED 1,2,5,6,12 786,393
NABI
BIOPHARMACEUTIC COM 62951910 9,044 1,703,274 SH DEFINED 1,2,5,6 1,703,274
NABORS INDUSTRIES
LT SHS G6359F10 214,447 7,227,754 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,227,754
NACCO INDS INC CL A 62957910 16,287 118,532 SH DEFINED 1,2 118,532
NALCO HOLDING
COMPAN COM 62985Q10 26,985 1,129,094 SH DEFINED 1,2,5,6 1,129,094
NANOGEN INC COM 63007510 89 69,287 SH DEFINED 1,5 69,287
NANOMETRICS INC COM 63007710 153 22,810 SH DEFINED 1 22,810
NANOPHASE
TCHNOLOGIE COM 63007910 110 18,801 SH DEFINED 1 18,801
NAPCO SEC SYS INC COM 63040210 472 88,975 SH DEFINED 1,2 88,975
NAPSTER INC COM 63079710 377 91,177 SH DEFINED 1,2,5 91,177
NARA BANCORP INC COM 63080P10 9,307 531,520 SH DEFINED 1,2,5,6 531,520
NASB FINL INC COM 62896810 2,735 78,543 SH DEFINED 1,2 78,543
NASDAQ STOCK
MARKET COM 63110310 35,259 1,198,891 SH DEFINED 1,2 1,198,891
NASH FINCH CO COM 63115810 8,343 242,117 SH DEFINED 1,2 242,117
NASTECH
PHARMACEUTIC COM PAR $0 63172840 4,479 415,150 SH DEFINED 1 415,150
NATCO GROUP INC CL A 63227W20 9,934 291,142 SH DEFINED 1,2,5,6 291,142
NATIONAL
AUSTRALIA B SPONSORED 63252540 2,709 16,638 SH DEFINED 1,2 16,638
NATIONAL BEVERAGE
CO COM 63501710 2,736 156,004 SH DEFINED 1 156,004
NATIONAL BK
GREECE S SPONSORED 63364340 1,342 125,180 SH DEFINED 1,2 125,180
NATIONAL
CINEMEDIA I COM 63530910 1,410 52,818 SH DEFINED 1,2 52,818
NATIONAL CITY CORP COM 63540510 629,862 16,909,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,909,047
NATIONAL FINL
PARTNE COM 63607P20 28,982 617,829 SH DEFINED 1,2,6 617,829
NATIONAL FUEL GAS
CO COM 63618010 72,461 1,675,014 SH DEFINED 1,2,5 1,675,014
NATIONAL GRID PLC SPON ADR N 63627430 821 10,416 SH DEFINED 1 10,416
NATIONAL HEALTH
INVS COM 63633D10 13,137 419,168 SH DEFINED 1,2,3 419,168
NATIONAL HEALTH
REAL COM 63590510 556 23,655 SH DEFINED 1,2,3,5 23,655
NATIONAL
HEALTHCARE COM 63590610 7,625 149,573 SH DEFINED 1,2,5,6 149,573
NATIONAL INSTRS
CORP COM 63651810 29,366 1,119,547 SH DEFINED 1,2,5,6,12 1,119,547
NATIONAL
INTERSTATE COM 63654U10 7,393 287,004 SH DEFINED 1,2,6 287,004
NATIONAL OILWELL
VAR COM 63707110 441,021 5,669,380 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,669,380
NATIONAL PENN
BANCSH COM 63713810 15,694 830,382 SH DEFINED 1,2,5 830,382
NATIONAL PRESTO
INDS COM 63721510 6,046 98,079 SH DEFINED 1,2,5 98,079
NATIONAL R V
HLDGS I COM 63727710 25 11,211 SH DEFINED 1 11,211
NATIONAL RETAIL
PROP COM 63741710 27,533 1,138,205 SH DEFINED 1,2,3,5 1,138,205
NATIONAL
SEMICONDUCT COM 63764010 213,808 8,856,998 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,856,998
NATIONAL WESTN
LIFE CL A 63852210 14,734 60,189 SH DEFINED 1,2 60,189
NATIONWIDE FINL
SVCS CL A 63861210 35,209 653,721 SH DEFINED 1,2,5 653,721
NATIONWIDE HEALTH
PP COM 63862010 47,894 1,532,114 SH DEFINED 1,2,3,5 1,532,114
NATURAL
ALTERNATIVES COM NEW 63884230 114 14,200 SH DEFINED 1 14,200
NATURAL GAS
SERVICES COM 63886Q10 156 10,980 SH DEFINED 1 10,980
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
NATURAL RESOURCE
PAR COM UNIT L 63900P10 1,191 17,721 SH DEFINED 1,2 17,721
NATUS MEDICAL INC
DE COM 63905010 5,258 295,898 SH DEFINED 1 295,898
NAUTILUS INC COM 63910B10 16,157 1,047,124 SH DEFINED 1,2,5 1,047,124
NAVARRE CORP COM 63920810 163 43,556 SH DEFINED 1,5 43,556
NAVIGANT
CONSULTING COM 63935N10 21,603 1,093,257 SH DEFINED 1,2,6 1,093,257
NAVIGATORS GROUP
INC COM 63890410 14,823 295,459 SH DEFINED 1,2 295,459
NAVISITE INC COM NEW 63935M20 64 10,569 SH DEFINED 1,2 10,569
NAVTEQ CORP COM 63936L10 45,423 1,316,601 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,316,601
NBT BANCORP INC COM 62877810 13,792 588,637 SH DEFINED 1,2,5 588,637
NBTY INC COM 62878210 107,864 2,033,644 SH DEFINED 1,2,5,6,8,10 2,033,644
NCI BUILDING SYS
INC COM 62885210 17,635 369,390 SH DEFINED 1,2,6 369,390
NCR CORP NEW COM 62886E10 201,303 4,213,999 SH DEFINED 1,2,5,6,10,12,13,14 4,213,999
NEC CORP ADR 62905020 698 130,779 SH DEFINED 1,2 130,779
NEENAH PAPER INC COM 64007910 10,200 256,670 SH DEFINED 1,2,5 256,670
NEKTAR
THERAPEUTICS COM 64026810 22,211 1,700,672 SH DEFINED 1,2,5,6 1,700,672
NELNET INC CL A 64031N10 4,606 192,170 SH DEFINED 1,2,6 192,170
NEON
COMMUNICATIONS COM 64050T10 415 88,400 SH DEFINED 1,5 88,400
NEOPHARM INC COM 64091910 42 24,851 SH DEFINED 1 24,851
NEOSE
TECHNOLOGIES I COM 64052210 113 44,047 SH DEFINED 1,5 44,047
NEOWARE INC COM 64065P10 8,616 855,649 SH DEFINED 1,2,5 855,649
NESS TECHNOLOGIES
IN COM 64104X10 5,097 398,823 SH DEFINED 1,6 398,823
NET 1 UEPS
TECHNOLOG COM NEW 64107N20 17,806 715,682 SH DEFINED 1,2 715,682
NET SERVICOS DE
COMU SPONSD ADR 64109T20 549 40,650 SH DEFINED 1 40,650
NETBANK INC COM 64093310 2,400 1,085,876 SH DEFINED 1,2,5 1,085,876
NETEASE COM INC SPONSORED 64110W10 220 12,400 SH DEFINED 1 12,400
NETFLIX COM INC COM 64110L10 25,499 1,099,563 SH DEFINED 1,2,5,6 1,099,563
NETGEAR INC COM 64111Q10 21,450 751,840 SH DEFINED 1,2,6 751,840
NETLOGIC
MICROSYSTEM COM 64118B10 8,540 320,814 SH DEFINED 1,2,5,6 320,814
NETRATINGS INC COM 64116M10 5,970 287,032 SH DEFINED 1,2,6 287,032
NETSCOUT SYS INC COM 64115T10 4,158 459,450 SH DEFINED 1,2 459,450
NETWORK APPLIANCE
IN COM 64120L10 399,631 10,942,810 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,942,810
NETWORK ENGINES
INC COM 64121A10 29 14,419 SH DEFINED 1 14,419
NETWORK EQUIP
TECHNO COM 64120810 394 40,571 SH DEFINED 1,5 40,571
NEUROCRINE
BIOSCIENC COM 64125C10 10,873 869,869 SH DEFINED 1,2,5,6,12 869,869
NEUROGEN CORP COM 64124E10 124 19,058 SH DEFINED 1 19,058
NEUROMETRIX INC COM 64125510 2,350 242,047 SH DEFINED 1,2,5 242,047
NEUSTAR INC CL A 64126X20 29,117 1,023,820 SH DEFINED 1,2,5,6,12 1,023,820
NEVADA GOLD &
CASINO COM NEW 64126Q20 68 34,000 SH DEFINED 1 34,000
NEW BRUNSWICK
SCIENT COM 64287610 176 21,820 SH DEFINED 1,2 21,820
NEW FRONTIER
MEDIA I COM 64439810 178 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 24,809 495,676 SH DEFINED 1,2,5 495,676
NEW PLAN EXCEL
RLTY COM 64805310 87,843 2,659,490 SH DEFINED 1,2,3,5 2,659,490
NEW RIV
PHARMACEUTIC COM 64846820 17,737 278,758 SH DEFINED 1,2,5,6 278,758
NEW YORK & CO INC COM 64929510 7,884 499,293 SH DEFINED 1,2,6 499,293
NEW YORK CMNTY
BANCO COM 64944510 92,836 5,277,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,277,797
NEW YORK MTG TR
INC COM 64960410 82 32,200 SH DEFINED 1 32,200
NEW YORK TIMES CO CL A 65011110 87,400 3,717,563 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,717,563
NEWALLIANCE
BANCSHAR COM 65020310 35,135 2,167,460 SH DEFINED 1,2,5 2,167,460
NEWCASTLE INVT
CORP COM 65105M10 32,793 1,182,566 SH DEFINED 1,2 1,182,566
NEWELL RUBBERMAID
IN COM 65122910 247,094 7,947,705 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,947,705
NEWFIELD EXPL CO COM 65129010 105,793 2,536,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,536,395
NEWMARKET CORP COM 65158710 11,232 276,164 SH DEFINED 1,2,5,6 276,164
NEWMONT MINING
CORP COM 65163910 509,486 12,133,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,133,510
NEWPARK RES INC COM PAR $. 65171850 10,902 1,546,415 SH DEFINED 1,2 1,546,415
NEWPORT CORP COM 65182410 15,080 921,216 SH DEFINED 1,2,5,6 921,216
NEWS CORP CL A 65248E10 1,324,382 57,282,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,282,959
NEWS CORP CL B 65248E20 55,387 2,263,474 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,263,474
NEWSTAR FINANCIAL
IN COM 65251F10 268 15,983 SH DEFINED 1,2 15,983
NEXCEN BRANDS INC COM 65335110 599 60,411 SH DEFINED 1 60,411
NEXSTAR
BROADCASTING CL A 65336K10 103 10,700 SH DEFINED 1 10,700
NEXTEST SYS CORP COM 65333910 1,863 133,079 SH DEFINED 1,2 133,079
NEXTWAVE WIRELESS
IN COM 65337Y10 491 49,062 SH DEFINED 1,2 49,062
NGAS RESOURCES INC COM 62912T10 160 23,560 SH DEFINED 1,5 23,560
NGP CAP RES CO COM 62912R10 6,111 386,503 SH DEFINED 1,2 386,503
NIC INC COM 62914B10 3,852 718,635 SH DEFINED 1,2 718,635
NICOR INC COM 65408610 99,990 2,065,066 SH DEFINED 1,2,5,6,10,13,14 2,065,066
NIDEC CORP SPONSORED 65409010 193 12,000 SH DEFINED 2 12,000
NIGHTHAWK
RADIOLOGY COM 65411N10 1,978 108,768 SH DEFINED 1,2,6 108,768
NII HLDGS INC CL B NEW 62913F20 160,130 2,158,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,158,662
NIKE INC CL B 65410610 598,011 5,627,807 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,627,807
NIPPON TELEG &
TEL C SPONSORED 65462410 650 24,601 SH DEFINED 1,2 24,601
NISOURCE INC COM 65473P10 247,441 10,124,427 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,124,427
NISSAN MOTORS SPONSORED 65474440 714 33,342 SH DEFINED 1 33,342
NITROMED INC COM 65479850 47 15,000 SH DEFINED 1 15,000
NL INDS INC COM NEW 62915640 1,262 115,735 SH DEFINED 1,2 115,735
NMS
COMMUNICATIONS C COM 62924810 145 81,572 SH DEFINED 1,5 81,572
NN INC COM 62933710 4,095 327,873 SH DEFINED 1,2 327,873
NOBLE CORPORATION SHS G6542210 274,462 3,488,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,488,327
NOBLE ENERGY INC COM 65504410 283,395 4,750,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,750,962
NOBLE INTL LTD COM 65505310 2,901 172,869 SH DEFINED 1,2 172,869
NOKIA CORP SPONSORED 65490220 13,098 571,463 SH DEFINED 1,2 571,463
NOMURA HLDGS INC SPONSORED 65535H20 2,239 108,006 SH DEFINED 1,2 108,006
NORDSON CORP COM 65566310 49,110 1,057,048 SH DEFINED 1,2,5,12 1,057,048
NORDSTROM INC COM 65566410 405,375 7,657,262 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,657,262
NORFOLK SOUTHERN
COR COM 65584410 611,344 12,081,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,081,894
NORTEL NETWORKS
CORP COM NEW 65656850 6,066 252,241 SH DEFINED 1,2 252,241
NORTH AMERN
SCIENTIF COM 65715D10 13 13,000 SH DEFINED 1 13,000
NORTH PITTSBURGH
SYS COM 66156210 6,427 295,201 SH DEFINED 1,2 295,201
NORTHEAST UTILS COM 66439710 82,931 2,530,703 SH DEFINED 1,2,5,12 2,530,703
NORTHERN TR CORP COM 66585910 307,937 5,120,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,120,333
NORTHFIELD LABS
INC COM 66613510 1,810 501,458 SH DEFINED 1,2 501,458
NORTHROP GRUMMAN
COR COM 66680710 2,428,051 32,714,246 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,714,246
NORTHSTAR
NEUROSCIEN COM 66704V10 2,217 173,181 SH DEFINED 1,2 173,181
NORTHSTAR RLTY
FIN C COM 66704R10 18,118 1,191,210 SH DEFINED 1,2 1,191,210
NORTHWEST BANCORP
IN COM 66732810 8,460 312,281 SH DEFINED 1,2 312,281
NORTHWEST NAT GAS
CO COM 66765510 33,885 741,954 SH DEFINED 1,2,5 741,954
NORTHWEST PIPE CO COM 66774610 418 10,500 SH DEFINED 1 10,500
NORTHWESTERN CORP COM NEW 66807430 21,651 611,101 SH DEFINED 1,2 611,101
NOVAMED INC DEL COM 66986W10 115 17,752 SH DEFINED 1 17,752
NOVARTIS A G SPONSORED 66987V10 5,051 92,453 SH DEFINED 1,2 92,453
NOVASTAR FINL INC COM 66994740 3,271 654,192 SH DEFINED 1,2 654,192
NOVATEL WIRELESS
INC COM NEW 66987M60 7,975 497,186 SH DEFINED 1,2,5,6 497,186
NOVAVAX INC COM 67000210 2,381 919,366 SH DEFINED 1,2,5 919,366
NOVELL INC COM 67000610 55,862 7,737,116 SH DEFINED 1,2,5,6,10,13,14 7,737,116
NOVELLUS SYS INC COM 67000810 293,517 9,166,688 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,166,688
NOVEN
PHARMACEUTICAL COM 67000910 15,130 652,144 SH DEFINED 1,2,6 652,144
NOVO-NORDISK A S ADR 67010020 478 5,278 SH DEFINED 1 5,278
NPS
PHARMACEUTICALS COM 62936P10 2,566 756,962 SH DEFINED 1,2,5 756,962
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
NRG ENERGY INC COM NEW 62937750 140,518 1,950,561 SH DEFINED 1,2,5 1,950,561
NSTAR COM 67019E10 59,160 1,684,504 SH DEFINED 1,2,5,12 1,684,504
NTELOS HLDGS CORP COM 67020Q10 4,042 210,306 SH DEFINED 1,2,6 210,306
NTN BUZZTIME INC COM NEW 62941030 27 23,400 SH DEFINED 1 23,400
NTR ACQUISITION CO COM 62941510 128 14,000 SH DEFINED 1 14,000
NTT DOCOMO INC SPONS ADR 62942M20 2,002 108,626 SH DEFINED 1,2 108,626
NU HORIZONS
ELECTRS COM 66990810 134 12,690 SH DEFINED 1 12,690
NU SKIN
ENTERPRISES CL A 67018T10 15,833 958,420 SH DEFINED 1,2,6 958,420
NUANCE
COMMUNICATION COM 67020Y10 31,918 2,084,754 SH DEFINED 1,2,5,6,12 2,084,754
NUCO2 INC COM 62942810 6,087 241,341 SH DEFINED 1,6 241,341
NUCOR CORP COM 67034610 776,249 11,918,460 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,918,460
NUTRACEUTICAL
INTL C COM 67060Y10 266 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 17,779 339,232 SH DEFINED 1,2,5,6 339,232
NUVASIVE INC COM 67070410 12,213 514,242 SH DEFINED 1,2,6 514,242
NUVEEN INVTS INC CL A 67090F10 173,101 3,659,650 SH DEFINED 1,2,5,10 3,659,650
NUVELO INC COM NEW 67072M30 3,123 848,747 SH DEFINED 1,2,5,6 848,747
NVIDIA CORP COM 67066G10 293,042 10,182,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,182,129
NVR INC COM 62944T10 166,474 250,337 SH DEFINED 1,2,5,6,7,8,10,12,13,14 250,337
NXSTAGE MEDICAL
INC COM 67072V10 2,404 180,484 SH DEFINED 1 180,484
NYMAGIC INC COM 62948410 5,398 132,152 SH DEFINED 1,2 132,152
NYMEX HOLDINGS INC COM 62948N10 7,661 56,434 SH DEFINED 1,2 56,434
NYSE GROUP INC COM 62949W10 160,246 1,709,290 SH DEFINED 1,2,5,6,8,10,12,13,14 1,709,290
O CHARLEYS INC COM 67082310 8,905 461,624 SH DEFINED 1,2 461,624
O REILLY
AUTOMOTIVE COM 68609110 63,863 1,929,390 SH DEFINED 1,2,5,6,12 1,929,390
OAKLEY INC COM 67366210 12,392 615,276 SH DEFINED 1,2,5 615,276
OCCAM NETWORKS INC COM NEW 67457P30 212 18,935 SH DEFINED 1,2 18,935
OCCIDENTAL PETE
CORP COM 67459910 1,485,566 30,127,065 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,127,065
OCEANEERING INTL
INC COM 67523210 30,192 716,810 SH DEFINED 1,2,5,6,12 716,810
OCEANFIRST FINL
CORP COM 67523410 3,101 178,718 SH DEFINED 1,2 178,718
OCWEN FINL CORP COM NEW 67574630 9,587 744,927 SH DEFINED 1,2,6 744,927
ODYSSEY
HEALTHCARE I COM 67611V10 15,318 1,166,631 SH DEFINED 1,2,5,6 1,166,631
ODYSSEY MARINE
EXPLO COM 67611810 240 65,955 SH DEFINED 1,5 65,955
ODYSSEY RE HLDGS
COR COM 67612W10 20,594 523,887 SH DEFINED 1,2 523,887
OFFICE DEPOT INC COM 67622010 407,177 11,587,268 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,587,268
OFFICEMAX INC DEL COM 67622P10 192,713 3,654,012 SH DEFINED 1,2,5,6,10,12,13,14 3,654,012
OGE ENERGY CORP COM 67083710 90,762 2,339,214 SH DEFINED 1,2,5,6 2,339,214
OHIO CAS CORP COM 67724010 44,737 1,493,716 SH DEFINED 1,2,5 1,493,716
OIL DRI CORP AMER COM 67786410 207 12,396 SH DEFINED 1 12,396
OIL STS INTL INC COM 67802610 29,909 932,039 SH DEFINED 1,2,6,12 932,039
OIL SVC HOLDRS TR DEPOSTRY R 67800210 9,472 65,000 SH DEFINED 1 65,000
OLD DOMINION FGHT
LI COM 67958010 13,281 460,974 SH DEFINED 1,2,6 460,974
OLD NATL BANCORP
IND COM 68003310 28,952 1,592,526 SH DEFINED 1,2,5 1,592,526
OLD REP INTL CORP COM 68022310 110,771 5,007,740 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,007,740
OLD SECOND
BANCORP I COM 68027710 6,899 251,790 SH DEFINED 1,2 251,790
OLIN CORP COM PAR $1 68066520 131,248 7,747,834 SH DEFINED 1,2,5 7,747,834
