UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F Form 13F Cover Page Report for Calendar Year or Quarter Ended: September 30, 2008 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 Executive Vice President and Corporate Controller Telephone: 617-664-8697 Signature, Place, and Date of Signing: /s/ JAMES J. MALERBA --------------------------- Boston, Massachusetts November 12, 2008 [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: 11 Form 13F Information Table Entry Total: 3,864 Form 13F Information Table Value Total: 465,781,975 (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.] No. Form 13F File 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 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- 1ST SOURCE CORP COM 33690110 8,366 355,994 SH DEFINED 1,2 355,994 3COM CORP COM 88553510 22,742 9,760,404 SH DEFINED 1,2,5 9,760,404 3-D SYS CORP DEL COM NEW 88554D20 3,530 247,747 SH DEFINED 1,6 247,747 3M CO COM 88579Y10 3,621,645 53,017,784 SH DEFINED 1,2,5,6,7,8,10,12,13 53,017,784 3PAR INC COM 88580F10 2,410 374,167 SH DEFINED 1,6 374,167 4 KIDS ENTMT INC COM 35086510 221 31,318 SH DEFINED 1 31,318 8X8 INC NEW COM 28291410 36 41,863 SH DEFINED 1 41,863 99 CENTS ONLY STORES COM 65440K10 12,783 1,165,280 SH DEFINED 1,2,5,6 1,165,280 A C MOORE ARTS & CRA COM 00086T10 149 23,767 SH DEFINED 1,2,5 23,767 A D C TELECOMMUNICAT COM NEW 00088630 16,694 1,975,602 SH DEFINED 1,2,5,7,10 1,975,602 A H BELO CORP COM CL A 00128210 1,896 367,505 SH DEFINED 1,2,5 367,505 AAON INC COM PAR $0 00036020 3,786 208,120 SH DEFINED 1 208,120 AAR CORP COM 00036110 18,104 1,091,251 SH DEFINED 1,2,5,6 1,091,251 AARON RENTS INC COM 00253520 29,954 1,106,521 SH DEFINED 1,2,6 1,106,521 AASTROM BIOSCIENCES COM 00253U10 53 213,107 SH DEFINED 1,5 213,107 ABAXIS INC COM 00256710 7,260 368,533 SH DEFINED 1,2,6 368,533 ABB LTD SPONSORED 00037520 6,438 331,877 SH DEFINED 1,2 331,877 ABBOTT LABS COM 00282410 2,830,674 49,160,713 SH DEFINED 1,2,5,6,7,8,10,12,13 49,160,713 ABERCROMBIE & FITCH CL A 00289620 117,861 2,987,614 SH DEFINED 1,2,5,6,7,8,10,12,13 2,987,614 ABINGTON BANCORP INC COM 00350L10 3,475 343,383 SH DEFINED 1 343,383 ABIOMED INC COM 00365410 8,762 493,644 SH DEFINED 1,2,6 493,644 ABITIBIBOWATER INC COM 00368710 3,403 879,390 SH DEFINED 1,2,5 879,390 ABM INDS INC COM 00095710 17,043 780,366 SH DEFINED 1,2,5 780,366 ABRAXAS PETE CORP COM 00383010 1,412 541,007 SH DEFINED 1,2,5 541,007 ABRAXIS BIOSCIENCE I COM 00383Y10 5,193 75,308 SH DEFINED 1,2,5,6,10 75,308 ACACIA RESH CORP ACACIA TCH 00388130 118 39,133 SH DEFINED 1,5 39,133 ACADIA PHARMACEUTICA COM 00422510 1,557 581,111 SH DEFINED 1,2,5,6 581,111 ACADIA RLTY TR COM SH BEN 00423910 30,903 1,222,428 SH DEFINED 1,2,3,5 1,222,428 ACCELRYS INC COM 00430U10 1,539 280,415 SH DEFINED 1,5 280,415 ACCENTURE LTD BERMUD CL A G1150G11 374,782 9,862,674 SH DEFINED 1,2,5,7,8,10,12,13 9,862,674 ACCESS INTEGRATED TE CL A 00432910 52 36,032 SH DEFINED 1,5 36,032 ACCO BRANDS CORP COM 00081T10 7,181 952,389 SH DEFINED 1,2,5 952,389 ACCURAY INC COM 00439710 4,015 497,504 SH DEFINED 1,2,6 497,504 ACCURIDE CORP COM 00439810 760 474,689 SH DEFINED 1,6 474,689 ACE LTD SHS H0023R10 159,976 2,955,409 SH DEFINED 1,2,5,7,8,10,12,13 2,955,409 ACETO CORP COM 00444610 2,907 303,088 SH DEFINED 1 303,088 ACI WORLDWIDE INC COM 00449810 20,449 1,167,207 SH DEFINED 1,2,6,8 1,167,207 ACME COMMUNICATION I COM 00463110 21 22,503 SH DEFINED 1 22,503 ACME PACKET INC COM 00476410 2,028 354,011 SH DEFINED 1,2,6 354,011 ACORDA THERAPEUTICS COM 00484M10 15,235 638,787 SH DEFINED 1,2,6 638,787 ACTEL CORP COM 00493410 9,654 773,595 SH DEFINED 1,2 773,595 ACTIVE POWER INC COM 00504W10 44 74,230 SH DEFINED 1,5 74,230 ACTIVIDENTITY CORP COM 00506P10 103 45,355 SH DEFINED 1 45,355 ACTIVISION BLIZZARD COM 00507V10 130,641 8,466,706 SH DEFINED 1,2,5,7,8,10,12,13 8,466,706 ACTUANT CORP CL A NEW 00508X20 30,976 1,227,263 SH DEFINED 1,2,6 1,227,263 ACTUATE CORP COM 00508B10 3,373 963,590 SH DEFINED 1,5 963,590 ACUITY BRANDS INC COM 00508Y10 47,694 1,142,106 SH DEFINED 1,2,5,6 1,142,106 ACURA PHARMACEUTICAL COM NEW 00509L70 604 85,962 SH DEFINED 1 85,962 ACXIOM CORP COM 00512510 28,832 2,299,190 SH DEFINED 1,2,5,6 2,299,190 ADAPTEC INC COM 00651F10 7,617 2,322,279 SH DEFINED 1,2,5 2,322,279 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ADMINISTAFF INC COM 00709410 12,149 446,326 SH DEFINED 1,2,5,6 446,326 ADOBE SYS INC COM 00724F10 686,430 17,391,175 SH DEFINED 1,2,5,6,7,8,10,12,13 17,391,175 ADOLOR CORP COM 00724X10 2,183 632,765 SH DEFINED 1,5 632,765 ADTRAN INC COM 00738A10 38,861 1,993,919 SH DEFINED 1,2,5,6,7,8 1,993,919 ADVANCE AMER CASH AD COM 00739W10 3,283 1,098,147 SH DEFINED 1,2 1,098,147 ADVANCE AUTO PARTS I COM 00751Y10 116,157 2,928,812 SH DEFINED 1,2,5,7,8,10,12,13 2,928,812 ADVANCED ANALOGIC TE COM 00752J10 3,262 701,556 SH DEFINED 1,2,6 701,556 ADVANCED BATTERY TEC COM 00752H10 1,925 596,091 SH DEFINED 1,2 596,091 ADVANCED ENERGY INDS COM 00797310 8,407 614,528 SH DEFINED 1,2,6 614,528 ADVANCED MEDICAL OPT COM 00763M10 18,431 1,036,596 SH DEFINED 1,2,5,6,8,10 1,036,596 ADVANCED MICRO DEVIC NOTE 6.00 007903AL 316 650,000 SH DEFINED 1 650,000 ADVANCED MICRO DEVIC COM 00790310 98,811 18,821,226 SH DEFINED 1,2,5,6,7,8,10,12,13 18,821,226 ADVANCED SEMICONDUCT SPONSORED 00756M40 14,765 5,813,074 SH DEFINED 1,4,5,6 5,813,074 ADVANTA CORP CL A 00794210 50 10,227 SH DEFINED 1 10,227 ADVANTA CORP CL B 00794220 5,473 665,013 SH DEFINED 1,2 665,013 ADVANTEST CORP SPON ADR N 00762U20 327 15,320 SH DEFINED 1 15,320 ADVENT SOFTWARE INC COM 00797410 15,270 433,444 SH DEFINED 1,2,5,6 433,444 ADVENTRX PHARMACEUTI COM 00764X10 17 87,759 SH DEFINED 1,5 87,759 ADVISORY BRD CO COM 00762W10 8,172 270,943 SH DEFINED 1,2,6 270,943 AECOM TECHNOLOGY COR COM 00766T10 22,302 912,539 SH DEFINED 1,2,5,6,10 912,539 AEGON N V NY REGISTR 00792410 851 96,922 SH DEFINED 1,2 96,922 AEP INDS INC COM 00103110 1,705 85,258 SH DEFINED 1 85,258 AEROPOSTALE COM 00786510 110,900 3,453,764 SH DEFINED 1,2,5,6,7,8,10 3,453,764 AEROVIRONMENT INC COM 00807310 4,545 142,253 SH DEFINED 1,2,6 142,253 AES CORP COM 00130H10 355,088 30,375,363 SH DEFINED 1,2,5,6,7,8,10,12,13 30,375,363 AETNA INC NEW COM 00817Y10 1,021,846 28,298,156 SH DEFINED 1,2,5,6,7,8,10,12,13 28,298,156 AFC ENTERPRISES INC COM 00104Q10 4,037 556,027 SH DEFINED 1,2,6 556,027 AFFILIATED COMPUTER CL A 00819010 193,534 3,822,512 SH DEFINED 1,2,5,6,7,8,10,12,13 3,822,512 AFFILIATED MANAGERS COM 00825210 63,632 768,036 SH DEFINED 1,2,5,6,7,10 768,036 AFFYMAX INC COM 00826A10 3,358 169,155 SH DEFINED 1,2,6 169,155 AFFYMETRIX INC COM 00826T10 16,194 2,092,197 SH DEFINED 1,2,5,6,8 2,092,197 AFLAC INC COM 00105510 1,025,128 17,448,987 SH DEFINED 1,2,5,6,7,8,10,12,13 17,448,987 AGCO CORP COM 00108410 75,455 1,770,824 SH DEFINED 1,2,5,7,8,10,12,13 1,770,824 AGFEED INDUSTRIES IN COM 00846L10 1,975 250,058 SH DEFINED 1 250,058 AGILENT TECHNOLOGIES COM 00846U10 329,589 11,112,235 SH DEFINED 1,2,5,6,7,8,10,12,13 11,112,235 AGILYSYS INC COM 00847J10 5,767 571,582 SH DEFINED 1,2 571,582 AGL RES INC COM 00120410 40,998 1,306,502 SH DEFINED 1,2,5,10 1,306,502 AGREE REALTY CORP COM 00849210 3,985 139,347 SH DEFINED 1,2,3 139,347 AGRIUM INC COM 00891610 337 6,017 SH DEFINED 1 6,017 AIR METHODS CORP COM PAR $. 00912830 5,431 191,845 SH DEFINED 1,2,6 191,845 AIR PRODS & CHEMS IN COM 00915810 508,658 7,426,750 SH DEFINED 1,2,5,6,7,8,10,12,13 7,426,750 AIR TRANSPORT SERVIC COM 00922R10 44 59,583 SH DEFINED 1,2 59,583 AIRCASTLE LTD COM G0129K10 6,560 661,939 SH DEFINED 1,2 661,939 AIRGAS INC COM 00936310 63,193 1,272,777 SH DEFINED 1,2,5,7,10 1,272,777 AIRSPAN NETWORKS INC COM 00950H10 6 17,069 SH DEFINED 1 17,069 AIRTRAN HLDGS INC COM 00949P10 6,066 2,496,285 SH DEFINED 1,2,6 2,496,285 AIRVANA INC COM 00950V10 1,706 289,647 SH DEFINED 1,2 289,647 AK STL HLDG CORP COM 00154710 144,132 5,560,655 SH DEFINED 1,2,5,6,7,8,10,12,13 5,560,655 AKAMAI TECHNOLOGIES COM 00971T10 87,966 5,043,930 SH DEFINED 1,2,5,6,7,8,10,12,13 5,043,930 AKEENA SOLAR INC DE COM 00972010 961 253,675 SH DEFINED 1 253,675 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- AKORN INC COM 00972810 4,088 796,844 SH DEFINED 1,2,5,6 796,844 ALAMO GROUP INC COM 01131110 1,395 81,816 SH DEFINED 1 81,816 ALASKA AIR GROUP INC COM 01165910 23,150 1,135,361 SH DEFINED 1,2 1,135,361 ALASKA COMMUNICATION COM 01167P10 8,995 735,458 SH DEFINED 1,2 735,458 ALBANY INTL CORP CL A 01234810 16,472 602,716 SH DEFINED 1,2 602,716 ALBANY MOLECULAR RES COM 01242310 15,809 873,927 SH DEFINED 1,2,5 873,927 ALBEMARLE CORP COM 01265310 49,224 1,596,097 SH DEFINED 1,2,5,10 1,596,097 ALBERTO CULVER CO NE COM 01307810 45,392 1,666,355 SH DEFINED 1,2,5,6,7,10,12 1,666,355 ALCATEL-LUCENT SPONSORED 01390430 5,735 1,493,570 SH DEFINED 1,2,5,8,12 1,493,570 ALCOA INC COM 01381710 784,833 34,757,887 SH DEFINED 1,2,5,6,7,8,10,12,13 34,757,887 ALCON INC COM SHS H0130110 28,424 175,990 SH DEFINED 1,2,5,7,8,10,12 175,990 ALESCO FINL INC COM 01448510 45 50,524 SH DEFINED 1 50,524 ALEXANDER & BALDWIN COM 01448210 28,899 656,346 SH DEFINED 1,2,5,10 656,346 ALEXANDERS INC COM 01475210 32,516 81,290 SH DEFINED 1,2,3,5,6 81,290 ALEXANDRIA REAL ESTA COM 01527110 112,092 996,373 SH DEFINED 1,2,3,5,10 996,373 ALEXION PHARMACEUTIC COM 01535110 89,983 2,289,642 SH DEFINED 1,2,5,6,7,8 2,289,642 ALEXZA PHARMACEUTICA COM 01538410 1,253 253,625 SH DEFINED 1 253,625 ALFACELL CORP COM 01540410 25 36,709 SH DEFINED 1,2 36,709 ALICO INC COM 01623010 2,659 56,066 SH DEFINED 1,2 56,066 ALIGN TECHNOLOGY INC COM 01625510 11,067 1,021,922 SH DEFINED 1,2,5,6 1,021,922 ALKERMES INC COM 01642T10 49,503 3,722,013 SH DEFINED 1,2,5,6 3,722,013 ALLEGHANY CORP DEL COM 01717510 20,601 56,440 SH DEFINED 1,2,5,10 56,440 ALLEGHENY ENERGY INC COM 01736110 216,334 5,883,424 SH DEFINED 1,2,5,6,7,8,10,12 5,883,424 ALLEGHENY TECHNOLOGI COM 01741R10 117,013 3,959,846 SH DEFINED 1,2,5,6,7,8,10,12,13 3,959,846 ALLEGIANT TRAVEL CO COM 01748X10 8,607 243,673 SH DEFINED 1,2,6 243,673 ALLERGAN INC COM 01849010 486,126 9,439,341 SH DEFINED 1,2,5,6,7,8,10,12,13 9,439,341 ALLETE INC COM NEW 01852230 23,233 522,097 SH DEFINED 1,2,5 522,097 ALLIANCE DATA SYSTEM COM 01858110 141,579 2,233,814 SH DEFINED 1,2,5,7,8,10,12,13 2,233,814 ALLIANCE FIBER OPTIC COM 01868010 11 10,771 SH DEFINED 1 10,771 ALLIANCE IMAGING INC COM NEW 01860620 7,792 758,690 SH DEFINED 1,2,6 758,690 ALLIANCE ONE INTL IN COM 01877210 8,143 2,142,878 SH DEFINED 1,2,5,6 2,142,878 ALLIANCE RES PARTNER UT LTD PAR 01877R10 990 31,422 SH DEFINED 1,2 31,422 ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 4,564 123,326 SH DEFINED 1,2,5 123,326 ALLIANT ENERGY CORP COM 01880210 72,893 2,263,043 SH DEFINED 1,2,5,7,8,10,12,13 2,263,043 ALLIANT TECHSYSTEMS COM 01880410 68,605 730,307 SH DEFINED 1,2,5,6,10,12 730,307 ALLIANZ SE SP ADR 1/1 01880510 3,078 224,505 SH DEFINED 1,2 224,505 ALLIED CAP CORP NEW COM 01903Q10 47,989 4,443,391 SH DEFINED 1,2,5,7,8,10,12,13 4,443,391 ALLIED HEALTHCARE IN COM 01923A10 52 27,326 SH DEFINED 1 27,326 ALLIED IRISH BKS P L SPON ADR O 01922840 827 50,309 SH DEFINED 1 50,309 ALLIED NEVADA GOLD C COM 01934410 3,511 613,819 SH DEFINED 1 613,819 ALLIED WASTE INDS IN COM PAR$.0 01958930 108,317 9,749,505 SH DEFINED 1,2,5,6,7,10,13 9,749,505 ALLIED WRLD ASSUR CO SHS G0219G20 22,063 621,152 SH DEFINED 1,2,5,7,10 621,152 ALLION HEALTHCARE IN COM 01961510 229 38,445 SH DEFINED 1,5 38,445 ALLIS CHALMERS ENERG COM PAR $. 01964550 5,468 432,238 SH DEFINED 1,2,5,6 432,238 ALLOS THERAPEUTICS I COM 01977710 6,612 892,293 SH DEFINED 1,2,5,6 892,293 ALLOY INC NEW COM 01985530 112 14,486 SH DEFINED 1 14,486 ALLSCRIPTS HEALTHCAR COM 01988P10 12,929 1,039,286 SH DEFINED 1,2,6,8 1,039,286 ALLSTATE CORP COM 02000210 981,508 21,281,603 SH DEFINED 1,2,5,6,7,8,10,12,13 21,281,603 ALMOST FAMILY INC COM 02040910 3,073 77,708 SH DEFINED 1 77,708 ALNYLAM PHARMACEUTIC COM 02043Q10 25,480 880,155 SH DEFINED 1,2,5,6 880,155 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ALON USA ENERGY INC COM 02052010 2,850 211,424 SH DEFINED 1,2,6 211,424 ALPHA NATURAL RESOUR COM 02076X10 60,643 1,179,132 SH DEFINED 1,2,5,7,8,10,12,13 1,179,132 ALPHARMA INC CL A 02081310 30,628 830,245 SH DEFINED 1,2,5,6 830,245 ALPHATEC HOLDINGS IN COM 02081G10 1,220 265,172 SH DEFINED 1 265,172 ALTAIR NANOTECHNOLOG COM 02137310 262 109,119 SH DEFINED 1,5 109,119 ALTERA CORP COM 02144110 215,836 10,436,948 SH DEFINED 1,2,5,6,7,8,10,12,13 10,436,948 ALTRA HOLDINGS INC COM 02208R10 6,599 447,077 SH DEFINED 1,2 447,077 ALTRIA GROUP INC COM 02209S10 1,758,226 88,620,267 SH DEFINED 1,2,5,6,7,8,10,12,13 88,620,267 ALTUS PHARMACEUTICAL COM 02216N10 25 22,360 SH DEFINED 1 22,360 ALUMINA LTD SPONSORED 02220510 283 28,016 SH DEFINED 1 28,016 ALVARION LTD SHS M0861T10 240 41,236 SH DEFINED 1,2 41,236 AMAG PHARMACEUTICALS COM 00163U10 10,628 274,416 SH DEFINED 1,2,5,6 274,416 AMAZON COM INC COM 02313510 710,653 9,767,086 SH DEFINED 1,2,5,6,7,8,10,12,13 9,767,086 AMB PROPERTY CORP COM 00163T10 164,532 3,632,059 SH DEFINED 1,2,3,5,7,8,10,12,13 3,632,059 AMBAC FINL GROUP INC COM 02313910 12,919 5,544,849 SH DEFINED 1,2,5,12 5,544,849 AMBASSADORS GROUP IN COM 02317710 5,234 328,991 SH DEFINED 1,2,6 328,991 AMCOL INTL CORP COM 02341W10 13,768 440,441 SH DEFINED 1,2 440,441 AMCOMP INC COM 02342J10 1,549 133,546 SH DEFINED 1 133,546 AMCORE FINL INC COM 02391210 3,575 381,524 SH DEFINED 1,2,5 381,524 AMDOCS LTD ORD G0260210 46,382 1,693,995 SH DEFINED 1,5,10,12 1,693,995 AMEDISYS INC COM 02343610 34,758 714,152 SH DEFINED 1,2,6,7 714,152 AMERCO COM 02358610 8,279 197,441 SH DEFINED 1,2,6 197,441 AMEREN CORP COM 02360810 284,760 7,295,926 SH DEFINED 1,2,5,6,7,8,10,12,13 7,295,926 AMERICA MOVIL SAB DE SPON ADR L 02364W10 150,330 3,242,657 SH DEFINED 1,2,4,5,7 3,242,657 AMERICA SVC GROUP IN COM 02364L10 130 13,673 SH DEFINED 1,5 13,673 AMERICAN APPAREL INC COM 02385010 3,665 446,913 SH DEFINED 1,2,6 446,913 AMERICAN AXLE & MFG COM 02406110 5,622 1,048,869 SH DEFINED 1,2,5 1,048,869 AMERICAN CAMPUS CMNT COM 02483510 42,128 1,243,445 SH DEFINED 1,2,3 1,243,445 AMERICAN CAP LTD COM 02503Y10 185,913 7,287,836 SH DEFINED 1,2,5,6,7,8,10,12,13 7,287,836 AMERICAN CAPITAL AGE COM 02503X10 2,317 133,753 SH DEFINED 1 133,753 AMERICAN COMMERCIAL COM NEW 02519520 7,497 704,647 SH DEFINED 1,2,6 704,647 AMERICAN DAIRY INC COM 02533410 726 69,445 SH DEFINED 1 69,445 AMERICAN EAGLE OUTFI COM 02553E10 74,960 4,915,421 SH DEFINED 1,2,5,7,8,10,12,13 4,915,421 AMERICAN ECOLOGY COR COM NEW 02553340 6,775 244,843 SH DEFINED 1,2,6 244,843 AMERICAN ELEC PWR IN COM 02553710 586,292 15,832,897 SH DEFINED 1,2,5,6,7,8,10,12,13 15,832,897 AMERICAN EQTY INVT L COM 02567620 10,495 1,399,287 SH DEFINED 1,2 1,399,287 AMERICAN EXPRESS CO COM 02581610 1,804,918 50,943,206 SH DEFINED 1,2,5,6,7,8,10,12,13 50,943,206 AMERICAN FINL GROUP COM 02593210 40,694 1,379,463 SH DEFINED 1,2,5,7,10 1,379,463 AMERICAN GREETINGS C CL A 02637510 27,394 1,791,617 SH DEFINED 1,2,5 1,791,617 AMERICAN INTL GROUP COM 02687410 317,533 95,355,366 SH DEFINED 1,2,5,6,7,8,10,12,13 95,355,366 AMERICAN INTL GROUP UNIT 99/99 02687411 115 13,350 SH DEFINED 1 13,350 AMERICAN LD LEASE IN COM 02711810 617 31,768 SH DEFINED 1,2,3,5 31,768 AMERICAN MED SYS HLD COM 02744M10 26,722 1,504,614 SH DEFINED 1,2,6 1,504,614 AMERICAN NATL INS CO COM 02859110 14,058 162,842 SH DEFINED 1,2,5,10 162,842 AMERICAN OIL & GAS I COM 02872310 1,260 482,588 SH DEFINED 1 482,588 AMERICAN ORIENTAL BI COM 02873110 6,474 997,476 SH DEFINED 1,2,6 997,476 AMERICAN PHYSICIANS COM 02888410 12,005 283,595 SH DEFINED 1,2 283,595 AMERICAN PUBLIC EDUC COM 02913V10 7,922 164,083 SH DEFINED 1,2,6 164,083 AMERICAN RAILCAR IND COM 02916P10 2,382 148,504 SH DEFINED 1,2,6 148,504 AMERICAN REPROGRAPHI COM 02926310 10,358 600,468 SH DEFINED 1,2,6 600,468 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- AMERICAN SAFETY INS ORD G0299510 1,606 106,257 SH DEFINED 1 106,257 AMERICAN SCIENCE & E COM 02942910 8,289 138,780 SH DEFINED 1,2,6 138,780 AMERICAN SOFTWARE IN CL A 02968310 1,370 251,322 SH DEFINED 1 251,322 AMERICAN STS WTR CO COM 02989910 15,558 404,111 SH DEFINED 1,2 404,111 AMERICAN SUPERCONDUC COM 03011110 15,866 673,136 SH DEFINED 1,2,5,6 673,136 AMERICAN TECHNOLOGY COM NEW 03014520 17 30,893 SH DEFINED 1,2 30,893 AMERICAN TOWER CORP CL A 02991220 440,450 12,244,923 SH DEFINED 1,2,5,6,7,8,10,12,13 12,244,923 AMERICAN VANGUARD CO COM 03037110 4,123 273,420 SH DEFINED 1,2,6 273,420 AMERICAN WOODMARK CO COM 03050610 6,197 276,037 SH DEFINED 1,2 276,037 AMERICAN WTR WKS CO COM 03042010 11,579 538,578 SH DEFINED 1,2,10 538,578 AMERICANWEST BANCORP COM 03058P10 21 16,068 SH DEFINED 1 16,068 AMERICAS CAR MART IN COM 03062T10 2,489 133,867 SH DEFINED 1,5 133,867 AMERICREDIT CORP COM 03060R10 20,916 2,064,749 SH DEFINED 1,2,5,10 2,064,749 AMERIGAS PARTNERS L UNIT L P I 03097510 1,294 42,537 SH DEFINED 1,2 42,537 AMERIGON INC COM 03070L30 2,104 319,765 SH DEFINED 1,5 319,765 AMERIGROUP CORP COM 03073T10 42,809 1,696,095 SH DEFINED 1,2,5,13 1,696,095 AMERIPRISE FINL INC COM 03076C10 363,681 9,520,454 SH DEFINED 1,2,5,6,7,8,10,12,13 9,520,454 AMERIS BANCORP COM 03076K10 3,948 265,840 SH DEFINED 1 265,840 AMERISAFE INC COM 03071H10 6,040 331,851 SH DEFINED 1,2 331,851 AMERISOURCEBERGEN CO COM 03073E10 213,408 5,668,214 SH DEFINED 1,2,5,6,7,8,10,12,13 5,668,214 AMERISTAR CASINOS IN COM 03070Q10 6,310 444,647 SH DEFINED 1,2,5 444,647 AMERITYRE CORP COM 03073V10 13 12,400 SH DEFINED 1 12,400 AMERON INTL INC COM 03071010 10,766 150,261 SH DEFINED 1,2 150,261 AMES NATL CORP COM 03100110 1,771 68,247 SH DEFINED 1 68,247 AMETEK INC NEW COM 03110010 72,766 1,784,804 SH DEFINED 1,2,5,10 1,784,804 AMGEN INC NOTE 0.12 031162AN 916 1,000,000 SH DEFINED 1 1,000,000 AMGEN INC COM 03116210 2,183,895 36,846,558 SH DEFINED 1,2,5,6,7,8,10,12,13 36,846,558 AMICAS INC COM 00171210 111 45,523 SH DEFINED 1 45,523 AMICUS THERAPEUTICS COM 03152W10 3,274 216,506 SH DEFINED 1,2 216,506 AMKOR TECHNOLOGY INC COM 03165210 19,194 3,013,195 SH DEFINED 1,2,5,6 3,013,195 AMN HEALTHCARE SERVI COM 00174410 13,144 748,119 SH DEFINED 1,2,6 748,119 AMPAL AMERN ISRAEL C CL A 03201510 843 272,782 SH DEFINED 1 272,782 AMPCO-PITTSBURGH COR COM 03203710 5,087 196,392 SH DEFINED 1,2,6 196,392 AMPHENOL CORP NEW CL A 03209510 210,745 5,250,240 SH DEFINED 1,2,5,6,7,8,10,12,13 5,250,240 AMR CORP COM 00176510 40,203 4,094,040 SH DEFINED 1,2,5,7,10 4,094,040 AMREP CORP NEW COM 03215910 1,105 26,063 SH DEFINED 1 26,063 AMSURG CORP COM 03232P40 16,886 662,961 SH DEFINED 1,2 662,961 AMTRUST FINANCIAL SE COM 03235930 7,761 571,079 SH DEFINED 1,2,6 571,079 AMYLIN PHARMACEUTICA COM 03234610 59,551 2,945,136 SH DEFINED 1,2,5,7,8,10,12,13 2,945,136 ANADARKO PETE CORP COM 03251110 856,765 17,661,615 SH DEFINED 1,2,5,6,7,8,10,12,13 17,661,615 ANADIGICS INC COM 03251510 2,725 969,728 SH DEFINED 1,2,5,6 969,728 ANADYS PHARMACEUTICA COM 03252Q40 85 31,929 SH DEFINED 1 31,929 ANALOG DEVICES INC COM 03265410 263,554 10,002,062 SH DEFINED 1,2,5,6,7,8,10,12,13 10,002,062 ANALOGIC CORP COM PAR $0 03265720 13,174 264,760 SH DEFINED 1,2,6 264,760 ANALYSTS INTL CORP COM 03268110 19 17,048 SH DEFINED 1 17,048 ANAREN INC COM 03274410 2,731 269,039 SH DEFINED 1,2 269,039 ANCHOR BANCORP WIS I COM 03283910 2,995 407,429 SH DEFINED 1,2 407,429 ANDERSONS INC COM 03416410 10,520 298,685 SH DEFINED 1,2 298,685 ANESIVA INC COM COM 03460L10 16 10,685 SH DEFINED 1 10,685 ANGIODYNAMICS INC COM 03475V10 8,343 528,062 SH DEFINED 1,2 528,062 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ANGLO AMERN PLC ADR NEW 03485P20 229 13,696 SH DEFINED 1 13,696 ANHEUSER BUSCH COS I COM 03522910 1,540,669 23,746,435 SH DEFINED 1,2,5,6,7,8,10,12,13 23,746,435 ANIKA THERAPEUTICS I COM 03525510 80 11,120 SH DEFINED 1,5 11,120 ANIMAL HEALTH INTL I COM 03525N10 114 13,820 SH DEFINED 1 13,820 ANIXTER INTL INC COM 03529010 35,121 590,162 SH DEFINED 1,2,5 590,162 ANNALY CAP MGMT INC COM 03571040 164,223 12,209,893 SH DEFINED 1,2,5,7,8,10,12,13 12,209,893 ANNTAYLOR STORES COR COM 03611510 50,179 2,431,160 SH DEFINED 1,2,5,7,10 2,431,160 ANSYS INC COM 03662Q10 62,617 1,653,464 SH DEFINED 1,2,5,6,7,8,10 1,653,464 ANTHRACITE CAP INC COM 03702310 7,889 1,471,795 SH DEFINED 1,2 1,471,795 ANTIGENICS INC DEL COM 03703210 39 24,522 SH DEFINED 1 24,522 ANWORTH MORTGAGE ASS COM 03734710 11,164 1,885,875 SH DEFINED 1,2 1,885,875 AON CORP COM 03738910 732,376 16,289,500 SH DEFINED 1,2,5,6,7,8,10,12,13 16,289,500 APAC CUSTOMER SERVIC COM 00185E10 29 13,595 SH DEFINED 1 13,595 APACHE CORP COM 03741110 1,456,037 13,962,765 SH DEFINED 1,2,5,6,7,8,10,12,13 13,962,765 APARTMENT INVT & MGM CL A 03748R10 242,519 6,925,157 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,925,157 APCO ARGENTINA INC C ORD 03748910 2,096 74,047 SH DEFINED 1,2 74,047 APEX SILVER MINES LT ORD G0407410 1,323 769,450 SH DEFINED 1,2,5,6 769,450 APOGEE ENTERPRISES I COM 03759810 17,593 1,170,533 SH DEFINED 1,2 1,170,533 APOLLO GROUP INC CL A 03760410 254,558 4,292,714 SH DEFINED 1,2,5,6,7,8,10,12,13 4,292,714 APOLLO INVT CORP COM 03761U10 53,542 3,140,291 SH DEFINED 1,2,5 3,140,291 APPLE INC COM 03783310 3,232,833 28,443,018 SH DEFINED 1,2,5,6,7,8,10,12,13 28,443,018 APPLIED BIOSYSTEMS I COM 03814910 239,005 6,978,245 SH DEFINED 1,2,5,6,7,8,10,12,13 6,978,245 APPLIED ENERGETICS I COM 03819M10 41 48,138 SH DEFINED 1,6 48,138 APPLIED INDL TECHNOL COM 03820C10 31,860 1,183,061 SH DEFINED 1,2 1,183,061 APPLIED MATLS INC COM 03822210 644,218 42,578,880 SH DEFINED 1,2,5,6,7,8,10,12,13 42,578,880 APPLIED MICRO CIRCUI COM NEW 03822W40 7,171 1,199,246 SH DEFINED 1,2,5,6 1,199,246 APPLIED SIGNAL TECHN COM 03823710 4,442 255,558 SH DEFINED 1,2 255,558 APPROACH RESOURCES I COM 03834A10 1,586 109,699 SH DEFINED 1,6 109,699 APRIA HEALTHCARE GRO COM 03793310 25,895 1,419,656 SH DEFINED 1,2,5 1,419,656 APTARGROUP INC COM 03833610 44,673 1,142,233 SH DEFINED 1,2,5,10 1,142,233 AQUA AMERICA INC COM 03836W10 44,789 2,519,044 SH DEFINED 1,2,5,7,8,10,12,13 2,519,044 ARACRUZ CELULOSE S A SPON ADR P 03849620 437 11,908 SH DEFINED 1,2 11,908 ARBITRON INC COM 03875Q10 21,965 491,497 SH DEFINED 1,2,5,6 491,497 ARBOR RLTY TR INC COM 03892310 3,155 315,534 SH DEFINED 1,2 315,534 ARCADIA RES INC COM 03920910 11 49,960 SH DEFINED 1,5 49,960 ARCELORMITTAL SA LUX NY REGISTR 03938L10 320 6,475 SH DEFINED 1 6,475 ARCH CAP GROUP LTD ORD G0450A10 92,745 1,269,964 SH DEFINED 1,2,5,10 1,269,964 ARCH CHEMICALS INC COM 03937R10 17,457 494,529 SH DEFINED 1,2 494,529 ARCH COAL INC COM 03938010 101,989 3,100,897 SH DEFINED 1,2,5,7,8,10,12,13 3,100,897 ARCHER DANIELS MIDLA NOTE 0.87 039483AW 404 500,000 SH DEFINED 1 500,000 ARCHER DANIELS MIDLA COM 03948310 472,893 21,583,426 SH DEFINED 1,2,5,6,7,8,10,12,13 21,583,426 ARCSIGHT INC COM 03966610 776 101,727 SH DEFINED 1 101,727 ARCTIC CAT INC COM 03967010 507 55,448 SH DEFINED 1 55,448 ARDEA BIOSCIENCES IN COM 03969P10 1,894 136,937 SH DEFINED 1 136,937 ARDEN GROUP INC CL A 03976210 3,977 27,311 SH DEFINED 1,2 27,311 ARENA PHARMACEUTICAL COM 04004710 6,156 1,231,281 SH DEFINED 1,2,5,6,8 1,231,281 ARENA RESOURCES INC COM 04004910 25,897 666,585 SH DEFINED 1,2,5,6 666,585 ARES CAP CORP COM 04010L10 15,264 1,463,452 SH DEFINED 1,2 1,463,452 ARGO GROUP INTL HLDG COM G0464B10 19,019 516,114 SH DEFINED 1,2,5 516,114 ARGON ST INC COM 04014910 5,932 252,547 SH DEFINED 1,2 252,547 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ARIAD PHARMACEUTICAL COM 04033A10 2,751 1,113,563 SH DEFINED 1,2,5 1,113,563 ARIBA INC COM NEW 04033V20 21,287 1,506,498 SH DEFINED 1,2,5 1,506,498 ARKANSAS BEST CORP D COM 04079010 21,645 642,481 SH DEFINED 1,2 642,481 ARLINGTON TANKERS LT COM G0489910 2,562 166,588 SH DEFINED 1 166,588 ARM HLDGS PLC SPONSORED 04206810 153 29,474 SH DEFINED 1 29,474 ARMSTRONG WORLD INDS COM 04247X10 10,528 364,282 SH DEFINED 1,2,7,8,10 364,282 ARQULE INC COM 04269E10 2,183 678,030 SH DEFINED 1,2 678,030 ARRAY BIOPHARMA INC COM 04269X10 5,242 682,517 SH DEFINED 1,2,5,6 682,517 ARRIS GROUP INC COM 04269Q10 21,703 2,807,691 SH DEFINED 1,2,5,8 2,807,691 ARROW ELECTRS INC COM 04273510 112,155 4,277,459 SH DEFINED 1,2,5,7,8,10,12,13 4,277,459 ARROW FINL CORP COM 04274410 4,763 161,950 SH DEFINED 1,2,5 161,950 ARROWHEAD RESH CORP COM 04279710 16 15,010 SH DEFINED 1,5 15,010 ART TECHNOLOGY GROUP COM 04289L10 7,250 2,059,683 SH DEFINED 1,2,5,6 2,059,683 ARTESIAN RESOURCES C CL A 04311320 234 13,973 SH DEFINED 1 13,973 ARTHROCARE CORP COM 04313610 16,090 580,461 SH DEFINED 1,2,6 580,461 ARUBA NETWORKS INC COM 04317610 3,736 728,213 SH DEFINED 1,2,6 728,213 ARVINMERITOR INC COM 04335310 24,769 1,899,441 SH DEFINED 1,2,5 1,899,441 ASBURY AUTOMOTIVE GR COM 04343610 9,153 794,543 SH DEFINED 1,2,5 794,543 ASCENT SOLAR TECHNOL COM 04363510 378 62,096 SH DEFINED 1 62,096 ASHFORD HOSPITALITY COM SHS 04410310 16,720 4,128,407 SH DEFINED 1,2,3 4,128,407 ASHLAND INC NEW COM 04420910 60,808 2,079,627 SH DEFINED 1,2,5,6,10,12,13 2,079,627 ASHWORTH INC COM 04516H10 168 50,055 SH DEFINED 1,5 50,055 ASIAINFO HLDGS INC COM 04518A10 5,389 587,070 SH DEFINED 1,2,6 587,070 ASML HOLDING N V NY REG SHS N0705918 179 10,168 SH DEFINED 1 10,168 ASPECT MED SYS INC COM 04523510 65 12,517 SH DEFINED 1 12,517 ASPEN INSURANCE HOLD SHS G0538410 81,952 2,980,066 SH DEFINED 1,2,7,8,13 2,980,066 ASPENBIO PHARMA INC COM 04534610 92 14,678 SH DEFINED 1 14,678 ASSET ACCEP CAP CORP COM 04543P10 2,394 227,162 SH DEFINED 1,2 227,162 ASSISTED LIVING CONC CL A 04544X10 5,574 875,053 SH DEFINED 1,2,5,6 875,053 ASSOCIATED BANC CORP COM 04548710 83,690 4,194,972 SH DEFINED 1,2,5,7,8,10,12,13 4,194,972 ASSOCIATED ESTATES R COM 04560410 10,889 835,686 SH DEFINED 1,2,3,5 835,686 ASSURANT INC COM 04621X10 299,541 5,446,192 SH DEFINED 1,2,5,6,7,8,10,12,13 5,446,192 ASSURED GUARANTY LTD COM G0585R10 17,490 1,075,652 SH DEFINED 1,2 1,075,652 ASTA FDG INC COM 04622010 76 10,822 SH DEFINED 1 10,822 ASTEC INDS INC COM 04622410 10,806 350,499 SH DEFINED 1,2,5,6 350,499 ASTORIA FINL CORP COM 04626510 30,776 1,484,625 SH DEFINED 1,2,5,10,12 1,484,625 ASTRAZENECA PLC SPONSORED 04635310 155,142 3,535,588 SH DEFINED 1,5 3,535,588 ASYST TECHNOLOGY COR COM 04648X10 1,814 755,662 SH DEFINED 1,5 755,662 AT&T INC COM 00206R10 5,617,954 201,216,121 SH DEFINED 1,2,5,6,7,8,10,12,13 201,216,121 ATC TECHNOLOGY CORP COM 00211W10 14,151 596,079 SH DEFINED 1,2,5 596,079 ATHENAHEALTH INC COM 04685W10 9,646 289,921 SH DEFINED 1,2,6 289,921 ATHEROGENICS INC COM 04743910 16 46,755 SH DEFINED 1 46,755 ATHEROS COMMUNICATIO COM 04743P10 24,826 1,052,831 SH DEFINED 1,2,5,6 1,052,831 ATLANTIC TELE NETWOR COM NEW 04907920 4,356 155,567 SH DEFINED 1,2 155,567 ATLAS AIR WORLDWIDE COM NEW 04916420 9,217 228,655 SH DEFINED 1,2,6 228,655 ATLAS AMER INC COM 04916710 21,023 616,342 SH DEFINED 1,2,5,6 616,342 ATLAS ENERGY RESOURC COM 04930310 1,178 45,664 SH DEFINED 1,2 45,664 ATLAS PIPELINE PARTN UNIT L P I 04939210 1,338 52,506 SH DEFINED 1,2 52,506 ATMEL CORP COM 04951310 26,850 7,920,363 SH DEFINED 1,2,5,6,10 7,920,363 ATMI INC COM 00207R10 11,835 658,225 SH DEFINED 1,2,5,6 658,225 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ATMOS ENERGY CORP COM 04956010 31,938 1,199,764 SH DEFINED 1,2,5,10 1,199,764 ATP OIL & GAS CORP COM 00208J10 12,536 703,880 SH DEFINED 1,2,5,6 703,880 ATRION CORP COM 04990410 1,767 17,148 SH DEFINED 1 17,148 ATS MED INC COM 00208310 82 28,307 SH DEFINED 1 28,307 ATWOOD OCEANICS INC COM 05009510 27,117 744,975 SH DEFINED 1,2,5,6,10 744,975 AU OPTRONICS CORP SPONSORED 00225510 6,378 561,460 SH DEFINED 1,6 561,460 AUDIOCODES LTD ORD M1534210 112 44,449 SH DEFINED 1,2 44,449 AUDIOVOX CORP CL A 05075710 2,972 317,222 SH DEFINED 1,2,5 317,222 AURORA OIL & GAS COR COM 05203610 10 79,181 SH DEFINED 1,5 79,181 AUTHENTEC INC COM 05266010 794 369,444 SH DEFINED 1 369,444 AUTHENTIDATE HLDG CO COM 05266610 16 35,394 SH DEFINED 1,2 35,394 AUTOBYTEL INC COM 05275N10 65 60,576 SH DEFINED 1,5 60,576 AUTODESK INC COM 05276910 239,133 7,127,666 SH DEFINED 1,2,5,6,7,8,10,12,13 7,127,666 AUTOLIV INC COM 05280010 29,723 880,685 SH DEFINED 1,2,5,7,10,12 880,685 AUTOMATIC DATA PROCE COM 05301510 703,185 16,448,774 SH DEFINED 1,2,5,6,7,8,10,12,13 16,448,774 AUTONATION INC COM 05329W10 40,462 3,599,820 SH DEFINED 1,2,5,6,7,10,12,13 3,599,820 AUTOZONE INC COM 05333210 282,776 2,292,652 SH DEFINED 1,2,5,6,7,8,10,12,13 2,292,652 AUXILIUM PHARMACEUTI COM 05334D10 22,469 693,478 SH DEFINED 1,2,5,6 693,478 AVALONBAY CMNTYS INC COM 05348410 389,407 3,956,580 SH DEFINED 1,2,3,5,6,7,8,10,12,13 3,956,580 AVANEX CORP COM NEW 05348W30 895 191,279 SH DEFINED 1,5 191,279 AVANIR PHARMACEUTICA CL A NEW 05348P40 21 35,603 SH DEFINED 1,5 35,603 AVANT IMMUNOTHERAPEU COM NEW 05349120 5,179 445,328 SH DEFINED 1,2 445,328 AVATAR HLDGS INC COM 05349410 3,695 111,960 SH DEFINED 1,2,5,6 111,960 AVENTINE RENEWABLE E COM 05356X40 1,513 478,664 SH DEFINED 1,2 478,664 AVERY DENNISON CORP COM 05361110 149,209 3,354,509 SH DEFINED 1,2,5,6,7,8,10,12,13 3,354,509 AVI BIOPHARMA INC COM 00234610 80 66,397 SH DEFINED 1,2,5 66,397 AVID TECHNOLOGY INC COM 05367P10 14,135 587,477 SH DEFINED 1,2,5 587,477 AVIGEN INC COM 05369010 105 26,202 SH DEFINED 1,5 26,202 AVIS BUDGET GROUP COM 05377410 19,691 3,430,401 SH DEFINED 1,2,5,7,10 3,430,401 AVISTA CORP COM 05379B10 35,101 1,616,810 SH DEFINED 1,2,5 1,616,810 AVNET INC COM 05380710 108,089 4,388,494 SH DEFINED 1,2,5,7,8,10,12,13 4,388,494 AVOCENT CORP COM 05389310 29,140 1,424,226 SH DEFINED 1,2,5,7 1,424,226 AVON PRODS INC COM 05430310 607,758 14,620,121 SH DEFINED 1,2,5,6,7,8,10,12,13 14,620,121 AVX CORP NEW COM 00244410 16,838 1,652,396 SH DEFINED 1,2,5,7,10 1,652,396 AWARE INC MASS COM 05453N10 66 21,260 SH DEFINED 1 21,260 AXA SPONSORED 05453610 2,256 69,064 SH DEFINED 1 69,064 AXCELIS TECHNOLOGIES COM 05454010 3,209 1,887,436 SH DEFINED 1,2,5,6 1,887,436 AXIS CAPITAL HOLDING SHS G0692U10 82,386 2,598,120 SH DEFINED 1,2,5,7,8,10,12,13 2,598,120 AXSYS TECHNOLOGIES I COM 05461510 7,461 126,580 SH DEFINED 1,2,6 126,580 AXT INC COM 00246W10 49 26,049 SH DEFINED 1,2 26,049 AZZ INC COM 00247410 7,991 193,162 SH DEFINED 1,2,5 193,162 B & G FOODS INC NEW CL A 05508R10 1,819 254,370 SH DEFINED 1,2 254,370 BADGER METER INC COM 05652510 10,676 227,392 SH DEFINED 1,2,6 227,392 BAIDU COM INC SPON ADR R 05675210 2,297 9,254 SH DEFINED 1,7 9,254 BAKER HUGHES INC COM 05722410 654,997 10,819,241 SH DEFINED 1,2,5,6,7,8,10,12,13 10,819,241 BAKER MICHAEL CORP COM 05714910 4,594 132,017 SH DEFINED 1,2 132,017 BALCHEM CORP COM 05766520 7,764 291,103 SH DEFINED 1,2 291,103 BALDOR ELEC CO COM 05774110 23,772 825,136 SH DEFINED 1,2,5 825,136 BALDWIN & LYONS INC CL B 05775520 3,805 158,745 SH DEFINED 1,2 158,745 BALL CORP COM 05849810 139,120 3,522,916 SH DEFINED 1,2,5,6,7,8,10,12,13 3,522,916 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- BALLY TECHNOLOGIES I COM 05874B10 27,335 902,726 SH DEFINED 1,2,5,6 902,726 BANCFIRST CORP COM 05945F10 7,218 149,354 SH DEFINED 1,2 149,354 BANCO BILBAO VIZCAYA SPONSORED 05946K10 6,262 387,233 SH DEFINED 1,2,5,7,8,12 387,233 BANCO BRADESCO S A SP ADR PFD 05946030 42,580 2,644,702 SH DEFINED 1,2,4,7 2,644,702 BANCO DE CHILE SPONSORED 05952010 273 6,789 SH DEFINED 1 6,789 BANCO ITAU HLDG FINA SP ADR 500 05960220 15,413 880,730 SH DEFINED 1,2 880,730 BANCO LATINOAMERICAN CL E P1699413 12,524 868,517 SH DEFINED 1,2 868,517 BANCO MACRO SA SPON ADR B 05961W10 6,428 347,440 SH DEFINED 1,2,5 347,440 BANCO SANTANDER CHIL SP ADR REP 05965X10 5,233 122,303 SH DEFINED 1,2,5 122,303 BANCO SANTANDER SA ADR 05964H10 3,980 264,950 SH DEFINED 1,2 264,950 BANCOLOMBIA S A SPON ADR P 05968L10 76,579 2,691,704 SH DEFINED 1,2,5,7 2,691,704 BANCORP INC DEL COM 05969A10 59 11,875 SH DEFINED 1 11,875 BANCORPSOUTH INC COM 05969210 55,950 1,988,995 SH DEFINED 1,2,5,10 1,988,995 BANCTRUST FINANCIAL COM 05978R10 3,520 268,273 SH DEFINED 1 268,273 BANK HAWAII CORP COM 06254010 113,202 2,117,899 SH DEFINED 1,2,5,7,10,13 2,117,899 BANK MONTREAL QUE COM 06367110 268 6,210 SH DEFINED 1 6,210 BANK MUTUAL CORP NEW COM 06375010 9,746 858,682 SH DEFINED 1,2,5 858,682 BANK NOVA SCOTIA HAL COM 06414910 4,761 103,415 SH DEFINED 1,7 103,415 BANK OF AMERICA CORP COM 06050510 6,558,800 187,394,299 SH DEFINED 1,2,5,6,7,8,10,12,13 187,394,299 BANK OF GRANITE CORP COM 06240110 59 24,694 SH DEFINED 1,5 24,694 BANK OF NEW YORK MEL COM 06405810 1,556,459 47,773,435 SH DEFINED 1,2,5,6,7,8,10,12,13 47,773,435 BANK OF THE OZARKS I COM 06390410 5,261 194,865 SH DEFINED 1,2,6 194,865 BANKFINANCIAL CORP COM 06643P10 6,314 430,101 SH DEFINED 1,2 430,101 BANKRATE INC COM 06646V10 8,458 217,377 SH DEFINED 1,2,6 217,377 BANKUNITED FINL CORP CL A 06652B10 34 44,578 SH DEFINED 1 44,578 BANNER CORP COM 06652V10 3,079 256,333 SH DEFINED 1,2 256,333 BARCLAYS BK PLC IPMS INDIA 06739F29 30,831 681,249 SH DEFINED 4 681,249 BARCLAYS PLC ADR 06738E20 2,511 101,640 SH DEFINED 1,2 101,640 BARD C R INC COM 06738310 292,352 3,081,610 SH DEFINED 1,2,5,6,7,8,10,12,13 3,081,610 BARE ESCENTUALS INC COM 06751110 5,456 501,928 SH DEFINED 1,2,5,10 501,928 BARNES & NOBLE INC COM 06777410 30,946 1,186,568 SH DEFINED 1,2,5,10 1,186,568 BARNES GROUP INC COM 06780610 17,928 886,655 SH DEFINED 1,2 886,655 BARR PHARMACEUTICALS COM 06830610 214,291 3,281,643 SH DEFINED 1,2,5,6,7,8,10,12,13 3,281,643 BARRETT BILL CORP COM 06846N10 35,674 1,110,990 SH DEFINED 1,2,6 1,110,990 BARRICK GOLD CORP COM 06790110 1,096 29,819 SH DEFINED 1,5 29,819 BASIC ENERGY SVCS IN COM 06985P10 13,874 651,383 SH DEFINED 1,2,6 651,383 BASIN WTR INC COM 07011T30 22 12,156 SH DEFINED 1 12,156 BASSETT FURNITURE IN COM 07020310 382 44,664 SH DEFINED 1,2,5 44,664 BAUER EDDIE HLDGS IN COM 07162510 155 28,880 SH DEFINED 1 28,880 BAXTER INTL INC COM 07181310 1,513,239 23,057,124 SH DEFINED 1,2,5,6,7,8,10,12,13 23,057,124 BB&T CORP COM 05493710 830,712 21,976,495 SH DEFINED 1,2,5,6,7,8,10,12,13 21,976,495 BBVA BANCO FRANCES S SPONSORED 07329M10 231 48,337 SH DEFINED 1,2 48,337 BCE INC COM NEW 05534B76 242 6,976 SH DEFINED 1,2,5 6,976 BE AEROSPACE INC COM 07330210 28,253 1,784,777 SH DEFINED 1,2,5,6,10 1,784,777 BEACON POWER CORP COM 07367710 1,571 1,083,262 SH DEFINED 1 1,083,262 BEACON ROOFING SUPPL COM 07368510 12,985 831,297 SH DEFINED 1,2,5,6 831,297 BEARINGPOINT INC COM 07400210 1,735 3,336,565 SH DEFINED 1,2,5,6 3,336,565 BEAZER HOMES USA INC COM 07556Q10 4,132 690,986 SH DEFINED 1,2,5 690,986 BEBE STORES INC COM 07557110 5,548 567,854 SH DEFINED 1,2,6 567,854 BECKMAN COULTER INC COM 07581110 100,122 1,410,374 SH DEFINED 1,2,5,7,8,10,12,13 1,410,374 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- BECTON DICKINSON & C COM 07588710 1,061,236 13,222,480 SH DEFINED 1,2,5,6,7,8,10,12,13 13,222,480 BED BATH & BEYOND IN COM 07589610 257,639 8,202,460 SH DEFINED 1,2,5,6,7,8,10,12,13 8,202,460 BEL FUSE INC CL B 07734730 5,614 197,203 SH DEFINED 1,2,6 197,203 BELDEN INC COM 07745410 29,393 924,613 SH DEFINED 1,2,5 924,613 BELO CORP COM SER A 08055510 13,063 2,191,783 SH DEFINED 1,2,5 2,191,783 BEMIS INC COM 08143710 92,210 3,518,130 SH DEFINED 1,2,5,6,7,10,12,13 3,518,130 BENCHMARK ELECTRS IN COM 08160H10 22,227 1,578,619 SH DEFINED 1,2,5 1,578,619 BENEFICIAL MUTUAL BA COM 08173R10 6,657 526,247 SH DEFINED 1,2,6 526,247 BENIHANA INC CL A 08204720 48 10,415 SH DEFINED 1 10,415 BERKLEY W R CORP COM 08442310 85,700 3,639,049 SH DEFINED 1,2,5,7,8,10,12,13 3,639,049 BERKSHIRE HATHAWAY I CL B 08467020 815,708 185,599 SH DEFINED 1,2,5,7,8,10,12,13 185,599 BERKSHIRE HILLS BANC COM 08468010 7,317 228,671 SH DEFINED 1,2,5 228,671 BERRY PETE CO CL A 08578910 37,990 980,897 SH DEFINED 1,2,6 980,897 BEST BUY INC COM 08651610 502,687 13,404,980 SH DEFINED 1,2,5,6,7,8,10,12,13 13,404,980 BEVERLY HILLS BANCOR COM 08786610 16 12,700 SH DEFINED 1 12,700 BGC PARTNERS INC CL A 05541T10 2,751 641,227 SH DEFINED 1,2,6 641,227 BHP BILLITON LTD SPONSORED 08860610 6,221 119,660 SH DEFINED 1,2 119,660 BHP BILLITON PLC SPONSORED 05545E20 2,217 48,289 SH DEFINED 1 48,289 BIDZ COM INC COM 08883T20 519 59,926 SH DEFINED 1 59,926 BIG 5 SPORTING GOODS COM 08915P10 4,307 417,306 SH DEFINED 1,2 417,306 BIG LOTS INC COM 08930210 137,183 4,929,316 SH DEFINED 1,2,5,6,7,10,13 4,929,316 BIGBAND NETWORKS INC COM 08975050 1,545 418,610 SH DEFINED 1,2,6 418,610 BIO RAD LABS INC CL A 09057220 37,220 375,509 SH DEFINED 1,2,5,6 375,509 BIOANALYTICAL SYS IN COM 09058M10 66 14,300 SH DEFINED 1 14,300 BIOCRYST PHARMACEUTI COM 09058V10 110 35,012 SH