UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              WASHINGTON D.C. 20549

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for Calendar Year or Quarter Ended: DECEMBER 31, 2011

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   February 9, 2012
-------------------------------------   ---------------------   ----------------
            [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

REPORT SUMMARY:

Number of Other Included Managers:        12

Form 13F Information Table Entry Total:   3,601

Form 13F Information Table Value Total:   565,726,448 (thousands)

List of Other Included Managers:

Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]

      FORM 13F FILE
NO.   NUMBER          NAME
---   -------------   ----------------------------------------------
1     28-00733        State Street Bank and Trust Company
2     28-11338        SSgA Funds Management, Inc.
3     28-11339        Tuckerman Group, LLC
4     28-11328        Rexiter Capital Management LTD
5     28-11326        State Street Global Advisors LTD
6     28-11327        State Street Global Advisors Ltd.
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
18    28-13812        State Street Global Advisors France, S.A.
19    28-14459        State Street Global Advisors Ireland Limited




FORM 13F INFORMATION TABLE AS OF 12/30/2011



                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
ADOBE SYSTEMS INC           Common equity
                            shares             00724F101   505094  17866743 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17866743
AGILENT TECHNOLOGIES INC    Common equity
                            shares             00846U101   435366  12464269 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12464269
ANALOG DEVICES              Common equity
                            shares             032654105   400277  11187175 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11187175
AON CORP                    Common equity
                            shares             037389103   690709  14758703 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11507962         3250741
APOLLO GROUP INC -CL A      Common equity
                            shares             037604105   235238   4366765 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4366765
BB&T CORP                   Common equity
                            shares             054937107   679309  26988644 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          26988644
CARDINAL HEALTH INC         Common equity
                            shares             14149Y108   533476  13136761 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       13136761
CARMAX INC                  Common equity
                            shares             143130102   246003   8070997 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8070997
CATERPILLAR INC             Common equity
                            shares             149123101  6632483  73206210 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          29762341        43443869
CHUBB CORP                  Common equity
                            shares             171232101   850949  12293310 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12293310
CIENA CORP                  Common equity
                            shares             171779309    27083   2238476 SH       DEFINED 1,2,5,6,8,12    2238476
COMPUWARE CORP              Common equity
                            shares             205638109    38074   4576786 SH       DEFINED 1,2,5,6,8,12    4576786
COMVERSE TECHNOLOGY INC     Common equity
                            shares             205862402     1034    150419 SH       DEFINED 1                150419
CONAGRA FOODS INC           Common equity
                            shares             205887102   595903  22572095 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22572095
DANAHER CORP                Common equity
                            shares             235851102   938712  19955701 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19955701
DARDEN RESTAURANTS INC      Common equity
                            shares             237194105   222765   4887170 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          4887170
DEAN FOODS CO               Common equity
                            shares             242370104    75924   6778902 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6778902
DELL INC                    Common equity
                            shares             24702R101   986768  67448121 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       67448121
DONNELLEY (R R) & SONS CO   Common Stock       257867101   109508   7588736 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7588736
EATON CORP                  Common equity
                            shares             278058102   547149  12569477 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12569477
DISH NETWORK CORP           Common equity
                            shares             25470M109   108281   3801702 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       13801702
ECOLAB INC                  Common equity
                            shares             278865100   659695  11411502 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11411502
FIRSTENERGY CORP            Common equity
                            shares             337932107  1381867  31193444 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          31193444
FOOT LOCKER INC             Common equity
                            shares             344849104    91429   3835148 SH       DEFINED 1,2,5,6,8,12    3835148
FORD MOTOR CO               Common equity
                            shares             345370860  1412917 131311625 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      131274575           37050
INTEL CORP                  Common equity
                            shares             458140100  4855624 200232065 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      200232065
LIFE TECHNOLOGIES CORP      Common equity
                            shares             53217V109   253361   6511337 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6511337
KELLOGG CO                  Common equity
                            shares             487836108   485769   9605852 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9605852
KROGER CO                   Common equity
                            shares             501044101   595214  24575405 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       24575405
LEGG MASON INC              Common equity
                            shares             524901105   122189   5080730 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5080730
LINEAR TECHNOLOGY CORP      Common equity
                            shares             535678106   255944   8523185 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8523185
LOWE'S COMPANIES INC        Common equity
                            shares             548661107  1303259  51349605 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       51349605
MANPOWERGROUP               Common equity
                            shares             56418H100    76781   2147579 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2147579
MARATHON OIL CORP           Common equity
                            shares             565849106   876198  29935116 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       29935116
MARVELL TECHNOLOGY GROUP    Common equity
  LTD                       shares             G5876H105   122446   8840818 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8840818
MAXIM INTEGRATED PRODUCTS   Common Stock       57772K101   128305   4927368 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4927368
MCDONALD'S CORP             Common equity
                            shares             580135101  4446854  44322240 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       44322240
MEDCO HEALTH SOLUTIONS INC  Common equity
                            shares             58405U102   942068  16852704 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16852704
MEDTRONIC INC               Common equity
                            shares             585055106  1602137  41885941 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          41885941
MICROCHIP TECHNOLOGY INC    Common equity
                            shares             595017104   261126   7128786 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        7128786
MONSANTO CO                 Common equity
                            shares             61166W101  1418831  20248947 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       20247051            1896
MOTOROLA SOLUTIONS INC      Common equity
                            shares             620076307   511850  11057371 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11057371
NEW YORK CMNTY BANCORP INC  Common equity
                            shares             649445103   177490  14348201 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14348201
NEW YORK TIMES CO -CL A     Common equity
                            shares             650111107    33301   4308092 SH       DEFINED 1,2,5,6,8,12    4308092
NORTHROP GRUMMAN CORP       Common equity
                            shares             666807102  1747736  29886167 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       29886167
NVIDIA CORP                 Common equity
                            shares             67066G104   302862  21851988 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          21851988
OLD REPUBLIC INTL CORP      Common equity
                            shares             680223104   259884  28035114 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          28035114
OMNICARE INC                Common equity
                            shares             681904108   107093   3108695 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3108695
PATTERSON COMPANIES INC     Common equity
                            shares             703395103   104905   3553598 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3553598
PEPCO HOLDINGS INC          Common equity
                            shares             713291102   249990  12314895 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12314895
PETSMART INC                Common equity
                            shares             716768106   172870   3370484 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3370484
PIONEER NATURAL RESOURCES   Common equity
  CO                        shares             723787107   485698   5427886 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5427886
RADIAN GROUP INC            Common equity
                            shares             750236101     6104   2608377 SH       DEFINED 1,2,5,6,8       2608377
RENAISSANCERE HOLDINGS LTD  Common equity
                            shares             G7496G103    76913   1034242 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1034242
REPUBLIC SERVICES INC       Common equity
                            shares             760759100   321116  11655504 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11655504
ROSS STORES INC             Common equity
                            shares             778296103   414073   8711413 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8711413
SANDISK CORP                Common equity
                            shares             80004C101   427780   8693003 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        8691533            1470
SCANA CORP                  Common equity
                            shares             80589M102   273766   6075497 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6075497
SPX CORP                    Common equity
                            shares             784635104    80713   1339354 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1339354
SYNOPSYS INC                Common equity
                            shares             871607107   119125   4379638 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4379638
TCF FINANCIAL CORP          Common equity
                            shares             872275102    79683   7721234 SH       DEFINED 1,2,5,6,8,12    7721234
TELEPHONE & DATA SYSTEMS    Common equity
  INC                       shares             879433100    56673   2189137 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2189137
3M CO                       Common equity
                            shares             88579Y101  4275853  52316840 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          51766540          550300
ABBOTT LABORATORIES         Common equity
                            shares             002824100  3323055  59097631 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       59097631
ACCENTURE PLC               Common equity
                            shares             G1151C101  1256000  23595776 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          23595776
AES CORP                    Common equity
                            shares             00130H105   410275  34651738 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       34651738
AMERICAN INTERNATIONAL      Common equity
  GROUP                     shares             026874784   382577  16490377 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16490377
ANADARKO PETROLEUM CORP     Common equity
                            shares             032511107  1535404  20115358 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20115358
ARCHER-DANIELS-MIDLAND CO   Common equity
                            shares             039483102   852680  29814009 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          29814009
AUTOZONE INC                Common equity
                            shares             053332102   346004   1064814 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1064814
BALL CORP                   Common equity
                            shares             058498106   236777   6630486 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6630486
BANK OF AMERICA CORP        Common equity
                            shares             060505104  2291773 412188594 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         412188594
BANK OF NEW YORK MELLON     Common equity
  CORP                      shares             064058100   916706  46042644 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          46042644
BED BATH & BEYOND INC       Common equity
                            shares             075896100   549949   9486622 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9485402            1220
BOEING CO                   Common equity
                            shares             097023105  2338442  31880717 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          31880717
BOSTON PROPERTIES INC       Real Estate
                            Investment Trust   101121101   695305   6980815 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        6980815
CABLEVISION SYS CORP -CL A  Common equity
                            shares             12686C109   115508   8122956 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8122956
CAREER EDUCATION CORP       Common equity
                            shares             141665109     7149    897044 SH       DEFINED 1,2,5,6,8        897044
CINCINNATI FINANCIAL CORP   Common equity
                            shares             172062101   443966  14575293 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14575293
CITIGROUP INC               Common equity
                            shares             172967424  2930066 111367004 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         111367004
CLOROX CO/DE                Common equity
                            shares             189054109   538902   8096437 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8096437
COACH INC                   Common equity
                            shares             189754104   661195  10832159 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10832159
COMPUTER SCIENCES CORP      Common equity
                            shares             205363104   139458   5884179 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5884179
CONVERGYS CORP              Common equity
                            shares             212485106    48145   3770248 SH       DEFINED 1,2,5,6,8,12    3770248
DISNEY (WALT) CO            Common equity
                            shares             254687106  2631549  70173914 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          70173914
DST SYSTEMS INC             Common equity
                            shares             233326107    39111    859186 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17            859186


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
DTE ENERGY CO               Common equity
                            shares             233331107   502082   9220923 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9220923
DUN & BRADSTREET CORP       Common equity
                            shares             26483E100   138696   1853581 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1853581
EVEREST RE GROUP LTD        Common equity
                            shares             G3223R108   128574   1529084 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1529084
EXPRESS SCRIPTS INC         Common equity
                            shares             302182100   777377  17394802 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7394802
FIRST HORIZON NATIONAL CORP Common equity
                            shares             320517105   113423  14178195 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12             14178195
FLEXTRONICS INTERNATIONAL   Common equity
                            shares             Y2573F102    47963   8474791 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8474791
FLUOR CORP                  Common equity
                            shares             343412102   306051   6090697 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6090697
BEAM INC                    Common equity
                            shares             073730103   291327   5686757 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5686757
GENUINE PARTS CO            Common equity
                            shares             372460105   498731   8149325 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8149325
GOLDMAN SACHS GROUP INC     Common equity
                            shares             38141G104  1760906  19472575 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19472575
HARTFORD FINANCIAL SERVICES Common equity
                            shares             416515104   396176  24380037 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          24380037
HEALTH MANAGEMENT ASSOC     Common equity
                            shares             421933102    43269   5871072 SH       DEFINED 1,2,5,6,8,12    5871072
HERSHEY CO                  Common equity
                            shares             427866108   411497   6660640 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6660640
HOME DEPOT INC              Common equity
                            shares             437076102  2624888  62438025 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          62438025
HOST HOTELS & RESORTS INC   Real Estate
                            Investment Trust   44107P104   491331  33265948 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       33265948
ILLINOIS TOOL WORKS         Common equity
                            shares             452308109   951856  20378235 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20378235
INTL FLAVORS & FRAGRANCES   Common equity
                            shares             459506101   161493   3080732 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3080732
INTUIT INC                  Common equity
                            shares             461202103   589057  11201081 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11201081
ISTAR FINANCIAL INC         Real Estate
                            Investment Trust   45031U101    10185   1925122 SH       DEFINED 1,2,5,6,8       1925122
JABIL CIRCUIT INC           Common equity
                            shares             466313103   128834   6552912 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6552912
JOHNSON CONTROLS INC        Common equity
                            shares             478366107   732845  23443393 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       23438759            4634
JONES GROUP INC             Common equity
                            shares             48020T101    21544   2042203 SH       DEFINED 1,2,5,6,8,17    2042203
JPMORGAN CHASE & CO         Common equity
                            shares             46625H100  5000922 150403578 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19      150403578
LABORATORY CP OF AMER HLDGS Common equity
                            shares             50540R409   315242   3666908 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3666908
LAUDER (ESTEE) COS INC      Common equity
  -CL A                     shares             518439104   481986   4291193 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4291193
LILLY (ELI) & CO            Common equity
                            shares             532457108  1639492  39448663 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       39448663
LIMITED BRANDS INC          Common equity
                            shares             532716107   371397   9204566 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9204566
MCCORMICK & CO INC          Common equity
                            shares             579780206   396660   7867185 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        7867185
MOODY'S CORP                Common equity
                            shares             615369105   245814   7298437 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        7298437
AFLAC INC                   Common equity
                            shares             001055102   882281  20394691 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       20394691
AIR PRODUCTS & CHEMICALS    Common equity
  INC                       shares             009158106   838523   9842970 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9842970
AMERICAN EXPRESS CO         Common equity
                            shares             025816109  2077096  44034161 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          44034161
AMERISOURCEBERGEN CORP      Common equity
                            shares             03073E105   363531   9774885 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9774885
AMGEN INC                   Common equity
                            shares             031162100  1963460  30578753 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          30578753
APACHE CORP                 Common equity
                            shares             037411105  1369738  15121862 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          15121862
APARTMENT INVST & MGMT CO   Real Estate
                            Investment Trust   03748R101   119410   5211997 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12           5211997
AVERY DENNISON CORP         Common equity
                            shares             053611109   121294   4229148 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4229148
AVON PRODUCTS               Common equity
                            shares             054303102   289594  16576939 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16576939
BIOGEN IDEC INC             Common equity
                            shares             09062X103   981298   8916892 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        8916892
BLOCK H & R INC             Common equity
                            shares             093671105   173562  10628771 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10628771
BMC SOFTWARE INC            Common Stock       055921100   245021   7474501 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7474501
BRINKER INTL INC            Common equity
                            shares             109641100    52324   1955426 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1955426
AVIS BUDGET GROUP INC       Common Stock       053774105    23723   2213129 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2213129
CA INC                      Common equity
                            shares             12673P105   495959  24534085 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       24534085
CAMERON INTERNATIONAL CORP  Common equity
                            shares             13342B105   499786  10160330 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10160330
CSX CORP                    Common equity
                            shares             126408103   815741  38734439 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          38734439
D R HORTON INC              Common equity
                            shares             23331A109   164443  13040647 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13040647
DOVER CORP                  Common equity
                            shares             260003108   504010   8682404 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8682404
DOW CHEMICAL                Common equity
                            shares             260543103  1222909  42521242 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          42521242
DUKE REALTY CORP            Real Estate
                            Investment Trust   264411505   124014  10291606 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       10291606
EMERSON ELECTRIC CO         Common equity
                            shares             291011104  1341271  28788969 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          28788969
EQUITY RESIDENTIAL          Real Estate
                            Investment Trust   29476L107   800926  14043873 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       14043873
EXPEDITORS INTL WASH INC    Common equity
                            shares             302130109   301792   7368159 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7368159
FRANKLIN RESOURCES INC      Common equity
                            shares             354613101   525889   5474648 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5474648
GENERAL ELECTRIC CO         Common equity
                            shares             369604103  6759897 377436814 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         377436814
GENERAL MILLS INC           Common equity
                            shares             370334104  1663182  41157510 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       41157510
HASBRO INC                  Common Stock       418056107   135429   4246953 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4246953
HONEYWELL INTERNATIONAL INC Common equity
                            shares             438516106  4195472  77193567 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          77193567
INTERPUBLIC GROUP OF COS    Common equity
                            shares             460690100   182064  18711531 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          18711531
LENNAR CORP                 Common equity
                            shares             526057104   137464   6995465 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              6995465
LEVEL 3 COMMUNICATIONS INC  Common equity
                            shares             52729N308    46853   2757811 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2757811
LSI CORP                    Common equity
                            shares             502161102   146332  24592762 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          24592762
MERCK & CO                  Common equity
                            shares             58933Y105  4471176 118598737 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      118598737
MOHAWK INDUSTRIES INC       Common equity
                            shares             608190104   127883   2136512 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2136512
MORGAN STANLEY              Common equity
                            shares             617446448  2507353 165720173 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         165299432          420741
ADVANCED MICRO DEVICES      Common equity
                            shares             007903107   123873  22940115 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       22940115
AMAZON.COM INC              Common equity
                            shares             023135106  2214620  12793848 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12793848
AMEREN CORP                 Common equity
                            shares             023608102   425410  12840663 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12840663
AVALONBAY COMMUNITIES INC   Real Estate
                            Investment Trust   053484101   585747   4485087 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        4485087
BARD (C.R.) INC             Common equity
                            shares             067383109   267035   3123218 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3123218
BECTON DICKINSON & CO       Common equity
                            shares             075887109   986098  13197350 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       13077750          119600
BOSTON SCIENTIFIC CORP      Common equity
                            shares             101137107   284333  53244311 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          53244311
BRUNSWICK CORP              Common equity
                            shares             117043109    37926   2099865 SH       DEFINED 1,2,5,6,8       2099865
CAMPBELL SOUP CO            Common equity
                            shares             134429109   243734   7332302 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        7332302
CARNIVAL CORP/PLC (USA)     Composition of
                            more than 1
                            security           143658300   515923  15806580 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5806580
CHEVRON CORP                Common equity
                            shares             166764100 10464053  98346251 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       98346251
CHICOS FAS INC              Common equity
                            shares             168615102    50569   4539675 SH       DEFINED 1,2,5,6,8,12    4539675
COMCAST CORP                Common equity
                            shares             20030N101  2208004  93125561 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          93125561
CONSOLIDATED EDISON INC     Common equity
                            shares             209115104  1144175  18445649 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       18445649
DEERE & CO                  Common equity
                            shares             244199105  1138448  14718200 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14718200
DU PONT (E I) DE NEMOURS    Common equity
                            shares             263534109  1923640  42019425 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          42019425
EASTMAN KODAK CO            Common equity
                            shares             277461109     3820   5887440 SH       DEFINED 1,2,5,6,8,12    5887440
EDISON INTERNATIONAL        Common equity
                            shares             281020107  1409897  34055332 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       34055332
ENCANA CORP                 Common equity
                            shares             292505104      389     21021 SH       DEFINED 1,2               21021
FIFTH THIRD BANCORP         Common equity
                            shares             316773100   480218  37753007 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       37753007
NEXTERA ENERGY INC          Common equity
                            shares             65339F101  1287478  21147886 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          21147886
FREEPORT-MCMORAN COP&GOLD   Common equity
                            shares             35671D857  1361658  37011744 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          37011744
GANNETT CO                  Common equity
                            shares             364730101   105773   7911008 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7911008
GENERAL DYNAMICS CORP       Common equity
                            shares             369550108   836754  12599694 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12599694
GENERAL GROWTH PPTYS INC    Real Estate
                            Investment Trust   370023103   183784  12235489 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       12235489


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
HARLEY-DAVIDSON INC         Common equity
                            shares             412822108   313594   8067638 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8067638
HEALTH NET INC              Common equity
                            shares             42222G108    58113   1910395 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1910395
HOSPIRA INC                 Common equity
                            shares             441060100   193679   6377415 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6377415
INTL BUSINESS MACHINES CORP Common equity
                            shares             459200101 11690842  63578632 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          63578632
JDS UNIPHASE CORP           Common equity
                            shares             46612J507    77035   7378678 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7378678
JUNIPER NETWORKS INC        Common Stock       48203R104   391993  19205796 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19205796
KIMCO REALTY CORP           Real Estate
                            Investment Trust   49446R109   326132  20082079 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       20082079
KLA-TENCOR CORP             Common equity
                            shares             482480100   303072   6281249 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6281249
LEGGETT & PLATT INC         Common equity
                            shares             524660107   406340  17636352 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17636352
LEXMARK INTL INC -CL A      Common equity
                            shares             529771107    84041   2541321 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2541321
LIBERTY PROPERTY TRUST      Real Estate
                            Investment Trust   531172104   138393   4481518 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        4481518
MICRON TECHNOLOGY INC       Common Stock       595112103   223765  35576268 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          35576268
PUBLIC STORAGE              Real Estate
                            Investment Trust   74460D109   923355   6867140 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        6867140
TYSON FOODS INC -CL A       Common equity
                            shares             902494103   267478  12958447 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12958447
VARIAN MEDICAL SYSTEMS INC  Common equity
                            shares             92220P105   284839   4243221 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4243221
VERISIGN INC                Common equity
                            shares             92343E102   215161   6023487 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6023487
VORNADO REALTY TRUST        Real Estate
                            Investment Trust   929042109   680980   8860102 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        8860102
WASHINGTON POST -CL B       Common equity
                            shares             939640108    79326    210507 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            210507
WEATHERFORD INTERNATIONAL   Common equity
                            shares             H27013103    89914   6141722 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6141722
WHOLE FOODS MARKET INC      Common equity
                            shares             966837106   423264   6083020 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6082280             740
WISCONSIN ENERGY CORP       Common equity
                            shares             976657106   414048  11843409 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11843409
ALTERA CORP                 Common equity
                            shares             021441100   431074  11619032 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11619032
ALTRIA GROUP INC            Common equity
                            shares             02209S103  2555973  86204857 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       86204857
HESS CORP                   Common equity
                            shares             42809H107   707996  12464784 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12464784
AMERICAN AXLE & MFG         Common equity
  HOLDINGS                  shares             024061103    14564   1472420 SH       DEFINED 1,2,6,8         1472420
AMERN EAGLE OUTFITTERS INC  Common equity
                            shares             02553E106    74757   4888944 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4888944
WELLPOINT INC               Common equity
                            shares             94973V107   986622  14892256 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14892256
AVNET INC                   Common equity
                            shares             053807103   131786   4239113 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4239113
BARNES & NOBLE INC          Common equity
                            shares             067774109    20384   1407921 SH       DEFINED 1,2,5,6,8,12    1407921
CAPITAL ONE FINANCIAL CORP  Common equity
                            shares             14040H105   720821  17044737 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17044737
CHARLES RIVER LABS INTL INC Common equity
                            shares             159864107    29054   1063061 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1063061
CIGNA CORP                  Common equity
                            shares             125509109   438696  10445182 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10445182
CON-WAY INC                 Common equity
                            shares             205944101    37060   1270720 SH       DEFINED 1,2,5,6,8,12    1270720
COVENTRY HEALTH CARE INC    Common equity
                            shares             222862104   168539   5549704 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5549704
DORAL FINANCIAL CORP        Common equity
                            shares             25811P886     1816   1900041 SH       DEFINED 1,2,6           1900041
EXELON CORP                 Common equity
                            shares             30161N101  1455743  33565728 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          33565728
KIMBERLY-CLARK CORP         Common equity
                            shares             494368103  1305121  17742287 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17740847            1440
TORONTO DOMINION BANK       Common equity
                            shares             891160509     1542     20634 SH       DEFINED 1,10              20634
AETNA INC                   Common equity
                            shares             00817Y108   950628  22532335 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22532335
ALLSTATE CORP               Common equity
                            shares             020002101   531584  19393653 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19393653
APPLIED MATERIALS INC       Common equity
                            shares             038222105   551672  51510261 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          51510261
BAKER HUGHES INC            Common equity
                            shares             057224107   841907  17308800 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17308137             663
CADENCE DESIGN SYSTEMS INC  Common equity
                            shares             127387108    66710   6414653 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6414653
CONSTELLATION ENERGY GRP    Common equity
  INC                       shares             210371100   515665  12998864 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12998864
CORNING INC                 Common equity
                            shares             219350105   762039  58708887 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          58708887
CVS CAREMARK CORP           Common equity
                            shares             126650100  2106956  51666485 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          51666485
DIRECTV                     Common equity
                            shares             25490A101  1339304  31321346 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       31321346
EL PASO CORP                Common equity
                            shares             28336L109   808839  30441929 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          30441929
ENERGIZER HOLDINGS INC      Common equity
                            shares             29266R108   146703   1893482 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1893482
EQUIFAX INC                 Common equity
                            shares             294429105   190745   4923871 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4921751            2120
FISERV INC                  Common equity
                            shares             337738108   373783   6363375 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6363375
HALLIBURTON CO              Common equity
                            shares             406216101  1354057  39236643 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       39235713             930
HUNTINGTON BANCSHARES       Common equity
                            shares             446150104   200550  36530165 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          36530165
INTL GAME TECHNOLOGY        Common equity
                            shares             459902102   196933  11449307 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11449307
ITT CORP                    Common equity
                            shares             450911201    40934   2117296 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           2117296
LIBERTY GLOBAL INC          Common equity
                            shares             530555101   144492   3521642 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3521642
LIZ CLAIBORNE INC           Common equity
                            shares             539320101    17202   1993928 SH       DEFINED 1,2,5,6,8       1993928
MICROSOFT CORP              Common equity
                            shares             594918104  7713180 297117736 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18,19   297106673           11063
ALCOA INC                   Common equity
                            shares             013817101   432227  49967791 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          49967791
FIDELITY NATIONAL INFO SVCS Common equity
                            shares             31620M106   246034   9252713 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9252713
COSTCO WHOLESALE CORP       Common equity
                            shares             22160K105  1432254  17189717 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17189717
DOMINION RESOURCES INC      Common equity
                            shares             25746U109  1525580  28741155 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          28741155
ELECTRONIC ARTS INC         Common equity
                            shares             285512109   242264  11760355 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11760355
FEDEX CORP                  Common equity
                            shares             31428X106   940948  11267451 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11267451
HARMAN INTERNATIONAL INDS   Common equity
                            shares             413086109    90655   2383213 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17           2383213
HEWLETT-PACKARD CO          Common equity
                            shares             428236103  2727914 105897478 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19      105897478
HILL-ROM HOLDINGS INC       Common equity
                            shares             431475102    44617   1324402 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17          1324402
INTL PAPER CO               Common equity
                            shares             460146103   929574  31404721 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          31404721
KRAFT FOODS INC             Common equity
                            shares             50075N104  3309777  88591641 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18,19    88591641
LINCARE HOLDINGS INC        Common equity
                            shares             532791100    54717   2128138 SH       DEFINED 1,2,5,6,8,12    2128138
LINCOLN NATIONAL CORP       Common equity
                            shares             534187109   228178  11749981 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11749981
MARSH & MCLENNAN COS        Common equity
                            shares             571748102   638137  20181263 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20181263
METLIFE INC                 Common equity
                            shares             59156R108  1153231  36986368 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       36986368
ALLEGHENY TECHNOLOGIES INC  Common equity
                            shares             01741R102   214733   4492292 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4492292
ALLERGAN INC                Common equity
                            shares             018490102   960133  10942937 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10942937
AMERICAN ELECTRIC POWER CO  Common equity
                            shares             025537101  1023740  24781911 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       24781911
APPLE INC                   Common equity
                            shares             037833100 14078822  34762446 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       34761951             495
ASHLAND INC                 Common equity
                            shares             044209104   104013   1819650 SH       DEFINED 1,2,5,6,8,12    1819650
AUTODESK INC                Common equity
                            shares             052769106   263930   8702168 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        8702168
AUTOMATIC DATA PROCESSING   Common equity
                            shares             053015103  1121164  20758564 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20758564
AUTONATION INC              Common equity
                            shares             05329W102    68610   1860775 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1860775
BEMIS CO INC                Common equity
                            shares             081437105   266156   8848356 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              8848356
BEST BUY CO INC             Common equity
                            shares             086516101   260454  11144884 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       11144884
BIG LOTS INC                Common equity
                            shares             089302103    89657   2374443 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2374443
OFFICEMAX INC               Common equity
                            shares             67622P101    13599   2994467 SH       DEFINED 1,2,5,6,8       2994467
BRISTOL-MYERS SQUIBB CO     Common equity
                            shares             110122108  2200251  62436042 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       62436042
BROADCOM CORP               Common equity
                            shares             111320107   546727  18621412 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          18621412
BROWN-FORMAN -CL B          Common equity
                            shares             115637209   313512   3894048 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3894048
CENTERPOINT ENERGY INC      Common equity
                            shares             15189T107   452177  22508112 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22508112
CENTURYLINK INC             Common equity
                            shares             156700106  1275567  34289305 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       28831778         5457527