OLYMPIC STEEL INC COM 68162K10 8,449 272,627 SH DEFINED 1,5 272,627
OM GROUP INC COM 67087210 37,137 831,173 SH DEFINED 1,2,5 831,173
OMEGA FINL CORP COM 68209210 6,862 240,675 SH DEFINED 1,2,5 240,675
OMEGA HEALTHCARE
INV COM 68193610 18,610 1,085,113 SH DEFINED 1,2,3 1,085,113
OMEGA PROTEIN CORP COM 68210P10 141 20,100 SH DEFINED 1 20,100
OMI CORP NEW COM Y6476W10 3,760 139,999 SH DEFINED 1,2,5,6 139,999
OMNI ENERGY
SERVICES COM NEW 68210T20 503 49,373 SH DEFINED 1,2,5 49,373
OMNICARE INC COM 68190410 102,380 2,574,297 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,574,297
OMNICELL INC COM 68213N10 10,430 498,578 SH DEFINED 1,2,6 498,578
OMNICOM GROUP INC COM 68191910 730,536 7,135,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,135,531
OMNITURE INC COM 68212S10 5,655 310,222 SH DEFINED 1,2,6 310,222
OMNIVISION
TECHNOLOG COM 68212810 16,290 1,256,911 SH DEFINED 1,2,5,6 1,256,911
OMNOVA SOLUTIONS
INC COM 68212910 3,551 650,355 SH DEFINED 1 650,355
OMRIX
BIOPHARMACEUTI COM 68198910 353 9,230 SH DEFINED 1 9,230
ON ASSIGNMENT INC COM 68215910 6,643 535,271 SH DEFINED 1 535,271
ON SEMICONDUCTOR
COR COM 68218910 30,156 3,380,713 SH DEFINED 1,2,6 3,380,713
ON2 TECHNOLOGIES
INC COM 68338A10 42 26,200 SH DEFINED 1 26,200
ONE LIBERTY PPTYS
IN COM 68240610 551 24,156 SH DEFINED 1,2,3 24,156
ONEBEACON
INSURANCE CL A G6774210 747 29,862 SH DEFINED 1,2 29,862
ONEOK INC NEW COM 68268010 84,628 1,880,615 SH DEFINED 1,2,5 1,880,615
ONEOK PARTNERS LP UNIT LTD P 68268N10 4,249 62,952 SH DEFINED 1,2 62,952
ONLINE RES CORP COM 68273G10 4,474 390,037 SH DEFINED 1 390,037
ONYX
PHARMACEUTICALS COM 68339910 20,261 815,659 SH DEFINED 1,2,5,6 815,659
OPEN JT STK
CO-VIMPE SPONSORED 68370R10 31,498 332,121 SH DEFINED 1,2,5,7 332,121
OPENTV CORP CL A G6754310 141 57,676 SH DEFINED 1 57,676
OPENWAVE SYS INC COM NEW 68371830 15,601 1,914,185 SH DEFINED 1,2,5,6,8 1,914,185
OPLINK
COMMUNICATION COM NEW 68375Q40 6,089 338,826 SH DEFINED 1,2 338,826
OPNET
TECHNOLOGIES I COM 68375710 4,975 368,250 SH DEFINED 1,2,5 368,250
OPNEXT INC COM 68375V10 555 37,494 SH DEFINED 1,2 37,494
OPSWARE INC COM 68383A10 9,456 1,304,229 SH DEFINED 1,2,5,6 1,304,229
OPTEUM INC CL A 68384A10 76 16,900 SH DEFINED 1 16,900
OPTICAL
COMMUNICATIO CL A 68382T10 253 189,047 SH DEFINED 1 189,047
OPTION CARE INC COM 68394810 6,017 452,418 SH DEFINED 1,2,5 452,418
OPTIONSXPRESS
HLDGS COM 68401010 13,355 567,324 SH DEFINED 1,2,6 567,324
OPTIUM CORP COM 68402T10 1,090 56,164 SH DEFINED 1,2 56,164
ORACLE CORP COM 68389X10 2,012,242 110,989,646 SH DEFINED 1,2,5,6,7,8,10,12,13,14 110,989,646
ORASURE
TECHNOLOGIES COM 68554V10 10,226 1,391,356 SH DEFINED 1,2,5,6 1,391,356
ORBCOMM INC COM 68555P10 1,027 80,584 SH DEFINED 1 80,584
ORBITAL SCIENCES
COR COM 68556410 27,453 1,464,920 SH DEFINED 1,2,6 1,464,920
ORBOTECH LTD ORD M7525310 911 41,353 SH DEFINED 1,2,5,7 41,353
ORCHID CELLMARK
INC COM 68573C10 116 18,491 SH DEFINED 1 18,491
ORIENTAL FINL
GROUP COM 68618W10 5,031 427,049 SH DEFINED 1,2 427,049
ORIENT-EXPRESS
HOTEL CL A G6774310 4,058 67,834 SH DEFINED 1,2 67,834
ORIGEN FINL INC COM 68619E20 204 29,300 SH DEFINED 1 29,300
ORITANI FINL CORP COM 68632310 355 23,674 SH DEFINED 1,2 23,674
ORIX CORP SPONSORED 68633010 2,580 19,717 SH DEFINED 1,2 19,717
ORLEANS
HOMEBUILDERS COM 68658810 458 51,711 SH DEFINED 1,5 51,711
ORMAT
TECHNOLOGIES I COM 68668810 6,212 148,040 SH DEFINED 1,2,6 148,040
ORTHOLOGIC CORP COM 68750J10 77 49,431 SH DEFINED 1,5 49,431
ORTHOVITA INC COM 68750U10 216 73,900 SH DEFINED 1 73,900
OSCIENT
PHARMACEUTIC COM NEW 68812R30 60 11,356 SH DEFINED 1,5 11,356
OSHKOSH TRUCK CORP COM 68823920 70,093 1,322,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,322,517
OSI
PHARMACEUTICALS COM 67104010 36,309 1,100,260 SH DEFINED 1,2,5,6,12 1,100,260
OSI RESTAURANT
PARTN COM 67104A10 48,081 1,217,245 SH DEFINED 1,2,5,12 1,217,245
OSI SYSTEMS INC COM 67104410 6,482 245,171 SH DEFINED 1 245,171
OSIRIS
THERAPEUTICS COM 68827R10 1,642 87,749 SH DEFINED 1 87,749
OSTEOTECH INC COM 68858210 255 33,336 SH DEFINED 1 33,336
OTTER TAIL CORP COM 68964810 17,181 501,796 SH DEFINED 1,2,5 501,796
OUTDOOR CHANNEL
HLDG COM NEW 69002720 1,631 159,622 SH DEFINED 1 159,622
OVERLAND STORAGE
INC COM 69031010 175 42,300 SH DEFINED 1,5 42,300
OVERSEAS
SHIPHOLDING COM 69036810 81,005 1,294,004 SH DEFINED 1,2 1,294,004
OVERSTOCK COM INC
DE COM 69037010 3,663 220,667 SH DEFINED 1,2,5,6 220,667
OWENS & MINOR INC
NE COM 69073210 26,748 728,235 SH DEFINED 1,2,5 728,235
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
OWENS CORNING NEW COM 69074210 4,052 127,178 SH DEFINED 1,2 127,178
OWENS ILL INC COM NEW 69076840 209,124 8,115,015 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,115,015
OXFORD INDS INC COM 69149730 13,536 273,780 SH DEFINED 1,2 273,780
OXIGENE INC COM 69182810 142 37,029 SH DEFINED 1,5 37,029
OYO GEOSPACE CORP COM 67107410 4,781 67,418 SH DEFINED 1 67,418
P A M TRANSN SVCS
IN COM 69314910 1,413 68,543 SH DEFINED 1 68,543
P C CONNECTION COM 69318J10 215 15,005 SH DEFINED 1 15,005
P F CHANGS CHINA
BIS COM 69333Y10 24,245 578,911 SH DEFINED 1,2,6 578,911
P T
TELEKOMUNIKASI I SPONSORED 71568410 3,864 89,565 SH DEFINED 1,2 89,565
PAB BANKSHARES INC COM 69313P10 263 14,800 SH DEFINED 1,2 14,800
PACCAR INC COM 69371810 466,802 6,359,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,359,700
PACER INTL INC
TENN COM 69373H10 20,373 756,254 SH DEFINED 1,2,6 756,254
PACIFIC CAP
BANCORP COM 69404P10 29,732 925,665 SH DEFINED 1,2,5 925,665
PACIFIC
CONTINENTAL COM 69412V10 350 18,700 SH DEFINED 1 18,700
PACIFIC ETHANOL
INC COM 69423U10 7,366 432,548 SH DEFINED 1,2,5,6 432,548
PACIFIC
MERCANTILE B COM 69455210 226 15,900 SH DEFINED 1 15,900
PACIFIC PREMIER
BANC COM 69478X10 111 10,300 SH DEFINED 1 10,300
PACIFIC SUNWEAR
CALI COM 69487310 36,388 1,746,914 SH DEFINED 1,2,5,6,12 1,746,914
PACKAGING CORP
AMER COM 69515610 31,736 1,300,649 SH DEFINED 1,2,5,10,12 1,300,649
PACKETEER INC COM 69521010 8,818 709,982 SH DEFINED 1,2,5,6 709,982
PACTIV CORP COM 69525710 339,935 10,075,130 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,075,130
PAETEC HOLDING
CORP COM 69545910 8,650 825,370 SH DEFINED 1,2 825,370
PAIN THERAPEUTICS
IN COM 69562K10 7,514 958,369 SH DEFINED 1,2 958,369
PAINCARE HLDGS INC COM 69562E10 26 71,000 SH DEFINED 1,5 71,000
PALATIN
TECHNOLOGIES COM NEW 69607730 134 72,200 SH DEFINED 1,5 72,200
PALL CORP COM 69642930 123,687 3,254,929 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,254,929
PALM HARBOR HOMES COM 69663910 2,795 194,893 SH DEFINED 1,2 194,893
PALM INC NEW COM 69664310 57,486 3,170,791 SH DEFINED 1,2,5,6,8,12 3,170,791
PALOMAR MED
TECHNOLO COM NEW 69752930 11,373 284,681 SH DEFINED 1,2,6 284,681
PANACOS
PHARMACEUTIC COM 69811Q10 3,485 752,613 SH DEFINED 1,5,6 752,613
PANERA BREAD CO CL A 69840W10 36,018 609,847 SH DEFINED 1,2,5,6 609,847
PANTRY INC COM 69865710 16,724 369,834 SH DEFINED 1,2,6 369,834
PAPA JOHNS INTL
INC COM 69881310 27,425 932,816 SH DEFINED 1,2,6 932,816
PAR
PHARMACEUTICAL C COM 69888P10 24,084 958,766 SH DEFINED 1,2,5,6 958,766
PARALLEL PETE
CORP D COM 69915710 13,367 582,444 SH DEFINED 1,2,6 582,444
PARAMETRIC
TECHNOLOG COM NEW 69917320 49,350 2,597,344 SH DEFINED 1,2,5,6,12 2,597,344
PAREXEL INTL CORP COM 69946210 15,881 441,495 SH DEFINED 1,2,6 441,495
PARK
ELECTROCHEMICAL COM 70041620 12,703 468,389 SH DEFINED 1,2 468,389
PARK NATL CORP COM 70065810 22,021 233,080 SH DEFINED 1,2,5 233,080
PARK OHIO HLDGS
CORP COM 70066610 221 11,968 SH DEFINED 1 11,968
PARKER DRILLING CO COM 70108110 18,848 2,007,253 SH DEFINED 1,2,5,6 2,007,253
PARKER HANNIFIN
CORP COM 70109410 328,053 3,800,872 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,800,872
PARKERVISION INC COM 70135410 3,985 301,635 SH DEFINED 1,5 301,635
PARKVALE FINL CORP COM 70149210 290 9,932 SH DEFINED 1 9,932
PARKWAY PPTYS INC COM 70159Q10 24,301 465,083 SH DEFINED 1,2,3 465,083
PARLUX FRAGRANCES
IN COM 70164510 1,332 238,787 SH DEFINED 1 238,787
PARTNERRE LTD COM G6852T10 31,393 458,019 SH DEFINED 1,2,5,6,7,8,10,12,13,14 458,019
PARTNERS TR FINL
GRO COM 70213F10 11,015 963,694 SH DEFINED 1,2,5 963,694
PATHMARK STORES
INC COM 70322A10 10,897 851,303 SH DEFINED 1,2,6 851,303
PATRICK INDS INC COM 70334310 129 10,800 SH DEFINED 1 10,800
PATRIOT TRANSN
HLDG COM 70337B10 2,618 29,217 SH DEFINED 1 29,217
PATTERSON
COMPANIES COM 70339510 135,283 3,811,859 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,811,859
PATTERSON UTI
ENERGY COM 70348110 83,236 3,709,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,709,259
PAXAR CORP COM 70422710 22,810 794,781 SH DEFINED 1,2 794,781
PAYCHEX INC COM 70432610 324,436 8,567,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,567,105
PAYLESS
SHOESOURCE I COM 70437910 157,013 4,729,321 SH DEFINED 1,2,5,7,12 4,729,321
PC MALL INC COM 69323K10 275 27,594 SH DEFINED 1,2 27,594
PC-TEL INC COM 69325Q10 312 30,634 SH DEFINED 1 30,634
PDF SOLUTIONS INC COM 69328210 4,046 358,330 SH DEFINED 1,2,5,6 358,330
PDL BIOPHARMA INC COM 69329Y10 62,455 2,878,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,878,105
PEABODY ENERGY
CORP COM 70454910 297,236 7,386,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,386,572
PEAPACK-GLADSTONE
FI COM 70469910 336 11,012 SH DEFINED 1 11,012
PEARSON PLC SPONSORED 70501510 644 37,614 SH DEFINED 1 37,614
PEDIATRIX MED
GROUP COM 70532410 40,152 703,683 SH DEFINED 1,2,5,6,12 703,683
PEERLESS SYS CORP COM 70553610 23 10,500 SH DEFINED 1 10,500
PEETS COFFEE &
TEA I COM 70556010 5,681 205,693 SH DEFINED 1,2,6 205,693
PEGASYSTEMS INC COM 70557310 3,570 385,924 SH DEFINED 1,2 385,924
PENN NATL GAMING
INC COM 70756910 29,366 692,267 SH DEFINED 1,2,5,6 692,267
PENN TREATY AMERN
CO COM NEW 70787440 64 10,632 SH DEFINED 1 10,632
PENN VA CORP COM 70788210 28,930 394,148 SH DEFINED 1,2,6 394,148
PENN VA RESOURCES
PA COM 70788410 1,403 50,293 SH DEFINED 1,2 50,293
PENNEY J C INC COM 70816010 2,536,539 30,873,161 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,873,161
PENNFED FINL SVCS
IN COM 70816710 3,983 183,813 SH DEFINED 1 183,813
PENNSYLVANIA RL
ESTA SH BEN INT 70910210 46,836 1,056,539 SH DEFINED 1,2,3,5 1,056,539
PENSON WORLDWIDE
INC COM 70960010 3,807 126,096 SH DEFINED 1,2,6 126,096
PENTAIR INC COM 70963110 59,611 1,913,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,913,046
PENWEST
PHARMACEUTIC COM 70975410 3,539 351,133 SH DEFINED 1,2 351,133
PEOPLES BANCORP
INC COM 70978910 6,984 264,440 SH DEFINED 1,2 264,440
PEOPLES BK
BRIDGEPOR COM 71019810 40,173 904,787 SH DEFINED 1,2,5,12 904,787
PEOPLESUPPORT INC COM 71271430 4,059 354,527 SH DEFINED 1,2 354,527
PEP BOYS MANNY
MOE & COM 71327810 17,817 933,325 SH DEFINED 1,2,5,6 933,325
PEPCO HOLDINGS INC COM 71329110 109,583 3,776,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,776,137
PEPSI BOTTLING
GROUP COM 71340910 234,728 7,360,563 SH DEFINED 1,2,5,6,7,10,12,13,14 7,360,563
PEPSIAMERICAS INC COM 71343P20 37,280 1,670,229 SH DEFINED 1,2,5,6,12 1,670,229
PEPSICO INC COM 71344810 3,010,512 47,364,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,364,882
PEREGRINE
PHARMACEUT COM 71366110 2,366 2,414,137 SH DEFINED 1,5 2,414,137
PERFICIENT INC COM 71375U10 6,045 305,606 SH DEFINED 1,2,5 305,606
PERFORMANCE FOOD
GRO COM 71375510 22,773 737,712 SH DEFINED 1,2,5 737,712
PERFORMANCE
TECHNOLO COM 71376K10 89 17,817 SH DEFINED 1 17,817
PERICOM
SEMICONDUCTO COM 71383110 6,050 618,593 SH DEFINED 1,2 618,593
PERINI CORP COM 71383910 15,475 419,819 SH DEFINED 1,2,6 419,819
PERKINELMER INC COM 71404610 72,857 3,008,133 SH DEFINED 1,2,5,6,10,12,13,14 3,008,133
PERMA-FIX
ENVIRONMEN COM 71415710 57 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 28,861 1,615,047 SH DEFINED 1,2,5,6,12 1,615,047
PERRIGO CO COM 71429010 39,606 2,242,720 SH DEFINED 1,2,5 2,242,720
PERVASIVE
SOFTWARE I COM 71571010 78 19,100 SH DEFINED 1 19,100
PETMED EXPRESS INC COM 71638210 10,994 927,794 SH DEFINED 1 927,794
PETROBRAS ENERGIA
PA SP ADR B S 71646M10 1,369 131,597 SH DEFINED 1,2,5 131,597
PETRO-CDA COM 71644E10 941 24,001 SH DEFINED 1 24,001
PETROHAWK ENERGY
COR COM 71649510 33,279 2,526,843 SH DEFINED 1,2,5,6 2,526,843
PETROLEO
BRASILEIRO SPONSORED 71654V10 86,114 963,785 SH DEFINED 1,2,7 963,785
PETROLEO
BRASILEIRO SPONSORED 71654V40 104,692 1,052,073 SH DEFINED 1,2,4,5 1,052,073
PETROLEUM DEV CORP COM 71657810 21,525 401,804 SH DEFINED 1,2,5,6 401,804
PETROQUEST ENERGY
IN COM 71674810 8,489 726,214 SH DEFINED 1,2,6 726,214
PETSMART INC COM 71676810 87,045 2,640,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,640,939
PFF BANCORP INC COM 69331W10 17,465 575,829 SH DEFINED 1,2 575,829
PFIZER INC COM 71708110 5,768,129 228,350,309 SH DEFINED 1,2,5,6,7,8,10,12,13,14 228,350,309
PFSWEB INC COM 71709810 11 10,481 SH DEFINED 1 10,481
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
PG&E CORP COM 69331C10 633,901 13,132,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,132,396
PGT INC COM 69336V10 1,623 135,279 SH DEFINED 1,2,5 135,279
PHARMACEUTICAL
PROD COM 71712410 64,502 1,914,564 SH DEFINED 1,2,5,12 1,914,564
PHARMACYCLICS INC COM 71693310 75 28,088 SH DEFINED 1,5 28,088
PHARMANET DEV
GROUP COM 71714810 17,377 668,351 SH DEFINED 1,2 668,351
PHARMION CORP COM 71715B40 10,471 398,283 SH DEFINED 1,2,6 398,283
PHARMOS CORP COM PAR $. 71713930 19 12,713 SH DEFINED 1 12,713
PHASE FORWARD INC COM 71721R40 8,009 609,964 SH DEFINED 1,2 609,964
PHELPS DODGE CORP COM 71726510 1,959 15,131 SH DEFINED 1,7 15,131
PHH CORP COM NEW 69332020 30,542 999,415 SH DEFINED 1,2,5 999,415
PHI INC COM NON VT 69336T20 5,885 217,464 SH DEFINED 1 217,464
PHILADELPHIA CONS
HL COM 71752810 34,273 779,115 SH DEFINED 1,2,5,6 779,115
PHILIPPINE LONG
DIST SPONSORED 71825260 39,527 748,625 SH DEFINED 1,2,7 748,625
PHILLIPS VAN
HEUSEN COM 71859210 84,184 1,431,703 SH DEFINED 1,2,12 1,431,703
PHOENIX COS INC
NEW COM 71902E10 44,033 3,172,424 SH DEFINED 1,2,5 3,172,424
PHOENIX
TECHNOLOGY L COM 71915310 207 33,094 SH DEFINED 1 33,094
PHOTOMEDEX INC COM 71935810 27 19,600 SH DEFINED 1 19,600
PHOTON DYNAMICS
INC COM 71936410 5,376 426,323 SH DEFINED 1,2 426,323
PHOTRONICS INC COM 71940510 12,132 780,218 SH DEFINED 1,2,5 780,218
PHYSICIANS
FORMULA H COM 71942710 1,905 100,913 SH DEFINED 1 100,913
PICO HLDGS INC COM NEW 69336620 12,588 294,734 SH DEFINED 1,2,6 294,734
PIEDMONT NAT GAS
INC COM 72018610 45,988 1,743,292 SH DEFINED 1,2,5 1,743,292
PIER 1 IMPORTS INC COM 72027910 10,850 1,570,174 SH DEFINED 1,2,5 1,570,174
PIKE ELEC CORP COM 72128310 4,331 239,567 SH DEFINED 1,2,6 239,567
PILGRIMS PRIDE
CORP COM 72146710 26,566 800,430 SH DEFINED 1,2,6 800,430
PINNACLE AIRL CORP COM 72344310 458 26,500 SH DEFINED 1 26,500
PINNACLE ENTMT INC COM 72345610 24,448 841,002 SH DEFINED 1,2,5,6 841,002