DEFINED 1,2,5 35,012 BIODEL INC COM 09064M10 463 138,201 SH DEFINED 1,2 138,201 BIOFORM MEDICAL INC COM 09065G10 866 220,881 SH DEFINED 1,2 220,881 BIOGEN IDEC INC COM 09062X10 561,772 11,170,641 SH DEFINED 1,2,5,6,7,8,10,12,13 11,170,641 BIOLASE TECHNOLOGY I COM 09091110 107 56,825 SH DEFINED 1,5 56,825 BIOMARIN PHARMACEUTI COM 09061G10 53,827 2,031,980 SH DEFINED 1,2,5,6,10 2,031,980 BIOMED REALTY TRUST COM 09063H10 64,638 2,443,799 SH DEFINED 1,2,3,5 2,443,799 BIOMIMETIC THERAPEUT COM 09064X10 2,628 237,584 SH DEFINED 1,2 237,584 BIO-REFERENCE LABS I COM $.01 N 09057G60 5,301 183,422 SH DEFINED 1 183,422 BIOSANTE PHARMACEUTI COM NEW 09065V20 53 10,780 SH DEFINED 1 10,780 BIOSCRIP INC COM 09069N10 139 46,747 SH DEFINED 1,5 46,747 BJ SVCS CO COM 05548210 229,254 11,984,009 SH DEFINED 1,2,5,6,7,8,10,12,13 11,984,009 BJS RESTAURANTS INC COM 09180C10 3,406 285,280 SH DEFINED 1,2,6 285,280 BJS WHOLESALE CLUB I COM 05548J10 65,189 1,677,524 SH DEFINED 1,2,5,6,7,10 1,677,524 BLACK & DECKER CORP COM 09179710 113,259 1,864,353 SH DEFINED 1,2,5,6,7,8,10,12,13 1,864,353 BLACK BOX CORP DEL COM 09182610 12,954 375,156 SH DEFINED 1,2,5 375,156 BLACK HILLS CORP COM 09211310 37,140 1,195,380 SH DEFINED 1,2,5 1,195,380 BLACKBAUD INC COM 09227Q10 14,562 789,269 SH DEFINED 1,2,6 789,269 BLACKBOARD INC COM 09193550 20,430 507,082 SH DEFINED 1,2,5,6 507,082 BLACKROCK INC COM 09247X10 37,129 190,897 SH DEFINED 1,2,5,10 190,897 BLACKROCK KELSO CAPI COM 09253310 1,577 136,810 SH DEFINED 1,2 136,810 BLACKSTONE GROUP L P COM UNIT L 09253U10 2,677 174,482 SH DEFINED 1,2 174,482 BLOCK H & R INC COM 09367110 247,376 10,873,684 SH DEFINED 1,2,5,6,7,8,10,12,13 10,873,684 BLOCKBUSTER INC CL A 09367910 9,672 4,717,925 SH DEFINED 1,2,5 4,717,925 BLOCKBUSTER INC CL B 09367920 68 51,545 SH DEFINED 1,5 51,545 BLOUNT INTL INC NEW COM 09518010 6,770 608,309 SH DEFINED 1,2,6 608,309 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- BLUE COAT SYSTEMS IN COM NEW 09534T50 9,817 691,836 SH DEFINED 1,2,5,6 691,836 BLUE DOLPHIN ENERGY COM NEW 09539520 11 13,338 SH DEFINED 1,2 13,338 BLUE NILE INC COM 09578R10 10,299 240,232 SH DEFINED 1,2,6 240,232 BLUEGREEN CORP COM 09623110 1,694 245,220 SH DEFINED 1 245,220 BLUELINX HLDGS INC COM 09624H10 477 90,095 SH DEFINED 1 90,095 BLYTH INC COM 09643P10 12,511 1,103,262 SH DEFINED 1,2,5 1,103,262 BMB MUNAI INC COM 09656A10 3,095 745,821 SH DEFINED 1,7 745,821 BMC SOFTWARE INC COM 05592110 265,582 9,276,359 SH DEFINED 1,2,5,6,7,8,10,12,13 9,276,359 BMP SUNSTONE CORP COM 05569C10 2,035 293,279 SH DEFINED 1 293,279 BOARDWALK PIPELINE P UT LTD PAR 09662710 1,002 48,650 SH DEFINED 1,2 48,650 BOB EVANS FARMS INC COM 09676110 27,182 996,032 SH DEFINED 1,2,5 996,032 BOEING CO COM 09702310 1,859,382 32,421,664 SH DEFINED 1,2,5,6,7,8,10,12,13 32,421,664 BOISE INC COM 09746Y10 800 512,743 SH DEFINED 1,2 512,743 BOK FINL CORP COM NEW 05561Q20 26,206 541,341 SH DEFINED 1,2,5,10 541,341 BOLT TECHNOLOGY CORP COM 09769810 1,486 102,667 SH DEFINED 1 102,667 BON-TON STORES INC COM 09776J10 2,116 778,114 SH DEFINED 1,5 778,114 BOOKHAM INC COM 09856E10 1,406 1,244,429 SH DEFINED 1,5 1,244,429 BOOTS & COOTS/INTL W COM NEW 09946950 89 46,100 SH DEFINED 1 46,100 BORDERS GROUP INC COM 09970910 9,118 1,390,008 SH DEFINED 1,2,5 1,390,008 BORGWARNER INC COM 09972410 71,540 2,183,109 SH DEFINED 1,2,5,7,8,10,12,13 2,183,109 BORLAND SOFTWARE COR COM 09984910 86 56,436 SH DEFINED 1,5 56,436 BOSTON BEER INC CL A 10055710 10,033 211,266 SH DEFINED 1,2,6 211,266 BOSTON PRIVATE FINL COM 10111910 18,879 2,160,043 SH DEFINED 1,2 2,160,043 BOSTON PROPERTIES IN COM 10112110 582,180 6,215,889 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,215,889 BOSTON SCIENTIFIC CO COM 10113710 589,286 48,026,602 SH DEFINED 1,2,5,6,7,8,10,12,13 48,026,602 BOTTOMLINE TECH DEL COM 10138810 3,340 321,108 SH DEFINED 1 321,108 BOVIE MEDICAL CORP COM 10211F10 111 16,274 SH DEFINED 1,5 16,274 BOWNE & CO INC COM 10304310 7,583 656,543 SH DEFINED 1,2 656,543 BOYD GAMING CORP COM 10330410 9,060 967,924 SH DEFINED 1,2,5,10 967,924 BP PLC SPONSORED 05562210 2,500,394 49,838,426 SH DEFINED 1,2,5,6 49,838,426 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 2,465 26,515 SH DEFINED 1,2 26,515 BPZ RESOURCES INC COM 05563910 16,076 934,661 SH DEFINED 1,2,5,6 934,661 BRADY CORP CL A 10467410 31,701 898,568 SH DEFINED 1,2,5 898,568 BRANDYWINE RLTY TR SH BEN INT 10536820 40,068 2,499,579 SH DEFINED 1,2,3,5,7,10 2,499,579 BRASIL TELECOM PARTI SPON ADR P 10553010 347 7,101 SH DEFINED 1,2 7,101 BRE PROPERTIES INC CL A 05564E10 79,997 1,632,598 SH DEFINED 1,2,3,5,10 1,632,598 BREITBURN ENERGY PAR COM UT LTD 10677610 951 64,007 SH DEFINED 1,2 64,007 BRIGGS & STRATTON CO COM 10904310 15,638 966,515 SH DEFINED 1,2,5 966,515 BRIGHAM EXPLORATION COM 10917810 7,977 725,800 SH DEFINED 1,2 725,800 BRIGHTPOINT INC COM NEW 10947340 10,034 1,393,666 SH DEFINED 1,2,5,8 1,393,666 BRINKER INTL INC COM 10964110 31,060 1,736,140 SH DEFINED 1,2,5,10,12 1,736,140 BRINKS CO COM 10969610 49,456 810,494 SH DEFINED 1,2,5,6,10 810,494 BRISTOL MYERS SQUIBB COM 11012210 1,368,294 65,625,617 SH DEFINED 1,2,5,6,7,8,10,12,13 65,625,617 BRISTOW GROUP INC COM 11039410 14,195 419,483 SH DEFINED 1,2 419,483 BRITISH AMERN TOB PL SPONSORED 11044810 1,968 31,748 SH DEFINED 1 31,748 BRITISH SKY BROADCAS SPONSORED 11101310 549 18,472 SH DEFINED 1 18,472 BROADCOM CORP CL A 11132010 295,721 15,873,387 SH DEFINED 1,2,5,6,7,8,10,12,13 15,873,387 BROADPOINT SECURITIE COM 11133V10 631 217,548 SH DEFINED 1 217,548 BROADRIDGE FINL SOLU COM 11133T10 44,288 2,877,681 SH DEFINED 1,2,5,6,10,12 2,877,681 BROCADE COMMUNICATIO COM NEW 11162130 21,535 3,700,140 SH DEFINED 1,2,5,6,7,10 3,700,140 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- BRONCO DRILLING CO I COM 11221110 4,053 396,564 SH DEFINED 1,2,6 396,564 BROOKDALE SR LIVING COM 11246310 7,080 321,956 SH DEFINED 1,2,5,10 321,956 BROOKFIELD ASSET MGM CL A LTD V 11258510 266 9,690 SH DEFINED 1 9,690 BROOKFIELD HOMES COR COM 11272310 2,795 194,637 SH DEFINED 1,2,5 194,637 BROOKFIELD INFRAST P LP INT UNI G1625210 384 24,420 SH DEFINED 1,2,7,8,13 24,420 BROOKFIELD PPTYS COR COM 11290010 4,668 294,683 SH DEFINED 1,2,3 294,683 BROOKLINE BANCORP IN COM 11373M10 29,163 2,280,162 SH DEFINED 1,2,5 2,280,162 BROOKLYN FEDERAL BAN COM 11403910 242 16,380 SH DEFINED 1,2 16,380 BROOKS AUTOMATION IN COM 11434010 11,705 1,400,134 SH DEFINED 1,2,5 1,400,134 BROWN & BROWN INC COM 11523610 50,757 2,347,705 SH DEFINED 1,2,5,7,8,10,12 2,347,705 BROWN FORMAN CORP CL A 11563710 865 12,190 SH DEFINED 1,2,5 12,190 BROWN FORMAN CORP CL B 11563720 182,512 2,541,600 SH DEFINED 1,2,5,6,7,8,10,12,13 2,541,600 BROWN SHOE INC NEW COM 11573610 28,701 1,752,203 SH DEFINED 1,2 1,752,203 BRUKER CORP COM 11679410 15,485 1,161,658 SH DEFINED 1,2,5,6 1,161,658 BRUNSWICK CORP COM 11704310 23,029 1,800,511 SH DEFINED 1,2,5 1,800,511 BRUSH ENGINEERED MAT COM 11742110 6,869 369,900 SH DEFINED 1,2,5,6 369,900 BRYN MAWR BK CORP COM 11766510 1,778 80,895 SH DEFINED 1,2 80,895 BT GROUP PLC ADR 05577E10 21,315 734,759 SH DEFINED 1,5 734,759 BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,523 68,018 SH DEFINED 1,2 68,018 BUCKEYE TECHNOLOGIES COM 11825510 10,949 1,336,925 SH DEFINED 1,2 1,336,925 BUCKLE INC COM 11844010 33,480 602,809 SH DEFINED 1,2 602,809 BUCYRUS INTL INC NEW COM 11875910 32,538 728,241 SH DEFINED 1,2,5,10 728,241 BUFFALO WILD WINGS I COM 11984810 12,445 309,264 SH DEFINED 1,2,5,6 309,264 BUILD A BEAR WORKSHO COM 12007610 1,795 246,549 SH DEFINED 1,2 246,549 BUILDERS FIRSTSOURCE COM 12008R10 1,468 245,139 SH DEFINED 1,2 245,139 BUILDING MATLS HLDG COM 12011310 14 29,655 SH DEFINED 1 29,655 BUNGE LIMITED COM G1696210 94,404 1,494,202 SH DEFINED 1,2,5,7,8,10,12,13 1,494,202 BURGER KING HLDGS IN COM 12120820 18,928 770,668 SH DEFINED 1,2,5,7,10 770,668 BURLINGTON NORTHN SA COM 12189T10 849,470 9,190,409 SH DEFINED 1,2,5,6,7,8,10,12,13 9,190,409 BWAY HOLDING COMPANY COM 12429T10 1,159 98,768 SH DEFINED 1,2 98,768 C D I CORP COM 12507110 5,469 244,900 SH DEFINED 1,2 244,900 C H ROBINSON WORLDWI COM NEW 12541W20 264,146 5,183,407 SH DEFINED 1,2,5,6,7,8,10,12,13 5,183,407 C&D TECHNOLOGIES INC COM 12466110 388 68,258 SH DEFINED 1,5 68,258 CA INC COM 12673P10 244,246 12,236,791 SH DEFINED 1,2,5,6,7,8,10,12,13 12,236,791 CABELAS INC COM 12680430 8,164 675,832 SH DEFINED 1,2 675,832 CABLEVISION SYS CORP CL A NY CA 12686C10 90,929 3,614,011 SH DEFINED 1,2,5,7,8,10,12,13 3,614,011 CABOT CORP COM 12705510 167,667 5,275,869 SH DEFINED 1,2,5,10,12 5,275,869 CABOT MICROELECTRONI COM 12709P10 14,838 462,516 SH DEFINED 1,2,5,6 462,516 CABOT OIL & GAS CORP COM 12709710 127,968 3,540,907 SH DEFINED 1,2,5,6,7,8,10,12,13 3,540,907 CACHE INC COM NEW 12715030 1,111 161,689 SH DEFINED 1,2 161,689 CACI INTL INC CL A 12719030 34,360 685,826 SH DEFINED 1,2,5 685,826 CADBURY PLC SPONS ADR 12721E10 667 16,304 SH DEFINED 1 16,304 CADENCE DESIGN SYSTE COM 12738710 44,160 6,532,561 SH DEFINED 1,2,5,7,8,10,12,13 6,532,561 CADENCE FINL CORP COM 12738A10 114 12,272 SH DEFINED 1,5 12,272 CADENCE PHARMACEUTIC COM 12738T10 2,692 303,129 SH DEFINED 1,6 303,129 CADIZ INC COM NEW 12753720 3,724 195,277 SH DEFINED 1,2 195,277 CAE INC COM 12476510 120 14,936 SH DEFINED 5 14,936 CAI INTERNATIONAL IN COM 12477X10 852 77,013 SH DEFINED 1 77,013 CAL DIVE INTL INC DE COM 12802T10 8,108 764,941 SH DEFINED 1,2,5,6 764,941 CAL MAINE FOODS INC COM NEW 12803020 13,061 475,990 SH DEFINED 1,2,6 475,990 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CALAMOS ASSET MGMT I CL A 12811R10 6,419 358,180 SH DEFINED 1,2,5,6 358,180 CALAMP CORP COM 12812610 34 26,024 SH DEFINED 1,5 26,024 CALAVO GROWERS INC COM 12824610 1,305 104,732 SH DEFINED 1 104,732 CALGON CARBON CORP COM 12960310 12,813 629,301 SH DEFINED 1,2,6 629,301 CALIFORNIA COASTAL C COM NEW 12991520 24 11,227 SH DEFINED 1,5 11,227 CALIFORNIA MICRO DEV COM 13043910 89 29,822 SH DEFINED 1 29,822 CALIFORNIA PIZZA KIT COM 13054D10 7,744 601,673 SH DEFINED 1,2,6 601,673 CALIFORNIA WTR SVC G COM 13078810 13,635 354,146 SH DEFINED 1,2 354,146 CALIPER LIFE SCIENCE COM 13087210 1,478 527,967 SH DEFINED 1 527,967 CALLAWAY GOLF CO COM 13119310 34,375 2,443,152 SH DEFINED 1,2,5 2,443,152 CALLIDUS SOFTWARE IN COM 13123E50 1,245 314,350 SH DEFINED 1 314,350 CALLON PETE CO DEL COM 13123X10 8,716 483,402 SH DEFINED 1,2 483,402 CALPINE CORP COM NEW 13134730 40,939 3,149,191 SH DEFINED 1,2,5,10 3,149,191 CALUMET SPECIALTY PR UT LTD PAR 13147610 146 11,790 SH DEFINED 1,2 11,790 CAMBREX CORP COM 13201110 3,093 502,880 SH DEFINED 1,2,5 502,880 CAMDEN NATL CORP COM 13303410 3,575 102,299 SH DEFINED 1,2,5 102,299 CAMDEN PPTY TR SH BEN INT 13313110 79,103 1,724,882 SH DEFINED 1,2,3,5,7,8,10,12,13 1,724,882 CAMERON INTERNATIONA COM 13342B10 319,860 8,299,433 SH DEFINED 1,2,5,6,7,8,10,12,13 8,299,433 CAMPBELL SOUP CO COM 13442910 338,611 8,772,303 SH DEFINED 1,2,5,6,7,8,10,12,13 8,772,303 CANADIAN NAT RES LTD COM 13638510 562 8,202 SH DEFINED 1,5,8 8,202 CANADIAN NATL RY CO COM 13637510 693 14,494 SH DEFINED 1 14,494 CANADIAN PAC RY LTD COM 13645T10 462 8,585 SH DEFINED 1 8,585 CANDELA CORP COM 13690710 46 18,860 SH DEFINED 1 18,860 CANO PETE INC COM 13780110 1,357 587,383 SH DEFINED 1,2,5 587,383 CANON INC ADR 13800630 519 13,760 SH DEFINED 1,2 13,760 CANTEL MEDICAL CORP COM 13809810 1,762 183,178 SH DEFINED 1 183,178 CAPELLA EDUCATION CO COM 13959410 9,481 221,202 SH DEFINED 1,2,6 221,202 CAPITAL CITY BK GROU COM 13967410 5,790 184,686 SH DEFINED 1,2 184,686 CAPITAL CORP OF THE COM NEW 14006520 41 10,320 SH DEFINED 1 10,320 CAPITAL ONE FINL COR COM 14040H10 768,540 15,069,417 SH DEFINED 1,2,5,6,7,8,10,12,13 15,069,417 CAPITAL PRODUCT PART COM UNIT L Y1108210 138 12,645 SH DEFINED 1,2 12,645 CAPITAL SOUTHWEST CO COM 14050110 7,144 50,292 SH DEFINED 1,2 50,292 CAPITAL SR LIVING CO COM 14047510 2,554 335,988 SH DEFINED 1 335,988 CAPITAL TRUST INC MD CL A NEW 14052H50 4,375 282,284 SH DEFINED 1,2 282,284 CAPITALSOURCE INC COM 14055X10 24,408 1,984,405 SH DEFINED 1,2,5,10 1,984,405 CAPITOL BANCORP LTD COM 14056D10 4,581 235,060 SH DEFINED 1,2 235,060 CAPITOL FED FINL COM 14057C10 11,697 263,862 SH DEFINED 1,2,5,10 263,862 CAPLEASE INC COM 14028810 6,924 873,183 SH DEFINED 1,2,3 873,183 CAPSTEAD MTG CORP COM NO PAR 14067E50 9,515 868,960 SH DEFINED 1,2 868,960 CAPSTONE TURBINE COR COM 14067D10 2,701 2,093,649 SH DEFINED 1,2,5 2,093,649 CAPTARIS INC COM 14071N10 397 86,062 SH DEFINED 1 86,062 CARACO PHARMACEUTICA COM 14075T10 2,528 202,061 SH DEFINED 1,2,5 202,061 CARAUSTAR INDS INC COM 14090910 167 111,542 SH DEFINED 1 111,542 CARBO CERAMICS INC COM 14078110 20,074 388,951 SH DEFINED 1,2,6 388,951 CARDIAC SCIENCE CORP COM 14141A10 3,400 328,157 SH DEFINED 1,2,5 328,157 CARDICA INC COM 14141R10 84 10,300 SH DEFINED 1 10,300 CARDINAL FINL CORP COM 14149F10 2,517 311,470 SH DEFINED 1 311,470 CARDINAL HEALTH INC COM 14149Y10 558,106 11,325,198 SH DEFINED 1,2,5,6,7,8,10,12,13 11,325,198 CARDIONET INC COM 14159L10 1,277 51,149 SH DEFINED 1,2 51,149 CARDTRONICS INC COM 14161H10 1,687 214,661 SH DEFINED 1,2 214,661 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CARE INVESTMENT TRUS COM 14165710 1,637 142,623 SH DEFINED 1 142,623 CAREER EDUCATION COR COM 14166510 30,742 1,880,220 SH DEFINED 1,2,5,10,12 1,880,220 CARLISLE COS INC COM 14233910 33,576 1,120,304 SH DEFINED 1,2,5,10 1,120,304 CARMAX INC COM 14313010 56,179 4,012,811 SH DEFINED 1,2,5,7,8,10,12,13 4,012,811 CARMIKE CINEMAS INC COM 14343640 47 12,649 SH DEFINED 1 12,649 CARNIVAL CORP PAIRED CTF 14365830 463,317 13,106,575 SH DEFINED 1,2,5,6,7,8,10,12,13 13,106,575 CARNIVAL PLC ADR 14365C10 487 15,720 SH DEFINED 1 15,720 CARPENTER TECHNOLOGY COM 14428510 19,975 778,737 SH DEFINED 1,2,5,6,10 778,737 CARRIAGE SVCS INC COM 14390510 68 19,570 SH DEFINED 1 19,570 CARRIZO OIL & CO INC COM 14457710 16,750 461,824 SH DEFINED 1,2,6 461,824 CARROLS RESTAURANT G COM 14574X10 37 12,400 SH DEFINED 1 12,400 CARTER INC COM 14622910 22,486 1,139,692 SH DEFINED 1,2 1,139,692 CASCADE BANCORP COM 14715410 4,123 463,755 SH DEFINED 1,2 463,755 CASCADE CORP COM 14719510 7,962 181,736 SH DEFINED 1,2 181,736 CASELLA WASTE SYS IN CL A 14744810 3,995 340,259 SH DEFINED 1 340,259 CASEYS GEN STORES IN COM 14752810 35,122 1,164,132 SH DEFINED 1,2,5,6 1,164,132 CASH AMER INTL INC COM 14754D10 27,316 757,948 SH DEFINED 1,2,6,7 757,948 CASS INFORMATION SYS COM 14808P10 3,584 99,983 SH DEFINED 1 99,983 CASTLE A M & CO COM 14841110 6,808 393,999 SH DEFINED 1,2 393,999 CASTLEPOINT HOLDINGS COM G1952211 5,279 474,335 SH DEFINED 1,2 474,335 CASUAL MALE RETAIL G COM 14871110 2,091 532,131 SH DEFINED 1 532,131 CATALYST SEMICONDUCT COM 14888110 107 23,835 SH DEFINED 1 23,835 CATAPULT COMMUNICATI COM 14901610 113 23,462 SH DEFINED 1 23,462 CATERPILLAR INC DEL COM 14912310 1,638,426 27,490,361 SH DEFINED 1,2,5,6,7,8,10,12,13 27,490,361 CATHAY GENERAL BANCO COM 14915010 56,186 2,360,740 SH DEFINED 1,2,5 2,360,740 CATO CORP NEW CL A 14920510 13,101 746,470 SH DEFINED 1,2 746,470 CAVCO INDS INC DEL COM 14956810 2,826 78,185 SH DEFINED 1,5 78,185 CAVIUM NETWORKS INC COM 14965A10 6,521 463,107 SH DEFINED 1,2,6 463,107 CB RICHARD ELLIS GRO CL A 12497T10 85,939 6,427,727 SH DEFINED 1,2,5,6,7,8,10,12,13 6,427,727 CBEYOND INC COM 14984710 5,539 384,925 SH DEFINED 1,2,5,6 384,925 CBIZ INC COM 12480510 8,593 1,016,946 SH DEFINED 1,2,6 1,016,946 CBL & ASSOC PPTYS IN COM 12483010 33,356 1,661,132 SH DEFINED 1,2,3,5,10 1,661,132 CBRE REALTY FINANCE COM 12498B30 29 21,600 SH DEFINED 1 21,600 CBRL GROUP INC COM 12489V10 12,110 460,473 SH DEFINED 1,2,5 460,473 CBS CORP NEW CL B 12485720 324,671 22,268,260 SH DEFINED 1,2,5,6,7,8,10,12,13 22,268,260 CDC CORP SHS A G2022L10 30 16,735 SH DEFINED 1,5 16,735 CDN IMPERIAL BK OF C COM 13606910 387 6,561 SH DEFINED 1 6,561 CEC ENTMT INC COM 12513710 20,481 616,896 SH DEFINED 1,2,5,6 616,896 CEDAR FAIR L P DEPOSITRY 15018510 1,686 81,390 SH DEFINED 1,2 81,390 CEDAR SHOPPING CTRS COM NEW 15060220 21,204 1,603,918 SH DEFINED 1,2,3 1,603,918 CELADON GROUP INC COM 15083810 5,556 484,411 SH DEFINED 1,2 484,411 CELANESE CORP DEL COM SER A 15087010 127,083 4,553,330 SH DEFINED 1,2,5,7,8,10,12,13 4,553,330 CELERA CORP COM 15100E10 20,362 1,317,908 SH DEFINED 1,2,5,6 1,317,908 CELGENE CORP COM 15102010 928,184 14,667,881 SH DEFINED 1,2,5,6,7,8,10,12,13 14,667,881 CELL GENESYS INC COM 15092110 703 1,191,458 SH DEFINED 1,5 1,191,458 CELLCOM ISRAEL LTD SHS M2196U10 3,006 99,986 SH DEFINED 1,2,5 99,986 CEMEX SAB DE CV SPON ADR N 15129088 70,736 4,107,809 SH DEFINED 1,2,4,5,7 4,107,809 CENTENE CORP DEL COM 15135B10 34,554 1,684,728 SH DEFINED 1,2 1,684,728 CENTENNIAL COMMUNCTN CL A NEW 15133V20 11,027 1,767,189 SH DEFINED 1,2,6 1,767,189 CENTERLINE HOLDINGS SH BEN INT 15188T10 135 67,943 SH DEFINED 1,2,5 67,943 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CENTERPOINT ENERGY I COM 15189T10 210,763 14,465,546 SH DEFINED 1,2,5,6,7,8,10,12,13 14,465,546 CENTERSTATE BKS FLA COM 15201P10 1,732 96,921 SH DEFINED 1 96,921 CENTEX CORP COM 15231210 101,317 6,254,133 SH DEFINED 1,2,5,6,7,8,10,12,13 6,254,133 CENTILLIUM COMMUNICA COM 15231910 44 74,555 SH DEFINED 1,5 74,555 CENTRAL EUROPEAN DIS COM 15343510 17,039 375,215 SH DEFINED 1,2,5,6,7,10 375,215 CENTRAL EUROPEAN MED CL A NEW G2004520 16,217 247,960 SH DEFINED 1,5,7,10 247,960 CENTRAL FED CORP COM 15346Q10 108 30,900 SH DEFINED 1 30,900 CENTRAL GARDEN & PET COM 15352710 106 17,951 SH DEFINED 1,2,5 17,951 CENTRAL GARDEN & PET CL A NON-V 15352720 7,284 1,224,134 SH DEFINED 1,2 1,224,134 CENTRAL PAC FINL COR COM 15476010 20,154 1,198,912 SH DEFINED 1,2 1,198,912 CENTRAL VT PUB SVC C COM 15577110 5,304 226,285 SH DEFINED 1,2 226,285 CENTURY ALUM CO COM 15643110 24,252 875,852 SH DEFINED 1,2,5,10 875,852 CENTURY CASINOS INC COM 15649210 81 38,462 SH DEFINED 1,5 38,462 CENTURYTEL INC COM 15670010 127,431 3,476,965 SH DEFINED 1,2,5,6,7,10,12,13 3,476,965 CENVEO INC COM 15670S10 6,923 900,229 SH DEFINED 1,2,5 900,229 CEPHALON INC NOTE 2.00 156708AP 851 500,000 SH DEFINED 1 500,000 CEPHALON INC COM 15670810 141,376 1,824,448 SH DEFINED 1,2,5,7,8,10,12,13 1,824,448 CEPHEID COM 15670R10 40,174 2,904,871 SH DEFINED 1,2,5,6 2,904,871 CERADYNE INC COM 15671010 31,812 867,754 SH DEFINED 1,2,5,6 867,754 CERNER CORP COM 15678210 49,031 1,098,367 SH DEFINED 1,2,5,10 1,098,367 CERUS CORP COM 15708510 151 36,497 SH DEFINED 1,5 36,497 CEVA INC COM 15721010 2,337 281,617 SH DEFINED 1 281,617 CF INDS HLDGS INC COM 12526910 269,454 2,946,140 SH DEFINED 1,2,5,6,7,8,10,12,13 2,946,140 CFS BANCORP INC COM 12525D10 153 16,568 SH DEFINED 1,5 16,568 CGG VERITAS SPONSORED 20438610 432 13,598 SH DEFINED 1,2,5 13,598 CH ENERGY GROUP INC COM 12541M10 14,084 323,256 SH DEFINED 1,2,5 323,256 CHAMPION ENTERPRISES COM 15849610 43,465 7,831,459 SH DEFINED 1,2,5,6 7,831,459 CHARLES & COLVARD LT COM 15976510 6 10,104 SH DEFINED 1 10,104 CHARLES RIV LABS INT COM 15986410 76,367 1,375,240 SH DEFINED 1,2,5,7,8,10,12,13 1,375,240 CHARLOTTE RUSSE HLDG COM 16104810 4,321 421,596 SH DEFINED 1,2 421,596 CHARMING SHOPPES INC COM 16113310 27,198 5,561,872 SH DEFINED 1,2,5 5,561,872 CHART INDS INC COM PAR $0 16115Q30 22,070 772,769 SH DEFINED 1,2,6,7 772,769 CHARTER COMMUNICATIO CL A 16117M10 5,373 7,359,702 SH DEFINED 1,2,5,6 7,359,702 CHATTEM INC COM 16245610 24,185 309,344 SH DEFINED 1,2,6 309,344 CHECK POINT SOFTWARE ORD M2246510 12,020 528,580 SH DEFINED 1,2,5,7,12 528,580 CHECKPOINT SYS INC COM 16282510 14,800 786,405 SH DEFINED 1,2 786,405 CHEESECAKE FACTORY I COM 16307210 23,325 1,595,408 SH DEFINED 1,2,5,6 1,595,408 CHELSEA THERAPEUTICS COM 16342810 94 28,909 SH DEFINED 1,2 28,909 CHEMED CORP NEW COM 16359R10 19,420 472,974 SH DEFINED 1,2,6 472,974 CHEMICAL FINL CORP COM 16373110 13,419 430,932 SH DEFINED 1,2,5 430,932 CHEMTURA CORP COM 16389310 20,387 4,470,887 SH DEFINED 1,2,5,7,10 4,470,887 CHENIERE ENERGY INC COM NEW 16411R20 1,872 832,123 SH DEFINED 1,2,5,6 832,123 CHEROKEE INC DEL NEW COM 16444H10 2,794 127,110 SH DEFINED 1,5 127,110 CHESAPEAKE CORP COM 16515910 19 27,804 SH DEFINED 1 27,804 CHESAPEAKE ENERGY CO NOTE 2.50 165167BZ 753 700,000 SH DEFINED 1 700,000 CHESAPEAKE ENERGY CO COM 16516710 721,988 20,133,527 SH DEFINED 1,2,5,6,7,8,10,12,13 20,133,527 CHESAPEAKE UTILS COR COM 16530310 3,511 105,730 SH DEFINED 1,2 105,730 CHEVRON CORP NEW COM 16676410 8,013,119 97,152,267 SH DEFINED 1,2,5,6,7,8,10,12,13 97,152,267 CHICAGO BRIDGE & IRO N Y REGIST 16725010 384 19,970 SH DEFINED 1,2,5 19,970 CHICOS FAS INC COM 16861510 43,920 8,029,187 SH DEFINED 1,2,5,6,8,12 8,029,187 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CHILDRENS PL RETAIL COM 16890510 30,224 906,259 SH DEFINED 1,2,5,6 906,259 CHIMERA INVT CORP COM 16934Q10 3,134 504,602 SH DEFINED 1,2 504,602 CHINA ARCHITECTURAL COM 16937S10 1,414 199,384 SH DEFINED 1 199,384 CHINA BAK BATTERY IN COM 16936Y10 1,240 344,371 SH DEFINED 1 344,371 CHINA FIRE & SEC GRO COM 16938R10 1,699 161,642 SH DEFINED 1 161,642 CHINA INFORMATION SE COM 16944F10 1,210 257,437 SH DEFINED 1 257,437 CHINA LIFE INS CO LT SPON ADR R 16939P10 249 4,478 SH DEFINED 1,6 4,478 CHINA MOBILE LIMITED SPONSORED 16941M10 891 17,801 SH DEFINED 1,6 17,801 CHINA PETE & CHEM CO SPON ADR H 16941R10 30,868 394,077 SH DEFINED 1,4,5,6 394,077 CHINA PRECISION STEE COM 16941J10 576 172,917 SH DEFINED 1 172,917 CHINA SEC & SURVE TE COM 16942J10 5,007 360,725 SH DEFINED 1 360,725 CHINA SKY ONE MED IN COM 16941P10 1,143 94,113 SH DEFINED 1 94,113 CHINA UNICOM LTD SPONSORED 16945R10 153 10,150 SH DEFINED 1,6 10,150 CHINA YUCHAI INTL LT COM G2108210 126 16,600 SH DEFINED 1,7 16,600 CHINDEX INTERNATIONA COM 16946710 1,505 138,625 SH DEFINED 1 138,625 CHIPOTLE MEXICAN GRI CL A 16965610 28,980 522,253 SH DEFINED 1,2,5,6,10 522,253 CHIPOTLE MEXICAN GRI CL B 16965620 1,422 30,407 SH DEFINED 1,2,6 30,407 CHIQUITA BRANDS INTL COM 17003280 16,329 1,032,815 SH DEFINED 1,2 1,032,815 CHOICE HOTELS INTL I COM 16990510 13,981 515,903 SH DEFINED 1,2,5,6,10 515,903 CHOICEPOINT INC COM 17038810 774 15,520 SH DEFINED 1,7 15,520 CHORDIANT SOFTWARE I COM NEW 17040430 2,581 503,211 SH DEFINED 1,5,6 503,211 CHRISTOPHER & BANKS COM 17104610 5,999 782,097 SH DEFINED 1,2,5,6,8 782,097 CHUBB CORP COM 17123210 832,576 15,165,325 SH DEFINED 1,2,5,6,7,8,10,12,13 15,165,325 CHUNGHWA TELECOM CO SPON ADR N 17133Q30 37,172 1,570,438 SH DEFINED 1,4,5,6,12 1,570,438 CHURCH & DWIGHT INC COM 17134010 84,777 1,365,383 SH DEFINED 1,2,5,7,10 1,365,383 CHURCHILL DOWNS INC COM 17148410 7,596 155,086 SH DEFINED 1,2 155,086 CIBER INC COM 17163B10 9,905 1,416,969 SH DEFINED 1,2 1,416,969 CIENA CORP COM NEW 17177930 27,288 2,707,108 SH DEFINED 1,2,5,6,10,13 2,707,108 CIGNA CORP COM 12550910 381,397 11,224,149 SH DEFINED 1,2,5,6,7,8,10,12,13 11,224,149 CIMAREX ENERGY CO COM 17179810 129,448 2,646,650 SH DEFINED 1,2,5,7,8,10,12,13 2,646,650 CINCINNATI BELL INC COM 17187110 26,082 8,440,703 SH DEFINED 1,2,5 8,440,703 CINCINNATI FINL CORP COM 17206210 194,536 6,840,225 SH DEFINED 1,2,5,6,7,8,10,12,13 6,840,225 CINEMARK HOLDINGS IN COM 17243V10 6,387 469,638 SH DEFINED 1,2 469,638 CINTAS CORP COM 17290810 122,642 4,271,742 SH DEFINED 1,2,5,6,7,8,10,12,13 4,271,742 CIRCOR INTL INC COM 17273K10 16,285 374,967 SH DEFINED 1,2 374,967 CIRCUIT CITY STORE I COM 17273710 2,441 3,211,950 SH DEFINED 1,2,5 3,211,950 CIRRUS LOGIC INC COM 17275510 8,776 1,610,363 SH DEFINED 1,2,5,6 1,610,363 CISCO SYS INC COM 17275R10 4,314,863 191,261,651 SH DEFINED 1,2,5,6,7,8,10,12,13 191,261,651 CIT GROUP INC COM 12558110 70,916 10,189,074 SH DEFINED 1,2,5,6,10,12,13 10,189,074 CITADEL BROADCASTING COM 17285T10 2,399 3,075,728 SH DEFINED 1,2,5 3,075,728 CITI TRENDS INC COM 17306X10 3,340 205,043 SH DEFINED 1,2,6 205,043 CITIGROUP INC COM 17296710 4,495,365 219,179,168 SH DEFINED 1,2,5,6,7,8,10,12,13 219,179,168 CITIZENS & NORTHN CO COM 17292210 2,786 129,294 SH DEFINED 1,2 129,294 CITIZENS FIRST BANCO COM 17461R10 113 20,825 SH DEFINED 1,5 20,825 CITIZENS INC CL A 17474010 4,251 517,142 SH DEFINED 1 517,142 CITIZENS REPUBLIC BA COM 17442010 9,135 2,966,004 SH DEFINED 1,2,5 2,966,004 CITRIX SYS INC COM 17737610 145,260 5,750,595 SH DEFINED 1,2,5,6,7,8,10,12,13 5,750,595 CITY BK LYNNWOOD WAS COM 17770A10 3,844 246,409 SH DEFINED 1,2 246,409 CITY HLDG CO COM 17783510 19,924 471,565 SH DEFINED 1,2 471,565 CITY NATL CORP COM 17856610 55,188 1,016,359 SH DEFINED 1,2,5,10,12 1,016,359 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CKE RESTAURANTS INC COM 12561E10 10,173 959,690 SH DEFINED 1,2,6 959,690 CKX INC COM 12562M10 4,883 792,768 SH DEFINED 1,2,5,6 792,768 CLARCOR INC COM 17989510 38,596 1,017,013 SH DEFINED 1,2,5,6 1,017,013 CLEAN ENERGY FUELS C COM 18449910 4,593 324,606 SH DEFINED 1,2,6 324,606 CLEAN HARBORS INC COM 18449610 23,487 347,692 SH DEFINED 1,2,5,6 347,692 CLEAR CHANNEL OUTDOO CL A 18451C10 4,841 353,870 SH DEFINED 1,2,5,10 353,870 CLEARWIRE CORP CL A 18538530 6,522 549,019 SH DEFINED 1,2,5,6,10 549,019 CLECO CORP NEW COM 12561W10 34,076 1,349,527 SH DEFINED 1,2,5 1,349,527 CLEVELAND CLIFFS INC COM 18589610 23,596 445,707 SH DEFINED 1,2,5,7,8,10,12,13 445,707 CLIFTON SVGS BANCORP COM 18712Q10 2,100 175,113 SH DEFINED 1,2 175,113 CLINICAL DATA INC NE COM 18725U10 2,095 130,271 SH DEFINED 1 130,271 CLOROX CO DEL COM 18905410 290,735 4,637,669 SH DEFINED 1,2,5,6,7,8,10,12,13 4,637,669 CME GROUP INC COM 12572Q10 893,556 2,405,200 SH DEFINED 1,2,5,6,7,8,10,12,13 2,405,200 CMS ENERGY CORP COM 12589610 108,874 8,730,893 SH DEFINED 1,2,5,6,10,13 8,730,893 CNA FINL CORP COM 12611710 19,458 741,532 SH DEFINED 1,2,5,7,10,12 741,532 CNA SURETY CORP COM 12612L10 4,943 296,016 SH DEFINED 1,2 296,016 CNH GLOBAL N V SHS NEW N2093520 286 12,978 SH DEFINED 1,5 12,978 CNOOC LTD SPONSORED 12613210 449 3,920 SH DEFINED 1,6 3,920 CNX GAS CORP COM 12618H30 7,328 327,273 SH DEFINED 1,2,10 327,273 COACH INC COM 18975410 276,807 11,054,584 SH DEFINED 1,2,5,6,7,8,10,12,13 11,054,584 COACHMEN INDS INC COM 18987310 27 16,235 SH DEFINED 1 16,235 COBIZ FINANCIAL INC COM 19089710 3,607 300,333 SH DEFINED 1,2 300,333 COBRA ELECTRS CORP COM 19104210 29 10,846 SH DEFINED 1 10,846 COCA COLA BOTTLING C COM 19109810 4,180 95,751 SH DEFINED 1,2,6 95,751 COCA COLA CO COM 19121610 3,916,437 74,062,724 SH DEFINED 1,2,5,6,7,8,10,12,13 74,062,724 COCA COLA ENTERPRISE COM 19121910 238,237 14,206,127 SH DEFINED 1,2,5,6,7,8,10,12,13 14,206,127 COCA COLA FEMSA S A SPON ADR R 19124110 5,849 115,906 SH DEFINED 1,2,7 115,906 COEUR D ALENE MINES COM 19210810 30,988 20,253,604 SH DEFINED 1,2,5,6,8 20,253,604 COGDELL SPENCER INC COM 19238U10 2,064 128,649 SH DEFINED 1,3 128,649 COGENT COMM GROUP IN COM NEW 19239V30 6,017 779,392 SH DEFINED 1,2,5,6 779,392 COGENT INC COM 19239Y10 6,616 647,368 SH DEFINED 1,2,5,6 647,368 COGNEX CORP COM 19242210 19,287 956,718 SH DEFINED 1,2,5,6 956,718 COGNIZANT TECHNOLOGY CL A 19244610 200,909 8,800,211 SH DEFINED 1,2,5,6,7,8,10,12,13 8,800,211 COGO GROUP INC COM 19244810 1,703 323,182 SH DEFINED 1,2,6 323,182 COHEN & STEERS INC COM 19247A10 7,512 265,175 SH DEFINED 1,2 265,175 COHERENT INC COM 19247910 19,619 551,867 SH DEFINED 1,2 551,867 COHU INC COM 19257610 6,833 431,918 SH DEFINED 1,2,6 431,918 COINSTAR INC COM 19259P30 19,665 614,516 SH DEFINED 1,2,6 614,516 COLDWATER CREEK INC COM 19306810 7,621 1,316,241 SH DEFINED 1,2,5,6 1,316,241 COLE KENNETH PRODTNS CL A 19329410 2,293 155,998 SH DEFINED 1,2 155,998 COLEMAN CABLE INC COM 19345930 987 98,452 SH DEFINED 1 98,452 COLFAX CORP COM 19401410 4,868 291,300 SH DEFINED 1,2 291,300 COLGATE PALMOLIVE CO COM 19416210 1,367,487 18,148,465 SH DEFINED 1,2,5,6,7,8,10,12,13 18,148,465 COLLECTIVE BRANDS IN COM 19421W10 41,933 2,290,179 SH DEFINED 1,2,5 2,290,179 COLONIAL BANCGROUP I COM 19549330 51,204 6,514,555 SH DEFINED 1,2,5,12 6,514,555 COLONIAL PPTYS TR COM SH BEN 19587210 28,167 1,507,085 SH DEFINED 1,2,3,5 1,507,085 COLUMBIA BKG SYS INC COM 19723610 5,712 322,176 SH DEFINED 1,2 322,176 COLUMBIA LABS INC COM 19777910 1,631 622,454 SH DEFINED 1,5 622,454 COLUMBIA SPORTSWEAR COM 19851610 9,008 214,674 SH DEFINED 1,2,5 214,674 COLUMBUS MCKINNON CO COM 19933310 12,657 536,980 SH DEFINED 1,2,5,6 536,980 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- COMARCO INC COM 20008010 17 13,186 SH DEFINED 1 13,186 COMBINATORX INC COM 20010A10 83 25,600 SH DEFINED 1,5 25,600 COMCAST CORP NEW CL A 20030N10 1,689,841 86,084,621 SH DEFINED 1,2,5,6,7,8,10,12,13 86,084,621 COMCAST CORP NEW CL A SPL 20030N20 83,802 4,249,611 SH DEFINED 1,2,5,7,8,10,12,13 4,249,611 COMERICA INC COM 20034010 233,236 7,113,022 SH DEFINED 1,2,5,6,7,8,10,12,13 7,113,022 COMFORT SYS USA INC COM 19990810 16,270 1,217,851 SH DEFINED 1,2,5 1,217,851 COMMERCE BANCSHARES COM 20052510 62,205 1,340,632 SH DEFINED 1,2,5,10,12 1,340,632 COMMERCIAL METALS CO COM 20172310 46,086 2,728,596 SH DEFINED 1,2,5,10 2,728,596 COMMERCIAL VEH GROUP COM 20260810 2,511 353,095 SH DEFINED 1,2 353,095 COMMSCOPE INC COM 20337210 44,150 1,274,533 SH DEFINED 1,2,5,6,7,10 1,274,533 COMMUNITY BANCORP NE COM 20343T10 87 13,600 SH DEFINED 1 13,600 COMMUNITY BK SYS INC COM 20360710 19,331 768,616 SH DEFINED 1,2 768,616 COMMUNITY HEALTH SYS COM 20366810 54,144 1,847,303 SH DEFINED 1,2,5,10,12 1,847,303 COMMUNITY TR BANCORP COM 20414910 8,638 251,114 SH DEFINED 1,2 251,114 COMMVAULT SYSTEMS IN COM 20416610 8,116 673,497 SH DEFINED 1,2,6 673,497 COMPANHIA BRASILEIRA SPON ADR P 20440T20 13,187 377,192 SH DEFINED 1,2,7 377,192 COMPANHIA DE BEBIDAS SPON ADR P 20441W20 3,762 68,886 SH DEFINED 1,2 68,886 COMPANHIA ENERGETICA SP ADR N-V 20440960 19,698 997,848 SH DEFINED 1,2,5,7 997,848 COMPANHIA PARANAENSE SPON ADR P 20441B40 9,468 690,061 SH DEFINED 1,2,7 690,061 COMPANHIA SIDERURGIC SPONSORED 20440W10 25,169 1,183,871 SH DEFINED 1,2,7 1,183,871 COMPANHIA VALE DO RI SPON ADR P 20441210 5,117 289,079 SH DEFINED 1,2 289,079 COMPANHIA VALE DO RI SPONSORED 20441220 220,140 11,495,551 SH DEFINED 1,2,4,5,7 11,495,551 COMPANIA CERVECERIAS SPONSORED 20442910 2,300 71,634 SH DEFINED 1,2,7 71,634 COMPANIA DE MINAS BU SPONSORED 20444810 7,790 331,787 SH DEFINED 1,2,7 331,787 COMPANIA DE TELECOMU SPON ADR N 20444930 472 69,356 SH DEFINED 1,2,5 69,356 COMPASS DIVERSIFIED SH BEN INT 20451Q10 9,035 648,134 SH DEFINED 1,2 648,134 COMPASS MINERALS INT COM 20451N10 47,177 900,503 SH DEFINED 1,2,5,6,8 900,503 COMPELLENT TECHNOLOG COM 20452A10 2,744 213,405 SH DEFINED 1,2 213,405 COMPLETE PRODUCTION COM 20453E10 49,443 2,456,176 SH DEFINED 1,2,6,7 2,456,176 COMPUCREDIT CORP COM 20478N10 1,492 380,608 SH DEFINED 1,2 380,608 COMPUTER PROGRAMS & COM 20530610 4,574 157,989 SH DEFINED 1 157,989 COMPUTER SCIENCES CO COM 20536310 211,401 5,260,037 SH DEFINED 1,2,5,6,7,8,10,12,13 5,260,037 COMPUTER TASK GROUP COM 20547710 187 28,714 SH DEFINED 1 28,714 COMPUWARE CORP COM 20563810 75,937 7,836,636 SH DEFINED 1,2,5,6,10,12,13 7,836,636 COMSCORE INC COM 20564W10 4,687 265,847 SH DEFINED 1,2,6 265,847 COMSTOCK RES INC COM NEW 20576820 62,778 1,254,298 SH DEFINED 1,2,5,6 1,254,298 COMSYS IT PARTNERS I COM 20581E10 3,371 346,813 SH DEFINED 1,2 346,813 COMTECH TELECOMMUNIC COM NEW 20582620 26,515 538,488 SH DEFINED 1,2,5,6 538,488 COMVERGE INC COM 20585910 1,404 305,140 SH DEFINED 1,6 305,140 CONAGRA FOODS INC COM 20588710 437,000 22,456,344 SH DEFINED 1,2,5,6,7,8,10,12,13 22,456,344 CONCEPTUS INC COM 20601610 7,714 465,261 SH DEFINED 1,2,6 465,261 CONCHO RES INC COM 20605P10 24,095 872,686 SH DEFINED 1,2,6 872,686 CONCUR TECHNOLOGIES COM 20670810 29,666 775,381 SH DEFINED 1,2,5,6 775,381 CONCURRENT COMPUTER COM PAR $. 20671040 59 10,245 SH DEFINED 1,5 10,245 CONEXANT SYSTEMS INC COM NEW 20714230 262 65,422 SH DEFINED 1,2,5,6 65,422 CONMED CORP COM 20741010 28,318 884,926 SH DEFINED 1,2 884,926 CONNECTICUT WTR SVC COM 20779710 3,705 127,991 SH DEFINED 1,5 127,991 CONNS INC COM 20824210 3,202 171,139 SH DEFINED 1,2 171,139 CONOCOPHILLIPS COM 20825C10 4,199,153 57,326,321 SH DEFINED 1,2,5,6,7,8,10,12,13 57,326,321 CONSECO INC COM NEW 20846488 6,377 1,811,680 SH DEFINED 1,2,5,10 1,811,680 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CONSOL ENERGY INC COM 20854P10 342,523 7,463,995 SH DEFINED 1,2,5,6,7,8,10,12,13 7,463,995 CONSOLIDATED COMM HL COM 20903410 5,708 378,520 SH DEFINED 1,2 378,520 CONSOLIDATED EDISON COM 20911510 413,003 9,613,671 SH DEFINED 1,2,5,6,7,8,10,12,13 9,613,671 CONSOLIDATED GRAPHIC COM 20934110 11,997 395,563 SH DEFINED 1,2 395,563 CONSOLIDATED TOMOKA COM 21022610 3,812 88,256 SH DEFINED 1 88,256 CONSOLIDATED WATER C ORD G2377310 3,224 189,440 SH DEFINED 1 189,440 CONSTANT CONTACT INC COM 21031310 4,731 277,150 SH DEFINED 1,2,6 277,150 CONSTAR INTL INC NEW COM 21036U10 7 11,400 SH DEFINED 1 11,400 CONSTELLATION BRANDS CL A 21036P10 140,352 6,540,148 SH DEFINED 1,2,5,6,7,8,10,12,13 6,540,148 CONSTELLATION ENERGY COM 21037110 149,818 6,165,364 SH DEFINED 1,2,5,6,7,8,10,12,13 6,165,364 CONTANGO OIL & GAS C COM NEW 21075N20 12,348 228,754 SH DEFINED 1,2,5,6 228,754 CONTINENTAL AIRLS IN CL B 21079530 18,298 1,096,998 SH DEFINED 1,2,5,6,7,10 1,096,998 CONTINENTAL RESOURCE COM 21201510 11,302 288,103 SH DEFINED 1,2,5,7,10 288,103 CONVERA CORP CL A 21191910 25 24,838 SH DEFINED 1,5 24,838 CONVERGYS CORP COM 21248510 55,991 3,788,289 SH DEFINED 1,2,5,6,7,10,12,13 3,788,289 CON-WAY INC COM 20594410 37,402 847,933 SH DEFINED 1,2,5,7,10 847,933 COOPER COS INC COM NEW 21664840 21,841 628,351 SH DEFINED 1,2,5,10 628,351 COOPER INDS LTD CL A G2418210 219,308 5,489,567 SH DEFINED 1,2,5,6,7,8,10,12,13 5,489,567 COOPER TIRE & RUBR C COM 21683110 10,876 1,264,635 SH DEFINED 1,2,5 1,264,635 COPA HOLDINGS SA CL A P3107610 35,211 1,083,424 SH DEFINED 1,4,5,10 1,083,424 COPANO ENERGY L L C COM UNITS 21720210 1,586 64,842 SH DEFINED 1,2 64,842 COPART INC COM 21720410 51,047 1,343,346 SH DEFINED 1,2,5,10 1,343,346 CORE LABORATORIES N COM N2271710 2,850 28,131 SH DEFINED 1,2,5,6 28,131 CORE MARK HOLDING CO COM 21868110 3,603 144,195 SH DEFINED 1 144,195 CORINTHIAN COLLEGES COM 21886810 34,501 2,300,087 SH DEFINED 1,2,5,6 2,300,087 CORN PRODS INTL INC COM 21902310 39,938 1,237,222 SH DEFINED 1,2,5,10 1,237,222 CORNELL COMPANIES IN COM 21914110 6,520 239,897 SH DEFINED 1,5 239,897 CORNING INC COM 21935010 773,701 49,469,353 SH DEFINED 1,2,5,6,7,8,10,12,13 49,469,353 CORPORATE EXECUTIVE COM 21988R10 20,241 647,711 SH DEFINED 1,2,5,6,10 647,711 CORPORATE OFFICE PPT SH BEN INT 22002T10 61,700 1,529,125 SH DEFINED 1,2,3,5 1,529,125 CORRECTIONS CORP AME COM NEW 22025Y40 59,916 2,411,087 SH DEFINED 1,2,3,5,6,10 2,411,087 CORUS BANKSHARES INC COM 22087310 8,471 2,091,703 SH DEFINED 1,2 2,091,703 CORUS ENTERTAINMENT COM CL B N 22087410 224 12,846 SH DEFINED 1,5 12,846 CORVEL CORP COM 22100610 5,130 179,303 SH DEFINED 1,2,6 179,303 COSI INC COM 22122P10 73 36,900 SH DEFINED 1,5 36,900 COST PLUS INC CALIF COM 22148510 58 29,976 SH DEFINED 1,5 29,976 COSTAR GROUP INC COM 22160N10 13,596 299,543 SH DEFINED 1,2,6 299,543 COSTCO WHSL CORP NEW COM 22160K10 916,372 14,113,237 SH DEFINED 1,2,5,6,7,8,10,12,13 14,113,237 COUGAR BIOTECHNOLOGY COM 22208310 7,562 226,483 SH DEFINED 1,2,6 226,483 COURIER CORP COM 22266010 3,690 181,250 SH DEFINED 1,2 181,250 COUSINS PPTYS INC COM 22279510 40,925 1,622,088 SH DEFINED 1,2,3,5 1,622,088 COVANCE INC COM 22281610 111,151 1,257,223 SH DEFINED 1,2,5,7,8,10,12,13 1,257,223 COVANTA HLDG CORP COM 22282E10 28,811 1,203,447 SH DEFINED 1,2,5,10 1,203,447 COVENANT TRANSN GROU CL A 22284P10 38 13,181 SH DEFINED 1 13,181 COVENTRY HEALTH CARE COM 22286210 153,934 4,729,143 SH DEFINED 1,2,5,6,7,8,10,12,13 4,729,143 COVIDIEN LTD COM G2552X10 821,187 15,275,048 SH DEFINED 1,2,5,6,7,8,10,12,13 15,275,048 COWEN GROUP INC COM 22362110 180 21,560 SH DEFINED 1 21,560 COX RADIO INC CL A 22405110 5,426 513,786 SH DEFINED 1,2,5 513,786 CP HOLDRS DEP RCPTS 12616K10 375 2,407 SH DEFINED 1 2,407 CPEX PHARMACEUTICALS COM 12620N10 223 11,892 SH DEFINED 1 11,892 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CPFL ENERGIA S A SPONSORED 12615310 295 5,290 SH DEFINED 1 5,290 CPI CORP COM 12590210 172 15,955 SH DEFINED 1,5 15,955 CPI INTERNATIONAL IN COM 12618M10 1,763 121,786 SH DEFINED 1 121,786 CRA INTL INC COM 12618T10 5,541 201,639 SH DEFINED 1,2,6 201,639 CRANE CO COM 22439910 24,128 812,126 SH DEFINED 1,2,5,10 812,126 CRAWFORD & CO CL B 22463310 5,950 391,461 SH DEFINED 1,2 391,461 CRAY INC COM NEW 22522330 2,736 528,236 SH DEFINED 1,5 528,236 CREDICORP LTD COM G2519Y10 37,249 598,381 SH DEFINED 1,2,7 598,381 CREDIT ACCEP CORP MI COM 22531010 1,667 98,055 SH DEFINED 1,2,6 98,055 CREDIT SUISSE GROUP SPONSORED 22540110 3,137 64,972 SH DEFINED 1,2 64,972 CREDO PETE CORP COM PAR $0 22543920 76 10,353 SH DEFINED 1 10,353 CREE INC COM 22544710 35,561 1,561,078 SH DEFINED 1,2,5,6,10 1,561,078 CRESUD S A C I F Y A SPONSORED 22640610 467 44,436 SH DEFINED 1,2 44,436 CRH PLC ADR 12626K20 200 9,381 SH DEFINED 1 9,381 CROCS INC COM 22704610 5,347 1,493,661 SH DEFINED 1,2,5,6 1,493,661 CROSS CTRY HEALTHCAR COM 22748310 9,397 576,833 SH DEFINED 1,2 576,833 CROSS TIMBERS RTY TR TR UNIT 22757R10 638 13,862 SH DEFINED 1,2 13,862 CROSSTEX ENERGY INC COM 22765Y10 18,917 757,601 SH DEFINED 1,2,6 757,601 CROSSTEX ENERGY L P COM 22765U10 737 40,349 SH DEFINED 1,2 40,349 CROWN CASTLE INTL CO COM 22822710 100,673 3,475,081 SH DEFINED 1,2,5,7,8,10,12,13 3,475,081 CROWN HOLDINGS INC COM 22836810 41,202 1,855,126 SH DEFINED 1,2,5,10 1,855,126 CROWN MEDIA HLDGS IN CL A 22841110 1,693 336,656 SH DEFINED 1,2 336,656 CRUSADER ENERGY GROU COM 22883410 53 17,200 SH DEFINED 1 17,200 CRYOLIFE INC COM 22890310 5,496 418,932 SH DEFINED 1,2 418,932 CRYSTAL RIV CAP INC COM 22939330 45 22,176 SH DEFINED 1,2 22,176 CSG SYS INTL INC COM 12634910 18,365 1,047,636 SH DEFINED 1,2,5 1,047,636 CSS INDS INC COM 12590610 4,239 164,704 SH DEFINED 1,2 164,704 CSX CORP COM 12640810 781,147 14,314,591 SH DEFINED 1,2,5,6,7,8,10,12,13 14,314,591 CTC MEDIA INC COM 12642X10 6,407 427,130 SH DEFINED 1,2,5,10 427,130 CTRIP COM INTL LTD ADR 22943F10 15,016 388,911 SH DEFINED 1,4,5 388,911 CTS CORP COM 12650110 10,000 782,455 SH DEFINED 1,2 782,455 CUBIC CORP COM 22966910 9,191 373,757 SH DEFINED 1,2,6 373,757 CUBIST PHARMACEUTICA COM 22967810 29,251 1,315,833 SH DEFINED 1,2,5,6 1,315,833 CULLEN FROST BANKERS COM 22989910 78,988 1,316,469 SH DEFINED 1,2,5,10 1,316,469 CULP INC COM 23021510 66 11,213 SH DEFINED 1 11,213 CUMMINS INC COM 23102110 786,491 17,989,270 SH DEFINED 1,2,5,6,7,8,10,12,13 17,989,270 CUMULUS MEDIA INC CL A 23108210 2,333 547,571 SH DEFINED 1,2,6 547,571 CURAGEN CORP COM 23126R10 474 592,140 SH DEFINED 1 592,140 CURIS INC COM 23126910 38 32,722 SH DEFINED 1 32,722 CURTISS WRIGHT CORP COM 23156110 41,505 913,205 SH DEFINED 1,2 913,205 CUTERA INC COM 23210910 682 64,296 SH DEFINED 1 64,296 CV THERAPEUTICS INC COM 12666710 14,460 1,338,909 SH DEFINED 1,2,5,6 1,338,909 CVB FINL CORP COM 12660010 35,324 2,541,267 SH DEFINED 1,2,5 2,541,267 CVR ENERGY INC COM 12662P10 3,333 391,160 SH DEFINED 1,2,6 391,160 CVS CAREMARK CORPORA COM 12665010 1,598,941 47,502,702 SH DEFINED 1,2,5,6,7,8,10,12,13 47,502,702 CYBERONICS INC COM 23251P10 6,829 401,677 SH DEFINED 1,2,6 401,677 CYBERSOURCE CORP COM 23251J10 19,104 1,185,819 SH DEFINED 1,2,6 1,185,819 CYMER INC COM 23257210 20,012 790,046 SH DEFINED 1,2,5,6 790,046 CYNOSURE INC CL A 23257720 2,545 141,876 SH DEFINED 1 141,876 CYPRESS BIOSCIENCES COM PAR $. 