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
CINTAS CORP                 Common equity
                            shares             172908105   146921   4220795 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4218775            2020
CISCO SYSTEMS INC           Common equity
                            shares             17275R102  3797729 210051745 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         210051745
FRONTIER COMMUNICATIONS     Common equity
  CORP                      shares             35906A108   192084  37297417 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       37297417
CITRIX SYSTEMS INC          Common equity
                            shares             177376100   413957   6817433 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6817433
CMS ENERGY CORP             Common equity
                            shares             125896100   259703  11761777 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12             11761777
COCA-COLA CO                Common equity
                            shares             191216100  6096686  87132791 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       87132791
COLGATE-PALMOLIVE CO        Common equity
                            shares             194162103  3485093  37721647 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       37721647
COMERICA INC                Common equity
                            shares             200340107   223809   8674952 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8674952
CONOCOPHILLIPS              Common equity
                            shares             20825C104  3683643  50550867 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       50550867
COOPER INDUSTRIES PLC       Common equity
                            shares             G24140108   298700   5516363 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5516363
COOPER TIRE & RUBBER CO     Common equity
                            shares             216831107    19392   1384156 SH       DEFINED 1,2,5,6,8       1384156
MOLSON COORS BREWING CO     Common equity
                            shares             60871R209   283011   6500036 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6500036
CRANE CO                    Common equity
                            shares             224399105    53584   1147294 SH       DEFINED 1,2,5,6,8,12    1147294
CUMMINS INC                 Common equity
                            shares             231021106  1172872  13325194 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13325194
DELUXE CORP                 Common equity
                            shares             248019101    38909   1709476 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17,18        1709476
DEVON ENERGY CORP           Common equity
                            shares             25179M103  1015030  16371478 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16371478
DILLARDS INC -CL A          Common equity
                            shares             254067101    27322    608872 SH       DEFINED 1,2,5,6,8,17     608872
DUKE ENERGY CORP            Common equity
                            shares             26441C105  1452137  66006051 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       66006051
DYNEGY INC                  Common equity
                            shares             26817G300     6228   2247701 SH       DEFINED 1,2,5,6,8       2247701
E TRADE FINANCIAL CORP      Common equity
                            shares             269246401    63968   8036351 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              8036351
EASTMAN CHEMICAL CO         Common equity
                            shares             277432100   212193   5432484 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5432484
EBAY INC                    Common equity
                            shares             278642103  1325519  43703195 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       43701525            1670
EMC CORP/MA                 Common equity
                            shares             268648102  1612426  74856885 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          74856885
ENTERGY CORP                Common equity
                            shares             29364G103   664627   9098312 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9098312
EOG RESOURCES INC           Common equity
                            shares             26875P101  1025143  10406481 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10406481
EXXON MOBIL CORP            Common equity
                            shares             30231G102 15797140 186374861 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       186374861
FAMILY DOLLAR STORES        Common equity
                            shares             307000109   252050   4371267 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4371267
MACY'S INC                  Common equity
                            shares             55616P104   516640  16054702 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       16054702
FEDERATED INVESTORS INC     Common equity
                            shares             314211103    47038   3104645 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3104645
FOREST LABORATORIES -CL A   Common equity
                            shares             345838106   312943  10342140 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10342140
GAP INC                     Common equity
                            shares             364760108   256360  13820303 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       13820303
GILEAD SCIENCES INC         Common equity
                            shares             375558103  1154485  28206199 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          28206199
GOODRICH CORP               Common equity
                            shares             382388106   550678   4451755 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4451755
GOODYEAR TIRE & RUBBER CO   Common equity
                            shares             382550101   128296   9053743 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9053743
GRAINGER (W W) INC          Common equity
                            shares             384802104   405357   2165508 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2165508
HEINZ (H J) CO              Common equity
                            shares             423074103   664504  12296567 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12296567
HUMANA INC                  Common equity
                            shares             444859102   534914   6105584 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6105584
INGERSOLL-RAND PLC          Common equity
                            shares             G47791101   332928  10926324 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10926324
JANUS CAPITAL GROUP INC     Common equity
                            shares             47102X105    28686   4545864 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4545864
JOHNSON & JOHNSON           Common equity
                            shares             478160104  9095379 138691489 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      138338282          353207
KB HOME                     Common equity
                            shares             48666K109    14787   2201160 SH       DEFINED 1,2,5,6,8,12    2201160
KEYCORP                     Common equity
                            shares             493267108   339829  44191250 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       44191250
KOHL'S CORP                 Common equity
                            shares             500255104   463123   9384424 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9384424
LOCKHEED MARTIN CORP        Common equity
                            shares             539830109  5182273  64057702 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       64057702
LOEWS CORP                  Common equity
                            shares             540424108   455237  12091513 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12091513
LOUISIANA-PACIFIC CORP      Common equity
                            shares             546347105    34342   4255466 SH       DEFINED 1,2,5,6,8,12    4255466
M & T BANK CORP             Common equity
                            shares             55261F104   391635   5130145 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5130145
MARRIOTT INTL INC           Common equity
                            shares             571903202   312702  10719905 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10719905
MASCO CORP                  Common equity
                            shares             574599106   172619  16470846 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16470846
MATTEL INC                  Common Stock       577081102   344214  12399566 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12399566
MBIA INC                    Common equity
                            shares             55262C100    20599   1777144 SH       DEFINED 1,2,5,6,8       1777144
MCGRAW-HILL COMPANIES       Common equity
                            shares             580645109   590401  13129141 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13129141
MCKESSON CORP               Common equity
                            shares             58155Q103   712043   9139290 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9139290
MEADWESTVACO CORP           Common equity
                            shares             583334107   217429   7259341 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7259341
MEREDITH CORP               Common equity
                            shares             589433101    39219   1201203 SH       DEFINED 1,2,5,6,8,12    1201203
MGIC INVESTMENT CORP/WI     Common equity
                            shares             552848103    14274   3826808 SH       DEFINED 1,2,5,6,8       3826808
MOLEX INC                   Common equity
                            shares             608554101   105969   4441140 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              4441140
MONSTER WORLDWIDE INC       Common Stock       611742107    22604   2850313 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2850313
MYLAN INC                   Common Stock       628530107   340471  15865737 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          15865737
NABORS INDUSTRIES LTD       Common equity
                            shares             G6359F103   230481  13291557 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13291557
NAVISTAR INTERNATIONAL CORP Common Stock       63934E108    33315    879560 SH       DEFINED 1,2,5,6,8,12     879560
NCR CORP                    Common equity
                            shares             62886E108    63698   3869641 SH       DEFINED 1,2,5,6,8,12    3869641
NETAPP INC                  Common equity
                            shares             64110D104   473941  13066895 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13066895
NEWELL RUBBERMAID INC       Common equity
                            shares             651229106   172203  10662379 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10662379
NEWMONT MINING CORP         Common equity
                            shares             651639106  1158764  19309729 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       19309729
NIKE INC                    Common equity
                            shares             654106103  1240126  12868354 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12868354
NISOURCE INC                Common equity
                            shares             65473P105   363742  15276786 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       15276786
NOBLE CORP                  Common equity
                            shares             H5833N103   251094   8309189 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8309189
NORDSTROM INC               Common equity
                            shares             655664100   298952   6013926 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6013926
NORFOLK SOUTHERN CORP       Common equity
                            shares             655844108   926796  12720269 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12718639            1630
NORTHERN TRUST CORP         Common equity
                            shares             665859104   363142   9156264 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9156264
NOVELLUS SYSTEMS INC        Common equity
                            shares             670008101    96082   2326759 SH       DEFINED 1,2,5,6,8,10,
                                                                                              12             2326759
NUCOR CORP                  Common equity
                            shares             670346105   670404  16942147 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16942147
OCCIDENTAL PETROLEUM CORP   Common equity
                            shares             674599105  2885097  30790849 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       30790849
OFFICE DEPOT INC            Common equity
                            shares             676220106    25931  12062061 SH       DEFINED 1,2,5,6,8,12   12062061
OMNICOM GROUP               Common equity
                            shares             681919106   429210   9627773 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9627773
ORACLE CORP                 Common equity
                            shares             68389X105  3739794 145800869 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19      145800869
PACCAR INC                  Common equity
                            shares             693718108   474460  12662224 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12662224
PALL CORP                   Common equity
                            shares             696429307   238242   4168805 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4168805
PARAMETRIC TECHNOLOGY CORP  Common equity
                            shares             699173209    65109   3565245 SH       DEFINED 1,2,5,6,8,12    3565245
PARKER-HANNIFIN CORP        Common equity
                            shares             701094104   446122   5850693 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5850693
PAYCHEX INC                 Common equity
                            shares             704326107   361755  12014877 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12014877
PENNEY (J C) CO             Common equity
                            shares             708160106   716348  20379728 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20379728
PEPSICO INC                 Common equity
                            shares             713448108  3867183  58284758 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18,19    58284758
PERKINELMER INC             Common equity
                            shares             714046109    76479   3823804 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3823804
PFIZER INC                  Common equity
                            shares             717081103  6385946 295099073 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18,19   295099073
PG&E CORP                   Common equity
                            shares             69331C108   879027  21325246 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       21325246
PINNACLE WEST CAPITAL CORP  Common equity
                            shares             723484101   392170   8139580 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        8139580
PITNEY BOWES INC            Common equity
                            shares             724479100   469876  25343954 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          25343954
PLUM CREEK TIMBER CO INC    Real Estate
                            Investment Trust   729251108   215221   5886798 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5886798


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
PMC-SIERRA INC              Common equity
                            shares             69344F106    17673   3206474 SH       DEFINED 1,2,5,6,8       3206474
PNC FINANCIAL SVCS GROUP    Common equity
  INC                       shares             693475105  1175335  20380332 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       20380332
POWER-ONE INC               Common Stock       73930R102     5546   1418709 SH       DEFINED 1,2,6,8         1418709
PPG INDUSTRIES INC          Common equity
                            shares             693506107   617338   7394328 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7394328
PPL CORP                    Common equity
                            shares             69351T106   857544  29148181 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          29148181
PRAXAIR INC                 Common equity
                            shares             74005P104  1196564  11193315 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11193315
PRICE (T. ROWE) GROUP       Common equity
                            shares             74144T108   627602  11020144 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11020144
PRINCIPAL FINANCIAL GRP INC Common equity
                            shares             74251V102   284303  11556805 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11556805
PROCTER & GAMBLE CO         Common equity
                            shares             742718109  7645362 114605899 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      114605899
PROGRESS ENERGY INC         Common equity
                            shares             743263105  1535209  27404688 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       14835892        12568796
PROGRESSIVE CORP-OHIO       Common equity
                            shares             743315103   437363  22417455 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22417455
PRUDENTIAL FINANCIAL INC    Common equity
                            shares             744320102   885866  17675043 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17675043
PUBLIC SERVICE ENTRP GRP    Common equity
  INC                       shares             744573106   846781  25652257 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          25652257
PULTEGROUP INC              Common equity
                            shares             745867101   100056  15857197 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          15857197
QLOGIC CORP                 Common equity
                            shares             747277101    37002   2465538 SH       DEFINED 1,2,5,6,8,12    2465538
QUALCOMM INC                Common equity
                            shares             747525103  3359042  61408372 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          61408372
QUEST DIAGNOSTICS INC       Common equity
                            shares             74834L100   325407   5604762 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5604762
RADIOSHACK CORP             Common equity
                            shares             750438103    29118   2998001 SH       DEFINED 1,2,5,6,8,12    2998001
RAYTHEON CO                 Common equity
                            shares             755111507   625397  12926668 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12926668
REGIONS FINANCIAL CORP      Common equity
                            shares             7591EP100   249274  57971279 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          57971279
REYNOLDS AMERICAN INC       Common equity
                            shares             761713106   533861  12888801 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12888801
ROBERT HALF INTL INC        Common equity
                            shares             770323103   152537   5359756 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5359756
ROCKWELL AUTOMATION         Common equity
                            shares             773903109   367341   5006787 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5003157            3630
ROCKWELL COLLINS INC        Common equity
                            shares             774341101   296547   5355633 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5355633
ROWAN COS INC               Common equity
                            shares             779382100   188784   6224600 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6224600
RYDER SYSTEM INC            Common equity
                            shares             783549108    95729   1801404 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1801404
SAFEWAY INC                 Common equity
                            shares             786514208   305688  14528746 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       14528746
SANMINA-SCI CORP            Common equity
                            shares             800907206    14589   1567234 SH       DEFINED 1,2,5,6,8       1567234
SARA LEE CORP               Common equity
                            shares             803111103   437531  23125336 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          23125336
AT&T INC                    Common equity
                            shares             00206R102  7156700 236663208 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      236663208
SCHLUMBERGER LTD            Common equity
                            shares             806857108  3497379  51198556 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       51197609             947
SCHWAB (CHARLES) CORP       Common equity
                            shares             808513105   427111  37931251 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          37931251
SEALED AIR CORP             Common equity
                            shares             81211K100   125719   7304786 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7304786
SEMPRA ENERGY               Common equity
                            shares             816851109   675370  12278835 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12278835
SHERWIN-WILLIAMS CO         Common equity
                            shares             824348106   301476   3377082 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3377082
SIGMA-ALDRICH CORP          Common equity
                            shares             826552101   284575   4556302 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4556302
SIMON PROPERTY GROUP INC    Real Estate
                            Investment Trust   828806109  1823816  14144676 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,17,18    14144676
SLM CORP                    Common equity
                            shares             78442P106   272867  20363563 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20363563
SNAP-ON INC                 Common equity
                            shares             833034101    96495   1906415 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1906415
SOUTHERN CO                 Common equity
                            shares             842587107  2010203  43426176 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       43426176
SOUTHWEST AIRLINES          Common equity
                            shares             844741108   220437  25751697 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          25751697
SPRINT NEXTEL CORP          Common equity
                            shares             852061100   292003 124789491 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         124789491
ST JUDE MEDICAL INC         Common equity
                            shares             790849103   412882  12037385 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12037385
TRAVELERS COS INC           Common equity
                            shares             89417E109  1337324  22601267 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       22600567             700
STANLEY BLACK & DECKER INC  Common equity
                            shares             854502101   522510   7729397 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7729397
STAPLES INC                 Common equity
                            shares             855030102   361546  26028668 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19       26028668
STARBUCKS CORP              Common equity
                            shares             855244109  1186728  25792949 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       25790269            2680
STARWOOD HOTELS&RESORTS     Common equity
  WRLD                      shares             85590A401   395005   8234477 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        8234477
STATE STREET CORP           Common equity
                            shares             857477103   889844  22074998 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       22072268            2730
STRYKER CORP                Common equity
                            shares             863667101   582149  11710834 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11710834
SUNOCO INC                  Common equity
                            shares             86764P109   300889   7335101 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5588467         1746634
SUNTRUST BANKS INC          Common equity
                            shares             867914103   393666  22241373 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22241373
SUPERVALU INC               Common equity
                            shares             868536103   113384  13963544 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       13963544
SYMANTEC CORP               Common equity
                            shares             871503108   494099  31571861 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       31571861
SYNOVUS FINANCIAL CORP      Common equity
                            shares             87161C105    37949  26916469 SH       DEFINED 1,2,5,6,8,12   26916469
SYSCO CORP                  Common equity
                            shares             871829107   844753  28801423 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       28801423
TARGET CORP                 Common equity
                            shares             87612E106  3171677  61922482 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       61922482
TECO ENERGY INC             Common equity
                            shares             872375100   195593  10218919 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12             10218919
TELLABS INC                 Common equity
                            shares             879664100    35199   8711749 SH       DEFINED 1,2,5,6,8,12    8711749
TEMPLE-INLAND INC           Common equity
                            shares             879868107    82446   2600090 SH       DEFINED 1,2,5,6,8,12    2600090
TENET HEALTHCARE CORP       Common equity
                            shares             88033G100    75976  14810088 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12             14810088
TERADYNE INC                Common equity
                            shares             880770102    86725   6362606 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              6362606
TEXAS INSTRUMENTS INC       Common equity
                            shares             882508104  1235072  42427574 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       42427574
TEXTRON INC                 Common equity
                            shares             883203101   179108   9686885 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9686885
THERMO FISHER SCIENTIFIC    Common equity
  INC                       shares             883556102   647144  14390987 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14390987
THOMAS & BETTS CORP         Common equity
                            shares             884315102    59616   1091890 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1091090             800
TIFFANY & CO                Common equity
                            shares             886547108   298801   4509482 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4509482
TIME WARNER INC             Common equity
                            shares             887317303  1307649  36182812 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       36182812
TJX COMPANIES INC           Common equity
                            shares             872540109   888035  13757338 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13757338
TORCHMARK CORP              Common equity
                            shares             891027104   179806   4143743 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4143743
TRANSOCEAN LTD              Common equity
                            shares             H8817H100    26777    697564 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18            697564
TYCO INTERNATIONAL LTD      Common equity
                            shares             H89128104   808428  17307412 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17306392            1020
U S BANCORP                 Common equity
                            shares             902973304  1938728  71671932 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       71669042            2890
UNION PACIFIC CORP          Common equity
                            shares             907818108  1811630  17100479 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17099739             740
UNISYS CORP                 Common equity
                            shares             909214306    20359   1032860 SH       DEFINED 1,2,5,6,8,17    1032860
UNITED PARCEL SERVICE INC   Common equity
                            shares             911312106  2285216  31223019 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       31221989            1030
UNITED STATES STEEL CORP    Common equity
                            shares             912909108   167489   6329853 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6329853
UNITED TECHNOLOGIES CORP    Common equity
                            shares             913017109  8114195 111016437 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         111016437
UNITEDHEALTH GROUP INC      Common equity
                            shares             91324P102  1993956  39343956 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       39343956
UNUM GROUP                  Common equity
                            shares             91529Y106   247928  11766602 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11766602
VALERO ENERGY CORP          Common equity
                            shares             91913Y100   538425  25578352 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       25578352
VERIZON COMMUNICATIONS INC  Common equity
                            shares             92343V104  4503451 112249634 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18      112248364            1270
VF CORP                     Common equity
                            shares             918204108   495005   3898065 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3898065
CBS CORP                    Common equity
                            shares             124857202   640014  23581872 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       23579992            1880
VULCAN MATERIALS CO         Common equity
                            shares             929160109   189444   4814304 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4814304
WAL-MART STORES INC         Common equity
                            shares             931142103  4570585  76482292 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       76482292
WALGREEN CO                 Common equity
                            shares             931422109  1265289  38272455 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          38272455
WASTE MANAGEMENT INC        Common equity
                            shares             94106L109   639786  19559235 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       19557705            1530
WATERS CORP                 Common equity
                            shares             941848103   242320   3272352 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3272352
WATSON PHARMACEUTICALS INC  Common equity
                            shares             942683103   287816   4770162 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4770162


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
WELLS FARGO & CO            Common equity
                            shares             949746101  5264486 191019074 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18         191019074
WEYERHAEUSER CO             Common equity
                            shares             962166104   360438  19305369 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19305369
WHIRLPOOL CORP              Common equity
                            shares             963320106   165433   3486632 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3486632
WILLIAMS COS INC            Common equity
                            shares             969457100   793938  24044172 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          24044172
WORTHINGTON INDUSTRIES      Common equity
                            shares             981811102    48892   2984507 SH       DEFINED 1,2,5,6,8,12    2984507
XCEL ENERGY INC             Common equity
                            shares             98389B100   679257  24575204 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          24575204
XEROX CORP                  Common equity
                            shares             984121103   662647  83247849 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          83247849
XILINX INC                  Common equity
                            shares             983919101   316025   9857323 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9857323
XL GROUP PLC                Common equity
                            shares             G98290102   247321  12509884 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12509884
YAHOO INC                   Common equity
                            shares             984332106   831244  51534499 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       51526268            8231
YUM BRANDS INC              Common equity
                            shares             988498101  1191872  20197626 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16201088         3996538
ZIMMER HOLDINGS INC         Common equity
                            shares             98956P102   359653   6732476 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6732476
ZIONS BANCORPORATION        Common equity
                            shares             989701107   141228   8675168 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              8675168
NEWS CORP                   Common Stock       65248E104  1379028  77299608 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          77299608
SHIP FINANCE INTL LTD       Common equity
                            shares             G81075106     8628    924055 SH       DEFINED 1,2,5,6          924055
CNO FINANCIAL GROUP INC     Common equity
                            shares             12621E103    33195   5260106 SH       DEFINED 1,2,5,6,8,12    5260106
HARRIS CORP                 Common equity
                            shares             413875105   163994   4550465 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4550465
SEARS HOLDINGS CORP         Common equity
                            shares             812350106   109475   3444851 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3444851
MEMC ELECTRONIC MATRIALS    Common equity
  INC                       shares             552715104    19999   5076205 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5076205
CREE INC                    Common equity
                            shares             225447101    67475   3061753 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3061753
CHESAPEAKE ENERGY CORP      Common equity
                            shares             165167107   588673  26409385 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          26409385
ALLIANT TECHSYSTEMS INC     Common equity
                            shares             018804104    41834    731872 SH       DEFINED 1,2,5,6,12       731872
ABERCROMBIE & FITCH -CL A   Common equity
                            shares             002896207   160025   3276443 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3276443
ACXIOM CORP                 Common equity
                            shares             005125109    32151   2633144 SH       DEFINED 1,2,5,6,8,12    2633144
AFFYMETRIX INC              Common equity
                            shares             00826T108     6576   1608381 SH       DEFINED 1,2,6,8         1608381
HUBBELL INC -CL B           Common equity
                            shares             443510201    87242   1304902 SH       DEFINED 1,2,5,6,8,12    1304902
LANCASTER COLONY CORP       Common equity
                            shares             513847103    44942    648121 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17            648121
PENTAIR INC                 Common equity
                            shares             709631105   176768   5309875 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5309875
TOTAL SYSTEM SERVICES INC   Common equity
                            shares             891906109   125611   6421743 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6421743
KEY ENERGY SERVICES INC     Common equity
                            shares             492914106    52943   3422472 SH       DEFINED 1,2,5,6,8       3422472
EAGLE MATERIALS INC         Common equity
                            shares             26969P108    24203    943300 SH       DEFINED 1,2,5,6,8        943300
NORTHEAST UTILITIES         Common equity
                            shares             664397106   350336   9712617 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9712617
PIPER JAFFRAY COS INC       Common equity
                            shares             724078100     7814    387038 SH       DEFINED 1,2,5,6,8        387038
L-3 COMMUNICATIONS HLDGS    Common equity
  INC                       shares             502424104   250104   3750937 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3750937
WILEY (JOHN) & SONS -CL A   Common equity
                            shares             968223206    49139   1106788 SH       DEFINED 1,2,5,6,8,12    1106788
ATMEL CORP                  Common equity
                            shares             049513104    80878   9985266 SH       DEFINED 1,2,5,6,8,12    9985266
SEI INVESTMENTS CO          Common equity
                            shares             784117103    75412   4346374 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4346374
ADTRAN INC                  Common equity
                            shares             00738A106    63892   2118425 SH       DEFINED 1,2,5,6,8,12    2118425
ADVANCE AUTO PARTS INC      Common equity
                            shares             00751Y106   154037   2212018 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2212018
CONSTELLATION BRANDS        Common equity
                            shares             21036P108   160213   7750701 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7750701
CYTEC INDUSTRIES INC        Common equity
                            shares             232820100    51085   1144159 SH       DEFINED 1,2,5,6,8,12    1144159
DOLLAR TREE INC             Common equity
                            shares             256746108   367953   4427327 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4426757             570
HARTE HANKS INC             Common equity
                            shares             416196103     8728    959862 SH       DEFINED 1,2,5,6,8        959862
ITT EDUCATIONAL SERVICES    Common equity
INC                         shares             45068B109    33230    584105 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            584105
JEFFERIES GROUP INC         Common equity
                            shares             472319102    42833   3114883 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3114883
NVR INC                     Common equity
                            shares             62944T105   122610    178732 SH       DEFINED 1,2,5,6,8,12     178732
PACKAGING CORP OF AMERICA   Common equity
                            shares             695156109    54957   2177358 SH       DEFINED 1,2,5,6,8,12    2177358
POPULAR INC                 Common equity
                            shares             733174106    62260  44793150 SH       DEFINED 1,2,5,6,8,12   44793150
PRECISION CASTPARTS CORP    Common equity
                            shares             740189105   821972   4987984 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4987984
RAYONIER INC                Real Estate
                            Investment Trust   754907103   149610   3352355 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3352355
RENT-A-CENTER INC           Common equity
                            shares             76009N100    81881   2212840 SH       DEFINED 1,2,5,6,8,12    2212840
RYLAND GROUP INC            Common equity
                            shares             783764103    47419   3008914 SH       DEFINED 1,2,5,6,8       3008914
SAKS INC                    Common equity
                            shares             79377W108    47344   4854951 SH       DEFINED 1,2,5,6,8,12    4854951
SPDR S&P 500 ETF            USA: Common Stock  78462F103  1177710   9384151 SH       DEFINED 1,2,5,6,10,17   9375473            8678
UTSTARCOM HOLDINGS CORP     Common equity
                            shares             G9310A106      128     93401 SH       DEFINED 1                 93401
PATTERSON-UTI ENERGY INC    Common equity
                            shares             703481101    77871   3897093 SH       DEFINED 1,2,5,6,8,12    3897093
NABI BIOPHARMACEUTICALS     Common Stock       629519109     2057   1094307 SH       DEFINED 1,2,6           1094307
WMS INDUSTRIES INC          Common equity
                            shares             929297109    23316   1136392 SH       DEFINED 1,2,5,6,8       1136392
PANERA BREAD CO             Common equity
                            shares             69840W108    94956    671290 SH       DEFINED 1,2,5,6,8,12     671290
AFFILIATED MANAGERS GRP INC Common equity
                            shares             008252108   118174   1231629 SH       DEFINED 1,2,5,6,8,12    1231629
ANSYS INC                   Common equity
                            shares             03662Q105   118405   2067231 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2064003            3228
APTARGROUP INC              Common equity
                            shares             038336103    82252   1576553 SH       DEFINED 1,2,5,6,8,12    1576553
AXCELIS TECHNOLOGIES INC    Common equity
                            shares             054540109     2521   1895092 SH       DEFINED 1,2             1895092
BENCHMARK ELECTRONICS INC   Common equity
                            shares             08160H101    19692   1462036 SH       DEFINED 1,2,5,6,8       1462036
BROCADE COMMUNICATIONS SYS  Common equity
                            shares             111621306    28915   5570971 SH       DEFINED 1,2,5,6,8,17    5570971
BROOKS AUTOMATION INC       Common equity
                            shares             114340102    15453   1504788 SH       DEFINED 1,2,5,6,8       1504788
CARTER'S INC                Common equity
                            shares             146229109    41060   1031313 SH       DEFINED 1,2,5,6,8       1031313
CUMULUS MEDIA INC           Common equity
                            shares             231082108     1814    544188 SH       DEFINED 1,2,6            544188
EMULEX CORP                 Common equity
                            shares             292475209    13141   1915971 SH       DEFINED 1,2,5,6,8       1915971
ENTEGRIS INC                Common equity
                            shares             29362U104    25174   2884768 SH       DEFINED 1,2,5,6,8,17    2884768
EXTREME NETWORKS INC        Common Stock       30226D106     5198   1779998 SH       DEFINED 1,2,5,6,8       1779998
FORWARD AIR CORP            Common equity
                            shares             349853101    19604    611768 SH       DEFINED 1,2,5,6,8        611768
GATX CORP                   Common equity
                            shares             361448103    48220   1104424 SH       DEFINED 1,2,5,6,8,12    1104424
GENTEX CORP                 Common equity
                            shares             371901109    97550   3296687 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           3294117            2570
IDEX CORP                   Common equity
                            shares             45167R104    72064   1942013 SH       DEFINED 1,2,5,6,8,12    1942013
LTX-CREDENCE CORP           Common Stock       502403207     4907    916755 SH       DEFINED 1,2,6,8          916755
MANHATTAN ASSOCIATES INC    Common equity
                            shares             562750109    19505    481895 SH       DEFINED 1,2,6,8,17       481895
MICROS SYSTEMS INC          Common equity
                            shares             594901100    83527   1793077 SH       DEFINED 1,2,5,6,8,12    1793077
MYRIAD GENETICS INC         Common equity
                            shares             62855J104    30898   1475577 SH       DEFINED 1,2,5,6,8,10    1475577
NATIONAL INSTRUMENTS CORP   Common equity
                            shares             636518102    49747   1917051 SH       DEFINED 1,2,5,6,8,12    1917051
NPS PHARMACEUTICALS INC     Common equity
                            shares             62936P103    17937   2722016 SH       DEFINED 1,2,6,8         2722016
OSHKOSH CORP                Common equity
                            shares             688239201    43935   2055009 SH       DEFINED 1,2,5,6,8,12    2055009
P F CHANGS CHINA BISTRO INC Common equity
                            shares             69333Y108    16105    521075 SH       DEFINED 1,2,6,8          521075
PLEXUS CORP                 Common equity
                            shares             729132100    23561    860492 SH       DEFINED 1,2,5,6,8        860492
ROPER INDUSTRIES INC/DE     Common equity
                            shares             776696106   290898   3348667 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3348667
RUBY TUESDAY INC            Common equity
                            shares             781182100     9491   1375424 SH       DEFINED 1,2,6,8         1375424
SPARTECH CORP               Common equity
                            shares             847220209     3030    640388 SH       DEFINED 1,2,8            640388
TEEKAY CORP                 Common equity
                            shares             Y8564W103    12459    466054 SH       DEFINED 1,2,5,6          466054
VISHAY INTERTECHNOLOGY INC  Common equity
                            shares             928298108    32547   3620595 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           3620595
GREATBATCH INC              Common equity
                            shares             39153L106    10916    493945 SH       DEFINED 1,2,5,6,8        493945


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
WINTRUST FINANCIAL CORP     Common equity
                            shares             97650W108    32284   1151021 SH       DEFINED 1,2,6,8         1151021
ST JOE CO                   Common equity
                            shares             790148100     9960    679628 SH       DEFINED 1,2,5,6,8        679628
MACERICH CO                 Real Estate
                            Investment Trust   554382101   260722   5152502 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        5152502
ACADIA REALTY TRUST         Real Estate
                            Investment Trust   004239109    28367   1408414 SH       DEFINED 1,2,3,5,6,8     1408414
BROOKFIELD OFFICE PPTYS INC Common equity
                            shares             112900105     8478    541976 SH       DEFINED 1,2,3            541976
CAMDEN PROPERTY TRUST       Real Estate
                            Investment Trust   133131102   149954   2409277 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12           2409277
CORP OFFICE PPTYS TR INC    Real Estate
                            Investment Trust   22002T108    49024   2305749 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2305749
DDR CORP                    Real Estate
                            Investment Trust   23317H102    69339   5697285 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              5697285
EASTGROUP PROPERTIES        Real Estate
                            Investment Trust   277276101    40006    920050 SH       DEFINED 1,2,3,5,6,8      920050
ESSEX PROPERTY TRUST        Real Estate
                            Investment Trust   297178105   161721   1150965 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              1150965
HOSPITALITY PROPERTIES      Real Estate
  TRUST                     Investment Trust   44106M102   105298   4582239 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              4582239
LASALLE HOTEL PROPERTIES    Real Estate
                            Investment Trust   517942108    68564   2832148 SH       DEFINED 1,2,3,5,6,8     2832148
RAMCO-GERSHENSON PROPERTIES Real Estate
                            Investment Trust   751452202    11661   1185721 SH       DEFINED 1,2,3,6,8       1185721
REGENCY CENTERS CORP        Real Estate
                            Investment Trust   758849103   128648   3419353 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        3419353
TANGER FACTORY OUTLET CTRS  Real Estate
                            Investment Trust   875465106    83045   2832411 SH       DEFINED 1,2,3,5,6,8     2832411
MECHEL OAO                  American
                            Depository Receipt 583840103    12101   1422947 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1422947
MOBILE TELESYSTEMS OJSC     American
                            Depository Receipt 607409109    69836   4757355 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4757355
LAM RESEARCH CORP           Common equity
                            shares             512807108   118138   3191095 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3191095
RAMBUS INC                  Common equity
                            shares             750917106    17687   2342158 SH       DEFINED 1,2,5,6,8       2342158
METTLER-TOLEDO INTL INC     Common equity
                            shares             592688105   111199    752809 SH       DEFINED 1,2,5,6,8,12     752809
NEENAH PAPER INC            Common equity
                            shares             640079109     8775    393391 SH       DEFINED 1,2,6,8          393391
EW SCRIPPS -CL A            Common equity
                            shares             811054402     5630    703173 SH       DEFINED 1,2,6,8          703173
FMC TECHNOLOGIES INC        Common equity
                            shares             30249U101   534677  10236927 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       10235317            1610
AMPHENOL CORP               Common equity
                            shares             032095101   281893   6210442 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6210442
CME GROUP INC               Common equity
                            shares             12572Q105   598603   2456652 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2456432             220
COMMUNITY HEALTH SYSTEMS    Common equity
  INC                       shares             203668108    37050   2123569 SH       DEFINED 1,2,5,6,8,12    2123569
COVANCE INC                 Common equity
                            shares             222816100    73477   1607104 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1607104
GEN-PROBE INC               Common equity
                            shares             36866T103    67459   1141095 SH       DEFINED 1,2,5,6,8,12    1141095
REGIS CORP/MN               Common equity
                            shares             758932107    31195   1884530 SH       DEFINED 1,2,5,6,8,12    1884530
SL GREEN REALTY CORP        Real Estate
                            Investment Trust   78440X101   188644   2830858 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12           2830858
STANCORP FINANCIAL GROUP    Common equity
  INC                       shares             852891100    38778   1055244 SH       DEFINED 1,2,5,6,8,12    1055244
TELEFLEX INC                Common equity
                            shares             879369106    58981    962257 SH       DEFINED 1,2,5,6,8,12     962257
URBAN OUTFITTERS INC        Common equity
                            shares             917047102   119422   4333119 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4333119
AGCO CORP                   Common equity
                            shares             001084102   107469   2501196 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2501196
EDWARDS LIFESCIENCES CORP   Common equity
                            shares             28176E108   308372   4361700 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4361700
AAON INC                    Common equity
                            shares             000360206     7712    376380 SH       DEFINED 1,2,6,8          376380
AAR CORP                    Common equity
                            shares             000361105    18209    949843 SH       DEFINED 1,2,5,6,8        949843
AMERIS BANCORP              Common equity
                            shares             03076K108     4914    478042 SH       DEFINED 1,2              478042
ABM INDUSTRIES INC          Common equity
                            shares             000957100    75193   3646650 SH       DEFINED 1,2,5,6,8       3646650
AEP INDUSTRIES INC          Common equity
                            shares             001031103     2562     90961 SH       DEFINED 1,2               90961
AGL RESOURCES INC           Common equity
                            shares             001204106   243450   5760792 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17           5760792
AK STEEL HOLDING CORP       Common equity
                            shares             001547108    33706   4080687 SH       DEFINED 1,2,5,6,8,10    4080687
PROLOGIS INC                Real Estate
                            Investment Trust   74340W103   633247  22149282 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       22149282
AMR CORP/DE                 Common equity
                            shares             001765106      519   1481647 SH       DEFINED 1,5,6,8,12      1481647
ATMI INC                    Common equity
                            shares             00207R101    14591    728448 SH       DEFINED 1,2,5,6,8        728448
ATP OIL & GAS CORP          Common equity
                            shares             00208J108    17836   2423577 SH       DEFINED 1,2,6,8         2423577
AVI BIOPHARMA INC           Common equity
                            shares             002346104     1807   2422113 SH       DEFINED 1,2,5           2422113
AVX CORP                    Common equity
                            shares             002444107     7559    592303 SH       DEFINED 1,2,5,6,8        592303
AXT INC                     Common Stock       00246W103     2353    563785 SH       DEFINED 1,2,6            563785
AZZ INC                     Common equity
                            shares             002474104    12467    274364 SH       DEFINED 1,2,5,6,8        274364
AARON'S INC                 Common equity
                            shares             002535300    64227   2407451 SH       DEFINED 1,2,5,6,8,12    2407451
AASTROM BIOSCIENCES INC     Common equity
                            shares             00253U305       57     30893 SH       DEFINED 1                 30893
ABAXIS INC                  Common equity
                            shares             002567105    12797    462551 SH       DEFINED 1,2,6,8          462551
ABIOMED INC                 Common Stock       003654100    11722    634708 SH       DEFINED 1,2,6,8          634708
ABRAXAS PETROLEUM CORP/NV   Common equity
                            shares             003830106    12647   3832011 SH       DEFINED 1,2,6,8         3832011
ACETO CORP                  Common equity
                            shares             004446100     3325    481928 SH       DEFINED 1,2,8            481928
ACTIVE POWER INC            Common equity
                            shares             00504W100      761   1150475 SH       DEFINED 1,2             1150475
ACTUATE CORP                Common equity
                            shares             00508B102     4885    833556 SH       DEFINED 1,2,5,6,8        833556
ACTUANT CORP -CL A          Common equity
                            shares             00508X203    32251   1421176 SH       DEFINED 1,2,5,6,8       1421176
INSPERITY INC               Common equity
                            shares             45778Q107    12441    490844 SH       DEFINED 1,2,5,6,8        490844
AMAG PHARMACEUTICALS INC    Common Stock       00163U106     8064    426352 SH       DEFINED 1,2,5,6,8        426352
ADVANCED PHOTONIX INC -CL A Common equity
                            shares             00754E107        6     11300 SH       DEFINED 1                 11300
ADVANCED SEMICON            American
  ENGINEERING               Depository Receipt 00756M404     3659    843330 SH       DEFINED 1,2,6,8          843330
DENNYS CORP                 Common equity
                            shares             24869P104     9234   2455580 SH       DEFINED 1,2,5,6,8       2455580
AEGON NV                    Similar to ADR
                            Certificates
                            representing
                            ordinary shares    007924103       49     12266 SH       DEFINED 1,2               12266
ADVANCED ENERGY INDS INC    Common equity
                            shares             007973100     9382    874393 SH       DEFINED 1,2,6,8          874393
ADVENT SOFTWARE INC         Common equity
                            shares             007974108    26663   1094618 SH       DEFINED 1,2,5,6,8,12    1094618
AGREE REALTY CORP           Real Estate
                            Investment Trust   008492100     4947    202774 SH       DEFINED 1,2,3,8          202774
AIR METHODS CORP            Common equity
                            shares             009128307    19773    234139 SH       DEFINED 1,2,6,8          234139
AIRGAS INC                  Common equity
                            shares             009363102   219935   2816837 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2816837
AKAMAI TECHNOLOGIES INC     Common equity
                            shares             00971T101   221231   6853567 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6853567
AKORN INC                   Common Stock       009728106    16963   1525583 SH       DEFINED 1,2,6,8         1525583
ALAMO GROUP INC             Common equity
                            shares             011311107     4529    168172 SH       DEFINED 1,2              168172
ALASKA AIR GROUP INC        Common equity
                            shares             011659109    89998   1198487 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17,18        1198487
ALASKA COMMUNICATIONS SYS   Common equity
  GP                        shares             01167P101     2607    867251 SH       DEFINED 1,2,6,8          867251
ALBANY INTL CORP -CL A      Common equity
                            shares             012348108    13745    594534 SH       DEFINED 1,2,6,8          594534
ALBANY MOLECULAR RESH INC   Common Stock       012423109     1316    449822 SH       DEFINED 1,2              449822
ALBEMARLE CORP              Common equity
                            shares             012653101   101407   1968756 SH       DEFINED 1,2,5,6,8,12    1968756
ALCATEL-LUCENT              American
                            Depository Receipt 013904305      236    150802 SH       DEFINED 1,5,8,12         150802
ALEXANDER & BALDWIN INC     Common equity
                            shares             014482103    35903    879615 SH       DEFINED 1,2,5,6,8,12     879615
ALEXANDER'S INC             Real Estate
                            Investment Trust   014752109    17507     47319 SH       DEFINED 1,2,3,5,6,8       47319
ALEXANDRIA R E EQUITIES INC Real Estate
                            Investment Trust   015271109   143128   2075206 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2075206
ALEXION PHARMACEUTICALS INC Common Stock       015351109   229294   3206833 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3206833
ALICO INC                   Common equity
                            shares             016230104     1339     68951 SH       DEFINED 1,2               68951
ALIGN TECHNOLOGY INC        Common equity
                            shares             016255101    30535   1287138 SH       DEFINED 1,2,5,6,8       1287138
ALKERMES PLC                Common equity
                            shares             G01767105    49438   2847832 SH       DEFINED 1,2,5,6,8       2847832
ALLEGHANY CORP              Common equity
                            shares             017175100    22894     80253 SH       DEFINED 1,2,5,6,8         80253
ALLETE INC                  Common equity
                            shares             018522300    33066    787583 SH       DEFINED 1,2,5,6,8        787583
BALLY TECHNOLOGIES INC      Common equity
                            shares             05874B107    38548    974368 SH       DEFINED 1,2,5,6,8        974368
ALLIANCE RESOURCE PTNRS -LP Limited
                            Partnership        01877R108     2279     30164 SH       DEFINED 1                 30164