PINNACLE FINL
PARTNE COM 72346Q10 6,675 218,792 SH DEFINED 1,2 218,792
PINNACLE WEST CAP
CO COM 72348410 303,628 6,292,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,292,805
PIONEER COS INC COM NEW 72364330 6,708 242,696 SH DEFINED 1,2 242,696
PIONEER DRILLING
CO COM 72365510 8,781 691,954 SH DEFINED 1,2,5,6 691,954
PIONEER NAT RES CO COM 72378710 107,141 2,485,282 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,485,282
PIPER JAFFRAY COS COM 72407810 26,123 421,742 SH DEFINED 1,2,5 421,742
PITNEY BOWES INC COM 72447910 268,085 5,906,251 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,906,251
PIXELWORKS INC COM 72581M10 159 96,605 SH DEFINED 1,5 96,605
PLACER SIERRA
BANCSH COM 72607910 5,803 214,437 SH DEFINED 1,2 214,437
PLAINS ALL AMERN
PIP UNIT LTD P 72650310 5,192 90,128 SH DEFINED 1,2 90,128
PLAINS EXPL&
PRODTN COM 72650510 79,206 1,754,679 SH DEFINED 1,2,5,6,12 1,754,679
PLANAR SYS INC COM 72690010 585 67,460 SH DEFINED 1,2,5 67,460
PLANETOUT INC COM 72705810 61 18,200 SH DEFINED 1,5 18,200
PLANTRONICS INC
NEW COM 72749310 29,309 1,240,853 SH DEFINED 1,2,5,6,12 1,240,853
PLATINUM
UNDERWRITER COM G7127P10 3,034 94,591 SH DEFINED 1,2,5 94,591
PLATO LEARNING INC COM 72764Y10 111 26,547 SH DEFINED 1 26,547
PLAYBOY
ENTERPRISES CL B 72811730 3,691 358,652 SH DEFINED 1,2,6 358,652
PLAYTEX PRODS INC COM 72813P10 26,722 1,969,160 SH DEFINED 1,2,6 1,969,160
PLEXUS CORP COM 72913210 19,012 1,108,580 SH DEFINED 1,2,5,6 1,108,580
PLUG POWER INC COM 72919P10 3,174 1,004,446 SH DEFINED 1,2,5,6 1,004,446
PLUM CREEK TIMBER
CO COM 72925110 181,473 4,603,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,603,583
PLX TECHNOLOGY
INC COM 69341710 4,059 416,702 SH DEFINED 1,2,5 416,702
PMA CAP CORP CL A 69341920 6,999 745,385 SH DEFINED 1,2,5 745,385
PMC COML TR SH BEN INT 69343410 256 17,442 SH DEFINED 1,2 17,442
PMC-SIERRA INC COM 69344F10 39,185 5,589,822 SH DEFINED 1,2,5,6,10,12,13,14 5,589,822
PMI GROUP INC COM 69344M10 82,061 1,814,699 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,814,699
PNC FINL SVCS
GROUP COM 69347510 710,292 9,869,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,869,278
PNM RES INC COM 69349H10 62,583 1,937,539 SH DEFINED 1,2,5 1,937,539
POGO PRODUCING CO COM 73044810 47,510 987,724 SH DEFINED 1,2,5,12 987,724
POLARIS INDS INC COM 73106810 33,380 695,702 SH DEFINED 1,2,5,6 695,702
POLO RALPH LAUREN
CO CL A 73157210 137,925 1,564,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,564,659
POLYCOM INC COM 73172K10 70,568 2,117,258 SH DEFINED 1,2,5,6,12 2,117,258
POLYMEDICA CORP COM 73173810 20,079 474,354 SH DEFINED 1,2,6 474,354
POLYONE CORP COM 73179P10 10,810 1,772,160 SH DEFINED 1,2,5 1,772,160
POMEROY IT
SOLUTIONS COM 73182210 137 15,201 SH DEFINED 1 15,201
POOL CORPORATION COM 73278L10 23,526 657,150 SH DEFINED 1,2,5,6 657,150
POPE & TALBOT INC COM 73282710 149 22,028 SH DEFINED 1,5 22,028
POPE RES DEL LTD
PAR DEPOSITRY 73285710 286 7,132 SH DEFINED 1 7,132
POPULAR INC COM 73317410 64,268 3,880,944 SH DEFINED 1,2,5,6,10,12 3,880,944
PORTEC RAIL PRODS
IN COM 73621210 135 13,300 SH DEFINED 1 13,300
PORTFOLIO
RECOVERY A COM 73640Q10 18,653 417,769 SH DEFINED 1,2,6 417,769
PORTLAND GEN ELEC
CO COM NEW 73650884 12,949 443,454 SH DEFINED 1,2 443,454
PORTUGAL TELECOM
SGP SPONSORED 73727310 520 38,713 SH DEFINED 1 38,713
POSCO SPONSORED 69348310 2,257 21,716 SH DEFINED 1,2 21,716
POSSIS MEDICAL INC COM 73740710 7,363 565,921 SH DEFINED 1 565,921
POST PPTYS INC COM 73746410 53,751 1,175,401 SH DEFINED 1,2,3,5 1,175,401
POTLATCH CORP NEW COM 73763010 44,672 975,804 SH DEFINED 1,2,5,12 975,804
POWELL INDS INC COM 73912810 4,412 137,878 SH DEFINED 1 137,878
POWER-ONE INC COM 73930810 7,285 1,273,598 SH DEFINED 1,2,5,6 1,273,598
POWERWAVE
TECHNOLOGI COM 73936310 17,233 3,028,728 SH DEFINED 1,2,5 3,028,728
POZEN INC COM 73941U10 9,767 662,158 SH DEFINED 1,2,5 662,158
PPG INDS INC COM 69350610 435,353 6,191,910 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,191,910
PPL CORP COM 69351T10 493,777 12,072,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,072,792
PRA INTL COM 69353C10 5,954 276,137 SH DEFINED 1,2,6 276,137
PRAXAIR INC COM 74005P10 551,816 8,764,542 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,764,542
PRE PAID LEGAL
SVCS COM 74006510 18,945 378,067 SH DEFINED 1,2,6 378,067
PRECISION
CASTPARTS COM 74018910 233,137 2,240,624 SH DEFINED 1,2,5,12 2,240,624
PREFERRED BK LOS
ANG COM 74036710 3,824 97,535 SH DEFINED 1 97,535
PREMIER CMNTY
BANKSH COM 74047310 236 7,200 SH DEFINED 1 7,200
PREMIER
EXIBITIONS I COM 74051E10 838 70,700 SH DEFINED 1,5 70,700
PREMIERE GLOBAL
SVCS COM 74058510 16,197 1,443,557 SH DEFINED 1,2 1,443,557
PREMIERWEST
BANCORP COM 74092110 2,822 208,913 SH DEFINED 1 208,913
PREMIUM STD FARMS
IN COM 74060C10 3,801 180,633 SH DEFINED 1,2 180,633
PRESIDENTIAL LIFE
CO COM 74088410 8,036 407,488 SH DEFINED 1,2 407,488
PRESSTEK INC COM 74111310 3,174 524,641 SH DEFINED 1,2,5 524,641
PRESTIGE BRANDS
HLDG COM 74112D10 8,335 703,364 SH DEFINED 1,2 703,364
PRICE T ROWE
GROUP I COM 74144T10 324,997 6,886,995 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,886,995
PRICELINE COM INC COM NEW 74150340 36,062 677,090 SH DEFINED 1,2,5,6,12 677,090
PRICESMART INC COM 74151110 2,434 158,469 SH DEFINED 1,2 158,469
PRIDE INTL INC DEL COM 74153Q10 104,886 3,484,580 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,484,580
PRIMEDIA INC COM 74157K10 9,106 3,423,396 SH DEFINED 1,2,5,6 3,423,396
PRIMEENERGY CORP COM 74158E10 889 15,290 SH DEFINED 1 15,290
PRIMUS GUARANTY
LTD SHS G7245710 336 27,300 SH DEFINED 1,6 27,300
PRINCETON REVIEW
INC COM 74235210 200 37,183 SH DEFINED 1,5 37,183
PRINCIPAL
FINANCIAL COM 74251V10 415,108 6,933,496 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,933,496
PRIVATE MEDIA
GROUP COM 74266R10 463 188,400 SH DEFINED 1 188,400
PRIVATEBANCORP INC COM 74296210 13,347 365,073 SH DEFINED 1,2,5,6 365,073
PROASSURANCE CORP COM 74267C10 30,140 589,245 SH DEFINED 1,2,5 589,245
PROCENTURY CORP COM 74268T10 750 32,340 SH DEFINED 1,2 32,340
PROCTER & GAMBLE
CO COM 74271810 6,064,628 96,020,069 SH DEFINED 1,2,5,6,7,8,10,12,13,14 96,020,069
PROGENICS
PHARMACEUT COM 74318710 12,628 533,294 SH DEFINED 1,2,6 533,294
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
PROGRESS ENERGY
INC COM 74326310 1,046,833 20,754,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,754,022
PROGRESS SOFTWARE
CO COM 74331210 22,774 729,926 SH DEFINED 1,2,5,6 729,926
PROGRESSIVE CORP
OHI COM 74331510 465,877 21,350,928 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,350,928
PROGRESSIVE
GAMING I COM 74332S10 2,436 541,366 SH DEFINED 1 541,366
PROLIANCE INTL INC COM 74340R10 105 27,874 SH DEFINED 1,2,5 27,874
PROLOGIS SH BEN INT 74341010 609,294 9,383,865 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 9,383,865
PROQUEST COMPANY COM 74346P10 1,929 214,371 SH DEFINED 1,2,5 214,371
PROSPERITY
BANCSHARE COM 74360610 22,069 635,251 SH DEFINED 1,2 635,251
PROTECTIVE LIFE
CORP COM 74367410 68,711 1,560,199 SH DEFINED 1,2,5,12 1,560,199
PROVIDENCE SVC
CORP COM 74381510 4,666 196,696 SH DEFINED 1 196,696
PROVIDENT
BANKSHARES COM 74385910 22,858 695,617 SH DEFINED 1,2,5 695,617
PROVIDENT FINL
SVCS COM 74386T10 27,237 1,560,846 SH DEFINED 1,2,5 1,560,846
PROVIDENT NEW
YORK B COM 74402810 10,235 723,331 SH DEFINED 1,2 723,331
PRUDENTIAL FINL
INC COM 74432010 1,099,605 12,182,634 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,182,634
PRUDENTIAL PLC ADR 74435K20 941 33,195 SH DEFINED 1 33,195
PS BUSINESS PKS
INC COM 69360J10 38,137 540,799 SH DEFINED 1,2,3,5,6 540,799
PSS WORLD MED INC COM 69366A10 28,012 1,325,064 SH DEFINED 1,2,5,6,12 1,325,064
PSYCHIATRIC
SOLUTION COM 74439H10 49,835 1,236,283 SH DEFINED 1,2,6,12 1,236,283
PUBLIC STORAGE INC COM 74460D10 435,104 4,596,004 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,596,004
PUBLIC SVC
ENTERPRIS COM 74457310 657,902 7,922,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,922,717
PUBLICIS S A NEW SPONSORED 74463M10 436 8,979 SH DEFINED 1 8,979
PUGET ENERGY INC
NEW COM 74531010 47,028 1,831,307 SH DEFINED 1,2,5,12 1,831,307
PULTE HOMES INC COM 74586710 181,647 6,864,979 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,864,979
PVF CAPITAL CORP COM 69365410 148 11,927 SH DEFINED 1 11,927
PW EAGLE INC COM 69366Y10 6,070 183,719 SH DEFINED 1,2 183,719
PXRE GROUP LTD COM G7301810 311 64,760 SH DEFINED 1,5 64,760
Q MED COM 74791410 53 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,706 187,446 SH DEFINED 1,2 187,446
QC HLDGS INC COM 74729T10 738 55,535 SH DEFINED 1,2 55,535
QLOGIC CORP COM 74727710 90,371 5,315,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,315,953
QUADRA REALTY
TRUST COM 74694510 416 31,900 SH DEFINED 1 31,900
QUAKER CHEM CORP COM 74731610 539 22,654 SH DEFINED 1,5 22,654
QUAKER FABRIC
CORP N COM 74739910 16 13,821 SH DEFINED 1 13,821
QUALCOMM INC COM 74752510 1,847,815 43,314,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,314,933
QUALITY DISTR INC
FL COM 74756M10 1,427 165,009 SH DEFINED 1,5 165,009
QUALITY SYS INC COM 74758210 14,470 361,740 SH DEFINED 1,2,6 361,740
QUANEX CORP COM 74762010 32,158 759,345 SH DEFINED 1,2,12 759,345
QUANTA SVCS INC COM 74762E10 66,259 2,627,226 SH DEFINED 1,2,5,6,12 2,627,226
QUANTUM CORP COM DSSG 74790620 9,608 3,558,572 SH DEFINED 1,2,5 3,558,572
QUANTUM FUEL SYS
TEC COM 74765E10 1,384 1,134,212 SH DEFINED 1,5 1,134,212
QUEST DIAGNOSTICS
IN COM 74834L10 216,597 4,343,240 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,343,240
QUEST RESOURCE
CORP COM NEW 74834930 2,810 306,442 SH DEFINED 1,5 306,442
QUEST SOFTWARE INC COM 74834T10 19,783 1,215,943 SH DEFINED 1,2,5,6 1,215,943
QUESTAR CORP COM 74835610 242,657 2,720,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,720,063
QUICKLOGIC CORP COM 74837P10 47 16,818 SH DEFINED 1 16,818
QUICKSILVER
RESOURCE COM 74837R10 37,174 934,714 SH DEFINED 1,2,5,6,12 934,714
QUIDEL CORP COM 74838J10 5,836 486,316 SH DEFINED 1,5 486,316
QUIKSILVER INC COM 74838C10 32,585 2,809,050 SH DEFINED 1,2,5 2,809,050
QUIXOTE CORP COM 74905610 201 10,015 SH DEFINED 1 10,015
QUOVADX INC COM 74913K10 95 37,359 SH DEFINED 1,5 37,359
QWEST
COMMUNICATIONS COM 74912110 986,422 109,724,406 SH DEFINED 1,2,5,6,7,8,10,12,13,14 109,724,406
R H DONNELLEY CORP COM NEW 74955W30 53,255 751,234 SH DEFINED 1,2,5,12 751,234
RACKABLE SYS INC COM 75007710 7,524 443,396 SH DEFINED 1,2,5,6 443,396
RADIAN GROUP INC COM 75023610 107,484 1,958,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,958,520
RADIANT SYSTEMS
INC COM 75025N10 5,114 392,456 SH DEFINED 1 392,456
RADIATION THERAPY
SV COM 75032320 5,836 190,460 SH DEFINED 1,2,6 190,460
RADIO ONE INC CL A 75040P10 634 97,979 SH DEFINED 1,2 97,979
RADIO ONE INC CL D NON V 75040P40 9,729 1,506,038 SH DEFINED 1,2,5 1,506,038
RADIOSHACK CORP COM 75043810 105,117 3,888,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,888,888
RADISYS CORP COM 75045910 7,730 473,061 SH DEFINED 1,2,5 473,061
RADWARE LTD ORD M8187310 140 10,366 SH DEFINED 1,2,5 10,366
RADYNE CORP COM NEW 75061140 2,359 258,609 SH DEFINED 1 258,609
RAE SYS INC COM 75061P10 1,049 365,629 SH DEFINED 1,2,5 365,629
RAIT FINANCIAL
TRUST COM 74922710 29,950 1,071,944 SH DEFINED 1,2 1,071,944
RALCORP HLDGS INC
NE COM 75102810 31,045 482,815 SH DEFINED 1,2,5,6 482,815
RAM ENERGY
RESOURCES COM 75130P10 1,060 228,898 SH DEFINED 1 228,898
RAMBUS INC DEL COM 75091710 24,231 1,140,278 SH DEFINED 1,2,5,6,12 1,140,278
RAMCO-GERSHENSON
PPT COM SH BEN 75145220 18,907 529,466 SH DEFINED 1,2,3 529,466
RANGE RES CORP COM 75281A10 55,773 1,669,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,669,849
RARE HOSPITALITY
INT COM 75382010 16,996 564,823 SH DEFINED 1,2,5,6 564,823
RASER
TECHNOLOGIES I COM 75405510 930 178,787 SH DEFINED 1 178,787
RAVEN INDS INC COM 75421210 7,392 263,521 SH DEFINED 1,2,6 263,521
RAYMOND JAMES
FINANC COM 75473010 46,757 1,571,150 SH DEFINED 1,2,5 1,571,150
RAYONIER INC COM 75490710 49,354 1,147,764 SH DEFINED 1,2,5,12 1,147,764
RAYTHEON CO COM NEW 75511150 663,197 12,641,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,641,962
RBC BEARINGS INC COM 75524B10 15,494 463,490 SH DEFINED 1,2,6 463,490
RC2 CORP COM 74938810 21,962 543,759 SH DEFINED 1,2,6 543,759
RCN CORP COM NEW 74936120 13,999 547,909 SH DEFINED 1,2,6 547,909
READING
INTERNATIONA CL A 75540810 196 23,000 SH DEFINED 1 23,000
REALNETWORKS INC COM 75605L10 19,992 2,546,710 SH DEFINED 1,2,5,6 2,546,710
REALOGY CORP COM 75605E10 178,662 6,033,840 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,033,840
REALTY INCOME CORP COM 75610910 54,324 1,926,377 SH DEFINED 1,2,3,5 1,926,377
RED HAT INC COM 75657710 45,472 1,983,096 SH DEFINED 1,2,5,6,12 1,983,096
RED LION HOTELS
CORP COM 75676410 311 25,010 SH DEFINED 1 25,010
RED ROBIN GOURMET
BU COM 75689M10 10,847 279,422 SH DEFINED 1,2,6 279,422
REDDY ICE HLDGS
INC COM 75734R10 9,802 324,794 SH DEFINED 1,2 324,794
REDWOOD TR INC COM 75807540 19,873 380,853 SH DEFINED 1,2 380,853
REED ELSEVIER N V SPONSORED 75820410 631 17,764 SH DEFINED 1 17,764
REED ELSEVIER
P L C SPONSORED 75820510 560 11,670 SH DEFINED 1 11,670
REGAL BELOIT CORP COM 75875010 30,321 653,761 SH DEFINED 1,2,5,12 653,761
REGAL ENTMT GROUP CL A 75876610 12,739 641,108 SH DEFINED 1,2,5 641,108
REGENCY CTRS CORP COM 75884910 160,868 1,925,414 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,925,414
REGENCY ENERGY
PARTN COM UNITS 75885Y10 923 35,054 SH DEFINED 1,2 35,054
REGENERATION TECH
IN COM 75886N10 237 32,657 SH DEFINED 1 32,657
REGENERON
PHARMACEUT COM 75886F10 26,173 1,210,579 SH DEFINED 1,2,5,6 1,210,579
REGENT
COMMUNICATION COM 75886510 186 57,626 SH DEFINED 1 57,626
REGIONS FINANCIAL
CO COM 7591EP10 722,214 20,418,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,418,836
REGIS CORP MINN COM 75893210 43,596 1,079,906 SH DEFINED 1,2,5 1,079,906
REHABCARE GROUP
INC COM 75914810 5,110 322,016 SH DEFINED 1,2,5 322,016
REINSURANCE GROUP
AM COM 75935110 20,887 361,860 SH DEFINED 1,2,5 361,860
RELIANCE STEEL &
ALU COM 75950910 57,351 1,184,938 SH DEFINED 1,2,5,12 1,184,938
RELIANT ENERGY INC COM 75952B10 130,318 6,413,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,413,280
RENAISSANCE
LEARNING COM 75968L10 1,759 133,593 SH DEFINED 1,6 133,593
RENAISSANCERE
HOLDIN COM G7496G10 54,415 1,085,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,085,260
RENASANT CORP COM 75970E10 7,230 292,941 SH DEFINED 1,2 292,941
RENOVIS INC COM 75988510 2,079 594,006 SH DEFINED 1,2,5 594,006
RENT A CTR INC NEW COM 76009N10 59,396 2,122,799 SH DEFINED 1,2,5 2,122,799
RENTECH INC COM 76011210 6,543 2,083,888 SH DEFINED 1,2,5,6 2,083,888
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