23267450 4,323 588,164 SH DEFINED 1,5,6 588,164 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- CYPRESS SEMICONDUCTO COM 23280610 10,112 1,937,133 SH DEFINED 1,2,5,10 1,937,133 CYTEC INDS INC COM 23282010 34,595 889,103 SH DEFINED 1,2,5,10 889,103 CYTOKINETICS INC COM 23282W10 2,339 493,550 SH DEFINED 1 493,550 CYTORI THERAPEUTICS COM 23283K10 1,319 249,781 SH DEFINED 1 249,781 CYTRX CORP COM NEW 23282830 37 72,369 SH DEFINED 1 72,369 D & E COMMUNICATIONS COM 23286010 179 23,703 SH DEFINED 1 23,703 D R HORTON INC COM 23331A10 160,115 12,297,598 SH DEFINED 1,2,5,6,7,8,10,12,13 12,297,598 DAIMLER AG REG SHS D1668R12 2,304 45,629 SH DEFINED 1,2 45,629 DAKTRONICS INC COM 23426410 11,071 664,512 SH DEFINED 1,2,6 664,512 DANA HOLDING CORP COM 23582520 8,558 1,768,217 SH DEFINED 1,2 1,768,217 DANAHER CORP DEL COM 23585110 541,737 7,806,004 SH DEFINED 1,2,5,6,7,8,10,12,13 7,806,004 DANVERS BANCORP INC COM 23644210 2,504 196,395 SH DEFINED 1 196,395 DARDEN RESTAURANTS I COM 23719410 153,766 5,370,810 SH DEFINED 1,2,5,6,7,8,10,12,13 5,370,810 DARLING INTL INC COM 23726610 38,115 3,430,666 SH DEFINED 1,2,5,6,7,8 3,430,666 DARWIN PROFESSIONAL COM 23750210 3,056 98,244 SH DEFINED 1,2,6 98,244 DASSAULT SYS S A SPONSORED 23754510 1,074 20,030 SH DEFINED 1 20,030 DATA DOMAIN INC COM 23767P10 11,218 503,730 SH DEFINED 1,2,6 503,730 DATARAM CORP COM PAR $1 23810820 25 14,300 SH DEFINED 1 14,300 DATASCOPE CORP COM 23811310 13,350 258,579 SH DEFINED 1,2,6 258,579 DATATRAK INTL INC COM 23813410 4 15,197 SH DEFINED 1 15,197 DAVITA INC COM 23918K10 185,656 3,256,557 SH DEFINED 1,2,5,6,7,8,10,12,13 3,256,557 DAWSON GEOPHYSICAL C COM 23935910 6,817 146,016 SH DEFINED 1,2,5,6 146,016 DCP MIDSTREAM PARTNE COM UT LTD 23311P10 377 22,295 SH DEFINED 1,2 22,295 DCT INDUSTRIAL TRUST COM 23315310 40,126 5,357,239 SH DEFINED 1,2,3,5 5,357,239 DEALERTRACK HLDGS IN COM 24230910 16,185 961,113 SH DEFINED 1,2,6,8 961,113 DEAN FOODS CO NEW COM 24237010 115,369 4,938,742 SH DEFINED 1,2,5,6,7,8,10,12,13 4,938,742 DEARBORN BANCORP INC COM 24242R10 55 11,040 SH DEFINED 1 11,040 DECKERS OUTDOOR CORP COM 24353710 24,368 234,128 SH DEFINED 1,2,5,6 234,128 DECORATOR INDS INC COM PAR $0 24363120 21 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 648,375 13,098,490 SH DEFINED 1,2,5,6,7,8,10,12,13 13,098,490 DEERFIELD CAPITAL CO COM 24433110 54 82,812 SH DEFINED 1,2 82,812 DEL MONTE FOODS CO COM 24522P10 25,411 3,257,829 SH DEFINED 1,2,5,10 3,257,829 DELEK US HLDGS INC COM 24664710 2,579 278,162 SH DEFINED 1,2,6 278,162 DELIA'S INC NEW COM 24691110 95 32,909 SH DEFINED 1 32,909 DELL INC COM 24702R10 1,091,298 66,219,513 SH DEFINED 1,2,5,6,7,8,10,12,13 66,219,513 DELPHI FINL GROUP IN CL A 24713110 25,143 896,668 SH DEFINED 1,2,5 896,668 DELTA AIR LINES INC COM NEW 24736170 28,347 3,804,932 SH DEFINED 1,2,5,7,10 3,804,932 DELTA NAT GAS INC COM 24774810 324 12,642 SH DEFINED 1 12,642 DELTA PETE CORP COM NEW 24790720 17,675 1,301,583 SH DEFINED 1,2,5,6 1,301,583 DELTEK INC COM 24784L10 742 122,016 SH DEFINED 1,2 122,016 DELTIC TIMBER CORP COM 24785010 11,954 187,843 SH DEFINED 1,2,6 187,843 DELUXE CORP COM 24801910 24,575 1,707,784 SH DEFINED 1,2,5,7,8 1,707,784 DEMANDTEC INC COM NEW 24802R50 2,164 240,167 SH DEFINED 1 240,167 DENBURY RES INC COM NEW 24791620 98,200 5,157,538 SH DEFINED 1,2,5,7,8,10,12,13 5,157,538 DENDREON CORP COM 24823Q10 8,875 1,554,288 SH DEFINED 1,2,5,6 1,554,288 DENNYS CORP COM 24869P10 4,071 1,577,755 SH DEFINED 1,2,5,6 1,577,755 DENTSPLY INTL INC NE COM 24903010 114,169 3,041,254 SH DEFINED 1,2,5,7,8,10,12,13 3,041,254 DEPOMED INC COM 24990810 3,699 1,013,297 SH DEFINED 1,2 1,013,297 DESARROLLADORA HOMEX SPONSORED 25030W10 9,674 218,775 SH DEFINED 1,2,7 218,775 DESIGN WITHIN REACH COM 25055710 48 13,900 SH DEFINED 1 13,900 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- DEUTSCHE BANK AG NAMEN AKT D1819089 667 9,160 SH DEFINED 1,2 9,160 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,696 111,374 SH DEFINED 1,2 111,374 DEVELOPERS DIVERSIFI COM 25159110 188,962 5,962,833 SH DEFINED 1,2,3,5,6,7,8,10,12,13 5,962,833 DEVON ENERGY CORP NE COM 25179M10 1,471,713 16,137,209 SH DEFINED 1,2,5,6,7,8,10,12,13 16,137,209 DEVRY INC DEL COM 25189310 50,607 1,021,540 SH DEFINED 1,2,5,6,10 1,021,540 DEXCOM INC COM 25213110 2,037 329,137 SH DEFINED 1 329,137 DG FASTCHANNEL INC COM 23326R10 4,862 221,822 SH DEFINED 1,2 221,822 DHT MARITIME INC COM Y2065G10 3,463 515,267 SH DEFINED 1,2 515,267 DIAGEO P L C SPON ADR N 25243Q20 1,708 24,800 SH DEFINED 1 24,800 DIAMOND FOODS INC COM 25260310 6,682 238,402 SH DEFINED 1 238,402 DIAMOND HILL INVESTM COM NEW 25264R20 2,466 27,419 SH DEFINED 1 27,419 DIAMOND MGMT & TECHN COM 25269L10 303 64,702 SH DEFINED 1,2 64,702 DIAMOND OFFSHORE DRI COM 25271C10 99,920 969,537 SH DEFINED 1,2,5,7,8,10,12,13 969,537 DIAMONDROCK HOSPITAL COM 25278430 30,794 3,383,921 SH DEFINED 1,2,3 3,383,921 DIANA SHIPPING INC COM Y2066G10 417 21,194 SH DEFINED 1,2,5 21,194 DICE HLDGS INC COM 25301710 1,325 186,577 SH DEFINED 1,2,6 186,577 DICKS SPORTING GOODS COM 25339310 42,565 2,173,898 SH DEFINED 1,2,5,6,10 2,173,898 DIEBOLD INC COM 25365110 42,201 1,274,576 SH DEFINED 1,2,5,10,12 1,274,576 DIGI INTL INC COM 25379810 7,006 686,844 SH DEFINED 1,2,5 686,844 DIGITAL ANGEL CORP N COM 25383A10 44 119,849 SH DEFINED 1,2,5 119,849 DIGITAL RIV INC COM 25388B10 34,421 1,062,367 SH DEFINED 1,2,5,6 1,062,367 DIGITAL RLTY TR INC COM 25386810 95,371 2,018,426 SH DEFINED 1,2,3,5,10 2,018,426 DILLARDS INC CL A 25406710 24,619 2,086,364 SH DEFINED 1,2,5,6,10,13 2,086,364 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 6 68,421 SH DEFINED 1 68,421 DIME CMNTY BANCSHARE COM 25392210 9,633 632,950 SH DEFINED 1,2,5 632,950 DINEEQUITY INC COM 25442310 5,245 311,118 SH DEFINED 1,2,6 311,118 DIODES INC COM 25454310 9,073 491,753 SH DEFINED 1,2,6 491,753 DIONEX CORP COM 25454610 22,915 360,590 SH DEFINED 1,2,5,6 360,590 DIRECTV GROUP INC COM 25459L10 768,959 29,372,006 SH DEFINED 1,2,5,6,7,8,10,12,13 29,372,006 DISCOVER FINL SVCS COM 25470910 263,852 19,092,042 SH DEFINED 1,2,5,6,7,8,10,12,13 19,092,042 DISCOVERY HOLDING CO CL A COM 25468Y10 799 43,651 SH DEFINED 1,2,7 43,651 DISCOVERY LABORATORI COM 25466810 2,330 1,246,088 SH DEFINED 1,5 1,246,088 DISH NETWORK CORP CL A 25470M10 79,296 3,775,978 SH DEFINED 1,2,5,7,8,10,12,13 3,775,978 DISNEY WALT CO COM DISNEY 25468710 2,150,988 70,087,570 SH DEFINED 1,2,5,6,7,8,10,12,13 70,087,570 DISTRIBUCION Y SERVI SPONSORED 25475310 743 33,751 SH DEFINED 1,2,5 33,751 DITECH NETWORKS INC COM 25500T10 31 26,085 SH DEFINED 1 26,085 DIVX INC COM 25541310 2,125 328,447 SH DEFINED 1,2,6 328,447 DIXIE GROUP INC CL A 25551910 103 14,064 SH DEFINED 1 14,064 DNP SELECT INCOME FD COM 23325P10 1,921 205,265 SH DEFINED 5,12 205,265 DOLAN MEDIA CO COM 25659P40 3,565 353,289 SH DEFINED 1,2,6 353,289 DOLBY LABORATORIES I COM 25659T10 19,442 552,493 SH DEFINED 1,2,5,10 552,493 DOLLAR FINL CORP COM 25666410 9,868 641,168 SH DEFINED 1,2,6 641,168 DOLLAR THRIFTY AUTOM COM 25674310 772 400,103 SH DEFINED 1,2,5 400,103 DOLLAR TREE INC COM 25674610 80,423 2,211,852 SH DEFINED 1,2,5,7,10,12 2,211,852 DOMINION RES INC VA COM 25746U10 937,197 21,907,354 SH DEFINED 1,2,5,6,7,8,10,12,13 21,907,354 DOMINOS PIZZA INC COM 25754A20 11,404 939,347 SH DEFINED 1,2,8 939,347 DOMTAR CORP COM 25755910 35,591 7,737,238 SH DEFINED 1,2,5,7,8,10,12,13 7,737,238 DONALDSON INC COM 25765110 55,906 1,333,949 SH DEFINED 1,2,5,6,10 1,333,949 DONEGAL GROUP INC CL A 25770120 3,846 212,123 SH DEFINED 1,2 212,123 DONNELLEY R R & SONS COM 25786710 235,448 9,598,366 SH DEFINED 1,2,5,6,7,8,10,12,13 9,598,366 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- DORAL FINL CORP COM NEW 25811P88 653 59,832 SH DEFINED 1,2,5 59,832 DORCHESTER MINERALS COM UNIT 25820R10 760 32,920 SH DEFINED 1,2 32,920 DORMAN PRODUCTS INC COM 25827810 1,598 127,502 SH DEFINED 1 127,502 DOT HILL SYS CORP COM 25848T10 165 73,205 SH DEFINED 1,5 73,205 DOUBLE EAGLE PETE CO COM PAR $0 25857020 1,673 117,130 SH DEFINED 1,5 117,130 DOUBLE-TAKE SOFTWARE COM 25859810 2,378 238,973 SH DEFINED 1 238,973 DOUGLAS EMMETT INC COM 25960P10 65,299 2,830,472 SH DEFINED 1,2,3,5,7,10 2,830,472 DOVER CORP COM 26000310 274,638 6,772,828 SH DEFINED 1,2,5,6,7,8,10,12,13 6,772,828 DOVER DOWNS GAMING & COM 26009510 4,236 544,529 SH DEFINED 1,5 544,529 DOVER MOTORSPORTS IN COM 26017410 825 151,374 SH DEFINED 1,5 151,374 DOW CHEM CO COM 26054310 1,050,008 33,039,895 SH DEFINED 1,2,5,6,7,8,10,12,13 33,039,895 DOWNEY FINL CORP COM 26101810 1,087 388,175 SH DEFINED 1,2,5 388,175 DPL INC COM 23329310 52,436 2,114,340 SH DEFINED 1,2,5,7,10 2,114,340 DR PEPPER SNAPPLE GR COM 26138E10 99,939 3,774,120 SH DEFINED 1,2,5,6,7,8,10,12,13 3,774,120 DR REDDYS LABS LTD ADR 25613520 7,229 648,374 SH DEFINED 1,2,4,5,6 648,374 DRDGOLD LIMITED SPON ADR N 26152H30 80 18,025 SH DEFINED 1 18,025 DREAMWORKS ANIMATION CL A 26153C10 48,257 1,534,413 SH DEFINED 1,2,5,10 1,534,413 DRESS BARN INC COM 26157010 45,023 2,944,624 SH DEFINED 1,2,6 2,944,624 DRESSER-RAND GROUP I COM 26160810 34,994 1,111,993 SH DEFINED 1,2,5,6,10 1,111,993 DREW INDS INC COM NEW 26168L20 6,919 404,366 SH DEFINED 1,2,6 404,366 DRI CORPORATION COM 23330F10 35 16,137 SH DEFINED 1 16,137 DRIL-QUIP INC COM 26203710 23,815 548,848 SH DEFINED 1,2,6 548,848 DRS TECHNOLOGIES INC COM 23330X10 52,301 681,451 SH DEFINED 1,2,5,6,10 681,451 DRUGSTORE COM INC COM 26224110 2,471 1,051,428 SH DEFINED 1 1,051,428 DSP GROUP INC COM 23332B10 4,412 576,725 SH DEFINED 1,2,5 576,725 DST SYS INC DEL COM 23332610 52,307 934,221 SH DEFINED 1,2,5,7,8,10,12,13 934,221 DSW INC CL A 23334L10 3,177 231,933 SH DEFINED 1,2,6 231,933 DTE ENERGY CO COM 23333110 248,312 6,189,236 SH DEFINED 1,2,5,6,7,8,10,12,13 6,189,236 DTS INC COM 23335C10 7,900 283,875 SH DEFINED 1,2,6 283,875 DU PONT E I DE NEMOU COM 26353410 1,904,450 47,256,834 SH DEFINED 1,2,5,6,7,8,10,12,13 47,256,834 DUCOMMUN INC DEL COM 26414710 4,898 205,093 SH DEFINED 1,2,5 205,093 DUFF & PHELPS CORP N CL A 26433B10 3,117 148,202 SH DEFINED 1,2,6 148,202 DUKE ENERGY CORP NEW COM 26441C10 886,068 50,835,794 SH DEFINED 1,2,5,6,7,8,10,12,13 50,835,794 DUKE REALTY CORP COM NEW 26441150 128,021 5,208,351 SH DEFINED 1,2,3,5,7,8,10,12,13 5,208,351 DUN & BRADSTREET COR COM 26483E10 120,224 1,274,104 SH DEFINED 1,2,5,7,8,10,12,13 1,274,104 DUNCAN ENERGY PARTNE COM UNITS 26502610 212 13,269 SH DEFINED 1,2 13,269 DUPONT FABROS TECHNO COM 26613Q10 11,777 772,271 SH DEFINED 1,2,3,6 772,271 DURECT CORP COM 26660510 7,103 1,268,450 SH DEFINED 1,5 1,268,450 DXP ENTERPRISES INC COM NEW 23337740 2,348 44,040 SH DEFINED 1,5 44,040 DYAX CORP COM 26746E10 3,166 719,464 SH DEFINED 1,5 719,464 DYCOM INDS INC COM 26747510 13,576 1,042,682 SH DEFINED 1,2,5,6 1,042,682 DYNAMEX INC COM 26784F10 4,888 171,754 SH DEFINED 1 171,754 DYNAMIC MATLS CORP COM 26788810 5,062 218,110 SH DEFINED 1,2,5,6 218,110 DYNAVAX TECHNOLOGIES COM 26815810 73 51,383 SH DEFINED 1,2,5 51,383 DYNCORP INTL INC CL A 26817C10 7,521 448,732 SH DEFINED 1,2,6 448,732 DYNEGY INC DEL CL A 26817G10 61,910 17,293,190 SH DEFINED 1,2,5,6,7,8,10,12,13 17,293,190 E M C CORP MASS NOTE 1.75 268648AM 486 500,000 SH DEFINED 1 500,000 E M C CORP MASS COM 26864810 765,019 63,964,803 SH DEFINED 1,2,5,6,7,8,10,12,13 63,964,803 E TRADE FINANCIAL CO COM 26924610 52,760 18,842,984 SH DEFINED 1,2,5,6,10,12,13 18,842,984 EAGLE BANCORP INC MD COM 26894810 90 10,679 SH DEFINED 1 10,679 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- EAGLE BULK SHIPPING COM Y2187A10 10,931 784,131 SH DEFINED 1,2,5 784,131 EAGLE MATERIALS INC COM 26969P10 10,403 465,059 SH DEFINED 1,2,5,6,7,10 465,059 EAGLE ROCK ENERGY PA UNIT 26985R10 313 29,772 SH DEFINED 1,2 29,772 EAGLE TEST SYS INC COM 27000610 2,721 177,709 SH DEFINED 1,6 177,709 EARTHLINK INC COM 27032110 28,248 3,323,289 SH DEFINED 1,2,5,6 3,323,289 EAST WEST BANCORP IN COM 27579R10 26,406 1,927,464 SH DEFINED 1,2,5 1,927,464 EASTGROUP PPTY INC COM 27727610 37,873 780,252 SH DEFINED 1,2,3,5 780,252 EASTMAN CHEM CO COM 27743210 151,283 2,747,598 SH DEFINED 1,2,5,6,7,8,10,12,13 2,747,598 EASTMAN KODAK CO COM 27746110 141,356 9,190,900 SH DEFINED 1,2,5,6,7,8,10,12,13 9,190,900 EATON CORP COM 27805810 293,963 5,232,526 SH DEFINED 1,2,5,6,7,8,10,12,13 5,232,526 EATON VANCE CORP COM NON VT 27826510 71,655 2,033,917 SH DEFINED 1,2,5,7,10 2,033,917 EBAY INC COM 27864210 876,303 39,155,617 SH DEFINED 1,2,5,6,7,8,10,12,13 39,155,617 EBIX INC COM NEW 27871520 2,871 30,551 SH DEFINED 1,2 30,551 ECHELON CORP COM 27874N10 4,626 468,240 SH DEFINED 1,2,6 468,240 ECHOSTAR CORP CL A 27876810 13,169 546,424 SH DEFINED 1,2,5,6,8,10,12 546,424 ECLIPSYS CORP COM 27885610 19,444 928,106 SH DEFINED 1,2,5,6 928,106 ECOLAB INC COM 27886510 305,041 6,286,916 SH DEFINED 1,2,5,6,7,8,10,12,13 6,286,916 EDGE PETE CORP DEL COM 27986210 56 31,206 SH DEFINED 1 31,206 EDGEWATER TECHNOLOGY COM 28035810 83 17,022 SH DEFINED 1 17,022 EDISON INTL COM 28102010 1,468,394 36,801,865 SH DEFINED 1,2,5,6,7,8,10,12,13 36,801,865 EDUCATION RLTY TR IN COM 28140H10 12,957 1,169,395 SH DEFINED 1,2,3,5 1,169,395 EDWARDS LIFESCIENCES COM 28176E10 119,214 2,063,947 SH DEFINED 1,2,5,6,10 2,063,947 EF JOHNSON TECHNOLOG COM 26843B10 50 40,110 SH DEFINED 1,5 40,110 EHEALTH INC COM 28238P10 6,254 390,866 SH DEFINED 1,2,6 390,866 EINSTEIN NOAH REST G COM 28257U10 880 87,315 SH DEFINED 1,2 87,315 EL PASO CORP COM 28336L10 354,493 27,781,566 SH DEFINED 1,2,5,6,7,8,10,12,13 27,781,566 EL PASO ELEC CO COM NEW 28367785 24,768 1,179,424 SH DEFINED 1,2,5 1,179,424 EL PASO PIPELINE PAR COM UNIT L 28370210 324 20,179 SH DEFINED 1,2 20,179 ELECTRO OPTICAL SCIE COM 28519210 57 10,900 SH DEFINED 1 10,900 ELECTRO RENT CORP COM 28521810 4,454 331,631 SH DEFINED 1,5 331,631 ELECTRO SCIENTIFIC I COM 28522910 6,586 463,137 SH DEFINED 1,2,5 463,137 ELECTROGLAS INC COM 28532410 13 11,721 SH DEFINED 1 11,721 ELECTRONIC ARTS INC COM 28551210 361,596 9,775,507 SH DEFINED 1,2,5,6,7,8,10,12,13 9,775,507 ELECTRONICS FOR IMAG COM 28608210 13,358 958,902 SH DEFINED 1,2,5 958,902 ELIXIR GAMING TECHNO COM 28661G10 261 791,275 SH DEFINED 1 791,275 ELIZABETH ARDEN INC COM 28660G10 8,032 409,150 SH DEFINED 1,2 409,150 ELLIS PERRY INTL INC COM 28885310 3,506 235,113 SH DEFINED 1,2 235,113 EMAGEON INC COM 29076V10 52 24,126 SH DEFINED 1 24,126 EMBARQ CORP COM 29078E10 200,097 4,934,582 SH DEFINED 1,2,5,6,7,8,10,12,13 4,934,582 EMBOTELLADORA ANDINA SPON ADR B 29081P30 952 65,667 SH DEFINED 1,2 65,667 EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 580 21,457 SH DEFINED 1,2 21,457 EMC INS GROUP INC COM 26866410 3,085 104,638 SH DEFINED 1 104,638 EMCOR GROUP INC COM 29084Q10 72,633 2,759,606 SH DEFINED 1,2,5,6 2,759,606 EMCORE CORP COM 29084610 5,200 1,052,547 SH DEFINED 1,2,5 1,052,547 EMERGENCY MEDICAL SV CL A 29100P10 4,232 141,626 SH DEFINED 1,5 141,626 EMERGENT BIOSOLUTION COM 29089Q10 6,808 520,095 SH DEFINED 1,2 520,095 EMERITUS CORP COM 29100510 7,565 303,816 SH DEFINED 1,2,6 303,816 EMERSON ELEC CO COM 29101110 1,033,572 25,338,858 SH DEFINED 1,2,5,6,7,8,10,12,13 25,338,858 EMERSON RADIO CORP COM NEW 29108720 12 13,866 SH DEFINED 1 13,866 EMISPHERE TECHNOLOGI COM 29134510 41 20,731 SH DEFINED 1,2 20,731 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- EMMIS COMMUNICATIONS CL A 29152510 36 37,194 SH DEFINED 1 37,194 EMPIRE DIST ELEC CO COM 29164110 13,607 637,319 SH DEFINED 1,2 637,319 EMPIRE RESORTS INC COM 29205210 144 57,146 SH DEFINED 1,5 57,146 EMPLOYERS HOLDINGS I COM 29221810 13,590 781,955 SH DEFINED 1,2 781,955 EMPRESA NACIONAL DE SPONSORED 29244T10 8,981 201,777 SH DEFINED 1,2,5,7 201,777 EMS TECHNOLOGIES INC COM 26873N10 5,950 266,701 SH DEFINED 1,2,6 266,701 EMULEX CORP COM NEW 29247520 22,179 2,078,668 SH DEFINED 1,2,5 2,078,668 ENBRIDGE ENERGY MANA SHS UNITS 29250X10 656 15,674 SH DEFINED 1,2 15,674 ENBRIDGE ENERGY PART COM 29250R10 2,588 65,060 SH DEFINED 1,2 65,060 ENCANA CORP COM 29250510 2,976 45,283 SH DEFINED 1,2,5 45,283 ENCORE ACQUISITION C COM 29255W10 48,319 1,156,508 SH DEFINED 1,2,5,6,10 1,156,508 ENCORE BANCSHARES IN COM 29255V20 1,219 67,740 SH DEFINED 1 67,740 ENCORE CAP GROUP INC COM 29255410 5,330 389,058 SH DEFINED 1,2,5 389,058 ENCORE ENERGY PARTNE COM UNIT 29257A10 454 20,810 SH DEFINED 1,2 20,810 ENCORE WIRE CORP COM 29256210 6,644 366,855 SH DEFINED 1,2,5,6 366,855 ENDEAVOUR INTL CORP COM 29259G10 2,191 1,659,496 SH DEFINED 1 1,659,496 ENDO PHARMACEUTICALS COM 29264F20 52,070 2,603,481 SH DEFINED 1,2,5,7,10 2,603,481 ENDOLOGIX INC COM 29266S10 65 31,475 SH DEFINED 1 31,475 ENDURANCE SPECIALTY SHS G3039710 22,467 726,630 SH DEFINED 1,2,5,7,8,10 726,630 ENDWAVE CORP COM NEW 29264A20 105 20,628 SH DEFINED 1,5 20,628 ENER1 INC COM NEW 29267A20 3,952 506,037 SH DEFINED 1,2 506,037 ENERGEN CORP COM 29265N10 64,978 1,435,035 SH DEFINED 1,2,5,7,8,10,12,13 1,435,035 ENERGIZER HLDGS INC COM 29266R10 117,488 1,458,567 SH DEFINED 1,2,5,7,8,10,12,13 1,458,567 ENERGY CONVERSION DE COM 29265910 54,445 934,683 SH DEFINED 1,2,5,6 934,683 ENERGY EAST CORP COM 29266M10 480 16,833 SH DEFINED 1,7 16,833 ENERGY PARTNERS LTD COM 29270U10 5,720 659,787 SH DEFINED 1,2,5,6 659,787 ENERGY TRANSFER EQUI COM UT LTD 29273V10 3,416 157,054 SH DEFINED 1,2 157,054 ENERGY TRANSFER PRTN UNIT LTD P 29273R10 3,518 95,514 SH DEFINED 1,2 95,514 ENERGY XXI (BERMUDA) COM SHS G1008210 4,031 1,326,013 SH DEFINED 1 1,326,013 ENERGYSOLUTIONS INC DEPOSITARY 29275620 5,882 588,174 SH DEFINED 1,2,6 588,174 ENERGYSOUTH INC COM 29297010 7,711 125,528 SH DEFINED 1,2 125,528 ENERNOC INC COM 29276410 1,470 142,176 SH DEFINED 1,2,6 142,176 ENERSIS S A SPONSORED 29274F10 7,304 447,538 SH DEFINED 1,2,5,7 447,538 ENERSYS COM 29275Y10 10,935 554,804 SH DEFINED 1,2 554,804 ENGLOBAL CORP COM 29330610 5,275 397,514 SH DEFINED 1,2,5 397,514 ENI S P A SPONSORED 26874R10 2,839 53,624 SH DEFINED 1,2 53,624 ENLIVEN MARKETING TE COM 29336110 58 90,082 SH DEFINED 1,5 90,082 ENNIS INC COM 29338910 6,897 446,140 SH DEFINED 1,2 446,140 ENPRO INDS INC COM 29355X10 32,287 868,858 SH DEFINED 1,2,5 868,858 ENSCO INTL INC COM 26874Q10 412,876 7,164,249 SH DEFINED 1,2,5,6,7,8,10,12,13 7,164,249 ENSIGN GROUP INC COM 29358P10 1,918 112,250 SH DEFINED 1 112,250 ENSTAR GROUP LIMITED SHS G3075P10 8,321 85,462 SH DEFINED 1,2,6 85,462 ENTEGRIS INC COM 29362U10 10,572 2,184,203 SH DEFINED 1,2,5 2,184,203 ENTERCOM COMMUNICATI CL A 29363910 3,694 735,835 SH DEFINED 1,2,5 735,835 ENTERGY CORP NEW COM 29364G10 599,550 6,735,757 SH DEFINED 1,2,5,6,7,8,10,12,13 6,735,757 ENTERPRISE FINL SVCS COM 29371210 3,284 145,579 SH DEFINED 1 145,579 ENTERPRISE GP HLDGS UNIT LP IN 29371610 1,087 46,190 SH DEFINED 1,2 46,190 ENTERPRISE PRODS PAR COM 29379210 8,306 322,302 SH DEFINED 1,2 322,302 ENTERTAINMENT PPTYS COM SH BEN 29380T10 38,345 700,747 SH DEFINED 1,2,3,5 700,747 ENTORIAN TECHNOLOGIE COM 29383P10 8 13,199 SH DEFINED 1 13,199 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ENTRAVISION COMMUNIC CL A 29382R10 2,821 1,048,713 SH DEFINED 1,2,5,6 1,048,713 ENTREMED INC COM 29382F10 18 49,890 SH DEFINED 1,5 49,890 ENTROPIC COMMUNICATI COM 29384R10 122 86,699 SH DEFINED 1 86,699 ENTRUST INC COM 29384810 1,616 751,765 SH DEFINED 1,5 751,765 ENVIRONMENTAL TECTON COM 29409210 26 13,800 SH DEFINED 1 13,800 ENZO BIOCHEM INC COM 29410010 6,366 579,745 SH DEFINED 1,2,5,6 579,745 ENZON PHARMACEUTICAL COM 29390410 13,628 1,846,648 SH DEFINED 1,2,5 1,846,648 EOG RES INC COM 26875P10 805,171 9,000,348 SH DEFINED 1,2,5,6,7,8,10,12,13 9,000,348 EPICOR SOFTWARE CORP COM 29426L10 7,949 1,007,418 SH DEFINED 1,2,5,6 1,007,418 EPIQ SYS INC COM 26882D10 8,899 654,348 SH DEFINED 1,2,6 654,348 EPIX PHARMACEUTICALS COM NEW 26881Q30 32 31,284 SH DEFINED 1,5 31,284 EPOCH HOLDING CORP COM 29428R10 1,410 133,685 SH DEFINED 1 133,685 EQUIFAX INC COM 29442910 152,400 4,423,796 SH DEFINED 1,2,5,6,7,8,10,12,13 4,423,796 EQUINIX INC COM NEW 29444U50 25,136 361,880 SH DEFINED 1,2,5,6,8,10 361,880 EQUITABLE RES INC COM 29454910 95,398 2,600,828 SH DEFINED 1,2,5,7,8,10,12,13 2,600,828 EQUITY LIFESTYLE PPT COM 29472R10 40,657 766,683 SH DEFINED 1,2,3,5,6 766,683 EQUITY ONE COM 29475210 27,723 1,353,005 SH DEFINED 1,2,3 1,353,005 EQUITY RESIDENTIAL SH BEN INT 29476L10 615,581 13,861,307 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,861,307 ERESEARCHTECHNOLOGY COM 29481V10 10,975 921,488 SH DEFINED 1,2,5,6 921,488 ERICSSON L M TEL CO ADR B SEK 29482160 6,962 738,241 SH DEFINED 1,2 738,241 ERIE INDTY CO CL A 29530P10 16,530 391,063 SH DEFINED 1,2,5,10,12 391,063 ESB FINL CORP COM 26884F10 152 16,197 SH DEFINED 1 16,197 ESCO TECHNOLOGIES IN COM 29631510 21,998 456,664 SH DEFINED 1,2,5,6 456,664 ESSA BANCORP INC COM 29667D10 3,571 256,896 SH DEFINED 1 256,896 ESSEX PPTY TR INC COM 29717810 100,463 849,009 SH DEFINED 1,2,3,5,10 849,009 ESTERLINE TECHNOLOGI COM 29742510 21,639 546,583 SH DEFINED 1,2,6 546,583 ETHAN ALLEN INTERIOR COM 29760210 66,054 2,357,405 SH DEFINED 1,2,5 2,357,405 EUROBANCSHARES INC COM 29871610 28 10,800 SH DEFINED 1 10,800 EURONET WORLDWIDE IN COM 29873610 15,312 915,257 SH DEFINED 1,2,5,6,8 915,257 EV3 INC COM 26928A20 11,247 1,120,179 SH DEFINED 1,2,6 1,120,179 EVANS & SUTHERLAND C COM 29909610 18 16,128 SH DEFINED 1 16,128 EVERCORE PARTNERS IN CLASS A 29977A10 3,105 172,694 SH DEFINED 1,2 172,694 EVEREST RE GROUP LTD COM G3223R10 104,890 1,212,175 SH DEFINED 1,2,5,7,8,10,12,13 1,212,175 EVERGREEN ENERGY INC COM 30024B10 1,189 1,200,835 SH DEFINED 1,2,5,6 1,200,835 EVERGREEN SOLAR INC COM 30033R10 13,382 2,424,272 SH DEFINED 1,2,5,6,8 2,424,272 EVOLVING SYS INC COM 30049R10 41 26,876 SH DEFINED 1 26,876 EVOTEC AG SPONSORED 30050E10 36 12,802 SH DEFINED 1 12,802 EXACT SCIENCES CORP COM 30063P10 18 20,617 SH DEFINED 1 20,617 EXACTECH INC COM 30064E10 2,523 113,442 SH DEFINED 1,2 113,442 EXAR CORP COM 30064510 5,563 726,299 SH DEFINED 1,2,5,6 726,299 EXCEL MARITIME CARRI COM V3267N10 544 36,072 SH DEFINED 1,2,5 36,072 EXCO RESOURCES INC COM 26927940 49,705 3,045,663 SH DEFINED 1,2,5,6 3,045,663 EXELIXIS INC COM 30161Q10 10,019 1,647,891 SH DEFINED 1,2,5,6 1,647,891 EXELON CORP COM 30161N10 1,491,854 23,823,930 SH DEFINED 1,2,5,6,7,8,10,12,13 23,823,930 EXIDE TECHNOLOGIES COM NEW 30205120 9,207 1,247,501 SH DEFINED 1,2 1,247,501 EXLSERVICE HOLDINGS COM 30208110 2,285 260,263 SH DEFINED 1,2,6 260,263 EXPEDIA INC DEL COM 30212P10 103,565 6,854,057 SH DEFINED 1,2,5,6,7,8,10,12,13 6,854,057 EXPEDITORS INTL WASH COM 30213010 226,171 6,491,719 SH DEFINED 1,2,5,6,7,8,10,12,13 6,491,719 EXPONENT INC COM 30214U10 8,965 270,939 SH DEFINED 1,2,6 270,939 EXPRESS SCRIPTS INC COM 30218210 632,326 8,565,782 SH DEFINED 1,2,5,6,7,8,10,12,13 8,565,782 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- EXPRESSJET HOLDINGS CL A 30218U10 12 61,989 SH DEFINED 1 61,989 EXTERRAN HLDGS INC COM 30225X10 49,458 1,547,501 SH DEFINED 1,2,5,7,8,10,12,13 1,547,501 EXTERRAN PARTNERS LP COM UNITS 30225N10 162 10,676 SH DEFINED 1,2 10,676 EXTRA SPACE STORAGE COM 30225T10 38,902 2,532,699 SH DEFINED 1,2,3 2,532,699 EXTREME NETWORKS INC COM 30226D10 5,602 1,662,213 SH DEFINED 1,2,5,6 1,662,213 EXXON MOBIL CORP COM 30231G10 14,659,261 188,762,051 SH DEFINED 1,2,5,6,7,8,10,12,13 188,762,051 EZCORP INC CL A NON V 30230110 17,894 951,812 SH DEFINED 1,2,5,6 951,812 F M C CORP COM NEW 30249130 78,409 1,525,765 SH DEFINED 1,2,5,10 1,525,765 F5 NETWORKS INC COM 31561610 37,790 1,616,342 SH DEFINED 1,2,5,6,8,10 1,616,342 FACTSET RESH SYS INC COM 30307510 37,791 723,272 SH DEFINED 1,2,5,6,10 723,272 FAIR ISAAC CORP COM 30325010 28,916 1,254,482 SH DEFINED 1,2,5,6 1,254,482 FAIRCHILD SEMICONDUC COM 30372610 18,571 2,088,987 SH DEFINED 1,2,5,10 2,088,987 FAIRPOINT COMMUNICAT COM 30556010 13,943 1,608,219 SH DEFINED 1,2,5,13 1,608,219 FALCONSTOR SOFTWARE COM 30613710 3,194 595,986 SH DEFINED 1,2,5,6 595,986 FAMILY DLR STORES IN COM 30700010 147,015 6,203,147 SH DEFINED 1,2,5,6,7,8,10,12,13 6,203,147 FAMOUS DAVES AMER IN COM 30706810 84 14,000 SH DEFINED 1,5 14,000 FARMER BROS CO COM 30767510 2,622 105,417 SH DEFINED 1,2 105,417 FARMERS CAP BK CORP COM 30956210 2,446 90,523 SH DEFINED 1,2 90,523 FARO TECHNOLOGIES IN COM 31164210 5,369 263,589 SH DEFINED 1,2,6 263,589 FASTENAL CO COM 31190010 201,008 4,069,805 SH DEFINED 1,2,5,6,7,8,10,12,13 4,069,805 FBL FINL GROUP INC CL A 30239F10 5,939 212,936 SH DEFINED 1,2 212,936 FBR CAPITAL MARKETS COM 30247C30 2,989 461,256 SH DEFINED 1,2 461,256 FCSTONE GROUP INC COM 31308T10 6,457 358,934 SH DEFINED 1,2,6 358,934 FEDERAL AGRIC MTG CO CL C 31314830 720 175,565 SH DEFINED 1,2 175,565 FEDERAL HOME LN MTG COM 31340030 13,030 7,620,020 SH DEFINED 1,2,5,7,8,10,12,13 7,620,020 FEDERAL MOGUL CORP COM 31354940 3,411 271,778 SH DEFINED 1,2,7,10 271,778 FEDERAL NATL MTG ASS COM 31358610 18,678 12,208,114 SH DEFINED 1,2,5,7,8,10,12,13 12,208,114 FEDERAL REALTY INVT SH BEN INT 31374720 161,787 1,890,035 SH DEFINED 1,2,3,5,7,8,10,12,13 1,890,035 FEDERAL SIGNAL CORP COM 31385510 15,109 1,102,818 SH DEFINED 1,2,5 1,102,818 FEDERATED INVS INC P CL B 31421110 98,040 3,398,268 SH DEFINED 1,2,5,6,10,12,13 3,398,268 FEDEX CORP COM 31428X10 791,756 10,017,154 SH DEFINED 1,2,5,6,7,8,10,12,13 10,017,154 FEI CO COM 30241L10 15,400 646,792 SH DEFINED 1,2,5,6 646,792 FELCOR LODGING TR IN COM 31430F10 20,674 2,887,393 SH DEFINED 1,2,3,5 2,887,393 FERRELLGAS PARTNERS UNIT LTD P 31529310 929 50,781 SH DEFINED 1,2 50,781 FERRO CORP COM 31540510 21,684 1,078,811 SH DEFINED 1,2,5 1,078,811 FGX INTERNATIONAL HL ORD SHS G3396L10 1,961 177,157 SH DEFINED 1,2 177,157 FIBERTOWER CORP COM 31567R10 2,278 1,650,528 SH DEFINED 1,2,5,6 1,650,528 FIDELITY NATIONAL FI CL A 31620R10 68,717 4,674,624 SH DEFINED 1,2,5,7,8,10,12,13 4,674,624 FIDELITY NATL INFORM COM 31620M10 102,783 5,567,875 SH DEFINED 1,2,5,6,7,8,10,12,13 5,567,875 FIFTH THIRD BANCORP COM 31677310 274,768 23,089,783 SH DEFINED 1,2,5,6,7,8,10,12,13 23,089,783 FIFTH THIRD BANCORP CNV PFD DE 31677320 215 2,000 SH DEFINED 1 2,000 FINANCIAL FED CORP COM 31749210 10,866 474,082 SH DEFINED 1,2 474,082 FINANCIAL INSTNS INC COM 31758540 2,572 128,555 SH DEFINED 1 128,555 FINISAR COM 31787A10 6,334 6,270,812 SH DEFINED 1,2,5,6 6,270,812 FINISH LINE INC CL A 31792310 9,220 922,959 SH DEFINED 1,2,5 922,959 FIRST ACCEPTANCE COR COM 31845710 1,006 296,016 SH DEFINED 1 296,016 FIRST ADVANTAGE CORP CL A 31845F10 2,092 148,893 SH DEFINED 1,2,6 148,893 FIRST AMERN CORP CAL COM 31852230 57,149 1,937,248 SH DEFINED 1,2,5,7,8,10,12,13 1,937,248 FIRST BANCORP INC ME COM 31866P10 2,924 149,160 SH DEFINED 1,2 149,160 FIRST BANCORP N C COM 31891010 4,070 238,005 SH DEFINED 1,2,5 238,005 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- FIRST BANCORP P R COM 31867210 25,303 2,287,777 SH DEFINED 1,2,5 2,287,777 FIRST BUSEY CORP COM 31938310 7,123 388,578 SH DEFINED 1,2,5 388,578 FIRST CASH FINL SVCS COM 31942D10 5,693 379,508 SH DEFINED 1,2,6 379,508 FIRST CMNTY BANCSHAR COM 31983A10 6,253 166,646 SH DEFINED 1,2 166,646 FIRST COMWLTH FINL C COM 31982910 39,578 2,938,222 SH DEFINED 1,2,5 2,938,222 FIRST CTZNS BANCSHAR CL A 31946M10 11,813 65,992 SH DEFINED 1,2,5,10 65,992 FIRST FINANCIAL NORT COM 32022K10 6,754 654,456 SH DEFINED 1,2 654,456 FIRST FINL BANCORP O COM 32020910 10,900 746,571 SH DEFINED 1,2,5 746,571 FIRST FINL BANKSHARE COM 32020R10 18,094 348,760 SH DEFINED 1,2,5 348,760 FIRST FINL CORP IND COM 32021810 9,849 209,636 SH DEFINED 1,2 209,636 FIRST FINL HLDGS INC COM 32023910 5,370 205,114 SH DEFINED 1,2 205,114 FIRST HORIZON NATL C COM 32051710 78,476 8,384,193 SH DEFINED 1,2,5,6,10,12,13 8,384,193 FIRST INDUSTRIAL REA COM 32054K10 48,587 1,694,101 SH DEFINED 1,2,3,5 1,694,101 FIRST LONG IS CORP COM 32073410 200 8,258 SH DEFINED 1 8,258 FIRST MARBLEHEAD COR COM 32077110 3,119 1,252,534 SH DEFINED 1,2,5,12 1,252,534 FIRST MERCHANTS CORP COM 32081710 9,057 397,245 SH DEFINED 1,2 397,245 FIRST MERCURY FINANC COM 32084110 2,706 189,928 SH DEFINED 1,2 189,928 FIRST MIDWEST BANCOR COM 32086710 39,630 1,634,920 SH DEFINED 1,2,5 1,634,920 FIRST NIAGARA FINL G COM 33582V10 71,407 4,533,773 SH DEFINED 1,2,5,7 4,533,773 FIRST PL FINL CORP COM 33610T10 6,083 473,375 SH DEFINED 1,2 473,375 FIRST POTOMAC RLTY T COM 33610F10 17,440 1,014,566 SH DEFINED 1,2,3,6 1,014,566 FIRST SEC GROUP INC COM 33631210 123 16,800 SH DEFINED 1 16,800 FIRST SOLAR INC COM 33643310 122,361 647,721 SH DEFINED 1,2,5,7,8,10,12,13 647,721 FIRST SOUTH BANCORP COM 33646W10 2,345 135,764 SH DEFINED 1 135,764 FIRST ST BANCORPORAT COM 33645310 66 12,344 SH DEFINED 1 12,344 FIRSTENERGY CORP COM 33793210 1,320,153 19,706,718 SH DEFINED 1,2,5,6,7,8,10,12,13 19,706,718 FIRSTFED FINL CORP COM 33790710 2,645 337,426 SH DEFINED 1,2,5 337,426 FIRSTMERIT CORP COM 33791510 66,151 3,150,051 SH DEFINED 1,2,5 3,150,051 FISERV INC COM 33773810 255,800 5,405,751 SH DEFINED 1,2,5,6,7,8,10,12,13 5,405,751 FISHER COMMUNICATION COM 33775620 4,720 119,786 SH DEFINED 1,2 119,786 FIVE STAR QUALITY CA COM 33832D10 1,553 414,254 SH DEFINED 1,2,5 414,254 FLAGSTAR BANCORP INC COM 33793010 2,666 894,687 SH DEFINED 1,2,5 894,687 FLAGSTONE REINSURANC SHS G3529T10 5,761 560,992 SH DEFINED 1,2 560,992 FLANDERS CORP COM 33849410 1,087 172,606 SH DEFINED 1 172,606 FLEETWOOD ENTERPRISE COM 33909910 1,135 1,113,003 SH DEFINED 1,2,6 1,113,003 FLEXSTEEL INDS INC COM 33938210 191 18,861 SH DEFINED 1 18,861 FLEXTRONICS INTL LTD ORD Y2573F10 51,976 7,341,227 SH DEFINED 1,2,5,7,8,10,12,13 7,341,227 FLIR SYS INC COM 30244510 97,457 2,536,617 SH DEFINED 1,2,5,8,10 2,536,617 FLORIDA PUB UTILS CO COM 34113510 307 23,800 SH DEFINED 1 23,800 FLOTEK INDS INC DEL COM 34338910 3,764 342,197 SH DEFINED 1,2,5,6 342,197 FLOW INTL CORP COM 34346810 2,966 583,892 SH DEFINED 1 583,892 FLOWERS FOODS INC COM 34349810 46,640 1,588,539 SH DEFINED 1,2,5,6 1,588,539 FLOWSERVE CORP COM 34354P10 99,977 1,126,253 SH DEFINED 1,2,5,7,8,10,12,13 1,126,253 FLUOR CORP NEW COM 34341210 348,126 6,250,022 SH DEFINED 1,2,5,6,7,8,10,12,13 6,250,022 FLUSHING FINL CORP COM 34387310 6,715 383,719 SH DEFINED 1,2 383,719 FMC TECHNOLOGIES INC COM 30249U10 142,954 3,070,981 SH DEFINED 1,2,5,7,8,10,12,13 3,070,981 FNB CORP PA COM 30252010 37,090 2,321,043 SH DEFINED 1,2,5 2,321,043 FOCUS ENHANCEMENTS I COM 34415910 0 26,779 SH DEFINED 1 26,779 FOCUS MEDIA HLDG LTD SPONSORED 34415V10 1,287 45,125 SH DEFINED 1,2 45,125 FOMENTO ECONOMICO ME SPON ADR U 34441910 20,370 534,075 SH DEFINED 1,2,7 534,075 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- FOOT LOCKER INC COM 34484910 60,774 3,760,765 SH DEFINED 1,2,5,10,12 3,760,765 FORCE PROTECTION INC COM NEW 34520320 2,960 1,104,545 SH DEFINED 1,2,5,6 1,104,545 FORD MTR CO CAP TR I PFD TR CV6 34539520 154 10,000 SH DEFINED 1 10,000 FORD MTR CO DEL NOTE 4.25 345370CF 659 1,000,000 SH DEFINED 1 1,000,000 FORD MTR CO DEL COM PAR $0 34537086 345,293 66,402,579 SH DEFINED 1,2,5,6,7,8,10,12,13 66,402,579 FOREST CITY ENTERPRI CL A 34555010 38,092 1,241,985 SH DEFINED 1,2,3,5,7,8,10,12,13 1,241,985 FOREST LABS INC COM 34583810 319,772 11,307,372 SH DEFINED 1,2,5,6,7,8,10,12,13 11,307,372 FOREST OIL CORP COM PAR $0 34609170 92,134 1,857,542 SH DEFINED 1,2,5,7,8,10,12,13 1,857,542 FORESTAR REAL ESTATE COM 34623310 10,187 690,674 SH DEFINED 1,2,5,6,12 690,674 FORGENT NETWORKS INC COM 34629U10 4 12,271 SH DEFINED 1 12,271 FORMFACTOR INC COM 34637510 14,282 819,865 SH DEFINED 1,2,6 819,865 FORRESTER RESH INC COM 34656310 16,224 553,541 SH DEFINED 1,2,6 553,541 FORTRESS INVESTMENT CL A 34958B10 557 53,028 SH DEFINED 1,2 53,028 FORTUNE BRANDS INC COM 34963110 263,020 4,585,434 SH DEFINED 1,2,5,6,7,8,10,12,13 4,585,434 FORWARD AIR CORP COM 34985310 14,201 521,534 SH DEFINED 1,2,6 521,534 FORWARD INDS INC N Y COM NEW 34986230 26 12,523 SH DEFINED 1 12,523 FOSSIL INC COM 34988210 30,465 1,079,177 SH DEFINED 1,2,5,6 1,079,177 FOSTER L B CO COM 35006010 5,988 196,843 SH DEFINED 1,2,5,6 196,843 FOSTER WHEELER LTD SHS NEW G3653513 102,524 2,839,220 SH DEFINED 1,2,5,7,8,10,12,13 2,839,220 FOUNDATION COAL HLDG COM 35039W10 30,338 852,657 SH DEFINED 1,2,5,6,10 852,657 FOUNDRY NETWORKS INC COM 35063R10 66,249 3,638,081 SH DEFINED 1,2,5,6,8 3,638,081 FOUNTAIN POWERBOAT I COM NEW 35075530 11 13,400 SH DEFINED 1 13,400 FOX CHASE BANCORP COM 35137P10 2,015 172,233 SH DEFINED 1,2 172,233 FPIC INS GROUP INC COM 30256310 9,982 194,240 SH DEFINED 1,2,5 194,240 FPL GROUP INC COM 30257110 720,548 14,325,004 SH DEFINED 1,2,5,6,7,8,10,12,13 14,325,004 FRANCE TELECOM SPONSORED 35177Q10 892 31,862 SH DEFINED 1,2 31,862 FRANKLIN BK CORP DEL COM 35245110 11 23,126 SH DEFINED 1 23,126 FRANKLIN ELEC INC COM 35351410 15,443 346,642 SH DEFINED 1,2 346,642 FRANKLIN RES INC COM 35461310 511,190 5,800,408 SH DEFINED 1,2,5,6,7,8,10,12,13 5,800,408 FRANKLIN STREET PPTY COM 35471R10 13,224 1,017,239 SH DEFINED 1,2,3 1,017,239 FREDS INC CL A 35610810 11,193 787,155 SH DEFINED 1,2,5 787,155 FREEPORT-MCMORAN COP PFD CONV 35671D78 552 6,500 SH DEFINED 1 6,500 FREEPORT-MCMORAN COP COM 35671D85 835,440 14,695,507 SH DEFINED 1,2,5,6,7,8,10,12,13 14,695,507 FREIGHTCAR AMER INC COM 35702310 5,694 194,533 SH DEFINED 1,2,6 194,533 FRESENIUS KABI PHARM RIGHT 99/9 35802M11 171 263,518 SH DEFINED 1,2,5 263,518 FRESENIUS MED CARE A SPONSORED 35802910 1,431 27,559 SH DEFINED 1 27,559 FRESH DEL MONTE PROD ORD G3673810 20,741 934,265 SH DEFINED 1,2,5 934,265 FRIEDMAN BILLINGS RA CL A 35843410 6,927 3,463,580 SH DEFINED 1,2 3,463,580 FRIEDMAN INDS INC COM 35843510 76 11,440 SH DEFINED 1 11,440 FRONTIER COMMUNICATI COM 35906A10 104,226 9,063,137 