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
ALLIANT ENERGY CORP         Common equity
                            shares             018802108   146572   3322857 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3322857
ALLIANCE FINANCIAL CORP/NY  Common equity
                            shares             019205103     2694     87311 SH       DEFINED 1,2               87311
HANOVER INSURANCE GROUP INC Common equity
                            shares             410867105    40861   1169313 SH       DEFINED 1,2,5,6,8,12    1169313
ALLOS THERAPEUTICS INC      Common Stock       019777101     2104   1482675 SH       DEFINED 1,2,5,6,8       1482675
ALLSCRIPTS HEALTHCARE       Common equity
  SOLTNS                    shares             01988P108    79015   4172067 SH       DEFINED 1,2,5,6,8,12    4172067
JARDEN CORP                 Common equity
                            shares             471109108    31175   1043155 SH       DEFINED 1,2,5,6,8,17    1043155
ALMOST FAMILY INC           Common Stock       020409108     2942    177330 SH       DEFINED 1,2,8            177330
SKYWORKS SOLUTIONS INC      Common equity
                            shares             83088M102    64107   3952326 SH       DEFINED 1,2,5,6,8,12    3952326
ALTAIR NANOTECHNOLOGIES INC Common equity
                            shares             021373204       16     25102 SH       DEFINED 1,5               25102
AMCOL INTERNATIONAL CORP    Common equity
                            shares             02341W103    19190    714592 SH       DEFINED 1,2,6,8          714592
AMEDISYS INC                Common equity
                            shares             023436108     7388    677053 SH       DEFINED 1,2,6,8          677053
AMERCO                      Common equity
                            shares             023586100    15765    178311 SH       DEFINED 1,2,5,6,8        178311
AMERICA MOVIL SA DE CV      American
                            Depository Receipt 02364W105   127918   5660111 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18           5660111
US AIRWAYS GROUP INC        Common equity
                            shares             90341W108    18670   3681891 SH       DEFINED 1,2,6,8         3681891
MFA FINANCIAL INC           Real Estate
                            Investment Trust   55272X102    55732   8293273 SH       DEFINED 1,2,5,6,8       8293273
AMERICAN CAPITAL LTD.       Common equity
                            shares             02503Y103    24613   3657097 SH       DEFINED 1,2,5,6,8       3657097
AMERICAN DENTAL PARTNERS    Common equity
  INC                       shares             025353103     5153    273796 SH       DEFINED 1,2              273796
US ECOLOGY INC              Common equity
                            shares             91732J102     6580    350452 SH       DEFINED 1,2,8            350452
AMERICAN FINANCIAL GROUP    Common equity
  INC                       shares             025932104    77929   2112466 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2112466
AMERICAN GREETINGS -CL A    Common equity
                            shares             026375105    16448   1314369 SH       DEFINED 1,2,5,6,8,12    1314369
HEALTHWAYS INC              Common equity
                            shares             422245100     4769    694903 SH       DEFINED 1,2,6,8          694903
AMERICAN NATIONAL INSURANCE Common equity
                            shares             028591105     8672    118686 SH       DEFINED 1,2,5,6,8,17     118686
AMERICAN SCIENCE            Common equity
  ENGINEERING               shares             029429107    12973    190454 SH       DEFINED 1,2,6,8          190454
AMERICAN SOFTWARE -CL A     Common equity
                            shares             029683109     3816    403374 SH       DEFINED 1,2              403374
AMERICAN STATES WATER CO    Common equity
                            shares             029899101    14810    424447 SH       DEFINED 1,2,5,6,8        424447
AMERICAN TOWER REIT INC     Common equity
                            shares             03027X100   879676  14659154 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14659154
AMERICAN SUPERCONDUCTOR CP  Common Stock       030111108     3313    897665 SH       DEFINED 1,2,5,6,8        897665
  LRAD CORP                 Common equity
                            shares             50213V109       34     22907 SH       DEFINED 1                 22907
AMERICAN VANGUARD CORP      Common equity
                            shares             030371108     5828    436894 SH       DEFINED 1,2,8            436894
AMERICAN WOODMARK CORP      Common equity
                            shares             030506109     2794    204826 SH       DEFINED 1,2,8            204826
AMERIGON INC                Common Stock       03070L300     5789    405799 SH       DEFINED 1,2,5,6,8        405799
AMERISTAR CASINOS INC       Common equity
                            shares             03070Q101    10870    628876 SH       DEFINED 1,2,5,6,8        628876
TD AMERITRADE HOLDING CORP  Common equity
                            shares             87236Y108    56962   3639408 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3639408
AMERIGAS PARTNERS -LP       Limited
                            Partnership        030975106     2137     46557 SH       DEFINED 1                 46557
AMES NATIONAL CORP          Common equity
                            shares             031001100     2620    134196 SH       DEFINED 1,2              134196
AMETEK INC                  Common equity
                            shares             031100100   195055   4633168 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4633168
AMKOR TECHNOLOGY INC        Common equity
                            shares             031652100     9690   2221151 SH       DEFINED 1,2,5,6,8       2221151
AMPAL AMERICAN ISRAEL -CL A Common equity
                            shares             032015109        4     10312 SH       DEFINED 1                 10312
AMPCO-PITTSBURGH CORP       Common equity
                            shares             032037103     3860    199691 SH       DEFINED 1,2,8            199691
CALIF FIRST NATIONAL        Common equity
  BANCORP                   shares             130222102      614     38154 SH       DEFINED 1,2,17            38154
AMSURG CORP                 Common equity
                            shares             03232P405    17456    670340 SH       DEFINED 1,2,6,8          670340
AMTECH SYSTEMS INC          Common Stock       032332504     1255    147374 SH       DEFINED 1,2              147374
AMYLIN PHARMACEUTICALS INC  Common equity
                            shares             032346108    34230   3008233 SH       DEFINED 1,2,5,6,8       3008233
ANADIGICS INC               Common Stock       032515108     2980   1360653 SH       DEFINED 1,2,6,8         1360653
ANALOGIC CORP               Common equity
                            shares             032657207    15271    266402 SH       DEFINED 1,2,6,8          266402
ANAREN INC                  Common equity
                            shares             032744104     5296    318404 SH       DEFINED 1,2,6,8          318404
ANDERSONS INC               Common equity
                            shares             034164103    17313    396607 SH       DEFINED 1,2,6,8          396607
ANGLOGOLD ASHANTI LTD       American
                            Depository Receipt 035128206    11618    273720 SH       DEFINED 1,2,6            273720
ANIXTER INTL INC            Common equity
                            shares             035290105    42005    704251 SH       DEFINED 1,2,5,6,8        704251
ANNALY CAPITAL MANAGEMENT   Real Estate
                            Investment Trust   035710409   251606  15764956 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          15764956
ANN INC                     Common equity
                            shares             035623107    47934   1934343 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1934343
ANTARES PHARMA INC          Common equity
                            shares             036642106     3148   1431835 SH       DEFINED 1,2,6           1431835
ARRIS GROUP INC             Common equity
                            shares             04269Q100    32430   2997152 SH       DEFINED 1,2,5,6,8       2997152
HACKETT GROUP INC           Common equity
                            shares             404609109     2557    684379 SH       DEFINED 1,2,5            684379
ANWORTH MTG ASSET CORP      Real Estate
                            Investment Trust   037347101    19321   3076362 SH       DEFINED 1,2,6,8         3076362
APCO OIL AND GAS INTL INC   Common equity
                            shares             G0471F109    13914    170226 SH       DEFINED 1,2,6            170226
APOGEE ENTERPRISES INC      Common equity
                            shares             037598109    15225   1241643 SH       DEFINED 1,2,8           1241643
APPLIED INDUSTRIAL TECH INC Common equity
                            shares             03820C105    31662    900242 SH       DEFINED 1,2,6,8          900242
ARCH COAL INC               Common equity
                            shares             039380100   107355   7398897 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7398897
ARCTIC CAT INC              Common Stock       039670104     5346    236932 SH       DEFINED 1,2              236932
ARDEN GROUP INC -CL A       Common equity
                            shares             039762109     2413     26820 SH       DEFINED 1,2,6,17          26820
ARENA PHARMACEUTICALS INC   Common Stock       040047102     4885   2612896 SH       DEFINED 1,2,5,6,8       2612896
ARIAD PHARMACEUTICALS INC   Common equity
                            shares             04033A100    45974   3752489 SH       DEFINED 1,2,6,8         3752489
ARIBA INC                   Common Stock       04033V203    34908   1243144 SH       DEFINED 1,2,5,6,8       1243144
CARDIUM THERAPEUTICS INC    Common equity
                            shares             141916106       11     38600 SH       DEFINED 1                 38600
ARKANSAS BEST CORP          Common equity
                            shares             040790107    10787    559812 SH       DEFINED 1,2,5,6,8        559812
ARM HOLDINGS PLC            American
                            Depository Receipt 042068106      418     15139 SH       DEFINED 1,17               6340            8799
ARQULE INC                  Common equity
                            shares             04269E107     5739   1017410 SH       DEFINED 1,2,6,8         1017410
ARRAY BIOPHARMA INC         Common equity
                            shares             04269X105     2579   1192901 SH       DEFINED 1,2             1192901
ARROW ELECTRONICS INC       Common equity
                            shares             042735100   119326   3189998 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3189998
ARROW FINANCIAL CORP        Common equity
                            shares             042744102     4658    198778 SH       DEFINED 1,2,5,8          198778
ARTESIAN RESOURCES -CL A    Common Stock       043113208     2378    126304 SH       DEFINED 1,2,5            126304
ARTHROCARE CORP             Common Stock       043136100    18081    570762 SH       DEFINED 1,2,6,8          570762
MERITOR INC                 Common equity
                            shares             59001K100    10775   2025864 SH       DEFINED 1,2,5,6,8       2025864
ASIAINFO-LINKAGE INC        Common Stock       04518A104     1171    151103 SH       DEFINED 1,2,6            151103
ASPEN TECHNOLOGY INC        Common Stock       045327103    29794   1717222 SH       DEFINED 1,2,6,8         1717222
ASSOCIATED BANC-CORP        Common equity
                            shares             045487105    90512   8103524 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              8103524
ASSOCIATED ESTATES RLTY     Real Estate
  CORP                      Investment Trust   045604105    15797    990460 SH       DEFINED 1,2,3,5,6,8      990460
ASTEC INDUSTRIES INC        Common equity
                            shares             046224101    14872    461697 SH       DEFINED 1,2,5,6,8        461697
ASTORIA FINANCIAL CORP      Common equity
                            shares             046265104    23779   2800863 SH       DEFINED 1,2,5,6,8,12    2800863
ASTRONICS CORP              Common Stock       046433108     6627    185074 SH       DEFINED 1,2,6            185074
ATLANTIC TELE-NETWORK INC   Common equity
                            shares             049079205     8549    218852 SH       DEFINED 1,2,6,8,17       218852
ATLAS PIPELINE PARTNER LP   Limited
                            Partnership        049392103     2294     61754 SH       DEFINED 1                 61754
ATMOS ENERGY CORP           Common equity
                            shares             049560105    73543   2205192 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2205192
ATRION CORP                 Common equity
                            shares             049904105     7972     33194 SH       DEFINED 1,2,6,17          33194
ATWOOD OCEANICS             Common equity
                            shares             050095108    56581   1421932 SH       DEFINED 1,2,5,6,8,12    1421932
VOXX INTERNATIONAL CORP     Common Stock       91829F104     3714    439444 SH       DEFINED 1,2              439444
AUTOBYTEL INC               Common equity
                            shares             05275N106       19     26954 SH       DEFINED 1                 26954
AUTOLIV INC                 Common equity
                            shares             052800109    79532   1486785 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1486785
SCIENTIFIC GAMES CORP       Common equity
                            shares             80874P109    18421   1899061 SH       DEFINED 1,2,5,6,8       1899061


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
AVANIR PHARMACEUTICALS INC  Common equity
                            shares             05348P401     4428   2159573 SH       DEFINED 1,2,6,8         2159573
CELLDEX THERAPEUTICS INC    Common equity
                            shares             15117B103     1744    669672 SH       DEFINED 1,2              669672
AVATAR HOLDINGS INC         Common equity
                            shares             053494100     1478    205412 SH       DEFINED 1,2,5            205412
AVID TECHNOLOGY INC         Common equity
                            shares             05367P100     5333    625132 SH       DEFINED 1,2,5,6,8        625132
AVISTA CORP                 Common equity
                            shares             05379B107    38118   1480446 SH       DEFINED 1,2,5,6,8       1480446
BCE INC                     Common Stock       05534B760      487     11705 SH       DEFINED 1,2,8             11705
BOK FINANCIAL CORP          Common equity
                            shares             05561Q201    26407    480770 SH       DEFINED 1,2,5,6,8        480770
BP PLC                      American
                            Depository Receipt 055622104  1671546  39109612 SH       DEFINED 1,2            39109612
BRE PROPERTIES INC          Real Estate
                            Investment Trust   05564E106   130575   2586643 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2586643
BADGER METER INC            Common equity
                            shares             056525108     9336    317227 SH       DEFINED 1,2,6,8          317227
BAKER (MICHAEL) CORP        Common equity
                            shares             057149106     3384    172229 SH       DEFINED 1,2,8            172229
BALCHEM CORP -CL B          Common equity
                            shares             057665200    24236    597770 SH       DEFINED 1,2,6,8          597770
BALDWIN & LYONS -CL B       Common equity
                            shares             057755209     3920    179686 SH       DEFINED 1,2,6            179686
DIAMOND HILL INVESTMENT GRP Common Stock       25264R207     3482     47074 SH       DEFINED 1,2               47074
BANCFIRST CORP/OK           Common equity
                            shares             05945F103     4952    131860 SH       DEFINED 1,2,8,17         131860
BRADESCO BANCO              American
                            Depository Receipt 059460303   110350   6615728 SH       DEFINED 1,2,4,6,8,10,
                                                                                             18              6615728
BANCO BILBAO VIZCAYA        American
ARGENTA                     Depository Receipt 05946K101      762     89036 SH       DEFINED 1,5,8,10,12       89036
BANCO SANTANDER SA          American
                            Depository Receipt 05964H105     3649    485421 SH       DEFINED 1,2,5,8,12       485421
BANCO SANTANDER-CHILE       American
                            Depository Receipt 05965X109    20039    264678 SH       DEFINED 1,2,5,6          264678
BANCOLOMBIA SA              American
                            Depository Receipt 05968L102    34301    575936 SH       DEFINED 1,2,5,6,10,18    575936
BANCORP RHODE ISLAND INC    Common equity
                            shares             059690107     2651     66677 SH       DEFINED 1,2,17            66677
BANCORPSOUTH INC            Common equity
                            shares             059692103    41188   3737259 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           3737259
HAMPTON ROADS BANKSHARES    Common equity
  INC                       shares             409321502      443    163388 SH       DEFINED 1,2              163388
BANK KY FINANCIAL CORP      Common Stock       062896105     1702     84952 SH       DEFINED 1,2               84952
BANK OF MARIN BANCORP       Common equity
                            shares             063425102     3541     94094 SH       DEFINED 1,2,6             94094
BANK OF MONTREAL            Common equity
                            shares             063671101     5269     96036 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18             96036
BANK MUTUAL CORP            Common equity
                            shares             063750103     2934    922357 SH       DEFINED 1,2,5,8          922357
BANK OF THE OZARKS INC      Common equity
                            shares             063904106    26963    909849 SH       DEFINED 1,2,6,8          909849
SIERRA BANCORP/CA           Common equity
                            shares             82620P102     1566    177786 SH       DEFINED 1,2              177786
MITSUBISHI UFJ FINANCIAL    American
  GRP                       Depository Receipt 606822104       43     10190 SH       DEFINED 1,2               10190
BARNES GROUP INC            Common equity
                            shares             067806109    26941   1117404 SH       DEFINED 1,2,6,8         1117404
BARRICK GOLD CORP           Common equity
                            shares             067901108     4712    104146 SH       DEFINED 1,2,5            104146
BARRETT BUSINESS SVCS INC   Common equity
                            shares             068463108     3154    158098 SH       DEFINED 1,2              158098
BARRY (R G) CORP            Common equity
                            shares             068798107     1626    134820 SH       DEFINED 1,2              134820
BASSETT FURNITURE INDS      Common equity
                            shares             070203104       89     11849 SH       DEFINED 1,2               11849
BE AEROSPACE INC            Common equity
                            shares             073302101    82211   2123894 SH       DEFINED 1,2,5,6,8,12    2123894
BEAZER HOMES USA INC        Common equity
                            shares             07556Q105     3543   1429057 SH       DEFINED 1,2,6,8         1429057
BEBE STORES INC             Common equity
                            shares             075571109     6200    744105 SH       DEFINED 1,2,6,8,17       734595            9510
BEL FUSE INC                Common equity
                            shares             077347300     4753    253385 SH       DEFINED 1,2              253385
BELO CORP -SER A COM        Common equity
                            shares             080555105    11974   1899900 SH       DEFINED 1,2,6,8         1899900
BENIHANA INC                Common equity
                            shares             082047101     2032    198734 SH       DEFINED 1,2              198734
HARVEST NATURAL RESOURCES   Common equity
                            shares             41754V103    13401   1815436 SH       DEFINED 1,2,6,8         1815436
BERKLEY (W R) CORP          Common equity
                            shares             084423102   111672   3247252 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3247252
BERKSHIRE HATHAWAY INC DEL  Common equity
                            shares             084670108   113841       992 SH       DEFINED 1,5,8,12            992
BERKSHIRE HATHAWAY          Common equity
                            shares             084670702  4960945  65018814 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          65018814
BERKSHIRE HILLS BANCORP INC Common equity
                            shares             084680107     8801    396431 SH       DEFINED 1,2,5,8          396431
BERRY PETROLEUM -CL A       Common equity
                            shares             085789105    59539   1417009 SH       DEFINED 1,2,6,8         1417009
BHP BILLITON GROUP (AUS)    American
                            Depository Receipt 088606108     5041     71365 SH       DEFINED 1                 71365
CAMAC ENERGY INC            Common equity
                            shares             131745101      834    827536 SH       DEFINED 1,2              827536
BIO-RAD LABORATORIES INC    Common equity
                            shares             090572207    47541    494988 SH       DEFINED 1,2,5,6,8,12     494988
SAVIENT PHARMACEUTICALS INC Common equity
                            shares             80517Q100     3243   1456199 SH       DEFINED 1,2,5,6,8       1456199
BIO REFERENCE LABS          Common equity
                            shares             09057G602     8415    517283 SH       DEFINED 1,2,6,8          517283
BIOANALYTICAL SYSTEMS INC   Common Stock       09058M103       14     11400 SH       DEFINED 1                 11400
BIOCRYST PHARMACEUTICALS
  INC                       Common Stock       09058V103     1357    550807 SH       DEFINED 1,2,5            550807
ADVENTRX PHARMACEUTICALS    Common equity
  INC                       shares             00764X202        8     14995 SH       DEFINED 1                 14995
BIOMARIN PHARMACEUTICAL INC Common Stock       09061G101    63261   1840055 SH       DEFINED 1,2,5,6,8       1840055
BIOTIME INC                 Common equity
                            shares             09066L105     2364    406563 SH       DEFINED 1,2,6            406563
VALEANT PHARMACEUTICALS     Common equity
  INTL                      shares             91911K102     2691     57601 SH       DEFINED 1,5               57601
SYNUTRA INTERNATIONAL INC   Common equity
                            shares             87164C102     1574    309993 SH       DEFINED 1,2              309993
BIOLASE TECHNOLOGY INC      Common Stock       090911108     1339    521321 SH       DEFINED 1,2,6            521321
SYNOVIS LIFE TECH INC       Common Stock       87162G105     6019    216299 SH       DEFINED 1,2              216299
BIOSPECIFICS TECHNOLOGIES
  CP                        Common Stock       090931106     1141     68608 SH       DEFINED 1,2               68608
ONCOTHYREON INC             Common equity
                            shares             682324108     5166    681836 SH       DEFINED 1,2,6            681836
AUTHENTIDATE HOLDING CORP   Common equity
                            shares             052666104       16     23900 SH       DEFINED 1                 23900
BLACK BOX CORP              Common equity
                            shares             091826107    11658    415791 SH       DEFINED 1,2,5,6,8        415791
BLACK HILLS CORP            Common equity
                            shares             092113109   129686   3862075 SH       DEFINED 1,2,5,6,8,12    3862075
BLACKROCK INC               Common equity
                            shares             09247X101   631109   3540802 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3540802
BLOUNT INTL INC             Common equity
                            shares             095180105    13726    945355 SH       DEFINED 1,2,6,8          945355
BLUEGREEN CORP              Common equity
                            shares             096231105       32     11708 SH       DEFINED 1                 11708
BLYTH INC                   Common equity
                            shares             09643P207     8160    143640 SH       DEFINED 1,2,5,6,8        143640
BOB EVANS FARMS             Common equity
                            shares             096761101    31873    950458 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17            950458
BON-TON STORES INC          Common equity
                            shares             09776J101      782    232845 SH       DEFINED 1,2              232845
OCLARO INC                  Common Stock       67555N206     2806    994621 SH       DEFINED 1,2,6,8          994621
BORGWARNER INC              Common equity
                            shares             099724106   251105   3939605 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3938600            1005
BOSTON BEER INC -CL A       Common equity
                            shares             100557107    19949    183780 SH       DEFINED 1,2,6,8          183780
BOSTON PRIVATE FINL         Common equity
  HOLDINGS                  shares             101119105    19633   2472336 SH       DEFINED 1,2,6,8         2472336
BOTTOMLINE TECHNOLOGIES INC Common Stock       101388106    16559    714730 SH       DEFINED 1,2,6,8          714730
BOYD GAMING CORP            Common equity
                            shares             103304101     8836   1184456 SH       DEFINED 1,2,5,6,8       1184456
BRADY CORP                  Common equity
                            shares             104674106   108183   3426868 SH       DEFINED 1,2,5,6,8       3426868
BRANDYWINE REALTY TRUST     Real Estate
                            Investment Trust   105368203    32898   3462475 SH       DEFINED 1,2,3,5,6,8     3462475
BRIDGE BANCORP INC          Common equity
                            shares             108035106     2263    113629 SH       DEFINED 1,2              113629
BRIGGS & STRATTON           Common equity
                            shares             109043109    18135   1170845 SH       DEFINED 1,2,5,6,8,17    1170845
BRIGHTPOINT INC             Common equity
                            shares             109473405    18588   1727484 SH       DEFINED 1,2,5,6,8       1727484
CINCINNATI BELL INC         Common equity
                            shares             171871106    15638   5160708 SH       DEFINED 1,2,5,6,8       5160708
BROOKLINE BANCORP INC       Common equity
                            shares             11373M107    10520   1246226 SH       DEFINED 1,2,5,6,8       1246226
BROWN & BROWN INC           Common equity
                            shares             115236101    63306   2797474 SH       DEFINED 1,2,5,6,8,12    2797474
BROWN FORMAN CORP           Common equity
                            shares             115637100     1364     17200 SH       DEFINED 1,2               17200
BROWN SHOE CO INC           Common equity
                            shares             115736100    14447   1623618 SH       DEFINED 1,2,6,8         1623618
BRUKER CORP                 Common equity
                            shares             116794108    10152    817523 SH       DEFINED 1,2,5,6,8        817523
MATERION CORP               Common equity
                            shares             576690101    17780    732293 SH       DEFINED 1,2,5,6,8        732293