RENTRAK CORP COM 76017410 286 18,300 SH DEFINED 1 18,300
REPLIDYNE INC COM 76028W10 101 18,149 SH DEFINED 1,2 18,149
REPLIGEN CORP COM 75991610 90 28,613 SH DEFINED 1,5 28,613
REPSOL YPF S A SPONSORED 76026T20 1,675 49,933 SH DEFINED 1 49,933
REPUBLIC AWYS
HLDGS COM 76027610 17,239 750,830 SH DEFINED 1,2 750,830
REPUBLIC BANCORP
KY CL A 76028120 5,001 221,167 SH DEFINED 1,2 221,167
REPUBLIC FIRST
BANCO COM 76041610 208 16,123 SH DEFINED 1 16,123
REPUBLIC PROPERTY
TR COM 76073710 4,929 428,997 SH DEFINED 1,3 428,997
REPUBLIC SVCS INC COM 76075910 146,853 5,278,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,278,696
RES-CARE INC COM 76094310 10,764 615,107 SH DEFINED 1,2,6 615,107
RESEARCH IN
MOTION L COM 76097510 2,104 15,417 SH DEFINED 1,5 15,417
RESMED INC COM 76115210 60,995 1,210,940 SH DEFINED 1,2,5,6,12 1,210,940
RESOURCE AMERICA
INC CL A 76119520 7,133 301,859 SH DEFINED 1,2,5 301,859
RESOURCE CAP CORP COM 76120W30 2,224 137,824 SH DEFINED 1,2 137,824
RESOURCES
CONNECTION COM 76122Q10 25,029 782,403 SH DEFINED 1,2,6 782,403
RESPIRONICS INC COM 76123010 32,250 768,040 SH DEFINED 1,2,5,6,12 768,040
RESTORATION
HARDWARE COM 76098110 3,174 483,863 SH DEFINED 1,5 483,863
RETAIL VENTURES
INC COM 76128Y10 7,407 351,897 SH DEFINED 1,2,6 351,897
RETRACTABLE
TECHNOLO COM 76129W10 71 23,200 SH DEFINED 1 23,200
REUTERS GROUP PLC SPONSORED 76132M10 727 13,165 SH DEFINED 1,2 13,165
REVLON INC CL A 76152550 3,931 3,674,129 SH DEFINED 1,2,6 3,674,129
REWARDS NETWORK
INC COM 76155710 6,612 1,247,617 SH DEFINED 1 1,247,617
REX STORES CORP COM 76162410 478 29,214 SH DEFINED 1 29,214
REXAM PLC SP ADR NEW 76165540 300 5,518 SH DEFINED 1 5,518
REYNOLDS AMERICAN
IN COM 76171310 299,547 4,799,662 SH DEFINED 1,2,5,6,10,12,13,14 4,799,662
RF MICRODEVICES
INC COM 74994110 44,081 7,075,630 SH DEFINED 1,2,5,6,12 7,075,630
RICHARDSON
ELECTRS L COM 76316510 96 10,300 SH DEFINED 1 10,300
RIGEL
PHARMACEUTICAL COM NEW 76655960 4,961 456,817 SH DEFINED 1,2,5,6 456,817
RIGHTNOW
TECHNOLOGIE COM 76657R10 3,725 227,409 SH DEFINED 1,6 227,409
RIMAGE CORP COM 76672110 329 12,700 SH DEFINED 1 12,700
RIO TINTO PLC SPONSORED 76720410 26,323 115,546 SH DEFINED 1 115,546
RITCHIE BROS
AUCTION COM 76774410 283 4,844 SH DEFINED 1,5 4,844
RITE AID CORP COM 76775410 41,746 7,234,925 SH DEFINED 1,2,5,6 7,234,925
RIVERBED
TECHNOLOGY COM 76857310 1,771 64,075 SH DEFINED 1,2 64,075
RIVERVIEW BANCORP
IN COM 76939710 262 16,450 SH DEFINED 1 16,450
RIVIERA HLDGS CORP COM 76962710 4,713 168,638 SH DEFINED 1,2,5 168,638
RLI CORP COM 74960710 114,728 2,088,627 SH DEFINED 1,2 2,088,627
ROBBINS & MYERS
INC COM 77019610 8,746 234,544 SH DEFINED 1,2 234,544
ROBERT HALF INTL
INC COM 77032310 154,567 4,176,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,176,354
ROCHESTER MED CORP COM 77149710 314 13,797 SH DEFINED 1 13,797
ROCK OF AGES CORP CL A 77263210 58 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 38,635 1,163,704 SH DEFINED 1,2 1,163,704
ROCKVILLE FINL INC COM 77418610 1,542 102,613 SH DEFINED 1 102,613
ROCKWELL
AUTOMATION COM 77390310 265,317 4,431,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,431,554
ROCKWELL COLLINS
INC COM 77434110 306,168 4,574,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,574,457
ROCKWOOD HLDGS INC COM 77441510 18,595 671,788 SH DEFINED 1,2 671,788
ROFIN SINAR
TECHNOLO COM 77504310 23,186 391,784 SH DEFINED 1,2,5,6 391,784
ROGERS
COMMUNICATION CL B 77510920 1,017 31,032 SH DEFINED 1 31,032
ROGERS CORP COM 77513310 12,739 287,239 SH DEFINED 1,2,6 287,239
ROHM & HAAS CO COM 77537110 250,826 4,849,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,849,686
ROLLINS INC COM 77571110 16,875 733,357 SH DEFINED 1,2,6 733,357
ROMA FINANCIAL
CORP COM 77581P10 1,649 106,359 SH DEFINED 1,2,6 106,359
ROPER INDS INC NEW COM 77669610 91,230 1,662,355 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,662,355
ROSETTA RESOURCES
IN COM 77777930 19,764 962,224 SH DEFINED 1,2 962,224
ROSS STORES INC COM 77829610 97,582 2,836,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,836,675
ROSTELECOM OPEN
JT S SPONSORED 77852910 1,559 30,037 SH DEFINED 1,2,5 30,037
ROTECH HEALTHCARE
IN COM 77866910 21 12,100 SH DEFINED 1 12,100
ROWAN COS INC COM 77938210 136,815 4,213,574 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,213,574
ROYAL BANCSHARES
PA CL A 78008110 2,097 88,311 SH DEFINED 1 88,311
ROYAL BK CDA
MONTREA COM 78008710 580 11,614 SH DEFINED 1,14 11,614
ROYAL CARIBBEAN
CRUI COM V7780T10 28,082 666,089 SH DEFINED 1,2,5,6,7,8,10,12,13,14 666,089
ROYAL DUTCH SHELL
PL SPON ADR B 78025910 4,100 61,545 SH DEFINED 1 61,545
ROYAL DUTCH SHELL
PL SPONS ADR 78025920 7,561 114,044 SH DEFINED 1,2 114,044
ROYAL GOLD INC COM 78028710 10,943 363,557 SH DEFINED 1,2,5,6 363,557
ROYAL KPN NV SPONSORED 78064120 157 10,041 SH DEFINED 1,2 10,041
RPC INC COM 74966010 8,777 526,831 SH DEFINED 1,2,5,6 526,831
RPM INTL INC COM 74968510 53,304 2,307,527 SH DEFINED 1,2,5 2,307,527
RTI INTL METALS
INC COM 74973W10 36,815 404,516 SH DEFINED 1,2,6,12 404,516
RUBY TUESDAY INC COM 78118210 40,337 1,410,392 SH DEFINED 1,2,5,6 1,410,392
RUDDICK CORP COM 78125810 25,615 851,568 SH DEFINED 1,2,5 851,568
RUDOLPH
TECHNOLOGIES COM 78127010 7,590 435,189 SH DEFINED 1,5 435,189
RURAL / METRO CORP COM 78174810 188 24,900 SH DEFINED 1 24,900
RURAL CELLULAR
CORP CL A 78190410 164 13,742 SH DEFINED 1 13,742
RUSH ENTERPRISES
INC CL A 78184620 7,147 372,064 SH DEFINED 1,2,6 372,064
RUSS BERRIE & CO COM 78223310 2,911 206,468 SH DEFINED 1,2 206,468
RUTHS CHRIS STEAK
HS COM 78333210 5,138 252,345 SH DEFINED 1,2,6 252,345
RYANAIR HLDGS PLC SPONSORED 78351310 1,679 37,490 SH DEFINED 1,2,5,7 37,490
RYDER SYS INC COM 78354910 75,767 1,535,607 SH DEFINED 1,2,5,6,10,12,13,14 1,535,607
RYERSON INC COM 78375P10 18,537 467,858 SH DEFINED 1,2 467,858
RYLAND GROUP INC COM 78376410 46,581 1,104,083 SH DEFINED 1,2,5 1,104,083
S & T BANCORP INC COM 78385910 16,165 489,243 SH DEFINED 1,2,5 489,243
S Y BANCORP INC COM 78506010 5,065 203,748 SH DEFINED 1,2,6 203,748
S1 CORPORATION COM 78463B10 6,936 1,156,081 SH DEFINED 1,2,5,6 1,156,081
SABA SOFTWARE INC COM NEW 78493260 247 37,710 SH DEFINED 1 37,710
SABRE HLDGS CORP CL A 78590510 126,344 3,857,828 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,857,828
SAFECO CORP COM 78642910 201,481 3,032,978 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,032,978
SAFEGUARD
SCIENTIFIC COM 78644910 5,773 1,950,422 SH DEFINED 1,5 1,950,422
SAFENET INC COM 78645R10 17,582 621,273 SH DEFINED 1,2,6 621,273
SAFETY INS GROUP
INC COM 78648T10 11,529 287,372 SH DEFINED 1,2 287,372
SAFEWAY INC COM NEW 78651420 482,328 13,163,977 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,163,977
SAFLINK CORP COM NEW 78657830 6 71,763 SH DEFINED 1,5 71,763
SAGA
COMMUNICATIONS CL A 78659810 277 28,518 SH DEFINED 1 28,518
SAIA INC COM 78709Y10 6,448 271,504 SH DEFINED 1,2,5 271,504
SAIC INC COM 78390X10 24,582 1,419,266 SH DEFINED 1,2 1,419,266
SAKS INC COM 79377W10 47,085 2,259,374 SH DEFINED 1,2,5,6,12 2,259,374
SALEM
COMMUNICATIONS CL A 79409310 2,602 208,153 SH DEFINED 1,2,6 208,153
SALESFORCE COM INC COM 79466L30 34,343 802,039 SH DEFINED 1,2,5,6,12 802,039
SALIX
PHARMACEUTICAL COM 79543510 9,592 761,283 SH DEFINED 1,2,5,6 761,283
SALLY BEAUTY
HLDGS I COM 79546E10 7,984 868,765 SH DEFINED 1,2,5,12 868,765
SALTON INC COM 79575710 46 19,324 SH DEFINED 1,2 19,324
SANDERS MORRIS
HARRI COM 80000Q10 2,832 265,877 SH DEFINED 1 265,877
SANDERSON FARMS
INC COM 80001310 17,672 476,848 SH DEFINED 1,2,6 476,848
SANDISK CORP COM 80004C10 258,271 5,896,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,896,607
SANDY SPRING
BANCORP COM 80036310 9,280 267,910 SH DEFINED 1,2 267,910
SANFILIPPO JOHN
B & COM 80042210 164 12,300 SH DEFINED 1 12,300
SANGAMO
BIOSCIENCES COM 80067710 3,032 445,908 SH DEFINED 1,5 445,908
SANMINA SCI CORP COM 80090710 50,007 13,814,141 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,814,141
SANOFI AVENTIS SPONSORED 80105N10 25,093 576,720 SH DEFINED 1,2 576,720
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
SANTANDER BANCORP COM 80280910 2,193 124,547 SH DEFINED 1,2 124,547
SANTARUS INC COM 80281730 5,386 765,113 SH DEFINED 1 765,113
SANTOS LIMITED SPONSORED 80302160 262 8,057 SH DEFINED 1 8,057
SAP
AKTIENGESELLSCHA SPONSORED 80305420 4,894 109,600 SH DEFINED 1,2 109,600
SAPIENT CORP COM 80306210 9,605 1,400,140 SH DEFINED 1,2,5,6 1,400,140
SARA LEE CORP COM 80311110 336,383 19,880,767 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,880,767
SATYAM COMPUTER
SERV ADR 80409810 14,787 651,415 SH DEFINED 1,2,4,5 651,415
SAUER-DANFOSS INC COM 80413710 8,468 281,331 SH DEFINED 1,2 281,331
SAUL CTRS INC COM 80439510 29,660 521,274 SH DEFINED 1,2,3,5 521,274
SAVIENT
PHARMACEUTIC COM 80517Q10 13,346 1,110,289 SH DEFINED 1,2,5 1,110,289
SAVVIS INC COM NEW 80542330 27,876 582,203 SH DEFINED 1,2,6 582,203
SBA
COMMUNICATIONS C COM 78388J10 28,084 950,392 SH DEFINED 1,2,6,12 950,392
SCANA CORP NEW COM 80589M10 118,484 2,744,580 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,744,580
SCANSOURCE INC COM 80603710 15,665 583,642 SH DEFINED 1,2,6 583,642
SCBT FINANCIAL
CORP COM 78401V10 5,719 157,734 SH DEFINED 1,2,5 157,734
SCHAWK INC CL A 80637310 4,320 238,565 SH DEFINED 1 238,565
SCHEIN HENRY INC COM 80640710 80,774 1,463,828 SH DEFINED 1,2,5,12 1,463,828
SCHERING PLOUGH
CORP COM 80660510 871,144 34,149,102 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,149,102
SCHIFF NUTRITION
INT COM 80669310 75 11,000 SH DEFINED 1 11,000
SCHLUMBERGER LTD COM 80685710 1,961,928 28,392,593 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,392,593
SCHNITZER STL INDS CL A 80688210 15,679 390,307 SH DEFINED 1,2,5 390,307
SCHOLASTIC CORP COM 80706610 27,646 888,940 SH DEFINED 1,2,5 888,940
SCHOOL SPECIALTY
INC COM 80786310 13,535 374,826 SH DEFINED 1,2,5 374,826
SCHULMAN A INC COM 80819410 10,660 452,468 SH DEFINED 1,2 452,468
SCHWAB CHARLES
CORP COM 80851310 497,683 27,210,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,210,676
SCHWEITZER-MAUDUIT
I COM 80854110 5,152 207,315 SH DEFINED 1,2 207,315
SCICLONE
PHARMACEUTI COM 80862K10 155 56,595 SH DEFINED 1,5 56,595
SCIELE PHARMA INC COM 80862710 18,169 767,292 SH DEFINED 1,2,6 767,292
SCIENTIFIC GAMES
COR CL A 80874P10 52,393 1,595,885 SH DEFINED 1,2,5,6 1,595,885
SCM MICROSYSTEMS
INC COM 78401810 74 17,355 SH DEFINED 1 17,355
SCO GROUP INC COM 78403A10 16 18,024 SH DEFINED 1 18,024
SCOLR PHARMA INC COM 78402X10 65 26,800 SH DEFINED 1,5 26,800
SCOTTISH PWR PLC SP ADR FNL 81013T80 1,042 16,600 SH DEFINED 1,2 16,600
SCOTTISH RE GROUP
LI SHS G7353741 343 85,242 SH DEFINED 1,2,5,6 85,242
SCOTTS MIRACLE
GRO C CL A 81018610 29,542 670,944 SH DEFINED 1,2,5,6,12 670,944
SCPIE HLDGS INC COM 78402P10 4,414 194,429 SH DEFINED 1,5 194,429
SCRIPPS E W CO
OHIO CL A 81105420 102,070 2,284,465 SH DEFINED 1,2,5,6,10,12,13,14 2,284,465
SEABOARD CORP COM 81154310 33,511 14,828 SH DEFINED 1,2,6 14,828
SEABRIGHT
INSURANCE COM 81165610 6,135 333,424 SH DEFINED 1 333,424
SEACHANGE INTL INC COM 81169910 254 31,246 SH DEFINED 1,5 31,246
SEACOAST BKG CORP
FL COM 81170730 5,142 226,800 SH DEFINED 1,2 226,800
SEACOR HOLDINGS
INC COM 81190410 25,806 262,257 SH DEFINED 1,2,5 262,257
SEAGATE TECHNOLOGY SHS G7945J10 63,299 2,716,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,716,696
SEALED AIR CORP
NEW COM 81211K10 152,124 4,814,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,814,063
SEALY CORP COM 81213930 5,902 337,619 SH DEFINED 1,2,6 337,619
SEARS HLDGS CORP COM 81235010 1,035,756 5,749,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,749,087
SEATTLE GENETICS
INC COM 81257810 682 83,292 SH DEFINED 1 83,292
SECURE COMPUTING
COR COM 81370510 7,716 1,002,133 SH DEFINED 1,2,5 1,002,133
SECURITY BANK CORP COM 81404710 5,939 294,893 SH DEFINED 1 294,893
SECURITY CAPITAL
ASS COM G8018D10 2,123 75,202 SH DEFINED 1,2 75,202
SEI INVESTMENTS CO COM 78411710 72,291 1,200,257 SH DEFINED 1,2,5,12 1,200,257
SELECT COMFORT
CORP COM 81616X10 15,890 892,687 SH DEFINED 1,2,5,6 892,687
SELECT SECTOR
SPDR T SBI HEALTH 81369Y20 553 16,429 SH DEFINED 5 16,429
SELECT SECTOR
SPDR T SBI CONS D 81369Y40 3,875 101,900 SH DEFINED 5 101,900
SELECT SECTOR
SPDR T SBI INT-EN 81369Y50 11,273 187,015 SH DEFINED 5 187,015
SELECT SECTOR
SPDR T SBI INT-FI 81369Y60 3,465 97,261 SH DEFINED 5 97,261
SELECT SECTOR
SPDR T SBI INT-IN 81369Y70 5,559 156,364 SH DEFINED 5 156,364
SELECT SECTOR
SPDR T SBI INT-UT 81369Y88 1,416 35,660 SH DEFINED 5 35,660
SELECTICA INC COM 81628810 129 66,348 SH DEFINED 1 66,348
SELECTIVE INS
GROUP COM 81630010 28,753 1,129,349 SH DEFINED 1,2,5 1,129,349
SEMCO ENERGY INC COM 78412D10 397 52,069 SH DEFINED 1,5 52,069
SEMITOOL INC COM 81690910 5,083 390,985 SH DEFINED 1,5 390,985
SEMPRA ENERGY COM 81685110 554,379 9,086,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,086,693
SEMTECH CORP COM 81685010 24,194 1,794,795 SH DEFINED 1,2,5,6 1,794,795
SENIOR HSG PPTYS
TR SH BEN INT 81721M10 37,862 1,584,168 SH DEFINED 1,2,3 1,584,168
SENOMYX INC COM 81724Q10 6,226 502,937 SH DEFINED 1,2 502,937
SENSIENT
TECHNOLOGIE COM 81725T10 34,564 1,340,739 SH DEFINED 1,2,5 1,340,739
SEPRACOR INC COM 81731510 86,385 1,852,568 SH DEFINED 1,2,5,12 1,852,568
SEQUA CORPORATION CL A 81732010 19,448 162,381 SH DEFINED 1,2 162,381
SERVICE CORP INTL COM 81756510 37,814 3,188,400 SH DEFINED 1,2,5 3,188,400
SERVICEMASTER CO COM 81760N10 67,908 4,412,465 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,412,465
SEVERN BANCORP
ANNA COM 81811M10 348 17,213 SH DEFINED 1 17,213
SHARPER IMAGE CORP COM 82001310 172 15,587 SH DEFINED 1 15,587
SHAW
COMMUNICATIONS CL B CONV 82028K20 629 17,047 SH DEFINED 1 17,047
SHAW GROUP INC COM 82028010 26,271 840,141 SH DEFINED 1,2,5,12 840,141
SHENANDOAH
TELECOMMU COM 82312B10 7,655 162,570 SH DEFINED 1,2 162,570
SHERWIN WILLIAMS
CO COM 82434810 311,160 4,711,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,711,684
SHILOH INDS INC COM 82454310 2,036 180,460 SH DEFINED 1,2 180,460
SHIP FINANCE
INTERNA SHS G8107510 1,777 64,769 SH DEFINED 1,2,5,13 64,769
SHOE CARNIVAL INC COM 82488910 5,075 152,415 SH DEFINED 1,5 152,415
SHORE BANCSHARES
INC COM 82510710 2,735 103,407 SH DEFINED 1,5 103,407
SHUFFLE MASTER INC COM 82554910 15,561 852,634 SH DEFINED 1,2,6 852,634
SHUTTERFLY INC COM 82568P30 627 39,100 SH DEFINED 1 39,100
SI INTL INC COM 78427V10 5,854 203,886 SH DEFINED 1 203,886
SIEMENS A G SPONSORED 82619750 4,248 39,626 SH DEFINED 1,2 39,626
SIERRA BANCORP COM 82620P10 2,306 82,188 SH DEFINED 1 82,188
SIERRA HEALTH
SVCS I COM 82632210 27,079 657,729 SH DEFINED 1,2,5,6,12 657,729
SIERRA PAC RES NEW COM 82642810 60,143 3,460,455 SH DEFINED 1,2,5,8 3,460,455