SH DEFINED 1,2,5,6,10,12,13 9,063,137 FRONTIER FINL CORP W COM 35907K10 22,912 1,706,058 SH DEFINED 1,2,5 1,706,058 FRONTIER OIL CORP COM 35914P10 44,641 2,423,507 SH DEFINED 1,2,5,10 2,423,507 FRONTLINE LTD SHS G3682E12 30,203 628,323 SH DEFINED 1,5,7,10 628,323 FSI INTL INC COM 30263310 36 49,179 SH DEFINED 1 49,179 FTI CONSULTING INC COM 30294110 36,732 508,466 SH DEFINED 1,2,5,6,10 508,466 FUEL SYS SOLUTIONS I COM 35952W10 7,418 215,326 SH DEFINED 1,2,5 215,326 FUEL TECH INC COM 35952310 4,990 275,824 SH DEFINED 1,2,5,6 275,824 FUELCELL ENERGY INC COM 35952H10 9,389 1,557,117 SH DEFINED 1,2,5,6 1,557,117 FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 453 17,432 SH DEFINED 1 17,432 FULLER H B CO COM 35969410 27,432 1,314,437 SH DEFINED 1,2,5 1,314,437 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- FULTON FINL CORP PA COM 36027110 40,087 3,674,360 SH DEFINED 1,2,5,7,8,10,12 3,674,360 FUNDTECH LTD ORD M4709510 143 10,200 SH DEFINED 1 10,200 FUQI INTERNATIONAL I COM NEW 36102A20 774 94,978 SH DEFINED 1 94,978 FURMANITE CORPORATIO COM 36108610 5,813 562,222 SH DEFINED 1,2,5 562,222 FURNITURE BRANDS INT COM 36092110 49,377 4,693,647 SH DEFINED 1,2,5 4,693,647 FUSHI COPPERWELD INC COM 36113E10 1,798 185,541 SH DEFINED 1,6 185,541 FX ENERGY INC COM 30269510 4,188 562,838 SH DEFINED 1,5 562,838 FX REAL ESTATE & ENT COM 30270910 131 126,137 SH DEFINED 1,2,6 126,137 G & K SVCS INC CL A 36126810 13,352 403,994 SH DEFINED 1,2,5 403,994 GAIAM INC CL A 36268Q10 3,496 329,810 SH DEFINED 1,2,6 329,810 GALLAGHER ARTHUR J & COM 36357610 42,267 1,647,176 SH DEFINED 1,2,5,10,12 1,647,176 GAMCO INVESTORS INC COM 36143810 7,196 121,346 SH DEFINED 1,2,6 121,346 GAMESTOP CORP NEW CL A 36467W10 186,201 5,442,879 SH DEFINED 1,2,5,6,7,8,10,12,13 5,442,879 GANNETT INC COM 36473010 126,736 7,494,711 SH DEFINED 1,2,5,6,7,8,10,12,13 7,494,711 GAP INC DEL COM 36476010 397,910 22,379,628 SH DEFINED 1,2,5,6,7,8,10,12,13 22,379,628 GARDNER DENVER INC COM 36555810 35,472 1,021,671 SH DEFINED 1,2,5,6,7,10 1,021,671 GARMIN LTD ORD G3726010 48,378 1,425,391 SH DEFINED 1,2,5,7,8,10,12,13 1,425,391 GARTNER INC COM 36665110 40,377 1,780,288 SH DEFINED 1,2,5,6 1,780,288 GASCO ENERGY INC COM 36722010 2,721 1,495,034 SH DEFINED 1,2,5 1,495,034 GASTAR EXPL LTD COM 36729910 151 116,245 SH DEFINED 1,2 116,245 GATEHOUSE MEDIA INC COM 36734810 219 447,397 SH DEFINED 1,2 447,397 GATEWAY FINL HLDGS I COM 36814010 58 10,800 SH DEFINED 1 10,800 GATX CORP COM 36144810 36,285 916,972 SH DEFINED 1,2,5,10 916,972 GAYLORD ENTMT CO NEW COM 36790510 26,135 889,857 SH DEFINED 1,2,6,8 889,857 GEHL CO COM 36848310 5,752 195,445 SH DEFINED 1 195,445 GENAERA CORP COM NEW 36867G20 5 10,523 SH DEFINED 1 10,523 GENCO SHIPPING & TRA SHS Y2685T10 11,420 343,570 SH DEFINED 1,2,6 343,570 GENCORP INC COM 36868210 6,803 1,009,358 SH DEFINED 1,2,6 1,009,358 GENELABS TECHNOLOGIE COM NEW 36870620 7 16,560 SH DEFINED 1 16,560 GENENTECH INC COM NEW 36871040 638,225 7,196,948 SH DEFINED 1,2,5,7,8,10,12,13 7,196,948 GENERAL CABLE CORP D COM 36930010 22,843 641,115 SH DEFINED 1,2,5,6,7,10 641,115 GENERAL COMMUNICATIO CL A 36938510 11,399 1,230,962 SH DEFINED 1,2,6 1,230,962 GENERAL DYNAMICS COR COM 36955010 924,587 12,558,912 SH DEFINED 1,2,5,6,7,8,10,12,13 12,558,912 GENERAL ELECTRIC CO COM 36960410 8,418,780 330,148,219 SH DEFINED 1,2,5,6,7,8,10,12,13 330,148,219 GENERAL GROWTH PPTYS COM 37002110 191,049 12,652,272 SH DEFINED 1,2,3,5,6,7,8,10,12,13 12,652,272 GENERAL MARITIME COR SHS Y2692M10 8,677 445,419 SH DEFINED 1,2,5 445,419 GENERAL MLS INC COM 37033410 1,310,428 19,069,096 SH DEFINED 1,2,5,6,7,8,10,12,13 19,069,096 GENERAL MOLY INC COM 37037310 4,072 936,009 SH DEFINED 1,2,6 936,009 GENERAL MTRS CORP COM 37044210 994,642 105,253,070 SH DEFINED 1,2,5,6,7,8,10,12,13 105,253,070 GENERAL MTRS CORP DEB SR CV 37044271 163,598 20,449,755 SH DEFINED 1,5 20,449,755 GENERAL STEEL HOLDIN COM 37085310 915 128,182 SH DEFINED 1 128,182 GENESCO INC COM 37153210 31,239 933,077 SH DEFINED 1,2 933,077 GENESEE & WYO INC CL A 37155910 20,514 546,760 SH DEFINED 1,2,6 546,760 GENESIS ENERGY L P UNIT LTD P 37192710 318 22,221 SH DEFINED 1,2 22,221 GENOMIC HEALTH INC COM 37244C10 7,314 322,906 SH DEFINED 1,2,5,6 322,906 GENOPTIX INC COM 37243V10 5,638 172,572 SH DEFINED 1,2,6 172,572 GENPACT LIMITED SHS G3922B10 4,457 428,953 SH DEFINED 1,2,6,10 428,953 GEN-PROBE INC NEW COM 36866T10 48,664 917,314 SH DEFINED 1,2,5,6,10 917,314 GENTEK INC COM NEW 37245X20 3,552 138,156 SH DEFINED 1 138,156 GENTEX CORP COM 37190110 35,290 2,467,802 SH DEFINED 1,2,5,6,10,12 2,467,802 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- GENTIVA HEALTH SERVI COM 37247A10 13,031 483,700 SH DEFINED 1,2,5,6 483,700 GENUINE PARTS CO COM 37246010 212,042 5,273,359 SH DEFINED 1,2,5,6,7,8,10,12,13 5,273,359 GENVEC INC COM 37246C10 107 88,055 SH DEFINED 1,5 88,055 GENWORTH FINL INC COM CL A 37247D10 152,708 17,736,133 SH DEFINED 1,2,5,6,7,8,10,12,13 17,736,133 GENZYME CORP COM 37291710 707,746 8,749,481 SH DEFINED 1,2,5,6,7,8,10,12,13 8,749,481 GEO GROUP INC COM 36159R10 18,585 919,572 SH DEFINED 1,2,5,6 919,572 GEOEYE INC COM 37250W10 10,764 486,376 SH DEFINED 1,2 486,376 GEOGLOBAL RESOURCES COM 37249T10 1,178 467,370 SH DEFINED 1,5,6 467,370 GEOKINETICS INC COM PAR $0 37291030 1,602 84,295 SH DEFINED 1 84,295 GEOMET INC DEL COM 37250U20 1,645 302,350 SH DEFINED 1,2,5 302,350 GEORESOURCES INC COM 37247610 926 80,809 SH DEFINED 1 80,809 GEORGIA GULF CORP COM PAR $0 37320020 269 107,763 SH DEFINED 1,2,5 107,763 GERBER SCIENTIFIC IN COM 37373010 3,424 374,634 SH DEFINED 1 374,634 GERDAU AMERISTEEL CO COM 37373P10 165 16,761 SH DEFINED 5 16,761 GERDAU S A SPONSORED 37373710 14,017 1,262,753 SH DEFINED 1,2,7 1,262,753 GERMAN AMERN BANCORP COM 37386510 133 11,366 SH DEFINED 1 11,366 GERON CORP COM 37416310 4,585 1,160,689 SH DEFINED 1,2,6 1,160,689 GETTY RLTY CORP NEW COM 37429710 9,395 423,750 SH DEFINED 1,2,3 423,750 GEVITY HR INC COM 37439310 3,144 431,847 SH DEFINED 1 431,847 GFI GROUP INC COM 36165220 6,448 1,368,897 SH DEFINED 1,2,6 1,368,897 GIBRALTAR INDS INC COM 37468910 12,226 653,447 SH DEFINED 1,2 653,447 G-III APPAREL GROUP COM 36237H10 3,564 190,470 SH DEFINED 1 190,470 GILEAD SCIENCES INC NOTE 0.62 375558AH 444 350,000 SH DEFINED 1 350,000 GILEAD SCIENCES INC COM 37555810 1,357,960 29,760,244 SH DEFINED 1,2,5,6,7,8,10,12,13 29,760,244 GLACIER BANCORP INC COM 37637Q10 27,845 1,124,155 SH DEFINED 1,2 1,124,155 GLADSTONE CAPITAL CO COM 37653510 4,443 291,534 SH DEFINED 1,2 291,534 GLADSTONE COML CORP COM 37653610 245 16,064 SH DEFINED 1,3,5 16,064 GLADSTONE INVT CORP COM 37654610 1,544 224,452 SH DEFINED 1 224,452 GLATFELTER COM 37731610 14,368 1,061,120 SH DEFINED 1,2 1,061,120 GLAXOSMITHKLINE PLC SPONSORED 37733W10 655,049 15,072,452 SH DEFINED 1,2 15,072,452 GLG PARTNERS INC COM 37929X10 19,357 3,571,380 SH DEFINED 1,2,7,10 3,571,380 GLIMCHER RLTY TR SH BEN INT 37930210 16,098 1,541,956 SH DEFINED 1,2,3,5 1,541,956 GLOBAL CASH ACCESS H COM 37896710 3,885 767,855 SH DEFINED 1,2,6 767,855 GLOBAL CROSSING LTD SHS NEW G3921A17 7,029 463,624 SH DEFINED 1,2,6 463,624 GLOBAL INDS LTD COM 37933610 15,345 2,211,094 SH DEFINED 1,2,5,6,10 2,211,094 GLOBAL PMTS INC COM 37940X10 62,445 1,391,995 SH DEFINED 1,2,5,6,10 1,391,995 GLOBAL SOURCES LTD ORD G3930010 2,111 209,599 SH DEFINED 1 209,599 GLOBAL TRAFFIC NETWO COM 37947B10 1,301 140,317 SH DEFINED 1 140,317 GLOBALSTAR INC COM 37897340 1,013 595,692 SH DEFINED 1,2,6 595,692 GLOBECOMM SYSTEMS IN COM 37956X10 2,312 264,505 SH DEFINED 1 264,505 GMX RES INC COM 38011M10 12,502 261,557 SH DEFINED 1,2,5,6 261,557 GOL LINHAS AEREAS IN SP ADR REP 38045R10 163 25,000 SH DEFINED 1 25,000 GOLAR LNG LTD BERMUD SHS G9456A10 5,987 450,863 SH DEFINED 1 450,863 GOLD FIELDS LTD NEW SPONSORED 38059T10 287 29,974 SH DEFINED 1 29,974 GOLDMAN SACHS GROUP COM 38141G10 2,146,478 16,769,356 SH DEFINED 1,2,5,6,7,8,10,12,13 16,769,356 GOODRICH CORP COM 38238810 169,337 4,070,599 SH DEFINED 1,2,5,6,7,8,10,12,13 4,070,599 GOODRICH PETE CORP COM NEW 38241040 16,992 389,822 SH DEFINED 1,2,6 389,822 GOODYEAR TIRE & RUBR COM 38255010 122,648 8,011,002 SH DEFINED 1,2,5,6,7,8,10,12,13 8,011,002 GOOGLE INC CL A 38259P50 3,035,835 7,514,814 SH DEFINED 1,2,5,6,7,8,10,12,13 7,514,814 GORMAN RUPP CO COM 38308210 8,091 214,491 SH DEFINED 1,2,6 214,491 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- GP STRATEGIES CORP COM 36225V10 113 14,857 SH DEFINED 1 14,857 GRACE W R & CO DEL N COM 38388F10 22,220 1,469,563 SH DEFINED 1,2,5,6 1,469,563 GRACO INC COM 38410910 47,425 1,331,801 SH DEFINED 1,2,5,6,10 1,331,801 GRAFTECH INTL LTD COM 38431310 50,372 3,333,669 SH DEFINED 1,2,5,6,7,8 3,333,669 GRAHAM CORP COM 38455610 4,560 84,289 SH DEFINED 1,2 84,289 GRAINGER W W INC COM 38480210 190,904 2,195,056 SH DEFINED 1,2,5,6,7,8,10,12,13 2,195,056 GRAMERCY CAP CORP COM 38487110 1,739 671,319 SH DEFINED 1,2,3,5 671,319 GRAN TIERRA ENERGY I COM 38500T10 4,940 1,331,508 SH DEFINED 1 1,331,508 GRANITE CONSTR INC COM 38732810 36,145 1,009,081 SH DEFINED 1,2,5 1,009,081 GRAPHIC PACKAGING HL COM 38868910 4,923 1,969,237 SH DEFINED 1,2,6 1,969,237 GRAY TELEVISION INC COM 38937510 1,178 685,029 SH DEFINED 1 685,029 GREAT ATLANTIC & PAC COM 39006410 6,770 625,705 SH DEFINED 1,2,5,6 625,705 GREAT LAKES DREDGE & COM 39060710 3,723 590,031 SH DEFINED 1,2 590,031 GREAT PLAINS ENERGY COM 39116410 44,639 2,008,965 SH DEFINED 1,2,5,10 2,008,965 GREAT WOLF RESORTS I COM 39152310 1,739 475,087 SH DEFINED 1,2 475,087 GREATBATCH INC COM 39153L10 12,468 508,060 SH DEFINED 1,2,5 508,060 GREEN BANKSHARES INC COM NEW 39436120 8,031 341,611 SH DEFINED 1,2 341,611 GREEN MTN COFFEE ROA COM 39312210 11,433 290,625 SH DEFINED 1,2,6 290,625 GREENBRIER COS INC COM 39365710 4,691 240,441 SH DEFINED 1,2,6 240,441 GREENFIELD ONLINE IN COM 39515010 7,075 406,602 SH DEFINED 1,2,5 406,602 GREENHILL & CO INC COM 39525910 30,184 409,273 SH DEFINED 1,2,6 409,273 GREENHUNTER ENERGY I COM 39530A10 443 31,095 SH DEFINED 1 31,095 GREENLIGHT CAPITAL R CLASS A G4095J10 16,687 725,833 SH DEFINED 1,2 725,833 GREIF INC CL A 39762410 33,862 516,030 SH DEFINED 1,2,5,6,10 516,030 GREY WOLF INC COM 39788810 24,566 3,157,540 SH DEFINED 1,2,5,6 3,157,540 GRIFFIN LD & NURSERI CL A 39823110 1,403 37,826 SH DEFINED 1 37,826 GRIFFON CORP COM 39843310 8,829 978,792 SH DEFINED 1,2 978,792 GROUP 1 AUTOMOTIVE I COM 39890510 10,425 479,771 SH DEFINED 1,2 479,771 GROUPE CGI INC CL A SUB V 39945C10 126 14,270 SH DEFINED 1 14,270 GRUBB & ELLIS CO COM PAR $0 40009520 1,573 582,758 SH DEFINED 1,5 582,758 GRUPO AEROPORTUARIO SPON ADR S 40051E20 286 5,754 SH DEFINED 1 5,754 GRUPO FINANCIERO GAL SP ADR 10 39990910 85 18,112 SH DEFINED 1,2 18,112 GRUPO TELEVISA SA DE SP ADR REP 40049J20 21,865 999,764 SH DEFINED 1,2,7 999,764 GSI COMMERCE INC COM 36238G10 6,592 425,847 SH DEFINED 1,2,5,6,8 425,847 GT SOLAR INTL INC COM 3623E020 532 49,041 SH DEFINED 1,2 49,041 GTC BIOTHERAPEUTICS COM 36238T10 18 51,911 SH DEFINED 1,5 51,911 GTX INC DEL COM 40052B10 5,821 306,021 SH DEFINED 1,2,6 306,021 GUARANTY BANCORP DEL COM 40075T10 7,622 1,249,559 SH DEFINED 1,2 1,249,559 GUARANTY FINL GROUP COM 40108N10 3,013 762,879 SH DEFINED 1,2,5,6,12,13 762,879 GUESS INC COM 40161710 45,853 1,317,987 SH DEFINED 1,2,5,10 1,317,987 GUIDANCE SOFTWARE IN COM 40169210 433 92,249 SH DEFINED 1 92,249 GULF ISLAND FABRICAT COM 40230710 8,012 232,432 SH DEFINED 1,2,6 232,432 GULFMARK OFFSHORE IN COM 40262910 21,936 488,773 SH DEFINED 1,2,5,6 488,773 GULFPORT ENERGY CORP COM NEW 40263530 5,265 523,914 SH DEFINED 1,2,6 523,914 GYMBOREE CORP COM 40377710 41,077 1,157,104 SH DEFINED 1,2,6 1,157,104 H & E EQUIPMENT SERV COM 40403010 2,896 299,781 SH DEFINED 1,2,6 299,781 HACKETT GROUP INC COM 40460910 3,305 607,613 SH DEFINED 1,2,5 607,613 HAEMONETICS CORP COM 40502410 28,369 459,648 SH DEFINED 1,2,5,6 459,648 HAIN CELESTIAL GROUP COM 40521710 19,270 699,960 SH DEFINED 1,2,5 699,960 HALLIBURTON CO COM 40621610 1,294,951 39,979,977 SH DEFINED 1,2,5,6,7,8,10,12,13 39,979,977 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- HALLMARK FINL SVCS I COM NEW 40624Q20 786 86,416 SH DEFINED 1,2 86,416 HALOZYME THERAPEUTIC COM 40637H10 7,214 982,891 SH DEFINED 1,2,5,6 982,891 HANA BIOSCIENCES INC COM 40963P10 14 22,892 SH DEFINED 1 22,892 HANCOCK HLDG CO COM 41012010 25,647 502,874 SH DEFINED 1,2 502,874 HANESBRANDS INC COM 41034510 43,692 2,008,807 SH DEFINED 1,2,5,6,7,10 2,008,807 HANGER ORTHOPEDIC GR COM NEW 41043F20 6,608 378,701 SH DEFINED 1,2,5 378,701 HANMI FINL CORP COM 41049510 3,975 787,091 SH DEFINED 1,2 787,091 HANOVER INS GROUP IN COM 41086710 39,458 866,825 SH DEFINED 1,2,5,7,10 866,825 HANSEN MEDICAL INC COM 41130710 2,911 216,597 SH DEFINED 1,6 216,597 HANSEN NAT CORP COM 41131010 44,358 1,466,369 SH DEFINED 1,2,5,7,8,10,12,13 1,466,369 HARBIN ELECTRIC INC COM 41145W10 733 61,886 SH DEFINED 1 61,886 HARLEY DAVIDSON INC COM 41282210 275,467 7,385,187 SH DEFINED 1,2,5,6,7,8,10,12,13 7,385,187 HARLEYSVILLE GROUP I COM 41282410 13,750 363,751 SH DEFINED 1,2 363,751 HARLEYSVILLE NATL CO COM 41285010 8,340 491,155 SH DEFINED 1,2 491,155 HARMAN INTL INDS INC COM 41308610 54,823 1,609,126 SH DEFINED 1,2,5,6,10,12,13 1,609,126 HARMONIC INC COM 41316010 16,061 1,900,665 SH DEFINED 1,2,5,6 1,900,665 HARMONY GOLD MNG LTD SPONSORED 41321630 30,441 3,144,748 SH DEFINED 1,4,5 3,144,748 HARRIS & HARRIS GROU COM 41383310 2,127 333,337 SH DEFINED 1 333,337 HARRIS CORP DEL COM 41387510 212,757 4,605,130 SH DEFINED 1,2,5,6,7,8,10,12,13 4,605,130 HARRIS INTERACTIVE I COM 41454910 45 25,764 SH DEFINED 1 25,764 HARRIS STRATEX NTWRK CL A 41457P10 3,288 421,042 SH DEFINED 1,2,5 421,042 HARSCO CORP COM 41586410 94,573 2,542,973 SH DEFINED 1,2,5,7,8,10,12,13 2,542,973 HARTE-HANKS INC COM 41619610 10,496 1,012,192 SH DEFINED 1,2,5 1,012,192 HARTFORD FINL SVCS G COM 41651510 808,386 19,721,547 SH DEFINED 1,2,5,6,7,8,10,12,13 19,721,547 HARTMARX CORP COM 41711910 51 27,550 SH DEFINED 1 27,550 HARVARD BIOSCIENCE I COM 41690610 77 16,645 SH DEFINED 1 16,645 HARVEST NATURAL RESO COM 41754V10 6,850 676,879 SH DEFINED 1,2,5 676,879 HASBRO INC COM 41805610 221,840 6,389,408 SH DEFINED 1,2,5,6,7,8,10,12,13 6,389,408 HATTERAS FINL CORP COM 41902R10 3,153 135,901 SH DEFINED 1,2 135,901 HAVERTY FURNITURE IN COM 41959610 3,983 348,183 SH DEFINED 1 348,183 HAWAIIAN ELEC INDUST COM 41987010 43,791 1,504,322 SH DEFINED 1,2,5,10 1,504,322 HAWAIIAN HOLDINGS IN COM 41987910 10,339 1,114,134 SH DEFINED 1,2 1,114,134 HAYES LEMMERZ INTL I COM NEW 42078130 6,053 2,217,398 SH DEFINED 1,2,5 2,217,398 HAYNES INTERNATIONAL COM NEW 42087720 11,976 255,739 SH DEFINED 1,2,6 255,739 HCC INS HLDGS INC COM 40413210 58,782 2,177,126 SH DEFINED 1,2,5,7,10 2,177,126 HCP INC COM 40414L10 516,329 12,866,402 SH DEFINED 1,2,3,5,6,7,8,10,12,13 12,866,402 HDFC BANK LTD ADR REPS 3 40415F10 14,276 168,055 SH DEFINED 1,2,4,5,6 168,055 HEADWATERS INC COM 42210P10 11,443 857,168 SH DEFINED 1,2 857,168 HEALTH CARE REIT INC COM 42217K10 167,733 3,151,091 SH DEFINED 1,2,3,5,7,10 3,151,091 HEALTH GRADES INC COM 42218Q10 126 44,295 SH DEFINED 1,5 44,295 HEALTH MGMT ASSOC IN CL A 42193310 21,191 5,094,064 SH DEFINED 1,2,5,10 5,094,064 HEALTH NET INC COM 42222G10 53,455 2,265,029 SH DEFINED 1,2,5,7,8,10,12,13 2,265,029 HEALTHCARE RLTY TR COM 42194610 45,771 1,570,201 SH DEFINED 1,2,3,5 1,570,201 HEALTHCARE SVCS GRP COM 42190610 13,500 738,087 SH DEFINED 1,2,6 738,087 HEALTHEXTRAS INC COM 42221110 14,586 558,435 SH DEFINED 1,2,6 558,435 HEALTHSOUTH CORP COM NEW 42192430 34,559 1,875,171 SH DEFINED 1,2,5,6,7,8 1,875,171 HEALTHSPRING INC COM 42224N10 24,902 1,176,836 SH DEFINED 1,2 1,176,836 HEALTHTRONICS INC COM 42222L10 123 42,142 SH DEFINED 1,5 42,142 HEALTHWAYS INC COM 42224510 10,960 677,809 SH DEFINED 1,2,5,6 677,809 HEARST-ARGYLE TELEVI COM 42231710 5,520 247,212 SH DEFINED 1,2,5,10 247,212 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- HEARTLAND EXPRESS IN COM 42234710 18,786 1,210,444 SH DEFINED 1,2,5,6 1,210,444 HEARTLAND FINL USA I COM 42234Q10 4,825 192,525 SH DEFINED 1,2 192,525 HEARTLAND PMT SYS IN COM 42235N10 9,396 367,619 SH DEFINED 1,2,6 367,619 HECLA MNG CO COM 42270410 24,895 5,319,365 SH DEFINED 1,2,5,6 5,319,365 HEELYS INC COM 42279M10 125 27,830 SH DEFINED 1 27,830 HEICO CORP NEW COM 42280610 13,081 398,560 SH DEFINED 1,2,5,6 398,560 HEICO CORP NEW CL A 42280620 926 33,015 SH DEFINED 1,2,6 33,015 HEIDRICK & STRUGGLES COM 42281910 9,816 325,563 SH DEFINED 1,2,5,6 325,563 HEINZ H J CO COM 42307410 560,034 11,207,401 SH DEFINED 1,2,5,6,7,8,10,12,13 11,207,401 HELEN OF TROY CORP L COM G4388N10 10,184 447,274 SH DEFINED 1,2,5 447,274 HELIX ENERGY SOLUTIO COM 42330P10 50,070 2,062,188 SH DEFINED 1,2,5,6,7,10 2,062,188 HELLENIC TELECOM ORG SPONSORED 42332530 846 94,047 SH DEFINED 1 94,047 HELMERICH & PAYNE IN COM 42345210 119,292 2,762,017 SH DEFINED 1,2,5,7,8,10,12,13 2,762,017 HEMISPHERX BIOPHARMA COM 42366C10 19 54,223 SH DEFINED 1,5 54,223 HENRY JACK & ASSOC I COM 42628110 43,148 2,122,383 SH DEFINED 1,2,5,6 2,122,383 HERBALIFE LTD COM USD SH G4412G10 81,255 2,056,037 SH DEFINED 1,2,5,6,7,10,13 2,056,037 HERCULES INC COM 42705610 100,701 5,088,462 SH DEFINED 1,2,5,6,10,13 5,088,462 HERCULES OFFSHORE IN COM 42709310 18,993 1,252,815 SH DEFINED 1,2,5,6,8,10 1,252,815 HERCULES TECH GROWTH COM 42709650 5,253 541,510 SH DEFINED 1,2 541,510 HERITAGE COMMERCE CO COM 42692710 3,051 200,440 SH DEFINED 1 200,440 HERLEY INDS INC DEL COM 42739810 3,294 192,640 SH DEFINED 1 192,640 HERSHA HOSPITALITY T SH BEN INT 42782510 13,916 1,870,477 SH DEFINED 1,2,3,5 1,870,477 HERSHEY CO COM 42786610 217,469 5,499,977 SH DEFINED 1,2,5,6,7,8,10,12,13 5,499,977 HERTZ GLOBAL HOLDING COM 42805T10 45,728 6,040,651 SH DEFINED 1,2,5,7,8,10,12,13 6,040,651 HESS CORP COM 42809H10 939,700 11,448,584 SH DEFINED 1,2,5,6,7,8,10,12,13 11,448,584 HEWITT ASSOCS INC COM 42822Q10 57,468 1,577,046 SH DEFINED 1,2,5,7,8,10,13 1,577,046 HEWLETT PACKARD CO COM 42823610 5,367,007 116,068,489 SH DEFINED 1,2,5,6,7,8,10,12,13 116,068,489 HEXCEL CORP NEW COM 42829110 29,467 2,152,415 SH DEFINED 1,2,5,6 2,152,415 HFF INC CL A 40418F10 49 12,310 SH DEFINED 1 12,310 HHGREGG INC COM 42833L10 1,913 196,169 SH DEFINED 1,2,6 196,169 HI / FN INC COM 42835810 72 22,412 SH DEFINED 1 22,412 HIBBETT SPORTS INC COM 42856710 23,216 1,159,623 SH DEFINED 1,2,6 1,159,623 HICKORY TECH CORP COM 42906010 112 19,217 SH DEFINED 1,5 19,217 HIGHWOODS PPTYS INC COM 43128410 78,521 2,208,119 SH DEFINED 1,2,3,5 2,208,119 HILAND PARTNERS L P UT LTD PAR 43129110 313 8,631 SH DEFINED 1,2 8,631 HILB ROGAL & HOBBS C COM 43129410 30,157 645,211 SH DEFINED 1,2,5 645,211 HILL INTERNATIONAL I COM 43146610 4,977 359,383 SH DEFINED 1,2,6 359,383 HILL ROM HLDGS INC COM 43147510 46,635 1,538,593 SH DEFINED 1,2,5,7,10,12 1,538,593 HILLENBRAND INC COM 43157110 16,009 794,117 SH DEFINED 1,2,5,6,10,12 794,117 HILLTOP HOLDINGS INC COM 43274810 8,062 781,169 SH DEFINED 1,2,3,5,6 781,169 HIMAX TECHNOLOGIES I SPONSORED 43289P10 41 14,337 SH DEFINED 2 14,337 HITACHI LIMITED ADR 10 COM 43357850 947 13,646 SH DEFINED 1 13,646 HITTITE MICROWAVE CO COM 43365Y10 9,402 279,817 SH DEFINED 1,2,6 279,817 HKN INC COM 40420K10 83 10,470 SH DEFINED 1,5 10,470 HLTH CORPORATION COM 40422Y10 21,998 1,924,571 SH DEFINED 1,2,5,6,10,12 1,924,571 HMS HLDGS CORP COM 40425J10 9,953 415,399 SH DEFINED 1,2,6 415,399 HNI CORP COM 40425110 30,223 1,192,706 SH DEFINED 1,2,5 1,192,706 HOLLIS-EDEN PHARMACE COM 43590210 28 23,507 SH DEFINED 1 23,507 HOLLY CORP COM PAR $0 43575830 20,736 717,005 SH DEFINED 1,2,5,6,10 717,005 HOLLY ENERGY PARTNER COM UT LTD 43576310 203 6,752 SH DEFINED 1,2 6,752 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- HOLLYWOOD MEDIA CORP COM 43623310 26 11,519 SH DEFINED 1 11,519 HOLOGIC INC FRNT 2.00 436440AA 553 750,000 SH DEFINED 1 750,000 HOLOGIC INC COM 43644010 98,278 5,084,196 SH DEFINED 1,2,5,7,8,10,12,13 5,084,196 HOME BANCSHARES INC COM 43689320 5,211 201,444 SH DEFINED 1,2 201,444 HOME DEPOT INC COM 43707610 1,605,757 62,022,285 SH DEFINED 1,2,5,6,7,8,10,12,13 62,022,285 HOME DIAGNOSTICS INC COM 43708010 97 10,040 SH DEFINED 1 10,040 HOME FED BANCORP INC COM 43710G10 753 59,050 SH DEFINED 1 59,050 HOME PROPERTIES INC COM 43730610 60,038 1,036,031 SH DEFINED 1,2,3,5 1,036,031 HONDA MOTOR LTD AMERN SHS 43812830 2,106 69,936 SH DEFINED 1,2 69,936 HONEYWELL INTL INC COM 43851610 3,208,953 77,231,114 SH DEFINED 1,2,5,6,7,8,10,12,13 77,231,114 HOOKER FURNITURE COR COM 43903810 3,763 212,020 SH DEFINED 1,2 212,020 HOOPER HOLMES INC COM 43910410 92 70,456 SH DEFINED 1 70,456 HORACE MANN EDUCATOR COM 44032710 12,386 962,403 SH DEFINED 1,2,5 962,403 HORIZON FINL CORP WA COM 44041F10 108 11,866 SH DEFINED 1,2,5 11,866 HORIZON LINES INC COM 44044K10 4,716 477,801 SH DEFINED 1,2,5,6 477,801 HORMEL FOODS CORP COM 44045210 58,088 1,601,105 SH DEFINED 1,2,5,7,8,10,12,13 1,601,105 HORNBECK OFFSHORE SV COM 44054310 22,506 582,751 SH DEFINED 1,2,5,6 582,751 HORSEHEAD HLDG CORP COM 44069430 3,188 540,345 SH DEFINED 1,2 540,345 HOSPIRA INC COM 44106010 203,485 5,326,820 SH DEFINED 1,2,5,6,7,8,10,12,13 5,326,820 HOSPITALITY PPTYS TR COM SH BEN 44106M10 83,808 4,084,204 SH DEFINED 1,2,3,5,7,10 4,084,204 HOST HOTELS & RESORT COM 44107P10 374,553 28,183,055 SH DEFINED 1,2,3,5,6,7,8,10,12,13 28,183,055 HOT TOPIC INC COM 44133910 5,684 859,921 SH DEFINED 1,2,5 859,921 HOUSEVALUES INC COM 44183Y10 38 14,200 SH DEFINED 1 14,200 HOUSTON AMERN ENERGY COM 44183U10 1,241 196,375 SH DEFINED 1,2 196,375 HOUSTON WIRE & CABLE COM 44244K10 7,841 456,664 SH DEFINED 1,2,6 456,664 HOVNANIAN ENTERPRISE CL A 44248720 49,562 6,203,033 SH DEFINED 1,2,5 6,203,033 HQ SUSTAINABLE MARIT COM NEW 40426A20 265 52,469 SH DEFINED 1 52,469 HRPT PPTYS TR COM SH BEN 40426W10 57,817 8,391,436 SH DEFINED 1,2,3,5,7,10 8,391,436 HSBC HLDGS PLC SPON ADR N 40428040 12,690 156,993 SH DEFINED 1,2 156,993 HSN INC COM 40430310 22,126 2,009,673 SH DEFINED 1,2,5,7,10,12,13 2,009,673 HSW INTERNATIONAL IN COM 40431N10 750 288,305 SH DEFINED 1 288,305 HUB GROUP INC CL A 44332010 39,472 1,048,391 SH DEFINED 1,2,5,6 1,048,391 HUBBELL INC CL B 44351020 31,915 910,545 SH DEFINED 1,2,5,7,10 910,545 HUDSON CITY BANCORP COM 44368310 463,139 25,102,399 SH DEFINED 1,2,5,6,7,8,10,12,13 25,102,399 HUDSON HIGHLAND GROU COM 44379210 7,374 1,060,982 SH DEFINED 1,2,5,6 1,060,982 HUGHES COMMUNICATION COM 44439810 4,105 111,840 SH DEFINED 1,2,6 111,840 HUGOTON RTY TR TEX UNIT BEN I 44471710 1,547 57,644 SH DEFINED 1,2,5 57,644 HUMAN GENOME SCIENCE COM 44490310 17,137 2,698,765 SH DEFINED 1,2,5,6 2,698,765 HUMANA INC COM 44485910 261,437 6,345,568 SH DEFINED 1,2,5,6,7,8,10,12,13 6,345,568 HUNGARIAN TEL & CABL COM 44554210 1,806 90,764 SH DEFINED 1,2 90,764 HUNT J B TRANS SVCS COM 44565810 53,438 1,601,378 SH DEFINED 1,2,5,10,12 1,601,378 HUNTINGTON BANCSHARE COM 44615010 143,504 17,960,488 SH DEFINED 1,2,5,6,7,8,10,12,13 17,960,488 HUNTSMAN CORP COM 44701110 22,460 1,782,520 SH DEFINED 1,2,5,7,8,10,12,13 1,782,520 HURCO COMPANIES INC COM 44732410 2,913 98,527 SH DEFINED 1,5 98,527 HURON CONSULTING GRO COM 44746210 20,588 361,319 SH DEFINED 1,2,5,6 361,319 HUTCHINSON TECHNOLOG COM 44840710 7,144 616,938 SH DEFINED 1,2,5 616,938 HUTTIG BLDG PRODS IN COM 44845110 48 23,005 SH DEFINED 1,5 23,005 HYPERCOM CORP COM 44913M10 3,277 823,403 SH DEFINED 1,2 823,403 HYTHIAM INC COM 44919F10 35 26,772 SH DEFINED 1 26,772 I2 TECHNOLOGIES INC COM NEW 46575420 3,187 236,220 SH DEFINED 1,2,5 236,220 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- IAC INTERACTIVECORP COM PAR $. 44919P50 26,485 1,530,938 SH DEFINED 1,2,5,7,8,10,12,13 1,530,938 IBASIS INC COM NEW 45073220 1,515 434,046 SH DEFINED 1 434,046 IBERIABANK CORP COM 45082810 10,624 201,017 SH DEFINED 1,2,5 201,017 ICAD INC COM 44934S10 79 24,711 SH DEFINED 1,2 24,711 ICAHN ENTERPRISES LP DEPOSITRY 45110010 543 12,615 SH DEFINED 1,2 12,615 ICF INTL INC COM 44925C10 1,475 74,855 SH DEFINED 1 74,855 ICICI BK LTD ADR 45104G10 20,687 879,545 SH DEFINED 1,2,5,6,7 879,545 ICO GLOBAL COMM HLDG CL A 44930K10 1,649 1,513,161 SH DEFINED 1,2,6 1,513,161 ICO INC NEW COM 44929310 2,030 361,885 SH DEFINED 1 361,885 ICONIX BRAND GROUP I COM 45105510 13,522 1,033,754 SH DEFINED 1,2,5,6 1,033,754 ICT GROUP INC COM 44929Y10 992 123,172 SH DEFINED 1 123,172 ICU MED INC COM 44930G10 8,872 291,743 SH DEFINED 1,2,6 291,743 ICX TECHNOLOGIES INC COM 44934T10 1,065 138,108 SH DEFINED 1,2 138,108 IDACORP INC COM 45110710 41,577 1,429,254 SH DEFINED 1,2,5 1,429,254 IDEARC INC COM 45166310 3,514 2,811,163 SH DEFINED 1,2,5,12 2,811,163 IDENIX PHARMACEUTICA COM 45166R20 3,348 463,116 SH DEFINED 1,2 463,116 IDERA PHARMACEUTICAL COM NEW 45168K30 3,993 283,777 SH DEFINED 1 283,777 IDEX CORP COM 45167R10 41,470 1,336,868 SH DEFINED 1,2,5,6,10 1,336,868 IDEXX LABS INC COM 45168D10 63,219 1,153,633 SH DEFINED 1,2,5,6,10 1,153,633 IDT CORP CL B 44894730 616 832,496 SH DEFINED 1,2 832,496 I-FLOW CORP COM NEW 44952030 3,010 323,333 SH DEFINED 1,2 323,333 IGATE CORP COM 45169U10 3,483 401,745 SH DEFINED 1,2,6 401,745 IGO INC COM 44959310 48 45,337 SH DEFINED 1,5 45,337 IHS INC CL A 45173410 19,894 417,599 SH DEFINED 1,2,5,10 417,599 II VI INC COM 90210410 17,718 458,302 SH DEFINED 1,2,6 458,302 IKANOS COMMUNICATION COM 45173E10 24 12,200 SH DEFINED 1 12,200 IKON OFFICE SOLUTION COM 45171310 193,401 11,369,864 SH DEFINED 1,2,5 11,369,864 ILLINOIS TOOL WKS IN COM 45230810 608,203 13,682,848 SH DEFINED 1,2,5,6,7,8,10,12,13 13,682,848 ILLUMINA INC COM 45232710 48,565 1,198,259 SH DEFINED 1,2,5,7,10 1,198,259 I-MANY INC COM 44973Q10 18 25,061 SH DEFINED 1 25,061 IMATION CORP COM 45245A10 22,896 1,013,564 SH DEFINED 1,2,5 1,013,564 IMCLONE SYS INC COM 45245W10 65,466 1,049,137 SH DEFINED 1,2,5,10,12 1,049,137 IMERGENT INC COM 45247Q10 167 14,906 SH DEFINED 1,5 14,906 IMMERSION CORP COM 45252110 2,657 456,550 SH DEFINED 1,5 456,550 IMMTECH PHARMACEUTIC COM 45251910 7 12,014 SH DEFINED 1 12,014 IMMUCOR INC COM 45252610 40,513 1,267,611 SH DEFINED 1,2,5,6 1,267,611 IMMUNOGEN INC COM 45253H10 3,023 615,681 SH DEFINED 1,5 615,681 IMMUNOMEDICS INC COM 45290710 1,275 716,107 SH DEFINED 1,5 716,107 IMPAC MTG HLDGS INC COM 45254P10 20 80,213 SH DEFINED 1 80,213 IMPERIAL OIL LTD COM NEW 45303840 1,438 33,761 SH DEFINED 1,5 33,761 IMPERIAL SUGAR CO NE COM NEW 45309620 2,741 202,432 SH DEFINED 1,2 202,432 IMS HEALTH INC COM 44993410 129,041 6,823,980 SH DEFINED 1,2,5,6,7,8,10,12,13 6,823,980 INCYTE CORP COM 45337C10 12,546 1,639,970 SH DEFINED 1,2,5,6 1,639,970 INDEPENDENCE HLDG CO COM NEW 45344030 981 84,974 SH DEFINED 1 84,974 INDEPENDENT BANK COR COM 45383610 8,337 267,468 SH DEFINED 1,2,5 267,468 INDEPENDENT BANK COR COM 45383810 747 120,750 SH DEFINED 1,2 120,750 INDEVUS PHARMACEUTIC COM 45407210 3,500 1,044,821 SH DEFINED 1,2,5,6 1,044,821 INERGY HLDGS L P COM 45661Q10 326 12,788 SH DEFINED 1,2 12,788 INERGY L P UNIT LTD P 45661510 1,252 57,860 SH DEFINED 1,2 57,860 INFINEON TECHNOLOGIE SPONSORED 45662N10 226 40,414 SH DEFINED 1 40,414 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- INFINERA CORPORATION COM 45667G10 13,603 1,422,900 SH DEFINED 1,2,6 1,422,900 INFINITY PPTY & CAS COM 45665Q10 12,126 294,319 SH DEFINED 1,2,5 294,319 INFOCUS CORP COM 45665B10 57 39,014 SH DEFINED 1,5 39,014 INFOGROUP INC COM 45670G10 7,808 1,181,180 SH DEFINED 1,2 1,181,180 INFORMATICA CORP COM 45666Q10 22,985 1,769,406 SH DEFINED 1,2,5,6 1,769,406 INFOSPACE INC COM NEW 45678T20 8,488 782,315 SH DEFINED 1,2,6 782,315 INFOSYS TECHNOLOGIES SPONSORED 45678810 33,544 1,007,039 SH DEFINED 1,2,5,6 1,007,039 ING GROEP N V SPONSORED 45683710 2,406 112,411 SH DEFINED 1,2 112,411 INGERSOLL-RAND COMPA CL A G4776G10 292,064 9,370,045 SH DEFINED 1,2,5,6,7,8,10,12,13 9,370,045 INGLES MKTS INC CL A 45703010 4,968 217,592 SH DEFINED 1,2,5 217,592 INGRAM MICRO INC CL A 45715310 47,171 2,935,331 SH DEFINED 1,2,5,7,10 2,935,331 INLAND REAL ESTATE C COM NEW 45746120 30,742 1,959,329 SH DEFINED 1,2,3 1,959,329 INNERWORKINGS INC COM 45773Y10 5,000 450,862 SH DEFINED 1,2,6 450,862 INNODATA ISOGEN INC COM NEW 45764220 35 13,422 SH DEFINED 1 13,422 INNOPHOS HOLDINGS IN COM 45774N10 7,572 310,595 SH DEFINED 1,2 310,595 INNOSPEC INC COM 45768S10 6,168 511,450 SH DEFINED 1,2,5 511,450 INNOTRAC CORP COM 45767M10 40 10,328 SH DEFINED 1 10,328 INNOVATIVE SOLUTIONS COM 45769N10 116 21,245 SH DEFINED 1 21,245 INSIGHT ENTERPRISES COM 45765U10 13,465 1,004,079 SH DEFINED 1,2,5 1,004,079 INSITE VISION INC COM 45766010 37 78,621 SH DEFINED 1,2,5 78,621 INSITUFORM TECHNOLOG CL A 45766710 7,993 534,317 SH DEFINED 1,2 534,317 INSMED INC COM NEW 45766920 60 117,674 SH DEFINED 1,5 117,674 INSPIRE PHARMACEUTIC COM 45773310 1,964 550,117 SH DEFINED 1,5 550,117 INSTEEL INDUSTRIES I COM 45774W10 7,504 552,185 SH DEFINED 1,2,5 552,185 INSULET CORP COM 45784P10 3,545 254,699 SH DEFINED 1,2,6 254,699 INTEGRA BK CORP COM 45814P10 4,193 525,478 SH DEFINED 1,2 525,478 INTEGRA LIFESCIENCES COM NEW 45798520 20,878 474,173 SH DEFINED 1,2,6 474,173 INTEGRAL SYS INC MD COM 45810H10 6,854 330,002 SH DEFINED 1,2 330,002 INTEGRATED DEVICE TE COM 45811810 27,915 3,588,034 SH DEFINED 1,2,5,10 3,588,034 INTEGRATED ELECTRICA COM 45811E30 2,679 152,541 SH DEFINED 1,5 152,541 INTEGRATED SILICON S COM 45812P10 60 26,149 SH DEFINED 1,5 26,149 INTEGRYS ENERGY GROU COM 45822P10 130,698 2,617,107 SH DEFINED 1,2,5,6,10,13 2,617,107 INTEL CORP SDCV 2.95 458140AD 437 500,000 SH DEFINED 1 500,000 INTEL CORP COM 45814010 3,689,990 197,009,634 SH DEFINED 1,2,5,6,7,8,10,12,13 197,009,634 INTER PARFUMS INC COM 45833410 4,305 317,508 SH DEFINED 1,2,6 317,508 INTERACTIVE BROKERS COM 45841N10 21,548 971,966 SH DEFINED 1,2,6 971,966 INTERACTIVE DATA COR COM 45840J10 16,607 658,474 SH DEFINED 1,2,5 658,474 INTERACTIVE INTELLIG COM 45839M10 1,597 177,036 SH DEFINED 1,5 177,036 INTERCONTINENTAL HTL SPONS ADR 45857P30 509 41,130 SH DEFINED 1 41,130 INTERCONTINENTALEXCH COM 45865V10 211,070 2,616,144 SH DEFINED 1,2,5,6,7,8,10,12,13 2,616,144 INTERDIGITAL INC COM 45867G10 52,135 2,167,765 SH DEFINED 1,2,5,6,7 2,167,765 INTERFACE INC CL A 45866510 11,276 991,757 SH DEFINED 1,2,5,6 991,757 INTERLEUKIN GENETICS COM 45873810 11 12,342 SH DEFINED 1 12,342 INTERLINE BRANDS INC COM 45874310 8,538 526,738 SH DEFINED 1,2 526,738 INTERMEC INC COM 45878610 18,640 949,106 SH DEFINED 1,2,5,6 949,106 INTERMUNE INC COM 45884X10 9,367 547,474 SH DEFINED 1,2,5,6 547,474 INTERNAP NETWORK SVC COM PAR $. 45885A30 3,694 1,061,405 SH DEFINED 1,2,5,6 1,061,405 INTERNATIONAL ASSETS COM 45902810 3,461 143,554 SH DEFINED 1,2 143,554 INTERNATIONAL BANCSH COM 45904410 33,926 1,256,526 SH DEFINED 1,2,5,13 1,256,526 INTERNATIONAL BUSINE COM 45920010 7,803,634 66,720,533 SH DEFINED 1,2,5,6,7,8,10,12,13 66,720,533 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- INTERNATIONAL COAL G COM 45928H10 16,666 2,670,795 SH DEFINED 1,2,6 2,670,795 INTERNATIONAL FLAVOR COM 45950610 112,451 2,849,748 SH DEFINED 1,2,5,6,7,8,10,12,13 2,849,748 INTERNATIONAL GAME T DBCV 2.60 459902AP 234 250,000 SH DEFINED 1 250,000 INTERNATIONAL GAME T COM 45990210 159,528 9,285,692 SH DEFINED 1,2,5,6,7,8,10,12,13 9,285,692 INTERNATIONAL RECTIF COM 46025410 22,936 1,205,905 SH DEFINED 1,2,5,10 1,205,905 INTERNATIONAL SHIPHO COM NEW 46032120 1,449 66,170 SH DEFINED 1 66,170 INTERNATIONAL SPEEDW CL A 46033520 32,486 834,904 SH DEFINED 1,2,5,10 834,904 INTERNET BRANDS INC COM CLASS 46060810 1,914 274,659 SH DEFINED 1,6 274,659 INTERNET CAP GROUP I COM NEW 46059C20 5,326 656,756 SH DEFINED 1,6 656,756 INTERPUBLIC GROUP CO COM 46069010 117,196 15,122,011 SH DEFINED 1,2,5,6,7,8,10,12,13 15,122,011 INTERSIL CORP CL A 46069S10 42,189 2,544,550 SH DEFINED 1,2,5,7,8,10,12,13 2,544,550 INTERSTATE HOTELS & COM 46088S10 94 40,079 SH DEFINED 1,5 40,079 INTERVAL LEISURE GRO COM 46113M10 6,541 628,987 SH DEFINED 1,2,5,7,10,12,13 628,987 INTERWOVEN INC COM NEW 46114T50 14,360 1,017,010 SH DEFINED 1,2,5,6 1,017,010 INTEVAC INC COM 46114810 4,443 417,556 SH DEFINED 1,5 417,556 INTL PAPER CO COM 46014610 762,712 29,133,386 SH DEFINED 1,2,5,6,7,8,10,12,13 29,133,386 INTREPID POTASH INC COM 46121Y10 10,302 341,797 SH DEFINED 1,2,5,10 341,797 INTROGEN THERAPEUTIC COM 46119F10 7 11,858 SH DEFINED 1 11,858 INTUIT COM 46120210 332,478 10,518,134 SH DEFINED 1,2,5,6,7,8,10,12,13 10,518,134 INTUITIVE SURGICAL I COM NEW 46120E60 289,856 1,202,823 SH DEFINED 1,2,5,6,7,8,10,12,13 1,202,823 INVACARE CORP COM 46120310 25,732 1,065,942 SH DEFINED 1,2,5 1,065,942 INVENTIV HEALTH INC COM 46122E10 10,662 603,745 SH DEFINED 1,2,6 603,745 INVERNESS MED INNOVA COM 46126P10 22,863 762,101 SH DEFINED 1,2,5,6,10 762,101 INVESCO LTD SHS G491BT10 326,477 15,561,355 SH DEFINED 1,2,5,6,7,8,10,12,13 15,561,355 INVESTMENT TECHNOLOG COM 46145F10 17,100 561,956 SH DEFINED 1,2,5,6,7,10 561,956 INVESTORS BANCORP IN COM 46146P10 11,192 743,654 SH DEFINED 1,2,6 743,654 INVESTORS REAL ESTAT SH BEN INT 46173010 11,082 990,377 SH DEFINED 1,2,3,5 990,377 INVITROGEN CORP COM 46185R10 131,545 3,480,037 SH DEFINED 1,2,5,7,8,10,12,13 3,480,037 ION GEOPHYSICAL CORP COM 46204410 22,380 1,577,138 SH DEFINED 1,2,5,6 1,577,138 IOWA TELECOMM SERVIC COM 46259420 9,612 514,535 SH DEFINED 1,2 514,535 IPASS INC COM 46261V10 112 51,808 SH DEFINED 1 51,808 IPC HLDGS LTD ORD G4933P10 35,217 1,165,749 SH DEFINED 1,2,5,7,8 1,165,749 IPC THE HOSPITALIST COM 44984A10 1,909 74,277 SH DEFINED 1,2 74,277 IPCS INC COM NEW 44980Y30 7,727 346,950 SH DEFINED 1,2,6 346,950 IPG PHOTONICS CORP COM 44980X10 5,424 278,036 SH DEFINED 1,2,6 278,036 IRELAND BK SPONSORED 46267Q10 519 22,887 SH DEFINED 1 22,887 IRIS INTL INC COM 46270W10 4,661 260,408 SH DEFINED 1 260,408 IROBOT CORP COM 46272610 3,635 245,270 SH DEFINED 1,2,6 245,270 IRON MTN INC COM 46284610 68,002 2,785,825 SH DEFINED 1,2,5,7,8,10,12,13 2,785,825 IRSA INVERSIONES Y R GLOBL DEP 45004720 409 56,204 SH DEFINED 1,2 56,204 IRWIN FINL CORP COM 46411910 152 38,484 SH DEFINED 1 38,484 ISHARES INC MSCI BRAZI 46428640 4,461 79,218 SH DEFINED 7 79,218 ISHARES INC MSCI CDA I 46428650 5,855 222,300 SH DEFINED 2 222,300 ISHARES INC MSCI TAIWA 46428673 3,174 293,900 SH DEFINED 1 293,900 ISHARES INC MSCI S KOR 46428677 2,148 54,068 SH DEFINED 1 54,068 ISHARES TR US TIPS BD 46428717 15,398 152,000 SH DEFINED 2 152,000 ISHARES TR S&P 500 IN 46428720 88,390 756,636 SH DEFINED 1,2,6 756,636 ISHARES TR MSCI EMERG 46428723 19,449 569,182 SH DEFINED 1 569,182 ISHARES TR MSCI EAFE 46428746 58,491 1,038,916 SH DEFINED 1,2,6 1,038,916 ISHARES TR S&P MIDCAP 46428750 5,659 78,200 SH DEFINED 2 78,200 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ISHARES TR RUSSELL 20 46428765 848 12,476 SH DEFINED 1 12,476 ISHARES TR S&P SMLCAP 46428780 29,862 501,800 SH DEFINED 1,2 501,800 ISILON SYS INC COM 46432L10 1,390 315,237 SH DEFINED 1,2,6 315,237 ISIS PHARMACEUTICALS COM 46433010 62,168 3,680,775 SH DEFINED 1,2,5,6 3,680,775 ISLE OF CAPRI CASINO COM 46459210 2,258 250,346 SH DEFINED 1,2,5,6 250,346 ISOLAGEN INC COM 46488N10 23 30,410 SH DEFINED 1,2 30,410 ISTA PHARMACEUTICALS COM NEW 45031X20 37 23,832 SH DEFINED 1 23,832 ISTAR FINL INC COM 45031U10 5,532 2,127,621 SH DEFINED 1,2,5,7,8,10 2,127,621 ITC HLDGS CORP COM 46568510 44,091 851,675 SH DEFINED 1,2,5,8 851,675 ITRON INC COM 46574110 36,387 411,012 SH DEFINED 1,2,5,6,10 411,012 ITT CORP NEW COM 45091110 306,063 5,503,745 SH DEFINED 1,2,5,6,7,8,10,12,13 5,503,745 ITT EDUCATIONAL SERV COM 45068B10 50,651 626,011 SH DEFINED 1,2,5,10 626,011 ITURAN LOCATION AND SHS M6158M10 356 32,959 SH DEFINED 1 32,959 IXIA COM 45071R10 4,826 654,801 SH DEFINED 1,2,6 654,801 IXYS CORP COM 46600W10 3,859 424,492 SH DEFINED 1,2,5 424,492 J & J SNACK FOODS CO COM 46603210 9,499 280,118 SH DEFINED 1,2 280,118 J CREW GROUP INC COM 46612H40 47,973 1,679,134 SH DEFINED 1,2,5,6 1,679,134 J2 GLOBAL COMMUNICAT COM NEW 46626E20 20,559 880,479 SH DEFINED 1,2,6 880,479 JABIL CIRCUIT INC COM 46631310 96,612 10,127,015 SH DEFINED 1,2,5,6,7,10,12,13 10,127,015 JACK IN THE BOX INC COM 46636710 24,337 1,153,417 SH DEFINED 1,2,5,6 1,153,417 JACKSON HEWITT TAX S COM 46820210 9,826 640,549 SH DEFINED 1,2 640,549 JACO ELECTRS INC COM 46978310 23 19,600 SH DEFINED 1 19,600 JACOBS ENGR GROUP IN COM 46981410 203,401 3,745,182 SH DEFINED 1,2,5,6,7,8,10,12,13 3,745,182 JAKKS PAC INC COM 47012E10 18,001 722,646 SH DEFINED 1,2 722,646 JAMBA INC COM 47023A10 10 11,201 SH DEFINED 1 11,201 JAMES RIVER COAL CO COM NEW 