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
BRYN MAWR BANK CORP         Common equity
                            shares             117665109     3439    176370 SH       DEFINED 1,2              176370
BUCKEYE PARTNERS LP         Limited
                            Partnership        118230101     8332    130227 SH       DEFINED 1                130227
BUCKEYE TECHNOLOGIES INC    Common equity
                            shares             118255108    29320    876791 SH       DEFINED 1,2,6,8,18       876791
BUCKLE INC                  Common equity
                            shares             118440106    29323    717393 SH       DEFINED 1,2,5,6,8        717393
INCONTACT INC               Common equity
                            shares             45336E109     2023    456918 SH       DEFINED 1,2              456918
CBL & ASSOCIATES PPTYS INC  Real Estate
                            Investment Trust   124830100    77541   4938768 SH       DEFINED 1,2,3,5,6,8,
                                                                                             17              4938768
CDI CORP                    Common equity
                            shares             125071100     3943    285473 SH       DEFINED 1,2              285473
CEC ENTERTAINMENT INC       Common equity
                            shares             125137109    15507    450011 SH       DEFINED 1,2,5,6,8        450011
CH ENERGY GROUP INC         Common equity
                            shares             12541M102    21144    362160 SH       DEFINED 1,2,5,6,8,17     362160
C H ROBINSON WORLDWIDE INC  Common equity
                            shares             12541W209   397450   5695509 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5695509
CLECO CORP                  Common equity
                            shares             12561W105    76636   2011305 SH       DEFINED 1,2,5,6,8,12    2011305
CENTRAL PACIFIC FINANCIAL   Common equity
  CP                        shares             154760409     2974    230225 SH       DEFINED 1,2,6            230225
CSS INDUSTRIES INC          Common equity
                            shares             125906107     3736    187543 SH       DEFINED 1,2              187543
CNA FINANCIAL CORP          Common equity
                            shares             126117100    12795    478455 SH       DEFINED 1,2,5,6,8,12     478455
CNB FINANCIAL CORP/PA       Common equity
                            shares             126128107     3185    201902 SH       DEFINED 1,2              201902
CNOOC LTD                   American
                            Depository Receipt 126132109     1238      7083 SH       DEFINED 1,6                7083
CSG SYSTEMS INTL INC        Common equity
                            shares             126349109    13392    910160 SH       DEFINED 1,2,5,6,8        910160
CTS CORP                    Common equity
                            shares             126501105     7211    783748 SH       DEFINED 1,2,5,6,8        783748
CVB FINANCIAL CORP          Common equity
                            shares             126600105    28112   2803325 SH       DEFINED 1,2,5,6,8       2803325
BELDEN INC                  Common equity
                            shares             077454106    35835   1076643 SH       DEFINED 1,2,6,8         1076643
BLUE COAT SYSTEMS INC       Common equity
                            shares             09534T508    23109    907901 SH       DEFINED 1,2,5,6,8        907901
CABOT CORP                  Common equity
                            shares             127055101   138284   4302735 SH       DEFINED 1,2,5,6,8,12    4302735
CABOT OIL & GAS CORP        Common equity
                            shares             127097103   362207   4772229 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4772229
CABOT MICROELECTRONICS CORP Common equity
                            shares             12709P103    27165    574950 SH       DEFINED 1,2,5,6,8        574950
CACHE INC                   Common equity
                            shares             127150308       71     11240 SH       DEFINED 1                 11240
CADIZ INC                   Common equity
                            shares             127537207     2458    254891 SH       DEFINED 1,2              254891
HELIX ENERGY SOLUTIONS      Common equity
  GROUP                     shares             42330P107    64914   4108446 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           4108446
CAL-MAINE FOODS INC         Common Stock       128030202    11395    311416 SH       DEFINED 1,2,6,8,17       311416
CALGON CARBON CORP          Common equity
                            shares             129603106    18878   1201924 SH       DEFINED 1,2,5,6,8       1201924
CALAMP CORP                 Common equity
                            shares             128126109       71     16616 SH       DEFINED 1                 16616
CALIFORNIA WATER SERVICE GP Common equity
                            shares             130788102    17822    976041 SH       DEFINED 1,2,5,6,8        976041
CALLAWAY GOLF CO            Common equity
                            shares             131193104     7319   1323839 SH       DEFINED 1,2,5,8         1323839
CALLON PETROLEUM CO/DE      Common equity
                            shares             13123X102     3459    696279 SH       DEFINED 1,2              696279
CAMBREX CORP                Common equity
                            shares             132011107     4616    642873 SH       DEFINED 1,2              642873
CAMDEN NATIONAL CORP        Common equity
                            shares             133034108     5070    155559 SH       DEFINED 1,2,5,8          155559
CANADIAN NATIONAL RAILWAY   Common equity
  CO                        shares             136375102      213      2700 SH       DEFINED 1,8                2700
ICONIX BRAND GROUP INC      Common equity
                            shares             451055107    29230   1794536 SH       DEFINED 1,2,5,6,8       1794536
CANTEL MEDICAL CORP         Common equity
                            shares             138098108     9105    325931 SH       DEFINED 1,2,6,8          325931
CAPITAL CITY BK GROUP INC   Common equity
                            shares             139674105     2068    216872 SH       DEFINED 1,2,8,17         216872
CAPITAL BANK CORP/NC        Common equity
                            shares             139793103      330    164471 SH       DEFINED 1,2              164471
CAPITAL SENIOR LIVING CORP  Common equity
                            shares             140475104     3767    474353 SH       DEFINED 1,2              474353
CAPITAL SOUTHWEST CORP      Common Stock       140501107     4213     51704 SH       DEFINED 1,2,6,8           51704
CAPITAL TRUST INC/MD        Real Estate
                            Investment Trust   14052H506       37     15933 SH       DEFINED 1                 15933
CAPITOL FEDERAL FINL INC    Common equity
                            shares             14057J101    23424   2029579 SH       DEFINED 1,2,5,6,8       2029579
CAPSTONE TURBINE CORP       Common equity
                            shares             14067D102     5318   4582463 SH       DEFINED 1,2,6,8         4582463
CAPSTEAD MORTGAGE CORP      Real Estate
                            Investment Trust   14067E506    23284   1871512 SH       DEFINED 1,2,6,8         1871512
CARBO CERAMICS INC          Common equity
                            shares             140781105    61525    498859 SH       DEFINED 1,2,5,6,8,12     498859
CARDINAL FINANCIAL CORP     Common equity
                            shares             14149F109     5901    549456 SH       DEFINED 1,2,6,8          549456
CARLISLE COS INC            Common equity
                            shares             142339100    56123   1267057 SH       DEFINED 1,2,5,6,8,12    1267057
CARPENTER TECHNOLOGY CORP   Common equity
                            shares             144285103    74680   1450690 SH       DEFINED 1,2,5,6,8,12    1450690
CARRIZO OIL & GAS INC       Common equity
                            shares             144577103    31916   1211330 SH       DEFINED 1,2,6,8         1211330
CASCADE BANCORP             Common equity
                            shares             147154207      370     84077 SH       DEFINED 1,2               84077
CASCADE CORP                Common equity
                            shares             147195101     9046    191723 SH       DEFINED 1,2,8            191723
CASELLA WASTE SYS INC -CL A Common equity
                            shares             147448104     2689    419610 SH       DEFINED 1,2              419610
CASEYS GENERAL STORES INC   Common equity
                            shares             147528103    53898   1046289 SH       DEFINED 1,2,5,6,8,17    1046289
CASH AMERICA INTL INC       Common equity
                            shares             14754D100    32101    688407 SH       DEFINED 1,2,6,8,17       688407
CASS INFORMATION SYSTEMS    Common equity
  INC                       shares             14808P109     6632    182233 SH       DEFINED 1,2,6,8,17       182233
CASTLE (A M) & CO           Common equity
                            shares             148411101     3177    335253 SH       DEFINED 1,2              335253
CATHAY GENERAL BANCORP      Common equity
                            shares             149150104    48949   3278479 SH       DEFINED 1,2,5,6,8,12    3278479
CATO CORP -CL A             Common equity
                            shares             149205106    23520    971894 SH       DEFINED 1,2,5,6,8        971894
JAGUAR MINING INC COMMON
  STOCK CAD                 Common Stock       47009M103    10148   1590680 SH       DEFINED 1,2,6           1590680
CEDAR REALTY TRUST INC      Real Estate
                            Investment Trust   150602209     7696   1786077 SH       DEFINED 1,2,3,8         1786077
CEL-SCI CORP                Common equity
                            shares             150837409       30    104456 SH       DEFINED 1                104456
CELADON GROUP INC           Common Stock       150838100     6349    537610 SH       DEFINED 1,2,6,8          537610
CELL THERAPEUTICS INC       Common Stock       150934602     3502   3019026 SH       DEFINED 1,2,5,6,8       3019026
CELESTICA INC               Common equity
                            shares             15101Q108      182     24799 SH       DEFINED 1,2               24799
CELGENE CORP                Common equity
                            shares             151020104  1111767  16446278 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          16446278
CELSION CORP                Common Stock       15117N305       18     10444 SH       DEFINED 1                 10444
CEMEX SAB DE CV             American
                            Depository Receipt 151290889     4674    867566 SH       DEFINED 1,6,8,10         867566
CENTER BANCORP INC          Common equity
                            shares             151408101     1478    151031 SH       DEFINED 1,2              151031
CENTERSTATE BANKS INC       Common equity
                            shares             15201P109     3252    490992 SH       DEFINED 1,2,6            490992
CENTRAIS ELETRICAS          American
  BRASILEIR                 Depository Receipt 15234Q108     2610    179874 SH       DEFINED 1,2,6,10,18      179874
ELETROBRAS-CENTR ELETR BRAS Depository Receipt 15234Q207     6261    644808 SH       DEFINED 1,2,5,6,10,18    644808
CENTRAL EUROPEAN DIST CORP  Common equity
                            shares             153435102     6084   1391304 SH       DEFINED 1,2,5,6,8       1391304
CENTRAL VERMONT PUB SERV    Common equity
                            shares             155771108     9613    273825 SH       DEFINED 1,2,6,8          273825
CENTURY ALUMINUM CO         Common equity
                            shares             156431108    28426   3340464 SH       DEFINED 1,2,5,6,8       3340464
CENTURY BANCORP INC/MA      Common equity
                            shares             156432106     1806     63915 SH       DEFINED 1,2               63915
CBIZ INC                    Common equity
                            shares             124805102     5733    938649 SH       DEFINED 1,2,6,8          938649
CENTURY CASINOS INC         Common equity
                            shares             156492100       33     12905 SH       DEFINED 1                 12905
CEPHEID INC                 Common Stock       15670R107    61175   1777772 SH       DEFINED 1,2,5,6,8       1777772
CERADYNE INC                Common equity
                            shares             156710105    15419    575755 SH       DEFINED 1,2,5,6,8        575755
ARBITRON INC                Common equity
                            shares             03875Q108    21849    634828 SH       DEFINED 1,2,5,6,8        634828
CERNER CORP                 Common equity
                            shares             156782104   322499   5265103 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5265103
COCA-COLA ENTERPRISES INC   Common equity
                            shares             19122T109   404996  15709628 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          15709628
CERUS CORP                  Common equity
                            shares             157085101     2100    750579 SH       DEFINED 1,2              750579
CHARLES & COLVARD LTD       Common equity
                            shares             159765106       26     10104 SH       DEFINED 1                 10104
CRA INTERNATIONAL INC       Common equity
                            shares             12618T105     4467    224983 SH       DEFINED 1,2,6,8          224983
CHARMING SHOPPES INC        Common equity
                            shares             161133103    18233   3721522 SH       DEFINED 1,2,5,6,8       3721522
CHASE CORP                  Common equity
                            shares             16150R104     1439    103652 SH       DEFINED 1,2              103652
CHECKPOINT SYSTEMS INC      Common equity
                            shares             162825103    10001    914481 SH       DEFINED 1,2,5,6,8        914481


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
CHEESECAKE FACTORY INC      Common equity
                            shares             163072101    49647   1691581 SH       DEFINED 1,2,5,6,8,12    1691581
CHEMED CORP                 Common equity
                            shares             16359R103    25929    506279 SH       DEFINED 1,2,5,6,8        506279
CHEMICAL FINANCIAL CORP     Common equity
                            shares             163731102    13306    624106 SH       DEFINED 1,2,5,8          624106
CHENIERE ENERGY INC         Common equity
                            shares             16411R208    14241   1638767 SH       DEFINED 1,2,5,6,8       1638767
CHEROKEE INC/DE             Common equity
                            shares             16444H102     1743    149130 SH       DEFINED 1,2,5            149130
CHESAPEAKE UTILITIES CORP   Common equity
                            shares             165303108     8814    203309 SH       DEFINED 1,2,5,6,8,17     203309
BJ'S RESTAURANTS INC        Common equity
                            shares             09180C106    22175    489356 SH       DEFINED 1,2,6,8          489356
CHILDRENS PLACE RETAIL STRS Common equity
                            shares             168905107    38597    726552 SH       DEFINED 1,2,5,6,8        726552
CHINA MOBILE LTD            American
                            Depository Receipt 16941M109     1280     26395 SH       DEFINED 1,6               26395
CHINA PETROLEUM & CHEM CORP American
                            Depository Receipt 16941R108     1061     10094 SH       DEFINED 1,6               10094
CHINA UNICOM (HONG KONG)    American
  LTD                       Depository Receipt 16945R104      565     26764 SH       DEFINED 1,6               26764
CHOICE HOTELS INTL INC      Common equity
                            shares             169905106    11997    315415 SH       DEFINED 1,2,5,6,8        315415
ECHO THERAPEUTICS INC       Common equity
                            shares             27876L107       41     18200 SH       DEFINED 1                 18200
CHRISTOPHER & BANKS CORP    Common equity
                            shares             171046105     1742    745553 SH       DEFINED 1,2,5,17         745553
CHURCH & DWIGHT INC         Common equity
                            shares             171340102   187877   4105770 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4105770
CHURCHILL DOWNS INC         Common equity
                            shares             171484108    11777    225929 SH       DEFINED 1,2,8            225929
CIBER INC                   Common equity
                            shares             17163B102     5459   1415143 SH       DEFINED 1,2,6,8         1415143
CIRCOR INTL INC             Common equity
                            shares             17273K109    12395    351009 SH       DEFINED 1,2,6,8          351009
CIRRUS LOGIC INC            Common equity
                            shares             172755100    22675   1430349 SH       DEFINED 1,2,5,6,8       1430349
READING INTL INC -CL A      Common Stock       755408101       60     14100 SH       DEFINED 1                 14100
CITIZENS & NORTHERN CORP    Common equity
                            shares             172922106     3818    206864 SH       DEFINED 1,2              206864
CITIZENS REPUBLIC BANCORP   Common Stock       174420307      402     35159 SH       DEFINED 1,8               35159
CITIZENS INC                Common equity
                            shares             174740100     6596    680626 SH       DEFINED 1,2,6,8          680626
CITY HOLDING CO             Common equity
                            shares             177835105    16017    472690 SH       DEFINED 1,2,6,8,17       472690
CITY NATIONAL CORP          Common equity
                            shares             178566105    89102   2016821 SH       DEFINED 1,2,5,6,8,12    2016821
CLARCOR INC                 Common equity
                            shares             179895107    84380   1687937 SH       DEFINED 1,2,5,6,8,12    1687937
BLACK DIAMOND INC           Common Stock       09202G101     1252    167610 SH       DEFINED 1,2              167610
CLEAN HARBORS INC           Common Stock       184496107    98879   1551562 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1548042            3520
CLIFFS NATURAL RESOURCES    Common equity
  INC                       shares             18683K101   360229   5777469 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5777469
COCA-COLA BTLNG CONS        Common equity
                            shares             191098102     5347     91335 SH       DEFINED 1,2,6,8           91335
COCA-COLA FEMSA SAB DE CV   American
                            Depository Receipt 191241108    11643    122275 SH       DEFINED 1,6              122275
COEUR D'ALENE MINES CORP    Common equity
                            shares             192108504    67671   2803294 SH       DEFINED 1,2,5,6,8,17,
                                                                                             18              2803294
COGNEX CORP                 Common equity
                            shares             192422103    31400    877311 SH       DEFINED 1,2,5,6,8        877311
COGNIZANT TECH SOLUTIONS    Common equity
                            shares             192446102   764830  11892957 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11892957
COHERENT INC                Common Stock       192479103    26607    508989 SH       DEFINED 1,2,6,8          508989
COHU INC                    Common equity
                            shares             192576106     6244    550341 SH       DEFINED 1,2,5,8          550341
COINSTAR INC                Common equity
                            shares             19259P300    33657    737402 SH       DEFINED 1,2,6,8,17       737402
COLDWATER CREEK INC         Common equity
                            shares             193068103     1440   1220732 SH       DEFINED 1,2,5           1220732
COLE KENNETH PROD INC -CL A Common equity
                            shares             193294105     1922    181549 SH       DEFINED 1,2              181549
COLONIAL PROPERTIES TRUST   Real Estate
                            Investment Trust   195872106    62963   3018287 SH       DEFINED 1,2,3,5,6,8     3018287
COBIZ FINANCIAL INC         Common equity
                            shares             190897108     3325    575868 SH       DEFINED 1,2              575868
COLUMBIA BANKING SYSTEM INC Common equity
                            shares             197236102    20938   1086478 SH       DEFINED 1,2,6,8         1086478
KODIAK OIL & GAS CORP       Common equity
                            shares             50015Q100    46930   4939548 SH       DEFINED 1,2,6,8         4939548
COLUMBIA LABORATORIES INC   Common equity
                            shares             197779101     2899   1159313 SH       DEFINED 1,2             1159313
COLUMBIA SPORTSWEAR CO      Common equity
                            shares             198516106    10807    232173 SH       DEFINED 1,2,5,6,8        232173
COLUMBUS MCKINNON CORP      Common equity
                            shares             199333105     4635    365400 SH       DEFINED 1,2,8            365400
COMFORT SYSTEMS USA INC     Common equity
                            shares             199908104     9385    875608 SH       DEFINED 1,2,5,6,8        875608
COMCAST CORP NEW            Common equity
                            shares             20030N200   108750   4615756 SH       DEFINED 1,2,5,8,10,
                                                                                             12,18           4615756
COMMERCE BANCSHARES INC     Common equity
                            shares             200525103   225670   5920106 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           5920106
COMMERCIAL METALS           Common equity
                            shares             201723103    59357   4291408 SH       DEFINED 1,2,5,6,8,12    4291408
NATIONAL RETAIL PROPERTIES  Real Estate
                            Investment Trust   637417106    95553   3622256 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              3622256
COMMUNITY BANK SYSTEM INC   Common equity
                            shares             203607106    31044   1116652 SH       DEFINED 1,2,6,8         1116652
COMMUNICATIONS SYSTEMS INC  Common equity
                            shares             203900105     1570    111633 SH       DEFINED 1,2              111633
COMMUNITY TRUST BANCORP INC Common equity
                            shares             204149108     7959    270520 SH       DEFINED 1,2,8            270520
CIA ENERGETICA DE MINAS     American
                            Depository Receipt 204409601    16805    944607 SH       DEFINED 1,2,4,5,6,10,
                                                                                             18               944607
CIA BRASILEIRA DE DISTRIB   American
                            Depository Receipt 20440T201     3913    107440 SH       DEFINED 1,2,4,5,6,10,
                                                                                             18               107440
COMPANHIA SIDERURGICA       American
  NACION                    Depository Receipt 20440W105    10709   1309320 SH       DEFINED 1,2,5,6,8,10,
                                                                                             18              1309320
VALE S A                    American
                            Depository Receipt 91912E204    96981   4707914 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10              4707914
COPEL-CIA PARANAENSE        American
  ENERGIA                   Depository Receipt 20441B407    14509    691621 SH       DEFINED 1,2,6,10,18      691621
CIA DE BEBIDAS DAS AMERICAS American
                            Depository Receipt 20441W203   140877   3903421 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18           3903421
COMPANIA CERVECERIAS UNIDAS American
                            Depository Receipt 204429104     9003    142649 SH       DEFINED 1,2,5,6,10       142649
COMPUCREDIT HOLDINGS CORP   Common equity
                            shares             20478T107       62     17108 SH       DEFINED 1                 17108
COMPUTER TASK GROUP INC     Common Stock       205477102     3870    274857 SH       DEFINED 1,2              274857
COMPX INTERNATIONAL INC     Common Stock       20563P101      162     11059 SH       DEFINED 1,2               11059
COMSTOCK RESOURCES INC      Common equity
                            shares             205768203    32025   2092893 SH       DEFINED 1,2,5,6,8,12    2092893
COMTECH TELECOMMUN          Common equity
                            shares             205826209    18875    659602 SH       DEFINED 1,2,5,6,8,17     659602
CONCEPTUS INC               Common Stock       206016107     7766    614211 SH       DEFINED 1,2,6,8          614211
CONCUR TECHNOLOGIES INC     Common equity
                            shares             206708109    77168   1519274 SH       DEFINED 1,2,5,6,8,12    1519274
CONMED CORP                 Common equity
                            shares             207410101    16034    624600 SH       DEFINED 1,2,6,8          624600
CONNECTICUT WATER SVC INC   Common equity
                            shares             207797101     4636    170855 SH       DEFINED 1,2,5,17         170855
MAJESCO ENTERTAINMENT CO    Common equity
                            shares             560690208       63     25557 SH       DEFINED 1                 25557
CONSOL ENERGY INC           Common equity
                            shares             20854P109   360182   9814264 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9814264
CONSOLIDATED GRAPHICS INC   Common equity
                            shares             209341106    10357    214557 SH       DEFINED 1,2,6,8          214557
CONSOLIDATED TOMOKA LAND CO Common equity
                            shares             210226106     2711    100110 SH       DEFINED 1,2,5            100110
CONTANGO OIL & GAS CO       Common equity
                            shares             21075N204    26768    460084 SH       DEFINED 1,2,5,6,8        460084
COOPER COMPANIES INC        Common equity
                            shares             216648402    80255   1138060 SH       DEFINED 1,2,5,6,8,12    1138060
COPART INC                  Common equity
                            shares             217204106    62551   1306199 SH       DEFINED 1,2,5,6,8,12    1306199
CORN PRODUCTS INTL INC      Common equity
                            shares             219023108    90874   1728099 SH       DEFINED 1,2,5,6,8,12    1728099
NEOSTEM INC                 Common equity
                            shares             640650305      266    522086 SH       DEFINED 1,2              522086
CORPORATE EXECUTIVE BRD CO  Common Stock       21988R102    42388   1112591 SH       DEFINED 1,2,5,6,8,12    1112591
CORRECTIONS CORP AMER       Common equity
                            shares             22025Y407    50679   2488083 SH       DEFINED 1,2,5,6,8,12    2488083
CORVEL CORP                 Common equity
                            shares             221006109     6696    129491 SH       DEFINED 1,2,6,8          129491
COST PLUS INC               Common equity
                            shares             221485105     3042    311847 SH       DEFINED 1,2              311847
COSTAR GROUP INC            Common equity
                            shares             22160N109    32167    482082 SH       DEFINED 1,2,6,8          482082
COURIER CORP                Common equity
                            shares             222660102     2486    211969 SH       DEFINED 1,2              211969
COUSINS PROPERTIES INC      Real Estate
                            Investment Trust   222795106    18746   2924738 SH       DEFINED 1,2,3,5,6,8     2924738
COVENANT TRANSPORTATION GRP Common equity
                            shares             22284P105      307    102933 SH       DEFINED 1,2              102933
CRAWFORD & CO               Common equity
                            shares             224633107     2973    482231 SH       DEFINED 1,2              482231
CRAY INC                    Common Stock       225223304     4741    732233 SH       DEFINED 1,2,5,6,8        732233
CREDIT ACCEPTANCE CORP      Common Stock       225310101    11803    143460 SH       DEFINED 1,2,6,8          143460


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
CROSS (A.T.) & CO -CL A     Common equity
                            shares             227478104     1594    141267 SH       DEFINED 1,2              141267
CROWN CASTLE INTL CORP      Common equity
                            shares             228227104   206129   4601268 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4601268
CROWN HOLDINGS INC          Common equity
                            shares             228368106    98332   2928257 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2928257
AMERICA'S CAR-MART INC      Common equity
                            shares             03062T105     7286    185890 SH       DEFINED 1,2,5,6,8        185890
CROWN MEDIA HOLDINGS INC    Common equity
                            shares             228411104      569    471659 SH       DEFINED 1,2              471659
CRYOLIFE INC                Common equity
                            shares             228903100     3988    831278 SH       DEFINED 1,2              831278
CUBIC CORP                  Common equity
                            shares             229669106    15934    365624 SH       DEFINED 1,2,6,8          365624
CUBIC ENERGY INC            Common equity
                            shares             229675103       15     23500 SH       DEFINED 1                 23500
CUBIST PHARMACEUTICALS INC  Common equity
                            shares             229678107    65599   1655679 SH       DEFINED 1,2,5,6,8,17    1655679
CULLEN/FROST BANKERS INC    Common equity
                            shares             229899109   108329   2047492 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2047492
CURIS INC                   Common equity
                            shares             231269101     6369   1360613 SH       DEFINED 1,2             1360613
CURTISS-WRIGHT CORP         Common equity
                            shares             231561101    35358   1000687 SH       DEFINED 1,2,5,6,8       1000687
CYBERONICS INC              Common Stock       23251P102    19342    577318 SH       DEFINED 1,2,6,8          577318
CYMER INC                   Common equity
                            shares             232572107    34687    697076 SH       DEFINED 1,2,5,6,8        697076
CYPRESS SEMICONDUCTOR CORP  Common Stock       232806109    63007   3730298 SH       DEFINED 1,2,5,6,8,12    3730298
CYTRX CORP                  Common equity
                            shares             232828301       17     64241 SH       DEFINED 1                 64241
OPKO HEALTH INC             Common equity
                            shares             68375N103    16910   3450854 SH       DEFINED 1,2,6           3450854
AVIAT NETWORKS INC          Common Stock       05366Y102     2355   1286812 SH       DEFINED 1,2,5,8         1286812
DSP GROUP INC               Common equity
                            shares             23332B106     2784    534477 SH       DEFINED 1,2              534477
DXP ENTERPRISES INC         Common equity
                            shares             233377407     5578    173207 SH       DEFINED 1,2,6            173207
DAKTRONICS INC              Common equity
                            shares             234264109     6954    726742 SH       DEFINED 1,2,6,8          726742
COVANTA HOLDING CORP        Common equity
                            shares             22282E102    16994   1241164 SH       DEFINED 1,2,5,6,8       1241164
DARLING INTERNATIONAL INC   Common equity
                            shares             237266101    31691   2384682 SH       DEFINED 1,2,5,6,8       2384682
DATALINK CORP               Common equity
                            shares             237934104       96     11583 SH       DEFINED 1                 11583
DAVITA INC                  Common equity
                            shares             23918K108   265034   3496024 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3496024
DAWSON GEOPHYSICAL CO       Common equity
                            shares             239359102     6569    166127 SH       DEFINED 1,2,5,6,8        166127
DECKERS OUTDOOR CORP        Common equity
                            shares             243537107    65890    871889 SH       DEFINED 1,2,5,6,8,12     871889
DELPHI FINANCIAL GROUP INC  Common equity
                            shares             247131105    51435   1161064 SH       DEFINED 1,2,5,6,8       1161064
DELTA APPAREL INC           Common equity
                            shares             247368103     1954    102381 SH       DEFINED 1,2              102381
DELTIC TIMBER CORP          Common equity
                            shares             247850100    13979    231523 SH       DEFINED 1,2,6,8          231523
DENBURY RESOURCES INC       Common equity
                            shares             247916208   260191  17231249 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17231249
DENDREON CORP               Common Stock       24823Q107    25971   3417486 SH       DEFINED 1,2,5,6,8,12    3417486
DENTSPLY INTERNATL INC      Common equity
                            shares             249030107   173216   4951251 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4951251
DEPOMED INC                 Common equity
                            shares             249908104     6164   1190014 SH       DEFINED 1,2,6,8         1190014
CASUAL MALE RETAIL GRP INC  Common equity
                            shares             148711302     2125    621018 SH       DEFINED 1,2              621018
DEVRY INC                   Common equity
                            shares             251893103    85526   2223621 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2223621
DIAMOND OFFSHRE DRILLING    Common equity
  INC                       shares             25271C102   162205   2935136 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2935136
DIEBOLD INC                 Common equity
                            shares             253651103   142502   4739260 SH       DEFINED 1,2,5,6,8,12    4739260
DIGI INTERNATIONAL INC      Common equity
                            shares             253798102     6706    600607 SH       DEFINED 1,2,5,6,8        600607
DIGITAL RIVER INC           Common equity
                            shares             25388B104    12487    831050 SH       DEFINED 1,2,5,6,8        831050
DIGITAL GENERATION INC      Common Stock       25400B108     6764    567540 SH       DEFINED 1,2,6,8          567540
DIME COMMUNITY BANCSHARES   Common equity
                            shares             253922108     8286    657657 SH       DEFINED 1,2,8            657657
ALLIANCE ONE INTL INC       Common equity
                            shares             018772103     4249   1561699 SH       DEFINED 1,2,5,6         1561699
DIODES INC                  Common equity
                            shares             254543101    16428    771353 SH       DEFINED 1,2,6,8          771353
DISCOVERY LABORATORIES INC  Common Stock       254668403       22     13148 SH       DEFINED 1                 13148
INFINITY PHARMACEUTICALS
  INC                       Common Stock       45665G303     2711    306955 SH       DEFINED 1,2              306955
NAUTILUS INC                Common equity
                            shares             63910B102       28     16160 SH       DEFINED 1                 16160
DITECH NETWORKS INC         Common equity
                            shares             25500T108       20     21085 SH       DEFINED 1                 21085
DOLLAR THRIFTY AUTOMOTIVE   Common equity
  GP                        shares             256743105    40822    581022 SH       DEFINED 1,2,5,6,8        581022
DONALDSON CO INC            Common equity
                            shares             257651109   112069   1646184 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1645564             620
DOT HILL SYSTEMS CORP       Common equity
                            shares             25848T109     1118    841500 SH       DEFINED 1,2              841500
ASCENA RETAIL GROUP INC     Common equity
                            shares             04351G101    64222   2160842 SH       DEFINED 1,2,5,6,8,12    2160842
DREW INDUSTRIES INC         Common equity
                            shares             26168L205     9592    390964 SH       DEFINED 1,2,6,8          390964
DREAMS INC                  Common equity
                            shares             261983209       42     19700 SH       DEFINED 1                 19700
DRIL-QUIP INC               Common equity
                            shares             262037104    83634   1270625 SH       DEFINED 1,2,5,6,8,12    1270625
DUCOMMUN INC                Common equity
                            shares             264147109     3252    255267 SH       DEFINED 1,2,5            255267
DURECT CORP                 Common equity
                            shares             266605104     1884   1597586 SH       DEFINED 1,2,5,6         1597586
DUSA PHARMACEUTICALS INC    Common equity
                            shares             266898105     1837    418950 SH       DEFINED 1,2              418950
DYAX CORP                   Common equity
                            shares             26746E103     2526   1857707 SH       DEFINED 1,2,5,6,8       1857707
DYCOM INDUSTRIES INC        Common equity
                            shares             267475101    15435    737860 SH       DEFINED 1,2,5,6,8        737860
DYNAMIC MATERIALS CORP      Common equity
                            shares             267888105     5413    273357 SH       DEFINED 1,2,5,6,8        273357
DYNAMICS RESEARCH CORP      Common equity
                            shares             268057106     1567    138329 SH       DEFINED 1,2              138329
DYNEX CAPITAL INC           Real Estate
                            Investment Trust   26817Q506     6625    725413 SH       DEFINED 1,2,6,8          725413
EMC INSURANCE GROUP INC     Common equity
                            shares             268664109     2443    118804 SH       DEFINED 1,2              118804
ENI SPA                     American
                            Depository Receipt 26874R108      474     11469 SH       DEFINED 1,2               11469
EPIQ SYSTEMS INC            Common equity
                            shares             26882D109     8571    713411 SH       DEFINED 1,2,6,8          713411
ESB FINANCIAL CORP          Common equity
                            shares             26884F102     2646    188112 SH       DEFINED 1,2,5            188112
EAGLE BANCORP INC/MD        Common equity
                            shares             268948106     4268    293626 SH       DEFINED 1,2              293626
EARTHLINK INC               Common equity
                            shares             270321102    17965   2789466 SH       DEFINED 1,2,5,6,8,17    2789466
EAST WEST BANCORP INC       Common equity
                            shares             27579R104   114090   5776405 SH       DEFINED 1,2,5,6,8,12    5776405
EATON VANCE CORP            Common equity
                            shares             278265103   219870   9300643 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9300643
EBIX INC                    Common equity
                            shares             278715206    13523    611776 SH       DEFINED 1,2,6,8          611776
ECHELON CORP                Common Stock       27874N105     3392    696904 SH       DEFINED 1,2,6,8          696904
EDGAR ONLINE INC            Common equity
                            shares             279765101        4     11200 SH       DEFINED 1                 11200
EDGEWATER TECHNOLOGY INC    Common equity
                            shares             280358102       32     11719 SH       DEFINED 1                 11719
EL PASO ELECTRIC CO         Common equity
                            shares             283677854    31684    914746 SH       DEFINED 1,2,5,6,8        914746
ELAN CORP PLC               American
                            Depository Receipt 284131208      340     24793 SH       DEFINED 1,5               24793
ELECTRO RENT CORP           Common equity
                            shares             285218103     6808    396908 SH       DEFINED 1,2,5,8,17       396908
ELECTRO SCIENTIFIC INDS INC Common equity
                            shares             285229100     7414    512092 SH       DEFINED 1,2,8            512092
ELECTRONICS FOR IMAGING INC Common equity
                            shares             286082102    14979   1051350 SH       DEFINED 1,2,5,6,8       1051350
ELLIS PERRY INTL INC        Common equity
                            shares             288853104     3380    237942 SH       DEFINED 1,2,6,8          237942
EMAGIN CORP                 Common equity
                            shares             29076N206      827    223295 SH       DEFINED 1,2              223295
EMBRAER SA                  American
                            Depository Receipt 29082A107     3163    125434 SH       DEFINED 1,2,4,5,6,10,
                                                                                             18               125434
EMBOTELLADORA ANDINA SA     American
                            Depository Receipt 29081P303      437     16754 SH       DEFINED 1,5,6             16754
EMCORE CORP                 Common equity
                            shares             290846104     1107   1281877 SH       DEFINED 1,2             1281877
EMCOR GROUP INC             Common equity
                            shares             29084Q100    43161   1609799 SH       DEFINED 1,2,5,6,8       1609799
EMERITUS CORP               Common equity
                            shares             291005106     9909    565902 SH       DEFINED 1,2,6,8          565902
EMMIS COMMUNICATIONS CP     Common equity
  -CL A                     shares             291525103       19     27908 SH       DEFINED 1                 27908
EMPIRE DISTRICT ELECTRIC CO Common equity
                            shares             291641108    18196    862973 SH       DEFINED 1,2,6,8          862973
ENDESA-EMPR NAC ELEC        American
  (CHILE)                   Depository Receipt 29244T101    24932    562136 SH       DEFINED 1,2,5,6,10       562136