SIGMA ALDRICH CORP COM 82655210 171,032 4,119,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,119,269
SIGMA DESIGNS INC COM 82656510 9,355 356,235 SH DEFINED 1,2,5 356,235
SIGMATEL INC COM 82661W10 638 203,954 SH DEFINED 1 203,954
SIGMATRON INTL INC COM 82661L10 92 10,611 SH DEFINED 1 10,611
SIGNATURE BK NEW
YOR COM 82669G10 16,342 502,218 SH DEFINED 1,2,6 502,218
SILGAN HOLDINGS
INC COM 82704810 41,632 814,550 SH DEFINED 1,2,6 814,550
SILICON GRAPHICS
INC COM NEW 82705630 293 9,716 SH DEFINED 1 9,716
SILICON IMAGE INC COM 82705T10 16,134 1,977,225 SH DEFINED 1,2,5,6 1,977,225
SILICON
LABORATORIES COM 82691910 37,389 1,249,637 SH DEFINED 1,2,5,6,12 1,249,637
SILICON STORAGE
TECH COM 82705710 14,796 3,001,120 SH DEFINED 1,2,5,6 3,001,120
SILICONWARE
PRECISIO SPONSD ADR 82708486 668 68,044 SH DEFINED 1,4 68,044
SILVERLEAF
RESORTS I COM 82839510 179 38,400 SH DEFINED 1,2 38,400
SIMMONS 1ST NATL
COR CL A $1 PA 82873020 11,359 377,739 SH DEFINED 1,2 377,739
SIMON PPTY GROUP
INC COM 82880610 935,073 8,405,151 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,405,151
SIMPSON
MANUFACTURIN COM 82907310 25,450 825,226 SH DEFINED 1,2,5,6 825,226
SINA CORP ORD G8147710 242 7,200 SH DEFINED 1 7,200
SINCLAIR
BROADCAST G CL A 82922610 30,090 1,947,593 SH DEFINED 1,2 1,947,593
SIRENZA
MICRODEVICES COM 82966T10 4,176 484,472 SH DEFINED 1,5 484,472
SIRF TECHNOLOGY
HLDG COM 82967H10 23,413 843,405 SH DEFINED 1,2,6,12 843,405
SIRIUS SATELLITE
RAD COM 82966U10 53,661 16,769,114 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,769,114
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
SIRONA DENTAL
SYSTEM COM 82966C10 9,627 279,374 SH DEFINED 1,2,6 279,374
SIRVA INC COM 82967Y10 3,061 857,502 SH DEFINED 1,2 857,502
SIX FLAGS INC COM 83001P10 8,606 1,431,943 SH DEFINED 1,2,5,6 1,431,943
SJW CORP COM 78430510 10,224 252,564 SH DEFINED 1,2,6 252,564
SK TELECOM LTD SPONSORED 78440P10 1,087 46,407 SH DEFINED 1,2 46,407
SKECHERS U S A INC CL A 83056610 16,133 480,579 SH DEFINED 1,2,6 480,579
SKY FINL GROUP INC COM 83080P10 34,276 1,276,088 SH DEFINED 1,2,5 1,276,088
SKYLINE CORP COM 83083010 4,158 123,226 SH DEFINED 1,2 123,226
SKYWEST INC COM 83087910 32,899 1,226,215 SH DEFINED 1,2,5 1,226,215
SKYWORKS
SOLUTIONS I COM 83088M10 16,810 2,923,492 SH DEFINED 1,2,5,6 2,923,492
SL GREEN RLTY CORP COM 78440X10 193,262 1,408,820 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,408,820
SLM CORP COM 78442P10 440,646 10,773,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,773,745
SM&A COM 78465D10 186 26,131 SH DEFINED 1 26,131
SMART & FINAL INC COM 83168310 5,639 259,035 SH DEFINED 1,2,6 259,035
SMART MODULAR
TECHNO ORD SHS G8224510 568 44,413 SH DEFINED 1,2,6 44,413
SMITH & NEPHEW PLC SPDN ADR N 83175M20 414 6,517 SH DEFINED 1 6,517
SMITH & WESSON
HLDG COM 83175610 5,558 424,610 SH DEFINED 1,5,6 424,610
SMITH A O COM 83186520 15,925 416,660 SH DEFINED 1,2 416,660
SMITH INTL INC COM 83211010 281,159 5,851,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,851,388
SMITH MICRO
SOFTWARE COM 83215410 6,990 375,198 SH DEFINED 1,2,5 375,198
SMITHFIELD FOODS
INC COM 83224810 46,477 1,551,819 SH DEFINED 1,2,5,12 1,551,819
SMITHTOWN BANCORP
IN COM 83244910 3,342 128,545 SH DEFINED 1 128,545
SMUCKER J M CO COM NEW 83269640 50,624 949,432 SH DEFINED 1,2,5,6 949,432
SMURFIT-STONE
CONTAI COM 83272710 37,059 3,291,202 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,291,202
SNAP ON INC COM 83303410 121,779 2,531,789 SH DEFINED 1,2,5,6,7,10,12,13,14 2,531,789
SOCIEDAD QUIMICA
MIN SPON ADR S 83363510 1,285 8,799 SH DEFINED 1,2,5 8,799
SOCKET
COMMUNICATION COM 83367210 20 21,600 SH DEFINED 1 21,600
SODEXHO ALLIANCE
SA SPONSORED 83379210 205 2,788 SH DEFINED 1 2,788
SOHU COM INC COM 83408W10 8,149 380,271 SH DEFINED 1,2 380,271
SOLECTRON CORP COM 83418210 89,761 28,495,585 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,495,585
SOMANETICS CORP COM NEW 83444540 263 13,200 SH DEFINED 1 13,200
SOMAXON
PHARMACEUTIC COM 83445310 1,112 91,140 SH DEFINED 1 91,140
SONIC AUTOMOTIVE
INC CL A 83545G10 15,352 538,669 SH DEFINED 1,2,5 538,669
SONIC CORP COM 83545110 32,689 1,467,173 SH DEFINED 1,2,5,6 1,467,173
SONIC INNOVATIONS
IN COM 83545M10 276 32,680 SH DEFINED 1,5 32,680
SONIC SOLUTIONS COM 83546010 5,436 385,535 SH DEFINED 1,2,5,6 385,535
SONICWALL INC COM 83547010 14,370 1,718,847 SH DEFINED 1,2,5,6 1,718,847
SONOCO PRODS CO COM 83549510 147,395 3,922,175 SH DEFINED 1,2,5,6,12 3,922,175
SONOSITE INC COM 83568G10 7,650 270,700 SH DEFINED 1,2,6 270,700
SONUS NETWORKS INC COM 83591610 33,003 4,089,549 SH DEFINED 1,2,5,6,12 4,089,549
SONUS
PHARMACEUTICAL COM 83569210 186 36,900 SH DEFINED 1 36,900
SONY CORP ADR NEW 83569930 1,948 38,591 SH DEFINED 1 38,591
SOTHEBYS COM 83589810 62,489 1,404,871 SH DEFINED 1,2,6,12 1,404,871
SOURCE INTERLINK
COS COM NEW 83615120 3,924 584,854 SH DEFINED 1,2 584,854
SOUTH FINL GROUP
INC COM 83784110 21,292 861,347 SH DEFINED 1,2,5 861,347
SOUTH JERSEY INDS
IN COM 83851810 25,573 672,093 SH DEFINED 1,2 672,093
SOUTHERN CMNTY
FINL COM 84263210 218 21,230 SH DEFINED 1 21,230
SOUTHERN CO COM 84258710 857,099 23,386,044 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,386,044
SOUTHERN COPPER
CORP COM 84265V10 147,700 2,061,116 SH DEFINED 1,2,5,7,10,12 2,061,116
SOUTHERN UN CO NEW COM 84403010 35,501 1,168,174 SH DEFINED 1,2,5 1,168,174
SOUTHSIDE
BANCSHARES COM 84470P10 4,320 188,576 SH DEFINED 1 188,576
SOUTHWEST AIRLS
CO COM 84474110 278,944 18,975,802 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,975,802
SOUTHWEST BANCORP
IN COM 84476710 8,359 325,367 SH DEFINED 1,2 325,367
SOUTHWEST GAS CORP COM 84489510 45,087 1,159,939 SH DEFINED 1,2,5 1,159,939
SOUTHWEST WTR CO COM 84533110 5,622 389,909 SH DEFINED 1 389,909
SOUTHWESTERN
ENERGY COM 84546710 127,692 3,115,950 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,115,950
SOVEREIGN BANCORP
IN COM 84590510 238,485 9,374,422 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,374,422
SOVRAN SELF
STORAGE COM 84610H10 31,475 568,034 SH DEFINED 1,2,3,5 568,034
SPANISH
BROADCASTING CL A 84642588 2,927 731,752 SH DEFINED 1,2 731,752
SPANSION INC COM CL A 84649R10 28,225 2,315,450 SH DEFINED 1,2,6 2,315,450
SPARTAN MTRS INC COM 84681910 555 23,891 SH DEFINED 1 23,891
SPARTAN STORES INC COM 84682210 10,933 407,959 SH DEFINED 1,2 407,959
SPARTECH CORP COM NEW 84722020 20,507 698,955 SH DEFINED 1,2 698,955
SPATIALIGHT INC COM 84724810 31 79,900 SH DEFINED 1,5 79,900
SPDR TR UNIT SER 1 78462F10 92,271 649,797 SH DEFINED 1,5,6,13 649,797
SPECTRA ENERGY
CORP COM 84756010 1,334,414 50,796,131 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,796,131
SPECTRANETICS CORP COM 84760C10 5,005 467,724 SH DEFINED 1 467,724
SPECTRUM BRANDS
INC COM 84762L10 5,178 818,018 SH DEFINED 1,2 818,018
SPECTRUM CTL INC COM 84761510 212 17,200 SH DEFINED 1 17,200
SPECTRUM
PHARMACEUTI COM 84763A10 232 37,021 SH DEFINED 1,2 37,021
SPEEDWAY
MOTORSPORTS COM 84778810 18,202 469,732 SH DEFINED 1,2 469,732
SPHERION CORP COM 84842010 15,441 1,750,708 SH DEFINED 1,2,5 1,750,708
SPHERIX INC COM 84842R10 44 18,099 SH DEFINED 1 18,099
SPIRIT
AEROSYSTEMS H COM CL A 84857410 18,051 566,755 SH DEFINED 1,2 566,755
SPIRIT FIN CORP COM 84856830 28,995 1,945,981 SH DEFINED 1,2,3 1,945,981
SPORT CHALET INC CL A 84916320 149 13,713 SH DEFINED 1 13,713
SPRINT NEXTEL CORP COM FON 85206110 1,563,455 82,460,702 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,460,702
SPSS INC COM 78462K10 13,178 365,029 SH DEFINED 1,2,5,6 365,029
SPX CORP COM 78463510 90,226 1,285,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,285,274
SRA INTL INC CL A 78464R10 21,886 898,450 SH DEFINED 1,2,6 898,450
SRS LABS INC COM 78464M10 244 17,510 SH DEFINED 1 17,510
ST JOE CO COM 79014810 49,184 940,250 SH DEFINED 1,2,5,6,7,8,10,12,13,14 940,250
ST JUDE MED INC COM 79084910 354,802 9,433,707 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,433,707
ST MARY LD & EXPL
CO COM 79222810 28,864 786,903 SH DEFINED 1,2,5,6,12 786,903
STAAR SURGICAL CO COM PAR $0 85231230 147 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 23,596 1,012,251 SH DEFINED 1,2,5 1,012,251
STAKTEK HLDGS INC COM 85256P10 889 273,557 SH DEFINED 1,2 273,557
STAMPS COM INC COM NEW 85285720 4,586 319,113 SH DEFINED 1,2,6 319,113
STANCORP FINL
GROUP COM 85289110 62,551 1,272,137 SH DEFINED 1,2,5 1,272,137
STANDARD
MICROSYSTEM COM 85362610 11,777 385,618 SH DEFINED 1,2 385,618
STANDARD MTR
PRODS I COM 85366610 735 43,076 SH DEFINED 1 43,076
STANDARD PAC CORP
NE COM 85375C10 28,559 1,368,409 SH DEFINED 1,2,5 1,368,409
STANDARD PARKING
COR COM 85379010 6,100 172,456 SH DEFINED 1,2 172,456
STANDARD REGISTER
CO COM 85388710 4,096 323,809 SH DEFINED 1 323,809
STANDEX INTL CORP COM 85423110 6,135 215,196 SH DEFINED 1,2,5 215,196
STANLEY FURNITURE
IN COM NEW 85430520 5,214 250,653 SH DEFINED 1,2,5 250,653
STANLEY INC COM 85453210 738 47,300 SH DEFINED 1 47,300
STANLEY WKS COM 85461610 122,953 2,220,978 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,220,978
STAPLES INC COM 85503010 506,910 19,617,254 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,617,254
STAR GAS
PARTNERS L UNIT LTD P 85512C10 445 113,800 SH DEFINED 1 113,800
STAR MARITIME
ACQUIS COM 85516E10 2,231 217,687 SH DEFINED 1 217,687
STAR SCIENTIFIC
INC COM 85517P10 98 85,452 SH DEFINED 1,5 85,452
STARBUCKS CORP COM 85524410 600,008 19,132,917 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,132,917
STARTEK INC COM 85569C10 2,125 217,085 SH DEFINED 1 217,085
STARWOOD
HOTELS&RESO COM 85590A40 446,116 6,879,200 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 6,879,200
STATE AUTO FINL
CORP COM 85570710 12,485 388,586 SH DEFINED 1,2 388,586
STATE BANCORP
INC N. COM 85571610 238 12,054 SH DEFINED 1 12,054
STATE STR CORP COM 85747710 908,109 14,024,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,024,849
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
STATION CASINOS
INC COM 85768910 52,202 603,001 SH DEFINED 1,2,5,6,7,8,10,12,13,14 603,001
STATOIL ASA SPONSORED 85771P10 15,859 585,651 SH DEFINED 1 585,651
STEAK N SHAKE CO COM 85787310 7,767 463,136 SH DEFINED 1,2,6 463,136
STEC INC COM 78477410 162 23,070 SH DEFINED 1 23,070
STEEL DYNAMICS INC COM 85811910 128,295 2,969,783 SH DEFINED 1,2,5,6,12 2,969,783
STEEL
TECHNOLOGIES I COM 85814710 6,166 208,452 SH DEFINED 1 208,452
STEELCASE INC CL A 85815520 13,670 687,257 SH DEFINED 1,2,5 687,257
STEIN MART INC COM 85837510 9,351 572,975 SH DEFINED 1,2,5 572,975
STEINER LEISURE
LTD ORD P8744Y10 1,225 27,244 SH DEFINED 1,2,5,6 27,244
STEINWAY MUSICAL
INS COM 85849510 6,546 202,844 SH DEFINED 1,2 202,844
STEMCELLS INC COM 85857R10 228 90,335 SH DEFINED 1,2,5 90,335
STEPAN CO COM 85858610 2,181 83,070 SH DEFINED 1,5 83,070
STEPHAN CO COM 85860310 38 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 4,158 349,380 SH DEFINED 1 349,380
STERICYCLE INC COM 85891210 66,981 821,854 SH DEFINED 1,2,5,6,12 821,854
STERIS CORP COM 85915210 45,488 1,712,639 SH DEFINED 1,2,5,12 1,712,639
STERLING BANCORP COM 85915810 5,935 327,920 SH DEFINED 1,2 327,920
STERLING
BANCSHARES COM 85890710 15,156 1,355,617 SH DEFINED 1,2 1,355,617
STERLING
CONSTRUCTIO COM 85924110 2,704 141,882 SH DEFINED 1,5 141,882
STERLING FINL CORP COM 85931710 12,584 566,845 SH DEFINED 1,2 566,845
STERLING FINL
CORP W COM 85931910 32,008 1,026,227 SH DEFINED 1,2,6 1,026,227
STEWART
ENTERPRISES CL A 86037010 26,297 3,262,639 SH DEFINED 1,2,5 3,262,639
STEWART
INFORMATION COM 86037210 13,177 315,318 SH DEFINED 1,2 315,318
STEWART W P & CO
LTD COM G8492210 325 32,280 SH DEFINED 1,2,5 32,280
STIFEL FINL CORP COM 86063010 8,373 189,007 SH DEFINED 1,2 189,007
STILLWATER MNG CO COM 86074Q10 11,917 939,048 SH DEFINED 1,2,5,6 939,048
STONE ENERGY CORP COM 86164210 19,209 646,985 SH DEFINED 1,2,5 646,985
STONERIDGE INC COM 86183P10 185 17,879 SH DEFINED 1 17,879
STORA ENSO CORP SPON ADR R 86210M10 685 39,658 SH DEFINED 1 39,658
STRATAGENE CORP COM 86269H10 133 16,379 SH DEFINED 1 16,379
STRATASYS INC COM 86268510 7,455 174,508 SH DEFINED 1,2,5 174,508
STRATEGIC HOTELS
& R COM 86272T10 46,448 2,030,974 SH DEFINED 1,2,3 2,030,974
STRATTEC SEC CORP COM 86311110 468 10,896 SH DEFINED 1,2,5 10,896
STRATUS PPTYS INC COM NEW 86316720 215 6,393 SH DEFINED 1 6,393
STRAYER ED INC COM 86323610 44,716 357,730 SH DEFINED 1,2,6,12 357,730
STREETTRACKS SER
TR SPDR LRG C 86330E20 1,896 22,725 SH DEFINED 1 22,725
STREETTRACKS SER
TR DJ WIL REI 86330E60 3,211 35,504 SH DEFINED 8 35,504
STRIDE RITE CORP COM 86331410 10,563 686,323 SH DEFINED 1,2,5 686,323
STRYKER CORP COM 86366710 502,082 7,570,593 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,570,593
STUDENT LN CORP COM 86390210 8,571 46,099 SH DEFINED 1,2,5,12 46,099
STURM RUGER & CO
INC COM 86415910 429 31,933 SH DEFINED 1 31,933
SUBURBAN PROPANE
PAR UNIT LTD P 86448210 2,667 60,614 SH DEFINED 1,2 60,614
SUEZ SPONSORED 86468610 1,281 24,233 SH DEFINED 1,2 24,233
SUFFOLK BANCORP COM 86473910 7,158 221,742 SH DEFINED 1,2 221,742
SULPHCO INC COM 86537810 1,882 550,336 SH DEFINED 1,6 550,336
SUMMIT FINANCIAL
GRO COM 86606G10 204 9,780 SH DEFINED 1 9,780
SUMTOTAL SYS INC COM 86661510 123 15,391 SH DEFINED 1 15,391
SUN BANCORP INC COM 86663B10 4,536 244,029 SH DEFINED 1,2 244,029
SUN COMMUNITIES
INC COM 86667410 19,380 624,744 SH DEFINED 1,2,3,5 624,744
SUN HEALTHCARE
GROUP COM NEW 86693340 5,751 465,668 SH DEFINED 1 465,668
SUN HYDRAULICS
CORP COM 86694210 305 11,410 SH DEFINED 1 11,410
SUN LIFE FINL INC COM 86679610 7,597 167,344 SH DEFINED 1 167,344
SUN MICROSYSTEMS
INC COM 86681010 552,327 91,901,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 91,901,272
SUNAIR SERVICES
CORP COM 86701710 38 11,100 SH DEFINED 1 11,100
SUNCOR ENERGY INC COM 86722910 477 6,243 SH DEFINED 1 6,243
SUNLINK HEALTH
SYSTE COM 86737U10 94 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 495,973 7,041,074 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,041,074
SUNOCO LOGISTICS
PRT COM UNITS 86764L10 1,193 20,131 SH DEFINED 1,2 20,131
SUNPOWER CORP COM CL A 86765210 9,485 208,458 SH DEFINED 1,2,6 208,458
SUNRISE SENIOR
LIVIN COM 86768K10 38,581 976,247 SH DEFINED 1,2,6,12 976,247
SUNSTONE HOTEL
INVS COM 86789210 43,490 1,595,394 SH DEFINED 1,2,3 1,595,394
SUNTECH PWR HLDGS
CO ADR 86800C10 2,501 72,255 SH DEFINED 1,2,7 72,255
SUN-TIMES MEDIA
GROU COM 86688Q10 5,690 1,147,163 SH DEFINED 1,2,5 1,147,163
SUNTRON CORP COM 86789P10 19 18,215 SH DEFINED 1 18,215
SUNTRUST BKS INC COM 86791410 746,802 8,993,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,993,280
SUPERGEN INC COM 86805910 5,555 941,451 SH DEFINED 1,2,5 941,451
SUPERIOR BANCORP COM 86806M10 4,505 417,161 SH DEFINED 1,5 417,161
SUPERIOR ENERGY