47035520 8,987 408,694 SH DEFINED 1,2,6 408,694 JANUS CAP GROUP INC COM 47102X10 155,426 6,401,381 SH DEFINED 1,2,5,6,7,8,10,12,13 6,401,381 JARDEN CORP COM 47110910 18,144 773,715 SH DEFINED 1,2,5,10 773,715 JAVELIN PHARMACEUTIC COM 47189410 1,490 573,000 SH DEFINED 1 573,000 JAZZ PHARMACEUTICALS COM 47214710 410 82,969 SH DEFINED 1,2 82,969 JDA SOFTWARE GROUP I COM 46612K10 11,616 763,700 SH DEFINED 1,2 763,700 JDS UNIPHASE CORP COM PAR $0 46612J50 56,152 6,629,543 SH DEFINED 1,2,5,6,7,8,10,12,13 6,629,543 JEFFERIES GROUP INC COM 47231910 47,440 2,117,846 SH DEFINED 1,2,5,10 2,117,846 JER INVT TR INC COM 46614H30 1,861 386,193 SH DEFINED 1,2 386,193 JETBLUE AIRWAYS CORP COM 47714310 21,081 4,258,852 SH DEFINED 1,2,5,6 4,258,852 JMP GROUP INC COM 46629U10 76 14,500 SH DEFINED 1 14,500 JO-ANN STORES INC COM 47758P30 17,115 815,782 SH DEFINED 1,2 815,782 JOES JEANS INC COM 47777N10 56 51,239 SH DEFINED 1 51,239 JOHN BEAN TECHNOLOGI COM 47783910 3,998 315,802 SH DEFINED 1,2,5,10 315,802 JOHNSON & JOHNSON COM 47816010 9,324,641 134,593,553 SH DEFINED 1,2,5,6,7,8,10,12,13 134,593,553 JOHNSON CTLS INC COM 47836610 542,849 17,898,082 SH DEFINED 1,2,5,6,7,8,10,12,13 17,898,082 JONES APPAREL GROUP COM 48007410 54,356 2,936,590 SH DEFINED 1,2,5,6,10,12,13 2,936,590 JONES LANG LASALLE I COM 48020Q10 27,058 622,310 SH DEFINED 1,2,5,6,10 622,310 JONES SODA CO COM 48023P10 44 31,270 SH DEFINED 1,5 31,270 JOS A BANK CLOTHIERS COM 48083810 11,653 346,826 SH DEFINED 1,2,5,6 346,826 JOURNAL COMMUNICATIO CL A 48113010 3,976 814,822 SH DEFINED 1,2 814,822 JOY GLOBAL INC COM 48116510 126,500 2,802,392 SH DEFINED 1,2,5,7,8,10,12,13 2,802,392 JPMORGAN & CHASE & C COM 46625H10 7,042,407 150,801,012 SH DEFINED 1,2,5,6,7,8,10,12,13 150,801,012 JUNIPER NETWORKS INC COM 48203R10 354,629 16,831,007 SH DEFINED 1,2,5,6,7,8,10,12,13 16,831,007 JUPITERMEDIA CORP COM 48207D10 29 25,152 SH DEFINED 1 25,152 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- K FED BANCORP COM 48246S10 117 12,800 SH DEFINED 1 12,800 K SEA TRANSN PARTNER COM 48268Y10 210 10,418 SH DEFINED 1,2 10,418 K TRON INTL INC COM 48273010 4,881 37,891 SH DEFINED 1,2,5 37,891 K V PHARMACEUTICAL C CL A 48274020 12,840 565,402 SH DEFINED 1,2,5,6 565,402 K12 INC COM 48273U10 1,842 69,496 SH DEFINED 1,6 69,496 KADANT INC COM 48282T10 6,780 297,780 SH DEFINED 1,2 297,780 KAISER ALUMINUM CORP COM PAR $0 48300770 11,204 260,853 SH DEFINED 1,2,6 260,853 KAMAN CORP COM 48354810 14,386 505,143 SH DEFINED 1,2 505,143 KANSAS CITY LIFE INS COM 48483610 4,578 99,529 SH DEFINED 1,2 99,529 KANSAS CITY SOUTHERN COM NEW 48517030 68,087 1,534,868 SH DEFINED 1,2,5,6,7,10 1,534,868 KAPSTONE PAPER & PAC COM 48562P10 1,483 233,587 SH DEFINED 1,2 233,587 KAYDON CORP COM 48658710 22,322 495,383 SH DEFINED 1,2,5 495,383 KAYNE ANDERSON ENERG COM 48660Q10 2,517 148,651 SH DEFINED 1 148,651 KB HOME COM 48666K10 87,448 4,443,473 SH DEFINED 1,2,5,6,10,12,13 4,443,473 KBR INC COM 48242W10 57,144 3,742,243 SH DEFINED 1,2,5,7,8,10,12,13 3,742,243 KBW INC COM 48242310 14,165 430,037 SH DEFINED 1,2,6 430,037 KEARNY FINL CORP COM 48716910 5,532 451,925 SH DEFINED 1,2 451,925 KEITHLEY INSTRS INC COM 48758410 261 31,186 SH DEFINED 1 31,186 KELLOGG CO COM 48783610 458,531 8,173,461 SH DEFINED 1,2,5,6,7,8,10,12,13 8,173,461 KELLY SVCS INC CL A 48815220 16,713 877,342 SH DEFINED 1,2,5 877,342 KEMET CORP COM 48836010 1,803 1,325,728 SH DEFINED 1,2,5 1,325,728 KENDLE INTERNATIONAL COM 48880L10 10,021 224,123 SH DEFINED 1,2,6 224,123 KENEXA CORP COM 48887910 6,399 405,244 SH DEFINED 1,2,5,6 405,244 KENNAMETAL INC COM 48917010 34,502 1,272,210 SH DEFINED 1,2,5,10 1,272,210 KENSEY NASH CORP COM 49005710 4,552 144,690 SH DEFINED 1,2 144,690 KERYX BIOPHARMACEUTI COM 49251510 21 60,586 SH DEFINED 1 60,586 KEY ENERGY SVCS INC COM 49291410 12,976 1,118,659 SH DEFINED 1,2,5,10 1,118,659 KEY TECHNOLOGY INC COM 49314310 1,552 65,470 SH DEFINED 1 65,470 KEYCORP NEW COM 49326710 258,243 21,628,352 SH DEFINED 1,2,5,6,7,8,10,12,13 21,628,352 KEYNOTE SYS INC COM 49330810 2,709 204,470 SH DEFINED 1 204,470 KFORCE INC COM 49373210 6,910 676,791 SH DEFINED 1,2,5 676,791 KILROY RLTY CORP COM 49427F10 39,224 820,761 SH DEFINED 1,2,3,5,10 820,761 KIMBALL INTL INC CL B 49427410 6,617 612,715 SH DEFINED 1,2,5 612,715 KIMBERLY CLARK CORP COM 49436810 928,115 14,313,931 SH DEFINED 1,2,5,6,7,8,10,12,13 14,313,931 KIMCO REALTY CORP COM 49446R10 440,216 11,917,044 SH DEFINED 1,2,3,5,6,7,8,10,12,13 11,917,044 KINDER MORGAN ENERGY UT LTD PAR 49455010 9,793 188,212 SH DEFINED 1,2 188,212 KINDER MORGAN MANAGE SHS 49455U10 5,193 105,557 SH DEFINED 1,2,5 105,557 KINDRED HEALTHCARE I COM 49458010 36,842 1,336,290 SH DEFINED 1,2,5 1,336,290 KINETIC CONCEPTS INC COM NEW 49460W20 40,513 1,417,036 SH DEFINED 1,2,5,7,10,12 1,417,036 KING PHARMACEUTICALS COM 49558210 75,924 7,925,220 SH DEFINED 1,2,5,6,7,10,12,13 7,925,220 KINROSS GOLD CORP COM NO PAR 49690240 803 49,809 SH DEFINED 1,5,13 49,809 KIRBY CORP COM 49726610 28,519 751,697 SH DEFINED 1,2,5,6,10 751,697 KIRKLANDS INC COM 49749810 51 22,249 SH DEFINED 1 22,249 KITE RLTY GROUP TR COM 49803T10 8,792 799,229 SH DEFINED 1,2,3,5 799,229 KKR FINANCIAL HLDGS COM 48248A30 1,204 189,243 SH DEFINED 1,2 189,243 KLA-TENCOR CORP COM 48248010 173,668 5,487,133 SH DEFINED 1,2,5,6,7,8,10,12,13 5,487,133 KNIGHT CAPITAL GROUP CL A 49900510 89,204 6,002,984 SH DEFINED 1,2,5,7,13 6,002,984 KNIGHT TRANSN INC COM 49906410 16,238 956,882 SH DEFINED 1,2,5,6 956,882 KNIGHTSBRIDGE TANKER ORD G5299G10 6,599 249,313 SH DEFINED 1,2,5 249,313 KNOLL INC COM NEW 49890420 12,363 817,632 SH DEFINED 1,2 817,632 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- KNOLOGY INC COM 49918380 5,233 648,452 SH DEFINED 1,2,5,6 648,452 KNOT INC COM 49918410 3,857 461,943 SH DEFINED 1,2,5,6 461,943 KODIAK OIL & GAS COR COM 50015Q10 85 56,500 SH DEFINED 1 56,500 KOHLBERG CAPITAL COR COM 50023310 2,038 237,236 SH DEFINED 1,2 237,236 KOHLS CORP COM 50025510 489,660 10,626,298 SH DEFINED 1,2,5,6,7,8,10,12,13 10,626,298 KONINKLIJKE PHILIPS NY REG SH 50047230 2,132 78,226 SH DEFINED 1,2 78,226 KOPIN CORP COM 50060010 3,058 980,195 SH DEFINED 1,5 980,195 KOPPERS HOLDINGS INC COM 50060P10 12,895 344,693 SH DEFINED 1,2,6 344,693 KOREA ELECTRIC PWR SPONSORED 50063110 2,704 218,218 SH DEFINED 1,6 218,218 KORN FERRY INTL COM NEW 50064320 27,999 1,571,223 SH DEFINED 1,2,5,6 1,571,223 KRAFT FOODS INC CL A 50075N10 2,300,430 70,242,136 SH DEFINED 1,2,5,6,7,8,10,12,13 70,242,136 KRATOS DEFENSE & SEC COM 50077B10 109 55,092 SH DEFINED 1 55,092 KRISPY KREME DOUGHNU COM 50101410 3,081 933,716 SH DEFINED 1,2,5,6 933,716 KROGER CO COM 50104410 705,703 25,680,607 SH DEFINED 1,2,5,6,7,8,10,12,13 25,680,607 KRONOS WORLDWIDE INC COM 50105F10 200 15,105 SH DEFINED 1,2 15,105 K-SWISS INC CL A 48268610 12,333 708,814 SH DEFINED 1,2 708,814 KT CORP SPONSORED 48268K10 630 37,496 SH DEFINED 1,2,5,6 37,496 KUBOTA CORP ADR 50117320 897 28,563 SH DEFINED 1 28,563 KULICKE & SOFFA INDS COM 50124210 5,255 1,165,090 SH DEFINED 1,2,5,6 1,165,090 KVH INDS INC COM 48273810 142 15,405 SH DEFINED 1 15,405 KYOCERA CORP ADR 50155620 808 10,609 SH DEFINED 1,2 10,609 L-1 IDENTITY SOLUTIO COM 50212A10 17,339 1,134,775 SH DEFINED 1,2,6 1,134,775 L-3 COMMUNICATIONS H COM 50242410 379,553 3,860,386 SH DEFINED 1,2,5,6,7,8,10,12,13 3,860,386 LA BARGE INC COM 50247010 1,923 127,694 SH DEFINED 1 127,694 LA JOLLA PHARMACEUTI COM NEW 50345930 53 47,641 SH DEFINED 1 47,641 LA Z BOY INC COM 50533610 9,480 1,017,199 SH DEFINED 1,2,5 1,017,199 LABORATORY CORP AMER COM NEW 50540R40 248,662 3,577,873 SH DEFINED 1,2,5,6,7,8,10,12,13 3,577,873 LABRANCHE & CO INC COM 50544710 6,573 1,460,673 SH DEFINED 1,2,5,6 1,460,673 LACLEDE GROUP INC COM 50559710 27,311 563,233 SH DEFINED 1,2,5 563,233 LADENBURG THALMAN FI COM 50575Q10 2,376 1,319,947 SH DEFINED 1 1,319,947 LADISH INC COM NEW 50575420 5,220 257,787 SH DEFINED 1,2,6 257,787 LAKELAND BANCORP INC COM 51163710 3,942 337,242 SH DEFINED 1,2 337,242 LAKELAND FINL CORP COM 51165610 4,475 203,769 SH DEFINED 1,2 203,769 LAKES ENTMNT INC COM 51206P10 392 59,397 SH DEFINED 1,5 59,397 LAM RESEARCH CORP COM 51280710 90,592 2,876,855 SH DEFINED 1,2,5,7,8,10,12,13 2,876,855 LAMAR ADVERTISING CO CL A 51281510 46,074 1,491,556 SH DEFINED 1,2,5,7,8,10,12,13 1,491,556 LAN AIRLINES S A SPONSORED 50172310 4,940 433,350 SH DEFINED 1,2,5,7 433,350 LANCASTER COLONY COR COM 51384710 17,214 457,077 SH DEFINED 1,2,5 457,077 LANCE INC COM 51460610 11,092 488,861 SH DEFINED 1,2 488,861 LANDAMERICA FINL GRO COM 51493610 6,823 281,368 SH DEFINED 1,2,5 281,368 LANDAUER INC COM 51476K10 14,603 200,726 SH DEFINED 1,2 200,726 LANDEC CORP COM 51476610 2,933 358,142 SH DEFINED 1 358,142 LANDRYS RESTAURANTS COM 51508L10 3,561 229,031 SH DEFINED 1,2 229,031 LANDSTAR SYS INC COM 51509810 37,136 842,855 SH DEFINED 1,2,5,6,10 842,855 LAS VEGAS SANDS CORP COM 51783410 51,270 1,419,819 SH DEFINED 1,2,5,7,8,10,12,13 1,419,819 LASALLE HOTEL PPTYS COM SH BEN 51794210 33,920 1,454,541 SH DEFINED 1,2,3,5 1,454,541 LASERCARD CORP COM 51807U10 61 15,171 SH DEFINED 1,5 15,171 LATTICE SEMICONDUCTO COM 51841510 3,993 1,938,350 SH DEFINED 1,2,5,6 1,938,350 LAUDER ESTEE COS INC CL A 51843910 184,543 3,697,512 SH DEFINED 1,2,5,6,7,8,10,12,13 3,697,512 LAWSON PRODS INC COM 52077610 2,412 87,236 SH DEFINED 1,2 87,236 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- LAWSON SOFTWARE INC COM 52078P10 14,571 2,081,638 SH DEFINED 1,2,6 2,081,638 LAYNE CHRISTENSEN CO COM 52105010 10,734 302,961 SH DEFINED 1,2,6 302,961 LAZARD LTD SHS A G5405010 25,141 587,955 SH DEFINED 1,2,5,10 587,955 LCA-VISION INC COM PAR $. 50180330 209 45,005 SH DEFINED 1,2 45,005 LEAP WIRELESS INTL I COM NEW 52186330 20,464 537,117 SH DEFINED 1,2,5,8,10 537,117 LEAPFROG ENTERPRISES CL A 52186N10 5,373 508,851 SH DEFINED 1,2,5,6 508,851 LEAR CORP COM 52186510 20,781 1,979,104 SH DEFINED 1,2,5 1,979,104 LEARNING TREE INTL I COM 52201510 1,146 92,024 SH DEFINED 1 92,024 LECG CORP COM 52323410 3,139 388,988 SH DEFINED 1,2 388,988 LECROY CORP COM 52324W10 153 19,918 SH DEFINED 1 19,918 LEE ENTERPRISES INC COM 52376810 3,086 881,671 SH DEFINED 1,2 881,671 LEGACY RESERVES LP UNIT LP IN 52470730 241 14,028 SH DEFINED 1,2 14,028 LEGG MASON INC COM 52490110 198,852 5,224,707 SH DEFINED 1,2,5,6,7,8,10,12,13 5,224,707 LEGGETT & PLATT INC COM 52466010 164,736 7,560,155 SH DEFINED 1,2,5,6,7,8,10,12,13 7,560,155 LEHMAN BROS HLDGS IN COM 52490810 86 399,001 SH DEFINED 1,5,8 399,001 LENDER PROCESSING SV COM 52602E10 50,033 1,639,346 SH DEFINED 1,2,5,7,10,12 1,639,346 LENNAR CORP CL A 52605710 115,352 7,593,961 SH DEFINED 1,2,5,6,7,8,10,12,13 7,593,961 LENNOX INTL INC COM 52610710 20,089 603,819 SH DEFINED 1,2,5,7,10 603,819 LEUCADIA NATL CORP COM 52728810 288,004 6,338,114 SH DEFINED 1,2,5,6,7,8,10,12,13 6,338,114 LEVEL 3 COMMUNICATIO COM 52729N10 51,230 18,973,976 SH DEFINED 1,2,5,7,8,10,12,13 18,973,976 LEXICON PHARMACEUTIC COM 52887210 1,594 895,456 SH DEFINED 1,2,5,6 895,456 LEXINGTON REALTY TRU COM 52904310 39,433 2,289,926 SH DEFINED 1,2,3,5 2,289,926 LEXMARK INTL NEW CL A 52977110 152,520 4,682,833 SH DEFINED 1,2,5,6,7,8,10,12,13 4,682,833 LG DISPLAY CO LTD SPONS ADR 50186V10 2,868 225,817 SH DEFINED 1,2,5,6 225,817 LHC GROUP INC COM 50187A10 6,791 238,436 SH DEFINED 1,2,6 238,436 LIBBEY INC COM 52989810 1,921 225,683 SH DEFINED 1 225,683 LIBERTY GLOBAL INC COM SER A 53055510 107,285 3,540,765 SH DEFINED 1,2,5,7,8,10,12,13 3,540,765 LIBERTY GLOBAL INC COM SER C 53055530 25,685 914,378 SH DEFINED 1,2,5,7,8,10,12,13 914,378 LIBERTY MEDIA CORP N INT COM SE 53071M10 111,477 8,634,904 SH DEFINED 1,2,5,7,8,10,12,13 8,634,904 LIBERTY MEDIA CORP N CAP COM SE 53071M30 20,302 1,517,336 SH DEFINED 1,2,5,6,7,10,12 1,517,336 LIBERTY MEDIA CORP N ENT COM SE 53071M50 169,878 6,803,280 SH DEFINED 1,2,5,7,8,10,12,13 6,803,280 LIBERTY MEDIA CORP N DEB 3.12 530718AF 683 750,000 SH DEFINED 1 750,000 LIBERTY PPTY TR SH BEN INT 53117210 117,997 3,134,048 SH DEFINED 1,2,3,5,7,8,10,12,13 3,134,048 LIFE PARTNERS HOLDIN COM 53215T10 3,148 87,521 SH DEFINED 1,6 87,521 LIFE SCIENCES RESH I COM 53216910 4,859 135,337 SH DEFINED 1,2 135,337 LIFE TIME FITNESS IN COM 53217R20 24,944 797,708 SH DEFINED 1,2,6 797,708 LIFEPOINT HOSPITALS COM 53219L10 47,643 1,482,358 SH DEFINED 1,2,5,7,10 1,482,358 LIFETIME BRANDS INC COM 53222Q10 155 15,850 SH DEFINED 1 15,850 LIFEWAY FOODS INC COM 53191410 564 48,240 SH DEFINED 1 48,240 LIGAND PHARMACEUTICA CL B 53220K20 3,980 1,349,129 SH DEFINED 1,2,6 1,349,129 LILLY ELI & CO COM 53245710 1,547,761 35,152,415 SH DEFINED 1,2,5,6,7,8,10,12,13 35,152,415 LIME ENERGY CO COM NEW 53261U20 118 19,100 SH DEFINED 1 19,100 LIMELIGHT NETWORKS I COM 53261M10 828 331,021 SH DEFINED 1,2,6 331,021 LIMITED BRANDS INC COM 53271610 186,049 10,741,832 SH DEFINED 1,2,5,6,7,8,10,12,13 10,741,832 LIN TV CORP CL A 53277410 3,399 658,686 SH DEFINED 1,2 658,686 LINCARE HLDGS INC COM 53279110 53,471 1,777,032 SH DEFINED 1,2,5,7,10,12 1,777,032 LINCOLN EDL SVCS COR COM 53353510 677 51,190 SH DEFINED 1,2 51,190 LINCOLN ELEC HLDGS I COM 53390010 52,819 821,314 SH DEFINED 1,2,5,10 821,314 LINCOLN NATL CORP IN COM 53418710 454,340 10,612,950 SH DEFINED 1,2,5,6,7,8,10,12,13 10,612,950 LINDSAY CORP COM 53555510 14,217 195,427 SH DEFINED 1,2,5,6 195,427 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- LINEAR TECHNOLOGY CO COM 53567810 214,972 7,011,494 SH DEFINED 1,2,5,6,7,8,10,12,13 7,011,494 LINN ENERGY LLC UNIT LTD L 53602010 2,576 168,360 SH DEFINED 1,2,5 168,360 LIONBRIDGE TECHNOLOG COM 53625210 132 53,992 SH DEFINED 1,2,6 53,992 LIONS GATE ENTMNT CO COM NEW 53591920 288 31,701 SH DEFINED 1,2,6 31,701 LIPID SCIENCES INC A COM 53630P10 2 11,399 SH DEFINED 1 11,399 LIQUIDITY SERVICES I COM 53635B10 2,666 245,682 SH DEFINED 1,6 245,682 LITHIA MTRS INC CL A 53679710 142 32,924 SH DEFINED 1,5 32,924 LITTELFUSE INC COM 53700810 17,490 588,289 SH DEFINED 1,2,6 588,289 LIVE NATION INC COM 53803410 24,918 1,531,515 SH DEFINED 1,2,5,6 1,531,515 LIVEPERSON INC COM 53814610 63 21,628 SH DEFINED 1 21,628 LIZ CLAIBORNE INC COM 53932010 49,668 3,023,012 SH DEFINED 1,2,5,6,10,12,13 3,023,012 LKQ CORP COM 50188920 24,808 1,461,895 SH DEFINED 1,2,5,6,10 1,461,895 LLOYDS TSB GROUP PLC SPONSORED 53943910 1,310 78,314 SH DEFINED 1,2 78,314 LMI AEROSPACE INC COM 50207910 2,264 112,586 SH DEFINED 1,5 112,586 LOCKHEED MARTIN CORP COM 53983010 8,191,731 74,694,361 SH DEFINED 1,2,5,6,7,8,10,12,13 74,694,361 LODGENET INTERACTIVE COM 54021110 49 24,001 SH DEFINED 1,2 24,001 LODGIAN INC COM PAR $. 54021P40 2,235 286,564 SH DEFINED 1 286,564 LOEWS CORP COM 54042410 525,855 13,316,166 SH DEFINED 1,2,5,6,7,8,10,12,13 13,316,166 LOGITECH INTL S A SHS H5043023 403 17,284 SH DEFINED 1 17,284 LO-JACK CORP COM 53945110 185 27,671 SH DEFINED 1 27,671 LONGS DRUG STORES CO COM 54316210 42,992 568,377 SH DEFINED 1,2,5 568,377 LOOPNET INC COM 54352430 4,853 493,661 SH DEFINED 1,2,6 493,661 LORAL SPACE & COMMUN COM 54388110 2,712 183,644 SH DEFINED 1,2 183,644 LORILLARD INC COM 54414710 387,599 5,447,634 SH DEFINED 1,2,5,6,7,8,10,12,13 5,447,634 LOUISIANA PAC CORP COM 54634710 24,456 2,629,641 SH DEFINED 1,2,5 2,629,641 LOWES COS INC COM 54866110 2,616,412 110,443,724 SH DEFINED 1,2,5,6,7,8,10,12,13 110,443,724 LSB INDS INC COM 50216010 3,453 249,346 SH DEFINED 1,2 249,346 LSI CORPORATION COM 50216110 119,358 22,268,321 SH DEFINED 1,2,5,6,7,8,10,12,13 22,268,321 LSI INDS INC COM 50216C10 2,552 308,629 SH DEFINED 1 308,629 LTC PPTYS INC COM 50217510 13,758 469,231 SH DEFINED 1,2,3,5 469,231 LTX-CREDENCE CORP COM 50240310 2,319 1,332,817 SH DEFINED 1,2,5 1,332,817 LUBRIZOL CORP COM 54927110 141,733 3,285,410 SH DEFINED 1,2,5,7,10 3,285,410 LUBYS INC COM 54928210 2,141 266,315 SH DEFINED 1 266,315 LUCENT TECHNOLOGIES DBCV 2.87 549463AH 347 500,000 SH DEFINED 1 500,000 LUFKIN INDS INC COM 54976410 23,408 295,003 SH DEFINED 1,2,6 295,003 LULULEMON ATHLETICA COM 55002110 6,290 273,116 SH DEFINED 1,2,6 273,116 LUMBER LIQUIDATORS I COM 55003Q10 1,234 98,243 SH DEFINED 1,6 98,243 LUMINEX CORP DEL COM 55027E10 15,921 636,566 SH DEFINED 1,2,5,6 636,566 LUNDIN MINING CORP COM 55037210 78 26,200 SH DEFINED 1 26,200 LUXOTTICA GROUP S P SPONSORED 55068R20 1,304 56,706 SH DEFINED 1 56,706 LYDALL INC DEL COM 55081910 7,157 743,212 SH DEFINED 1,2 743,212 M & F WORLDWIDE CORP COM 55254110 9,837 245,935 SH DEFINED 1,2,5,6 245,935 M & T BK CORP COM 55261F10 321,573 3,603,063 SH DEFINED 1,2,5,6,7,8,10,12,13 3,603,063 M D C HLDGS INC COM 55267610 62,014 1,694,824 SH DEFINED 1,2,5,6,10 1,694,824 M/I HOMES INC COM 55305B10 6,595 289,513 SH DEFINED 1,2 289,513 MACATAWA BK CORP COM 55422510 220 31,482 SH DEFINED 1 31,482 MACERICH CO COM 55438210 158,836 2,495,462 SH DEFINED 1,2,3,5,7,8,10,12,13 2,495,462 MAC-GRAY CORP COM 55415310 122 11,600 SH DEFINED 1 11,600 MACK CALI RLTY CORP COM 55448910 83,883 2,476,629 SH DEFINED 1,2,3,5,10 2,476,629 MACQUARIE INFRASTR C MEMBERSHIP 55608B10 829 62,753 SH DEFINED 1,2 62,753 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- MACROVISION SOLUTION COM 55611C10 31,995 2,080,305 SH DEFINED 1,2,5,6,7 2,080,305 MACYS INC COM 55616P10 273,473 15,209,846 SH DEFINED 1,2,5,6,7,8,10,12,13 15,209,846 MADDEN STEVEN LTD COM 55626910 10,768 434,525 SH DEFINED 1,2,5 434,525 MADECO SA SPONS ADR 55630420 85 10,426 SH DEFINED 1 10,426 MAGELLAN HEALTH SVCS COM NEW 55907920 47,825 1,164,764 SH DEFINED 1,2,5,6 1,164,764 MAGELLAN MIDSTREAM H COM LP INT 55907R10 329 19,158 SH DEFINED 1,2 19,158 MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,079 95,045 SH DEFINED 1,2 95,045 MAGMA DESIGN AUTOMAT COM 55918110 2,689 668,857 SH DEFINED 1,2 668,857 MAGNETEK INC COM 55942410 337 83,320 SH DEFINED 1,5 83,320 MAGUIRE PPTYS INC COM 55977510 7,133 1,196,830 SH DEFINED 1,2,3,5,8 1,196,830 MAGYAR TELEKOM TELEC SPONSORED 55977610 277 11,907 SH DEFINED 1 11,907 MAIDEN HOLDINGS LTD SHS G5753U11 2,738 629,515 SH DEFINED 1,2 629,515 MAIDENFORM BRANDS IN COM 56030510 7,958 548,478 SH DEFINED 1,2 548,478 MAINSOURCE FINANCIAL COM 56062Y10 7,486 381,938 SH DEFINED 1,2 381,938 MAJESCO ENTERTAINMEN COM NEW 56069020 16 18,100 SH DEFINED 1 18,100 MANHATTAN ASSOCS INC COM 56275010 16,677 746,514 SH DEFINED 1,2,5,6 746,514 MANITOWOC INC COM 56357110 71,254 4,582,243 SH DEFINED 1,2,5,6,7,8,10,12,13 4,582,243 MANNATECH INC COM 56377110 991 247,677 SH DEFINED 1 247,677 MANNKIND CORP COM 56400P20 2,886 747,549 SH DEFINED 1,2,6 747,549 MANPOWER INC COM 56418H10 71,850 1,664,746 SH DEFINED 1,2,5,7,8,10,12,13 1,664,746 MANTECH INTL CORP CL A 56456310 25,598 431,739 SH DEFINED 1,2,6 431,739 MANULIFE FINL CORP COM 56501R10 8,133 221,678 SH DEFINED 1,5,13 221,678 MAP PHARMACEUTICALS COM 56509R10 1,155 114,137 SH DEFINED 1,2 114,137 MARATHON OIL CORP COM 56584910 1,074,923 26,960,695 SH DEFINED 1,2,5,6,7,8,10,12,13 26,960,695 MARCHEX INC CL B 56624R10 4,257 413,685 SH DEFINED 1,2,6 413,685 MARCUS CORP COM 56633010 6,571 408,651 SH DEFINED 1,2 408,651 MARINE PRODS CORP COM 56842710 1,618 194,938 SH DEFINED 1,2 194,938 MARINEMAX INC COM 56790810 2,036 281,538 SH DEFINED 1 281,538 MARINER ENERGY INC COM 56845T30 29,716 1,449,575 SH DEFINED 1,2,5,10 1,449,575 MARKEL CORP COM 57053510 37,987 108,071 SH DEFINED 1,2,5,10,12 108,071 MARKETAXESS HLDGS IN COM 57060D10 4,082 505,782 SH DEFINED 1,2,6 505,782 MARKWEST ENERGY PART UNIT LTD P 57075910 1,488 58,848 SH DEFINED 1,2 58,848 MARRIOTT INTL INC NE CL A 57190320 281,248 10,779,921 SH DEFINED 1,2,5,6,7,8,10,12,13 10,779,921 MARSH & MCLENNAN COS COM 57174810 586,932 18,480,221 SH DEFINED 1,2,5,6,7,8,10,12,13 18,480,221 MARSHALL & ILSLEY CO COM 57183710 224,431 11,138,018 SH DEFINED 1,2,5,6,7,8,10,12,13 11,138,018 MARSHALL EDWARDS INC COM 57232230 301 140,172 SH DEFINED 1 140,172 MARTEK BIOSCIENCES C COM 57290110 91,188 2,902,221 SH DEFINED 1,2,5,6,7,8,13 2,902,221 MARTEN TRANS LTD COM 57307510 4,720 241,907 SH DEFINED 1,2 241,907 MARTHA STEWART LIVIN CL A 57308310 3,475 408,325 SH DEFINED 1,2,6 408,325 MARTIN MARIETTA MATL COM 57328410 89,610 800,228 SH DEFINED 1,2,5,7,8,10,12,13 800,228 MARVEL ENTERTAINMENT COM 57383T10 54,489 1,596,044 SH DEFINED 1,2,5,6,7,8 1,596,044 MARVELL TECHNOLOGY G ORD G5876H10 54,963 5,910,023 SH DEFINED 1,2,5,7,8,10,12,13 5,910,023 MASCO CORP COM 57459910 201,905 11,254,469 SH DEFINED 1,2,5,6,7,8,10,12,13 11,254,469 MASIMO CORP COM 57479510 30,992 833,124 SH DEFINED 1,2,6 833,124 MASSEY ENERGY CORP COM 57620610 106,946 2,998,218 SH DEFINED 1,2,5,6,7,8,10,13 2,998,218 MASTEC INC COM 57632310 9,043 680,470 SH DEFINED 1,2,5 680,470 MASTERCARD INC CL A 57636Q10 420,397 2,370,702 SH DEFINED 1,2,5,6,7,8,10,12,13 2,370,702 MATERIAL SCIENCES CO COM 57667410 160 27,820 SH DEFINED 1 27,820 MATRIX SVC CO COM 57685310 9,781 512,074 SH DEFINED 1,2,5,6 512,074 MATRIXX INITIATIVES COM 57685L10 220 12,292 SH DEFINED 1 12,292 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- MATSUSHITA ELEC INDL ADR 57687920 3,513 202,730 SH DEFINED 1,2 202,730 MATTEL INC COM 57708110 196,162 10,873,742 SH DEFINED 1,2,5,6,7,8,10,12,13 10,873,742 MATTHEWS INTL CORP CL A 57712810 44,644 879,854 SH DEFINED 1,2,5,6 879,854 MATTSON TECHNOLOGY I COM 57722310 4,261 900,781 SH DEFINED 1,2,6 900,781 MAUI LD & PINEAPPLE COM 57734510 1,866 67,892 SH DEFINED 1 67,892 MAX CAPITAL GROUP LT SHS G6052F10 19,830 853,627 SH DEFINED 1,2,5 853,627 MAXIMUS INC COM 57793310 15,539 421,794 SH DEFINED 1,2,5 421,794 MAXWELL TECHNOLOGIES COM 57776710 3,110 233,115 SH DEFINED 1 233,115 MAXYGEN INC COM 57777610 1,716 405,755 SH DEFINED 1,2 405,755 MB FINANCIAL INC NEW COM 55264U10 24,401 737,862 SH DEFINED 1,2 737,862 MBIA INC COM 55262C10 95,717 8,043,481 SH DEFINED 1,2,5,6,10,12,13 8,043,481 MBT FINL CORP COM 57887710 74 15,967 SH DEFINED 1 15,967 MCAFEE INC COM 57906410 107,591 3,168,165 SH DEFINED 1,2,5,7,8,10,12,13 3,168,165 MCCLATCHY CO CL A 57948910 4,606 1,046,809 SH DEFINED 1,2,5,13 1,046,809 MCCORMICK & CO INC COM NON VT 57978020 156,810 4,078,280 SH DEFINED 1,2,5,6,7,8,10,12,13 4,078,280 MCCORMICK & SCHMICKS COM 57979310 139 14,300 SH DEFINED 1 14,300 MCDERMOTT INTL INC COM 58003710 92,869 3,634,794 SH DEFINED 1,2,5,7,8,10,12,13 3,634,794 MCDONALDS CORP COM 58013510 2,757,302 44,688,850 SH DEFINED 1,2,5,6,7,8,10,12,13 44,688,850 MCG CAPITAL CORP COM 58047P10 3,794 1,448,199 SH DEFINED 1,2 1,448,199 MCGRATH RENTCORP COM 58058910 12,118 420,457 SH DEFINED 1,2 420,457 MCGRAW HILL COS INC COM 58064510 320,713 10,145,937 SH DEFINED 1,2,5,6,7,8,10,12,13 10,145,937 MCKESSON CORP COM 58155Q10 528,914 9,829,291 SH DEFINED 1,2,5,6,7,8,10,12,13 9,829,291 MCMORAN EXPLORATION COM 58241110 72,163 3,052,564 SH DEFINED 1,2,6,7 3,052,564 MDRNA INC COM 55276N10 9 24,173 SH DEFINED 1 24,173 MDU RES GROUP INC COM 55269010 109,577 3,778,505 SH DEFINED 1,2,5,7,8,10,12,13 3,778,505 MEADOWBROOK INS GROU COM 58319P10 5,819 824,153 SH DEFINED 1 824,153 MEADWESTVACO CORP COM 58333410 181,321 7,778,677 SH DEFINED 1,2,5,6,7,8,10,12,13 7,778,677 MEASUREMENT SPECIALT COM 58342110 4,386 251,503 SH DEFINED 1,2 251,503 MECHEL OAO SPONSORED 58384010 39,553 2,202,279 SH DEFINED 1,2,4,5,7 2,202,279 MEDALLION FINL CORP COM 58392810 1,823 174,162 SH DEFINED 1 174,162 MEDAREX INC COM 58391610 14,903 2,303,415 SH DEFINED 1,2,5,6 2,303,415 MEDASSETS INC COM 58404510 4,621 268,649 SH DEFINED 1,2,6 268,649 MEDCATH CORP COM 58404W10 6,720 374,990 SH DEFINED 1,2,6 374,990 MEDCO HEALTH SOLUTIO COM 58405U10 714,260 15,872,444 SH DEFINED 1,2,5,6,7,8,10,12,13 15,872,444 MEDIA GEN INC CL A 58440410 6,865 552,333 SH DEFINED 1,2 552,333 MEDIACOM COMMUNICATI CL A 58446K10 8,397 1,418,340 SH DEFINED 1,2,5,6 1,418,340 MEDICAL ACTION INDS COM 58449L10 2,719 207,097 SH DEFINED 1 207,097 MEDICAL PPTYS TRUST COM 58463J30 19,535 1,721,102 SH DEFINED 1,2,3 1,721,102 MEDICAL STAFFING NET COM 58463F10 17 10,578 SH DEFINED 1 10,578 MEDICINES CO COM 58468810 23,852 1,027,236 SH DEFINED 1,2,5,6 1,027,236 MEDICIS PHARMACEUTIC CL A NEW 58469030 23,578 1,581,350 SH DEFINED 1,2,5,6 1,581,350 MEDIFAST INC COM 58470H10 151 22,152 SH DEFINED 1,5 22,152 MEDIS TECHNOLOGIES L COM 58500P10 676 375,420 SH DEFINED 1,5,6 375,420 MEDIVATION INC COM 58501N10 10,350 391,175 SH DEFINED 1,2,6 391,175 MEDTRONIC INC NOTE 1.62 585055AM 746 750,000 SH DEFINED 1 750,000 MEDTRONIC INC COM 58505510 1,887,121 37,667,093 SH DEFINED 1,2,5,6,7,8,10,12,13 37,667,093 MEMC ELECTR MATLS IN COM 55271510 196,661 6,958,994 SH DEFINED 1,2,5,6,7,8,10,12,13 6,958,994 MEMORY PHARMACEUTICA COM 58606R40 17 89,900 SH DEFINED 1 89,900 MENS WEARHOUSE INC COM 58711810 34,217 1,610,975 SH DEFINED 1,2,5,6 1,610,975 MENTOR CORP MINN COM 58718810 14,775 619,222 SH DEFINED 1,2,5,6 619,222 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- MENTOR GRAPHICS CORP COM 58720010 25,737 2,267,555 SH DEFINED 1,2,5 2,267,555 MERCADOLIBRE INC COM 58733R10 7,997 392,994 SH DEFINED 1,2,6 392,994 MERCANTILE BANK CORP COM 58737610 85 10,623 SH DEFINED 1,5 10,623 MERCER INTL INC COM 58805610 1,787 488,174 SH DEFINED 1 488,174 MERCK & CO INC COM 58933110 2,540,988 80,512,932 SH DEFINED 1,2,5,6,7,8,10,12,13 80,512,932 MERCURY COMPUTER SYS COM 58937810 3,557 399,634 SH DEFINED 1,5 399,634 MERCURY GENL CORP NE COM 58940010 53,491 976,996 SH DEFINED 1,2,5,10,12 976,996 MEREDITH CORP COM 58943310 32,943 1,174,872 SH DEFINED 1,2,5,6,10,13 1,174,872 MERGE HEALTHCARE INC COM 58949910 40 39,357 SH DEFINED 1 39,357 MERIDIAN BIOSCIENCE COM 58958410 21,801 750,722 SH DEFINED 1,2,6 750,722 MERIDIAN INTERSTAT B COM 58964Q10 1,152 112,822 SH DEFINED 1 112,822 MERIDIAN RESOURCE CO COM 58977Q10 2,801 1,522,237 SH DEFINED 1,2,5 1,522,237 MERIT MED SYS INC COM 58988910 9,864 525,524 SH DEFINED 1,2,6 525,524 MERITAGE HOMES CORP COM 59001A10 57,916 2,344,792 SH DEFINED 1,2,5,6 2,344,792 MERIX CORP COM 59004910 50 38,729 SH DEFINED 1,5 38,729 MERRILL LYNCH & CO I COM 59018810 2,767,216 109,376,111 SH DEFINED 1,2,5,6,7,8,10,12,13 109,376,111 MERUELO MADDUX PROPE COM 59047310 946 775,576 SH DEFINED 1,2 775,576 MESA AIR GROUP INC COM 59047910 13 38,268 SH DEFINED 1 38,268 MET PRO CORP COM 59087630 2,484 170,225 SH DEFINED 1 170,225 METABOLIX INC COM 59101880 2,927 269,061 SH DEFINED 1 269,061 METALICO INC COM 59117610 1,981 335,687 SH DEFINED 1,2,6 335,687 METALLINE MINING INC COM 59125710 12 13,909 SH DEFINED 1,2 13,909 METAVANTE TECHNOLOGI COM 59140710 32,567 1,690,890 SH DEFINED 1,2,5,6,10,12 1,690,890 METHANEX CORP COM 59151K10 790 39,741 SH DEFINED 1,5 39,741 METHODE ELECTRS INC COM 59152020 15,351 1,717,081 SH DEFINED 1,2 1,717,081 METLIFE INC COM 59156R10 1,429,868 25,533,356 SH DEFINED 1,2,5,6,7,8,10,12,13 25,533,356 METROCORP BANCSHARES COM 59165010 122 10,154 SH DEFINED 1 10,154 METROPCS COMMUNICATI COM 59170810 42,187 3,015,480 SH DEFINED 1,2,5,7,8,10,12,13 3,015,480 METROPOLITAN HEALTH COM 59214210 48 25,154 SH DEFINED 1,5 25,154 METTLER TOLEDO INTER COM 59268810 40,883 417,171 SH DEFINED 1,2,5,6,10 417,171 MF GLOBAL LTD SHS G6064210 3,996 920,684 SH DEFINED 1,2,5,6,7,10 920,684 MFA MTG INVTS INC COM 55272X10 31,451 4,838,563 SH DEFINED 1,2,7,8 4,838,563 MGE ENERGY INC COM 55277P10 13,755 386,911 SH DEFINED 1,2 386,911 MGIC INVT CORP WIS COM 55284810 33,220 4,725,510 SH DEFINED 1,2,5,6,10,12,13 4,725,510 MGM MIRAGE COM 55295310 45,156 1,584,413 SH DEFINED 1,2,5,7,8,10,12,13 1,584,413 MICREL INC COM 59479310 14,008 1,544,476 SH DEFINED 1,2,5,6 1,544,476 MICROCHIP TECHNOLOGY COM 59501710 169,987 5,775,986 SH DEFINED 1,2,5,6,7,8,10,12,13 5,775,986 MICROMET INC COM 59509C10 62 14,046 SH DEFINED 1 14,046 MICRON TECHNOLOGY IN COM 59511210 107,739 26,602,157 SH DEFINED 1,2,5,6,7,8,10,12,13 26,602,157 MICRONETICS INC DEL COM 59512510 47 10,033 SH DEFINED 1 10,033 MICROS SYS INC COM 59490110 42,781 1,604,676 SH DEFINED 1,2,5,6 1,604,676 MICROSEMI CORP COM 59513710 39,919 1,566,684 SH DEFINED 1,2,5,6 1,566,684 MICROSOFT CORP COM 59491810 7,210,739 270,166,329 SH DEFINED 1,2,5,6,7,8,10,12,13 270,166,329 MICROSTRATEGY INC CL A NEW 59497240 17,018 285,880 SH DEFINED 1,2,5,6 285,880 MICROTUNE INC DEL COM 59514P10 2,070 772,414 SH DEFINED 1,5 772,414 MICROVISION INC DEL COM 59496010 1,434 739,384 SH DEFINED 1 739,384 MICRUS ENDOVASCULAR COM 59518V10 2,793 200,193 SH DEFINED 1,5 200,193 MID-AMER APT CMNTYS COM 59522J10 47,525 967,125 SH DEFINED 1,2,3,5 967,125 MIDAS GROUP INC COM 59562610 4,847 352,287 SH DEFINED 1,2 352,287 MIDDLEBROOK PHARMACE COM 59608710 679 452,543 SH DEFINED 1,2 452,543 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- MIDDLEBY CORP COM 59627810 14,742 271,439 SH DEFINED 1,2,6 271,439 MIDDLESEX WATER CO COM 59668010 3,129 179,098 SH DEFINED 1,2,5 179,098 MIDWAY GAMES INC COM 59814810 817 344,798 SH DEFINED 1,2 344,798 MIDWEST BANC HOLDING COM 59825110 1,377 344,248 SH DEFINED 1,2 344,248 MILLER HERMAN INC COM 60054410 37,705 1,540,867 SH DEFINED 1,2,5,6,8 1,540,867 MILLICOM INTL CELLUL SHS NEW L6388F11 7,715 112,345 SH DEFINED 1,2,5,12 112,345 MILLIPORE CORP COM 60107310 120,443 1,750,624 SH DEFINED 1,2,5,6,7,8,10,12,13 1,750,624 MINDSPEED TECHNOLOGI COM NEW 60268220 54 22,841 SH DEFINED 1,5 22,841 MINE SAFETY APPLIANC COM 60272010 32,086 841,717 SH DEFINED 1,2,5,6 841,717 MINERALS TECHNOLOGIE COM 60315810 35,941 605,470 SH DEFINED 1,2,5 605,470 MIPS TECHNOLOGIES IN COM 60456710 2,346 668,424 SH DEFINED 1 668,424 MIRANT CORP NEW COM 60467R10 51,176 2,798,016 SH DEFINED 1,2,5,7,8,10,12,13 2,798,016 MISSION WEST PPTYS I COM 60520310 3,281 336,880 SH DEFINED 1,2,3,5 336,880 MITCHAM INDS INC COM 60650110 1,098 108,834 SH DEFINED 1 108,834 MITSUBISHI UFJ FINL SPONSORED 60682210 3,981 455,516 SH DEFINED 1,2 455,516 MITSUI & CO LTD ADR 60682720 1,228 5,006 SH DEFINED 1,2 5,006 MIVA INC COM 55311R10 27 43,705 SH DEFINED 1,5 43,705 MIZUHO FINL GROUP IN SPONSORED 60687Y10 410 47,060 SH DEFINED 1 47,060 MKS INSTRUMENT INC COM 55306N10 34,512 1,733,401 SH DEFINED 1,2,5 1,733,401 MOBILE MINI INC COM 60740F10 12,007 621,178 SH DEFINED 1,2,5,6 621,178 MOBILE TELESYSTEMS O SPONSORED 60740910 90,865 1,622,298 SH DEFINED 1,2,4,5,7 1,622,298 MODINE MFG CO COM 60782810 11,365 784,887 SH DEFINED 1,2,5 784,887 MOHAWK INDS INC COM 60819010 114,685 1,701,809 SH DEFINED 1,2,5,7,8,10,12,13 1,701,809 MOLECULAR INSIGHT PH COM 60852M10 1,538 200,242 SH DEFINED 1 200,242 MOLEX INC COM 60855410 84,872 3,780,469 SH DEFINED 1,2,5,6,10,12,13 3,780,469 MOLEX INC CL A 60855420 2,423 116,419 SH DEFINED 1,2,5,12 116,419 MOLINA HEALTHCARE IN COM 60855R10 11,528 371,857 SH DEFINED 1,2 371,857 MOLSON COORS BREWING CL B 60871R20 230,990 4,940,967 SH DEFINED 1,2,5,6,7,8,10,12,13 4,940,967 MOMENTA PHARMACEUTIC COM 60877T10 10,477 799,176 SH DEFINED 1,2,5,6 799,176 MONACO COACH CORP COM 60886R10 113 58,182 SH DEFINED 1 58,182 MONARCH CASINO & RES COM 60902710 2,361 207,309 SH DEFINED 1,2,6 207,309 MONEYGRAM INTL INC COM 60935Y10 265 186,374 SH DEFINED 1,2,5 186,374 MONMOUTH REAL ESTATE CL A 60972010 2,266 290,906 SH DEFINED 1,3 290,906 MONOGRAM BIOSCIENCES COM 60975U10 118 155,183 SH DEFINED 1 155,183 MONOLITHIC PWR SYS I COM 60983910 7,078 407,504 SH DEFINED 1,2,6 407,504 MONOTYPE IMAGING HOL COM 61022P10 5,402 485,345 SH DEFINED 1,2,6 485,345 MONRO MUFFLER BRAKE COM 61023610 6,401 277,574 SH DEFINED 1,2,5 277,574 MONSANTO CO NEW COM 61166W10 1,844,394 18,634,010 SH DEFINED 1,2,5,6,7,8,10,12,13 18,634,010 MONSTER WORLDWIDE IN COM 61174210 58,082 3,895,511 SH DEFINED 1,2,5,6,7,8,10,12,13 3,895,511 MONTPELIER RE HOLDIN SHS G6218510 31,346 1,898,629 SH DEFINED 1,2,5 1,898,629 MOODYS CORP COM 61536910 278,864 8,201,891 SH DEFINED 1,2,5,6,7,8,10,12,13 8,201,891 MOOG INC CL A 61539420 31,903 744,003 SH DEFINED 1,2 744,003 MORGAN STANLEY COM NEW 61744644 2,680,467 116,542,042 SH DEFINED 1,2,5,6,7,8,10,12,13 116,542,042 MORGANS HOTEL GROUP COM 61748W10 4,668 427,847 SH DEFINED 1,2,6 427,847 MORNINGSTAR INC COM 61770010 9,938 179,167 SH DEFINED 1,2,6,10 179,167 MORTONS RESTAURANT G COM 61943010 61 12,014 SH DEFINED 1 12,014 MOSAIC CO COM 61945A10 164,723 2,421,683 SH DEFINED 1,2,5,7,8,10,12,13 2,421,683 MOSYS INC COM 61971810 133 31,222 SH DEFINED 1 31,222 MOTOROLA INC COM 62007610 501,954 70,301,748 SH DEFINED 1,2,5,6,7,8,10,12,13 70,301,748 MOVADO GROUP INC COM 62458010 8,705 389,487 SH DEFINED 1,2 389,487 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- MOVE INC COM COM 62458M10 5,094 2,402,867 SH DEFINED 1,2,5,6 2,402,867 MPS GROUP INC COM 55340910 26,757 2,654,511 SH DEFINED 1,2,5 2,654,511 MRV COMMUNICATIONS I COM 55347710 2,655 2,269,083 SH DEFINED 1,2,5,6 2,269,083 MSC INDL DIRECT INC CL A 55353010 34,227 742,943 SH DEFINED 1,2,5,6,10 742,943 MSC SOFTWARE CORP COM 55353110 7,585 708,856 SH DEFINED 1,2,6 708,856 MSCI INC CL A 55354G10 11,044 460,160 SH DEFINED 1,2,5,6,10 460,160 MTR GAMING GROUP INC COM 55376910 62 18,568 SH DEFINED 1,5,6 18,568 MTS SYS CORP COM 55377710 14,877 353,384 SH DEFINED 1,2,6 353,384 MUELLER INDS INC COM 62475610 17,952 780,195 SH DEFINED 1,2,5 780,195 MUELLER WTR PRODS IN COM SER A 62475810 17,775 1,979,360 SH DEFINED 1,2 1,979,360 MUELLER WTR PRODS IN COM SER B 62475820 1,692 260,323 SH DEFINED 1,2 260,323 MULTI COLOR CORP COM 62538310 3,449 144,376 SH DEFINED 1 144,376 MULTI FINELINE ELECT COM 62541B10 2,929 198,014 SH DEFINED 1,2,6 198,014 MULTIMEDIA GAMES INC COM 62545310 916 211,605 SH DEFINED 1,5 211,605 MURPHY OIL CORP COM 62671710 452,646 7,057,150 SH DEFINED 1,2,5,6,7,8,10,12,13 7,057,150 MVC CAPITAL INC COM 55382910 5,174 339,294 SH DEFINED 1 339,294 MWI VETERINARY SUPPL COM 55402X10 6,112 155,565 SH DEFINED 1,2,6 155,565 MYERS INDS INC COM 62846410 6,220 493,235 SH DEFINED 1,2,6 493,235 MYLAN INC COM 62853010 112,192 9,824,131 SH DEFINED 1,2,5,6,10,12,13 9,824,131 MYLAN INC PFD CONV 62853020 314 400 SH DEFINED 1 400 MYRIAD GENETICS INC COM 62855J10 105,167 1,620,944 SH DEFINED 1,2,5,6,7 1,620,944 NABI BIOPHARMACEUTIC COM 62951910 4,883 1,047,949 SH DEFINED 1,2,5,6 1,047,949 NABORS INDS INC NOTE 0.94 629568AP 898 1,000,000 SH DEFINED 1 1,000,000 NABORS INDUSTRIES LT SHS G6359F10 267,492 10,734,034 SH DEFINED 1,2,5,6,7,8,10,12,13 10,734,034 NACCO INDS INC CL A 62957910 9,468 100,173 SH DEFINED 1,2 100,173 NALCO HOLDING COMPAN COM 62985Q10 32,996 1,779,710 SH DEFINED 1,2,5,6,10 1,779,710 NAM TAI ELECTRS INC COM PAR $0 62986520 221 27,008 SH DEFINED 1,5 27,008 NANOGEN INC COM 63007510 21 76,103 SH DEFINED 1,5 76,103 NANOPHASE TCHNOLOGIE COM 63007910 20 15,558 SH DEFINED 1 15,558 NANOSPHERE INC COM 63009F10 1,237 144,987 SH DEFINED 1 144,987 NAPCO SEC SYS INC COM 63040210 42 14,409 SH DEFINED 1 14,409 NAPSTER INC COM 63079710 144 55,068 SH DEFINED 1,2,5 55,068 NARA BANCORP INC COM 63080P10 4,376 390,730 SH DEFINED 1,2,5 390,730 NASB FINL INC COM 62896810 2,085 64,159 SH DEFINED 1,2 64,159 NASDAQ OMX GROUP INC COM 63110310 74,221 2,427,903 SH DEFINED 1,2,5,7,8,10,12,13 2,427,903 NASH FINCH CO COM 63115810 39,324 911,976 SH DEFINED 1,2,7,8 911,976 NATCO GROUP INC CL A 63227W20 13,394 333,344 SH DEFINED 1,2,5,6 333,344 NATIONAL BEVERAGE CO COM 63501710 1,541 173,698 SH DEFINED 1,2 173,698 NATIONAL BK GREECE S SPONSORED 63364340 3,502 424,528 SH DEFINED 1,2 424,528 NATIONAL CINEMEDIA I COM 63530910 8,018 725,631 SH DEFINED 1,2,6 725,631 NATIONAL CITY CORP COM 63540510 61,374 35,071,027 SH DEFINED 1,2,5,6,7,8,10,12,13 35,071,027 NATIONAL COAL CORP COM NEW 63238120 1,786 341,479 SH DEFINED 1 341,479 NATIONAL FINL PARTNE COM 63607P20 13,761 917,418 SH DEFINED 1,2 917,418 NATIONAL FUEL GAS CO COM 63618010 56,833 1,347,395 SH DEFINED 1,2,5,10 1,347,395 NATIONAL GRID PLC SPON ADR N 63627430 1,383 21,541 SH DEFINED 1 21,541 NATIONAL HEALTH INVS COM 63633D10 13,887 406,279 SH DEFINED 1,2,3 406,279 NATIONAL HEALTHCARE COM 63590610 6,303 133,756 SH DEFINED 1,2,3,5 133,756 NATIONAL INSTRS CORP COM 63651810 38,688 1,287,455 SH DEFINED 1,2,5,6,10 1,287,455 NATIONAL INTERSTATE COM 63654U10 2,395 99,652 SH DEFINED 1,2 99,652 NATIONAL OILWELL VAR COM 63707110 836,877 16,660,894 SH DEFINED 1,2,5,6,7,8,10,12,13 16,660,894 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- NATIONAL PENN BANCSH COM 63713810 39,547 2,708,693 SH DEFINED 1,2,5,7,8 2,708,693 NATIONAL PRESTO INDS COM 63721510 8,256 110,821 SH DEFINED 1,2,5 110,821 NATIONAL RESEARCH CO COM 63737210 351 11,440 SH DEFINED 1 11,440 NATIONAL RETAIL PROP COM 63741710 37,290 1,557,014 SH DEFINED 1,2,3,5 1,557,014 NATIONAL SEMICONDUCT COM 63764010 136,340 7,922,151 SH DEFINED 1,2,5,6,7,8,10,12,13 7,922,151 NATIONAL WESTN LIFE CL A 63852210 9,829 40,603 SH DEFINED 1,2 40,603 NATIONWIDE FINL SVCS CL A 63861210 30,159 611,366 SH DEFINED 1,2,5,7,8,10,12,13 611,366 NATIONWIDE HEALTH PP COM 63862010 112,471 3,125,923 SH DEFINED 1,2,3,5,10 3,125,923 NATURAL GAS SERVICES COM 63886Q10 2,865 163,974 SH DEFINED 1 163,974 NATURAL RESOURCE PAR COM UNIT L 63900P10 1,020 40,269 SH DEFINED 1,2 40,269 NATUS MEDICAL INC DE COM 63905010 10,434 460,451 SH DEFINED 1,2,6 460,451 NAUTILUS INC COM 63910B10 2,477 542,054 SH DEFINED 1,2,5 542,054 NAVARRE CORP COM 63920810 62 42,817 SH DEFINED 1,5 42,817 NAVIGANT CONSULTING COM 63935N10 53,485 2,689,023 SH DEFINED 1,2,6 2,689,023 NAVIGATORS GROUP INC COM 63890410 13,577 234,086 SH DEFINED 1,2 234,086 NAVIOS MARITIME PART UNIT LPI Y6226710 76 10,100 SH DEFINED 1 10,100 NAVISTAR INTL CORP N COM 63934E10 10,597 195,587 SH DEFINED 1,2 195,587 NBT BANCORP INC COM 62877810 18,616 622,197 SH DEFINED 1,2,5 622,197 NBTY INC COM 62878210 37,334 1,264,708 SH DEFINED 1,2,5,6,7,10 1,264,708 NCI BUILDING SYS INC COM 62885210 16,367 515,482 SH DEFINED 1,2 515,482 NCI INC CL A 62886K10 2,494 87,582 SH DEFINED 1 87,582 NCR CORP NEW COM 62886E10 77,351 3,507,993 SH DEFINED 1,2,5,7,10,12 3,507,993 NEENAH PAPER INC COM 64007910 5,754 290,607 SH DEFINED 1,2,5 290,607 NEKTAR THERAPEUTICS COM 64026810 6,028 1,679,233 SH DEFINED 1,2,5,6 1,679,233 NELNET INC CL A 64031N10 4,663 328,400 SH DEFINED 1,2 328,400 NEOGEN CORP COM 64049110 5,851 207,622 SH DEFINED 1 207,622 NEOPHARM INC COM 64091910 5 24,147 SH DEFINED 1 24,147 NEOSE TECHNOLOGIES I COM 64052210 14 43,289 SH DEFINED 1,5 43,289 NESS TECHNOLOGIES IN COM 64104X10 6,580 573,650 SH DEFINED 1,2,6 573,650 NET 1 UEPS TECHNOLOG COM NEW 64107N20 14,794 662,507 SH DEFINED 1,2,6 662,507 NET SERVICOS DE COMU SPONSD ADR 64109T20 449 51,150 SH DEFINED 1 51,150 NETAPP INC COM 64110D10 193,269 10,601,695 SH DEFINED 1,2,5,6,7,8,10,12,13 10,601,695 NETEASE COM INC SPONSORED 64110W10 570 25,000 SH DEFINED 1,2 25,000 NETEZZA CORP COM 64111N10 8,705 799,318 SH DEFINED 1,2,6 799,318 NETFLIX INC COM 64110L10 48,734 1,578,189 SH DEFINED 1,2,5,6 1,578,189 NETGEAR INC COM 64111Q10 15,329 1,021,928 SH DEFINED 1,2,6 1,021,928 NETLOGIC MICROSYSTEM COM 64118B10 8,337 275,704 SH DEFINED 1,2,5,6 275,704 NETSCOUT SYS INC COM 64115T10 4,771 448,410 SH DEFINED 1,2 448,410 NETSUITE INC COM 64118Q10 2,550 141,510 SH DEFINED 1,2,6 141,510 NETWORK ENGINES INC COM 64121A10 10 17,657 SH DEFINED 1 17,657 NETWORK EQUIP TECHNO COM 64120810 192 55,996 SH DEFINED 1,5 55,996 NEUROCRINE BIOSCIENC COM 64125C10 3,069 654,392 SH DEFINED 1,2,5,6 654,392 NEUROGEN CORP COM 64124E10 5 20,334 SH DEFINED 1 20,334 NEUSTAR INC CL A 64126X20 23,248 1,168,830 SH DEFINED 1,2,5,6,10 1,168,830 NEUTRAL TANDEM INC COM 64128B10 4,509 243,203 SH DEFINED 1,2,6 243,203 NEVADA GOLD & CASINO COM NEW 64126Q20 30 34,000 SH DEFINED 1 34,000 NEW FRONTIER MEDIA I COM 64439810 60 25,324 SH DEFINED 1 25,324 NEW JERSEY RES COM 64602510 29,641 825,889 SH DEFINED 1,2,5 825,889 NEW MOTION INC COM 64754V10 37 10,587 SH DEFINED 1 10,587 NEW ORIENTAL ED & TE SPON ADR 64758110 9,154 142,502 SH DEFINED 1,2,7 142,502 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- NEW YORK & CO INC COM 64929510 8,335 873,702 SH DEFINED 1,2,6 873,702 NEW YORK CMNTY BANCO COM 64944510 125,223 7,458,171 SH DEFINED 1,2,5,7,8,10,12,13 7,458,171 NEW YORK TIMES CO CL A 65011110 51,790 3,624,198 SH DEFINED 1,2,5,6,10,12,13 3,624,198 NEWALLIANCE BANCSHAR COM 65020310 32,894 2,188,530 SH DEFINED 1,2,5,6 2,188,530 NEWBRIDGE BANCORP COM 65080T10 93 20,558 SH DEFINED 1 20,558 NEWCASTLE INVT CORP COM 65105M10 5,943 935,934 SH DEFINED 1,2 935,934 NEWELL RUBBERMAID IN COM 65122910 162,434 9,411,024 SH DEFINED 1,2,5,6,7,8,10,12,13 9,411,024 NEWFIELD EXPL CO COM 65129010 90,171 2,818,730 SH DEFINED 1,2,5,7,8,10,12,13 2,818,730 NEWMARKET CORP COM 65158710 14,484 275,580 SH DEFINED 1,2,5,6 275,580 NEWMONT MINING CORP COM 65163910 580,350 14,972,903 SH DEFINED 1,2,5,6,7,8,10,12,13 14,972,903 NEWPARK RES INC COM PAR $. 