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
ENBRIDGE INC                Common equity
                            shares             29250N105      245      6536 SH       DEFINED 1                  6536
ENCORE WIRE CORP            Common equity
                            shares             292562105    10163    392357 SH       DEFINED 1,2,5,8          392357
ENDO PHARMACEUTICALS HLDGS  Common equity
                            shares             29264F205   102647   2972559 SH       DEFINED 1,2,5,6,8,12    2972559
ENERGY CONVERSION DEV       Common equity
                            shares             292659109       23    109998 SH       DEFINED 1,2              109998
ENERGEN CORP                Common equity
                            shares             29265N108   106247   2124867 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2124867
ENERGY PARTNERS LTD         Common Stock       29270U303    16276   1114982 SH       DEFINED 1,2,6,8         1114982
ENERPLUS CORP               Composition of
                            more than 1
                            security           292766102      305     12041 SH       DEFINED 1,2               12041
ENERSIS SA                  American
                            Depository Receipt 29274F104    21353   1211159 SH       DEFINED 1,2,5,6,10      1211159
ENNIS INC                   Common equity
                            shares             293389102     7668    575003 SH       DEFINED 1,2,8            575003
ENSTAR GROUP LTD            Common equity
                            shares             G3075P101    13445    136914 SH       DEFINED 1,2,6,8          136914
ENTERCOM COMMUNICATIONS     Common equity
  CORP                      shares             293639100     2593    421503 SH       DEFINED 1,2              421503
ENTERPRISE PRODS PRTNRS -LP Limited
                            Partnership        293792107    31297    674804 SH       DEFINED 1                674804
ENTERTAINMENT PROPERTIES TR Real Estate
                            Investment Trust   29380T105    54649   1250304 SH       DEFINED 1,2,3,5,6,8     1250304
ENTRAVISION COMMUNICATIONS  Common equity
                            shares             29382R107     1270    814543 SH       DEFINED 1,2              814543
ENZON PHARMACEUTICALS INC   Common Stock       293904108     7387   1102335 SH       DEFINED 1,2,6,8         1102335
ENZO BIOCHEM INC            Common equity
                            shares             294100102     1772    788990 SH       DEFINED 1,2,5,6          788990
EPLUS INC                   Common Stock       294268107     2819     99715 SH       DEFINED 1,2               99715
EQUINIX INC                 Common equity
                            shares             29444U502   107902   1064142 SH       DEFINED 1,2,5,6,8,12    1064142
EQT CORP                    Common equity
                            shares             26884L109   308036   5622364 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5622364
EQUITY ONE INC              Real Estate
                            Investment Trust   294752100    38502   2267445 SH       DEFINED 1,2,3,6,8,12    2267445
ERICSSON (LM) TELEFON       American
                            Depository Receipt 294821608     4748    468753 SH       DEFINED 1,2              468753
ERIE INDEMNITY CO -CL A     Common equity
                            shares             29530P102    27136    347196 SH       DEFINED 1,2,5,6,8,12     347196
ESCALON MEDICAL CORP        Common equity
                            shares             296074305       25     24908 SH       DEFINED 2                 24908
ESCO TECHNOLOGIES INC       Common equity
                            shares             296315104    16089    559042 SH       DEFINED 1,2,5,6,8        559042
BGC PARTNERS INC            Common equity
                            shares             05541T101     8760   1474569 SH       DEFINED 1,2,6,8         1474569
ESTERLINE TECHNOLOGIES CORP Common equity
                            shares             297425100    56328   1006410 SH       DEFINED 1,2,5,6,8,12    1006410
ETHAN ALLEN INTERIORS INC   Common equity
                            shares             297602104    22694    957041 SH       DEFINED 1,2,6,8          957041
NEWMARKET CORP              Common equity
                            shares             651587107    67867    342580 SH       DEFINED 1,2,5,6,8,12     342580
EURONET WORLDWIDE INC       Common equity
                            shares             298736109    20359   1101759 SH       DEFINED 1,2,5,6,8       1101759
EXACT SCIENCES CORP         Common Stock       30063P105    12240   1506821 SH       DEFINED 1,2,6,8         1506821
EXAR CORP                   Common equity
                            shares             300645108     5154    792960 SH       DEFINED 1,2,5,8          792960
EXACTECH INC                Common equity
                            shares             30064E109     2398    145368 SH       DEFINED 1,2,6            145368
EXELIXIS INC                Common equity
                            shares             30161Q104    20697   4371482 SH       DEFINED 1,2,6,8         4371482
EXPONENT INC                Common equity
                            shares             30214U102    12961    281887 SH       DEFINED 1,2,6,8          281887
EZCORP INC -CL A            Common equity
                            shares             302301106    29959   1136042 SH       DEFINED 1,2,5,6,8,17    1136042
FBL FINANCIAL GROUP INC     Common equity
  -CL A                     shares             30239F106     9006    264770 SH       DEFINED 1,2,8            264770
FEI CO                      Common equity
                            shares             30241L109    33488    821204 SH       DEFINED 1,2,6,8          821204
FLIR SYSTEMS INC            Common equity
                            shares             302445101   144487   5763091 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5763091
FMC CORP                    Common equity
                            shares             302491303   224712   2611774 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2611774
F N B CORP/FL               Common equity
                            shares             302520101    46785   4136196 SH       DEFINED 1,2,5,6,8       4136196
FSI INTL INC                Common Stock       302633102     2344    640094 SH       DEFINED 1,2              640094
FX ENERGY INC               Common equity
                            shares             302695101     4665    972255 SH       DEFINED 1,2,5,6,8        972255
OPPENHEIMER HOLDINGS INC    Common equity
                            shares             683797104     3206    199091 SH       DEFINED 1,2,8            199091
FTI CONSULTING INC          Common equity
                            shares             302941109    59249   1396705 SH       DEFINED 1,2,5,6,8,12    1396705
FACTSET RESEARCH SYSTEMS    Common equity
  INC                       shares             303075105    87196    999101 SH       DEFINED 1,2,5,6,8,12     999101
FAIR ISAAC CORP             Common equity
                            shares             303250104    41765   1165279 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1165279
FAIRCHILD SEMICONDUCTOR     Common equity
  INTL                      shares             303726103    36279   3012995 SH       DEFINED 1,2,5,6,8,12    3012995
FARMER BROS CO              Common equity
                            shares             307675108     1001    131110 SH       DEFINED 1,2              131110
FARMERS NATL BANC CORP/OH   Common equity
                            shares             309627107       49     10100 SH       DEFINED 1                 10100
FARO TECHNOLOGIES INC       Common equity
                            shares             311642102    15525    337488 SH       DEFINED 1,2,6,8          337488
FASTENAL CO                 Common equity
                            shares             311900104   447174  10253986 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10253986
FEDERAL AGRICULTURE MTG CP  Common equity
                            shares             313148306     3033    168329 SH       DEFINED 1,2              168329
FEDERAL REALTY INVESTMENT   Real Estate
  TR                        Investment Trust   313747206   374966   4131918 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        4131918
FEDERAL SIGNAL CORP         Common equity
                            shares             313855108     5492   1323911 SH       DEFINED 1,2,8           1323911
FELCOR LODGING TRUST INC    Real Estate
                            Investment Trust   31430F101    11711   3839025 SH       DEFINED 1,2,3,6,8       3839025
FEMALE HEALTH CO            Common Stock       314462102     1300    288744 SH       DEFINED 1,2              288744
FERRELLGAS PARTNERS -LP     Limited
                            Partnership        315293100     1402     73917 SH       DEFINED 1                 73917
FERRO CORP                  Common equity
                            shares             315405100     8495   1737223 SH       DEFINED 1,2,6,8         1737223
F5 NETWORKS INC             Common equity
                            shares             315616102   322743   3041300 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3041300
FINANCIAL INSTITUTIONS INC  Common equity
                            shares             317585404     3957    245185 SH       DEFINED 1,2              245185
FINISAR CORP                Common equity
                            shares             31787A507    29300   1749543 SH       DEFINED 1,2,5,6,8       1749543
FINISH LINE INC -CL A       Common equity
                            shares             317923100    28103   1457333 SH       DEFINED 1,2,5,6,8       1457333
GLEACHER & COMPANY INC      Common Stock       377341102     2319   1382366 SH       DEFINED 1,2,6,8         1382366
CORELOGIC INC               Common equity
                            shares             21871D103    31372   2426076 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2426076
FIRST BANCORP P R           Common equity
                            shares             318672706      125     36302 SH       DEFINED 1,2,5             36302
FIRST BANCORP/NC            Common equity
                            shares             318910106     3261    292451 SH       DEFINED 1,2,5,8          292451
FIRST BUSEY CORP            Common equity
                            shares             319383105     6722   1343071 SH       DEFINED 1,2,5,6,8       1343071
FIRST CASH FINANCIAL SVCS   Common equity
                            shares             31942D107    22083    629167 SH       DEFINED 1,2,6,8,17       629167
FIRST CITIZENS BANCSH -CL A Common equity
                            shares             31946M103    12288     70275 SH       DEFINED 1,2,5,6,8         70275
FIRST COMMONWLTH FINL CP/PA Common equity
                            shares             319829107    17495   3325238 SH       DEFINED 1,2,5,6,8       3325238
FIRST CMNTY BANCSHARES INC  Common equity
                            shares             31983A103     4002    320822 SH       DEFINED 1,2              320822
PACWEST BANCORP             Common equity
                            shares             695263103    19983   1054416 SH       DEFINED 1,2,6,8         1054416
FIRST DEFIANCE FINANCIAL CP Common equity
                            shares             32006W106     2295    157092 SH       DEFINED 1,2              157092
FIRST FINL BANCORP INC/OH   Common equity
                            shares             320209109    26602   1598625 SH       DEFINED 1,2,6,8,17      1598625
FIRST FINL BANKSHARES INC   Common equity
                            shares             32020R109    28353    848221 SH       DEFINED 1,2,5,6,8        848221
FIRST FINANCIAL CORP/IN     Common equity
                            shares             320218100     7503    225433 SH       DEFINED 1,2,8            225433
FIRST FINANCIAL HOLDINGS    Common equity
  INC                       shares             320239106     2967    332326 SH       DEFINED 1,2              332326
FIRST INDL REALTY TRUST INC Real Estate
                            Investment Trust   32054K103    26328   2573737 SH       DEFINED 1,2,3,6,8       2573737
FIRST LONG ISLAND CORP      Common equity
                            shares             320734106     3335    126718 SH       DEFINED 1,2              126718
FIRST MERCHANTS CORP        Common equity
                            shares             320817109     4055    478691 SH       DEFINED 1,2,8            478691
FIRST MIDWEST BANCORP INC   Common equity
                            shares             320867104    27839   2748773 SH       DEFINED 1,2,5,6,8       2748773
META FINANCIAL GROUP INC    Common equity
                            shares             59100U108    41470  41452373 SH       DEFINED 1,17               1100        41451273
SCBT FINANCIAL CORP         Common equity
                            shares             78401V102     7804    268947 SH       DEFINED 1,2,5,6,8        268947
FIRST BANCORP INC/ME        Common equity
                            shares             31866P102     2463    160247 SH       DEFINED 1,2              160247
FIRST NIAGARA FINANCIAL GRP Common equity
                            shares             33582V108    92167  10680295 SH       DEFINED 1,2,5,6,8,12   10680295
1ST SOURCE CORP             Common equity
                            shares             336901103     8195    323535 SH       DEFINED 1,2,6,8          323535
WINTHROP REALTY TRUST       Real Estate
                            Investment Trust   976391300     5945    584794 SH       DEFINED 1,2,3,6,8        584794
FISHER COMMUNICATIONS INC   Common Stock       337756209     4214    145984 SH       DEFINED 1,2,8            145984
FIRSTMERIT CORP             Common equity
                            shares             337915102    65706   4342651 SH       DEFINED 1,2,5,6,8,12    4342651
FLAGSTAR BANCORP INC        Common equity
                            shares             337930507     1533   3039068 SH       DEFINED 1,2             3039068


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
FLOTEK INDUSTRIES INC       Common equity
                            shares             343389102     9379    941453 SH       DEFINED 1,2,6,8          941453
FLOW INTL CORP              Common Stock       343468104     3082    880812 SH       DEFINED 1,2              880812
FLOWERS FOODS INC           Common equity
                            shares             343498101    50788   2675943 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2675943
FLOWSERVE CORP              Common equity
                            shares             34354P105   190412   1917056 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1917056
FLUSHING FINANCIAL CORP     Common equity
                            shares             343873105     8057    637995 SH       DEFINED 1,2,8            637995
FOMENTO ECONOMICO MEXICANO  American
                            Depository Receipt 344419106    36619    525296 SH       DEFINED 1,2,6,18         525296
FOREST CITY ENTRPRS -CL A   Common equity
                            shares             345550107    27824   2353748 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10              2353748
FOREST OIL CORP             Common equity
                            shares             346091705    44573   3289552 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3289552
FORRESTER RESEARCH INC      Common equity
                            shares             346563109    10783    317745 SH       DEFINED 1,2,6,8          317745
FOSSIL INC                  Common equity
                            shares             349882100   115030   1449336 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1449336
FOSTER (LB) CO              Common equity
                            shares             350060109     5798    205056 SH       DEFINED 1,2,6,8          205056
FOSTER WHEELER AG           Common equity
                            shares             H27178104     6997    365491 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12               365491
FRANCE TELECOM              American
                            Depository Receipt 35177Q105      195     12476 SH       DEFINED 1,2               12476
FRANKLIN COVEY CO           Common equity
                            shares             353469109     1857    219365 SH       DEFINED 1,2              219365
FRANKLIN ELECTRIC CO INC    Common equity
                            shares             353514102    21045    483189 SH       DEFINED 1,2,6,8          483189
FREDS INC                   Common equity
                            shares             356108100    17779   1219478 SH       DEFINED 1,2,5,6,8       1219478
ARLINGTON ASSET INVESTMENT  Real Estate
                            Investment Trust   041356205     2962    138850 SH       DEFINED 1,2              138850
FUEL TECH INC               Common equity
                            shares             359523107     2357    358034 SH       DEFINED 1,2,5            358034
FUELCELL ENERGY INC         Common equity
                            shares             35952H106     1665   1908775 SH       DEFINED 1,2,8           1908775
FULLER (H. B.) CO           Common equity
                            shares             359694106    23466   1015550 SH       DEFINED 1,2,5,6,8       1015550
FULTON FINANCIAL CORP       Common equity
                            shares             360271100    88316   9002576 SH       DEFINED 1,2,5,6,8,12    9002576
FURNITURE BRANDS INTL INC   Common equity
                            shares             360921100     1056    859862 SH       DEFINED 1,2              859862
G&K SERVICES INC -CL A      Common equity
                            shares             361268105    12929    444351 SH       DEFINED 1,2,5,6,8        444351
LADENBURG THALMANN FINL     Common equity
  SERV                      shares             50575Q102     4360   1758746 SH       DEFINED 1,2,6           1758746
GP STRATEGIES CORP          Common equity
                            shares             36225V104     3723    276198 SH       DEFINED 1,2              276198
GSE SYSTEMS INC             Common equity
                            shares             36227K106       21     10232 SH       DEFINED 1                 10232
GSI GROUP INC               Common Stock       36191C205     3985    389455 SH       DEFINED 1,2              389455
G-III APPAREL GROUP LTD     Common equity
                            shares             36237H101     8480    340534 SH       DEFINED 1,2,6,8          340534
GAMCO INVESTORS INC         Common equity
                            shares             361438104     6086    139975 SH       DEFINED 1,2,6,8          139975
GAIAM INC                   Common equity
                            shares             36268Q103       56     17168 SH       DEFINED 1                 17168
ARTHUR J GALLAGHER & CO     Common equity
                            shares             363576109    87420   2614302 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2614302
GARDNER DENVER INC          Common equity
                            shares             365558105    86891   1127565 SH       DEFINED 1,2,5,6,8,12    1127565
GARTNER INC                 Common equity
                            shares             366651107    71573   2058462 SH       DEFINED 1,2,5,6,8,12    2058462
GASTAR EXPLORATION LTD      Common equity
                            shares             367299203     2977    936665 SH       DEFINED 1,2,6,8          936665
GAYLORD ENTERTAINMENT CO    Common equity
                            shares             367905106    16816    696498 SH       DEFINED 1,2,6,8          696498
GENCORP INC                 Common equity
                            shares             368682100     7312   1374012 SH       DEFINED 1,2,6,8         1374012
GENERAL CABLE CORP/DE       Common equity
                            shares             369300108    27855   1113222 SH       DEFINED 1,2,5,6,8,12    1113222
GENERAL COMMUNICATION -CL A Common equity
                            shares             369385109     9649    985317 SH       DEFINED 1,2,6,8          985317
GENESCO INC                 Common equity
                            shares             371532102    37904    613976 SH       DEFINED 1,2,5,6,8        613976
GENESEE & WYOMING INC -CL A Common equity
                            shares             371559105    53390    881271 SH       DEFINED 1,2,6,8          881271
INOVIO PHARMACEUTICALS INC  Common equity
                            shares             45773H102       26     62051 SH       DEFINED 1                 62051
GENESIS ENERGY -LP          Misc Equity        371927104     1510     53854 SH       DEFINED 1                 53854
GEORESOURCES INC            Common Stock       372476101    20761    708314 SH       DEFINED 1,2,5,6,8        708314
GENTIVA HEALTH SERVICES INC Common equity
                            shares             37247A102     4295    636563 SH       DEFINED 1,2,5,6          636563
GEOKINETICS INC             Common equity
                            shares             372910307      356    165633 SH       DEFINED 1,2              165633
GEORGIA GULF CORP           Common equity
                            shares             373200302    13086    671335 SH       DEFINED 1,2,6,8          671335
GERDAU SA                   American
                            Depository Receipt 373737105    15188   1944691 SH       DEFINED 1,2,5,6,8,10,
                                                                                             18              1944691
GERMAN AMERICAN BANCORP INC Common equity
                            shares             373865104     3809    209567 SH       DEFINED 1,2              209567
GERON CORP                  Common Stock       374163103     3593   2427983 SH       DEFINED 1,2,6,8         2427983
GETTY REALTY CORP           Real Estate
                            Investment Trust   374297109     8037    576287 SH       DEFINED 1,2,3,6,8        576287
GIBRALTAR INDUSTRIES INC    Common equity
                            shares             374689107     9371    671158 SH       DEFINED 1,2,6,8          671158
GLACIER BANCORP INC         Common equity
                            shares             37637Q105    29850   2481328 SH       DEFINED 1,2,6,8         2481328
GLATFELTER                  Common equity
                            shares             377316104    14126   1000499 SH       DEFINED 1,2,6,8         1000499
GLAXOSMITHKLINE PLC         American
                            Depository Receipt 37733W105   540849  11852918 SH       DEFINED 1              11604450          248468
OUTDOOR CHANNEL HLDGS INC   Common equity
                            shares             690027206     1726    231331 SH       DEFINED 1,2,8            231331
GLIMCHER REALTY TRUST       Real Estate
                            Investment Trust   379302102    21296   2314660 SH       DEFINED 1,2,3,6,8       2314660
GLOBAL PAYMENTS INC         Common equity
                            shares             37940X102    85283   1800004 SH       DEFINED 1,2,5,6,8,12    1800004
GLOBECOMM SYSTEMS INC       Common equity
                            shares             37956X103     5254    383760 SH       DEFINED 1,2,6            383760
GOLD FIELDS LTD             American
                            Depository Receipt 38059T106     6640    435427 SH       DEFINED 1,2,6            435427
GOLDEN STAR RESOURCES LTD   Common equity
                            shares             38119T104     7891   4781876 SH       DEFINED 1,2,6           4781876
GOLDFIELD CORP              Common equity
                            shares             381370105        9     37348 SH       DEFINED 2                 37348
PERNIX THERAPEUTICS         Real Estate
  HOLDINGS                  Investment Trust   71426V108      423     45544 SH       DEFINED 1,2               45544
GOODRICH PETROLEUM CORP     Common equity
                            shares             382410405    16360   1191466 SH       DEFINED 1,2,6,8         1191466
GORMAN-RUPP CO              Common equity
                            shares             383082104     8186    301470 SH       DEFINED 1,2,6,8          301470
GRACE (W R) & CO            Common equity
                            shares             38388F108    50935   1109244 SH       DEFINED 1,2,5,6,8       1109244
GRACO INC                   Common equity
                            shares             384109104    53864   1317200 SH       DEFINED 1,2,5,6,8,12    1317200
GRAHAM CORP                 Common equity
                            shares             384556106     4711    210106 SH       DEFINED 1,2              210106
GRANITE CONSTRUCTION INC    Common equity
                            shares             387328107    25873   1090767 SH       DEFINED 1,2,5,6,8,12    1090767
GRAPHIC PACKAGING HOLDING   Common equity
  CO                        shares             388689101    12963   3043388 SH       DEFINED 1,2,6,8         3043388
GRAY TELEVISION INC         Common equity
                            shares             389375106     1266    781762 SH       DEFINED 1,2              781762
GREAT SOUTHERN BANCORP      Common equity
                            shares             390905107     4770    202306 SH       DEFINED 1,2,6            202306
GREEN MTN COFFEE ROASTERS   Common equity
                            shares             393122106   151426   3376407 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3376407
GREENBRIER COMPANIES INC    Common equity
                            shares             393657101     9240    380686 SH       DEFINED 1,2,6,8          380686
GREIF INC -CL A             Common equity
                            shares             397624107    35480    778929 SH       DEFINED 1,2,5,6,8,12     778929
GRIFFIN LAND & NURSERIES    Common equity
  INC                       shares             398231100     1266     47793 SH       DEFINED 1,2               47793
GRIFFON CORP                Common equity
                            shares             398433102    12521   1371454 SH       DEFINED 1,2,6,8         1371454
GROUP 1 AUTOMOTIVE INC      Common equity
                            shares             398905109    32056    618901 SH       DEFINED 1,2,5,6,8        618901
CGI GROUP INC -CL A         Common equity
                            shares             39945C109      315     16700 SH       DEFINED 2                 16700
WINMARK CORP                Common equity
                            shares             974250102     1922     33497 SH       DEFINED 1,2               33497
GRUBB & ELLIS CO            Common equity
                            shares             400095204        3     26092 SH       DEFINED 1                 26092
GRUPO AEROPORTUARIO SURESTE American
                            Depository Receipt 40051E202     1219     21799 SH       DEFINED 1,5               21799
GUESS INC                   Common equity
                            shares             401617105    49238   1651208 SH       DEFINED 1,2,5,6,8,12    1651208
GULF ISLAND FABRICATION INC Common equity
                            shares             402307102     9477    324347 SH       DEFINED 1,2,6,8          324347
GULFMARK OFFSHORE INC       Common equity
                            shares             402629208    25482    606572 SH       DEFINED 1,2,5,6,8        606572
GULFPORT ENERGY CORP        Common equity
                            shares             402635304    35708   1212462 SH       DEFINED 1,2,6,8         1212462
CRIMSON EXPLORATION INC     Common Stock       22662K207      760    265619 SH       DEFINED 1,2              265619
HCC INSURANCE HOLDINGS INC  Common equity
                            shares             404132102    70795   2574154 SH       DEFINED 1,2,5,6,8,12    2574154
COMMONWEALTH REIT           Real Estate
                            Investment Trust   203233101    34920   2098538 SH       DEFINED 1,2,3,5,6,8     2098538
HSBC HLDGS PLC              American
                            Depository Receipt 404280406     1012     26570 SH       DEFINED 1,2               26570
HAEMONETICS CORP            Common equity
                            shares             405024100    37294    609189 SH       DEFINED 1,2,5,6,8        609189


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
HAIN CELESTIAL GROUP INC    Common equity
                            shares             405217100    31021    846218 SH       DEFINED 1,2,5,6,8        846218
HALLADOR ENERGY CO          Common equity
                            shares             40609P105      461     46459 SH       DEFINED 1,2               46459
HALLMARK FINANCIAL SERVICES Common equity
                            shares             40624Q203     1303    186246 SH       DEFINED 1,2              186246
HANCOCK HOLDING CO          Common equity
                            shares             410120109   123186   3853280 SH       DEFINED 1,2,5,6,8,12    3853280
HANGER ORTHOPEDIC GROUP INC Common equity
                            shares             41043F208    12351    660792 SH       DEFINED 1,2,5,6,8        660792
HANMI FINANCIAL CORP        Common equity
                            shares             410495204     4277    577870 SH       DEFINED 1,2              577870
WALTER INVESTMENT MGMT CORP Real Estate
                            Investment Trust   93317W102    11264    549213 SH       DEFINED 1,2,6,8          549213
EXTERRAN HOLDINGS INC       Common equity
                            shares             30225X103    19584   2152010 SH       DEFINED 1,2,5,6,8       2152010
MONSTER BEVERAGE CORP       Common equity
                            shares             611740101   222933   2419562 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2419562
HARLEYSVILLE GROUP INC      Common equity
                            shares             412824104    14175    250533 SH       DEFINED 1,2,6,8,17       250533
HARMONIC INC                Common equity
                            shares             413160102    11890   2359386 SH       DEFINED 1,2,5,6,8       2359386
HARMONY GOLD MINING CO LTD  American
                            Depository Receipt 413216300     1111     95506 SH       DEFINED 1,6               95506
HARRIS & HARRIS GROUP       Common equity
                            shares             413833104     1864    538873 SH       DEFINED 1,2              538873
HARRIS INTERACTIVE INC      Common equity
                            shares             414549105       11     19506 SH       DEFINED 1                 19506
HARSCO CORP                 Common equity
                            shares             415864107    38936   1892195 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1892195
HARVARD BIOSCIENCE INC      Common equity
                            shares             416906105     1456    376618 SH       DEFINED 1,2              376618
HAVERTY FURNITURE           Common equity
                            shares             419596101     4350    396091 SH       DEFINED 1,2,8            396091
HAWAIIAN HOLDINGS INC       Common Stock       419879101     6064   1045538 SH       DEFINED 1,2             1045538
HAWAIIAN ELECTRIC INDS      Common equity
                            shares             419870100    59824   2259319 SH       DEFINED 1,2,5,6,8,12    2259319
HAWKINS INC                 Common Stock       420261109     6362    172581 SH       DEFINED 1,2,6,8          172581
HEALTHCARE SERVICES GROUP   Common equity
                            shares             421906108    24287   1372774 SH       DEFINED 1,2,6,8         1372774
HCP INC                     Real Estate
                            Investment Trust   40414L109  1046063  25248985 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       25248985
HEALTHSOUTH CORP            Common equity
                            shares             421924309    39545   2237972 SH       DEFINED 1,2,6,8         2237972
HEALTHCARE REALTY TRUST INC Real Estate
                            Investment Trust   421946104    48761   2623013 SH       DEFINED 1,2,3,5,6,8     2623013
HEADWATERS INC              Common equity
                            shares             42210P102     2616   1177818 SH       DEFINED 1,2             1177818
HEALTH CARE REIT INC        Real Estate
                            Investment Trust   42217K106   492082   9024140 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        9024140
HMS HOLDINGS CORP           Common equity
                            shares             40425J101    89216   2789808 SH       DEFINED 1,2,5,6,8,12    2789808
CATALYST HEALTH SOLUTIONS   Common equity
                            shares             14888B103    58299   1121070 SH       DEFINED 1,2,5,6,8,12    1121070
HEALTHSTREAM INC            Common equity
                            shares             42222N103     5227    283318 SH       DEFINED 1,2,6            283318
HEARTLAND EXPRESS INC       Common equity
                            shares             422347104    18075   1264899 SH       DEFINED 1,2,5,6,8       1264899
HEARTLAND FINANCIAL USA INC Common equity
                            shares             42234Q102     4351    283599 SH       DEFINED 1,2,5,8          283599
HECLA MINING CO             Common equity
                            shares             422704106    51133   9776962 SH       DEFINED 1,2,5,6,8       9776962
HEICO CORP                  Common equity
                            shares             422806109    44510    761161 SH       DEFINED 1,2,5,6,8        761161
HEICO CORP NEW              Common equity
                            shares             422806208     1260     31984 SH       DEFINED 1,6               31984
HEIDRICK & STRUGGLES INTL   Common equity
                            shares             422819102     7905    367156 SH       DEFINED 1,2,5,8          367156
HELMERICH & PAYNE           Common equity
                            shares             423452101   245294   4202893 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4202123             770
HEMISPHERX BIOPHARMA INC    Common equity
                            shares             42366C103       16     87310 SH       DEFINED 1                 87310
HENRY (JACK) & ASSOCIATES   Common equity
                            shares             426281101    88180   2623702 SH       DEFINED 1,2,5,6,8,12    2623702
ENERGY TRANSFER PARTNERS    Limited
  -LP                       Partnership        29273R109    10277    224150 SH       DEFINED 1                224150
HERITAGE COMMERCE CORP      Common equity
                            shares             426927109     1313    276932 SH       DEFINED 1,2              276932
HERITAGE FINANCIAL CORP     Common equity
                            shares             42722X106     3124    248885 SH       DEFINED 1,2              248885
HERITAGE OAKS BANCORP       Common equity
                            shares             42724R107       50     14300 SH       DEFINED 1                 14300
HERSHA HOSPITALITY TRUST    Real Estate
                            Investment Trust   427825104    22706   4652997 SH       DEFINED 1,2,3,5,6,8     4652997
HEXCEL CORP                 Common equity
                            shares             428291108    46802   1933129 SH       DEFINED 1,2,6,8         1933129
HI TECH PHARMACAL CO INC    Common equity
                            shares             42840B101    11722    301410 SH       DEFINED 1,2,6,8          301410
HIBBETT SPORTS INC          Common equity
                            shares             428567101    31653    700610 SH       DEFINED 1,2,6,8          700610
HICKORY TECH CORP           Common equity
                            shares             429060106     2304    207934 SH       DEFINED 1,2              207934
HIGHWOODS PROPERTIES INC    Real Estate
                            Investment Trust   431284108    88485   2982245 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2982245
HOLLYFRONTIER CORP          Common equity
                            shares             436106108   137507   5876459 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5876459
HOLLYWOOD MEDIA CORP        Common equity
                            shares             436233100       13     10485 SH       DEFINED 1                 10485
HOLOGIC INC                 Common equity
                            shares             436440101   134119   7659512 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7659512
HOME PROPERTIES INC         Real Estate
                            Investment Trust   437306103   124161   2156687 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2156687
MOVE INC                    Common equity
                            shares             62458M207     4851    767809 SH       DEFINED 1,2,5,6,8        767809
HNI CORP                    Common equity
                            shares             404251100    34975   1339992 SH       DEFINED 1,2,5,6,8,12    1339992
HOOPER HOLMES INC           Common equity
                            shares             439104100       36     59032 SH       DEFINED 1                 59032
HORACE MANN EDUCATORS CORP  Common equity
                            shares             440327104    13470    982535 SH       DEFINED 1,2,6,8          982535
HORMEL FOODS CORP           Common equity
                            shares             440452100   157494   5376940 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5376940
HOT TOPIC INC               Common equity
                            shares             441339108     6419    970920 SH       DEFINED 1,2,5,6,8        970920
HOVNANIAN ENTRPRS INC -CL A Common equity
                            shares             442487203     1674   1156151 SH       DEFINED 1,2,6,8         1156151
ICAD INC                    Common equity
                            shares             44934S107       16     29068 SH       DEFINED 1,2               29068
HUANENG POWER INTERNATIONAL American
                            Depository Receipt 443304100      434     20652 SH       DEFINED 1,6               20652
HUB GROUP INC -CL A         Common equity
                            shares             443320106    28021    864046 SH       DEFINED 1,2,5,6,8        864046
HUDSON CITY BANCORP INC     Common equity
                            shares             443683107   151578  24251125 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          24251125
HUDSON VALLEY HOLDING CORP  Common equity
                            shares             444172100     5841    275130 SH       DEFINED 1,2              275130
HUMAN GENOME SCIENCES INC   Common Stock       444903108    33131   4482823 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              4482823
HUNT (JB) TRANSPRT SVCS INC Common equity
                            shares             445658107   116809   2591474 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2590144            1330
HURCO COMPANIES INC         Common equity
                            shares             447324104     2446    116444 SH       DEFINED 1,2              116444
HUTCHINSON TECHNOLOGY INC   Common equity
                            shares             448407106       27     18318 SH       DEFINED 1                 18318
IDERA PHARMACEUTICALS INC   Common equity
                            shares             45168K306       18     17900 SH       DEFINED 1                 17900
HYPERDYNAMICS CORP          Common equity
                            shares             448954107    15387   6279098 SH       DEFINED 1,2,6,8         6279098
ICU MEDICAL INC             Common equity
                            shares             44930G107    11240    249706 SH       DEFINED 1,2,6,8          249706
IGI LABORATORIES INC        Common equity
                            shares             449575109       12     10100 SH       DEFINED 1                 10100
DINEEQUITY INC              Common equity
                            shares             254423106    13871    328584 SH       DEFINED 1,2,6,8          328584
MOSAIC CO                   Common equity
                            shares             61945C103   550975  10925593 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       10924455            1138
ISTA PHARMACEUTICALS INC    Common equity
                            shares             45031X204     3613    512359 SH       DEFINED 1,2              512359
IXIA                        Common equity
                            shares             45071R109     7975    758754 SH       DEFINED 1,2,6,8          758754
IBERIABANK CORP             Common equity
                            shares             450828108    40517    821761 SH       DEFINED 1,2,5,6,8        821761
ICICI BANK LTD              American
                            Depository Receipt 45104G104    24986    945356 SH       DEFINED 1,2,5,6,8,10     945356
IDACORP INC                 Common equity
                            shares             451107106    72282   1704443 SH       DEFINED 1,2,5,6,8,12    1704443
GENERAL MOLY INC            Common equity
                            shares             370373102     7168   2319965 SH       DEFINED 1,2,6           2319965
IDEXX LABS INC              Common equity
                            shares             45168D104    99416   1291782 SH       DEFINED 1,2,5,6,8,12    1291782
IGATE CORP                  Common Stock       45169U105     9346    594039 SH       DEFINED 1,2,6,8          594039
ILLUMINA INC                Common equity
                            shares             452327109    58952   1934414 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1934414
IMATION CORP                Common equity
                            shares             45245A107     3406    594624 SH       DEFINED 1,2,5,8          594624
IMMERSION CORP              Common equity
                            shares             452521107     2836    547362 SH       DEFINED 1,2,5            547362
IMMUNOGEN INC               Common Stock       45253H101    23791   2054450 SH       DEFINED 1,2,5,6,8       2054450
FUEL SYSTEMS SOLUTIONS INC  Common Stock       35952W103     5000    303118 SH       DEFINED 1,2,6,8          303118
IMPAX LABORATORIES INC      Common Stock       45256B101    34088   1690151 SH       DEFINED 1,2,5,6,8       1690151
IMMUNOMEDICS INC            Common equity
                            shares             452907108     4357   1308335 SH       DEFINED 1,2,5,6,8       1308335
IMPERIAL OIL LTD            Common equity
                            shares             453038408      686     15422 SH       DEFINED 1                 15422