SVCS COM 86815710 47,259 1,371,026 SH DEFINED 1,2,5,6,12 1,371,026
SUPERIOR ESSEX INC COM 86815V10 12,269 353,878 SH DEFINED 1,2,6 353,878
SUPERIOR INDS
INTL I COM 86816810 8,812 423,064 SH DEFINED 1,2,5 423,064
SUPERIOR UNIFORM
GP COM 86835810 141 11,004 SH DEFINED 1 11,004
SUPERIOR WELL
SVCS I COM 86837X10 4,609 201,720 SH DEFINED 1,2,6 201,720
SUPERTEL
HOSPITALITY COM 86852610 211 27,600 SH DEFINED 1 27,600
SUPERTEX INC COM 86853210 6,199 186,656 SH DEFINED 1,2,6 186,656
SUPERVALU INC COM 86853610 225,326 5,767,237 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,767,237
SUPPORTSOFT INC COM 86858710 341 60,437 SH DEFINED 1,5 60,437
SUPREME INDS INC CL A 86860710 115 19,692 SH DEFINED 1 19,692
SUREWEST
COMMUNICATI COM 86873310 8,223 330,652 SH DEFINED 1,2,5 330,652
SURMODICS INC COM 86887310 13,905 386,247 SH DEFINED 1,2,6 386,247
SUSQUEHANNA
BANCSHAR COM 86909910 23,743 1,023,867 SH DEFINED 1,2,5 1,023,867
SUSSER HLDGS CORP COM 86923310 1,251 72,078 SH DEFINED 1 72,078
SVB FINL GROUP COM 78486Q10 39,466 812,217 SH DEFINED 1,2,5,6 812,217
SWIFT ENERGY CO COM 87073810 24,817 594,132 SH DEFINED 1,2,5 594,132
SWIFT TRANSN CO COM 87075610 26,587 853,242 SH DEFINED 1,2,5,12 853,242
SWISSCOM AG SPONSORED 87101310 305 8,430 SH DEFINED 1 8,430
SWITCH & DATA
FACILI COM 87104310 407 22,438 SH DEFINED 1,2 22,438
SWS GROUP INC COM 78503N10 18,809 758,125 SH DEFINED 1,2 758,125
SYBASE INC COM 87113010 75,749 2,996,383 SH DEFINED 1,2,5,6,7,12 2,996,383
SYCAMORE NETWORKS
IN COM 87120610 18,420 4,925,188 SH DEFINED 1,2,5 4,925,188
SYKES ENTERPRISES
IN COM 87123710 13,780 755,456 SH DEFINED 1,2,6 755,456
SYMANTEC CORP COM 87150310 378,714 21,890,957 SH DEFINED 1,2,5,6,10,12,13,14 21,890,957
SYMBION INC DEL COM 87150710 6,480 330,455 SH DEFINED 1,2,6 330,455
SYMMETRICOM INC COM 87154310 9,404 1,132,955 SH DEFINED 1,2,5 1,132,955
SYMMETRY MED INC COM 87154620 9,162 561,067 SH DEFINED 1,2,6 561,067
SYMS CORP COM 87155110 2,211 118,535 SH DEFINED 1,2 118,535
SYMYX TECHNOLOGIES COM 87155S10 9,549 538,861 SH DEFINED 1,2,5,6 538,861
SYNAGRO
TECHNOLOGIES COM NEW 87156220 5,769 1,012,063 SH DEFINED 1 1,012,063
SYNAPTICS INC COM 87157D10 13,582 530,955 SH DEFINED 1,2,5,6 530,955
SYNCHRONOSS
TECHNOLO COM 87157B10 1,945 111,788 SH DEFINED 1,2 111,788
SYNERGY FINANCIAL
GR COM 87162V10 192 12,300 SH DEFINED 1 12,300
SYNERON MEDICAL
LTD ORD SHS M8724510 224 8,264 SH DEFINED 1,2,5 8,264
SYNGENTA AG SPONSORED 87160A10 1,732 45,515 SH DEFINED 1 45,515
SYNIVERSE HLDGS
INC COM 87163F10 11,083 1,051,479 SH DEFINED 1,2,6 1,051,479
SYNNEX CORP COM 87162W10 4,533 213,411 SH DEFINED 1,2 213,411
SYNOPSYS INC COM 87160710 92,663 3,532,709 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,532,709
SYNOVUS FINL CORP COM 87161C10 257,808 7,971,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,971,791
SYNPLICITY INC COM 87160Y10 166 23,699 SH DEFINED 1 23,699
SYNTAX BRILLIAN
CORP COM 87163L10 340 40,502 SH DEFINED 1 40,502
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
SYNTEL INC COM 87162H10 5,563 160,557 SH DEFINED 1,2,6 160,557
SYNTROLEUM CORP COM 87163010 2,129 682,266 SH DEFINED 1,2,5 682,266
SYSCO CORP COM 87182910 555,814 16,429,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,429,631
SYSTEMAX INC COM 87185110 3,093 165,153 SH DEFINED 1,2 165,153
T-3 ENERGY SRVCS
INC COM 87306E10 1,633 81,178 SH DEFINED 1,2 81,178
TAIWAN FD INC COM 87403610 180 10,000 SH DEFINED 4 10,000
TAIWAN GREATER
CHINA SH BEN INT 87403710 189 30,000 SH DEFINED 7 30,000
TAIWAN
SEMICONDUCTOR SPONSORED 87403910 107,274 9,978,964 SH DEFINED 1,4,5,7,8 9,978,964
TAKE-TWO
INTERACTIVE COM 87405410 29,624 1,470,893 SH DEFINED 1,2,5,6,12 1,470,893
TAL INTL GROUP INC COM 87408310 6,420 267,519 SH DEFINED 1,2 267,519
TALBOTS INC COM 87416110 13,542 573,333 SH DEFINED 1,2,5 573,333
TALEO CORP CL A 87424N10 3,148 189,875 SH DEFINED 1 189,875
TALX CORP COM 87491810 23,277 702,602 SH DEFINED 1,2,5,6 702,602
TAM SA SP ADR REP 87484D10 934 35,181 SH DEFINED 1 35,181
TANGER FACTORY
OUTLE COM 87546510 33,169 821,208 SH DEFINED 1,2,3,5 821,208
TANOX INC COM 87588Q10 7,398 394,331 SH DEFINED 1,2,6 394,331
TARGET CORP COM 87612E10 4,100,835 69,200,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 69,200,730
TARRAGON CORP COM 87628710 2,375 229,039 SH DEFINED 1,5 229,039
TASER INTL INC COM 87651B10 7,948 989,796 SH DEFINED 1,2,5,6 989,796
TATA MTRS LTD SPONSORED 87656850 5,071 312,849 SH DEFINED 1,2,4,5 312,849
TAUBMAN CTRS INC COM 87666410 159,006 2,741,964 SH DEFINED 1,2,3,5,6,10 2,741,964
TAYLOR CAP GROUP
INC COM 87685110 7,769 221,981 SH DEFINED 1,2 221,981
TC PIPELINES LP UT COM LTD 87233Q10 780 21,381 SH DEFINED 1,2 21,381
TCF FINL CORP COM 87227510 68,578 2,601,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,601,579
TD AMERITRADE
HLDG C COM 87236Y10 58,712 3,945,671 SH DEFINED 1,2,5,12 3,945,671
TD BANKNORTH INC COM 87235A10 57,313 1,782,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,782,125
TDK CORP AMERN DEP 87235140 797 9,161 SH DEFINED 1,2 9,161
TEAM INC COM 87815510 3,439 90,143 SH DEFINED 1 90,143
TECH DATA CORP COM 87823710 49,908 1,393,688 SH DEFINED 1,2,5,10 1,393,688
TECH OPS SEVCON
INC COM 87829310 85 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 51,643 904,425 SH DEFINED 1,2,5,6,12 904,425
TECHNICAL OLYMPIC
US COM 87848310 1,323 331,628 SH DEFINED 1,2,5 331,628
TECHNITROL INC COM 87855510 18,898 721,569 SH DEFINED 1,2,5 721,569
TECHNOLOGY INVT
CAP COM 87871730 4,812 284,586 SH DEFINED 1 284,586
TECHNOLOGY RESH
CORP COM NEW 87872730 63 12,900 SH DEFINED 1 12,900
TECHWELL INC COM 87874D10 2,415 193,641 SH DEFINED 1,2 193,641
TECK COMINCO LTD CL B 87874220 8,822 126,749 SH DEFINED 1,5,7,10,13 126,749
TECO ENERGY INC COM 87237510 103,916 6,038,140 SH DEFINED 1,2,5,6,10,12,13,14 6,038,140
TECUMSEH PRODS CO CL A 87889520 3,561 353,608 SH DEFINED 1,2,5 353,608
TEEKAY LNG
PARTNERS PRTNRSP UN Y8564M10 410 10,977 SH DEFINED 1,2 10,977
TEEKAY SHIPPING
MARS COM Y8564W10 5,908 109,186 SH DEFINED 1,2,5,12 109,186
TEJON RANCH CO DEL COM 87908010 8,467 179,002 SH DEFINED 1,2,6 179,002
TEKELEC COM 87910110 18,347 1,230,506 SH DEFINED 1,2,5,6,7 1,230,506
TEKTRONIX INC COM 87913110 60,701 2,155,577 SH DEFINED 1,2,5,6,10,12,13,14 2,155,577
TELE NORTE LESTE
PAR SPON ADR P 87924610 239 17,235 SH DEFINED 1,2 17,235
TELECOM
ARGENTINA S SPON ADR R 87927320 16,845 789,377 SH DEFINED 1,2,5,7 789,377
TELECOMMUNICATION
SY CL A 87929J10 94 25,400 SH DEFINED 1 25,400
TELEDYNE
TECHNOLOGIE COM 87936010 22,952 613,043 SH DEFINED 1,2,5,6 613,043
TELEFLEX INC COM 87936910 80,191 1,178,071 SH DEFINED 1,2,5,10,12 1,178,071
TELEFONICA S A SPONSORED 87938220 20,868 314,282 SH DEFINED 1,2 314,282
TELEFONOS DE
MEXICO SPON ADR O 87940378 23,313 697,992 SH DEFINED 1,2,7 697,992
TELEKOM AUSTRIA AG SPONSORED 87943Q10 331 6,570 SH DEFINED 1 6,570
TELENOR ASA SPONSORED 87944W10 12,415 233,494 SH DEFINED 1 233,494
TELEPHONE & DATA
SYS COM 87943310 116,640 1,956,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,956,383
TELEPHONE & DATA
SYS SPL COM 87943386 13,264 237,279 SH DEFINED 1,2,5,6,7,8,10,12,13,14 237,279
TELETECH HOLDINGS
IN COM 87993910 29,471 803,237 SH DEFINED 1,2,6 803,237
TELIK INC COM 87959M10 4,554 838,608 SH DEFINED 1,2,6 838,608
TELKONET INC COM 87960410 142 52,900 SH DEFINED 1,5 52,900
TELLABS INC COM 87966410 130,983 13,230,571 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,230,571
TELSTRA CORP LTD SPON ADR F 87969N20 246 13,009 SH DEFINED 1 13,009
TELULAR CORP COM NEW 87970T20 82 23,100 SH DEFINED 1 23,100
TEMECULA VY
BANCORP COM 87972L10 239 11,200 SH DEFINED 1 11,200
TEMPLE INLAND INC COM 87986810 369,166 6,179,546 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,179,546
TEMPUR PEDIC INTL
IN COM 88023U10 39,163 1,506,835 SH DEFINED 1,2,6 1,506,835
TENARIS S A SPONSORED 88031M10 55,064 1,199,661 SH DEFINED 1,2,5,7 1,199,661
TENET HEALTHCARE
COR COM 88033G10 84,759 13,181,867 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,181,867
TENNANT CO COM 88034510 10,334 328,168 SH DEFINED 1,2 328,168
TENNECO INC COM 88034910 20,146 791,293 SH DEFINED 1,2,5,6 791,293
TEPPCO PARTNERS
L P UT LTD PAR 87238410 6,769 152,464 SH DEFINED 1,2 152,464
TERADYNE INC COM 88077010 105,197 6,360,134 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,360,134
TERCICA INC COM 88078L10 133 22,625 SH DEFINED 1 22,625
TEREX CORP NEW COM 88077910 472,137 6,579,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,579,388
TERNIUM SA SPON ADR 88089010 35,303 1,263,533 SH DEFINED 1,2,4,5,7 1,263,533
TERRA INDS INC COM 88091510 29,200 1,668,544 SH DEFINED 1,2,6 1,668,544
TERRA NITROGEN
CO L COM UNIT 88100520 471 8,212 SH DEFINED 1,2 8,212
TERREMARK
WORLDWIDE COM NEW 88144820 4,847 601,358 SH DEFINED 1,2,5 601,358
TESORO CORP COM 88160910 267,722 2,665,762 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,665,762
TESSCO
TECHNOLOGIES COM 87238610 224 8,250 SH DEFINED 1 8,250
TESSERA
TECHNOLOGIES COM 88164L10 30,411 765,241 SH DEFINED 1,2,6,12 765,241
TETRA TECH INC NEW COM 88162G10 26,656 1,398,554 SH DEFINED 1,2,5,6 1,398,554
TETRA
TECHNOLOGIES I COM 88162F10 16,708 676,146 SH DEFINED 1,2,5,6,12 676,146
TEVA
PHARMACEUTICAL ADR 88162420 37,936 1,013,511 SH DEFINED 1,2,5,7 1,013,511
TEXAS CAPITAL
BANCSH COM 88224Q10 7,713 376,258 SH DEFINED 1,2,6 376,258
TEXAS INDS INC COM 88249110 34,930 462,469 SH DEFINED 1,2,5,12 462,469
TEXAS INSTRS INC COM 88250810 1,166,264 38,746,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,746,324
TEXAS ROADHOUSE
INC CL A 88268110 12,117 850,306 SH DEFINED 1,2,6 850,306
TEXTRON INC COM 88320310 314,274 3,499,714 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,499,714
TGC INDS INC COM NEW 87241730 330 38,118 SH DEFINED 1,2,5 38,118
THERAGENICS CORP COM 88337510 340 54,381 SH DEFINED 1 54,381
THERAVANCE INC COM 88338T10 4,766 161,562 SH DEFINED 1,2,6,12 161,562
THERMA-WAVE INC COM 88343A10 44 28,168 SH DEFINED 1 28,168
THERMO FISHER
SCIENT COM 88355610 689,845 14,756,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,756,045
THERMOGENESIS CORP COM NEW 88362320 2,819 774,379 SH DEFINED 1,5 774,379
THESTREET COM COM 88368Q10 4,108 335,364 SH DEFINED 1,2 335,364
THINK PARTNERSHIP
IN COM 88409N10 250 103,200 SH DEFINED 1,5 103,200
THIRD WAVE
TECHNOLOG COM 88428W10 386 75,658 SH DEFINED 1 75,658
THOMAS & BETTS
CORP COM 88431510 52,959 1,084,776 SH DEFINED 1,2,5,6,12 1,084,776
THOMAS PPTYS
GROUP I COM 88445310 223 14,400 SH DEFINED 1 14,400
THOMAS WEISEL
PARTNE COM 88448110 2,148 112,918 SH DEFINED 1,2,6 112,918
THOMSON SPONSORED 88511810 253 13,090 SH DEFINED 1 13,090
THOR INDS INC COM 88516010 32,722 830,721 SH DEFINED 1,2,5,6 830,721
THORATEC CORP COM NEW 88517530 17,504 837,505 SH DEFINED 1,2,5,6 837,505
THORNBURG MTG INC COM 88521810 51,508 1,981,062 SH DEFINED 1,2,5,10 1,981,062
THQ INC COM NEW 87244340 37,765 1,104,557 SH DEFINED 1,2,5,6 1,104,557
THRESHOLD
PHARMACEUT COM 88580710 30 20,317 SH DEFINED 1,2 20,317
TIBCO SOFTWARE INC COM 88632Q10 34,912 4,097,627 SH DEFINED 1,2,5,6,12 4,097,627
TIDEWATER INC COM 88642310 153,135 2,614,125 SH DEFINED 1,2,5,6,12 2,614,125
TIENS BIOTECH
GROUP COM 88650T10 238 52,668 SH DEFINED 1 52,668
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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 11,781 435,701 SH DEFINED 1,2 435,701
TIFFANY & CO NEW COM 88654710 163,847 3,602,614 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,602,614
TIM HORTONS INC COM 88706M10 61,489 2,021,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,021,319
TIM
PARTICIPACOES S SPONS ADR 88706P10 78,021 2,402,129 SH DEFINED 1,4,5 2,402,129
TIMBERLAND CO CL A 88710010 31,154 1,196,848 SH DEFINED 1,2,5,6,12 1,196,848
TIME WARNER CABLE
IN CL A 88732J10 6,277 167,509 SH DEFINED 1,2 167,509
TIME WARNER INC COM 88731710 2,218,158 112,482,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,482,643
TIME WARNER
TELECOM CL A 88731910 48,111 2,316,384 SH DEFINED 1,2,5,6 2,316,384
TIMKEN CO COM 88738910 43,762 1,443,802 SH DEFINED 1,2,5,8,12 1,443,802
TITAN INTL INC ILL COM 88830M10 7,017 277,031 SH DEFINED 1,2 277,031
TITAN
PHARMACEUTICAL COM 88831410 73 29,117 SH DEFINED 1 29,117
TITANIUM METALS
CORP COM NEW 88833920 46,437 1,294,244 SH DEFINED 1,2,5,12 1,294,244
TIVO INC COM 88870610 7,938 1,250,062 SH DEFINED 1,2,6 1,250,062
TJX COS INC NEW COM 87254010 384,263 14,253,064 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,253,064
TNS INC COM 87296010 6,574 408,568 SH DEFINED 1,2,6 408,568
TODCO COM 88889T10 47,973 1,189,510 SH DEFINED 1,2,5,6,12 1,189,510
TOLL BROTHERS INC COM 88947810 88,957 3,248,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,248,983
TOLLGRADE
COMMUNICAT COM 88954210 542 43,136 SH DEFINED 1 43,136
TOMPKINSTRUSTCO
INC COM 89011010 6,001 143,350 SH DEFINED 1,2,5 143,350
TOOTSIE ROLL INDS
IN COM 89051610 21,928 731,651 SH DEFINED 1,2,5,6 731,651
TOPPS INC COM 89078610 5,800 596,713 SH DEFINED 1,2 596,713
TORCHMARK CORP COM 89102710 187,725 2,862,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,862,101
TOREADOR RES CORP COM 89105010 4,231 233,101 SH DEFINED 1,2 233,101
TORO CO COM 89109210 47,662 930,177 SH DEFINED 1,2,5,6,12 930,177
TORONTO DOMINION
BK COM NEW 89116050 1,943 32,164 SH DEFINED 1 32,164
TOTAL S A SPONSORED 89151E10 36,187 518,584 SH DEFINED 1,2 518,584
TOTAL SYS SVCS INC COM 89190610 20,193 634,004 SH DEFINED 1,2,5,12 634,004
TOWER GROUP INC COM 89177710 9,820 304,795 SH DEFINED 1,2,5,6 304,795
TOWN SPORTS INTL
HLD COM 89214A10 2,685 123,150 SH DEFINED 1,6 123,150
TOYOTA MOTOR CORP SP ADR REP 89233130 9,310 72,641 SH DEFINED 1,2 72,641
TRACTOR SUPPLY CO COM 89235610 28,786 558,956 SH DEFINED 1,2,5,6,12 558,956
TRADESTATION
GROUP I COM 89267P10 5,035 399,928 SH DEFINED 1,2,5,6 399,928
TRAFFIX INC COM 89272110 102 18,400 SH DEFINED 1 18,400
TRANS WORLD ENTMT
CO COM 89336Q10 79 13,929 SH DEFINED 1 13,929
TRANSACT
TECHNOLOGIE COM 89291810 128 18,461 SH DEFINED 1,5 18,461
TRANSACTION SYS
ARCH COM 89341610 26,776 826,670 SH DEFINED 1,2,6 826,670
TRANSATLANTIC
HLDGS COM 89352110 20,535 315,338 SH DEFINED 1,2,5,12 315,338
TRANSCAT INC COM 89352910 101 19,200 SH DEFINED 1 19,200
TRANSDIGM GROUP
INC COM 89364110 6,348 174,489 SH DEFINED 1,2,6 174,489
TRANSMERIDIAN
EXPL I COM 89376N10 3,202 1,119,526 SH DEFINED 1,2,5 1,119,526
TRANSMETA CORP DEL COM 89376R10 1,667 2,924,921 SH DEFINED 1,5 2,924,921
TRANSOCEAN INC ORD G9007810 561,023 6,866,865 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,866,865
TRANSPORTADORA DE
GA SPON ADR B 89387020 311 47,651 SH DEFINED 1,5 47,651
TRANSWITCH CORP COM 89406510 3,095 1,946,430 SH DEFINED 1,5 1,946,430
TRAVELCENTERS OF
AME COM 89417410 2,016 52,475 SH DEFINED 1,2,5 52,475
TRAVELERS