65171850 13,114 1,796,426 SH DEFINED 1,2,6 1,796,426 NEWPORT CORP COM 65182410 7,194 667,332 SH DEFINED 1,2,5,6 667,332 NEWS CORP CL A 65248E10 828,794 69,123,745 SH DEFINED 1,2,5,6,7,8,10,12,13 69,123,745 NEWS CORP CL B 65248E20 26,772 2,203,495 SH DEFINED 1,2,5,7,8,10,12,13 2,203,495 NEWSTAR FINANCIAL IN COM 65251F10 4,077 503,952 SH DEFINED 1,2 503,952 NEXCEN BRANDS INC COM 65335110 11 38,555 SH DEFINED 1,6 38,555 NEXSTAR BROADCASTING CL A 65336K10 24 10,746 SH DEFINED 1 10,746 NEXTEL COMMUNICATION NOTE 5.25 65332VAY 469 500,000 SH DEFINED 1 500,000 NEXTWAVE WIRELESS IN COM 65337Y10 313 521,804 SH DEFINED 1 521,804 NGAS RESOURCES INC COM 62912T10 202 42,460 SH DEFINED 1,5 42,460 NGP CAP RES CO COM 62912R10 4,876 334,693 SH DEFINED 1,2 334,693 NIC INC COM 62914B10 5,324 771,534 SH DEFINED 1,2,6 771,534 NICOR INC COM 65408610 83,670 1,886,587 SH DEFINED 1,2,5,6,10,13 1,886,587 NIGHTHAWK RADIOLOGY COM 65411N10 2,860 396,084 SH DEFINED 1,2 396,084 NII HLDGS INC CL B NEW 62913F20 85,627 2,258,094 SH DEFINED 1,2,5,7,8,10,12,13 2,258,094 NIKE INC CL B 65410610 808,544 12,085,862 SH DEFINED 1,2,5,6,7,8,10,12,13 12,085,862 NIPPON TELEG & TEL C SPONSORED 65462410 746 33,123 SH DEFINED 1 33,123 NISOURCE INC COM 65473P10 154,401 10,460,785 SH DEFINED 1,2,5,6,7,8,10,12,13 10,460,785 NISSAN MOTORS SPONSORED 65474440 1,022 75,236 SH DEFINED 1 75,236 NITROMED INC COM 65479850 8 17,419 SH DEFINED 1 17,419 NL INDS INC COM NEW 62915640 1,294 125,989 SH DEFINED 1,2 125,989 NMS COMMUNICATIONS C COM 62924810 25 51,117 SH DEFINED 1 51,117 NMT MED INC COM 62929410 48 15,242 SH DEFINED 1 15,242 NN INC COM 62933710 6,543 509,181 SH DEFINED 1,2 509,181 NOBLE CORPORATION SHS G6542210 434,364 9,894,396 SH DEFINED 1,2,5,6,7,8,10,12,13 9,894,396 NOBLE ENERGY INC COM 65504410 361,082 6,495,450 SH DEFINED 1,2,5,6,7,8,10,12,13 6,495,450 NOKIA CORP SPONSORED 65490220 2,472 132,556 SH DEFINED 1,2 132,556 NOMURA HLDGS INC SPONSORED 65535H20 1,468 112,214 SH DEFINED 1,2 112,214 NORDIC AMERICAN TANK COM G6577310 14,381 448,553 SH DEFINED 1,5 448,553 NORDSON CORP COM 65566310 43,253 880,734 SH DEFINED 1,2,5,6 880,734 NORDSTROM INC COM 65566410 167,130 5,799,100 SH DEFINED 1,2,5,6,7,8,10,12,13 5,799,100 NORFOLK SOUTHERN COR COM 65584410 780,274 11,784,835 SH DEFINED 1,2,5,6,7,8,10,12,13 11,784,835 NORTEL NETWORKS CORP COM NEW 65656850 53 23,876 SH DEFINED 1,2,6,12 23,876 NORTHEAST UTILS COM 66439710 68,586 2,673,901 SH DEFINED 1,2,5,10,12 2,673,901 NORTHERN OIL & GAS I COM 66553110 2,134 262,514 SH DEFINED 1 262,514 NORTHERN TR CORP COM 66585910 700,066 9,696,206 SH DEFINED 1,2,5,6,7,8,10,12,13 9,696,206 NORTHFIELD BANCORP I COM 66611L10 3,070 253,523 SH DEFINED 1,2 253,523 NORTHFIELD LABS INC COM 66613510 9 30,870 SH DEFINED 1 30,870 NORTHROP GRUMMAN COR COM 66680710 2,001,878 33,067,028 SH DEFINED 1,2,5,6,7,8,10,12,13 33,067,028 NORTHSTAR NEUROSCIEN COM 66704V10 76 48,803 SH DEFINED 1 48,803 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- NORTHSTAR RLTY FIN C COM 66704R10 9,366 1,208,532 SH DEFINED 1,2 1,208,532 NORTHWEST AIRLS CORP COM 66728040 76,608 8,483,692 SH DEFINED 1,2,5,10 8,483,692 NORTHWEST BANCORP IN COM 66732810 7,467 271,115 SH DEFINED 1,2 271,115 NORTHWEST NAT GAS CO COM 66765510 41,273 793,713 SH DEFINED 1,2,5 793,713 NORTHWEST PIPE CO COM 66774610 6,449 147,841 SH DEFINED 1,2,5 147,841 NORTHWESTERN CORP COM NEW 66807430 18,849 750,061 SH DEFINED 1,2 750,061 NOVAMED INC DEL COM 66986W10 90 18,903 SH DEFINED 1 18,903 NOVARTIS A G SPONSORED 66987V10 14,699 278,171 SH DEFINED 1,2,5 278,171 NOVATEL WIRELESS INC COM NEW 66987M60 4,977 821,346 SH DEFINED 1,2,5,6 821,346 NOVAVAX INC COM 67000210 2,033 700,903 SH DEFINED 1,2,5 700,903 NOVELL INC COM 67000610 51,677 10,053,929 SH DEFINED 1,2,5,6,10,13 10,053,929 NOVELLUS SYS INC COM 67000810 60,243 3,067,385 SH DEFINED 1,2,5,6,10,12,13 3,067,385 NOVEN PHARMACEUTICAL COM 67000910 5,125 438,817 SH DEFINED 1,2,6 438,817 NOVO-NORDISK A S ADR 67010020 1,035 20,218 SH DEFINED 1 20,218 NPS PHARMACEUTICALS COM 62936P10 7,389 1,034,893 SH DEFINED 1,2,5 1,034,893 NRG ENERGY INC COM NEW 62937750 93,896 3,793,787 SH DEFINED 1,2,5,7,8,10,12,13 3,793,787 NSTAR COM 67019E10 60,019 1,791,603 SH DEFINED 1,2,5,10,12 1,791,603 NTELOS HLDGS CORP COM 67020Q10 15,462 575,015 SH DEFINED 1,2,6 575,015 NTT DOCOMO INC SPONS ADR 62942M20 1,880 118,259 SH DEFINED 1,2 118,259 NU HORIZONS ELECTRS COM 66990810 103 25,768 SH DEFINED 1,5 25,768 NU SKIN ENTERPRISES CL A 67018T10 14,240 877,921 SH DEFINED 1,2 877,921 NUANCE COMMUNICATION COM 67020Y10 19,157 1,571,523 SH DEFINED 1,2,5,10 1,571,523 NUCOR CORP COM 67034610 490,636 12,421,170 SH DEFINED 1,2,5,6,7,8,10,12,13 12,421,170 NUSTAR ENERGY LP UNIT COM 67058H10 1,986 46,766 SH DEFINED 1,2 46,766 NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 512 29,279 SH DEFINED 1,2 29,279 NUTRACEUTICAL INTL C COM 67060Y10 149 13,535 SH DEFINED 1 13,535 NUTRI SYS INC NEW COM 67069D10 14,744 832,081 SH DEFINED 1,2,5,6 832,081 NUVASIVE INC COM 67070410 31,566 639,892 SH DEFINED 1,2,5,6 639,892 NUVELO INC COM NEW 67072M30 23 53,392 SH DEFINED 1,5 53,392 NVE CORP COM NEW 62944520 1,863 65,807 SH DEFINED 1 65,807 NVIDIA CORP COM 67066G10 193,358 18,053,970 SH DEFINED 1,2,5,6,7,8,10,12,13 18,053,970 NVR INC COM 62944T10 163,513 285,862 SH DEFINED 1,2,5,7,10,12 285,862 NXSTAGE MEDICAL INC COM 67072V10 1,829 433,429 SH DEFINED 1,2 433,429 NYFIX INC COM 67071210 46 14,472 SH DEFINED 1 14,472 NYMAGIC INC COM 62948410 2,821 111,725 SH DEFINED 1 111,725 NYSE EURONEXT COM 62949110 357,803 9,132,275 SH DEFINED 1,2,5,6,7,8,10,12,13 9,132,275 O CHARLEYS INC COM 67082310 4,824 551,273 SH DEFINED 1,2 551,273 O REILLY AUTOMOTIVE COM 68609110 62,377 2,330,119 SH DEFINED 1,2,5,10 2,330,119 OBAGI MEDICAL PRODUC COM 67423R10 2,621 262,664 SH DEFINED 1,2 262,664 OCCAM NETWORKS INC COM NEW 67457P30 67 16,690 SH DEFINED 1,2 16,690 OCCIDENTAL PETE CORP COM 67459910 2,223,051 31,555,014 SH DEFINED 1,2,5,6,7,8,10,12,13 31,555,014 OCEAN SHORE HLDG CO COM 67501P10 116 12,500 SH DEFINED 1 12,500 OCEANEERING INTL INC COM 67523210 58,112 1,089,872 SH DEFINED 1,2,5,6,10 1,089,872 OCEANFIRST FINL CORP COM 67523410 2,828 156,054 SH DEFINED 1,2 156,054 OCEANFREIGHT INC SHS Y6420210 148 10,951 SH DEFINED 1 10,951 OCH ZIFF CAP MGMT GR CL A 67551U10 418 35,764 SH DEFINED 1,2 35,764 OCWEN FINL CORP COM NEW 67574630 5,014 622,829 SH DEFINED 1,2 622,829 ODYSSEY HEALTHCARE I COM 67611V10 7,743 762,861 SH DEFINED 1,2,5,6 762,861 ODYSSEY MARINE EXPLO COM 67611810 2,766 609,265 SH DEFINED 1,5 609,265 ODYSSEY RE HLDGS COR COM 67612W10 22,415 511,753 SH DEFINED 1,2 511,753 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- OFFICE DEPOT INC COM 67622010 68,782 11,818,242 SH DEFINED 1,2,5,6,7,8,10,12,13 11,818,242 OFFICEMAX INC DEL COM 67622P10 23,123 2,601,012 SH DEFINED 1,2,5,10,12 2,601,012 OGE ENERGY CORP COM 67083710 56,338 1,824,404 SH DEFINED 1,2,5,7,10 1,824,404 OIL STS INTL INC COM 67802610 28,600 809,062 SH DEFINED 1,2,5,6,7,10 809,062 OILSANDS QUEST INC COM 67804610 7,301 2,441,691 SH DEFINED 1,2,6 2,441,691 OLD DOMINION FGHT LI COM 67958010 17,669 623,481 SH DEFINED 1,2,6 623,481 OLD NATL BANCORP IND COM 68003310 53,859 2,690,244 SH DEFINED 1,2,5 2,690,244 OLD REP INTL CORP COM 68022310 58,960 4,624,287 SH DEFINED 1,2,5,7,8,10,12,13 4,624,287 OLD SECOND BANCORP I COM 68027710 4,269 230,533 SH DEFINED 1,2 230,533 OLIN CORP COM PAR $1 68066520 119,340 6,151,565 SH DEFINED 1,2,5 6,151,565 OLYMPIC STEEL INC COM 68162K10 7,414 251,409 SH DEFINED 1,2,5,6 251,409 OM GROUP INC COM 67087210 13,038 579,486 SH DEFINED 1,2,5 579,486 OMEGA FLEX INC COM 68209510 516 22,868 SH DEFINED 1 22,868 OMEGA HEALTHCARE INV COM 68193610 25,135 1,278,473 SH DEFINED 1,2,3 1,278,473 OMEGA PROTEIN CORP COM 68210P10 2,974 252,860 SH DEFINED 1,5 252,860 OMNI ENERGY SERVICES COM NEW 68210T20 117 36,236 SH DEFINED 1,2,5 36,236 OMNICARE INC COM 68190410 96,174 3,342,868 SH DEFINED 1,2,5,10,12 3,342,868 OMNICELL INC COM 68213N10 7,376 560,915 SH DEFINED 1,2,6 560,915 OMNICOM GROUP INC COM 68191910 378,021 9,803,446 SH DEFINED 1,2,5,6,7,8,10,12,13 9,803,446 OMNITURE INC COM 68212S10 20,776 1,131,596 SH DEFINED 1,2,6,8 1,131,596 OMNIVISION TECHNOLOG COM 68212810 14,388 1,261,030 SH DEFINED 1,2,5,6 1,261,030 OMNOVA SOLUTIONS INC COM 68212910 167 83,762 SH DEFINED 1 83,762 OMRIX BIOPHARMACEUTI COM 68198910 3,993 222,582 SH DEFINED 1,6 222,582 ON ASSIGNMENT INC COM 68215910 5,463 693,271 SH DEFINED 1,2 693,271 ON SEMICONDUCTOR COR COM 68218910 24,577 3,635,602 SH DEFINED 1,2,5,6,10 3,635,602 ON2 TECHNOLOGIES INC COM 68338A10 41 116,545 SH DEFINED 1 116,545 ONE LIBERTY PPTYS IN COM 68240610 1,928 109,092 SH DEFINED 1,3,5 109,092 ONEBEACON INSURANCE CL A G6774210 4,579 216,494 SH DEFINED 1,2,10 216,494 ONEOK INC NEW COM 68268010 73,408 2,133,946 SH DEFINED 1,2,5,7,8,10,12,13 2,133,946 ONEOK PARTNERS LP UNIT LTD P 68268N10 5,950 117,281 SH DEFINED 1,2 117,281 ONLINE RES CORP COM 68273G10 2,969 382,167 SH DEFINED 1 382,167 ONYX PHARMACEUTICALS COM 68339910 58,908 1,628,184 SH DEFINED 1,2,5,6 1,628,184 OPEN JT STK CO-VIMPE SPONSORED 68370R10 34,785 1,713,533 SH DEFINED 1,2,5,7 1,713,533 OPEN TEXT CORP COM 68371510 313 9,064 SH DEFINED 5 9,064 OPENTV CORP CL A G6754310 1,431 1,014,774 SH DEFINED 1,2 1,014,774 OPENWAVE SYS INC COM NEW 68371830 294 236,737 SH DEFINED 1,2,5,6 236,737 OPKO HEALTH INC COM 68375N10 934 533,881 SH DEFINED 1,2,6 533,881 OPLINK COMMUNICATION COM NEW 68375Q40 4,284 354,893 SH DEFINED 1 354,893 OPNET TECHNOLOGIES I COM 68375710 1,876 154,034 SH DEFINED 1,5 154,034 OPNEXT INC COM 68375V10 1,198 261,045 SH DEFINED 1,2,6 261,045 OPTIMER PHARMACEUTIC COM 68401H10 2,728 343,179 SH DEFINED 1 343,179 OPTIONSXPRESS HLDGS COM 68401010 21,588 1,111,634 SH DEFINED 1,2,6 1,111,634 ORACLE CORP COM 68389X10 2,669,770 131,450,991 SH DEFINED 1,2,5,6,7,8,10,12,13 131,450,991 ORASURE TECHNOLOGIES COM 68554V10 4,581 931,137 SH DEFINED 1,2,5,6 931,137 ORBCOMM INC COM 68555P10 1,846 374,533 SH DEFINED 1,6 374,533 ORBITAL SCIENCES COR COM 68556410 27,039 1,128,025 SH DEFINED 1,2,6 1,128,025 ORBITZ WORLDWIDE INC COM 68557K10 3,041 518,046 SH DEFINED 1,2 518,046 ORBOTECH LTD ORD M7525310 469 58,701 SH DEFINED 1,2,7 58,701 ORCHID CELLMARK INC COM 68573C10 54 18,796 SH DEFINED 1 18,796 OREXIGEN THERAPEUTIC COM 68616410 2,852 264,338 SH DEFINED 1,6 264,338 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ORIENTAL FINL GROUP COM 68618W10 20,601 1,153,464 SH DEFINED 1,2 1,153,464 ORIENT-EXPRESS HOTEL CL A G6774310 10,778 446,649 SH DEFINED 1,2,3,5,6,10 446,649 ORIGEN FINL INC COM 68619E20 25 20,900 SH DEFINED 1 20,900 ORION ENERGY SYSTEMS COM 68627510 826 147,263 SH DEFINED 1,2,6 147,263 ORION MARINE GROUP I COM 68628V30 2,999 285,921 SH DEFINED 1 285,921 ORITANI FINL CORP COM 68632310 3,162 187,656 SH DEFINED 1,2,6 187,656 ORIX CORP SPONSORED 68633010 1,106 17,742 SH DEFINED 1,2 17,742 ORMAT TECHNOLOGIES I COM 68668810 9,761 268,684 SH DEFINED 1,2,6 268,684 ORTHOFIX INTL N V COM N6748L10 4,466 239,707 SH DEFINED 1,2,6 239,707 ORTHOLOGIC CORP COM 68750J10 38 43,133 SH DEFINED 1 43,133 ORTHOVITA INC COM 68750U10 1,939 745,671 SH DEFINED 1 745,671 OSHKOSH CORP COM 68823920 16,704 1,269,313 SH DEFINED 1,2,5,7,10 1,269,313 OSI PHARMACEUTICALS COM 67104010 89,045 1,806,555 SH DEFINED 1,2,5,6 1,806,555 OSI SYSTEMS INC COM 67104410 5,568 236,853 SH DEFINED 1,2 236,853 OSIRIS THERAPEUTICS COM 68827R10 5,996 310,846 SH DEFINED 1,2,6 310,846 OSTEOTECH INC COM 68858210 234 54,879 SH DEFINED 1 54,879 OTTER TAIL CORP COM 68964810 15,382 500,567 SH DEFINED 1,2,5 500,567 OUTDOOR CHANNEL HLDG COM NEW 69002720 1,598 181,563 SH DEFINED 1 181,563 OVERHILL FARMS INC COM 69021210 59 11,400 SH DEFINED 1 11,400 OVERLAND STORAGE INC COM 69031010 8 17,450 SH DEFINED 1 17,450 OVERSEAS SHIPHOLDING COM 69036810 42,784 733,732 SH DEFINED 1,2,5,7,10 733,732 OVERSTOCK COM INC DE COM 69037010 5,147 259,823 SH DEFINED 1,2,5,6 259,823 OWENS & MINOR INC NE COM 69073210 76,196 1,571,046 SH DEFINED 1,2,5,7,13 1,571,046 OWENS CORNING NEW COM 69074210 20,393 852,894 SH DEFINED 1,2,5,10 852,894 OWENS ILL INC COM NEW 69076840 80,295 2,731,136 SH DEFINED 1,2,5,7,8,10,12,13 2,731,136 OXFORD INDS INC COM 69149730 6,873 266,067 SH DEFINED 1,2 266,067 OXIGENE INC COM 69182810 44 40,049 SH DEFINED 1,5 40,049 OYO GEOSPACE CORP COM 67107410 2,605 66,310 SH DEFINED 1,6 66,310 P C CONNECTION COM 69318J10 762 113,910 SH DEFINED 1 113,910 P F CHANGS CHINA BIS COM 69333Y10 21,657 920,010 SH DEFINED 1,2,6 920,010 P T TELEKOMUNIKASI I SPONSORED 71568410 1,037 34,821 SH DEFINED 1,2,6 34,821 PACCAR INC COM 69371810 455,503 11,927,279 SH DEFINED 1,2,5,6,7,8,10,12,13 11,927,279 PACER INTL INC TENN COM 69373H10 19,505 1,184,278 SH DEFINED 1,2 1,184,278 PACIFIC CAP BANCORP COM 69404P10 33,096 1,626,348 SH DEFINED 1,2,5 1,626,348 PACIFIC CONTINENTAL COM 69412V10 1,738 118,699 SH DEFINED 1 118,699 PACIFIC ETHANOL INC COM 69423U10 774 556,939 SH DEFINED 1,2,5,6 556,939 PACIFIC MERCANTILE B COM 69455210 89 13,518 SH DEFINED 1 13,518 PACIFIC PREMIER BANC COM 69478X10 51 10,000 SH DEFINED 1 10,000 PACIFIC SUNWEAR CALI COM 69487310 12,266 1,822,549 SH DEFINED 1,2,5,6 1,822,549 PACKAGING CORP AMER COM 69515610 45,435 1,960,093 SH DEFINED 1,2,5,7,10 1,960,093 PACTIV CORP COM 69525710 119,973 4,831,763 SH DEFINED 1,2,5,6,7,8,10,12,13 4,831,763 PACWEST BANCORP DEL COM 69526310 30,915 1,081,307 SH DEFINED 1,2 1,081,307 PAETEC HOLDING CORP COM 69545910 3,916 1,821,204 SH DEFINED 1,2,6 1,821,204 PAIN THERAPEUTICS IN COM 69562K10 7,991 817,954 SH DEFINED 1,2 817,954 PALATIN TECHNOLOGIES COM NEW 69607730 6 42,006 SH DEFINED 1 42,006 PALL CORP COM 69642930 129,563 3,767,454 SH DEFINED 1,2,5,6,7,8,10,12,13 3,767,454 PALM HARBOR HOMES COM 69663910 1,475 148,796 SH DEFINED 1 148,796 PALM INC NEW COM 69664310 14,732 2,467,627 SH DEFINED 1,2,5,6 2,467,627 PALOMAR MED TECHNOLO COM NEW 69752930 4,419 328,279 SH DEFINED 1,2,6 328,279 PANACOS PHARMACEUTIC COM 69811Q10 19 61,543 SH DEFINED 1,5 61,543 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- PANERA BREAD CO CL A 69840W10 25,475 500,483 SH DEFINED 1,2,5,6,7,10 500,483 PANHANDLE OIL AND GA CL A 69847710 2,727 95,246 SH DEFINED 1 95,246 PANTRY INC COM 69865710 7,638 360,457 SH DEFINED 1,2 360,457 PAPA JOHNS INTL INC COM 69881310 12,902 475,038 SH DEFINED 1,2,6 475,038 PAR PHARMACEUTICAL C COM 69888P10 8,409 684,190 SH DEFINED 1,2,5 684,190 PARALLEL PETE CORP D COM 69915710 6,548 695,077 SH DEFINED 1,2,6 695,077 PARAMETRIC TECHNOLOG COM NEW 69917320 54,753 2,975,682 SH DEFINED 1,2,5,6 2,975,682 PAREXEL INTL CORP COM 69946210 31,080 1,084,427 SH DEFINED 1,2,6 1,084,427 PARK ELECTROCHEMICAL COM 70041620 9,071 374,230 SH DEFINED 1,2,6 374,230 PARK NATL CORP COM 70065810 16,564 212,360 SH DEFINED 1,2,5 212,360 PARK OHIO HLDGS CORP COM 70066610 2,198 122,865 SH DEFINED 1,5 122,865 PARKER DRILLING CO COM 70108110 17,376 2,166,522 SH DEFINED 1,2,5,6 2,166,522 PARKER HANNIFIN CORP COM 70109410 302,556 5,708,603 SH DEFINED 1,2,5,6,7,8,10,12,13 5,708,603 PARKERVISION INC COM 70135410 3,152 315,166 SH DEFINED 1,5 315,166 PARKWAY PPTYS INC COM 70159Q10 19,075 503,840 SH DEFINED 1,2,3 503,840 PARLUX FRAGRANCES IN COM 70164510 75 14,631 SH DEFINED 1 14,631 PARTNERRE LTD COM G6852T10 65,352 959,790 SH DEFINED 1,2,5,7,8,10,12,13 959,790 PATRIOT CAPITAL FUND COM 70335Y10 2,064 324,094 SH DEFINED 1 324,094 PATRIOT COAL CORP COM 70336T10 48,826 1,680,759 SH DEFINED 1,2,5,6,10,12 1,680,759 PATRIOT TRANSN HLDG COM 70337B10 2,092 26,484 SH DEFINED 1 26,484 PATTERSON COMPANIES COM 70339510 115,538 3,799,354 SH DEFINED 1,2,5,6,7,8,10,12,13 3,799,354 PATTERSON UTI ENERGY COM 70348110 118,974 5,942,746 SH DEFINED 1,2,5,7,8,10,12,13 5,942,746 PAYCHEX INC COM 70432610 323,968 9,808,295 SH DEFINED 1,2,5,6,7,8,10,12,13 9,808,295 PC MALL INC COM 69323K10 885 129,567 SH DEFINED 1 129,567 PC-TEL INC COM 69325Q10 2,822 302,765 SH DEFINED 1 302,765 PDF SOLUTIONS INC COM 69328210 166 31,863 SH DEFINED 1,5 31,863 PDL BIOPHARMA INC COM 69329Y10 49,832 5,352,565 SH DEFINED 1,2,5,6 5,352,565 PEABODY ENERGY CORP COM 70454910 422,933 9,398,504 SH DEFINED 1,2,5,6,7,8,10,12,13 9,398,504 PEAPACK-GLADSTONE FI COM 70469910 3,217 96,037 SH DEFINED 1,2 96,037 PEARSON PLC SPONSORED 70501510 725 66,554 SH DEFINED 1 66,554 PEDIATRIX MED GROUP COM 70532410 28,267 524,237 SH DEFINED 1,2,5,6,10 524,237 PEETS COFFEE & TEA I COM 70556010 6,495 232,646 SH DEFINED 1,2,6 232,646 PEGASYSTEMS INC COM 70557310 5,791 448,534 SH DEFINED 1,2 448,534 PENFORD CORP COM 70705110 2,728 154,206 SH DEFINED 1 154,206 PENN NATL GAMING INC COM 70756910 20,388 767,343 SH DEFINED 1,2,5,10 767,343 PENN TREATY AMERN CO COM NEW 70787440 17 11,595 SH DEFINED 1 11,595 PENN VA CORP COM 70788210 48,680 910,924 SH DEFINED 1,2,6 910,924 PENN VA GP HLDGS L P COM UNIT R 70788P10 339 16,226 SH DEFINED 1,2 16,226 PENN VA RESOURCES PA COM 70788410 399 24,199 SH DEFINED 1,2 24,199 PENNANTPARK INVT COR COM 70806210 2,357 318,063 SH DEFINED 1,2 318,063 PENNEY J C INC COM 70816010 849,628 25,483,737 SH DEFINED 1,2,5,6,7,8,10,12,13 25,483,737 PENNSYLVANIA COMM BA COM 70867710 1,774 59,497 SH DEFINED 1 59,497 PENNSYLVANIA RL ESTA SH BEN INT 70910210 27,513 1,459,561 SH DEFINED 1,2,3,5 1,459,561 PENSKE AUTOMOTIVE GR COM 70959W10 9,477 826,231 SH DEFINED 1,2,10 826,231 PENSON WORLDWIDE INC COM 70960010 3,421 246,631 SH DEFINED 1,2 246,631 PENTAIR INC COM 70963110 72,444 2,095,576 SH DEFINED 1,2,5,7,8,10,12,13 2,095,576 PENWEST PHARMACEUTIC COM 70975410 64 31,123 SH DEFINED 1,2 31,123 PEOPLES BANCORP INC COM 70978910 5,101 234,325 SH DEFINED 1,2 234,325 PEOPLES UNITED FINAN COM 71270410 123,736 6,427,865 SH DEFINED 1,2,5,7,8,10,12,13 6,427,865 PEOPLESUPPORT INC COM 71271430 3,664 313,445 SH DEFINED 1 313,445 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- PEP BOYS MANNY MOE & COM 71327810 5,018 811,946 SH DEFINED 1,2,5 811,946 PEPCO HOLDINGS INC COM 71329110 178,559 7,793,928 SH DEFINED 1,2,5,6,7,8,10,12,13 7,793,928 PEPSI BOTTLING GROUP COM 71340910 191,195 6,554,497 SH DEFINED 1,2,5,6,7,8,10,12,13 6,554,497 PEPSIAMERICAS INC COM 71343P20 27,599 1,332,014 SH DEFINED 1,2,5,10,12 1,332,014 PEPSICO INC COM 71344810 3,568,323 50,067,677 SH DEFINED 1,2,5,6,7,8,10,12,13 50,067,677 PERDIGAO S A SPONSORED 71361V30 7,137 182,334 SH DEFINED 1,2,7 182,334 PEREGRINE PHARMACEUT COM 71366110 108 326,215 SH DEFINED 1,5 326,215 PERFICIENT INC COM 71375U10 3,420 514,998 SH DEFINED 1,2,5,6 514,998 PERFORMANCE TECHNOLO COM 71376K10 72 16,379 SH DEFINED 1 16,379 PERICOM SEMICONDUCTO COM 71383110 7,732 736,409 SH DEFINED 1,2 736,409 PERINI CORP COM 71383910 29,730 1,152,777 SH DEFINED 1,2,5,6,7 1,152,777 PERKINELMER INC COM 71404610 80,571 3,226,718 SH DEFINED 1,2,5,6,10,13 3,226,718 PERMA-FIX ENVIRONMEN COM 71415710 58 27,749 SH DEFINED 1 27,749 PEROT SYS CORP CL A 71426510 30,987 1,785,978 SH DEFINED 1,2,5,6 1,785,978 PERRIGO CO COM 71429010 62,791 1,632,642 SH DEFINED 1,2,5,7,8,10 1,632,642 PERVASIVE SOFTWARE I COM 71571010 43 10,400 SH DEFINED 1 10,400 PETMED EXPRESS INC COM 71638210 8,705 554,486 SH DEFINED 1,5 554,486 PETROBRAS ENERGIA PA SP ADR B S 71646M10 9,215 936,462 SH DEFINED 1,2,5,7 936,462 PETRO-CDA COM 71644E10 885 26,526 SH DEFINED 1,5 26,526 PETROCHINA CO LTD SPONSORED 71646E10 357 3,472 SH DEFINED 1,6 3,472 PETROHAWK ENERGY COR COM 71649510 69,108 3,194,985 SH DEFINED 1,2,5,7,8,10,12,13 3,194,985 PETROLEO BRASILEIRO SP ADR NON 71654V10 131,167 3,505,273 SH DEFINED 1,2,4,5,7 3,505,273 PETROLEO BRASILEIRO SPONSORED 71654V40 203,161 4,622,554 SH DEFINED 1,2,4,5,7 4,622,554 PETROLEUM DEV CORP COM 71657810 11,340 255,570 SH DEFINED 1,2,5,6 255,570 PETROQUEST ENERGY IN COM 71674810 19,281 1,256,085 SH DEFINED 1,2,5,6 1,256,085 PETSMART INC COM 71676810 76,785 3,107,451 SH DEFINED 1,2,5,7,8,10,12,13 3,107,451 PFIZER INC COM 71708110 4,378,550 237,448,506 SH DEFINED 1,2,5,6,7,8,10,12,13 237,448,506 PG&E CORP COM 69331C10 485,659 12,968,185 SH DEFINED 1,2,5,6,7,8,10,12,13 12,968,185 PGT INC COM 69336V10 100 33,052 SH DEFINED 1,5 33,052 PHARMACEUTICAL PROD COM 71712410 88,555 2,141,596 SH DEFINED 1,2,5,7,8,10,12,13 2,141,596 PHARMACOPEIA INC COM 7171EP10 39 25,993 SH DEFINED 1 25,993 PHARMACYCLICS INC COM 71693310 37 18,770 SH DEFINED 1 18,770 PHARMANET DEV GROUP COM 71714810 2,490 344,829 SH DEFINED 1,2,6 344,829 PHARMASSET INC COM 71715N10 4,497 225,413 SH DEFINED 1,2 225,413 PHARMERICA CORP COM 71714F10 15,428 685,976 SH DEFINED 1,2,5,6 685,976 PHARMOS CORP COM PAR $. 71713930 3 18,616 SH DEFINED 1 18,616 PHASE FORWARD INC COM 71721R40 14,568 696,716 SH DEFINED 1,2,6 696,716 PHH CORP COM NEW 69332020 13,483 1,014,545 SH DEFINED 1,2,5 1,014,545 PHI INC COM NON VT 69336T20 7,700 208,491 SH DEFINED 1,2,6 208,491 PHILADELPHIA CONS HL COM 71752810 61,059 1,042,494 SH DEFINED 1,2,5,6,10 1,042,494 PHILIP MORRIS INTL I COM 71817210 4,032,713 83,840,192 SH DEFINED 1,2,5,6,7,8,10,12,13 83,840,192 PHILIPPINE LONG DIST SPONSORED 71825260 40,525 719,293 SH DEFINED 1,4,5,6 719,293 PHILLIPS VAN HEUSEN COM 71859210 33,319 878,895 SH DEFINED 1,2,5,10 878,895 PHOENIX COS INC NEW COM 71902E10 21,646 2,342,625 SH DEFINED 1,2,5 2,342,625 PHOENIX TECHNOLOGY L COM 71915310 3,322 415,795 SH DEFINED 1 415,795 PHOTOMEDEX INC COM 71935810 8 19,600 SH DEFINED 1 19,600 PHOTON DYNAMICS INC COM 71936410 4,286 279,242 SH DEFINED 1 279,242 PHOTRONICS INC COM 71940510 1,339 712,328 SH DEFINED 1,2,5 712,328 PICO HLDGS INC COM NEW 69336620 12,068 336,050 SH DEFINED 1,2,6 336,050 PIEDMONT NAT GAS INC COM 72018610 53,338 1,668,899 SH DEFINED 1,2,5 1,668,899 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- PIER 1 IMPORTS INC COM 72027910 6,532 1,581,606 SH DEFINED 1,2,5,6 1,581,606 PIKE ELEC CORP COM 72128310 6,805 461,989 SH DEFINED 1,2,6 461,989 PILGRIMS PRIDE CORP COM 72146710 1,744 700,561 SH DEFINED 1,2 700,561 PINNACLE AIRL CORP COM 72344310 75 18,929 SH DEFINED 1,2 18,929 PINNACLE ENTMT INC COM 72345610 11,559 1,529,011 SH DEFINED 1,2,5,8 1,529,011 PINNACLE FINL PARTNE COM 72346Q10 10,521 341,606 SH DEFINED 1,2,6 341,606 PINNACLE WEST CAP CO COM 72348410 233,192 6,776,873 SH DEFINED 1,2,5,6,7,8,10,12,13 6,776,873 PIONEER DRILLING CO COM 72365510 17,374 1,306,308 SH DEFINED 1,2,5,6 1,306,308 PIONEER NAT RES CO COM 72378710 219,925 4,206,678 SH DEFINED 1,2,5,6,7,8,10,12,13 4,206,678 PIPER JAFFRAY COS COM 72407810 15,222 351,960 SH DEFINED 1,2,5 351,960 PITNEY BOWES INC COM 72447910 287,269 8,637,067 SH DEFINED 1,2,5,6,7,8,10,12,13 8,637,067 PITTSBURGH & W VA RR SH BEN INT 72481910 166 17,702 SH DEFINED 1 17,702 PIXELWORKS INC COM NEW 72581M30 26 18,945 SH DEFINED 1 18,945 PLAINS ALL AMERN PIP UNIT LTD P 72650310 4,865 122,783 SH DEFINED 1,2 122,783 PLAINS EXPL& PRODTN COM 72650510 92,600 2,633,674 SH DEFINED 1,2,5,7,8,10,12,13 2,633,674 PLANAR SYS INC COM 72690010 52 20,535 SH DEFINED 1,5 20,535 PLANTRONICS INC NEW COM 72749310 54,919 2,438,657 SH DEFINED 1,2,5,7 2,438,657 PLATINUM UNDERWRITER COM G7127P10 51,498 1,451,475 SH DEFINED 1,2,5,13 1,451,475 PLATO LEARNING INC COM 72764Y10 65 23,061 SH DEFINED 1 23,061 PLAYBOY ENTERPRISES CL B 72811730 1,288 326,862 SH DEFINED 1,6 326,862 PLEXUS CORP COM 72913210 19,635 948,567 SH DEFINED 1,2,5,6 948,567 PLUG POWER INC COM 72919P10 1,045 1,055,380 SH DEFINED 1,2,5,6 1,055,380 PLUM CREEK TIMBER CO COM 72925110 310,771 6,232,872 SH DEFINED 1,2,5,6,7,8,10,12,13 6,232,872 PLX TECHNOLOGY INC COM 69341710 2,019 394,246 SH DEFINED 1,5 394,246 PMA CAP CORP CL A 69341920 6,174 700,010 SH DEFINED 1,2,5 700,010 PMC COML TR SH BEN INT 69343410 100 13,735 SH DEFINED 1 13,735 PMC-SIERRA INC COM 69344F10 32,079 4,323,314 SH DEFINED 1,2,5,8 4,323,314 PMFG INC COM 69345P10 2,736 188,825 SH DEFINED 1 188,825 PMI GROUP INC COM 69344M10 6,256 2,120,614 SH DEFINED 1,2,5,12 2,120,614 PNC FINL SVCS GROUP COM 69347510 999,050 13,374,159 SH DEFINED 1,2,5,6,7,8,10,12,13 13,374,159 PNM RES INC COM 69349H10 22,799 2,226,511 SH DEFINED 1,2,5 2,226,511 POLARIS INDS INC COM 73106810 59,794 1,314,433 SH DEFINED 1,2,5,6,7,8,10 1,314,433 POLO RALPH LAUREN CO CL A 73157210 119,638 1,795,285 SH DEFINED 1,2,5,6,7,8,10,12,13 1,795,285 POLYCOM INC COM 73172K10 51,594 2,230,600 SH DEFINED 1,2,5,6 2,230,600 POLYONE CORP COM 73179P10 12,013 1,862,426 SH DEFINED 1,2,5 1,862,426 POLYPORE INTL INC COM 73179V10 5,570 258,941 SH DEFINED 1,2,6 258,941 POMEROY IT SOLUTIONS COM 73182210 68 15,127 SH DEFINED 1 15,127 PONIARD PHARMACEUTIC COM NEW 73244930 87 20,171 SH DEFINED 1 20,171 POOL CORPORATION COM 73278L10 20,589 882,497 SH DEFINED 1,2,5,6 882,497 POPULAR INC COM 73317410 24,418 2,945,535 SH DEFINED 1,2,5,10,12 2,945,535 PORTFOLIO RECOVERY A COM 73640Q10 13,762 282,985 SH DEFINED 1,2,6 282,985 PORTLAND GEN ELEC CO COM NEW 73650884 30,045 1,269,882 SH DEFINED 1,2 1,269,882 PORTUGAL TELECOM SGP SPONSORED 73727310 665 65,933 SH DEFINED 1 65,933 POSCO SPONSORED 69348310 18,017 192,961 SH DEFINED 1,2,5,6 192,961 POST PPTYS INC COM 73746410 47,183 1,686,908 SH DEFINED 1,2,3,5 1,686,908 POTASH CORP SASK INC COM 73755L10 20,119 152,408 SH DEFINED 1,5 152,408 POTLATCH CORP NEW COM 73763010 50,305 1,084,399 SH DEFINED 1,2,5 1,084,399 POWELL INDS INC COM 73912810 4,616 113,104 SH DEFINED 1,2,6 113,104 POWER INTEGRATIONS I COM 73927610 10,956 454,606 SH DEFINED 1,2 454,606 POWER-ONE INC COM 73930810 1,556 1,073,365 SH DEFINED 1,2,5,6 1,073,365 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- POWERSECURE INTL INC COM 73936N10 1,137 187,704 SH DEFINED 1,2,5 187,704 POWERWAVE TECHNOLOGI COM 73936310 9,455 2,387,717 SH DEFINED 1,2,5 2,387,717 POZEN INC COM 73941U10 5,056 481,106 SH DEFINED 1,2,5 481,106 PPG INDS INC COM 69350610 378,735 6,494,084 SH DEFINED 1,2,5,6,7,8,10,12,13 6,494,084 PPL CORP COM 69351T10 478,042 12,913,084 SH DEFINED 1,2,5,6,7,8,10,12,13 12,913,084 PRAXAIR INC COM 74005P10 710,111 9,898,403 SH DEFINED 1,2,5,6,7,8,10,12,13 9,898,403 PRE PAID LEGAL SVCS COM 74006510 13,133 318,288 SH DEFINED 1,2,6 318,288 PRECISION CASTPARTS COM 74018910 328,337 4,167,774 SH DEFINED 1,2,5,6,7,8,10,12,13 4,167,774 PREFORMED LINE PRODS COM 74044410 1,831 31,380 SH DEFINED 1 31,380 PREMIER EXIBITIONS I COM 74051E10 43 23,770 SH DEFINED 1,5 23,770 PREMIERE GLOBAL SVCS COM 74058510 23,749 1,689,151 SH DEFINED 1,2,6 1,689,151 PREMIERWEST BANCORP COM 74092110 1,716 212,678 SH DEFINED 1 212,678 PRESIDENTIAL LIFE CO COM 74088410 6,267 396,891 SH DEFINED 1,2 396,891 PRESSTEK INC COM 74111310 1,742 308,902 SH DEFINED 1,5 308,902 PRESTIGE BRANDS HLDG COM 74112D10 7,039 792,708 SH DEFINED 1,2 792,708 PRG-SCHULTZ INTERNAT COM NEW 69357C50 1,754 195,779 SH DEFINED 1,2 195,779 PRICE T ROWE GROUP I COM 74144T10 503,855 9,381,032 SH DEFINED 1,2,5,6,7,8,10,12,13 9,381,032 PRICELINE COM INC COM NEW 74150340 49,547 724,050 SH DEFINED 1,2,5,7,8,10,12,13 724,050 PRICESMART INC COM 74151110 3,907 233,402 SH DEFINED 1,2 233,402 PRIDE INTL INC DEL COM 74153Q10 112,926 3,813,785 SH DEFINED 1,2,5,7,8,10,12,13 3,813,785 PRIMEDIA INC COM NEW 74157K84 1,106 454,999 SH DEFINED 1,2,5,6 454,999 PRIMEENERGY CORP COM 74158E10 652 8,812 SH DEFINED 1,2 8,812 PRIMUS GUARANTY LTD SHS G7245710 1,124 428,975 SH DEFINED 1 428,975 PRINCETON REVIEW INC COM 74235210 1,277 159,636 SH DEFINED 1,5 159,636 PRINCIPAL FINANCIAL COM 74251V10 424,481 9,760,435 SH DEFINED 1,2,5,6,7,8,10,12,13 9,760,435 PRIVATEBANCORP INC COM 74296210 15,539 373,004 SH DEFINED 1,2,5,6 373,004 PROASSURANCE CORP COM 74267C10 34,990 624,828 SH DEFINED 1,2,5 624,828 PROCERA NETWORKS INC COM 74269U10 25 29,700 SH DEFINED 1 29,700 PROCTER & GAMBLE CO COM 74271810 7,599,108 109,041,590 SH DEFINED 1,2,5,6,7,8,10,12,13 109,041,590 PROGENICS PHARMACEUT COM 74318710 5,278 396,551 SH DEFINED 1,2,6 396,551 PROGRESS ENERGY INC COM 74326310 989,071 22,932,330 SH DEFINED 1,2,5,6,7,8,10,12,13 22,932,330 PROGRESS SOFTWARE CO COM 74331210 29,323 1,128,224 SH DEFINED 1,2,5,6 1,128,224 PROGRESSIVE CORP OHI COM 74331510 431,592 24,804,144 SH DEFINED 1,2,5,6,7,8,10,12,13 24,804,144 PROLIANCE INTL INC COM 74340R10 20 26,138 SH DEFINED 1,2 26,138 PROLOGIS SH BEN INT 74341010 553,671 13,415,822 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,415,822 PROS HOLDINGS INC COM 74346Y10 1,561 166,243 SH DEFINED 1 166,243 PROSPECT CAPITAL COR COM 74348T10 5,603 437,388 SH DEFINED 1 437,388 PROSPERITY BANCSHARE COM 74360610 47,064 1,384,654 SH DEFINED 1,2 1,384,654 PROTALIX BIOTHERAPEU COM 74365A10 343 154,024 SH DEFINED 1,2 154,024 PROTECTION ONE INC COM NEW 74366340 692 78,595 SH DEFINED 1 78,595 PROTECTIVE LIFE CORP COM 74367410 32,836 1,151,746 SH DEFINED 1,2,5,10,12 1,151,746 PROVIDENCE SVC CORP COM 74381510 1,787 182,329 SH DEFINED 1 182,329 PROVIDENT BANKSHARES COM 74385910 15,688 1,615,671 SH DEFINED 1,2,5 1,615,671 PROVIDENT FINL HLDGS COM 74386810 107 12,204 SH DEFINED 1 12,204 PROVIDENT FINL SVCS COM 74386T10 38,716 2,345,032 SH DEFINED 1,2,5 2,345,032 PROVIDENT NEW YORK B COM 74402810 8,397 635,209 SH DEFINED 1,2 635,209 PROXIM WIRELESS CORP COM 74428510 4 11,014 SH DEFINED 1,2 11,014 PRUDENTIAL FINL INC FRNT 744320AJ 944 1,000,000 SH DEFINED 1 1,000,000 PRUDENTIAL FINL INC COM 74432010 1,215,908 16,887,613 SH DEFINED 1,2,5,6,7,8,10,12,13 16,887,613 PRUDENTIAL PLC ADR 74435K20 776 42,182 SH DEFINED 1 42,182 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- PS BUSINESS PKS INC COM 69360J10 36,151 627,626 SH DEFINED 1,2,3,5 627,626 PSS WORLD MED INC COM 69366A10 22,396 1,148,509 SH DEFINED 1,2,5,6 1,148,509 PSYCHIATRIC SOLUTION COM 74439H10 60,138 1,584,653 SH DEFINED 1,2,6 1,584,653 PT INDOSAT TBK SPONSORED 74438310 234 7,130 SH DEFINED 1,6 7,130 PUBLIC STORAGE COM 74460D10 636,681 6,430,467 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,430,467 PUBLIC SVC ENTERPRIS COM 74457310 667,923 20,369,705 SH DEFINED 1,2,5,6,7,8,10,12,13 20,369,705 PUGET ENERGY INC NEW COM 74531010 58,084 2,175,416 SH DEFINED 1,2,5,10,12 2,175,416 PULTE HOMES INC COM 74586710 135,790 9,720,115 SH DEFINED 1,2,5,6,7,8,10,12,13 9,720,115 PURE BIOSCIENCE COM 74621810 101 31,959 SH DEFINED 1,2 31,959 PVF CAPITAL CORP COM 69365410 42 10,112 SH DEFINED 1 10,112 PZENA INVESTMENT MGM CLASS A 74731Q10 1,057 111,476 SH DEFINED 1,2 111,476 QAD INC COM 74727D10 1,599 231,078 SH DEFINED 1 231,078 QIAGEN N V ORD N7248210 228 11,566 SH DEFINED 1 11,566 QLOGIC CORP COM 74727710 87,888 5,721,863 SH DEFINED 1,2,5,6,7,8,10,13 5,721,863 QUAKER CHEM CORP COM 74731610 4,215 148,115 SH DEFINED 1,5 148,115 QUALCOMM INC COM 74752510 2,218,243 51,623,055 SH DEFINED 1,2,5,6,7,8,10,12,13 51,623,055 QUALITY DISTR INC FL COM 74756M10 77 18,074 SH DEFINED 1,5 18,074 QUALITY SYS INC COM 74758210 12,359 292,458 SH DEFINED 1,2,6 292,458 QUANEX BUILDING PROD COM 74761910 10,262 673,359 SH DEFINED 1,2 673,359 QUANTA CAPITAL HLDGS SHS G7313F10 2,273 823,442 SH DEFINED 1 823,442 QUANTA SVCS INC COM 74762E10 77,544 2,870,952 SH DEFINED 1,2,5,10 2,870,952 QUANTUM CORP COM DSSG 74790620 4,286 4,081,629 SH DEFINED 1,2,5 4,081,629 QUANTUM FUEL SYS TEC COM 74765E10 1,324 1,026,106 SH DEFINED 1,5 1,026,106 QUEST CAP CORP NEW COM 74835U10 57 41,300 SH DEFINED 1 41,300 QUEST DIAGNOSTICS IN COM 74834L10 259,919 5,030,374 SH DEFINED 1,2,5,6,7,8,10,12,13 5,030,374 QUEST RESOURCE CORP COM NEW 74834930 769 289,046 SH DEFINED 1,5 289,046 QUEST SOFTWARE INC COM 74834T10 19,069 1,502,680 SH DEFINED 1,2,5,6 1,502,680 QUESTAR CORP COM 74835610 264,250 6,457,722 SH DEFINED 1,2,5,6,7,8,10,12,13 6,457,722 QUESTCOR PHARMACEUTI COM 74835Y10 5,404 735,188 SH DEFINED 1,6 735,188 QUICKLOGIC CORP COM 74837P10 15 14,273 SH DEFINED 1 14,273 QUICKSILVER RESOURCE COM 74837R10 50,915 2,593,759 SH DEFINED 1,2,5,7,8,10,12,13 2,593,759 QUIDEL CORP COM 74838J10 10,588 645,226 SH DEFINED 1,2,5,6 645,226 QUIKSILVER INC COM 74838C10 13,664 2,380,436 SH DEFINED 1,2,5 2,380,436 QWEST COMMUNICATIONS COM 74912110 313,228 96,974,524 SH DEFINED 1,2,5,6,7,8,10,12,13 96,974,524 R H DONNELLEY CORP COM NEW 74955W30 2,461 1,236,480 SH DEFINED 1,2,5,12 1,236,480 RACKABLE SYS INC COM 75007710 8,324 848,567 SH DEFINED 1,2,5,6 848,567 RACKSPACE HOSTING IN COM 75008610 252 25,759 SH DEFINED 1,2 25,759 RADIAN GROUP INC COM 75023610 8,818 1,749,593 SH DEFINED 1,2,5 1,749,593 RADIANT SYSTEMS INC COM 75025N10 4,119 473,987 SH DEFINED 1,2,6 473,987 RADIO ONE INC CL A 75040P10 19 13,476 SH DEFINED 1 13,476 RADIO ONE INC CL D NON V 75040P40 92 122,046 SH DEFINED 1,5 122,046 RADIOSHACK CORP COM 75043810 135,140 7,820,575 SH DEFINED 1,2,5,6,7,10,12,13 7,820,575 RADISYS CORP COM 75045910 3,347 389,240 SH DEFINED 1,5 389,240 RADNET INC COM 75049110 