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
INCYTE CORP                 Common equity
                            shares             45337C102    43559   2901639 SH       DEFINED 1,2,5,6,8       2901639
INDEPENDENCE HOLDING CO     Common equity
                            shares             453440307      759     93270 SH       DEFINED 1,2               93270
INDEPENDENT BANK CORP/MA    Common equity
                            shares             453836108    14906    546156 SH       DEFINED 1,2,5,6,8        546156
MAINSOURCE FINL GROUP INC   Common equity
                            shares             56062Y102     3807    431093 SH       DEFINED 1,2              431093
WISDOMTREE INVESTMENTS INC  Common equity
                            shares             97717P104      247     40800 SH       DEFINED 1                 40800
ENGLOBAL CORP               Common equity
                            shares             293306106       28     13350 SH       DEFINED 1                 13350
INFORMATICA CORP            Common equity
                            shares             45666Q102    86873   2352375 SH       DEFINED 1,2,5,6,8,12    2352375
INFOSPACE INC               Common equity
                            shares             45678T300    10164    925226 SH       DEFINED 1,2,8            925226
INGLES MARKETS INC -CL A    Common equity
                            shares             457030104     4935    327489 SH       DEFINED 1,2,5,8,17       327489
INGRAM MICRO INC            Common equity
                            shares             457153104    64927   3569197 SH       DEFINED 1,2,5,6,8,12    3569197
NEKTAR THERAPEUTICS         Common equity
                            shares             640268108    17451   3118840 SH       DEFINED 1,2,5,6,8       3118840
INNODATA ISOGEN INC         Common equity
                            shares             457642205       53     13600 SH       DEFINED 1                 13600
ION GEOPHYSICAL CORP        Common equity
                            shares             462044108    24216   3950626 SH       DEFINED 1,2,5,6,8       3950626
INSIGHT ENTERPRISES INC     Common equity
                            shares             45765U103    18940   1238390 SH       DEFINED 1,2,5,6,8       1238390
AEGION  CORP                Common equity
                            shares             00770F104    14128    920995 SH       DEFINED 1,2,5,6,8        920995
INSMED INC                  Common equity
                            shares             457669307     1148    376126 SH       DEFINED 1,2,5,6          376126
PURE BIOSCIENCE INC         Common equity
                            shares             74621T100       11     31718 SH       DEFINED 1,2               31718
INSTEEL INDUSTRIES          Common equity
                            shares             45774W108     4037    367326 SH       DEFINED 1,2,5            367326
JOE'S JEANS INC             Common equity
                            shares             47777N101       14     28157 SH       DEFINED 1                 28157
INTEGRA LIFESCIENCES HLDGS  Common equity
                            shares             457985208    13477    437260 SH       DEFINED 1,2,6,8          437260
INTEGRATED DEVICE TECH INC  Common equity
                            shares             458118106    27618   5059172 SH       DEFINED 1,2,5,6,8,12    5059172
INTEGRATED SILICON SOLUTION Common Stock       45812P107     4528    495226 SH       DEFINED 1,2              495226
INTER PARFUMS INC           Common equity
                            shares             458334109     4943    317630 SH       DEFINED 1,2,6,8          317630
INTERACTIVE INTELLIGENCE
  GRP                       Common Stock       45841V109     6378    278211 SH       DEFINED 1,2,5,6,8        278211
INTERFACE INC -CL A         Common Stock       458665106    12869   1115360 SH       DEFINED 1,2,6,8         1115360
INTERDIGITAL INC            Common equity
                            shares             45867G101    43634   1001466 SH       DEFINED 1,2,5,6,8       1001466
INTERNAP NETWORK SVCS CORP  Common equity
                            shares             45885A300     6245   1050922 SH       DEFINED 1,2,5,6,8       1050922
INTERMUNE INC               Common equity
                            shares             45884X103    24831   1970961 SH       DEFINED 1,2,5,6,8       1970961
INTL FCSTONE INC            Common Stock       46116V105     6316    267981 SH       DEFINED 1,2,6,8          267981
INTL BANCSHARES CORP        Common equity
                            shares             459044103    39969   2179816 SH       DEFINED 1,2,5,6,8,12    2179816
INTL RECTIFIER CORP         Common equity
                            shares             460254105    32267   1661356 SH       DEFINED 1,2,5,6,8,12    1661356
IRIS INTERNATIONAL INC      Common Stock       46270W105     2867    306597 SH       DEFINED 1,2              306597
INTL SHIPHOLDING CORP       Common equity
                            shares             460321201     2078    111083 SH       DEFINED 1,2,17           111083
INTL SPEEDWAY CORP -CL A    Common equity
                            shares             460335201    23582    930210 SH       DEFINED 1,2,5,6,8,12     930210
ICG GROUP INC               Common Stock       44928D108     5446    705583 SH       DEFINED 1,2,6,8          705583
EASYLINK SERVICES INTL CORP Common equity
                            shares             277858106       61     15150 SH       DEFINED 1                 15150
INTERSIL CORP -CL A         Common equity
                            shares             46069S109    31854   3050900 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3050900
INTEVAC INC                 Common Stock       461148108     3573    482534 SH       DEFINED 1,2,5,8          482534
ARDEA BIOSCIENCES INC       Common Stock       03969P107     5156    306891 SH       DEFINED 1,2,6,8          306891
INVACARE CORP               Common equity
                            shares             461203101    10819    707618 SH       DEFINED 1,2,5,6,8        707618
INTUITIVE SURGICAL INC      Common equity
                            shares             46120E602   640520   1383367 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1383367
INVESTMENT TECHNOLOGY GP    Common equity
  INC                       shares             46145F105    11467   1061116 SH       DEFINED 1,2,5,6,8       1061116
INVESTORS REAL ESTATE TRUST Real Estate
                            Investment Trust   461730103    12712   1743262 SH       DEFINED 1,2,3,5,6,8     1743262
IRON MOUNTAIN INC           Common equity
                            shares             462846106   193378   6278723 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6278723
ISIS PHARMACEUTICALS INC    Common Stock       464330109    20355   2823738 SH       DEFINED 1,2,5,6,8       2823738
ISLE OF CAPRI CASINOS INC   Common equity
                            shares             464592104     1771    379495 SH       DEFINED 1,2,5,6          379495
ARCELORMITTAL SA            Similar to ADR
                            Certificates
                            representing
                            ordinary shares    03938L104    66701   3666916 SH       DEFINED 1,5             3666916
ISRAMCO INC                 Common equity
                            shares             465141406     1534     17117 SH       DEFINED 1,2               17117
ITRON INC                   Common equity
                            shares             465741106    33786    944434 SH       DEFINED 1,2,5,6,8,12     944434
IXYS CORP                   Common Stock       46600W106     6414    592266 SH       DEFINED 1,2,5,6,8        592266
J & J SNACK FOODS CORP      Common equity
                            shares             466032109    15881    298107 SH       DEFINED 1,2,6,8          298107
JDA SOFTWARE GROUP INC      Common Stock       46612K108    29775    919188 SH       DEFINED 1,2,5,6,8        919188
EPOCH HOLDING CORP          Common Stock       29428R103     5730    257856 SH       DEFINED 1,2,6            257856
J2 GLOBAL INC               Common equity
                            shares             48123V102    27302    970294 SH       DEFINED 1,2,5,6,8,17     970294
JACK IN THE BOX INC         Common equity
                            shares             466367109    22385   1071172 SH       DEFINED 1,2,5,6,8       1071172
JACOBS ENGINEERING GROUP    Common equity
  INC                       shares             469814107   180698   4453062 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4453062
JAKKS PACIFIC INC           Common equity
                            shares             47012E106     9226    653846 SH       DEFINED 1,2,6,8          653846
JOHNSON OUTDOORS INC -CL A  Common equity
                            shares             479167108      947     61459 SH       DEFINED 1,2               61459
JONES LANG LASALLE INC      Common equity
                            shares             48020Q107    58521    955261 SH       DEFINED 1,2,5,6,8,12     955261
JOS A BANK CLOTHIERS INC    Common equity
                            shares             480838101    33908    695397 SH       DEFINED 1,2,5,6,8        695397
KMG CHEMICALS INC           Common Stock       482564101     1778    103033 SH       DEFINED 1,2              103033
K-SWISS INC -CL A           Common equity
                            shares             482686102     1494    511930 SH       DEFINED 1,2,6,8          511930
KVH INDUSTRIES INC          Common Stock       482738101     2164    278029 SH       DEFINED 1,2              278029
K V PHARMACEUTICAL -CL A    Common equity
                            shares             482740206     1168    833136 SH       DEFINED 1,2              833136
KAMAN CORP                  Common equity
                            shares             483548103    15256    558368 SH       DEFINED 1,2,5,6,8        558368
FURMANITE CORP              Common equity
                            shares             361086101     4301    681566 SH       DEFINED 1,2,6            681566
KANSAS CITY LIFE INS CO     Common equity
                            shares             484836101     3768    114795 SH       DEFINED 1,2,8,17         114795
GREAT PLAINS ENERGY INC     Common equity
                            shares             391164100    64869   2978460 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2978460
KANSAS CITY SOUTHERN        Common equity
                            shares             485170302   206046   3029714 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3028074            1640
KAYDON CORP                 Common equity
                            shares             486587108    20457    670665 SH       DEFINED 1,2,5,6,8        670665
KELLY SERVICES INC -CL A    Common equity
                            shares             488152208     8014    585632 SH       DEFINED 1,2,5,6,8        585632
KEMET CORP                  Common Stock       488360207     5744    814859 SH       DEFINED 1,2,6,8          814859
KENNAMETAL INC              Common equity
                            shares             489170100    69063   1891063 SH       DEFINED 1,2,5,6,8,12    1891063
KENNEDY-WILSON HOLDINGS INC Common Stock       489398107     4489    424160 SH       DEFINED 1,2,6            424160
KENSEY NASH CORP            Common equity
                            shares             490057106     3743    194854 SH       DEFINED 1,2,6,8          194854
KERYX BIOPHARMACEUTICALS    Common equity
  INC                       shares             492515101     3202   1266169 SH       DEFINED 1,2,6,8         1266169
KEYNOTE SYSTEMS INC         Common Stock       493308100     6184    301193 SH       DEFINED 1,2,6,8          301193
KFORCE INC                  Common equity
                            shares             493732101     7788    631764 SH       DEFINED 1,2,5,6,8        631764
MAGNUM HUNTER RESOURCES
  CORP                      Common Stock       55973B102    24329   4513655 SH       DEFINED 1,2,6,8         4513655
KIMBALL INTERNATIONAL -CL B Common equity
                            shares             494274103     3958    780660 SH       DEFINED 1,2,8            780660
KILROY REALTY CORP          Real Estate
                            Investment Trust   49427F108    78146   2052545 SH       DEFINED 1,2,3,5,6,8     2052545
KINDER MORGAN ENERGY -LP    Limited
                            Partnership        494550106    23342    274777 SH       DEFINED 1                274777
KIRBY CORP                  Common equity
                            shares             497266106    84412   1282014 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1280394            1620
KNIGHT CAPITAL GROUP INC    Common Stock       499005106    27012   2285239 SH       DEFINED 1,2,5,6,8       2285239
KNIGHT TRANSPORTATION INC   Common equity
                            shares             499064103    21708   1387716 SH       DEFINED 1,2,5,6,8       1387716
XO GROUP INC                Common Stock       983772104     5558    666441 SH       DEFINED 1,2,5,6,8        666441
KOPIN CORP                  Common Stock       500600101     5252   1353562 SH       DEFINED 1,2,6,8         1353562
KT CORP                     American
                            Depository Receipt 48268K101     3925    251187 SH       DEFINED 1,2,5,6          251187
KORN/FERRY INTERNATIONAL    Common equity
                            shares             500643200    23700   1389162 SH       DEFINED 1,2,5,6,8,12    1389162
KRISPY KREME DOUGHNUTS INC  Common equity
                            shares             501014104     7493   1146004 SH       DEFINED 1,2,6,8         1146004


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
SUNLINK HEALTH SYSTEMS INC  Common equity
                            shares             86737U102       22     13400 SH       DEFINED 1                 13400
KULICKE & SOFFA INDUSTRIES  Common Stock       501242101    13960   1509012 SH       DEFINED 1,2,6,8         1509012
LAN AIRLINES SA             American
                            Depository Receipt 501723100    15409    663098 SH       DEFINED 1,2,5,6          663098
LCA VISION INC              Common equity
                            shares             501803308       35     12135 SH       DEFINED 1                 12135
LMI AEROSPACE INC           Common equity
                            shares             502079106     3216    183029 SH       DEFINED 1,2              183029
NEWBRIDGE BANCORP           Common equity
                            shares             65080T102       58     14782 SH       DEFINED 1                 14782
LSB INDUSTRIES INC          Common equity
                            shares             502160104    10303    367601 SH       DEFINED 1,2,6,8          367601
LSI INDUSTRIES INC          Common equity
                            shares             50216C108     2122    353543 SH       DEFINED 1,2              353543
LTC PROPERTIES INC          Real Estate
                            Investment Trust   502175102    21452    695165 SH       DEFINED 1,2,3,5,6,8      695165
LA-Z-BOY INC                Common equity
                            shares             505336107    21164   1778003 SH       DEFINED 1,2,6,8         1778003
TRUEBLUE INC                Common equity
                            shares             89785X101    15075   1086341 SH       DEFINED 1,2,5,6,8       1086341
LACLEDE GROUP INC           Common equity
                            shares             505597104    21876    540642 SH       DEFINED 1,2,5,6,8        540642
ENBRIDGE ENERGY PRTNRS -LP  Limited
                            Partnership        29250R106     6688    201504 SH       DEFINED 1                201504
LAKELAND BANCORP INC        Common equity
                            shares             511637100     3357    389598 SH       DEFINED 1,2,8            389598
LAKELAND FINANCIAL CORP     Common equity
                            shares             511656100     7888    304847 SH       DEFINED 1,2,8            304847
LAKES ENTERTAINMENT INC     Common equity
                            shares             51206P109       20     10600 SH       DEFINED 1                 10600
LAMAR ADVERTISING CO -CL A  Common equity
                            shares             512815101    38547   1401485 SH       DEFINED 1,2,5,6,8,12    1401485
SNYDERS-LANCE INC           Common equity
                            shares             833551104    21173    940766 SH       DEFINED 1,2,6,8          940766
LANDEC CORP                 Common equity
                            shares             514766104     2616    473758 SH       DEFINED 1,2              473758
LANDAUER INC                Common equity
                            shares             51476K103    11516    223654 SH       DEFINED 1,2,6,8          223654
LANDSTAR SYSTEM INC         Common equity
                            shares             515098101    53463   1115657 SH       DEFINED 1,2,5,6,8,12    1115657
LANNETT CO INC              Common equity
                            shares             516012101      902    204231 SH       DEFINED 1,2,6            204231
LATTICE SEMICONDUCTOR CORP  Common Stock       518415104    16801   2829064 SH       DEFINED 1,2,6,8         2829064
LAWSON PRODUCTS             Common equity
                            shares             520776105     1666    107989 SH       DEFINED 1,2              107989
LAYNE CHRISTENSEN CO        Common equity
                            shares             521050104     9583    395907 SH       DEFINED 1,2,6,8          395907
LECROY CORP                 Common equity
                            shares             52324W109     2119    251607 SH       DEFINED 1,2              251607
LENNOX INTERNATIONAL INC    Common equity
                            shares             526107107    74205   2198533 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2196363            2170
LEUCADIA NATIONAL CORP      Common equity
                            shares             527288104   163064   7170762 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7170762
LEXICON PHARMACEUTICALS INC Common Stock       528872104     4660   3610047 SH       DEFINED 1,2,6,8         3610047
LEXINGTON REALTY TRUST      Real Estate
                            Investment Trust   529043101    25366   3386834 SH       DEFINED 1,2,3,5,6,8     3386834
LIBBEY INC                  Common Stock       529898108     4751    373083 SH       DEFINED 1,2,6,8          373083
FIRST ACCEPTANCE CORP       Common equity
                            shares             318457108       16     11846 SH       DEFINED 1                 11846
LIFEWAY FOODS INC           Common equity
                            shares             531914109      773     79880 SH       DEFINED 1,2               79880
LIFETIME BRANDS INC         Common equity
                            shares             53222Q103     2291    188654 SH       DEFINED 1,2              188654
LIFEPOINT HOSPITALS INC     Common equity
                            shares             53219L109    43526   1171545 SH       DEFINED 1,2,5,6,8,12    1171545
LIGAND PHARMACEUTICAL INC   Common equity
                            shares             53220K504     4930    415309 SH       DEFINED 1,2,6,8          415309
LIGHTPATH TECHNOLOGIES INC  Common equity
                            shares             532257805       15     14007 SH       DEFINED 1,2               14007
LIMONEIRA CO                Common equity
                            shares             532746104     2187    129352 SH       DEFINED 1,2              129352
LINCOLN ELECTRIC HLDGS INC  Common equity
                            shares             533900106    77948   1992565 SH       DEFINED 1,2,5,6,8,12    1992565
LINDSAY CORP                Common equity
                            shares             535555106    14517    264585 SH       DEFINED 1,2,5,6,8        264585
LIONS GATE ENTERTAINMENT CP Common equity
                            shares             535919203     8084    971704 SH       DEFINED 1,2,6,8          971704
LIONBRIDGE TECHNOLOGIES INC Common equity
                            shares             536252109     2665   1163537 SH       DEFINED 1,2             1163537
LITHIA MOTORS INC -CL A     Common equity
                            shares             536797103    15481    708192 SH       DEFINED 1,2,8            708192
LITTELFUSE INC              Common equity
                            shares             537008104    24429    568469 SH       DEFINED 1,2,5,6,8        568469
LIVEPERSON INC              Common equity
                            shares             538146101    12752   1016372 SH       DEFINED 1,2,5,6,8       1016372
LOJACK CORP                 Common equity
                            shares             539451104       35     11645 SH       DEFINED 1                 11645
LODGENET INTERACTIVE CORP   Common equity
                            shares             540211109       40     16589 SH       DEFINED 1                 16589
LOOKSMART LTD               Common equity
                            shares             543442503       14     11030 SH       DEFINED 1                 11030
LUBYS INC                   Common equity
                            shares             549282101     1102    244390 SH       DEFINED 1,2              244390
LUFKIN INDUSTRIES INC       Common equity
                            shares             549764108    55467    824054 SH       DEFINED 1,2,5,6,8        824054
LUMINEX CORP                Common Stock       55027E102    16362    770701 SH       DEFINED 1,2,5,6,8        770701
LYDALL INC                  Common equity
                            shares             550819106     3181    334845 SH       DEFINED 1,2              334845
MB FINANCIAL INC/MD         Common equity
                            shares             55264U108    27382   1601383 SH       DEFINED 1,2,6,8         1601383
MDC HOLDINGS INC            Common equity
                            shares             552676108    51519   2922122 SH       DEFINED 1,2,5,6,8,12    2922122
MDC PARTNERS INC            Common Stock       552697104     5870    434219 SH       DEFINED 1,2,6            434219
MDU RESOURCES GROUP INC     Common equity
                            shares             552690109   113339   5281460 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5281460
ENCORE CAPITAL GROUP INC    Common equity
                            shares             292554102     7180    337416 SH       DEFINED 1,2,6,8          337416
MGM RESORTS INTERNATIONAL   Common equity
                            shares             552953101    55831   5353130 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5353130
BIOSCRIP INC                Common Stock       09069N108     4138    757570 SH       DEFINED 1,2,6,8          757570
M/I HOMES INC               Common equity
                            shares             55305B101     3671    382244 SH       DEFINED 1,2,8            382244
MKS INSTRUMENTS INC         Common equity
                            shares             55306N104    31117   1118455 SH       DEFINED 1,2,5,6,8       1118455
MSC INDUSTRIAL DIRECT -CL A Common equity
                            shares             553530106    76893   1074717 SH       DEFINED 1,2,5,6,8,12    1074717
MTR GAMING GROUP INC        Common equity
                            shares             553769100       32     17339 SH       DEFINED 1                 17339
MTS SYSTEMS CORP            Common equity
                            shares             553777103    12971    318352 SH       DEFINED 1,2,6,8          318352
MAC-GRAY CORP               Common equity
                            shares             554153106     2737    198451 SH       DEFINED 1,2              198451
MACATAWA BANK CORP          Common equity
                            shares             554225102       32     13822 SH       DEFINED 1                 13822
MACK-CALI REALTY CORP       Real Estate
                            Investment Trust   554489104    78698   2948535 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2948535
ROVI CORP                   Common equity
                            shares             779376102    63733   2592976 SH       DEFINED 1,2,5,6,8,12    2592976
MADDEN STEVEN LTD           Common equity
                            shares             556269108    29769    862790 SH       DEFINED 1,2,5,6,8        862790
MGE ENERGY INC              Common equity
                            shares             55277P104    22011    470618 SH       DEFINED 1,2,6,8,17       470618
MAGELLAN HEALTH SERVICES    Common equity
  INC                       shares             559079207    37616    760421 SH       DEFINED 1,2,5,6,8        760421
MAGELLAN PETROLEUM CORP     Common equity
                            shares             559091301       18     19023 SH       DEFINED 1                 19023
CENVEO INC                  Common equity
                            shares             15670S105     3805   1119551 SH       DEFINED 1,2,5,6,8       1119551
MANITOWOC CO                Common equity
                            shares             563571108    16794   1827373 SH       DEFINED 1,2,5,6,8,10    1827373
MANNATECH INC               Common equity
                            shares             563771104        5     11000 SH       DEFINED 1                 11000
EQUITY LIFESTYLE PROPERTIES Real Estate
                            Investment Trust   29472R108    75348   1129822 SH       DEFINED 1,2,3,5,6,8     1129822
MANULIFE FINANCIAL CORP     Common equity
                            shares             56501R106      248     23310 SH       DEFINED 1                 23310
MARCUS CORP                 Common equity
                            shares             566330106     5968    472774 SH       DEFINED 1,2,8            472774
MARINEMAX INC               Common equity
                            shares             567908108     2517    385894 SH       DEFINED 1,2              385894
MARINE PRODUCTS CORP        Common equity
                            shares             568427108      917    185685 SH       DEFINED 1,2              185685
MARKEL CORP                 Common equity
                            shares             570535104    59588    143714 SH       DEFINED 1,2,5,6,8,12     143714
MARTEN TRANSPORT LTD        Common equity
                            shares             573075108     5847    325026 SH       DEFINED 1,2,6,8          325026
MARTHA STEWART LIVING       Common equity
  OMNIMD                    shares             573083102     2310    525124 SH       DEFINED 1,2,6            525124
MARTIN MARIETTA MATERIALS   Common equity
                            shares             573284106    89961   1192947 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1192947
MASTEC INC                  Common equity
                            shares             576323109    20317   1169667 SH       DEFINED 1,2,5,6,8,17    1169667
MATRIX SERVICE CO           Common Stock       576853105     5500    582855 SH       DEFINED 1,2,5,6,8        582855
MATTHEWS INTL CORP -CL A    Common equity
                            shares             577128101    28722    914021 SH       DEFINED 1,2,5,6,8,12     914021
MATTSON TECHNOLOGY INC      Common equity
                            shares             577223100       52     37794 SH       DEFINED 1                 37794
MAXWELL TECHNOLOGIES INC    Common Stock       577767106     8757    539192 SH       DEFINED 1,2,6,8          539192
MAXYGEN INC                 Common Stock       577776107     3036    539385 SH       DEFINED 1,2              539385


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
MAXIMUS INC                 Common equity
                            shares             577933104    31661    765737 SH       DEFINED 1,2,5,6,8,17     765737
MBT FINANCIAL CORP          Common equity
                            shares             578877102       16     14467 SH       DEFINED 1                 14467
MCCLATCHY CO -CL A          Common equity
                            shares             579489105     2850   1191808 SH       DEFINED 1,2,8           1191808
MCDERMOTT INTL INC          Common equity
                            shares             580037109    39016   3390013 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3390013
MCGRATH RENTCORP            Common equity
                            shares             580589109    14615    504114 SH       DEFINED 1,2,6,8          504114
MCMORAN EXPLORATION CO      Common equity
                            shares             582411104    38534   2648408 SH       DEFINED 1,2,6,8         2648408
MEADOWBROOK INS GROUP INC   Common equity
                            shares             58319P108    13845   1296479 SH       DEFINED 1,2,6,8         1296479
MEASUREMENT SPECIALTIES INC Common equity
                            shares             583421102     8442    301808 SH       DEFINED 1,2,6,8          301808
MEDALLION FINANCIAL CORP    Common equity
                            shares             583928106     3225    283283 SH       DEFINED 1,2              283283
MEDICAL ACTION INDUSTRIES   Common equity
                            shares             58449L100     1729    330461 SH       DEFINED 1,2              330461
PROASSURANCE CORP           Common equity
                            shares             74267C106    61067    765010 SH       DEFINED 1,2,5,6,8        765010
MEDICINES CO                Common equity
                            shares             584688105    26231   1407232 SH       DEFINED 1,2,5,6,8       1407232
MEDICIS PHARMACEUT CP -CL A Common equity
                            shares             584690309    75672   2275708 SH       DEFINED 1,2,5,6,8,12    2275708
MEDIFAST INC                Common equity
                            shares             58470H101     4173    304223 SH       DEFINED 1,2,6,8          304223
MEDTOX SCIENTIFIC INC       Common equity
                            shares             584977201     1913    136250 SH       DEFINED 1,2              136250
MENS WEARHOUSE INC          Common equity
                            shares             587118100    47431   1463526 SH       DEFINED 1,2,5,6,8       1463526
MENTOR GRAPHICS CORP        Common equity
                            shares             587200106    41828   3084614 SH       DEFINED 1,2,5,6,8,12    3084614
MERCER INTL INC             Common Stock       588056101       70     11514 SH       DEFINED 1,8               11514
MERCHANTS BANCSHARES INC/VT Common Stock       588448100     2589     88547 SH       DEFINED 1,2,17            88547
MERCURY COMPUTER SYSTEMS    Common equity
  INC                       shares             589378108     7880    593015 SH       DEFINED 1,2,6,8          593015
MERCURY GENERAL CORP        Common equity
                            shares             589400100   118913   2606648 SH       DEFINED 1,2,5,6,8,12    2606648
MERIDIAN BIOSCIENCE INC     Common equity
                            shares             589584101    15717    834052 SH       DEFINED 1,2,6,8          834052
MERIT MEDICAL SYSTEMS INC   Common equity
                            shares             589889104    11313    845714 SH       DEFINED 1,2,6,8          845714
MERGE HEALTHCARE INC        Common Stock       589499102     4536    934980 SH       DEFINED 1,2,6,8          934980
MERITAGE HOMES CORP         Common equity
                            shares             59001A102    13897    599216 SH       DEFINED 1,2,6,8          599216
MET-PRO CORP                Common equity
                            shares             590876306     2389    264181 SH       DEFINED 1,2              264181
SILVER BULL RESOURCES INC   Common equity
                            shares             827458100       30     56400 SH       DEFINED 1                 56400
METHODE ELECTRONICS INC     Common equity
                            shares             591520200     6974    841353 SH       DEFINED 1,2,5,8          841353
POWERSECURE INTL INC        Common equity
                            shares             73936N105     1720    349025 SH       DEFINED 1,2              349025
METROPOLITAN HLTH NTWRKS    Common equity
  INC                       shares             592142103     6469    866109 SH       DEFINED 1,2,5,6          866109
MICREL INC                  Common equity
                            shares             594793101    11751   1162710 SH       DEFINED 1,2,5,6,8       1162710
MICROVISION INC             Common equity
                            shares             594960106      610   1700380 SH       DEFINED 1,2             1700380
MICROSTRATEGY INC           Common equity
                            shares             594972408    18825    173816 SH       DEFINED 1,2,5,6,8        173816
MICROSEMI CORP              Common equity
                            shares             595137100    34573   2063984 SH       DEFINED 1,2,5,6,8       2063984
MID-AMERICA APT CMNTYS INC  Real Estate
                            Investment Trust   59522J103    79808   1275846 SH       DEFINED 1,2,3,6,8       1275846
MIDAS INC                   Common equity
                            shares             595626102      212     24582 SH       DEFINED 1,2               24582
MIDDLEBY CORP               Common equity
                            shares             596278101    38617    410633 SH       DEFINED 1,2,5,6,8        410633
MIDDLESEX WATER CO          Common equity
                            shares             596680108     5699    305508 SH       DEFINED 1,2,5,8          305508
MIDSOUTH BANCORP INC        Common equity
                            shares             598039105     1582    121659 SH       DEFINED 1,2              121659
MGP INGREDIENTS INC         Common equity
                            shares             55303J106      892    176180 SH       DEFINED 1,2              176180
MILLER (HERMAN) INC         Common equity
                            shares             600544100    31316   1697369 SH       DEFINED 1,2,5,6,8,12    1697369
MILLER INDUSTRIES INC/TN    Common equity
                            shares             600551204     3805    241920 SH       DEFINED 1,2              241920
MILLER ENERGY RESOURCES INC Common equity
                            shares             600527105     1190    425704 SH       DEFINED 1,2              425704
MINE SAFETY APPLIANCES CO   Common equity
                            shares             602720104    30776    929318 SH       DEFINED 1,2,5,6,8,12     929318
MINERALS TECHNOLOGIES INC   Common equity
                            shares             603158106    35069    620339 SH       DEFINED 1,2,5,6,8,12     620339
MINES MANAGEMENT INC        Common equity
                            shares             603432105       29     14300 SH       DEFINED 1                 14300
MIPS TECHNOLOGIES INC       Common equity
                            shares             604567107     4366    978625 SH       DEFINED 1,2,6,8          978625
MISSION WEST PROPERTIES INC Real Estate
                            Investment Trust   605203108     3468    384660 SH       DEFINED 1,2,5            384660
MITCHAM INDUSTRIES INC      Common equity
                            shares             606501104     5375    246210 SH       DEFINED 1,2              246210
MITEK SYSTEMS INC           Common Stock       606710200      115     15900 SH       DEFINED 1                 15900
MOBILE MINI INC             Common equity
                            shares             60740F105    13378    766728 SH       DEFINED 1,2,5,6,8        766728
IGO INC                     Common equity
                            shares             449593102       16     20476 SH       DEFINED 1                 20476
MODINE MANUFACTURING CO     Common equity
                            shares             607828100     8928    943587 SH       DEFINED 1,2,6,8          943587
MOLEX INC                   Common equity
                            shares             608554200     3991    201819 SH       DEFINED 1,2,5,8,12       201819
MONARCH CASINO & RESORT INC Common equity
                            shares             609027107     2068    202965 SH       DEFINED 1,2              202965
MONMOUTH RE INVESTMENT CP   REIT               609720107     6036    659878 SH       DEFINED 1,2,5,6          659878
MONRO MUFFLER BRAKE INC     Common equity
                            shares             610236101    30447    784914 SH       DEFINED 1,2,5,6,8        784914
MOOG INC -CL A              Common equity
                            shares             615394202    46499   1058503 SH       DEFINED 1,2,5,6,8       1058503
DESTINATION MATERNITY CORP  Common Stock       25065D100     3233    193203 SH       DEFINED 1,2,5            193203
MOTORCAR PARTS OF AMER INC  Common Stock       620071100     1308    174315 SH       DEFINED 1,2              174315
MOVADO GROUP INC            Common equity
                            shares             624580106     6734    370732 SH       DEFINED 1,2,8            370732
MUELLER INDUSTRIES          Common equity
                            shares             624756102    35396    921242 SH       DEFINED 1,2,5,6,8        921242
MULTI-COLOR CORP            Common equity
                            shares             625383104     6383    248021 SH       DEFINED 1,2,6,8          248021
MULTIMEDIA GAMES HOLDING CO Common equity
                            shares             625453105     4726    595783 SH       DEFINED 1,2              595783
MURPHY OIL CORP             Common equity
                            shares             626717102   441170   7914947 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        7914947
MYERS INDUSTRIES INC        Common equity
                            shares             628464109     8861    718386 SH       DEFINED 1,2,8            718386
N B T BANCORP INC           Common equity
                            shares             628778102    15880    717410 SH       DEFINED 1,2,5,6,8        717410
NCI BUILDING SYSTEMS INC    Common equity
                            shares             628852204     4841    445124 SH       DEFINED 1,2              445124
NL INDUSTRIES               Common equity
                            shares             629156407     1819    140578 SH       DEFINED 1,2              140578
NN INC                      Common equity
                            shares             629337106     1723    287350 SH       DEFINED 1,2              287350
NTT DOCOMO INC              American
                            Depository Receipt 62942M201      553     30110 SH       DEFINED 1,2               30110
NVE CORP                    Common equity
                            shares             629445206     4913     88450 SH       DEFINED 1,2,8             88450
NACCO INDUSTRIES -CL A      Common equity
                            shares             629579103    11972    134143 SH       DEFINED 1,2,6,8          134143
NAM TAI ELECTRONIC          Common equity
                            shares             629865205       56     10586 SH       DEFINED 1,6               10586
NANOMETRICS INC             Common Stock       630077105     7529    408694 SH       DEFINED 1,2,6,8          408694
NANOPHASE TECHNOLOGIES CORP Common Stock       630079101        5     12201 SH       DEFINED 1                 12201
NAPCO SECURITY TECH INC     Common equity
                            shares             630402105       30     12100 SH       DEFINED 1                 12100
BBCN BANCORP INC            Common equity
                            shares             073295107    19328   2045023 SH       DEFINED 1,2,8           2045023
NASH FINCH CO               Common equity
                            shares             631158102    10005    341598 SH       DEFINED 1,2,5,8,17       341598
NATIONAL BANK OF GREECE     American
                            Depository Receipt 633643606      141     71271 SH       DEFINED 1,2               71271
NATIONAL BANKSHARES INC VA  Common equity
                            shares             634865109     3614    129505 SH       DEFINED 1,2,17           129505
NATIONAL BEVERAGE CORP      Common equity
                            shares             635017106     3536    220248 SH       DEFINED 1,2,6,8          220248
NATIONAL HEALTHCARE CORP    Common equity
                            shares             635906100     9005    214867 SH       DEFINED 1,2,5,8,17       214867
NATIONAL FUEL GAS CO        Common equity
                            shares             636180101   205761   3702054 SH       DEFINED 1,2,5,6,8,12    3702054
NATIONAL HEALTH INVESTORS   Real Estate
                            Investment Trust   63633D104    24382    554329 SH       DEFINED 1,2,3,6,8        554329
NIC INC                     Common equity
                            shares             62914B100    16584   1245773 SH       DEFINED 1,2,6,8         1245773
FIRST CALIF FINL GROUP INC  Common equity
                            shares             319395109       59     18021 SH       DEFINED 1                 18021
NATIONAL OILWELL VARCO INC  Common equity
                            shares             637071101  1152835  16955979 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       16954097            1882
NATIONAL PENN BANCSHARES    Common equity
  INC                       shares             637138108    36480   4321880 SH       DEFINED 1,2,5,6,8       4321880
NATIONAL PRESTO INDS INC    Common equity
                            shares             637215104    10540    112643 SH       DEFINED 1,2,5,6,8,17     112643