COMPANIES COM 89417E10 1,057,400 20,424,963 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,424,963
TRAVELZOO INC COM 89421Q10 9,938 270,273 SH DEFINED 1,2,5 270,273
TRC COS INC COM 87262510 175 17,385 SH DEFINED 1 17,385
TREDEGAR CORP COM 89465010 16,314 715,862 SH DEFINED 1,2 715,862
TREEHOUSE FOODS
INC COM 89469A10 21,366 701,218 SH DEFINED 1,2,5 701,218
TREND MICRO INC SPONS ADR 89486M20 512 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 4,139 192,221 SH DEFINED 1,2,6 192,221
TRI CONTL CORP COM 89543610 1,772 78,052 SH DEFINED 1,5,12 78,052
TRI VY CORP COM 89573510 245 33,100 SH DEFINED 1,5 33,100
TRIAD GTY INC COM 89592510 12,385 299,087 SH DEFINED 1,2 299,087
TRIAD HOSPITALS
INC COM 89579K10 82,572 1,580,330 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,580,330
TRIARC COS INC CL B SER 1 89592730 25,259 1,469,411 SH DEFINED 1,2,6 1,469,411
TRIBUNE CO NEW COM 89604710 155,291 4,836,227 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,836,227
TRICO BANCSHARES COM 89609510 5,318 224,658 SH DEFINED 1,2 224,658
TRICO MARINE
SERVICE COM NEW 89610620 19,087 512,262 SH DEFINED 1,2 512,262
TRIDENT
MICROSYSTEMS COM 89591910 19,507 972,427 SH DEFINED 1,2,5,6 972,427
TRIMBLE
NAVIGATION L COM 89623910 36,585 1,363,090 SH DEFINED 1,2,5,6,12 1,363,090
TRIMERIS INC COM 89626310 2,520 366,233 SH DEFINED 1,2,5 366,233
TRINITY INDS INC COM 89652210 71,676 1,709,838 SH DEFINED 1,2,5,6,12 1,709,838
TRIQUINT
SEMICONDUCT COM 89674K10 16,454 3,290,766 SH DEFINED 1,2,5 3,290,766
TRIUMPH GROUP INC
NE COM 89681810 15,551 281,009 SH DEFINED 1,2 281,009
TRIZETTO GROUP INC COM 89688210 16,363 817,758 SH DEFINED 1,2,6 817,758
TRM CORP COM 87263610 284 101,700 SH DEFINED 1,5 101,700
TRONOX INC CL A 89705110 695 48,244 SH DEFINED 1,2 48,244
TRONOX INC COM CL B 89705120 9,290 664,539 SH DEFINED 1,2,5,7 664,539
TRUBION
PHARMACEUTIC COM 89778N10 721 36,635 SH DEFINED 1 36,635
TRUE RELIGION
APPARE COM 89784N10 3,485 214,611 SH DEFINED 1,5,6 214,611
TRUMP ENTMT
RESORTS COM 89816T10 9,372 518,653 SH DEFINED 1,2,6 518,653
TRUSTCO BK CORP
N Y COM 89834910 12,369 1,291,143 SH DEFINED 1,2,5 1,291,143
TRUSTMARK CORP COM 89840210 31,280 1,115,549 SH DEFINED 1,2,5 1,115,549
TRW AUTOMOTIVE
HLDGS COM 87264S10 14,661 421,060 SH DEFINED 1,2,5 421,060
TTM TECHNOLOGIES
IN COM 87305R10 10,921 1,144,756 SH DEFINED 1,2,6 1,144,756
TUESDAY MORNING
CORP COM NEW 89903550 7,888 531,551 SH DEFINED 1,2,5 531,551
TUMBLEWEED
COMMUNICA COM 89969010 146 47,619 SH DEFINED 1,5 47,619
TUPPERWARE BRANDS
CO COM 89989610 37,495 1,503,997 SH DEFINED 1,2,5 1,503,997
TURBOCHEF
TECHNOLOGI COM NEW 90000620 4,099 269,299 SH DEFINED 1,2,5,6 269,299
TUT SYSTEMS COM 90110310 21 18,418 SH DEFINED 1 18,418
TWEEN BRANDS INC COM 90116610 22,611 633,019 SH DEFINED 1,2,5,6 633,019
TWEETER HOME
ENTMT G COM 90116710 44 27,419 SH DEFINED 1 27,419
TXU CORP COM 87316810 1,016,201 15,853,367 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,853,367
TYCO INTL LTD NEW COM 90212410 1,447,049 45,865,249 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,865,249
TYLER
TECHNOLOGIES I COM 90225210 10,253 807,310 SH DEFINED 1,2,5,6 807,310
TYSON FOODS INC CL A 90249410 126,877 6,536,699 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,536,699
U S AIRWAYS GROUP
IN COM 90341W10 43,202 949,911 SH DEFINED 1,2,10 949,911
U S B HLDG INC COM 90291010 4,537 199,947 SH DEFINED 1,2 199,947
U S CONCRETE INC COM 90333L10 4,393 561,706 SH DEFINED 1,2,5 561,706
U S G CORP COM NEW 90329340 42,764 916,100 SH DEFINED 1,2,5,7 916,100
U S GLOBAL INVS
INC CL A 90295210 402 15,600 SH DEFINED 1 15,600
U S PHYSICAL
THERAPY COM 90337L10 224 16,087 SH DEFINED 1,5 16,087
U S SHIPPING
PARTNER COM UNIT 90341710 222 11,728 SH DEFINED 1,2 11,728
U S XPRESS
ENTERPRIS CL A 90338N10 2,692 155,978 SH DEFINED 1 155,978
U STORE IT TR COM 91274F10 25,218 1,253,356 SH DEFINED 1,2,3 1,253,356
UAL CORP COM NEW 90254980 92,082 2,412,413 SH DEFINED 1,2,5,10 2,412,413
UAP HLDG CORP COM 90344110 21,014 812,921 SH DEFINED 1,2 812,921
UBS AG SHS NEW H8923133 120,270 2,023,723 SH DEFINED 1,2 2,023,723
UCBH HOLDINGS INC COM 90262T30 39,590 2,126,222 SH DEFINED 1,2,5,6 2,126,222
UDR INC COM 90265310 121,048 3,953,236 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,953,236
UGI CORP NEW COM 90268110 34,431 1,289,062 SH DEFINED 1,2,5,7 1,289,062
UIL HLDG CORP COM 90274810 18,004 518,835 SH DEFINED 1,2,5 518,835
ULTIMATE SOFTWARE
GR COM 90385D10 9,953 380,025 SH DEFINED 1,2,6 380,025
ULTRA PETROLEUM
CORP COM 90391410 48,184 906,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 906,906
ULTRALIFE
BATTERIES COM 90389910 191 17,700 SH DEFINED 1 17,700
ULTRATECH INC COM 90403410 6,795 499,275 SH DEFINED 1,2,6 499,275
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
UMB FINL CORP COM 90278810 33,786 894,751 SH DEFINED 1,2,5 894,751
UMPQUA HLDGS CORP COM 90421410 29,206 1,090,984 SH DEFINED 1,2,5 1,090,984
UNDER ARMOUR INC CL A 90431110 19,700 384,011 SH DEFINED 1,2,6,12 384,011
UNIBANCO-UNIAO DE
BA GDR REP PF 90458E10 78,195 894,062 SH DEFINED 1,2,4,5,7 894,062
UNIFI INC COM 90467710 180 62,534 SH DEFINED 1,5 62,534
UNIFIRST CORP MASS COM 90470810 9,559 249,128 SH DEFINED 1,2,5 249,128
UNILEVER N V N Y SHS NE 90478470 1,071 36,655 SH DEFINED 1,2 36,655
UNILEVER PLC SPON ADR N 90476770 1,702 56,592 SH DEFINED 1 56,592
UNION BANKSHARES
COR COM 90539910 6,270 241,726 SH DEFINED 1,2 241,726
UNION DRILLING INC COM 90653P10 3,579 252,063 SH DEFINED 1,2 252,063
UNION PAC CORP COM 90781810 671,973 6,617,162 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,617,162
UNIONBANCAL CORP COM 90890610 78,879 1,243,751 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,243,751
UNISOURCE ENERGY
COR COM 90920510 24,486 652,099 SH DEFINED 1,2,5 652,099
UNISYS CORP COM 90921410 77,917 9,242,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,242,773
UNIT CORP COM 90921810 31,527 623,177 SH DEFINED 1,2,5,6,12 623,177
UNITED AMER
INDEMNIT CL A 90933T10 672 28,975 SH DEFINED 1,2 28,975
UNITED AUTO GROUP
IN COM 90944010 10,620 523,160 SH DEFINED 1,2 523,160
UNITED BANKSHARES
IN COM 90990710 28,301 807,901 SH DEFINED 1,2,5 807,901
UNITED CMNTY BKS
BLA CAP STK 90984P10 19,725 601,556 SH DEFINED 1,2,6 601,556
UNITED CMNTY FINL
CO COM 90983910 9,666 874,786 SH DEFINED 1,2,5 874,786
UNITED FIRE & CAS
CO COM 91033110 16,122 458,918 SH DEFINED 1,2 458,918
UNITED GUARDIAN
INC COM 91057110 130 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 9,190 166,494 SH DEFINED 1,2,6 166,494
UNITED
MICROELECTRON SPONSORED 91087320 1,600 503,208 SH DEFINED 1 503,208
UNITED NAT FOODS
INC COM 91116310 23,585 769,746 SH DEFINED 1,2,6 769,746
UNITED ONLINE INC COM 91126810 18,478 1,317,045 SH DEFINED 1,2,5 1,317,045
UNITED PANAM
FINANCI COM 91130110 2,037 162,983 SH DEFINED 1,6 162,983
UNITED PARCEL
SERVIC CL B 91131210 1,852,786 26,430,617 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,430,617
UNITED RENTALS INC COM 91136310 35,564 1,293,238 SH DEFINED 1,2,5 1,293,238
UNITED RETAIL
GROUP COM 91138010 396 32,960 SH DEFINED 1,2 32,960
UNITED SECURITY
BANC COM 91146010 1,369 71,785 SH DEFINED 1 71,785
UNITED STATES
CELLUL COM 91168410 12,028 163,751 SH DEFINED 1,2,5 163,751
UNITED STATES STL
CO COM 91290910 474,655 4,786,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,786,278
UNITED STATIONERS
IN COM 91300410 44,503 742,702 SH DEFINED 1,2,5,12 742,702
UNITED SURGICAL
PART COM 91301630 22,812 740,397 SH DEFINED 1,2,6,12 740,397
UNITED
TECHNOLOGIES COM 91301710 6,739,345 103,682,236 SH DEFINED 1,2,5,6,7,8,10,12,13,14 103,682,236
UNITED
THERAPEUTICS COM 91307C10 21,899 407,203 SH DEFINED 1,2,6,12 407,203
UNITED UTILS PLC SPONSORED 91311Q10 1,270 42,754 SH DEFINED 1 42,754
UNITEDHEALTH
GROUP I COM 91324P10 2,079,212 39,252,626 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,252,626
UNITIL CORP COM 91325910 245 8,980 SH DEFINED 1,2 8,980
UNITRIN INC COM 91327510 41,749 886,952 SH DEFINED 1,2,5,12 886,952
UNIVERSAL AMERN
FINL COM 91337710 14,328 739,333 SH DEFINED 1,2,6 739,333
UNIVERSAL
COMPRESSIO COM 91343110 56,232 830,854 SH DEFINED 1,2 830,854
UNIVERSAL CORP VA COM 91345610 46,992 765,973 SH DEFINED 1,2,5 765,973
UNIVERSAL DISPLAY
CO COM 91347P10 5,793 383,887 SH DEFINED 1,2,6 383,887
UNIVERSAL ELECTRS
IN COM 91348310 7,092 254,561 SH DEFINED 1,2,5 254,561
UNIVERSAL FST
PRODS COM 91354310 15,734 317,537 SH DEFINED 1,2 317,537
UNIVERSAL HEALTH
RLT SH BEN INT 91359E10 7,931 221,853 SH DEFINED 1,2,3 221,853
UNIVERSAL HLTH
SVCS CL B 91390310 58,973 1,029,915 SH DEFINED 1,2,5,7,12 1,029,915
UNIVERSAL
STAINLESS COM 91383710 597 12,570 SH DEFINED 1,5 12,570
UNIVERSAL
TECHNICAL COM 91391510 8,417 364,680 SH DEFINED 1,2,6 364,680
UNIVERSAL
TRUCKLOAD COM 91388P10 2,390 98,739 SH DEFINED 1 98,739
UNIVEST CORP PA COM 91527110 4,798 193,697 SH DEFINED 1 193,697
UNIVISION
COMMUNICAT CL A 91490610 3,213 88,697 SH DEFINED 1,2,7 88,697
UNUM GROUP COM 91529Y10 254,240 11,039,500 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,039,500
UPM KYMMENE CORP SPONSORED 91543610 710 27,812 SH DEFINED 1 27,812
UQM TECHNOLOGIES
INC COM 90321310 80 19,576 SH DEFINED 1 19,576
URANERZ ENERGY
CORPO COM 91688T10 103 19,271 SH DEFINED 1,2 19,271
URBAN OUTFITTERS
INC COM 91704710 52,958 1,997,673 SH DEFINED 1,2,5,12 1,997,673
UROLOGIX INC COM 91727310 52 17,100 SH DEFINED 1 17,100
URS CORP NEW COM 90323610 23,142 543,371 SH DEFINED 1,2,5 543,371
URSTADT BIDDLE
PPTYS COM 91728610 210 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE
PPTYS CL A 91728620 10,363 529,794 SH DEFINED 1,2,3 529,794
US BANCORP DEL COM NEW 90297330 1,842,223 52,680,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,680,110
US BIOENERGY CORP COM 90342V10 118 10,255 SH DEFINED 1,2 10,255
USA MOBILITY INC COM 90341G10 14,786 741,904 SH DEFINED 1,2 741,904
USA TRUCK INC COM 90292510 2,199 141,480 SH DEFINED 1 141,480
USANA HEALTH
SCIENCE COM 90328M10 14,255 304,139 SH DEFINED 1,2,6 304,139
USEC INC COM 90333E10 35,736 2,199,151 SH DEFINED 1,2,5 2,199,151
USI HLDGS CORP COM 90333H10 12,937 767,763 SH DEFINED 1,2 767,763
UST INC COM 90291110 222,694 3,840,881 SH DEFINED 1,2,5,6,8,10,12,13,14 3,840,881
UTAH MED PRODS INC COM 91748810 382 11,200 SH DEFINED 1,2 11,200
UTI WORLDWIDE INC ORD G8721010 3,146 128,003 SH DEFINED 1,2,5,6,12 128,003
UTSTARCOM INC COM 91807610 39,928 4,816,394 SH DEFINED 1,2,5,6 4,816,394
V F CORP COM 91820410 212,376 2,570,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,570,520
VA SOFTWARE CORP COM 91819B10 4,619 1,146,128 SH DEFINED 1,2,5 1,146,128
VAALCO ENERGY INC COM NEW 91851C20 5,754 1,110,850 SH DEFINED 1,2 1,110,850
VAIL RESORTS INC COM 91879Q10 32,753 602,844 SH DEFINED 1,2,6 602,844
VALASSIS
COMMUNICATI COM 91886610 23,651 1,375,852 SH DEFINED 1,2,5,6 1,375,852
VALEANT
PHARMACEUTIC COM 91911X10 35,985 2,081,276 SH DEFINED 1,2,5,6 2,081,276
VALENCE
TECHNOLOGY I COM 91891410 111 93,924 SH DEFINED 1,5 93,924
VALERO ENERGY
CORP N COM 91913Y10 1,356,039 21,027,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,027,118
VALERO GP HLDGS
LLC UNIT LLC I 91914G10 233 8,400 SH DEFINED 1 8,400
VALERO L P COM UT LTD 91913W10 862 12,947 SH DEFINED 1 12,947
VALHI INC NEW COM 91890510 1,217 92,168 SH DEFINED 1,2 92,168
VALLEY NATL
BANCORP COM 91979410 30,085 1,191,483 SH DEFINED 1,2,5,12 1,191,483
VALMONT INDS INC COM 92025310 21,725 375,671 SH DEFINED 1,2,6 375,671
VALSPAR CORP COM 92035510 67,281 2,417,580 SH DEFINED 1,2,5,10,12 2,417,580
VALUE LINE INC COM 92043710 1,367 28,608 SH DEFINED 1 28,608
VALUECLICK INC COM 92046N10 56,787 2,173,262 SH DEFINED 1,2,5,6 2,173,262
VALUEVISION MEDIA
IN CL A 92047K10 6,389 516,939 SH DEFINED 1,2,6 516,939
VANDA
PHARMACEUTICAL COM 92165910 529 21,729 SH DEFINED 1,2 21,729
VARIAN INC COM 92220610 53,150 912,287 SH DEFINED 1,2,5,6,12 912,287
VARIAN MED SYS INC COM 92220P10 168,532 3,533,905 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,533,905
VARIAN
SEMICONDUCTOR COM 92220710 57,891 1,084,503 SH DEFINED 1,2,5,6,12 1,084,503
VASCO DATA SEC
INTL COM 92230Y10 7,320 409,627 SH DEFINED 1,2 409,627
VCA ANTECH INC COM 91819410 46,189 1,272,086 SH DEFINED 1,2,5,6,12 1,272,086
VECTOR GROUP LTD COM 92240M10 10,058 537,558 SH DEFINED 1,2,5 537,558
VECTREN CORP COM 92240G10 42,894 1,499,785 SH DEFINED 1,2,5 1,499,785
VEECO INSTRS INC
DEL COM 92241710 10,051 515,433 SH DEFINED 1,2,5,6 515,433
VENOCO INC COM 92275P30 2,572 144,017 SH DEFINED 1,2 144,017
VENTANA MED SYS
INC COM 92276H10 29,861 712,671 SH DEFINED 1,2,6,12 712,671
VENTAS INC COM 92276F10 51,289 1,217,394 SH DEFINED 1,2,3,5 1,217,394
VERASUN ENERGY
CORP COM 92336G10 5,532 278,432 SH DEFINED 1,2,6 278,432
VERIFONE HLDGS INC COM 92342Y10 22,911 623,777 SH DEFINED 1,2,6,12 623,777
VERIGY LTD SHS Y9369110 1,012 43,117 SH DEFINED 1,5,8 43,117
VERISIGN INC COM 92343E10 223,403 8,893,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,893,448
VERIZON
COMMUNICATIO COM 92343V10 3,286,221 86,661,956 SH DEFINED 1,2,5,6,7,8,10,12,13,14 86,661,956
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
VERSO
TECHNOLOGIES I COM NEW 92531720 14 14,262 SH DEFINED 1 14,262
VERTEX
PHARMACEUTICA COM 92532F10 66,587 2,374,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,374,700
VERTRUE INC COM 92534N10 20,448 425,023 SH DEFINED 1,2,6 425,023
VESTIN RLTY
MTG II I COM 92549X10 133 25,230 SH DEFINED 1 25,230
VIACELL INC COM 92554J10 184 33,800 SH DEFINED 1 33,800
VIACOM INC NEW CL A 92553P10 592 14,411 SH DEFINED 1,2,5 14,411
VIACOM INC NEW CL B 92553P20 701,146 17,055,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,055,365
VIAD CORP COM NEW 92552R40 25,895 670,852 SH DEFINED 1,2,5 670,852
VIASAT INC COM 92552V10 14,416 437,233 SH DEFINED 1,2,5,6 437,233
VIASYS HEALTHCARE
IN COM NEW 92553Q20 22,657 666,573 SH DEFINED 1,2,5 666,573
VICAL INC COM 92560210 98 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 186 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 6,304 629,185 SH DEFINED 1,2,6 629,185
VIEWPOINT CORP COM 92672P10 96 192,747 SH DEFINED 1,5 192,747
VIEWPOINT FINL
GROUP COM 92672710 2,247 129,516 SH DEFINED 1 129,516
VIGNETTE CORP COM NEW 92673440 10,885 586,167 SH DEFINED 1,2,5 586,167
VILLAGE SUPER MKT
IN CL A NEW 92710740 3,604 37,743 SH DEFINED 1,2 37,743
VINEYARD NATL
BANCOR COM 92742610 3,438 149,234 SH DEFINED 1 149,234
VION
PHARMACEUTICALS COM 92762410 48 28,831 SH DEFINED 1 28,831
VIRAGE LOGIC CORP COM 92763R10 1,814 249,522 SH DEFINED 1 249,522
VIRCO MFG CO COM 92765110 100 14,761 SH DEFINED 1 14,761
VIRGIN MEDIA INC COM 92769L10 95,699 3,790,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,790,072
VIRGINIA COMM
BANCOR COM 92778Q10 5,185 239,487 SH DEFINED 1,2,6 239,487
VIRGINIA FINL
GROUP COM 92781010 8,215 316,816 SH DEFINED 1,2 316,816
VIROPHARMA INC COM 92824110 26,229 1,827,799 SH DEFINED 1,2,5,6 1,827,799