1,053 262,603 SH DEFINED 1 262,603 RAE SYS INC COM 75061P10 70 41,643 SH DEFINED 1,2,5 41,643 RAIT FINANCIAL TRUST COM 74922710 13,491 2,457,397 SH DEFINED 1,2 2,457,397 RALCORP HLDGS INC NE COM 75102810 114,019 1,691,425 SH DEFINED 1,2,5,7,13 1,691,425 RAM ENERGY RESOURCES COM 75130P10 1,502 519,679 SH DEFINED 1 519,679 RAM HOLDINGS LTD SHS G7368R10 49 28,900 SH DEFINED 1 28,900 RAMBUS INC DEL COM 75091710 14,096 1,096,956 SH DEFINED 1,2,5,6,10 1,096,956 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- RAMCO-GERSHENSON PPT COM SH BEN 75145220 12,233 545,634 SH DEFINED 1,2,3 545,634 RAMTRON INTL CORP COM NEW 75190730 58 21,213 SH DEFINED 1 21,213 RANGE RES CORP COM 75281A10 221,595 5,168,997 SH DEFINED 1,2,5,6,7,8,10,12,13 5,168,997 RASER TECHNOLOGIES I COM 75405510 5,355 630,051 SH DEFINED 1,2,6 630,051 RAVEN INDS INC COM 75421210 9,852 250,357 SH DEFINED 1,2,6 250,357 RAYMOND JAMES FINANC COM 75473010 91,315 2,768,790 SH DEFINED 1,2,5,7,10 2,768,790 RAYONIER INC COM 75490710 60,897 1,286,114 SH DEFINED 1,2,5,10 1,286,114 RAYTHEON CO COM NEW 75511150 672,642 12,570,391 SH DEFINED 1,2,5,6,7,8,10,12,13 12,570,391 RBC BEARINGS INC COM 75524B10 11,205 332,594 SH DEFINED 1,2,6 332,594 RC2 CORP COM 74938810 7,058 352,881 SH DEFINED 1,2 352,881 RCN CORP COM NEW 74936120 11,574 944,069 SH DEFINED 1,2,6 944,069 READING INTERNATIONA CL A 75540810 120 18,600 SH DEFINED 1 18,600 REALNETWORKS INC COM 75605L10 8,478 1,668,983 SH DEFINED 1,2,5,6 1,668,983 REALTY INCOME CORP COM 75610910 68,553 2,677,836 SH DEFINED 1,2,3,5 2,677,836 RED HAT INC COM 75657710 29,190 1,936,945 SH DEFINED 1,2,5,10 1,936,945 RED LION HOTELS CORP COM 75676410 145 18,056 SH DEFINED 1 18,056 RED ROBIN GOURMET BU COM 75689M10 10,062 375,444 SH DEFINED 1,2,6 375,444 REDDY ICE HLDGS INC COM 75734R10 1,123 307,538 SH DEFINED 1,2 307,538 REDWOOD TR INC COM 75807540 14,288 657,538 SH DEFINED 1,2,7 657,538 REED ELSEVIER N V SPONS ADR 75820420 1,042 35,096 SH DEFINED 1 35,096 REED ELSEVIER P L C SPONS ADR 75820520 704 17,533 SH DEFINED 1 17,533 REGAL BELOIT CORP COM 75875010 32,562 765,807 SH DEFINED 1,2,5 765,807 REGAL ENTMT GROUP CL A 75876610 13,133 832,263 SH DEFINED 1,2,5,10 832,263 REGENCY CTRS CORP COM 75884910 161,725 2,425,024 SH DEFINED 1,2,3,5,7,8,10,12,13 2,425,024 REGENCY ENERGY PARTN COM UNITS 75885Y10 436 23,747 SH DEFINED 1,2 23,747 REGENERON PHARMACEUT COM 75886F10 52,333 2,397,279 SH DEFINED 1,2,5,6 2,397,279 REGENT COMMUNICATION COM 75886510 36 40,485 SH DEFINED 1 40,485 REGIONS FINANCIAL CO COM 7591EP10 306,104 31,885,847 SH DEFINED 1,2,5,6,7,8,10,12,13 31,885,847 REGIS CORP MINN COM 75893210 34,659 1,260,345 SH DEFINED 1,2,5 1,260,345 REHABCARE GROUP INC COM 75914810 10,035 554,409 SH DEFINED 1,2,5 554,409 REINSURANCE GROUP AM CL A 75935140 25,077 464,384 SH DEFINED 1,2,5,7,10 464,384 REINSURANCE GROUP AM CL B 75935150 6,713 141,573 SH DEFINED 1,2,5,7,12,13 141,573 RELIANCE STEEL & ALU COM 75950910 101,065 2,661,707 SH DEFINED 1,2,5,7,10,13 2,661,707 RELIANT ENERGY INC COM 75952B10 49,904 6,789,609 SH DEFINED 1,2,5,7,8,10,12,13 6,789,609 RENAISSANCE LEARNING COM 75968L10 1,750 134,704 SH DEFINED 1,2,6 134,704 RENAISSANCERE HOLDIN COM G7496G10 48,778 938,037 SH DEFINED 1,2,5,7,8,10,12,13 938,037 RENASANT CORP COM 75970E10 6,936 319,492 SH DEFINED 1,2 319,492 RENT A CTR INC NEW COM 76009N10 45,564 2,045,066 SH DEFINED 1,2,5 2,045,066 RENTECH INC COM 76011210 3,242 2,437,506 SH DEFINED 1,2,5,6 2,437,506 RENTRAK CORP COM 76017410 251 18,177 SH DEFINED 1,5 18,177 REPLIGEN CORP COM 75991610 1,964 416,903 SH DEFINED 1,2,5 416,903 REPSOL YPF S A SPONSORED 76026T20 1,472 49,623 SH DEFINED 1 49,623 REPUBLIC AWYS HLDGS COM 76027610 7,862 771,571 SH DEFINED 1,2 771,571 REPUBLIC BANCORP KY CL A 76028120 6,493 214,135 SH DEFINED 1,2 214,135 REPUBLIC FIRST BANCO COM 76041610 118 13,749 SH DEFINED 1 13,749 REPUBLIC SVCS INC COM 76075910 101,032 3,369,976 SH DEFINED 1,2,5,7,8,10,12,13 3,369,976 RES-CARE INC COM 76094310 11,321 624,069 SH DEFINED 1,2 624,069 RESEARCH FRONTIERS I COM 76091110 67 16,343 SH DEFINED 1 16,343 RESEARCH IN MOTION L COM 76097510 19,853 290,670 SH DEFINED 1,2,5 290,670 RESMED INC COM 76115210 55,227 1,284,343 SH DEFINED 1,2,5,6,10 1,284,343 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- RESOURCE AMERICA INC CL A 76119520 1,961 206,431 SH DEFINED 1,2,5 206,431 RESOURCE CAP CORP COM 76120W30 3,781 623,859 SH DEFINED 1,2 623,859 RESOURCES CONNECTION COM 76122Q10 17,217 764,170 SH DEFINED 1,2,6 764,170 RETAIL VENTURES INC COM 76128Y10 1,862 477,520 SH DEFINED 1,2 477,520 RETRACTABLE TECHNOLO COM 76129W10 28 20,339 SH DEFINED 1 20,339 REWARDS NETWORK INC COM 76155710 1,253 249,555 SH DEFINED 1 249,555 REX ENERGY CORPORATI COM 76156510 3,736 237,030 SH DEFINED 1,2 237,030 REX STORES CORP COM 76162410 1,351 116,936 SH DEFINED 1 116,936 REXAHN PHARMACEUTICA COM 76164010 271 210,036 SH DEFINED 1 210,036 REYNOLDS AMERICAN IN COM 76171310 271,387 5,581,790 SH DEFINED 1,2,5,6,7,8,10,12,13 5,581,790 RF MICRODEVICES INC COM 74994110 21,363 7,315,976 SH DEFINED 1,2,5,8 7,315,976 RGC RES INC COM 74955L10 207 7,300 SH DEFINED 1 7,300 RHI ENTMT INC DEL COM 74957T10 299 20,080 SH DEFINED 1 20,080 RICHARDSON ELECTRS L COM 76316510 73 11,844 SH DEFINED 1 11,844 RICKS CABARET INTL I COM NEW 76564130 618 62,931 SH DEFINED 1 62,931 RIGEL PHARMACEUTICAL COM NEW 76655960 15,056 644,808 SH DEFINED 1,2,5,6 644,808 RIGHTNOW TECHNOLOGIE COM 76657R10 5,167 411,020 SH DEFINED 1,2,6 411,020 RIMAGE CORP COM 76672110 1,928 138,141 SH DEFINED 1 138,141 RIO TINTO PLC SPONSORED 76720410 186,157 746,119 SH DEFINED 1,2,5 746,119 RISKMETRICS GROUP IN COM 76773510 6,290 321,391 SH DEFINED 1,2 321,391 RITCHIE BROS AUCTION COM 76774410 363 15,522 SH DEFINED 1 15,522 RITE AID CORP COM 76775410 5,015 5,970,471 SH DEFINED 1,2,5,6,10 5,970,471 RIVERBED TECHNOLOGY COM 76857310 14,381 1,148,645 SH DEFINED 1,2,6 1,148,645 RIVERVIEW BANCORP IN COM 76939710 83 13,992 SH DEFINED 1 13,992 RIVIERA HLDGS CORP COM 76962710 1,132 153,980 SH DEFINED 1,5 153,980 RLI CORP COM 74960710 123,866 1,994,941 SH DEFINED 1,2 1,994,941 ROBBINS & MYERS INC COM 77019610 26,881 869,104 SH DEFINED 1,2,6 869,104 ROBERT HALF INTL INC COM 77032310 126,342 5,104,713 SH DEFINED 1,2,5,6,7,8,10,12,13 5,104,713 ROCK OF AGES CORP CL A 77263210 22 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 39,616 990,884 SH DEFINED 1,2 990,884 ROCKVILLE FINL INC COM 77418610 2,405 152,684 SH DEFINED 1,2 152,684 ROCKWELL AUTOMATION COM 77390310 167,243 4,478,924 SH DEFINED 1,2,5,6,7,8,10,12,13 4,478,924 ROCKWELL COLLINS INC COM 77434110 255,431 5,311,516 SH DEFINED 1,2,5,6,7,8,10,12,13 5,311,516 ROCKWOOD HLDGS INC COM 77441510 23,616 920,334 SH DEFINED 1,2 920,334 ROFIN SINAR TECHNOLO COM 77504310 22,781 744,237 SH DEFINED 1,2,5,6 744,237 ROGERS COMMUNICATION CL B 77510920 1,194 35,929 SH DEFINED 1,2 35,929 ROGERS CORP COM 77513310 18,416 497,993 SH DEFINED 1,2,6 497,993 ROHM & HAAS CO COM 77537110 303,327 4,336,956 SH DEFINED 1,2,5,6,7,8,10,12,13 4,336,956 ROLLINS INC COM 77571110 26,299 1,385,592 SH DEFINED 1,2,6 1,385,592 ROMA FINANCIAL CORP COM 77581P10 1,927 130,647 SH DEFINED 1,2 130,647 ROPER INDS INC NEW COM 77669610 101,868 1,788,418 SH DEFINED 1,2,5,7,8,10,12,13 1,788,418 ROSETTA RESOURCES IN COM 77777930 25,792 1,404,780 SH DEFINED 1,2 1,404,780 ROSS STORES INC COM 77829610 157,313 4,273,646 SH DEFINED 1,2,5,7,8,10,12,13 4,273,646 ROSTELECOM OPEN JT S SPONSORED 77852910 916 21,039 SH DEFINED 1,2,5,7 21,039 ROWAN COS INC COM 77938210 173,117 5,666,665 SH DEFINED 1,2,5,6,7,8,10,12,13 5,666,665 ROYAL BK CDA MONTREA COM 78008710 1,418 29,534 SH DEFINED 1,5 29,534 ROYAL BK SCOTLAND GR SP ADR REP 78009772 1,095 342,300 SH DEFINED 1,2 342,300 ROYAL CARIBBEAN CRUI COM V7780T10 34,649 1,669,812 SH DEFINED 1,2,5,7,8,10,12,13 1,669,812 ROYAL DUTCH SHELL PL SPON ADR B 78025910 3,686 64,568 SH DEFINED 1 64,568 ROYAL DUTCH SHELL PL SPONS ADR 78025920 5,013 84,944 SH DEFINED 1,2 84,944 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ROYAL GOLD INC COM 78028710 20,212 562,065 SH DEFINED 1,2,5,6 562,065 RPC INC COM 74966010 6,676 474,854 SH DEFINED 1,2,5,6 474,854 RPM INTL INC COM 74968510 46,547 2,406,793 SH DEFINED 1,2,5,10 2,406,793 RSC HOLDINGS INC COM 74972L10 8,838 777,989 SH DEFINED 1,2 777,989 RTI BIOLOGICS INC COM 74975N10 7,216 771,751 SH DEFINED 1,2,6 771,751 RTI INTL METALS INC COM 74973W10 11,579 591,971 SH DEFINED 1,2,5,6 591,971 RUBICON TECHNOLOGY I COM 78112T10 3,304 457,567 SH DEFINED 1,2,6 457,567 RUBY TUESDAY INC COM 78118210 9,824 1,696,757 SH DEFINED 1,2,5 1,696,757 RUDDICK CORP COM 78125810 38,237 1,178,327 SH DEFINED 1,2,5 1,178,327 RUDOLPH TECHNOLOGIES COM 78127010 4,363 520,648 SH DEFINED 1,2,5 520,648 RURAL / METRO CORP COM 78174810 67 26,539 SH DEFINED 1 26,539 RUSH ENTERPRISES INC CL A 78184620 7,923 618,975 SH DEFINED 1,2 618,975 RUSS BERRIE & CO COM 78223310 2,005 261,444 SH DEFINED 1,2 261,444 RUTHS HOSPITALITY GR COM 78333210 1,340 341,040 SH DEFINED 1,6 341,040 RYANAIR HLDGS PLC SPONSORED 78351310 3,547 158,152 SH DEFINED 1,2,5 158,152 RYDER SYS INC COM 78354910 170,388 2,748,188 SH DEFINED 1,2,5,6,7,10,12,13 2,748,188 RYLAND GROUP INC COM 78376410 73,930 2,787,705 SH DEFINED 1,2,5 2,787,705 S & T BANCORP INC COM 78385910 15,482 420,364 SH DEFINED 1,2,5 420,364 S Y BANCORP INC COM 78506010 6,486 211,830 SH DEFINED 1,2 211,830 S1 CORPORATION COM 78463B10 6,109 998,218 SH DEFINED 1,2,5,6 998,218 SABA SOFTWARE INC COM NEW 78493260 127 37,758 SH DEFINED 1 37,758 SAFEGUARD SCIENTIFIC COM 78644910 2,292 1,833,429 SH DEFINED 1,5 1,833,429 SAFETY INS GROUP INC COM 78648T10 13,477 355,321 SH DEFINED 1,2 355,321 SAFEWAY INC COM NEW 78651420 367,885 15,509,466 SH DEFINED 1,2,5,6,7,8,10,12,13 15,509,466 SAGA COMMUNICATIONS CL A 78659810 115 20,249 SH DEFINED 1 20,249 SAIA INC COM 78709Y10 4,677 352,191 SH DEFINED 1,2,5 352,191 SAIC INC COM 78390X10 74,386 3,676,999 SH DEFINED 1,2,5,7,10 3,676,999 SAKS INC COM 79377W10 24,185 2,614,600 SH DEFINED 1,2,5,10 2,614,600 SALARY COM INC COM 79400610 41 10,171 SH DEFINED 1 10,171 SALESFORCE COM INC COM 79466L30 157,254 3,249,051 SH DEFINED 1,2,5,6,7,8,10,12,13 3,249,051 SALIX PHARMACEUTICAL COM 79543510 6,348 990,373 SH DEFINED 1,2,5,6 990,373 SALLY BEAUTY HLDGS I COM 79546E10 26,360 3,065,174 SH DEFINED 1,2,5,6 3,065,174 SANDERS MORRIS HARRI COM 80000Q10 2,498 288,781 SH DEFINED 1 288,781 SANDERSON FARMS INC COM 80001310 12,209 332,305 SH DEFINED 1,2 332,305 SANDISK CORP COM 80004C10 136,630 6,988,728 SH DEFINED 1,2,5,6,7,8,10,12,13 6,988,728 SANDRIDGE ENERGY INC COM 80007P30 27,670 1,411,748 SH DEFINED 1,2,5,7,8,10,12,13 1,411,748 SANDY SPRING BANCORP COM 80036310 5,875 265,816 SH DEFINED 1,2 265,816 SANFILIPPO JOHN B & COM 80042210 96 11,261 SH DEFINED 1 11,261 SANGAMO BIOSCIENCES COM 80067710 4,307 559,342 SH DEFINED 1,2,5,6 559,342 SANMINA SCI CORP COM 80090710 19,142 13,672,953 SH DEFINED 1,2,5,7,8 13,672,953 SANOFI AVENTIS SPONSORED 80105N10 1,624 49,395 SH DEFINED 1,2 49,395 SANTANDER BANCORP COM 80280910 1,597 147,890 SH DEFINED 1,2 147,890 SANTARUS INC COM 80281730 102 50,295 SH DEFINED 1 50,295 SANTOS LIMITED SPONSORED 80302160 1,048 16,112 SH DEFINED 1 16,112 SAP AKTIENGESELLSCHA SPONSORED 80305420 9,590 179,493 SH DEFINED 1,2 179,493 SAPIENT CORP COM 80306210 11,135 1,498,699 SH DEFINED 1,2,5,6 1,498,699 SARA LEE CORP COM 80311110 304,073 24,075,474 SH DEFINED 1,2,5,6,7,8,10,12,13 24,075,474 SASOL LTD SPONSORED 80386630 1,315 30,940 SH DEFINED 1 30,940 SATCON TECHNOLOGY CO COM 80389310 63 35,370 SH DEFINED 1 35,370 SATYAM COMPUTER SERV ADR 80409810 5,741 355,496 SH DEFINED 1,2,5,6,7 355,496 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SAUER-DANFOSS INC COM 80413710 5,089 206,098 SH DEFINED 1,2 206,098 SAUL CTRS INC COM 80439510 25,412 502,812 SH DEFINED 1,2,3,5,6 502,812 SAVIENT PHARMACEUTIC COM 80517Q10 14,632 981,322 SH DEFINED 1,2,5,6 981,322 SAVVIS INC COM NEW 80542330 8,244 613,394 SH DEFINED 1,2,6 613,394 SBA COMMUNICATIONS C COM 78388J10 25,451 983,810 SH DEFINED 1,2,5,6,10 983,810 SCANA CORP NEW COM 80589M10 122,721 3,152,353 SH DEFINED 1,2,5,7,8,10,12,13 3,152,353 SCANSOURCE INC COM 80603710 13,189 458,124 SH DEFINED 1,2,6 458,124 SCBT FINANCIAL CORP COM 78401V10 5,909 157,160 SH DEFINED 1,2,5 157,160 SCHAWK INC CL A 80637310 3,356 221,940 SH DEFINED 1,2 221,940 SCHEIN HENRY INC COM 80640710 103,267 1,918,042 SH DEFINED 1,2,5,7,8,10,12,13 1,918,042 SCHERING PLOUGH CORP COM 80660510 974,009 52,734,669 SH DEFINED 1,2,5,6,7,8,10,12,13 52,734,669 SCHIFF NUTRITION INT COM 80669310 639 93,541 SH DEFINED 1 93,541 SCHLUMBERGER LTD COM 80685710 3,082,456 39,473,124 SH DEFINED 1,2,5,6,7,8,10,12,13 39,473,124 SCHNITZER STL INDS CL A 80688210 7,142 182,000 SH DEFINED 1,2,5,10 182,000 SCHOLASTIC CORP COM 80706610 31,122 1,211,921 SH DEFINED 1,2,5,7,8 1,211,921 SCHOOL SPECIALTY INC COM 80786310 12,432 398,599 SH DEFINED 1,2,5 398,599 SCHULMAN A INC COM 80819410 10,730 542,482 SH DEFINED 1,2 542,482 SCHWAB CHARLES CORP COM 80851310 930,352 35,782,755 SH DEFINED 1,2,5,6,7,8,10,12,13 35,782,755 SCHWEITZER-MAUDUIT I COM 80854110 4,318 227,376 SH DEFINED 1,2 227,376 SCICLONE PHARMACEUTI COM 80862K10 60 52,910 SH DEFINED 1,5 52,910 SCIELE PHARMA INC COM 80862710 18,788 610,194 SH DEFINED 1,2,6 610,194 SCIENTIFIC GAMES COR CL A 80874P10 30,213 1,312,485 SH DEFINED 1,2,5,6,10 1,312,485 SCM MICROSYSTEMS INC COM 78401810 34 14,231 SH DEFINED 1 14,231 SCOLR PHARMA INC COM 78402X10 21 26,340 SH DEFINED 1,5 26,340 SCOTTS MIRACLE GRO C CL A 81018610 18,055 763,753 SH DEFINED 1,2,5,6,10 763,753 SCRIPPS E W CO OHIO CL A NEW 81105440 3,069 434,127 SH DEFINED 1,2,5,7,10,12 434,127 SCRIPPS NETWORKS INT CL A COM 81106510 92,715 2,553,419 SH DEFINED 1,2,5,6,7,8,10,12,13 2,553,419 SEABOARD CORP COM 81154310 11,097 8,828 SH DEFINED 1,2,6 8,828 SEABRIGHT INSURANCE COM 81165610 6,633 510,241 SH DEFINED 1,2 510,241 SEACHANGE INTL INC COM 81169910 4,202 435,023 SH DEFINED 1,5 435,023 SEACOAST BKG CORP FL COM 81170730 3,069 286,017 SH DEFINED 1,2 286,017 SEACOR HOLDINGS INC COM 81190410 26,681 337,946 SH DEFINED 1,2,5,6,10 337,946 SEAGATE TECHNOLOGY SHS G7945J10 78,003 6,435,896 SH DEFINED 1,2,5,7,8,10,12,13 6,435,896 SEALED AIR CORP NEW COM 81211K10 130,487 5,933,911 SH DEFINED 1,2,5,6,7,8,10,12,13 5,933,911 SEALY CORP COM 81213930 4,415 683,460 SH DEFINED 1,2 683,460 SEARS HLDGS CORP COM 81235010 403,638 4,316,987 SH DEFINED 1,2,5,6,7,8,10,12,13 4,316,987 SEATTLE GENETICS INC COM 81257810 12,579 1,175,581 SH DEFINED 1,2,6 1,175,581 SECURE COMPUTING COR COM 81370510 4,910 895,947 SH DEFINED 1,2,5 895,947 SECURITY BANK CORP COM 81404710 232 55,986 SH DEFINED 1 55,986 SEI INVESTMENTS CO COM 78411710 62,268 2,804,845 SH DEFINED 1,2,5,7,8,10,12,13 2,804,845 SELECT COMFORT CORP COM 81616X10 250 151,546 SH DEFINED 1,2,5,6 151,546 SELECT SECTOR SPDR T SBI INT-EN 81369Y50 416 6,572 SH DEFINED 1 6,572 SELECT SECTOR SPDR T SBI INT-FI 81369Y60 6,111 307,255 SH DEFINED 1,10 307,255 SELECT SECTOR SPDR T SBI INT-UT 81369Y88 2,701 81,268 SH DEFINED 1 81,268 SELECTICA INC COM 81628810 68 66,920 SH DEFINED 1 66,920 SELECTIVE INS GROUP COM 81630010 23,997 1,046,979 SH DEFINED 1,2,5 1,046,979 SEMGROUP ENERGY PART COM UNIT L 81662W10 134 19,196 SH DEFINED 1,2 19,196 SEMITOOL INC COM 81690910 3,535 432,148 SH DEFINED 1,5 432,148 SEMPRA ENERGY COM 81685110 440,952 8,736,913 SH DEFINED 1,2,5,6,7,8,10,12,13 8,736,913 SEMTECH CORP COM 81685010 33,332 2,387,708 SH DEFINED 1,2,5,6,7 2,387,708 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SENIOR HSG PPTYS TR SH BEN INT 81721M10 93,503 3,923,743 SH DEFINED 1,2,3 3,923,743 SENOMYX INC COM 81724Q10 169 37,368 SH DEFINED 1,6 37,368 SENSIENT TECHNOLOGIE COM 81725T10 37,543 1,334,640 SH DEFINED 1,2,5 1,334,640 SEPRACOR INC COM 81731510 38,740 2,115,762 SH DEFINED 1,2,5,10,12 2,115,762 SEQUENOM INC COM NEW 81733740 26,250 986,104 SH DEFINED 1,2,7 986,104 SERVICE CORP INTL COM 81756510 36,416 4,355,996 SH DEFINED 1,2,5,10 4,355,996 SEVERN BANCORP ANNA COM 81811M10 84 13,689 SH DEFINED 1 13,689 SHAW COMMUNICATIONS CL B CONV 82028K20 727 35,771 SH DEFINED 1 35,771 SHAW GROUP INC COM 82028010 55,067 1,791,967 SH DEFINED 1,2,5,7,10 1,791,967 SHENANDOAH TELECOMMU COM 82312B10 8,446 382,686 SH DEFINED 1,2,6 382,686 SHENGDA TECH INC COM 82321310 2,705 386,409 SH DEFINED 1 386,409 SHERWIN WILLIAMS CO COM 82434810 225,763 3,949,660 SH DEFINED 1,2,5,6,7,8,10,12,13 3,949,660 SHINHAN FINANCIAL GR SPN ADR RE 82459610 3,183 44,670 SH DEFINED 1,6 44,670 SHIP FINANCE INTERNA SHS G8107510 12,469 578,334 SH DEFINED 1,2,5 578,334 SHIRE LIMITED SPONSORED 82481R10 474 9,930 SH DEFINED 1 9,930 SHOE CARNIVAL INC COM 82488910 3,143 191,874 SH DEFINED 1,2,5 191,874 SHORE BANCSHARES INC COM 82510710 2,583 100,522 SH DEFINED 1,5 100,522 SHORETEL INC COM 82521110 3,120 543,551 SH DEFINED 1,2 543,551 SHUFFLE MASTER INC COM 82554910 4,063 798,227 SH DEFINED 1,2,6 798,227 SHUTTERFLY INC COM 82568P30 2,536 263,936 SH DEFINED 1,2,6 263,936 SI INTL INC COM 78427V10 6,182 205,720 SH DEFINED 1 205,720 SIEMENS A G SPONSORED 82619750 3,358 35,760 SH DEFINED 1,2 35,760 SIERRA BANCORP COM 82620P10 2,246 107,691 SH DEFINED 1 107,691 SIERRA PAC RES NEW COM 82642810 46,641 4,868,599 SH DEFINED 1,2,5,7,10 4,868,599 SIGA TECHNOLOGIES IN COM 82691710 55 14,710 SH DEFINED 1,2 14,710 SIGMA ALDRICH CORP COM 82655210 222,610 4,246,671 SH DEFINED 1,2,5,6,7,8,10,12,13 4,246,671 SIGMA DESIGNS INC COM 82656510 7,742 544,479 SH DEFINED 1,2,5,6 544,479 SIGMATRON INTL INC COM 82661L10 62 12,713 SH DEFINED 1 12,713 SIGNATURE BK NEW YOR COM 82669G10 35,207 1,009,367 SH DEFINED 1,2,6 1,009,367 SIGNET JEWELERS LIMI SHS G8127610 8,576 366,797 SH DEFINED 1,2,10 366,797 SILGAN HOLDINGS INC COM 82704810 27,659 541,387 SH DEFINED 1,2,6 541,387 SILICON IMAGE INC COM 82705T10 9,933 1,860,074 SH DEFINED 1,2,5,6 1,860,074 SILICON LABORATORIES COM 82691910 29,475 960,100 SH DEFINED 1,2,5,6,7,8,10 960,100 SILICON STORAGE TECH COM 82705710 8,899 2,729,658 SH DEFINED 1,2,5 2,729,658 SILICONWARE PRECISIO SPONSD ADR 82708486 846 146,645 SH DEFINED 1,2,6 146,645 SIMMONS 1ST NATL COR CL A $1 PA 82873020 10,681 300,030 SH DEFINED 1,2 300,030 SIMON PPTY GROUP INC COM 82880610 1,151,017 11,866,155 SH DEFINED 1,2,3,5,6,7,8,10,12,13 11,866,155 SIMPSON MANUFACTURIN COM 82907310 23,534 868,743 SH DEFINED 1,2,5,6 868,743 SIMS GROUP LTD SPONS ADR 82916010 634 27,455 SH DEFINED 1 27,455 SINA CORP ORD G8147710 797 22,641 SH DEFINED 1,2,6 22,641 SINCLAIR BROADCAST G CL A 82922610 6,975 1,383,956 SH DEFINED 1,2 1,383,956 SIRF TECHNOLOGY HLDG COM 82967H10 1,352 907,684 SH DEFINED 1,2 907,684 SIRIUS XM RADIO INC COM 82967N10 20,851 36,581,290 SH DEFINED 1,2,5,7,8,10,12,13 36,581,290 SIRONA DENTAL SYSTEM COM 82966C10 7,285 312,924 SH DEFINED 1,2,6 312,924 SIX FLAGS INC COM 83001P10 788 1,141,964 SH DEFINED 1,2,5 1,141,964 SJW CORP COM 78430510 6,431 214,572 SH DEFINED 1,2 214,572 SK TELECOM LTD SPONSORED 78440P10 3,793 201,540 SH DEFINED 1,2,6,12 201,540 SKECHERS U S A INC CL A 83056610 13,458 799,622 SH DEFINED 1,2,6 799,622 SKILLED HEALTHCARE G CL A 83066R10 4,976 313,169 SH DEFINED 1,2 313,169 SKILLSOFT PLC SPONSORED 83092810 297 28,431 SH DEFINED 1,5 28,431 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SKYLINE CORP COM 83083010 3,475 131,487 SH DEFINED 1,2 131,487 SKYWEST INC COM 83087910 21,613 1,352,497 SH DEFINED 1,2,5 1,352,497 SKYWORKS SOLUTIONS I COM 83088M10 37,862 4,528,932 SH DEFINED 1,2,5,7,8 4,528,932 SL GREEN RLTY CORP COM 78440X10 114,206 1,762,440 SH DEFINED 1,2,3,5,7,8,10,12,13 1,762,440 SLM CORP COM 78442P10 241,673 19,584,529 SH DEFINED 1,2,5,6,7,8,10,12,13 19,584,529 SM&A COM 78465D10 77 25,583 SH DEFINED 1 25,583 SMART BALANCE INC COM 83169Y10 5,783 881,535 SH DEFINED 1 881,535 SMART MODULAR TECHNO ORD SHS G8224510 2,016 672,088 SH DEFINED 1,2,6 672,088 SMITH & NEPHEW PLC SPDN ADR N 83175M20 529 9,961 SH DEFINED 1 9,961 SMITH & WESSON HLDG COM 83175610 1,807 483,254 SH DEFINED 1,2,5,6 483,254 SMITH A O COM 83186520 17,487 446,204 SH DEFINED 1,2 446,204 SMITH INTL INC COM 83211010 433,178 7,387,079 SH DEFINED 1,2,5,6,7,8,10,12,13 7,387,079 SMITH MICRO SOFTWARE COM 83215410 3,465 488,037 SH DEFINED 1,2,5 488,037 SMITHFIELD FOODS INC COM 83224810 34,153 2,150,680 SH DEFINED 1,2,5,10,12 2,150,680 SMITHTOWN BANCORP IN COM 83244910 2,471 109,829 SH DEFINED 1 109,829 SMUCKER J M CO COM NEW 83269640 46,653 920,367 SH DEFINED 1,2,5,7,10 920,367 SMURFIT-STONE CONTAI COM 83272710 14,874 3,164,701 SH DEFINED 1,2,5,10,12 3,164,701 SNAP ON INC COM 83303410 97,094 1,843,790 SH DEFINED 1,2,5,6,10,13 1,843,790 SOAPSTONE NETWORKS I COM 83357010 79 23,491 SH DEFINED 1,2,5 23,491 SOCIEDAD QUIMICA MIN SPON ADR S 83363510 3,431 136,088 SH DEFINED 1,2,5 136,088 SOCKET MOBILE INC COM 83368E10 11 20,999 SH DEFINED 1 20,999 SOHU COM INC COM 83408W10 24,625 441,709 SH DEFINED 1,2,5,6,7,8,10 441,709 SOLERA HOLDINGS INC COM 83421A10 27,869 970,384 SH DEFINED 1,2,6 970,384 SOLUTIA INC COM NEW 83437650 20,046 1,431,873 SH DEFINED 1,2 1,431,873 SOMANETICS CORP COM NEW 83444540 6,109 279,322 SH DEFINED 1,2,5 279,322 SONIC AUTOMOTIVE INC CL A 83545G10 6,283 742,648 SH DEFINED 1,2,5 742,648 SONIC CORP COM 83545110 15,246 1,046,388 SH DEFINED 1,2,5,6 1,046,388 SONIC INNOVATIONS IN COM 83545M10 82 32,438 SH DEFINED 1,5 32,438 SONIC SOLUTIONS COM 83546010 1,800 409,045 SH DEFINED 1,5,6 409,045 SONICWALL INC COM 83547010 8,755 1,670,794 SH DEFINED 1,2,5,6 1,670,794 SONOCO PRODS CO COM 83549510 125,642 4,233,209 SH DEFINED 1,2,5,7,10 4,233,209 SONOSITE INC COM 83568G10 9,177 292,271 SH DEFINED 1,2,6 292,271 SONUS NETWORKS INC COM 83591610 12,640 4,389,061 SH DEFINED 1,2,5,6,8 4,389,061 SONY CORP ADR NEW 83569930 1,588 51,449 SH DEFINED 1 51,449 SOTHEBYS COM 83589810 31,828 1,586,628 SH DEFINED 1,2,5,6 1,586,628 SOURCE INTERLINK COS COM NEW 83615120 43 41,446 SH DEFINED 1,5 41,446 SOURCEFIRE INC COM 83616T10 1,602 219,752 SH DEFINED 1 219,752 SOURCEFORGE INC COM 83616W10 93 68,413 SH DEFINED 1,5 68,413 SOUTH FINL GROUP INC COM 83784110 17,380 2,371,041 SH DEFINED 1,2,5 2,371,041 SOUTH JERSEY INDS IN COM 83851810 19,733 552,737 SH DEFINED 1,2 552,737 SOUTHERN CMNTY FINL COM 84263210 170 35,900 SH DEFINED 1 35,900 SOUTHERN CO COM 84258710 1,018,132 27,013,316 SH DEFINED 1,2,5,6,7,8,10,12,13 27,013,316 SOUTHERN COPPER CORP COM 84265V10 79,669 4,175,506 SH DEFINED 1,2,5,7,10,12 4,175,506 SOUTHERN UN CO NEW COM 84403010 25,633 1,241,310 SH DEFINED 1,2,5,7,10 1,241,310 SOUTHSIDE BANCSHARES COM 84470P10 6,094 241,809 SH DEFINED 1,2 241,809 SOUTHWEST AIRLS CO COM 84474110 332,519 22,916,547 SH DEFINED 1,2,5,6,7,8,10,12,13 22,916,547 SOUTHWEST BANCORP IN COM 84476710 4,898 277,216 SH DEFINED 1,2 277,216 SOUTHWEST GAS CORP COM 84489510 33,168 1,096,100 SH DEFINED 1,2,5 1,096,100 SOUTHWEST WTR CO COM 84533110 4,848 380,233 SH DEFINED 1 380,233 SOUTHWESTERN ENERGY COM 84546710 347,103 11,365,532 SH DEFINED 1,2,5,6,7,8,10,12,13 11,365,532 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SOVEREIGN BANCORP IN COM 84590510 86,752 21,962,536 SH DEFINED 1,2,5,6,7,8,10,12,13 21,962,536 SOVRAN SELF STORAGE COM 84610H10 33,346 746,163 SH DEFINED 1,2,3,5 746,163 SPANISH BROADCASTING CL A 84642588 4 11,088 SH DEFINED 1 11,088 SPANSION INC COM CL A 84649R10 4,893 3,156,704 SH DEFINED 1,2,6 3,156,704 SPARTAN MTRS INC COM 84681910 1,531 481,369 SH DEFINED 1,5,6 481,369 SPARTAN STORES INC COM 84682210 13,112 526,991 SH DEFINED 1,2,6 526,991 SPARTECH CORP COM NEW 84722020 5,940 600,050 SH DEFINED 1,2 600,050 SPDR INDEX SHS FDS DJWS INTL 78463X86 3,839 100,600 SH DEFINED 2 100,600 SPDR INDEX SHS FDS S&P INTL S 78463X87 9,691 397,100 SH DEFINED 2 397,100 SPDR SERIES TRUST LEHMAN YLD 78464A41 33,835 865,334 SH DEFINED 1,2 865,334 SPDR SERIES TRUST DJWS LGCAP 78464A50 1,582 24,491 SH DEFINED 1 24,491 SPDR SERIES TRUST DJ WLSH RE 78464A60 1,756 25,986 SH DEFINED 1,8 25,986 SPDR SERIES TRUST LEH AGGR B 78464A64 16,218 310,639 SH DEFINED 2 310,639 SPDR TR UNIT SER 1 78462F10 87,430 753,770 SH DEFINED 1,2,5,6 753,770 SPECTRA ENERGY CORP COM 84756010 501,888 21,087,746 SH DEFINED 1,2,5,6,7,8,10,12,13 21,087,746 SPECTRA ENERGY PARTN COM 84756N10 234 12,304 SH DEFINED 1,2 12,304 SPECTRANETICS CORP COM 84760C10 2,054 443,567 SH DEFINED 1 443,567 SPECTRUM BRANDS INC COM 84762L10 982 706,563 SH DEFINED 1,2 706,563 SPECTRUM CTL INC COM 84761510 85 11,899 SH DEFINED 1 11,899 SPECTRUM PHARMACEUTI COM 84763A10 50 35,373 SH DEFINED 1,2 35,373 SPEEDWAY MOTORSPORTS COM 84778810 10,631 545,747 SH DEFINED 1,2 545,747 SPHERION CORP COM 84842010 10,195 2,093,440 SH DEFINED 1,2,5 2,093,440 SPHERIX INC COM 84842R10 12 16,667 SH DEFINED 1 16,667 SPIRIT AEROSYSTEMS H COM CL A 84857410 15,600 970,730 SH DEFINED 1,2,5,10 970,730 SPORT CHALET INC CL A 84916320 35 13,343 SH DEFINED 1 13,343 SPRINT NEXTEL CORP COM SER 1 85206110 624,944 102,449,800 SH DEFINED 1,2,5,6,7,8,10,12,13 102,449,800 SPSS INC COM 78462K10 20,758 707,005 SH DEFINED 1,2,5,6 707,005 SPX CORP COM 78463510 88,387 1,147,887 SH DEFINED 1,2,5,7,8,10,12,13 1,147,887 SRA INTL INC CL A 78464R10 23,194 1,024,911 SH DEFINED 1,2,6 1,024,911 SRS LABS INC COM 78464M10 77 14,061 SH DEFINED 1 14,061 ST JOE CO COM 79014810 38,530 985,671 SH DEFINED 1,2,5,8,10,12 985,671 ST JUDE MED INC COM 79084910 470,068 10,808,652 SH DEFINED 1,2,5,6,7,8,10,12,13 10,808,652 ST MARY LD & EXPL CO COM 79222810 42,947 1,204,694 SH DEFINED 1,2,5,6,7,10 1,204,694 STAAR SURGICAL CO COM PAR $0 85231230 111 24,655 SH DEFINED 1 24,655 STAGE STORES INC COM NEW 85254C30 10,014 733,122 SH DEFINED 1,2,5 733,122 STAMPS COM INC COM NEW 85285720 5,468 468,560 SH DEFINED 1,2,6 468,560 STANCORP FINL GROUP COM 85289110 49,119 944,592 SH DEFINED 1,2,5,10 944,592 STANDARD MICROSYSTEM COM 85362610 10,278 411,459 SH DEFINED 1,2 411,459 STANDARD MTR PRODS I COM 85366610 308 49,475 SH DEFINED 1,5 49,475 STANDARD PAC CORP NE COM 85375C10 42,768 8,710,369 SH DEFINED 1,2,5 8,710,369 STANDARD PARKING COR COM 85379010 6,363 286,345 SH DEFINED 1,2 286,345 STANDARD REGISTER CO COM 85388710 3,449 350,123 SH DEFINED 1,2 350,123 STANDEX INTL CORP COM 85423110 6,873 247,671 SH DEFINED 1,2,5 247,671 STANLEY INC COM 85453210 5,060 137,088 SH DEFINED 1,2,6 137,088 STANLEY WKS COM 85461610 114,571 2,744,882 SH DEFINED 1,2,5,6,7,8,10,12,13 2,744,882 STAPLES INC COM 85503010 500,304 22,235,754 SH DEFINED 1,2,5,6,7,8,10,12,13 22,235,754 STAR GAS PARTNERS L UNIT LTD P 85512C10 72 32,490 SH DEFINED 1 32,490 STAR SCIENTIFIC INC COM 85517P10 2,718 763,414 SH DEFINED 1 763,414 STARBUCKS CORP COM 85524410 329,617 22,166,556 SH DEFINED 1,2,5,6,7,8,10,12,13 22,166,556 STARENT NETWORKS COR COM 85528P10 5,405 417,669 SH DEFINED 1,2,6 417,669 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- STARTEK INC COM 85569C10 176 27,353 SH DEFINED 1 27,353 STARWOOD HOTELS&RESO COM 85590A40 201,216 7,150,518 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,150,518 STATE AUTO FINL CORP COM 85570710 6,884 236,798 SH DEFINED 1,2 236,798 STATE BANCORP INC N. COM 85571610 2,630 176,482 SH DEFINED 1,2 176,482 STATE STR CORP COM 85747710 1,191,230 20,942,869 SH DEFINED 1,2,5,6,7,8,10,12,13 20,942,869 STATOILHYDRO ASA SPONSORED 85771P10 881 37,012 SH DEFINED 1 37,012 STEAK N SHAKE CO COM 85787310 4,377 504,247 SH DEFINED 1,2 504,247 STEC INC COM 78477410 3,319 431,038 SH DEFINED 1,2 431,038 STEEL DYNAMICS INC COM 85811910 77,771 4,550,699 SH DEFINED 1,2,5,7,8,10,12,13 4,550,699 STEELCASE INC CL A 85815520 8,872 825,309 SH DEFINED 1,2,5,6,10 825,309 STEIN MART INC COM 85837510 1,735 443,610 SH DEFINED 1,2,5 443,610 STEINER LEISURE LTD ORD P8744Y10 7,872 228,962 SH DEFINED 1,2,5,6 228,962 STEINWAY MUSICAL INS COM 85849510 3,971 140,207 SH DEFINED 1 140,207 STELLARONE CORP COM 85856G10 7,066 341,831 SH DEFINED 1,2 341,831 STEMCELLS INC COM 85857R10 91 88,154 SH DEFINED 1,2,5 88,154 STEPAN CO COM 85858610 13,308 243,865 SH DEFINED 1,2,5 243,865 STEREOTAXIS INC COM 85916J10 3,494 577,481 SH DEFINED 1,2,6 577,481 STERICYCLE INC COM 85891210 90,493 1,536,118 SH DEFINED 1,2,5,10 1,536,118 STERIS CORP COM 85915210 67,659 1,800,412 SH DEFINED 1,2,5 1,800,412 STERLING BANCORP COM 85915810 5,041 348,583 SH DEFINED 1,2 348,583 STERLING BANCSHARES COM 85890710 29,958 2,866,810 SH DEFINED 1,2 2,866,810 STERLING CONSTRUCTIO COM 85924110 2,568 158,492 SH DEFINED 1,5 158,492 STERLING FINL CORP W COM 85931910 26,355 1,817,560 SH DEFINED 1,2 1,817,560 STERLITE INDS INDIA ADS 85973720 809 89,784 SH DEFINED 1,6 89,784 STEWART ENTERPRISES CL A 86037010 15,070 1,917,336 SH DEFINED 1,2,5 1,917,336 STEWART INFORMATION COM 86037210 9,510 319,680 SH DEFINED 1,2 319,680 STIFEL FINL CORP COM 86063010 20,104 402,887 SH DEFINED 1,2 402,887 STILLWATER MNG CO COM 86074Q10 5,542 953,799 SH DEFINED 1,2,5,6 953,799 STMICROELECTRONICS N NY REGISTR 86101210 361 35,510 SH DEFINED 1 35,510 STONE ENERGY CORP COM 86164210 60,047 1,418,542 SH DEFINED 1,2,5,7,8,10 1,418,542 STONERIDGE INC COM 86183P10 4,563 405,604 SH DEFINED 1,2 405,604 STRATASYS INC COM 86268510 6,259 358,250 SH DEFINED 1,2,5,6 358,250 STRATEGIC HOTELS & R COM 86272T10 21,438 2,839,438 SH DEFINED 1,2,3 2,839,438 STRATUS PPTYS INC COM NEW 86316720 2,067 75,110 SH DEFINED 1 75,110 STRAYER ED INC COM 86323610 49,707 248,213 SH DEFINED 1,2,5,6,10 248,213 STRYKER CORP COM 86366710 510,656 8,196,719 SH DEFINED 1,2,5,6,7,8,10,12,13 8,196,719 STUDENT LN CORP COM 86390210 5,477 58,888 SH DEFINED 1,2,5,7,10,12 58,888 STURM RUGER & CO INC COM 86415910 422 60,849 SH DEFINED 1 60,849 SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,485 44,225 SH DEFINED 1,2 44,225 SUCAMPO PHARMACEUTIC CL A 86490910 948 111,168 SH DEFINED 1,2 111,168 SUCCESSFACTORS INC COM 86459610 6,930 635,824 SH DEFINED 1,2,6 635,824 SUFFOLK BANCORP COM 86473910 9,431 239,316 SH DEFINED 1,2 239,316 SULPHCO INC COM 86537810 1,239 616,431 SH DEFINED 1,6 616,431 SUMTOTAL SYS INC COM 86661510 94 22,905 SH DEFINED 1,5 22,905 SUN BANCORP INC COM 86663B10 3,452 254,764 SH DEFINED 1,2 254,764 SUN COMMUNITIES INC COM 86667410 14,765 745,334 SH DEFINED 1,2,3,5 745,334 SUN HEALTHCARE GROUP COM NEW 86693340 11,044 753,347 SH DEFINED 1,2,5,6 753,347 SUN HYDRAULICS CORP COM 86694210 4,667 179,237 SH DEFINED 1,2,6 179,237 SUN LIFE FINL INC COM 86679610 7,553 213,540 SH DEFINED 1,2 213,540 SUN MICROSYSTEMS INC COM NEW 86681020 184,542 24,281,845 SH DEFINED 1,2,5,6,7,8,10,12,13 24,281,845 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SUNAIR SERVICES CORP COM 86701710 23 11,100 SH DEFINED 1 11,100 SUNCOR ENERGY INC COM 86722910 1,626 38,593 SH DEFINED 1,5 38,593 SUNLINK HEALTH SYSTE COM 86737U10 35 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 270,127 7,592,093 SH DEFINED 1,2,5,6,7,8,10,12,13 7,592,093 SUNOCO LOGISTICS PRT COM UNITS 86764L10 1,020 23,042 SH DEFINED 1,2 23,042 SUNPOWER CORP COM CL A 86765210 32,694 460,929 SH DEFINED 1,2,5,7,8,10,12,13 460,929 SUNRISE SENIOR LIVIN COM 86768K10 13,924 1,009,748 SH DEFINED 1,2,6 1,009,748 SUNSTONE HOTEL INVS COM 86789210 27,739 2,054,731 SH DEFINED 1,2,3 2,054,731 SUNTECH PWR HLDGS CO ADR 86800C10 3,135 87,394 SH DEFINED 1,2,7 87,394 SUNTRUST BKS INC COM 86791410 628,677 13,973,705 SH DEFINED 1,2,5,6,7,8,10,12,13 13,973,705 SUPER MICRO COMPUTER COM 86800U10 2,728 302,798 SH DEFINED 1 302,798 SUPERGEN INC COM 86805910 66 46,129 SH DEFINED 1,5 46,129 SUPERIOR BANCORP COM NEW 86806M20 121 14,275 SH DEFINED 1,5 14,275 SUPERIOR ENERGY SVCS COM 86815710 67,562 2,169,608 SH DEFINED 1,2,5,6,7,10 2,169,608 SUPERIOR INDS INTL I COM 86816810 8,419 439,405 SH DEFINED 1,2,5 439,405 SUPERIOR UNIFORM GP COM 86835810 244 23,702 SH DEFINED 1 23,702 SUPERIOR WELL SVCS I COM 86837X10 7,197 284,344 SH DEFINED 1,2,6 284,344 SUPERTEL HOSPITALITY COM 86852610 109 26,677 SH DEFINED 1,3 26,677 SUPERTEX INC COM 86853210 5,399 191,722 SH DEFINED 1,6 191,722 SUPERVALU INC COM 86853610 260,719 12,014,704 SH DEFINED 1,2,5,6,7,8,10,12,13 12,014,704 SUPPORTSOFT INC COM 86858710 1,832 610,643 SH DEFINED 1,5 610,643 SUPREME INDS INC CL A 86860710 59 19,746 SH DEFINED 1 19,746 SUREWEST COMMUNICATI COM 86873310 159 15,554 SH DEFINED 1,2,5 15,554 SURMODICS INC COM 86887310 8,188 260,029 SH DEFINED 1,2,6 260,029 SUSQUEHANNA BANCSHAR COM 86909910 52,527 2,690,937 SH DEFINED 1,2,5 2,690,937 SUSSER HLDGS CORP COM 86923310 1,322 87,763 SH DEFINED 1 87,763 SUTOR TECH GROUP LTD COM 86936210 222 67,375 SH DEFINED 1 67,375 SVB FINL GROUP COM 78486Q10 57,292 989,160 SH DEFINED 1,2,5 989,160 SWIFT ENERGY CO COM 87073810 28,050 724,988 SH DEFINED 1,2,5 724,988 SWITCH & DATA FACILI COM 87104310 4,717 378,841 SH DEFINED 1,2,6 378,841 SWS GROUP INC COM 78503N10 10,401 515,923 SH DEFINED 1,2 515,923 SYBASE INC COM 87113010 91,981 3,003,945 SH DEFINED 1,2,5,6,7 3,003,945 SYCAMORE NETWORKS IN COM 87120610 11,068 3,426,696 SH DEFINED 1,2,5,6 3,426,696 SYKES ENTERPRISES IN COM 87123710 16,450 749,088 SH DEFINED 1,2,6 749,088 SYMANTEC CORP NOTE 0.75 871503AD 553 500,000 SH DEFINED 1 500,000 SYMANTEC CORP COM 87150310 598,920 30,588,354 SH DEFINED 1,2,5,6,7,8,10,12,13 30,588,354 SYMMETRICOM INC COM 87154310 4,970 999,921 SH DEFINED 1,2,5 999,921 SYMMETRY MED INC COM 87154620 11,109 598,562 SH DEFINED 1,2,6 598,562 SYMS CORP COM 87155110 918 67,968 SH DEFINED 1 67,968 SYMYX TECHNOLOGIES COM 87155S10 5,262 530,961 SH DEFINED 1,2,5,6 530,961 SYNAPTICS INC COM 87157D10 19,764 654,006 SH DEFINED 1,2,5,6 654,006 SYNCHRONOSS TECHNOLO COM 87157B10 5,937 630,929 SH DEFINED 1,2,6 630,929 SYNCORA HOLDINGS LTD SHS G8649T10 53 39,404 SH DEFINED 1 39,404 SYNERON MEDICAL LTD ORD SHS M8724510 228 15,995 SH DEFINED 1,2 15,995 SYNGENTA AG SPONSORED 87160A10 1,994 47,118 SH DEFINED 1 47,118 SYNIVERSE HLDGS INC COM 87163F10 29,018 1,747,002 SH DEFINED 1,2,7 1,747,002 SYNNEX CORP COM 87162W10 6,271 280,705 SH DEFINED 1,2 280,705 SYNOPSYS INC COM 87160710 94,365 4,730,077 SH DEFINED 1,2,5,7,8,10,12,13 4,730,077 SYNOVIS LIFE TECHNOL COM 87162G10 3,111 165,296 SH DEFINED 1 165,296 SYNOVUS FINL CORP COM 87161C10 69,928 6,756,374 SH DEFINED 1,2,5,10,12 6,756,374 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- SYNTA PHARMACEUTICAL COM 87162T20 1,451 190,384 SH DEFINED 1,2 190,384 SYNTEL INC COM 87162H10 4,994 203,849 SH DEFINED 1,2,6 203,849 SYNTHESIS ENERGY SYS COM 87162810 1,339 276,168 SH DEFINED 1,2,6 276,168 SYNTROLEUM CORP COM 87163010 93 85,664 SH DEFINED 1,5 85,664 SYNUTRA INTL INC COM 87164C10 2,740 136,103 SH DEFINED 1 136,103 SYSCO CORP COM 87182910 610,232 19,793,462 SH DEFINED 1,2,5,6,7,8,10,12,13 19,793,462 SYSTEMAX INC COM 87185110 4,238 301,399 SH DEFINED 1,2,6 301,399 T-3 ENERGY SRVCS INC COM 87306E10 7,096 191,152 SH DEFINED 1,2,6 191,152 TAIWAN GREATER CHINA SH BEN INT 87403710 142 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 138,851 14,818,625 SH DEFINED 1,4,5,6,7,8 14,818,625 TAKE-TWO INTERACTIVE COM 87405410 26,427 1,611,373 SH DEFINED 1,2,5,6 1,611,373 TAL INTL GROUP INC COM 87408310 5,628 270,310 SH DEFINED 1,2 270,310 TALBOTS INC COM 87416110 5,224 398,755 SH DEFINED 1,2,5 398,755 TALEO CORP CL A 87424N10 7,529 378,514 SH DEFINED 1,2,6 378,514 TAM SA SP ADR REP 87484D10 775 41,112 SH DEFINED 1,7 41,112 TANGER FACTORY OUTLE COM 87546510 43,730 998,636 SH DEFINED 1,2,3,5,6 998,636 TARGA RESOURCES PART COM UNIT 87611X10 523 30,702 SH DEFINED 1,2 30,702 TARGACEPT INC COM 87611R30 1,113 191,493 SH DEFINED 1 191,493 TARGET CORP COM 87612E10 3,131,913 63,851,431 SH DEFINED 1,2,5,6,7,8,10,12,13 63,851,431 TARRAGON CORP COM 87628710 5 17,299 SH DEFINED 1 17,299 TASER INTL INC COM 87651B10 7,099 992,846 SH DEFINED 1,2,5,6 992,846 TATA MTRS LTD SPONSORED 87656850 959 125,248 SH DEFINED 1,2,5,6 125,248 TAUBMAN CTRS INC COM 87666410 71,192 1,423,837 SH DEFINED 1,2,3,5,6,10 1,423,837 TAYLOR CAP GROUP INC COM 87685110 148 12,323 SH DEFINED 1 12,323 TBS INTERNATIONAL LI COM CL A G8697515 2,174 161,534 SH DEFINED 1,2 161,534 TC PIPELINES LP UT COM LTD 87233Q10 489 15,805 SH DEFINED 1,2 15,805 TCF FINL CORP COM 87227510 53,937 2,996,499 SH DEFINED 1,2,5,10,12 2,996,499 TD AMERITRADE HLDG C COM 87236Y10 141,669 8,498,457 SH DEFINED 1,2,5,7,8,10,12,13 8,498,457 TDK CORP AMERN DEP 87235140 303 6,117 SH DEFINED 1 6,117 TEAM INC COM 87815510 10,302 285,222 SH DEFINED 1,2,6 285,222 TECH DATA CORP COM 87823710 29,970 1,004,034 SH DEFINED 1,2,5,10 1,004,034 TECH OPS SEVCON INC COM 87829310 53 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 54,689 758,310 SH DEFINED 1,2,5,6,10 758,310 TECHNITROL INC COM 87855510 12,088 817,317 