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
NATIONAL RESEARCH CORP      Common equity
                            shares             637372103      951     24460 SH       DEFINED 1,2               24460
NATIONAL TECHNICAL SYS INC  Common equity
                            shares             638104109       76     12020 SH       DEFINED 1,17               4100            7920
NATIONAL WESTERN LIFE -CL A Common equity
                            shares             638522102     5827     42756 SH       DEFINED 1,2,8             42756
NAVIGATORS GROUP INC        Common equity
                            shares             638904102    11824    247957 SH       DEFINED 1,2,6,8          247957
NATURES SUNSHINE PRODS INC  Common Stock       639027101     2670    171996 SH       DEFINED 1,2,6            171996
NAVARRE CORP                Common equity
                            shares             639208107       38     24656 SH       DEFINED 1                 24656
BPZ RESOURCES INC           Common Stock       055639108    12773   4496918 SH       DEFINED 1,2,5,6,8       4496918
NAVIGANT CONSULTING INC     Common equity
                            shares             63935N107    12291   1077290 SH       DEFINED 1,2,6,8         1077290
NEOGEN CORP                 Common equity
                            shares             640491106    15106    492935 SH       DEFINED 1,2,6,8          492935
NAVIDEA BIOPHARMACEUTICALS  Common Stock       63937X103     3927   1499655 SH       DEFINED 1,2,6           1499655
SPECTRUM PHARMACEUTICALS
  INC                       Common Stock       84763A108    25750   1760187 SH       DEFINED 1,2,6,8,17      1760187
NETEASE.COM INC             American
                            Depository Receipt 64110W102     8937    199249 SH       DEFINED 1,2,6            199249
8X8 INC                     Common equity
                            shares             282914100     3187   1005512 SH       DEFINED 1,2             1005512
NETSOL TECHNOLOGIES INC     Common equity
                            shares             64115A204       10     23960 SH       DEFINED 1                 23960
NETSCOUT SYSTEMS INC        Common equity
                            shares             64115T104    12548    712789 SH       DEFINED 1,2,6,8          712789
NETWORK EQUIPMENT TECH INC  Common Stock       641208103       30     26181 SH       DEFINED 1,5               26181
NETWORK ENGINES INC         Common equity
                            shares             64121A107       30     30785 SH       DEFINED 1                 30785
FALCONSTOR SOFTWARE INC     Common equity
                            shares             306137100     1597    618227 SH       DEFINED 1,2              618227
UNITED ONLINE INC           Common equity
                            shares             911268100    11214   2061243 SH       DEFINED 1,2,6,8         2061243
NEUROCRINE BIOSCIENCES INC  Common equity
                            shares             64125C109     9489   1115945 SH       DEFINED 1,2,6,8         1115945
NEVADA GOLD & CASINOS INC   Common equity
                            shares             64126Q206       17     14982 SH       DEFINED 1                 14982
NEW FRONTIER MEDIA INC      Common equity
                            shares             644398109       16     15757 SH       DEFINED 1                 15757
NEW JERSEY RESOURCES CORP   Common equity
                            shares             646025106    46760    950360 SH       DEFINED 1,2,5,6,8        950360
EINSTEIN NOAH RESTAURANT    Common equity
  GRP                       shares             28257U104     2026    128240 SH       DEFINED 1,2              128240
NEWFIELD EXPLORATION CO     Common equity
                            shares             651290108   197888   5244761 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5244761
NEWPARK RESOURCES           Common equity
                            shares             651718504    25921   2728928 SH       DEFINED 1,2,5,6,8       2728928
NEWPORT CORP                Common equity
                            shares             651824104    11115    816548 SH       DEFINED 1,2,6,8          816548
APRICUS BIOSCIENCES INC     Common equity
                            shares             03832V109       59     11498 SH       DEFINED 1                 11498
NICE SYSTEMS LTD            American
                            Depository Receipt 653656108      273      7948 SH       DEFINED 1,6                7948
NICHOLAS FINANCIAL INC      Common equity
                            shares             65373J209     1518    118351 SH       DEFINED 1,2              118351
99 CENTS ONLY STORES        Common equity
                            shares             65440K106    37668   1716021 SH       DEFINED 1,2,5,6,8,12    1716021
NOBLE ENERGY INC            Common equity
                            shares             655044105   674197   7142602 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7142602
NOKIA CORP                  American
                            Depository Receipt 654902204     4614    998950 SH       DEFINED 1,2,17           946617           52333
NORDSON CORP                Common equity
                            shares             655663102    56908   1381972 SH       DEFINED 1,2,5,6,8,12    1381972
ONEOK PARTNERS -LP          Limited
                            Partnership        68268N103     9172    158856 SH       DEFINED 1                158856
NORTHWEST NATURAL GAS CO    Common equity
                            shares             667655104    77001   1606535 SH       DEFINED 1,2,5,6,8,17    1606535
NORTHWEST PIPE CO           Common equity
                            shares             667746101     4111    179924 SH       DEFINED 1,2,5,8          179924
NOVATEL WIRELESS INC        Common equity
                            shares             66987M604     1903    606639 SH       DEFINED 1,2,5,6          606639
NOVARTIS AG                 American
                            Depository Receipt 66987V109     2451     42839 SH       DEFINED 1,5,12            42839
NOVAVAX INC                 Common equity
                            shares             670002104     2016   1598136 SH       DEFINED 1,2,6           1598136
UNITEK GLOBAL SERVICES INC  Common equity
                            shares             91324T302      698    154061 SH       DEFINED 1,2              154061
NU SKIN ENTERPRISES -CL A   Common equity
                            shares             67018T105    53498   1101473 SH       DEFINED 1,2,5,6,8       1101473
NSTAR                       Common equity
                            shares             67019E107   141334   3009508 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3009508
NUMEREX CORP -CL A          Common equity
                            shares             67053A102     1029    124858 SH       DEFINED 1,2              124858
NUTRACEUTICAL INTL CORP     Common equity
                            shares             67060Y101     2226    196676 SH       DEFINED 1,2              196676
NUTRISYSTEM INC             Common equity
                            shares             67069D108     7902    611007 SH       DEFINED 1,2,5,8          611007
NYMOX PHARMACEUTICAL CORP   Common equity
                            shares             67076P102     2415    293932 SH       DEFINED 1,2              293932
O'CHARLEY'S INC             Common equity
                            shares             670823103     2419    440391 SH       DEFINED 1,2              440391
OGE ENERGY CORP             Common equity
                            shares             670837103   122640   2162607 SH       DEFINED 1,2,5,6,8,12    2162607
OM GROUP INC                Common equity
                            shares             670872100    16666    744438 SH       DEFINED 1,2,5,6,8        744438
OSI SYSTEMS INC             Common Stock       671044105    20725    424925 SH       DEFINED 1,2,6,8          424925
OYO GEOSPACE CORP           Common equity
                            shares             671074102     8910    115272 SH       DEFINED 1,2,6,8          115272
STERLING CONSTRUCTION CO    Common equity
  INC                       shares             859241101     3472    322434 SH       DEFINED 1,2,8            322434
OCEANEERING INTERNATIONAL   Common equity
                            shares             675232102   121084   2625013 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2623403            1610
OCEANFIRST FINANCIAL CORP   Common equity
                            shares             675234108     3724    285117 SH       DEFINED 1,2              285117
INNOSPEC INC                Common equity
                            shares             45768S105    14544    518232 SH       DEFINED 1,2,6,8          518232
OCWEN FINANCIAL CORP        Common equity
                            shares             675746309    28225   1949272 SH       DEFINED 1,2,6,8         1949272
ITERIS INC                  Common equity
                            shares             46564T107       15     11165 SH       DEFINED 1                 11165
ODYSSEY MARINE EXPLORATION  Common equity
                            shares             676118102     3071   1120712 SH       DEFINED 1,2,5,6         1120712
BRISTOW GROUP INC           Common equity
                            shares             110394103    44633    941900 SH       DEFINED 1,2,6,8          941900
OIL DRI CORP AMERICA        Common equity
                            shares             677864100     1866     92320 SH       DEFINED 1,2               92320
OIL STATES INTL INC         Common equity
                            shares             678026105   101645   1330975 SH       DEFINED 1,2,5,6,8,12    1330975
OLD DOMINION FREIGHT        Common equity
                            shares             679580100    45427   1120782 SH       DEFINED 1,2,5,6,8       1120782
OLD NATIONAL BANCORP        Common equity
                            shares             680033107    37587   3226341 SH       DEFINED 1,2,5,6,8       3226341
OLIN CORP                   Common equity
                            shares             680665205   125172   6370121 SH       DEFINED 1,2,5,6,8,12    6370121
OLYMPIC STEEL INC           Common equity
                            shares             68162K106     4641    199151 SH       DEFINED 1,2,5,8          199151
OMEGA HEALTHCARE INVS INC   Real Estate
                            Investment Trust   681936100    69733   3603916 SH       DEFINED 1,2,3,6,8,12    3603916
OMEGA PROTEIN CORP          Common equity
                            shares             68210P107     2451    343713 SH       DEFINED 1,2              343713
OMNIVISION TECHNOLOGIES INC Common equity
                            shares             682128103    15225   1244176 SH       DEFINED 1,2,5,6,8       1244176
OMNOVA SOLUTIONS INC        Common equity
                            shares             682129101     3991    865800 SH       DEFINED 1,2,6            865800
ON ASSIGNMENT INC           Common Stock       682159108     8682    776597 SH       DEFINED 1,2,6,8          776597
ON SEMICONDUCTOR CORP       Common equity
                            shares             682189105    40225   5210683 SH       DEFINED 1,2,5,6,8       5210683
ONE LIBERTY PROPERTIES INC  Real Estate
                            Investment Trust   682406103     2904    175962 SH       DEFINED 1,2              175962
1-800-FLOWERS.COM           Common equity
                            shares             68243Q106     1018    462151 SH       DEFINED 1,2              462151
ONEOK INC                   Common equity
                            shares             682680103   472366   5448954 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5448954
ONLINE RESOURCES CORP       Common equity
                            shares             68273G101       40     16363 SH       DEFINED 1                 16363
ONYX PHARMACEUTICALS INC    Common Stock       683399109    77205   1756630 SH       DEFINED 1,2,5,6,8       1756630
OPEN TEXT CORP              Common Stock       683715106      242      4739 SH       DEFINED 1,2                4739
OPENWAVE SYSTEMS INC        Common equity
                            shares             683718308     2444   1547909 SH       DEFINED 1,2,5           1547909
OPNET TECHNOLOGIES INC      Common equity
                            shares             683757108    10497    286339 SH       DEFINED 1,2,5,6,8        286339
OPLINK COMMUNICATIONS INC   Common Stock       68375Q403     7694    466869 SH       DEFINED 1,2,6,8          466869
ORASURE TECHNOLOGIES INC    Common Stock       68554V108     8288    909762 SH       DEFINED 1,2,6,8          909762
ORBITAL SCIENCES CORP       Common equity
                            shares             685564106    20865   1435848 SH       DEFINED 1,2,6,8         1435848
MEDIVATION INC              Common equity
                            shares             58501N101    42151    914130 SH       DEFINED 1,2,5,6,8        914130
O'REILLY AUTOMOTIVE INC     Common equity
                            shares             67103H107   383225   4793112 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4793112
ORIENTAL FINANCIAL GROUP    Common equity
  INC                       shares             68618W100    15688   1295485 SH       DEFINED 1,2,6,8         1295485
ORRSTOWN FINANCIAL SVCS INC Common equity
                            shares             687380105      919    111584 SH       DEFINED 1,2              111584
PROTALIX BIOTHERAPEUTICS    Common equity
  INC                       shares             74365A101       81     16300 SH       DEFINED 1,6,8             16300
OTTER TAIL CORP             Common equity
                            shares             689648103    15608    708821 SH       DEFINED 1,2,5,6,8        708821
OVERSEAS SHIPHOLDING GROUP  Common equity
                            shares             690368105     6693    612307 SH       DEFINED 1,2,5,6,8        612307


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
OWENS & MINOR INC           Common equity
                            shares             690732102    58346   2099520 SH       DEFINED 1,2,5,6,8,12    2099520
OWENS-ILLINOIS INC          Common equity
                            shares             690768403   128668   6638855 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6638855
OXFORD INDUSTRIES INC       Common equity
                            shares             691497309    12757    282676 SH       DEFINED 1,2,6,8          282676
VIRNETX HOLDING CORP        Common equity
                            shares             92823T108    20312    813465 SH       DEFINED 1,2,6,8,17       812105            1360
PC CONNECTION INC           Common equity
                            shares             69318J100     2955    266407 SH       DEFINED 1,2              266407
PCTEL INC                   Common equity
                            shares             69325Q105      316     46232 SH       DEFINED 1,2               46232
PICO HOLDINGS INC           Common Stock       693366205     9515    462296 SH       DEFINED 1,2,6,8          462296
PLX TECHNOLOGY INC          Common equity
                            shares             693417107     2326    811400 SH       DEFINED 1,2              811400
ERESEARCHTECHNOLOGY INC     Common equity
                            shares             29481V108     4918   1049625 SH       DEFINED 1,2,6,8         1049625
PS BUSINESS PARKS           Real Estate
                            Investment Trust   69360J107    32421    584820 SH       DEFINED 1,2,3,5,6,8      584820
PVF CAPITAL CORP            Common equity
                            shares             693654105       32     21290 SH       DEFINED 1                 21290
PSS WORLD MEDICAL INC       Common equity
                            shares             69366A100    30322   1253516 SH       DEFINED 1,2,5,6,8       1253516
PREMIERE GLOBAL SERVICES    Common equity
  INC                       shares             740585104     9541   1126645 SH       DEFINED 1,2,6,8         1126645
PACIFIC CAPITAL BANCORP     Common equity
                            shares             69404P200     1945     68984 SH       DEFINED 1,2,5             68984
BANK OF HAWAII CORP         Common equity
                            shares             062540109    92443   2077858 SH       DEFINED 1,2,5,6,8,12    2077858
PACIFIC CONTINENTAL CORP    Common equity
                            shares             69412V108     2754    311179 SH       DEFINED 1,2              311179
PACIFIC SUNWEAR CALIF INC   Common equity
                            shares             694873100     1884   1103277 SH       DEFINED 1,2,5,6         1103277
PAIN THERAPEUTICS INC       Common Stock       69562K100     2553    670843 SH       DEFINED 1,2,6            670843
PALATIN TECHNOLOGIES INC    Common equity
                            shares             696077403        8     20880 SH       DEFINED 1                 20880
PALOMAR MED TECHNOLOGIES    Common equity
  INC                       shares             697529303     3643    392020 SH       DEFINED 1,2,6,8          392020
PARAMOUNT GOLD AND SILVER   Common equity
                            shares             69924P102     4397   2055613 SH       DEFINED 1,2,6           2055613
PANHANDLE OIL & GAS INC     Common equity
                            shares             698477106     4234    128965 SH       DEFINED 1,2              128965
PANTRY INC                  Common equity
                            shares             698657103     5861    489690 SH       DEFINED 1,2,5,6,8        489690
PAPA JOHNS INTERNATIONAL    Common equity
  INC                       shares             698813102    17783    471913 SH       DEFINED 1,2,6,8          471913
PAREXEL INTERNATIONAL CORP  Common equity
                            shares             699462107    25675   1238018 SH       DEFINED 1,2,6,8         1238018
PARK ELECTROCHEMICAL CORP   Common equity
                            shares             700416209    11761    459062 SH       DEFINED 1,2,6,8          459062
PARK NATIONAL CORP          Common equity
                            shares             700658107    24734    380147 SH       DEFINED 1,2,5,6,8,17     380147
PARK OHIO HOLDINGS CORP     Common equity
                            shares             700666100     2815    157842 SH       DEFINED 1,2              157842
PARKER DRILLING CO          Common equity
                            shares             701081101    26173   3650597 SH       DEFINED 1,2,5,6,8,17    3650597
PARKERVISION INC            Common Stock       701354102       33     38074 SH       DEFINED 1                 38074
PARKWAY PROPERTIES INC      Real Estate
                            Investment Trust   70159Q104     7262    736436 SH       DEFINED 1,2,3,6,8        736436
PARLUX FRAGRANCES INC       Common equity
                            shares             701645103       55     10700 SH       DEFINED 1                 10700
PARTNER COMMUNICATIONS CO   American
                            Depository Receipt 70211M109      167     18972 SH       DEFINED 1                 18972
THOMPSON CREEK METALS CO    Common equity
  INC                       shares             884768102    19520   2804805 SH       DEFINED 1,2,6           2804805
PATRIOT NATIONAL BANCORP    Common equity
  INC                       shares             70336F104       51     29320 SH       DEFINED 1,2               29320
PATRIOT TRANSN HOLDING INC  Common equity
                            shares             70337B102     2045     94118 SH       DEFINED 1,2,6             94118
COLLECTIVE BRANDS INC       Common equity
                            shares             19421W100    34773   2419637 SH       DEFINED 1,2,5,6,8,12    2419637
MEDNAX INC                  Common equity
                            shares             58502B106    86048   1194916 SH       DEFINED 1,2,5,6,8,12    1194916
PMFG INC                    Common Stock       69345P103     6028    308934 SH       DEFINED 1,2,6            308934
PEET'S COFFEE & TEA INC     Common equity
                            shares             705560100    16345    260729 SH       DEFINED 1,2,6,8          260729
PEGASYSTEMS INC             Common equity
                            shares             705573103     9387    319215 SH       DEFINED 1,2,6,8          319215
PENN NATIONAL GAMING INC    Common equity
                            shares             707569109    30430    799218 SH       DEFINED 1,2,5,6,8,12     799218
PENN VIRGINIA CORP          Common equity
                            shares             707882106     5124    969145 SH       DEFINED 1,2,6,8          969145
PENNICHUCK CORP             Common equity
                            shares             708254206     2286     79263 SH       DEFINED 1,2,6             79263
PENNS WOODS BANCORP INC     Common equity
                            shares             708430103     2517     64869 SH       DEFINED 1,2               64869
METRO BANCORP INC           Common equity
                            shares             59161R101     2116    252295 SH       DEFINED 1,2              252295
PENNSYLVANIA RE INVS TRUST  Real Estate
                            Investment Trust   709102107    18665   1788029 SH       DEFINED 1,2,3,6,8       1788029
PEOPLES BANCORP INC/OH      Common equity
                            shares             709789101     3264    220571 SH       DEFINED 1,2,8            220571
PEOPLE'S UNITED FINL INC    Common equity
                            shares             712704105   209911  16335902 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       16335902
RENASANT CORP               Common equity
                            shares             75970E107     8046    536065 SH       DEFINED 1,2,8            536065
PEP BOYS-MANNY MOE & JACK   Common equity
                            shares             713278109    18269   1660797 SH       DEFINED 1,2,6,8         1660797
BRF - BRASIL FOODS SA       American
                            Depository Receipt 10552T107    14640    748732 SH       DEFINED 1,2,6,10,18      748732
PEREGRINE PHARMACEUTICLS    Common equity
  INC                       shares             713661304     1205   1168683 SH       DEFINED 1,2,5           1168683
PERFICIENT INC              Common equity
                            shares             71375U101     5298    529511 SH       DEFINED 1,2,5,6,8        529511
PERFORMANCE TECHNOLOGIES    Common equity
  INC                       shares             71376K102       25     13957 SH       DEFINED 1                 13957
PERICOM SEMICONDUCTOR CORP  Common equity
                            shares             713831105     4675    614019 SH       DEFINED 1,2,6,8          614019
TUTOR PERINI CORP           Common equity
                            shares             901109108     7782    630483 SH       DEFINED 1,2,5,6,8,17     630483
PERMA-FIX ENVIRONMENTAL     Common equity
  SVCS                      shares             714157104       53     33700 SH       DEFINED 1                 33700
PERRIGO CO                  Common equity
                            shares             714290103   324966   3339856 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3339856
TELEKOMUNIKASI INDONESIA    American
                            Depository Receipt 715684106     3331    108387 SH       DEFINED 1,2,6            108387
PERVASIVE SOFTWARE INC      Common equity
                            shares             715710109       61     10400 SH       DEFINED 1                 10400
PETMED EXPRESS INC          Common equity
                            shares             716382106     4757    458273 SH       DEFINED 1,2,5,8          458273
PETROCHINA CO LTD           American
                            Depository Receipt 71646E100     1432     11518 SH       DEFINED 1,6               11518
PETROLEO BRASILEIRO SA      American
  PETRO                     Depository Receipt 71654V101   209739   8928815 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18           8928815
PETROBRAS-PETROLEO          American
  BRASILIER                 Depository Receipt 71654V408   214587   8635335 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18           8635335
PETROLEUM DEVELOPMENT CORP  Common equity
                            shares             716578109    26826    763858 SH       DEFINED 1,2,5,6,8        763858
PHI INC                     Common equity
                            shares             69336T205     6679    268738 SH       DEFINED 1,2,8            268738
PETROQUEST ENERGY INC       Common equity
                            shares             716748108    18700   2832264 SH       DEFINED 1,2,6,8         2832264
PHARMACYCLICS INC           Common Stock       716933106    22144   1494430 SH       DEFINED 1,2,6,8         1494430
PAR PHARMACEUTICAL COS INC  Common equity
                            shares             69888P106    34852   1064803 SH       DEFINED 1,2,5,6,8       1064803
ACCELRYS INC                Common Stock       00430U103     7407   1101796 SH       DEFINED 1,2,6,8         1101796
AQUA AMERICA INC            Common equity
                            shares             03836W103    69159   3136208 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3136208
PLDT-PHILIPPINE LNG DIST    American
  TEL                       Depository Receipt 718252604    32886    570684 SH       DEFINED 1,2,5,6,18       570684
PVH CORP                    Common equity
                            shares             693656100   102277   1451015 SH       DEFINED 1,2,5,6,8,12    1451015
PHOTRONICS INC              Common equity
                            shares             719405102     7172   1179739 SH       DEFINED 1,2,6,8         1179739
PIEDMONT NATURAL GAS CO     Common equity
                            shares             720186105   169481   4987712 SH       DEFINED 1,2,5,6,8       4987712
PIER 1 IMPORTS INC/DE       Common equity
                            shares             720279108    62756   4505134 SH       DEFINED 1,2,6,8         4505134
PINNACLE ENTERTAINMENT INC  Common equity
                            shares             723456109    14715   1448877 SH       DEFINED 1,2,5,6,8       1448877
EDELMAN FINANCIAL GROUP INC Common equity
                            shares             27943Q105     2425    368846 SH       DEFINED 1,2              368846
PINNACLE FINL PARTNERS INC  Common equity
                            shares             72346Q104    17341   1073836 SH       DEFINED 1,2,6,8         1073836
AGILYSYS INC                Common equity
                            shares             00847J105     3455    434864 SH       DEFINED 1,2              434864
BRINKS CO                   Common equity
                            shares             109696104    44027   1637884 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1637884
PIXELWORKS INC              Common equity
                            shares             72581M305       32     13163 SH       DEFINED 1                 13163
PLAINS ALL AMER PIPELNE -LP Limited
                            Partnership        726503105    13071    177961 SH       DEFINED 1                177961
PLANAR SYSTEMS INC          Common equity
                            shares             726900103       30     15500 SH       DEFINED 1                 15500
PLANTRONICS INC             Common equity
                            shares             727493108    50865   1427073 SH       DEFINED 1,2,5,6,8,12    1427073
POLARIS INDUSTRIES INC      Common equity
                            shares             731068102    84379   1507314 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1507314
RALPH LAUREN CORP           Common equity
                            shares             751212101   307127   2224187 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2224187
POLYCOM INC                 Common equity
                            shares             73172K104    62379   3826947 SH       DEFINED 1,2,5,6,8,12    3826947
POLYONE CORP                Common equity
                            shares             73179P106    24556   2125913 SH       DEFINED 1,2,6,8         2125913