VISHAY
INTERTECHNOLO COM 92829810 38,840 2,778,274 SH DEFINED 1,2,5,10,12 2,778,274
VISICU INC COM 92831L20 591 75,736 SH DEFINED 1 75,736
VISTA GOLD CORP COM NEW 92792620 170 22,700 SH DEFINED 1 22,700
VISTACARE INC CL A 92839Y10 1,837 211,129 SH DEFINED 1,5 211,129
VISTAPRINT LIMITED SHS G9376220 2,579 67,327 SH DEFINED 1,2,6 67,327
VISTEON CORP COM 92839U10 20,929 2,450,743 SH DEFINED 1,2,5,6 2,450,743
VITAL IMAGES INC COM 92846N10 9,017 271,118 SH DEFINED 1,2,5 271,118
VITAL SIGNS INC COM 92846910 13,039 250,854 SH DEFINED 1,2,6 250,854
VIVO
PARTICIPACOES S SPON ADR P 92855S10 112 31,958 SH DEFINED 1,2 31,958
VIVUS INC COM 92855110 207 40,400 SH DEFINED 1,5 40,400
VODAFONE GROUP
PLC N SPONS ADR 92857W20 11,721 436,380 SH DEFINED 1,2 436,380
VOLCANO
CORPORATION COM 92864510 4,688 260,300 SH DEFINED 1,2,6 260,300
VOLCOM INC COM 92864N10 7,660 222,931 SH DEFINED 1,2,6 222,931
VOLT INFORMATION
SCI COM 92870310 13,249 505,897 SH DEFINED 1,2,5 505,897
VOLTERRA
SEMICONDUCT COM 92870810 3,834 293,591 SH DEFINED 1 293,591
VOLVO AKTIEBOLAGET ADR B 92885640 1,462 17,388 SH DEFINED 1 17,388
VONAGE HLDGS CORP COM 92886T20 1,817 526,763 SH DEFINED 1,2,6 526,763
VORNADO RLTY TR SH BEN INT 92904210 596,988 5,002,416 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,002,416
VOTORANTIM
CELULOSE SPONSORED 92906P10 792 43,280 SH DEFINED 1,2,7 43,280
VULCAN MATLS CO COM 92916010 307,123 2,636,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,636,698
W & T OFFSHORE INC COM 92922P10 5,197 179,653 SH DEFINED 1,2,6 179,653
W HLDG CO INC COM 92925110 11,181 2,236,122 SH DEFINED 1,2,5 2,236,122
W P CAREY & CO LLC COM 92930Y10 1,077 32,278 SH DEFINED 1,2 32,278
WABASH NATL CORP COM 92956610 8,982 582,517 SH DEFINED 1,2 582,517
WABTEC CORP COM 92974010 32,383 938,897 SH DEFINED 1,2,6,12 938,897
WACHOVIA CORP 2ND
NE COM 92990310 3,189,208 57,932,936 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,932,936
WADDELL & REED
FINL CL A 93005910 49,849 2,137,611 SH DEFINED 1,2,5 2,137,611
WAL MART STORES
INC COM 93114210 3,372,906 71,840,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,840,383
WALGREEN CO COM 93142210 1,204,514 26,247,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,247,847
WALTER INDS INC COM 93317Q10 10,835 437,797 SH DEFINED 1,2 437,797
WARNACO GROUP INC COM NEW 93439040 37,748 1,329,149 SH DEFINED 1,2,6 1,329,149
WARNER CHILCOTT
LIMI COM CL A G9435N10 1,213 81,902 SH DEFINED 1,2 81,902
WARNER MUSIC
GROUP C COM 93455010 41,657 2,441,779 SH DEFINED 1,2,6,10 2,441,779
WARREN RES INC COM 93564A10 11,443 878,176 SH DEFINED 1,2,6 878,176
WASHINGTON FED INC COM 93882410 34,120 1,454,404 SH DEFINED 1,2,5 1,454,404
WASHINGTON GROUP
INT COM NEW 93886220 37,304 561,636 SH DEFINED 1,2,6,12 561,636
WASHINGTON MUT INC COM 93932210 1,051,989 26,052,234 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,052,234
WASHINGTON POST CO CL B 93964010 90,559 118,611 SH DEFINED 1,2,5,6,7,8,10,12,13,14 118,611
WASHINGTON REAL
ESTA SH BEN INT 93965310 45,655 1,220,075 SH DEFINED 1,2,3,5 1,220,075
WASHINGTON TR
BANCOR COM 94061010 5,785 215,781 SH DEFINED 1,2 215,781
WASTE CONNECTIONS
IN COM 94105310 44,316 1,480,160 SH DEFINED 1,2,5,6 1,480,160
WASTE INDUSTRIES
USA COM 94105710 2,498 90,942 SH DEFINED 1 90,942
WASTE MGMT INC DEL COM 94106L10 752,139 21,858,144 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,858,144
WASTE SERVICES
INC D COM NEW 94107520 5,520 555,374 SH DEFINED 1 555,374
WATERS CORP COM 94184810 251,844 4,342,131 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,342,131
WATSCO INC COM 94262220 23,056 451,462 SH DEFINED 1,2,6 451,462
WATSON
PHARMACEUTICA COM 94268310 76,340 2,888,388 SH DEFINED 1,2,5,6,10,12,13,14 2,888,388
WATSON WYATT
WORLDWI CL A 94271210 37,071 761,994 SH DEFINED 1,2,5,6,12 761,994
WATTS WATER
TECHNOLO CL A 94274910 18,420 484,346 SH DEFINED 1,2 484,346
WAUSAU PAPER CORP COM 94331510 11,434 796,267 SH DEFINED 1,2 796,267
WAUWATOSA HLDGS
INC COM 94348P10 2,221 127,043 SH DEFINED 1,2,6 127,043
WAVE SYSTEMS CORP COM NEW 94352630 43 15,939 SH DEFINED 1 15,939
WCA WASTE CORP COM 92926K10 154 20,300 SH DEFINED 1 20,300
WCI CMNTYS INC COM 92923C10 29,775 1,395,267 SH DEFINED 1,2 1,395,267
WD-40 CO COM 92923610 9,314 293,736 SH DEFINED 1,2 293,736
WEATHERFORD
INTERNAT COM G9508910 367,047 8,138,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,138,507
WEB COM INC COM NEW 94732Q10 75 17,202 SH DEFINED 1 17,202
WEBEX
COMMUNICATIONS COM 94767L10 46,784 822,790 SH DEFINED 1,2,5,6,12 822,790
WEBMD HEALTH CORP CL A 94770V10 3,257 61,882 SH DEFINED 1,2 61,882
WEBMETHODS INC COM 94768C10 6,792 944,650 SH DEFINED 1,2,6 944,650
WEBSENSE INC COM 94768410 35,344 1,537,356 SH DEFINED 1,2,5,6 1,537,356
WEBSIDESTORY INC COM 94768510 3,686 284,642 SH DEFINED 1 284,642
WEBSTER FINL CORP
CO COM 94789010 47,319 985,604 SH DEFINED 1,2,5 985,604
WEIGHT WATCHERS
INTL COM 94862610 26,765 580,701 SH DEFINED 1,2,5,12 580,701
WEINGARTEN RLTY
INVS SH BEN INT 94874110 96,113 2,020,871 SH DEFINED 1,2,3,5 2,020,871
WEIS MKTS INC COM 94884910 11,820 264,428 SH DEFINED 1,2,5 264,428
WELLCARE HEALTH
PLAN COM 94946T10 235,652 2,764,242 SH DEFINED 1,2,5,6,10,12 2,764,242
WELLMAN INC COM 94970210 164 45,547 SH DEFINED 1 45,547
WELLPOINT INC COM 94973V10 1,616,179 19,928,226 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,928,226
WELLS FARGO & CO
NEW COM 94974610 3,311,658 96,185,234 SH DEFINED 1,2,5,6,7,8,10,12,13,14 96,185,234
WELLSFORD REAL
PPTYS COM NEW 95024020 155 19,839 SH DEFINED 1,2 19,839
WENDYS INTL INC COM 95059010 82,754 2,643,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,643,913
WERNER
ENTERPRISES I COM 95075510 22,291 1,226,817 SH DEFINED 1,2,5 1,226,817
WESBANCO INC COM 95081010 17,361 562,394 SH DEFINED 1,2 562,394
WESCO FINL CORP COM 95081710 7,975 17,337 SH DEFINED 1,2,5,12 17,337
WESCO INTL INC COM 95082P10 35,952 572,671 SH DEFINED 1,2,5,6,12 572,671
WEST
BANCORPORATION CAP STK 95123P10 4,541 300,930 SH DEFINED 1,2 300,930
WEST COAST
BANCORP O COM 95214510 12,035 376,433 SH DEFINED 1,2 376,433
WEST MARINE INC COM 95423510 4,493 246,758 SH DEFINED 1,2,6 246,758
WEST
PHARMACEUTICAL COM 95530610 24,650 530,916 SH DEFINED 1,2,12 530,916
WESTAMERICA
BANCORPO COM 95709010 36,236 752,254 SH DEFINED 1,2,5 752,254
WESTAR ENERGY INC COM 95709T10 63,516 2,307,996 SH DEFINED 1,2,5 2,307,996
WESTELL
TECHNOLOGIES CL A 95754110 127 58,510 SH DEFINED 1,5 58,510
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF MARCH 31, 2007
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
------------------ ---------- -------- ----------- ----------- --- ---- ---------- ------------------------- ----------- ------ ----
WESTERN ALLIANCE
BAN COM 95763810 6,510 209,723 SH DEFINED 1,2,6 209,723
WESTERN DIGITAL
CORP COM 95810210 78,311 4,658,592 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,658,592
WESTERN REFNG INC COM 95931910 16,584 425,013 SH DEFINED 1,2 425,013
WESTERN UN CO COM 95980210 522,273 23,793,736 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,793,736
WESTFIELD
FINANCIAL COM 96008P10 2,113 197,063 SH DEFINED 1 197,063
WESTLAKE CHEM CORP COM 96041310 5,147 189,593 SH DEFINED 1,2 189,593
WESTMORELAND COAL
CO COM 96087810 2,723 135,115 SH DEFINED 1,2 135,115
WESTPAC BKG CORP SPONSORED 96121430 2,505 23,462 SH DEFINED 1 23,462
WESTWOOD ONE INC COM 96181510 11,721 1,706,103 SH DEFINED 1,2,5 1,706,103
WET SEAL INC CL A 96184010 8,807 1,344,550 SH DEFINED 1 1,344,550
WEYCO GROUP INC COM 96214910 4,017 154,613 SH DEFINED 1 154,613
WEYERHAEUSER CO COM 96216610 440,505 5,893,827 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,893,827
WGL HLDGS INC COM 92924F10 72,344 2,262,169 SH DEFINED 1,2,5,6 2,262,169
W-H ENERGY SVCS
INC COM 92925E10 28,467 609,053 SH DEFINED 1,2,5,6 609,053
WHEELING
PITTSBURGH COM NEW 96314230 5,154 217,578 SH DEFINED 1,2,5 217,578
WHIRLPOOL CORP COM 96332010 175,329 2,064,878 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,064,878
WHITE ELECTR
DESIGNS COM 96380110 514 77,110 SH DEFINED 1,5 77,110
WHITE MTNS INS
GROUP COM G9618E10 12,255 21,633 SH DEFINED 1,2,5,12 21,633
WHITING PETE CORP
NE COM 96638710 26,540 673,444 SH DEFINED 1,2 673,444
WHITNEY HLDG CORP COM 96661210 25,988 849,852 SH DEFINED 1,2,5,10 849,852
WHOLE FOODS MKT
INC COM 96683710 174,201 3,884,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,884,085
WILD OATS MARKETS
IN COM 96808B10 8,207 450,926 SH DEFINED 1,2,6 450,926
WILEY JOHN & SONS
IN CL A 96822320 52,411 1,387,997 SH DEFINED 1,2,5,6,10,12 1,387,997
WILLBROS GROUP
INC COM 96919910 207 9,200 SH DEFINED 1,5,6 9,200
WILLIAMS CLAYTON
ENE COM 96949010 6,092 214,742 SH DEFINED 1,2 214,742
WILLIAMS COS INC
DEL COM 96945710 513,997 18,060,335 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,060,335
WILLIAMS
PARTNERS L COM UNIT L 96950F10 1,104 23,129 SH DEFINED 1,2 23,129
WILLIAMS SCOTSMAN
IN COM 96950G10 9,030 459,295 SH DEFINED 1,2,6 459,295
WILLIAMS SONOMA
INC COM 96990410 73,613 2,075,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,075,953
WILLIS GROUP
HOLDING SHS G9665510 6,004 151,699 SH DEFINED 1,2,5,12 151,699
WILLOW FINANCIAL
BAN COM 97111W10 4,329 335,558 SH DEFINED 1,2 335,558
WILMINGTON TRUST
COR COM 97180710 48,679 1,154,354 SH DEFINED 1,2,5 1,154,354
WILSHIRE BANCORP
INC COM 97186T10 8,188 499,274 SH DEFINED 1,6 499,274
WILSHIRE
ENTERPRISES COM 97188910 86 17,686 SH DEFINED 1 17,686
WILSONS THE
LEATHER COM 97246310 62 41,294 SH DEFINED 1 41,294
WIMM BILL DANN
FOODS SPONSORED 97263M10 16,107 201,690 SH DEFINED 1,2,5,7 201,690
WIND RIVER
SYSTEMS I COM 97314910 16,422 1,652,142 SH DEFINED 1,2,5,6 1,652,142
WINDSTREAM CORP COM 97381W10 155,331 10,573,911 SH DEFINED 1,2,5,6,10,12,13,14 10,573,911
WINN DIXIE STORES
IN COM NEW 97428030 1,076 60,966 SH DEFINED 1,2 60,966
WINNEBAGO INDS INC COM 97463710 29,332 872,194 SH DEFINED 1,2,6 872,194
WINSTON HOTELS INC COM 97563A10 13,648 908,057 SH DEFINED 1,2,3,5 908,057
WINTHROP RLTY TR SH BEN INT 97639110 3,522 532,812 SH DEFINED 1,3 532,812
WINTRUST
FINANCIAL C COM 97650W10 20,862 467,646 SH DEFINED 1,2,6 467,646
WIPRO LTD SPON ADR 1 97651M10 1,443 91,591 SH DEFINED 1,2,5 91,591
WIRELESS
FACILITIES COM 97653A10 1,297 998,030 SH DEFINED 1,2 998,030
WIRELESS TELECOM
GRO COM 97652410 46 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY
COR COM 97665710 106,552 2,196,049 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,196,049
WITNESS SYS INC COM 97742410 14,304 530,775 SH DEFINED 1,2,6 530,775
WJ COMMUNICATIONS
IN COM 92928410 40 23,536 SH DEFINED 1 23,536
WMS INDS INC COM 92929710 17,266 440,012 SH DEFINED 1,2,6 440,012
WOLSELEY PLC SPONSORED 97786P10 243 10,214 SH DEFINED 1 10,214
WOLVERINE WORLD
WIDE COM 97809710 33,362 1,167,712 SH DEFINED 1,2,5,12 1,167,712
WOODWARD GOVERNOR
CO COM 98074510 35,428 860,538 SH DEFINED 1,2,5 860,538
WORLD ACCEP CORP
DEL COM 98141910 19,203 480,686 SH DEFINED 1,2,6 480,686
WORLD FUEL SVCS
CORP COM 98147510 21,312 460,705 SH DEFINED 1,2,6 460,705
WORLD WRESTLING
ENTM CL A 98156Q10 5,655 346,912 SH DEFINED 1,2 346,912
WORLDGATE
COMMUNICAT COM 98156L30 16 22,500 SH DEFINED 1,5 22,500
WORTHINGTON INDS
INC COM 98181110 37,730 1,833,324 SH DEFINED 1,2,5,6 1,833,324
WPP GROUP PLC SPON ADR 0 92930940 684 8,999 SH DEFINED 1 8,999
WRIGHT EXPRESS
CORP COM 98233Q10 32,014 1,055,513 SH DEFINED 1,2,6 1,055,513
WRIGHT MED GROUP
INC COM 98235T10 12,929 580,015 SH DEFINED 1,2,6 580,015
WRIGLEY WM JR CO COM 98252610 306,869 6,025,309 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,025,309
WSFS FINL CORP COM 92932810 11,023 170,951 SH DEFINED 1,2,5 170,951
WYETH COM 98302410 1,841,650 36,810,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,810,913
WYNDHAM WORLDWIDE
CO COM 98310W10 175,869 5,149,892 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,149,892
WYNN RESORTS LTD COM 98313410 61,317 646,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 646,392
XANSER CORP COM 98389J10 234 42,500 SH DEFINED 1,5 42,500
XCEL ENERGY INC COM 98389B10 329,899 13,361,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,361,629
XENOPORT INC COM 98411C10 8,890 319,109 SH DEFINED 1,2,6 319,109
XERIUM
TECHNOLOGIES COM 98416J10 1,686 210,172 SH DEFINED 1,2 210,172
XEROX CORP COM 98412110 1,064,384 63,018,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,018,618
XETHANOL CORP COM 98420A10 169 66,613 SH DEFINED 2,5 66,613
XILINX INC COM 98391910 225,443 8,761,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,761,854
XL CAP LTD CL A G9825510 325,892 4,658,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,658,266
XM SATELLITE
RADIO H CL A 98375910 55,230 4,274,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,274,734
XOMA LTD ORD G9825R10 283 98,041 SH DEFINED 1,5 98,041
X-RITE INC COM 98385710 5,804 448,167 SH DEFINED 1 448,167
XTO ENERGY INC COM 98385X10 607,517 11,084,048 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,084,048
YAHOO INC COM 98433210 993,638 31,755,754 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,755,754
YARDVILLE NATL
BANCO COM 98502110 5,806 159,913 SH DEFINED 1,2 159,913
YOUBET COM INC COM 98741310 103 34,173 SH DEFINED 1,5 34,173
YOUNG
BROADCASTING I CL A 98743410 75 18,745 SH DEFINED 1 18,745
YOUNG INNOVATIONS
IN COM 98752010 2,565 94,222 SH DEFINED 1,6 94,222
YRC WORLDWIDE INC COM 98424910 38,239 950,745 SH DEFINED 1,2,5 950,745
YUM BRANDS INC COM 98849810 581,357 10,065,053 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,065,053
ZALE CORP NEW COM 98885810 25,852 980,001 SH DEFINED 1,2,5 980,001
ZAPATA CORP COM PAR $ 98907060 141 19,760 SH DEFINED 1 19,760
ZAREBA SYSTEMS INC COM 98913110 81 16,900 SH DEFINED 1 16,900
ZEBRA
TECHNOLOGIES C CL A 98920710 63,698 1,649,790 SH DEFINED 1,2,5,8,12 1,649,790
ZENITH NATL INS
CORP COM 98939010 35,760 756,505 SH DEFINED 1,2 756,505
ZHONE
TECHNOLOGIES I COM 98950P10 2,137 1,723,128 SH DEFINED 1,5 1,723,128
ZILA INC COM PAR $0 98951320 109 51,800 SH DEFINED 1,5 51,800
ZIMMER HLDGS INC COM 98956P10 548,648 6,423,694 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,423,694
ZIONS
BANCORPORATION COM 98970110 257,953 3,051,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,051,973
ZIPREALTY INC COM 98974V10 1,631 230,300 SH DEFINED 1 230,300
ZIX CORP COM 98974P10 66 36,465 SH DEFINED 1 36,465
ZOLL MED CORP COM 98992210 13,583 509,664 SH DEFINED 1,2 509,664
ZOLTEK COS INC COM 98975W10 9,332 267,160 SH DEFINED 1,2,5,6 267,160
ZORAN CORP COM 98975F10 23,430 1,376,619 SH DEFINED 1,2,5 1,376,619
ZUMIEZ INC COM 98981710 8,912 222,144 SH DEFINED 1,2,6 222,144
ZYGO CORP COM 98985510 5,687 355,220 SH DEFINED 1,2 355,220
ZYMOGENETICS INC COM 98985T10 9,444 606,933 SH DEFINED 1,2,6 606,933
TOTAL
MARKET
VALUE 521,334,081