SH DEFINED 1,2,5,6 817,317 TECHNOLOGY RESH CORP COM NEW 87872730 26 12,137 SH DEFINED 1 12,137 TECHTARGET INC COM 87874R10 1,033 147,603 SH DEFINED 1,2 147,603 TECHWELL INC COM 87874D10 3,905 414,149 SH DEFINED 1,2 414,149 TECK COMINCO LTD CL B 87874220 1,403 48,175 SH DEFINED 1,7 48,175 TECO ENERGY INC COM 87237510 108,265 6,882,739 SH DEFINED 1,2,5,6,10,12,13 6,882,739 TECUMSEH PRODS CO CL A 87889520 12,813 511,690 SH DEFINED 1,2,5 511,690 TEEKAY CORPORATION COM Y8564W10 13,358 506,367 SH DEFINED 1,2,5,10,12 506,367 TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 204 13,010 SH DEFINED 1,2 13,010 TEEKAY TANKERS LTD CL A Y8565N10 2,671 157,745 SH DEFINED 1 157,745 TEJON RANCH CO DEL COM 87908010 6,557 176,514 SH DEFINED 1,2,6 176,514 TEKELEC COM 87910110 22,383 1,599,922 SH DEFINED 1,2,5,7 1,599,922 TELE NORTE LESTE PAR SPON ADR P 87924610 13,205 756,302 SH DEFINED 1,2,7 756,302 TELECOM ARGENTINA S SPON ADR R 87927320 8,483 692,471 SH DEFINED 1,2,5 692,471 TELECOM ITALIA S P A SPON ADR O 87927Y10 221 14,835 SH DEFINED 1 14,835 TELECOMMUNICATION SY CL A 87929J10 3,516 508,870 SH DEFINED 1,2 508,870 TELEDYNE TECHNOLOGIE COM 87936010 38,752 677,963 SH DEFINED 1,2,5,6 677,963 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- TELEFLEX INC COM 87936910 42,689 672,372 SH DEFINED 1,2,5,7,10 672,372 TELEFONICA S A SPONSORED 87938220 5,334 74,613 SH DEFINED 1,2 74,613 TELEFONOS DE MEXICO SPON ADR O 87940378 19,501 757,334 SH DEFINED 1,2,7 757,334 TELEPHONE & DATA SYS COM 87943310 89,433 2,501,625 SH DEFINED 1,2,5,7,8,10,12,13 2,501,625 TELEPHONE & DATA SYS SPL COM 87943386 3,778 105,228 SH DEFINED 1,2,5,12 105,228 TELETECH HOLDINGS IN COM 87993910 8,465 680,468 SH DEFINED 1,2,6 680,468 TELIK INC COM 87959M10 36 54,557 SH DEFINED 1 54,557 TELKONET INC COM 87960410 15 45,859 SH DEFINED 1,5 45,859 TELLABS INC COM 87966410 51,506 12,686,327 SH DEFINED 1,2,5,6,7,10,12,13 12,686,327 TELMEX INTERNACIONAL SPONS ADR 87969010 2,898 222,955 SH DEFINED 1 222,955 TELULAR CORP COM NEW 87970T20 52 21,573 SH DEFINED 1 21,573 TEMPLE INLAND INC COM 87986810 28,813 1,888,112 SH DEFINED 1,2,5,10,12 1,888,112 TEMPUR PEDIC INTL IN COM 88023U10 56,007 4,762,463 SH DEFINED 1,2 4,762,463 TENARIS S A SPONSORED 88031M10 143,252 3,841,578 SH DEFINED 1,2,4,5,7 3,841,578 TENET HEALTHCARE COR COM 88033G10 85,080 15,329,746 SH DEFINED 1,2,5,6,7,10,13 15,329,746 TENNANT CO COM 88034510 9,106 265,798 SH DEFINED 1,2 265,798 TENNECO INC COM 88034910 11,776 1,107,803 SH DEFINED 1,2,5,6 1,107,803 TEPPCO PARTNERS L P UT LTD PAR 87238410 2,662 101,875 SH DEFINED 1,2 101,875 TERADATA CORP DEL COM 88076W10 119,605 6,133,582 SH DEFINED 1,2,5,6,7,8,10,12,13 6,133,582 TERADYNE INC COM 88077010 41,581 5,324,077 SH DEFINED 1,2,5,6,10,12,13 5,324,077 TERCICA INC COM 88078L10 2,692 301,084 SH DEFINED 1,2 301,084 TEREX CORP NEW COM 88077910 104,683 3,429,985 SH DEFINED 1,2,5,6,7,8,10,12,13 3,429,985 TERRA INDS INC COM 88091510 108,621 3,694,580 SH DEFINED 1,2,5,7,8,10,13 3,694,580 TERRA NITROGEN CO L COM UNIT 88100520 990 9,009 SH DEFINED 1,2 9,009 TERREMARK WORLDWIDE COM NEW 88144820 5,762 838,667 SH DEFINED 1,2,5 838,667 TERRESTAR CORP COM 88145110 806 805,702 SH DEFINED 1,2,6 805,702 TESORO CORP COM 88160910 94,746 5,745,642 SH DEFINED 1,2,5,6,7,8,10,12,13 5,745,642 TESSERA TECHNOLOGIES COM 88164L10 13,527 827,864 SH DEFINED 1,2,6 827,864 TETRA TECH INC NEW COM 88162G10 30,562 1,270,246 SH DEFINED 1,2,5,6 1,270,246 TETRA TECHNOLOGIES I COM 88162F10 13,144 948,990 SH DEFINED 1,2,5,6,10 948,990 TEVA PHARMACEUTICAL ADR 88162420 84,136 1,837,424 SH DEFINED 1,2,5,7 1,837,424 TEVA PHARMACEUTICAL NOTE 1.75 88165FAA 558 500,000 SH DEFINED 1 500,000 TEXAS CAPITAL BANCSH COM 88224Q10 8,420 405,572 SH DEFINED 1,2 405,572 TEXAS INDS INC COM 88249110 23,281 569,770 SH DEFINED 1,2,5,6 569,770 TEXAS INSTRS INC COM 88250810 931,722 43,335,914 SH DEFINED 1,2,5,6,7,8,10,12,13 43,335,914 TEXAS ROADHOUSE INC CL A 88268110 8,134 904,784 SH DEFINED 1,2,6 904,784 TEXTAINER GROUP HOLD SHS G8766E10 1,592 104,786 SH DEFINED 1,2 104,786 TEXTRON INC COM 88320310 226,709 7,742,801 SH DEFINED 1,2,5,6,7,8,10,12,13 7,742,801 TFS FINL CORP COM 87240R10 11,455 914,959 SH DEFINED 1,2,10 914,959 TGC INDS INC COM NEW 87241730 130 23,987 SH DEFINED 1,2,5 23,987 THERAGENICS CORP COM 88337510 337 107,999 SH DEFINED 1 107,999 THERAVANCE INC COM 88338T10 10,495 842,335 SH DEFINED 1,2,6 842,335 THERMADYNE HLDGS COR COM PAR $0 88343530 3,471 208,190 SH DEFINED 1,2 208,190 THERMO FISHER SCIENT COM 88355610 751,628 13,665,965 SH DEFINED 1,2,5,6,7,8,10,12,13 13,665,965 THERMOGENESIS CORP COM NEW 88362320 90 72,298 SH DEFINED 1,5 72,298 THESTREET COM COM 88368Q10 1,794 299,434 SH DEFINED 1 299,434 THINK PARTNERSHIP IN COM 88409N10 18 89,800 SH DEFINED 1,5 89,800 THINKORSWIM GROUP IN COM 88409C10 7,751 930,502 SH DEFINED 1,2,5,6 930,502 THOMAS & BETTS CORP COM 88431510 47,271 1,209,914 SH DEFINED 1,2,5,6,10 1,209,914 THOMAS PPTYS GROUP I COM 88445310 3,279 324,674 SH DEFINED 1 324,674 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- THOMAS WEISEL PARTNE COM 88448110 2,703 320,677 SH DEFINED 1,2 320,677 THOMPSON CREEK METAL COM 88476810 134 14,100 SH DEFINED 1 14,100 THOMSON SPONSORED 88511810 279 78,805 SH DEFINED 1 78,805 THOMSON REUTERS PLC SPONSORED 88514110 621 4,572 SH DEFINED 1,2 4,572 THOR INDS INC COM 88516010 15,028 605,477 SH DEFINED 1,2,5,6,10 605,477 THORATEC CORP COM NEW 88517530 22,952 874,371 SH DEFINED 1,2,5,6 874,371 THQ INC COM NEW 87244340 16,636 1,381,732 SH DEFINED 1,2,5,6 1,381,732 TIBCO SOFTWARE INC COM 88632Q10 25,653 3,504,569 SH DEFINED 1,2,5,6 3,504,569 TICKETMASTER COM 88633P30 5,913 551,031 SH DEFINED 1,2,5,7,10,12,13 551,031 TIDEWATER INC COM 88642310 81,017 1,463,454 SH DEFINED 1,2,5,7,10 1,463,454 TIER TECHNOLOGIES IN CL B 88650Q10 135 18,400 SH DEFINED 1 18,400 TIERONE CORP COM 88650R10 94 18,354 SH DEFINED 1 18,354 TIFFANY & CO NEW COM 88654710 157,870 4,444,543 SH DEFINED 1,2,5,6,7,8,10,12,13 4,444,543 TIM HORTONS INC COM 88706M10 57,026 1,924,616 SH DEFINED 1,2,5,7,8,10,12,13 1,924,616 TIM PARTICIPACOES S SPONS ADR 88706P10 488 23,404 SH DEFINED 1,4 23,404 TIMBERLAND BANCORP I COM 88709810 78 10,283 SH DEFINED 1 10,283 TIMBERLAND CO CL A 88710010 26,904 1,548,865 SH DEFINED 1,2,5 1,548,865 TIME WARNER CABLE IN CL A 88732J10 53,460 2,209,072 SH DEFINED 1,2,5,7,8,10,12,13 2,209,072 TIME WARNER INC COM 88731710 1,574,727 120,116,469 SH DEFINED 1,2,5,6,7,8,10,12,13 120,116,469 TIMKEN CO COM 88738910 48,142 1,698,126 SH DEFINED 1,2,5,7,10 1,698,126 TITAN INTL INC ILL COM 88830M10 15,651 734,090 SH DEFINED 1,2,6 734,090 TITAN MACHY INC COM 88830R10 2,797 134,400 SH DEFINED 1,2,6 134,400 TITAN PHARMACEUTICAL COM 88831410 6 28,203 SH DEFINED 1 28,203 TITANIUM METALS CORP COM NEW 88833920 52,737 4,650,530 SH DEFINED 1,2,5,6,10,13 4,650,530 TIVO INC COM 88870610 11,387 1,555,559 SH DEFINED 1,2,6 1,555,559 TJX COS INC NEW COM 87254010 518,993 17,005,010 SH DEFINED 1,2,5,6,7,8,10,12,13 17,005,010 TNS INC COM 87296010 8,805 454,570 SH DEFINED 1,2,6 454,570 TOLL BROTHERS INC COM 88947810 137,496 5,449,700 SH DEFINED 1,2,5,7,8,10,12,13 5,449,700 TOLLGRADE COMMUNICAT COM 88954210 210 50,109 SH DEFINED 1 50,109 TOMKINS PLC SPONSORED 89003020 482 43,535 SH DEFINED 1 43,535 TOMOTHERAPY INC COM 89008810 2,620 571,966 SH DEFINED 1,2,6 571,966 TOMPKINS FINANCIAL C COM 89011010 5,796 114,780 SH DEFINED 1,2,5 114,780 TOOTSIE ROLL INDS IN COM 89051610 18,065 624,878 SH DEFINED 1,2,5,6 624,878 TORCHMARK CORP COM 89102710 201,388 3,367,698 SH DEFINED 1,2,5,6,7,8,10,12,13 3,367,698 TOREADOR RES CORP COM 89105010 2,155 239,712 SH DEFINED 1 239,712 TORO CO COM 89109210 21,414 518,496 SH DEFINED 1,2,5,6,10 518,496 TORONTO DOMINION BK COM NEW 89116050 7,416 121,596 SH DEFINED 1,2,5,7,8,10,13 121,596 TOTAL S A SPONSORED 89151E10 6,178 101,809 SH DEFINED 1,2 101,809 TOTAL SYS SVCS INC COM 89190610 104,754 6,387,422 SH DEFINED 1,2,5,6,7,8,10,12,13 6,387,422 TOWER GROUP INC COM 89177710 8,391 356,154 SH DEFINED 1,2,6 356,154 TOWN SPORTS INTL HLD COM 89214A10 2,236 366,528 SH DEFINED 1,2,6 366,528 TOWNEBANK PORTSMOUTH COM 89214P10 7,046 320,283 SH DEFINED 1,2 320,283 TOYOTA MOTOR CORP SP ADR REP 89233130 5,857 68,260 SH DEFINED 1,2 68,260 TRACTOR SUPPLY CO COM 89235610 44,412 1,056,175 SH DEFINED 1,2,5,6 1,056,175 TRADESTATION GROUP I COM 89267P10 4,608 492,870 SH DEFINED 1,2,5,6 492,870 TRANS WORLD ENTMT CO COM 89336Q10 104 36,708 SH DEFINED 1 36,708 TRANS1 INC COM 89385X10 1,344 135,888 SH DEFINED 1,2 135,888 TRANSACT TECHNOLOGIE COM 89291810 91 11,469 SH DEFINED 1 11,469 TRANSALTA CORP COM 89346D10 297 10,795 SH DEFINED 1 10,795 TRANSATLANTIC HLDGS COM 89352110 21,797 401,042 SH DEFINED 1,2,5,7,10,12 401,042 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- TRANSCANADA CORP COM 89353D10 300 8,295 SH DEFINED 1,5 8,295 TRANSDIGM GROUP INC COM 89364110 17,761 518,885 SH DEFINED 1,2,6 518,885 TRANSMERIDIAN EXPL I COM 89376N10 25 83,128 SH DEFINED 1,2,5 83,128 TRANSMETA CORP DEL COM 89376R20 2,421 149,351 SH DEFINED 1,5 149,351 TRANSMONTAIGNE PARTN COM UNIT L 89376V10 271 12,900 SH DEFINED 1 12,900 TRANSOCEAN INC NEW SHS G9007310 1,169,124 10,643,882 SH DEFINED 1,2,5,6,7,8,10,12,13 10,643,882 TRANSOCEAN SEDCO FOR NOTE 1.50 893830AV 916 1,000,000 SH DEFINED 1 1,000,000 TRANSWITCH CORP COM 89406510 71 130,876 SH DEFINED 1,5 130,876 TRAVELCENTERS OF AME COM 89417410 63 22,033 SH DEFINED 1,2,5 22,033 TRAVELERS COMPANIES COM 89417E10 1,133,674 25,081,274 SH DEFINED 1,2,5,6,7,8,10,12,13 25,081,274 TRC COS INC COM 87262510 46 14,676 SH DEFINED 1 14,676 TREDEGAR CORP COM 89465010 11,170 627,859 SH DEFINED 1,2 627,859 TREE COM INC COM 89467510 358 74,314 SH DEFINED 1,2,5,7,8,10,13 74,314 TREEHOUSE FOODS INC COM 89469A10 17,345 584,005 SH DEFINED 1,2,5 584,005 TREX INC COM 89531P10 3,927 216,852 SH DEFINED 1 216,852 TRI CONTL CORP COM 89543610 2,791 191,005 SH DEFINED 1,5,12 191,005 TRI VY CORP COM 89573510 1,933 304,948 SH DEFINED 1,5 304,948 TRIAD GTY INC COM 89592510 32 20,539 SH DEFINED 1 20,539 TRICO BANCSHARES COM 89609510 4,617 214,450 SH DEFINED 1,2 214,450 TRICO MARINE SERVICE COM NEW 89610620 3,856 225,767 SH DEFINED 1,2 225,767 TRIDENT MICROSYSTEMS COM 89591910 2,370 987,358 SH DEFINED 1,2,5,6 987,358 TRIMAS CORP COM NEW 89621520 1,462 222,872 SH DEFINED 1,2 222,872 TRIMBLE NAVIGATION L COM 89623910 52,977 2,048,606 SH DEFINED 1,2,5,10 2,048,606 TRIMERIS INC COM 89626310 95 24,294 SH DEFINED 1,5 24,294 TRINITY INDS INC COM 89652210 52,253 2,030,838 SH DEFINED 1,2,5,7,10 2,030,838 TRIPLE-S MGMT CORP CL B 89674910 3,365 206,543 SH DEFINED 1,2 206,543 TRIQUINT SEMICONDUCT COM 89674K10 16,780 3,503,145 SH DEFINED 1,2,5,6,7 3,503,145 TRIUMPH GROUP INC NE COM 89681810 13,117 286,969 SH DEFINED 1,2,6 286,969 TRONOX INC CL A 89705110 6 33,200 SH DEFINED 1 33,200 TRUE RELIGION APPARE COM 89784N10 7,418 286,965 SH DEFINED 1,2,5,6 286,965 TRUEBLUE INC COM 89785X10 19,168 1,186,139 SH DEFINED 1,2,5,6 1,186,139 TRUMP ENTMT RESORTS COM 89816T10 39 32,093 SH DEFINED 1 32,093 TRUSTCO BK CORP N Y COM 89834910 17,130 1,462,815 SH DEFINED 1,2,5 1,462,815 TRUSTMARK CORP COM 89840210 32,245 1,554,722 SH DEFINED 1,2,5 1,554,722 TRW AUTOMOTIVE HLDGS COM 87264S10 12,563 789,614 SH DEFINED 1,2,5,7,10 789,614 TTM TECHNOLOGIES IN COM 87305R10 13,336 1,344,392 SH DEFINED 1,2,6 1,344,392 TUESDAY MORNING CORP COM NEW 89903550 2,099 508,303 SH DEFINED 1,2,5 508,303 TUPPERWARE BRANDS CO COM 89989610 48,460 1,753,892 SH DEFINED 1,2,5 1,753,892 TURBOCHEF TECHNOLOGI COM NEW 90000620 1,927 313,388 SH DEFINED 1,5,6 313,388 TW TELECOM INC COM 87311L10 25,963 2,498,815 SH DEFINED 1,2,5,6 2,498,815 TWEEN BRANDS INC COM 90116610 4,356 444,920 SH DEFINED 1,2,5 444,920 TWIN DISC INC COM 90147610 3,563 258,921 SH DEFINED 1,2 258,921 TXCO RES INC COM 87311M10 7,672 764,188 SH DEFINED 1,2,5,6 764,188 TYCO ELECTRONICS LTD COM NEW G9144P10 382,846 13,841,160 SH DEFINED 1,2,5,6,7,8,10,12,13 13,841,160 TYCO INTL LTD BERMUD SHS G9143X20 578,805 16,527,841 SH DEFINED 1,2,5,6,7,8,10,12,13 16,527,841 TYLER TECHNOLOGIES I COM 90225210 10,136 668,129 SH DEFINED 1,2,5,6 668,129 TYSON FOODS INC CL A 90249410 122,481 10,258,079 SH DEFINED 1,2,5,6,7,8,10,12,13 10,258,079 U M H PROPERTIES INC COM 90300210 143 20,583 SH DEFINED 1 20,583 U S AIRWAYS GROUP IN COM 90341W10 11,897 1,973,039 SH DEFINED 1,2,6 1,973,039 U S CONCRETE INC COM 90333L10 2,844 636,266 SH DEFINED 1,5 636,266 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- U S G CORP COM NEW 90329340 19,967 779,956 SH DEFINED 1,2,5,10 779,956 U S GEOTHERMAL INC COM 90338S10 1,458 818,979 SH DEFINED 1 818,979 U S GLOBAL INVS INC CL A 90295210 1,549 154,085 SH DEFINED 1 154,085 U S PHYSICAL THERAPY COM 90337L10 2,617 150,747 SH DEFINED 1,5 150,747 U S SHIPPING PARTNER COM UNIT 90341710 28 19,485 SH DEFINED 1 19,485 U STORE IT TR COM 91274F10 19,026 1,550,646 SH DEFINED 1,2,3 1,550,646 UAL CORP COM NEW 90254980 26,874 3,057,340 SH DEFINED 1,2,6 3,057,340 UBS AG SHS NEW H8923133 48,039 2,738,802 SH DEFINED 1 2,738,802 UCBH HOLDINGS INC COM 90262T30 23,602 3,682,126 SH DEFINED 1,2,5 3,682,126 UDR INC COM 90265310 110,147 4,212,111 SH DEFINED 1,2,3,5,7,8,10,12,13 4,212,111 UGI CORP NEW COM 90268110 33,977 1,317,974 SH DEFINED 1,2,5,10 1,317,974 UIL HLDG CORP COM 90274810 16,793 489,158 SH DEFINED 1,2,5 489,158 ULTA SALON COSMETCS COM 90384S30 3,870 291,445 SH DEFINED 1,2,6 291,445 ULTIMATE SOFTWARE GR COM 90385D10 11,693 433,064 SH DEFINED 1,2,6 433,064 ULTRA CLEAN HLDGS IN COM 90385V10 1,394 276,522 SH DEFINED 1,5 276,522 ULTRA PETROLEUM CORP COM 90391410 56,605 1,022,857 SH DEFINED 1,2,5,7,8,10,12,13 1,022,857 ULTRALIFE CORP COM 90389910 1,245 160,709 SH DEFINED 1 160,709 ULTRAPETROL BAHAMAS COM P9439810 2,206 281,005 SH DEFINED 1,2 281,005 ULTRATECH INC COM 90403410 4,731 391,027 SH DEFINED 1,2 391,027 ULURU INC COM 90403T10 24 24,385 SH DEFINED 1 24,385 UMB FINL CORP COM 90278810 64,550 1,229,061 SH DEFINED 1,2,5 1,229,061 UMPQUA HLDGS CORP COM 90421410 35,888 2,439,714 SH DEFINED 1,2,5 2,439,714 UNDER ARMOUR INC CL A 90431110 26,994 849,929 SH DEFINED 1,2,6 849,929 UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 71,852 711,969 SH DEFINED 1,2,4,5,7 711,969 UNICA CORP COM 90458310 1,148 146,373 SH DEFINED 1 146,373 UNIFI INC COM 90467710 4,147 856,764 SH DEFINED 1,2,5 856,764 UNIFIRST CORP MASS COM 90470810 16,538 383,791 SH DEFINED 1,2,5 383,791 UNILEVER N V N Y SHS NE 90478470 1,663 59,048 SH DEFINED 1 59,048 UNILEVER PLC SPON ADR N 90476770 72,905 2,679,343 SH DEFINED 1,5 2,679,343 UNION BANKSHARES COR COM 90539910 5,274 219,741 SH DEFINED 1,2 219,741 UNION DRILLING INC COM 90653P10 3,449 325,640 SH DEFINED 1,2 325,640 UNION PAC CORP COM 90781810 1,140,363 16,025,336 SH DEFINED 1,2,5,6,7,8,10,12,13 16,025,336 UNIONBANCAL CORP COM 90890610 43,077 587,762 SH DEFINED 1,2,5,7,8,10,13 587,762 UNISOURCE ENERGY COR COM 90920510 20,610 706,069 SH DEFINED 1,2,5 706,069 UNISYS CORP COM 90921410 32,333 11,757,529 SH DEFINED 1,2,5,6,7,10,12,13 11,757,529 UNIT CORP COM 90921810 43,909 881,348 SH DEFINED 1,2,5,6,7,10 881,348 UNITED AMER INDEMNIT CL A 90933T10 4,793 333,509 SH DEFINED 1,2 333,509 UNITED BANKSHARES IN COM 90990710 52,628 1,503,654 SH DEFINED 1,2,5 1,503,654 UNITED CAPITAL CORP COM 90991210 395 14,927 SH DEFINED 1 14,927 UNITED CMNTY BKS BLA CAP STK 90984P10 10,792 813,843 SH DEFINED 1,2 813,843 UNITED CMNTY FINL CO COM 90983910 3,582 716,450 SH DEFINED 1,2,5 716,450 UNITED FINANCIAL BAN COM 91030T10 2,977 200,494 SH DEFINED 1 200,494 UNITED FIRE & CAS CO COM 91033110 11,496 402,102 SH DEFINED 1,2 402,102 UNITED MICROELECTRON SPON ADR N 91087340 1,474 755,713 SH DEFINED 1,6 755,713 UNITED NAT FOODS INC COM 91116310 20,982 839,622 SH DEFINED 1,2,6 839,622 UNITED ONLINE INC COM 91126810 22,570 2,398,556 SH DEFINED 1,2,5 2,398,556 UNITED PANAM FINANCI COM 91130110 43 11,775 SH DEFINED 1 11,775 UNITED PARCEL SERVIC CL B 91131210 1,757,043 27,938,356 SH DEFINED 1,2,5,6,7,8,10,12,13 27,938,356 UNITED RENTALS INC COM 91136310 48,128 3,158,015 SH DEFINED 1,2,5,10 3,158,015 UNITED SECURITY BANC COM 91146010 1,794 109,684 SH DEFINED 1 109,684 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- UNITED STATES CELLUL COM 91168410 7,783 165,873 SH DEFINED 1,2,5,10 165,873 UNITED STATES LIME & COM 91192210 1,000 25,966 SH DEFINED 1,2 25,966 UNITED STATES STL CO COM 91290910 359,854 4,636,690 SH DEFINED 1,2,5,6,7,8,10,12,13 4,636,690 UNITED STATIONERS IN COM 91300410 26,547 555,031 SH DEFINED 1,2,5 555,031 UNITED TECHNOLOGIES COM 91301710 6,258,569 104,205,273 SH DEFINED 1,2,5,6,7,8,10,12,13 104,205,273 UNITED THERAPEUTICS COM 91307C10 95,031 903,597 SH DEFINED 1,2,5,6,7 903,597 UNITEDHEALTH GROUP I COM 91324P10 1,040,383 40,976,076 SH DEFINED 1,2,5,6,7,8,10,12,13 40,976,076 UNITRIN INC COM 91327510 20,799 833,948 SH DEFINED 1,2,5,10,12 833,948 UNIVERSAL AMERICAN C COM 91337710 8,671 711,322 SH DEFINED 1,2 711,322 UNIVERSAL CORP VA COM 91345610 28,504 580,656 SH DEFINED 1,2,5 580,656 UNIVERSAL DISPLAY CO COM 91347P10 4,864 443,770 SH DEFINED 1,2,6 443,770 UNIVERSAL ELECTRS IN COM 91348310 5,659 226,526 SH DEFINED 1,2,5,6 226,526 UNIVERSAL FST PRODS COM 91354310 10,550 302,208 SH DEFINED 1,2 302,208 UNIVERSAL HEALTH RLT SH BEN INT 91359E10 13,558 348,536 SH DEFINED 1,2,3 348,536 UNIVERSAL HLTH SVCS CL B 91390310 60,386 1,077,737 SH DEFINED 1,2,5,10,12 1,077,737 UNIVERSAL STAINLESS COM 91383710 2,474 96,811 SH DEFINED 1,2,5 96,811 UNIVERSAL TECHNICAL COM 91391510 6,156 360,872 SH DEFINED 1,2,6 360,872 UNIVERSAL TRUCKLOAD COM 91388P10 2,510 103,038 SH DEFINED 1,6 103,038 UNIVEST CORP PA COM 91527110 7,274 196,598 SH DEFINED 1,2 196,598 UNUM GROUP COM 91529Y10 350,398 13,960,087 SH DEFINED 1,2,5,6,7,8,10,12,13 13,960,087 UQM TECHNOLOGIES INC COM 90321310 44 15,719 SH DEFINED 1 15,719 URANIUM RES INC COM PAR $0 91690150 1,257 744,033 SH DEFINED 1,6 744,033 URBAN OUTFITTERS INC COM 91704710 96,021 3,012,895 SH DEFINED 1,2,5,7,8,10,12,13 3,012,895 UROLOGIX INC COM 91727310 18 14,851 SH DEFINED 1 14,851 URS CORP NEW COM 90323610 59,374 1,619,143 SH DEFINED 1,2,5,10 1,619,143 URSTADT BIDDLE PPTYS CL A 91728620 7,150 381,312 SH DEFINED 1,2,3 381,312 US BANCORP DEL COM NEW 90297330 2,430,273 67,470,099 SH DEFINED 1,2,5,6,7,8,10,12,13 67,470,099 US GOLD CORPORATION COM PAR $0 91202320 52 39,421 SH DEFINED 1 39,421 USA MOBILITY INC COM 90341G10 4,933 448,463 SH DEFINED 1,2,5 448,463 USANA HEALTH SCIENCE COM 90328M10 6,047 147,520 SH DEFINED 1,2,6 147,520 USEC INC COM 90333E10 10,387 1,919,962 SH DEFINED 1,2,5 1,919,962 UST INC COM 90291110 305,207 4,586,822 SH DEFINED 1,2,5,6,7,8,10,12,13 4,586,822 UTI WORLDWIDE INC ORD G8721010 12,950 760,881 SH DEFINED 1,2,5,6,7,10 760,881 UTSTARCOM INC COM 91807610 6,703 1,988,886 SH DEFINED 1,2,5 1,988,886 V F CORP COM 91820410 222,327 2,875,782 SH DEFINED 1,2,5,6,7,8,10,12,13 2,875,782 VAALCO ENERGY INC COM NEW 91851C20 9,810 1,434,181 SH DEFINED 1,2 1,434,181 VAIL RESORTS INC COM 91879Q10 18,200 520,731 SH DEFINED 1,2,6 520,731 VALASSIS COMMUNICATI COM 91886610 11,578 1,337,005 SH DEFINED 1,2,5 1,337,005 VALEANT PHARMACEUTIC COM 91911X10 45,721 2,233,583 SH DEFINED 1,2,5 2,233,583 VALENCE TECHNOLOGY I COM 91891410 2,275 659,533 SH DEFINED 1,2 659,533 VALERO ENERGY CORP N COM 91913Y10 589,422 19,452,883 SH DEFINED 1,2,5,6,7,8,10,12,13 19,452,883 VALHI INC NEW COM 91890510 1,465 81,404 SH DEFINED 1,2,10 81,404 VALIDUS HOLDINGS LTD COM SHS G9319H10 20,093 864,206 SH DEFINED 1,2 864,206 VALLEY NATL BANCORP COM 91979410 47,083 2,246,311 SH DEFINED 1,2,5,10,12 2,246,311 VALMONT INDS INC COM 92025310 16,819 203,397 SH DEFINED 1,2,5,6,10 203,397 VALSPAR CORP COM 92035510 40,778 1,829,450 SH DEFINED 1,2,5,10 1,829,450 VALUE LINE INC COM 92043710 557 16,629 SH DEFINED 1 16,629 VALUECLICK INC COM 92046N10 25,704 2,512,585 SH DEFINED 1,2,5,6,8 2,512,585 VALUEVISION MEDIA IN CL A 92047K10 113 61,002 SH DEFINED 1 61,002 VANDA PHARMACEUTICAL COM 92165910 15 15,627 SH DEFINED 1,2 15,627 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- VANGUARD BD INDEX FD TOTAL BND 92193783 65,389 864,700 SH DEFINED 2 864,700 VANGUARD INDEX FDS REIT ETF 92290855 4,140 68,100 SH DEFINED 2 68,100 VANGUARD INTL EQUITY EMR MKT ET 92204285 25,153 725,700 SH DEFINED 2 725,700 VARIAN INC COM 92220610 35,779 834,017 SH DEFINED 1,2,5,6 834,017 VARIAN MED SYS INC COM 92220P10 230,838 4,040,572 SH DEFINED 1,2,5,6,7,8,10,12,13 4,040,572 VARIAN SEMICONDUCTOR COM 92220710 21,235 845,360 SH DEFINED 1,2,5,6,10 845,360 VASCO DATA SEC INTL COM 92230Y10 4,448 429,379 SH DEFINED 1,2,5,6 429,379 VCA ANTECH INC COM 91819410 43,296 1,469,172 SH DEFINED 1,2,5,6,10 1,469,172 VECTOR GROUP LTD COM 92240M10 8,011 453,608 SH DEFINED 1,2,5 453,608 VECTREN CORP COM 92240G10 48,049 1,725,285 SH DEFINED 1,2,5,7,10 1,725,285 VEECO INSTRS INC DEL COM 92241710 7,880 532,072 SH DEFINED 1,2,5,6 532,072 VENOCO INC COM 92275P30 4,592 353,259 SH DEFINED 1,2,6 353,259 VENTAS INC COM 92276F10 186,688 3,777,583 SH DEFINED 1,2,3,5,7,8,10,12,13 3,777,583 VEOLIA ENVIRONNEMENT SPONSORED 92334N10 257 6,216 SH DEFINED 1 6,216 VERASUN ENERGY CORP COM 92336G10 4,827 1,542,287 SH DEFINED 1,2,6 1,542,287 VERENIUM CORPORATION COM 92340P10 47 49,553 SH DEFINED 1,6 49,553 VERIFONE HLDGS INC COM 92342Y10 25,358 1,533,146 SH DEFINED 1,2,6,8 1,533,146 VERIGY LTD SHS Y9369110 1,908 117,189 SH DEFINED 1,2,5,6 117,189 VERISIGN INC COM 92343E10 168,375 6,456,082 SH DEFINED 1,2,5,6,7,8,10,12,13 6,456,082 VERIZON COMMUNICATIO COM 92343V10 3,269,813 101,895,081 SH DEFINED 1,2,5,6,7,8,10,12,13 101,895,081 VERSO PAPER CORP COM 92531L10 394 149,179 SH DEFINED 1,2 149,179 VERTEX PHARMACEUTICA COM 92532F10 134,290 4,040,010 SH DEFINED 1,2,5,7,8,10,12,13 4,040,010 VIACOM INC NEW CL A 92553P10 336 13,517 SH DEFINED 1,2,5 13,517 VIACOM INC NEW CL B 92553P20 476,781 19,194,094 SH DEFINED 1,2,5,6,7,8,10,12,13 19,194,094 VIAD CORP COM NEW 92552R40 16,492 572,838 SH DEFINED 1,2,5 572,838 VIASAT INC COM 92552V10 12,235 518,884 SH DEFINED 1,2,5,6 518,884 VICAL INC COM 92560210 44 20,410 SH DEFINED 1 20,410 VICOR CORP COM 92581510 3,055 343,979 SH DEFINED 1,2 343,979 VIEWPOINT FINL GROUP COM 92672710 2,510 143,449 SH DEFINED 1,2,6 143,449 VIGNETTE CORP COM NEW 92673440 6,995 651,287 SH DEFINED 1,2,5,6 651,287 VILLAGE SUPER MKT IN CL A NEW 92710740 2,695 56,537 SH DEFINED 1,2 56,537 VINA CONCHA Y TORO S SPONSORED 92719110 394 11,206 SH DEFINED 1,2 11,206 VIRAGE LOGIC CORP COM 92763R10 71 11,999 SH DEFINED 1 11,999 VIRCO MFG CO COM 92765110 44 12,730 SH DEFINED 1 12,730 VIRGIN MEDIA INC COM 92769L10 65,460 8,286,044 SH DEFINED 1,2,5,7,8,10,12,13 8,286,044 VIRGIN MOBILE USA IN CL A 92769R10 932 316,902 SH DEFINED 1 316,902 VIRGINIA COMM BANCOR COM 92778Q10 117 18,654 SH DEFINED 1,6 18,654 VIROPHARMA INC COM 92824110 29,942 2,282,174 SH DEFINED 1,2,5,6 2,282,174 VIRTUAL RADIOLOGIC C COM 92826B10 683 83,731 SH DEFINED 1,2 83,731 VIRTUSA CORP COM 92827P10 663 101,815 SH DEFINED 1 101,815 VISA INC COM CL A 92826C83 331,701 5,403,176 SH DEFINED 1,2,5,7,8,10,12,13 5,403,176 VISHAY INTERTECHNOLO COM 92829810 41,517 6,271,472 SH DEFINED 1,2,5,7,10 6,271,472 VISION-SCIENCES INC COM 92791210 498 124,884 SH DEFINED 1 124,884 VISTA GOLD CORP COM NEW 92792630 37 16,100 SH DEFINED 1 16,100 VISTAPRINT LIMITED SHS G9376220 22,606 688,359 SH DEFINED 1,2,5,6,8 688,359 VISTEON CORP COM 92839U10 9,818 4,232,047 SH DEFINED 1,2,5,6 4,232,047 VITAL IMAGES INC COM 92846N10 3,776 251,735 SH DEFINED 1,5,6 251,735 VITAL SIGNS INC COM 92846910 11,418 154,501 SH DEFINED 1,2,6 154,501 VIVO PARTICIPACOES S SPON ADR P 92855S10 319 77,164 SH DEFINED 1,2 77,164 VIVUS INC COM 92855110 14,149 1,781,950 SH DEFINED 1,2,5 1,781,950 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- VMWARE INC CL A COM 92856340 12,547 470,965 SH DEFINED 1,2,5,7,8,10,12,13 470,965 VNUS MED TECHNOLOGIE COM 92856610 3,838 183,392 SH DEFINED 1 183,392 VOCUS INC COM 92858J10 8,152 240,046 SH DEFINED 1,2,6 240,046 VODAFONE GROUP PLC N SPONS ADR 92857W20 120,606 5,457,271 SH DEFINED 1,2,5 5,457,271 VOLCANO CORPORATION COM 92864510 12,180 704,449 SH DEFINED 1,2,6 704,449 VOLCOM INC COM 92864N10 5,185 300,041 SH DEFINED 1,2,6 300,041 VOLT INFORMATION SCI COM 92870310 3,269 364,051 SH DEFINED 1,2,5 364,051 VOLTERRA SEMICONDUCT COM 92870810 4,979 391,160 SH DEFINED 1 391,160 VONAGE HLDGS CORP COM 92886T20 858 849,272 SH DEFINED 1,2,6 849,272 VORNADO RLTY TR DBCV 2.85 929042AC 805 1,000,000 SH DEFINED 1 1,000,000 VORNADO RLTY TR SH BEN INT 92904210 646,749 7,111,036 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,111,036 VOTORANTIM CELULOSE SPONSORED 92906P10 496 32,205 SH DEFINED 1,2,7 32,205 VSE CORP COM 91828410 1,464 43,411 SH DEFINED 1 43,411 VULCAN MATLS CO COM 92916010 276,582 3,712,514 SH DEFINED 1,2,5,6,7,8,10,12,13 3,712,514 W & T OFFSHORE INC COM 92922P10 30,866 1,131,044 SH DEFINED 1,2,5,7,8,10,13 1,131,044 W HLDG CO INC COM 92925110 926 1,713,974 SH DEFINED 1,2,5 1,713,974 W P CAREY & CO LLC COM 92930Y10 674 25,812 SH DEFINED 1,2 25,812 WABASH NATL CORP COM 92956610 6,678 706,643 SH DEFINED 1,2 706,643 WABCO HLDGS INC COM 92927K10 27,453 772,442 SH DEFINED 1,2,5,10,12 772,442 WABTEC CORP COM 92974010 72,025 1,405,910 SH DEFINED 1,2,6 1,405,910 WACHOVIA CORP NEW COM 92990310 274,638 78,467,917 SH DEFINED 1,2,5,6,7,8,10,12,13 78,467,917 WADDELL & REED FINL CL A 93005910 38,152 1,541,514 SH DEFINED 1,2,5,10 1,541,514 WAL MART STORES INC COM 93114210 5,161,543 86,183,712 SH DEFINED 1,2,5,6,7,8,10,12,13 86,183,712 WALGREEN CO COM 93142210 981,492 31,701,929 SH DEFINED 1,2,5,6,7,8,10,12,13 31,701,929 WALTER INDS INC COM 93317Q10 31,268 658,973 SH DEFINED 1,2,5,7,8,10 658,973 WARNACO GROUP INC COM NEW 93439040 59,134 1,305,669 SH DEFINED 1,2,5,6 1,305,669 WARNER CHILCOTT LIMI COM CL A G9435N10 16,741 1,107,211 SH DEFINED 1,2,5,7,8,10 1,107,211 WARNER MUSIC GROUP C COM 93455010 8,394 1,104,475 SH DEFINED 1,2,6,10 1,104,475 WARREN RES INC COM 93564A10 9,073 909,114 SH DEFINED 1,2,6 909,114 WASHINGTON FED INC COM 93882410 34,338 1,861,154 SH DEFINED 1,2,5,10 1,861,154 WASHINGTON MUT INC COM 93932210 1,915 23,358,161 SH DEFINED 1,2,5,6,7,8,13 23,358,161 WASHINGTON POST CO CL B 93964010 95,850 172,157 SH DEFINED 1,2,5,6,7,8,10,12,13 172,157 WASHINGTON REAL ESTA SH BEN INT 93965310 52,703 1,438,782 SH DEFINED 1,2,3,5 1,438,782 WASHINGTON TR BANCOR COM 94061010 5,084 191,141 SH DEFINED 1,2 191,141 WASTE CONNECTIONS IN COM 94105310 48,338 1,409,265 SH DEFINED 1,2,5,6 1,409,265 WASTE MGMT INC DEL COM 94106L10 658,769 20,919,927 SH DEFINED 1,2,5,6,7,8,10,12,13 20,919,927 WASTE SERVICES INC D COM NEW 94107520 3,772 509,023 SH DEFINED 1,2 509,023 WATERS CORP COM 94184810 214,399 3,685,097 SH DEFINED 1,2,5,6,7,8,10,12,13 3,685,097 WATERSTONE FINANCIAL COM 94188810 1,182 120,937 SH DEFINED 1,2,6 120,937 WATSCO INC COM 94262220 21,425 426,110 SH DEFINED 1,2 426,110 WATSON PHARMACEUTICA COM 94268310 96,949 3,401,728 SH DEFINED 1,2,5,6,7,10,12,13 3,401,728 WATSON WYATT WORLDWI CL A 94271210 75,354 1,515,263 SH DEFINED 1,2,5,6,7 1,515,263 WATTS WATER TECHNOLO CL A 94274910 16,153 590,611 SH DEFINED 1,2 590,611 WAUSAU PAPER CORP COM 94331510 9,186 906,774 SH DEFINED 1,2 906,774 WAVE SYSTEMS CORP COM NEW 94352630 5 12,338 SH DEFINED 1 12,338 WCA WASTE CORP COM 92926K10 59 12,600 SH DEFINED 1 12,600 WD-40 CO COM 92923610 10,585 294,608 SH DEFINED 1,2 294,608 WEATHERFORD INTERNAT COM G9508910 590,617 23,493,133 SH DEFINED 1,2,5,6,7,8,10,12,13 23,493,133 WEBMD HEALTH CORP CL A 94770V10 1,725 58,006 SH DEFINED 1,2,6,10 58,006 WEBSENSE INC COM 94768410 18,089 809,369 SH DEFINED 1,2,5,6 809,369 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- WEBSITE PROS INC COM 94769V10 1,882 348,486 SH DEFINED 1 348,486 WEBSTER FINL CORP CO COM 94789010 36,269 1,436,414 SH DEFINED 1,2,5,10 1,436,414 WEIGHT WATCHERS INTL COM 94862610 16,113 440,238 SH DEFINED 1,2,5,10,12 440,238 WEINGARTEN RLTY INVS SH BEN INT 94874110 83,117 2,330,178 SH DEFINED 1,2,3,5,10 2,330,178 WEIS MKTS INC COM 94884910 6,575 182,594 SH DEFINED 1,2,5 182,594 WELLCARE HEALTH PLAN COM 94946T10 26,257 729,353 SH DEFINED 1,2,5,7,10 729,353 WELLPOINT INC COM 94973V10 858,253 18,350,495 SH DEFINED 1,2,5,6,7,8,10,12,13 18,350,495 WELLS FARGO & CO NEW COM 94974610 4,868,794 129,730,710 SH DEFINED 1,2,5,6,7,8,10,12,13 129,730,710 WENDYS INTL INC COM 95058710 58,518 10,035,258 SH DEFINED 1,2,5,6,10,12 10,035,258 WERNER ENTERPRISES I COM 95075510 36,353 1,674,497 SH DEFINED 1,2,5 1,674,497 WESBANCO INC COM 95081010 14,586 547,934 SH DEFINED 1,2 547,934 WESCO FINL CORP COM 95081710 6,516 18,252 SH DEFINED 1,2,5,10,12 18,252 WESCO INTL INC COM 95082P10 28,620 889,363 SH DEFINED 1,2,5,6,10 889,363 WEST BANCORPORATION CAP STK 95123P10 3,189 244,750 SH DEFINED 1,2 244,750 WEST COAST BANCORP O COM 95214510 4,410 300,819 SH DEFINED 1,2 300,819 WEST MARINE INC COM 95423510 83 13,957 SH DEFINED 1 13,957 WEST PHARMACEUTICAL COM 95530610 30,890 632,742 SH DEFINED 1,2,5 632,742 WESTAMERICA BANCORPO COM 95709010 50,609 879,705 SH DEFINED 1,2,5 879,705 WESTAR ENERGY INC COM 95709T10 61,121 2,652,803 SH DEFINED 1,2,5 2,652,803 WESTELL TECHNOLOGIES CL A 95754110 36 51,012 SH DEFINED 1,5 51,012 WESTERN ALLIANCE BAN COM 95763810 4,340 280,745 SH DEFINED 1,2 280,745 WESTERN DIGITAL CORP COM 95810210 131,788 6,181,444 SH DEFINED 1,2,5,7,8,10,12,13 6,181,444 WESTERN GAS PARTNERS COM UNIT L 95825410 170 12,908 SH DEFINED 1,2 12,908 WESTERN REFNG INC COM 95931910 5,200 514,347 SH DEFINED 1,2,5 514,347 WESTERN UN CO COM 95980210 639,167 25,908,684 SH DEFINED 1,2,5,6,7,8,10,12,13 25,908,684 WESTFIELD FINANCIAL COM 96008P10 4,630 449,508 SH DEFINED 1 449,508 WESTLAKE CHEM CORP COM 96041310 6,518 309,949 SH DEFINED 1,2 309,949 WESTMORELAND COAL CO COM 96087810 2,851 180,421 SH DEFINED 1,2,5 180,421 WESTPAC BKG CORP SPONSORED 96121430 2,688 29,068 SH DEFINED 1 29,068 WESTWOOD HLDGS GROUP COM 96176510 5,543 116,951 SH DEFINED 1,2 116,951 WESTWOOD ONE INC COM 96181510 705 1,282,050 SH DEFINED 1,2,5 1,282,050 WET SEAL INC CL A 96184010 5,740 1,581,358 SH DEFINED 1,2 1,581,358 WEYCO GROUP INC COM 96214910 3,785 113,082 SH DEFINED 1,2 113,082 WEYERHAEUSER CO COM 96216610 432,400 7,137,675 SH DEFINED 1,2,5,6,7,8,10,12,13 7,137,675 WGL HLDGS INC COM 92924F10 81,271 2,504,508 SH DEFINED 1,2,5 2,504,508 WHIRLPOOL CORP COM 96332010 204,025 2,573,151 SH DEFINED 1,2,5,6,7,8,10,12,13 2,573,151 WHITE ELECTR DESIGNS COM 96380110 145 29,060 SH DEFINED 1,5 29,060 WHITE MTNS INS GROUP COM G9618E10 49,620 105,630 SH DEFINED 1,2,5,7,8,10,12,13 105,630 WHITING PETE CORP NE COM 96638710 42,801 600,629 SH DEFINED 1,2,5,7,10 600,629 WHITNEY HLDG CORP COM 96661210 35,219 1,452,350 SH DEFINED 1,2,5,10 1,452,350 WHOLE FOODS MKT INC COM 96683710 101,312 5,057,993 SH DEFINED 1,2,5,6,7,8,10,12,13 5,057,993 WILEY JOHN & SONS IN CL A 96822320 35,169 869,442 SH DEFINED 1,2,5,6,10 869,442 WILLBROS GROUP INC COM 96919910 18,231 687,950 SH DEFINED 1,2,5,6 687,950 WILLIAMS CLAYTON ENE COM 96949010 9,845 139,590 SH DEFINED 1,2,6 139,590 WILLIAMS COS INC DEL COM 96945710 553,457 23,402,006 SH DEFINED 1,2,5,6,7,8,10,12,13 23,402,006 WILLIAMS PARTNERS L COM UNIT L 96950F10 1,242 48,037 SH DEFINED 1,2 48,037 WILLIAMS PIPELINE PA COM UNIT L 96950K10 181 12,939 SH DEFINED 1,2 12,939 WILLIAMS SONOMA INC COM 96990410 34,669 2,142,721 SH DEFINED 1,2,5,7,8,10,12,13 2,142,721 WILLIS GROUP HOLDING SHS G9665510 22,439 695,566 SH DEFINED 1,2,5,7,8,10,12,13 695,566 WILLIS LEASE FINANCE COM 97064610 114 10,246 SH DEFINED 1 10,246 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- WILLOW FINANCIAL BAN COM 97111W10 184 19,029 SH DEFINED 1 19,029 WILMINGTON TRUST COR COM 97180710 63,633 2,207,169 SH DEFINED 1,2,5,10 2,207,169 WILSHIRE BANCORP INC COM 97186T10 5,109 419,794 SH DEFINED 1,2 419,794 WILSHIRE ENTERPRISES COM 97188910 53 17,686 SH DEFINED 1 17,686 WIMM BILL DANN FOODS SPONSORED 97263M10 2,214 31,190 SH DEFINED 1,2,5,7 31,190 WIND RIVER SYSTEMS I COM 97314910 17,882 1,788,237 SH DEFINED 1,2,5,6 1,788,237 WINDSTREAM CORP COM 97381W10 150,774 13,781,904 SH DEFINED 1,2,5,6,7,8,10,12,13 13,781,904 WINN DIXIE STORES IN COM NEW 97428030 13,615 979,502 SH DEFINED 1,2,6 979,502 WINNEBAGO INDS INC COM 97463710 7,211 558,129 SH DEFINED 1,2 558,129 WINTHROP RLTY TR SH BEN INT 97639110 3,364 862,584 SH DEFINED 1,3,5 862,584 WINTRUST FINANCIAL C COM 97650W10 23,979 817,010 SH DEFINED 1,2 817,010 WIPRO LTD SPON ADR 1 97651M10 2,521 259,407 SH DEFINED 1,2,5,6 259,407 WIRELESS TELECOM GRO COM 97652410 10 10,100 SH DEFINED 1 10,100 WISCONSIN ENERGY COR COM 97665710 102,858 2,290,832 SH DEFINED 1,2,5,7,8,10,12,13 2,290,832 WMS INDS INC COM 92929710 28,552 933,989 SH DEFINED 1,2,6 933,989 WOLVERINE WORLD WIDE COM 97809710 30,180 1,140,576 SH DEFINED 1,2,5 1,140,576 WONDER AUTO TECHNOLO COM 97816610 819 127,706 SH DEFINED 1 127,706 WOODWARD GOVERNOR CO COM 98074510 43,476 1,232,652 SH DEFINED 1,2,5 1,232,652 WORLD ACCEP CORP DEL COM 98141910 13,420 372,786 SH DEFINED 1,2,6 372,786 WORLD FUEL SVCS CORP COM 98147510 12,588 546,601 SH DEFINED 1,2,6 546,601 WORLD WRESTLING ENTM CL A 98156Q10 5,388 348,525 SH DEFINED 1,2 348,525 WORTHINGTON INDS INC COM 98181110 39,114 2,618,048 SH DEFINED 1,2,5,7 2,618,048 WPP GROUP PLC SPON ADR 0 92930940 724 17,807 SH DEFINED 1 17,807 WRIGHT EXPRESS CORP COM 98233Q10 19,978 669,273 SH DEFINED 1,2,6 669,273 WRIGHT MED GROUP INC COM 98235T10 17,544 576,350 SH DEFINED 1,2,6 576,350 WRIGLEY WM JR CO COM 98252610 542,312 6,830,121 SH DEFINED 1,2,5,6,7,8,10,12,13 6,830,121 WSFS FINL CORP COM 92932810 7,745 129,077 SH DEFINED 1,2,5 129,077 WYETH COM 98302410 1,637,773 44,336,033 SH DEFINED 1,2,5,6,7,8,10,12,13 44,336,033 WYNDHAM WORLDWIDE CO COM 98310W10 94,181 5,994,971 SH DEFINED 1,2,5,6,7,8,10,12,13 5,994,971 WYNN RESORTS LTD COM 98313410 62,898 770,434 SH DEFINED 1,2,5,7,8,10,12,13 770,434 XCEL ENERGY INC COM 98389B10 329,720 16,494,266 SH DEFINED 1,2,5,6,7,8,10,12,13 16,494,266 XENOPORT INC COM 98411C10 19,123 394,376 SH DEFINED 1,2,5,6 394,376 XERIUM TECHNOLOGIES COM 98416J10 2,510 389,754 SH DEFINED 1,2 389,754 XEROX CORP COM 98412110 708,209 61,423,195 SH DEFINED 1,2,5,6,7,8,10,12,13 61,423,195 XILINX INC COM 98391910 206,540 8,807,670 SH DEFINED 1,2,5,6,7,8,10,12,13 8,807,670 XL CAP LTD CL A G9825510 191,345 10,665,820 SH DEFINED 1,2,5,6,7,8,10,12,13 10,665,820 XOMA LTD ORD G9825R10 3,722 1,772,605 SH DEFINED 1,5,6 1,772,605 X-RITE INC COM 98385710 152 43,260 SH DEFINED 1 43,260 XTO ENERGY INC COM 98385X10 944,304 20,298,875 SH DEFINED 1,2,5,6,7,8,10,12,13 20,298,875 YADKIN VALLEY FINANC COM 98431410 2,215 130,626 SH DEFINED 1 130,626 YAHOO INC COM 98433210 738,789 42,704,538 SH DEFINED 1,2,5,6,7,8,10,12,13 42,704,538 YINGLI GREEN ENERGY ADR 98584B10 6,744 612,000 SH DEFINED 1,2,7 612,000 YORK WTR CO COM 98718410 215 17,400 SH DEFINED 1,5 17,400 YOUBET COM INC COM 98741310 40 27,710 SH DEFINED 1 27,710 YOUNG BROADCASTING I CL A 98743410 1 18,340 SH DEFINED 1 18,340 YRC WORLDWIDE INC COM 98424910 22,384 1,871,552 SH DEFINED 1,2,5 1,871,552 YUM BRANDS INC COM 98849810 698,294 21,413,495 SH DEFINED 1,2,5,6,7,8,10,12,13 21,413,495 ZALE CORP NEW COM 98885810 30,969 1,238,753 SH DEFINED 1,2,5 1,238,753 ZAPATA CORP COM PAR $ 98907060 123 18,078 SH DEFINED 1 18,078 ZAREBA SYSTEMS INC COM 98913110 33 16,900 SH DEFINED 1 16,900 STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2008 VOTING AUTHORITY TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ---- ZEBRA TECHNOLOGIES C CL A 98920710 34,606 1,242,569 SH DEFINED 1,2,5,6,10,12 1,242,569 ZENITH NATL INS CORP COM 98939010 26,341 718,917 SH DEFINED 1,2 718,917 ZEP INC COM 98944B10 6,757 383,025 SH DEFINED 1,2,5 383,025 ZHONE TECHNOLOGIES I COM 98950P10 30 157,284 SH DEFINED 1,5 157,284 ZHONGPIN INC COM 98952K10 2,287 215,152 SH DEFINED 1 215,152 ZIMMER HLDGS INC COM 98956P10 464,493 7,194,743 SH DEFINED 1,2,5,6,7,8,10,12,13 7,194,743 ZIONS BANCORPORATION COM 98970110 195,143 5,042,461 SH DEFINED 1,2,5,6,7,8,10,12,13 5,042,461 ZIX CORP COM 98974P10 89 39,163 SH DEFINED 1 39,163 ZOLL MED CORP COM 98992210 12,145 371,169 SH DEFINED 1,2,6 371,169 ZOLTEK COS INC COM 98975W10 7,010 409,691 SH DEFINED 1,2,5,6 409,691 ZORAN CORP COM 98975F10 9,838 1,205,621 SH DEFINED 1,2,5 1,205,621 ZUMIEZ INC COM 98981710 5,192 315,036 SH DEFINED 1,2,6 315,036 ZYGO CORP COM 98985510 2,942 233,836 SH DEFINED 1 233,836 ZYMOGENETICS INC COM 98985T10 4,088 613,815 SH DEFINED 1,2,6 613,815 TOTAL MARKET VALUE 465,781,975