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
INVENTURE FOODS INC         Common Stock       461212102       41     10985 SH       DEFINED 1                 10985
POST PROPERTIES INC         Real Estate
                            Investment Trust   737464107    74457   1703156 SH       DEFINED 1,2,3,5,6,8     1703156
POTASH CORP SASK INC        Common equity
                            shares             73755L107     6760    163758 SH       DEFINED 2,5,17           161194            2564
POTLATCH CORP               REIT               737630103    37318   1199564 SH       DEFINED 1,2,5,6,8,12    1199564
POWELL INDUSTRIES INC       Common equity
                            shares             739128106     5389    172185 SH       DEFINED 1,2,6,8          172185
POWER INTEGRATIONS INC      Common equity
                            shares             739276103    19912    600505 SH       DEFINED 1,2,6,8          600505
POWERWAVE TECHNOLOGIES INC  Common equity
                            shares             739363307     1317    631709 SH       DEFINED 1,2,6,8          631709
POZEN INC                   Common equity
                            shares             73941U102     2163    548331 SH       DEFINED 1,2,5,6          548331
PREFORMED LINE PRODUCTS CO  Common Stock       740444104     3251     54477 SH       DEFINED 1,2               54477
PRESIDENTIAL LIFE CORP      Common equity
                            shares             740884101     4642    464499 SH       DEFINED 1,2              464499
PRESSTEK INC                Common equity
                            shares             741113104       11     21219 SH       DEFINED 1                 21219
PRICELINE.COM INC           Common equity
                            shares             741503403   818418   1749827 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1749827
PRICESMART INC              Common equity
                            shares             741511109    30674    440739 SH       DEFINED 1,2,6,8          440739
RADNET INC                  Common equity
                            shares             750491102     1137    533509 SH       DEFINED 1,2              533509
PRIVATEBANCORP INC          Common equity
                            shares             742962103    26539   2417061 SH       DEFINED 1,2,5,6,8       2417061
PRGX GLOBAL INC             Common equity
                            shares             69357C503     1758    295538 SH       DEFINED 1,2              295538
PROGENICS PHARMACEUTICAL    Common equity
  INC                       shares             743187106     5082    594964 SH       DEFINED 1,2,6            594964
PROGRESS SOFTWARE CORP      Common equity
                            shares             743312100    28058   1449779 SH       DEFINED 1,2,5,6,8       1449779
PROSPERITY BANCSHARES INC   Common equity
                            shares             743606105   105622   2617675 SH       DEFINED 1,2,6,8,
                                                                                             12,17           2617675
PROTECTIVE LIFE CORP        Common equity
                            shares             743674103    51982   2304181 SH       DEFINED 1,2,5,6,8,12    2304181
PDL BIOPHARMA INC           Common equity
                            shares             69329Y104    22789   3674789 SH       DEFINED 1,2,6,8,17      3674789
PROVIDENT NEW YORK BANCORP  Common equity
                            shares             744028101     4704    708334 SH       DEFINED 1,2,8            708334
PNM RESOURCES INC           Common equity
                            shares             69349H107    51645   2833006 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2833006
ARGAN INC                   Common equity
                            shares             04010E109     1928    126496 SH       DEFINED 1,2              126496
QUAKER CHEMICAL CORP        Common equity
                            shares             747316107     9877    254003 SH       DEFINED 1,2,8            254003
QUALITY SYSTEMS INC         Common equity
                            shares             747582104    30839    833721 SH       DEFINED 1,2,5,6,8        833721
QUANEX BUILDING PRODUCTS    Common equity
                            shares             747619104    21399   1424422 SH       DEFINED 1,2,5,6,8       1424422
QUANTA SERVICES INC         Common equity
                            shares             74762E102   161232   7485171 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7485171
QUANTUM CORP                Common equity
                            shares             747906204    11022   4592135 SH       DEFINED 1,2,6,8         4592135
QUEPASA CORP                Common Stock       74833W206      346    104269 SH       DEFINED 1,2              104269
QUEST SOFTWARE INC          Common equity
                            shares             74834T103    34043   1830368 SH       DEFINED 1,2,5,6,8,12    1830368
QUESTAR CORP                Common equity
                            shares             748356102   244557  12314030 SH       DEFINED 1,2,5,6,8,12   12314030
QUESTCOR PHARMACEUTICALS
  INC                       Common Stock       74835Y101    63820   1534988 SH       DEFINED 1,2,5,6,8       1534988
QUICKLOGIC CORP             Common equity
                            shares             74837P108       56     22118 SH       DEFINED 1                 22118
QUICKSILVER RESOURCES INC   Common equity
                            shares             74837R104    27723   4131817 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              4131817
QUIKSILVER INC              Common equity
                            shares             74838C106     9912   2745308 SH       DEFINED 1,2,5,6,8       2745308
QUIDEL CORP                 Common Stock       74838J101     8101    535340 SH       DEFINED 1,2,5,6,8        535340
DORMAN PRODUCTS INC         Common equity
                            shares             258278100     7687    208169 SH       DEFINED 1,2,6,8          208169
RAIT FINANCIAL TRUST        Real Estate
                            Investment Trust   749227609     3431    722591 SH       DEFINED 1,2,6,8          722591
RLI CORP                    Common equity
                            shares             749607107   148007   2031368 SH       DEFINED 1,2,5,6,8,17    2031368
PREMIER EXHIBITIONS INC     Common equity
                            shares             74051E102       36     14700 SH       DEFINED 1                 14700
RPC INC                     Common equity
                            shares             749660106    16993    930999 SH       DEFINED 1,2,6,8          930999
RPM INTERNATIONAL INC       Common equity
                            shares             749685103   252984  10304888 SH       DEFINED 1,2,5,6,8,12   10304888
RTI INTL METALS INC         Common equity
                            shares             74973W107    35280   1519980 SH       DEFINED 1,2,6,8         1519980
RF MICRO DEVICES INC        Common equity
                            shares             749941100    48714   9021444 SH       DEFINED 1,2,5,6,8,12    9021444
ENDOLOGIX INC               Common equity
                            shares             29266S106    10240    892285 SH       DEFINED 1,2,6,8          892285
RADIO ONE INC               Common equity
                            shares             75040P405       27     26403 SH       DEFINED 1                 26403
RADISYS CORP                Common equity
                            shares             750459109     2348    463808 SH       DEFINED 1,2,5            463808
RAINMAKER SYSTEMS INC       Common equity
                            shares             750875304       10     13108 SH       DEFINED 1,2               13108
RALCORP HOLDINGS INC        Common equity
                            shares             751028101   126354   1477860 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1477860
RAMTRON INTERNATIONAL CORP  Common equity
                            shares             751907304       34     17500 SH       DEFINED 1                 17500
RANGE RESOURCES CORP        Common equity
                            shares             75281A109   404747   6534545 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6534545
RAVEN INDUSTRIES INC        Common equity
                            shares             754212108    21743    351258 SH       DEFINED 1,2,6,8          351258
RAYMOND JAMES FINANCIAL     Common equity
  CORP                      shares             754730109    69711   2251755 SH       DEFINED 1,2,5,6,8,12    2251755
EVOLUTION PETROLEUM CORP    Common equity
                            shares             30049A107     1754    218090 SH       DEFINED 1,2              218090
REALNETWORKS INC            Common equity
                            shares             75605L708     3177    423753 SH       DEFINED 1,2,8            423753
REALTY INCOME CORP          Real Estate
                            Investment Trust   756109104   113151   3236608 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              3236608
MIDWAY GOLD CORP            Common equity
                            shares             598153104     2720   1287581 SH       DEFINED 1,2,6           1287581
RED HAT INC                 Common equity
                            shares             756577102   288030   6975816 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6975816
CRAFT BREWERS ALLIANCE INC  Common equity
                            shares             224122101      794    131972 SH       DEFINED 1,2              131972
REDWOOD TRUST INC           Real Estate
                            Investment Trust   758075402    17510   1719884 SH       DEFINED 1,2,5,6,8       1719884
REGAL-BELOIT CORP           Common equity
                            shares             758750103    48795    957421 SH       DEFINED 1,2,5,6,8,12     957421
REGENERON PHARMACEUT        Common Stock       75886F107   110187   1987970 SH       DEFINED 1,2,5,6,8,12    1987970
RTI BIOLOGICS INC           Common equity
                            shares             74975N105     6378   1437544 SH       DEFINED 1,2,6,8         1437544
RELIANCE STEEL & ALUMINUM   Common equity
  CO                        shares             759509102   101944   2093670 SH       DEFINED 1,2,5,6,8,12    2093670
REPLIGEN CORP               Common equity
                            shares             759916109      101     29290 SH       DEFINED 1,5               29290
RENTECH INC                 Common equity
                            shares             760112102     5688   4341389 SH       DEFINED 1,2,5,6,8,17    4339767            1622
RENTRAK CORP                Common equity
                            shares             760174102     2472    173308 SH       DEFINED 1,2,5            173308
REPUBLIC BANCORP INC/KY     Common equity
                            shares             760281204     5062    221097 SH       DEFINED 1,2,6            221097
REPUBLIC FIRST BANCORP INC  Common equity
                            shares             760416107       20     13749 SH       DEFINED 1                 13749
RESEARCH FRONTIERS INC      Common equity
                            shares             760911107       45     13270 SH       DEFINED 1                 13270
RESEARCH IN MOTION LTD      Common Stock       760975102     1742    120131 SH       DEFINED 1,2,8            120131
RESMED INC                  Common equity
                            shares             761152107    83826   3300360 SH       DEFINED 1,2,5,6,8,12    3300360
RESOURCE AMERICA INC        Common equity
                            shares             761195205       51     10801 SH       DEFINED 1                 10801
RESOURCES CONNECTION INC    Common equity
                            shares             76122Q105    10086    952530 SH       DEFINED 1,2,5,6,8        952530
REX AMERICAN RESOURCES CORP Common equity
                            shares             761624105     4895    221325 SH       DEFINED 1,2              221325
RICHARDSON ELECTRONICS LTD  Common Stock       763165107     3900    317407 SH       DEFINED 1,2,6            317407
RIGEL PHARMACEUTICALS INC   Common Stock       766559603    12159   1541151 SH       DEFINED 1,2,5,6,8       1541151
RIMAGE CORP                 Common equity
                            shares             766721104     1965    174501 SH       DEFINED 1,2              174501
RITCHIE BROS AUCTIONEERS    Common equity
  INC                       shares             767744105      291     13200 SH       DEFINED 1                 13200
RITE AID CORP               Common equity
                            shares             767754104    24570  19502946 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17          19154996          347950
RIVERVIEW BANCORP INC       Common equity
                            shares             769397100       31     12835 SH       DEFINED 1                 12835
ROBBINS & MYERS INC         Common equity
                            shares             770196103    40049    824953 SH       DEFINED 1,2,5,6,8,17     822803            2150
ROCK-TENN CO                Common equity
                            shares             772739207   104232   1806322 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1806322
ROCKWELL MED TECHNOLOGIES   Common equity
                            shares             774374102     1969    232548 SH       DEFINED 1,2              232548
ROFIN SINAR TECHNOLOGIES    Common equity
  INC                       shares             775043102    13424    587410 SH       DEFINED 1,2,5,6,8        587410
ROGERS COMMUNICATIONS -CL B Common equity
                            shares             775109200      608     15780 SH       DEFINED 1,2               15780
ROGERS CORP                 Common equity
                            shares             775133101    12327    334395 SH       DEFINED 1,2,6,8          334395
ROLLINS INC                 Common equity
                            shares             775711104    43667   1965331 SH       DEFINED 1,2,5,6,8,12    1965331
SUREWEST COMMUNICATIONS     Common equity
                            shares             868733106     2818    233961 SH       DEFINED 1,2              233961


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
ROYAL BANK OF CANADA        Common equity
                            shares             780087102      491      9637 SH       DEFINED 1                  9637
ROYAL GOLD INC              Common equity
                            shares             780287108    62932    933322 SH       DEFINED 1,2,5,6,8        933322
RUDDICK CORP                Common equity
                            shares             781258108    69570   1631516 SH       DEFINED 1,2,5,6,8,12    1631516
RUDOLPH TECHNOLOGIES INC    Common equity
                            shares             781270103     6181    667518 SH       DEFINED 1,2              667518
KID BRANDS INC              Common equity
                            shares             49375T100       64     20047 SH       DEFINED 1                 20047
S & T BANCORP INC           Common equity
                            shares             783859101    14603    747116 SH       DEFINED 1,2,5,6,8        747116
SBA COMMUNICATIONS CORP     Common equity
                            shares             78388J106    83907   1953191 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1953191
IDENTIVE GROUP INC          Common equity
                            shares             45170X106     1154    516877 SH       DEFINED 1,2              516877
POOL CORP                   Common equity
                            shares             73278L105    34274   1138814 SH       DEFINED 1,2,5,6,8       1138814
SJW CORP                    Common equity
                            shares             784305104     6225    263268 SH       DEFINED 1,2,8            263268
S1 CORP                     Common Stock       78463B101     9836   1028146 SH       DEFINED 1,2,5,6,8       1028146
SRS LABS INC                Common equity
                            shares             78464M106     1163    202031 SH       DEFINED 1,2              202031
SABA SOFTWARE INC           Common equity
                            shares             784932600     3979    504643 SH       DEFINED 1,2,5            504643
S Y BANCORP INC             Common equity
                            shares             785060104     4709    229474 SH       DEFINED 1,2,8,17         229474
SMITH & WESSON HOLDING CORP Common equity
                            shares             831756101     4872   1117398 SH       DEFINED 1,2,5,6,8       1117398
SAFEGUARD SCIENTIFICS INC   Common equity
                            shares             786449207     6556    415277 SH       DEFINED 1,2,5,6,8        415277
SM ENERGY CO                Common equity
                            shares             78454L100   113086   1546997 SH       DEFINED 1,2,5,6,8,12    1546997
GASCO ENERGY INC            Common equity
                            shares             367220100       19     85700 SH       DEFINED 1                 85700
SANDERSON FARMS INC         Common equity
                            shares             800013104    24207    482972 SH       DEFINED 1,2,6,8          482972
SANDY SPRING BANCORP INC    Common equity
                            shares             800363103     8210    467721 SH       DEFINED 1,2,6,8          467721
SANGAMO BIOSCIENCES INC     Common equity
                            shares             800677106     2688    946938 SH       DEFINED 1,2,5,6,8        946938
SAPIENT CORP                Common equity
                            shares             803062108    27226   2160495 SH       DEFINED 1,2,5,6,8       2160495
SAPPI LTD                   American
                            Depository Receipt 803069202      114     40156 SH       DEFINED 1,6               40156
SASOL LTD                   American
                            Depository Receipt 803866300    10484    221198 SH       DEFINED 1,6              221198
SATCON TECHNOLOGY CORP      Common equity
                            shares             803893106     1023   1705598 SH       DEFINED 1,2,6           1705598
SAUER-DANFOSS INC           Common equity
                            shares             804137107    10188    281462 SH       DEFINED 1,2,6,8          281462
SAUL CENTERS INC            Real Estate
                            Investment Trust   804395101     9475    267479 SH       DEFINED 1,2,3,5,6,8      267479
SCANSOURCE INC              Common equity
                            shares             806037107    20047    556860 SH       DEFINED 1,2,6,8          556860
NUANCE COMMUNICATIONS INC   Common equity
                            shares             67020Y100    99007   3935021 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3935021
SCHAWK INC -CL A            Common equity
                            shares             806373106     3045    271515 SH       DEFINED 1,2,8            271515
SCHEIN (HENRY) INC          Common equity
                            shares             806407102   163623   2539463 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2539463
SIRONA DENTAL SYSTEMS INC   Common equity
                            shares             82966C103    30259    687069 SH       DEFINED 1,2,5,6,8        687069
SCHNITZER STEEL INDS -CL A  Common equity
                            shares             806882106    29516    698127 SH       DEFINED 1,2,5,6,8        698127
SCHOLASTIC CORP             Common equity
                            shares             807066105    26208    874425 SH       DEFINED 1,2,5,6,8,12     874425
SCHOOL SPECIALTY INC        Common equity
                            shares             807863105      946    378203 SH       DEFINED 1,2,8            378203
SCHULMAN (A.) INC           Common equity
                            shares             808194104    16926    799161 SH       DEFINED 1,2,6,8          799161
SCHWEITZER-MAUDUIT INTL INC Common equity
                            shares             808541106    20162    303364 SH       DEFINED 1,2,6            303364
SCICLONE PHARMACEUTICALS
  INC                       Common Stock       80862K104     3291    766482 SH       DEFINED 1,2,6            766482
SCOTTS MIRACLE-GRO CO       Common equity
                            shares             810186106    48012   1028499 SH       DEFINED 1,2,5,6,8,12    1028499
SEABOARD CORP               Common equity
                            shares             811543107    14598      7170 SH       DEFINED 1,2,6,8,17         7170
SEACHANGE INTERNATIONAL INC Common Stock       811699107     3855    547898 SH       DEFINED 1,2,5,6          547898
SEACOAST BANKING CORP/FL    Common equity
                            shares             811707306     1406    924719 SH       DEFINED 1,2              924719
SEACOR HOLDINGS INC         Common equity
                            shares             811904101    39574    444867 SH       DEFINED 1,2,5,6,8,17     444867
SELECT COMFORT CORP         Common equity
                            shares             81616X103    61773   2848023 SH       DEFINED 1,2,6,8,17      2845093            2930
SELECTIVE INS GROUP INC     Common equity
                            shares             816300107    22393   1263000 SH       DEFINED 1,2,5,6,8       1263000
SEMTECH CORP                Common equity
                            shares             816850101    55118   2220656 SH       DEFINED 1,2,5,6,8,12    2220656
SENECA FOODS CORP           Common Stock       817070501     4626    179285 SH       DEFINED 1,2              179285
SENESCO TECHNOLOGIES INC    Common equity
                            shares             817208408        9     33100 SH       DEFINED 1                 33100
SENIOR HOUSING PPTYS TRUST  Real Estate
                            Investment Trust   81721M109   133295   5940078 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              5940078
SENSIENT TECHNOLOGIES CORP  Common equity
                            shares             81725T100    63186   1667227 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1667227
SEQUENOM INC                Common equity
                            shares             817337405     8454   1899717 SH       DEFINED 1,2,6,8         1899717
SERVICE CORP INTERNATIONAL  Common equity
                            shares             817565104    59586   5594539 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           5594539
SHAW GROUP INC              Common equity
                            shares             820280105    50499   1877254 SH       DEFINED 1,2,5,6,8,
                                                                                             12,19           1877254
SHENANDOAH TELECOMMUN CO    Common equity
                            shares             82312B106     4689    447534 SH       DEFINED 1,2,8            447534
SHILOH INDUSTRIES INC       Common equity
                            shares             824543102      750     89443 SH       DEFINED 1,2               89443
SHOE CARNIVAL INC           Common equity
                            shares             824889109     4674    181832 SH       DEFINED 1,2,5,8          181832
SHUFFLE MASTER INC          Common equity
                            shares             825549108    13992   1193797 SH       DEFINED 1,2,6,8         1193797
NV ENERGY INC               Common equity
                            shares             67073Y106    89375   5466322 SH       DEFINED 1,2,5,6,8,12    5466322
SIGMA DESIGNS INC           Common Stock       826565103     4009    667882 SH       DEFINED 1,2,5,6,8        667882
SIGA TECHNOLOGIES INC       Common Stock       826917106     1629    644784 SH       DEFINED 1,2,6,8          644784
SILICON LABORATORIES INC    Common equity
                            shares             826919102    46317   1066704 SH       DEFINED 1,2,5,6,8,12    1066704
SILGAN HOLDINGS INC         Common equity
                            shares             827048109    39497   1022261 SH       DEFINED 1,2,5,6,8,12    1022261
SILICON IMAGE INC           Common equity
                            shares             82705T102     7588   1615048 SH       DEFINED 1,2,6,8         1615048
SVB FINANCIAL GROUP         Common equity
                            shares             78486Q101   108086   2266463 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2266463
SILICONWARE PRECISION INDS  American
                            Depository Receipt 827084864    14749   3383028 SH       DEFINED 1,2,4,5,6,8     3383028
SIMMONS FIRST NATL CP -CL A Common equity
                            shares             828730200     9938    365401 SH       DEFINED 1,2,6,8,17       365401
STEC INC                    Common equity
                            shares             784774101     6736    783740 SH       DEFINED 1,2,5,6,8        783740
SIMPSON MANUFACTURING INC   Common equity
                            shares             829073105    40489   1202940 SH       DEFINED 1,2,5,6,8       1202940
SINCLAIR BROADCAST GP -CL A Common equity
                            shares             829226109    13480   1189826 SH       DEFINED 1,2,6,8         1189826
SINOPEC SHANGHAI PETROCHEM  American
                            Depository Receipt 82935M109      372     11232 SH       DEFINED 1,6               11232
SKECHERS U S A INC          Common equity
                            shares             830566105     9383    773994 SH       DEFINED 1,2,5,6,8        773994
SKYLINE CORP                Common equity
                            shares             830830105      629    145071 SH       DEFINED 1,2              145071
SKYWEST INC                 Common equity
                            shares             830879102    16741   1329599 SH       DEFINED 1,2,5,6,8,17    1329599
SMITH (A O) CORP            Common equity
                            shares             831865209    67726   1688068 SH       DEFINED 1,2,5,6,8       1688068
SMITH MICRO SOFTWARE INC    Common equity
                            shares             832154108      730    645770 SH       DEFINED 1,2,6            645770
SMITHFIELD FOODS INC        Common equity
                            shares             832248108    90385   3722491 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           3722491
SMUCKER (JM) CO             Common equity
                            shares             832696405   340731   4358881 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4358881
SOC QUIMICA Y MINERA DE CHI American
                            Depository Receipt 833635105    33893    629410 SH       DEFINED 1,2,5,6          629410
SOHU.COM INC                Common equity
                            shares             83408W103     2573     51480 SH       DEFINED 1,2,6             51480
SOLITARIO EXPLORATION &     Common equity
  RLTY                      shares             8342EP107       21     14685 SH       DEFINED 1                 14685
SONIC CORP                  Common equity
                            shares             835451105     8749   1299458 SH       DEFINED 1,2,5,6,8       1299458
SONIC AUTOMOTIVE INC -CL A  Common equity
                            shares             83545G102    19120   1291092 SH       DEFINED 1,2,5,6,8,17    1288512            2580
SONOCO PRODUCTS CO          Common equity
                            shares             835495102   238584   7238725 SH       DEFINED 1,2,5,6,8,12    7238725
SONOSITE INC                Common equity
                            shares             83568G104    15658    290698 SH       DEFINED 1,2,6,8          290698
ONCOGENEX PHARMACEUTICALS   Common Stock       68230A106     1680    143086 SH       DEFINED 1,2              143086
SOTHEBY'S                   Common equity
                            shares             835898107    63530   2226625 SH       DEFINED 1,2,6,8,12      2226625
SONUS NETWORKS INC          Common equity
                            shares             835916107    11500   4791768 SH       DEFINED 1,2,5,6,8       4791768
BANCTRUST FINANCIAL GRP INC Common equity
                            shares             05978R107       24     18848 SH       DEFINED 1                 18848
SOUTH JERSEY INDUSTRIES INC Common equity
                            shares             838518108    40332    709990 SH       DEFINED 1,2,6,8,17       709990
PIONEER DRILLING CO         Common equity
                            shares             723655106    19009   1963761 SH       DEFINED 1,2,5,6,8       1963761


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
SOUTHERN CMNTY FINL CORP    Common equity
                            shares             842632101       19     15900 SH       DEFINED 1                 15900
SOUTHERN COPPER CORP        Common equity
                            shares             84265V105   161205   5341381 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5341381
SOUTHERN UNION CO           Common equity
                            shares             844030106   123570   2934369 SH       DEFINED 1,2,5,6,8,12    2934369
SOUTHSIDE BANCSHARES INC    Common equity
                            shares             84470P109     7111    328384 SH       DEFINED 1,2,8            328384
SOUTHWEST BANCORP INC       Common equity
                            shares             844767103     2129    356657 SH       DEFINED 1,2              356657
SOUTHWEST GAS CORP          Common equity
                            shares             844895102    50380   1185700 SH       DEFINED 1,2,5,6,8       1185700
SWS GROUP INC               Common equity
                            shares             78503N107     4724    687545 SH       DEFINED 1,2,8            687545
SOUTHWESTERN ENERGY CO      Common equity
                            shares             845467109   436339  13661260 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13661260
SOVRAN SELF STORAGE INC     Real Estate
                            Investment Trust   84610H108    36450    854316 SH       DEFINED 1,2,3,5,6,8      854316
SPARTAN MOTORS INC          Common equity
                            shares             846819100     3327    691867 SH       DEFINED 1,2,8            691867
SPARTAN STORES INC          Common equity
                            shares             846822104    10053    543276 SH       DEFINED 1,2,8            543276
SPECTRANETICS CORP          Common Stock       84760C107     4894    677702 SH       DEFINED 1,2              677702
SPEEDWAY MOTORSPORTS INC    Common equity
                            shares             847788106     4867    317332 SH       DEFINED 1,2,8,17         317332
STAAR SURGICAL CO           Common equity
                            shares             852312305     6774    645626 SH       DEFINED 1,2,6            645626
STAMPS.COM INC              Common Stock       852857200     6861    262706 SH       DEFINED 1,2,6            262706
STANDARD MICROSYSTEMS CORP  Common equity
                            shares             853626109    13027    505484 SH       DEFINED 1,2,6,8          505484
STANDARD MOTOR PRODS        Common equity
                            shares             853666105     9519    474780 SH       DEFINED 1,2              474780
STANDARD PACIFIC CORP       Common equity
                            shares             85375C101     7420   2333332 SH       DEFINED 1,2,6,8,17      2203632          129700
STANDARD REGISTER CO        Common equity
                            shares             853887107       45     19584 SH       DEFINED 1,2               19584
STANDEX INTERNATIONAL CORP  Common equity
                            shares             854231107     9420    275669 SH       DEFINED 1,2,6,8          275669
STAR SCIENTIFIC INC         Common equity
                            shares             85517P101     3338   1531250 SH       DEFINED 1,2,6           1531250
STATE AUTO FINANCIAL CORP   Common equity
                            shares             855707105     3850    283397 SH       DEFINED 1,2,8            283397
STATE BANCORP/NY            Common equity
                            shares             855716106     3383    277411 SH       DEFINED 1,2              277411
ELEPHANT TALK COMM INC      Common equity
                            shares             286202205      167     62800 SH       DEFINED 1                 62800
STEEL DYNAMICS INC          Common equity
                            shares             858119100    85299   6486280 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              6486280
STEELCASE INC               Common equity
                            shares             858155203    11704   1568420 SH       DEFINED 1,2,5,6,8       1568420
STEIN MART INC              Common equity
                            shares             858375108     3932    577777 SH       DEFINED 1,2,8            577777
STEINWAY MUSICAL INSTRS INC Common equity
                            shares             858495104     3446    137530 SH       DEFINED 1,2              137530
STEPAN CO                   Common equity
                            shares             858586100    13801    172220 SH       DEFINED 1,2,5,6,8        172220
STERICYCLE INC              Common equity
                            shares             858912108   240623   3088041 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3088041
STERIS CORP                 Common equity
                            shares             859152100    52032   1744734 SH       DEFINED 1,2,5,6,8,12    1744734
STERLING BANCORP/NY         Common equity
                            shares             859158107     5272    610091 SH       DEFINED 1,2,8            610091
STERLING FINANCIAL CORP/WA  Common Stock       859319303    10613    635674 SH       DEFINED 1,2,6,8          635674
STEWART ENTERPRISES -CL A   Common equity
                            shares             860370105    10038   1742780 SH       DEFINED 1,2,5,6,8       1742780
STEWART INFORMATION         Common equity
  SERVICES                  shares             860372101     4774    413492 SH       DEFINED 1,2,8            413492
STIFEL FINANCIAL CORP       Common equity
                            shares             860630102    40106   1251507 SH       DEFINED 1,2,6,8         1251507
STILLWATER MINING CO        Common equity
                            shares             86074Q102    45469   4347100 SH       DEFINED 1,2,5,6,8       4347100
STONE ENERGY CORP           Common equity
                            shares             861642106    40255   1526168 SH       DEFINED 1,2,5,6,8,17    1526168
STONERIDGE INC              Common equity
                            shares             86183P102     3644    432261 SH       DEFINED 1,2,6            432261
STRATASYS INC               Common equity
                            shares             862685104    13534    445138 SH       DEFINED 1,2,5,6,8        445138
STRAYER EDUCATION INC       Common equity
                            shares             863236105    41130    423152 SH       DEFINED 1,2,5,6,8,12     423152
STURM RUGER & CO INC        Common equity
                            shares             864159108    13710    409811 SH       DEFINED 1,2,6,8          409811
SUBURBAN PROPANE PRTNRS -LP Composition of
                            more than 1
                            security           864482104     2425     50940 SH       DEFINED 1                 50940
SUFFOLK BANCORP             Common equity
                            shares             864739107     2234    206935 SH       DEFINED 1,2              206935
SUN BANCORP INC/NJ          Common equity
                            shares             86663B102     1341    553845 SH       DEFINED 1,2,8            553845
SUN COMMUNITIES INC         Real Estate
                            Investment Trust   866674104    24648    674728 SH       DEFINED 1,2,3,5,6,8      674728
SUN HYDRAULICS CORP         Common equity
                            shares             866942105     8812    375984 SH       DEFINED 1,2,6,8          375984
SUNRISE SENIOR LIVING INC   Common equity
                            shares             86768K106     6970   1076000 SH       DEFINED 1,2,6,8         1076000
SUPERCONDUCTOR TECHNOLOGIES Common equity
                            shares             867931305       19     15480 SH       DEFINED 1                 15480
ASTEX PHARMACEUTICALS INC   Common Stock       04624B103     2549   1348228 SH       DEFINED 1,2             1348228
SUPERIOR ENERGY SERVICES    Common equity
  INC                       shares             868157108    57265   2013467 SH       DEFINED 1,2,5,6,8,12    2013467
SUPERIOR INDUSTRIES INTL    Common equity
                            shares             868168105     8832    533943 SH       DEFINED 1,2,6,8          533943
SUPERTEX INC                Common equity
                            shares             868532102     4165    220581 SH       DEFINED 1,2,8            220581
SUPPORT.COM INC             Common equity
                            shares             86858W101     1959    870308 SH       DEFINED 1,2,5            870308
SURMODICS INC               Common equity
                            shares             868873100     5140    350609 SH       DEFINED 1,2,6,8          350609
SUSQUEHANNA BANCSHARES INC  Common equity
                            shares             869099101    46111   5502644 SH       DEFINED 1,2,5,6,8,17    5502644
SWIFT ENERGY CO             Common equity
                            shares             870738101    36499   1228044 SH       DEFINED 1,2,6,8         1228044
SYKES ENTERPRISES INC       Common equity
                            shares             871237103    15549    992689 SH       DEFINED 1,2,6,8          992689
SYMMETRICOM INC             Common Stock       871543104     5722   1061049 SH       DEFINED 1,2,5,8         1061049
SYNTEL INC                  Common equity
                            shares             87162H103    14197    303532 SH       DEFINED 1,2,6,8          303532
OXYGEN BIOTHERAPEUTICS INC  Common equity
                            shares             69207P209       18     12300 SH       DEFINED 1                 12300
SYNTROLEUM CORP             Common equity
                            shares             871630109     1307   1363222 SH       DEFINED 1,2,5           1363222
SYSTEMAX INC                Common equity
                            shares             871851101     4112    250588 SH       DEFINED 1,2              250588
SXC HEALTH SOLUTIONS CORP   Common equity
                            shares             78505P100    35158    622469 SH       DEFINED 1,2,5,6          622469
TC PIPELINES LP             Limited
                            Partnership        87233Q108     2257     47578 SH       DEFINED 1                 47578
TGC INDUSTRIES INC          Common equity
                            shares             872417308       96     13396 SH       DEFINED 1,2               13396
THQ INC                     Common equity
                            shares             872443403     1039   1360829 SH       DEFINED 1,2,8           1360829
TRC COS INC                 Common equity
                            shares             872625108     1638    272722 SH       DEFINED 1,2              272722
TTM TECHNOLOGIES INC        Common equity
                            shares             87305R109    12324   1124652 SH       DEFINED 1,2,6,8         1124652
TAKE-TWO INTERACTIVE SFTWR  Common equity
                            shares             874054109    24328   1795578 SH       DEFINED 1,2,5,6,8       1795578
TALBOTS INC                 Common equity
                            shares             874161102     3583   1346271 SH       DEFINED 1,2,6,8         1346271
TAUBMAN CENTERS INC         Real Estate
                            Investment Trust   876664103   125809   2025954 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              2025954
TEAM INC                    Common equity
                            shares             878155100    11126    373757 SH       DEFINED 1,2,6,8          373757
TECH DATA CORP              Common equity
                            shares             878237106    47825    967874 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17            967874
TECHNE CORP                 Common equity
                            shares             878377100    59615    873349 SH       DEFINED 1,2,5,6,8,12     873349
PULSE ELECTRONICS CORP      Common equity
                            shares             74586W106     2351    838832 SH       DEFINED 1,2,8            838832
TECUMSEH PRODUCTS CO -CL A  Common Stock       878895200     1740    370330 SH       DEFINED 1,2              370330
TEJON RANCH CO              Common equity
                            shares             879080109     6869    280445 SH       DEFINED 1,2,6,8          280445
TEKELEC                     Common equity
                            shares             879101103    14168   1296479 SH       DEFINED 1,2,5,6,8       1296479
TIM PARTICIPACOES SA        American
                            Depository Receipt 88706P205     5740    222471 SH       DEFINED 1,2,4,6,10,18    222471
TELE NORTE LESTE            American
PARTICIPACO                 Depository Receipt 879246106    19252   2024409 SH       DEFINED 1,2,4,5,6,10,
                                                                                             18              2024409
TELEFONICA BRASIL SA        American
                            Depository Receipt 87936R106    33218   1215332 SH       DEFINED 1,2,4,5,6,10    1215332
TELECOMMUNICATION SYS INC   Common Stock       87929J103     2169    921868 SH       DEFINED 1,2,8            921868
TELEDYNE TECHNOLOGIES INC   Common equity
                            shares             879360105    48025    875571 SH       DEFINED 1,2,5,6,8        875571
TELIK INC                   Common Stock       87959M109        6     31628 SH       DEFINED 1                 31628
TELETECH HOLDINGS INC       Common equity
                            shares             879939106    11489    709286 SH       DEFINED 1,2,5,6,8        709286
TENGASCO INC                Common equity
                            shares             88033R205        7     10300 SH       DEFINED 1                 10300
TENNANT CO                  Common equity
                            shares             880345103    15150    389823 SH       DEFINED 1,2,6,8          389823
TENNECO INC                 Common equity
                            shares             880349105    40739   1368051 SH       DEFINED 1,2,5,6,8       1368051
TEREX CORP                  Common equity
                            shares             880779103    32237   2386141 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2386141


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
TESCO CORP                  Common equity
                            shares             88157K101     7662    606212 SH       DEFINED 1,2,5,6,8        606212
TESORO CORP                 Common equity
                            shares             881609101   160677   6878590 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        6878590
TEVA PHARMACEUTICALS        American
                            Depository Receipt 881624209    22996    569736 SH       DEFINED 1,2,10           569736
TETRA TECHNOLOGIES INC/DE   Common equity
                            shares             88162F105    23353   2500316 SH       DEFINED 1,2,6,8         2500316
TETRA TECH INC              Common equity
                            shares             88162G103    31042   1437879 SH       DEFINED 1,2,5,6,8       1437879
TEXAS INDUSTRIES INC        Common equity
                            shares             882491103    16701    542691 SH       DEFINED 1,2,6,8          542691
THERAGENICS CORP            Common equity
                            shares             883375107       51     30281 SH       DEFINED 1                 30281
KADANT INC                  Common equity
                            shares             48282T104     7852    347440 SH       DEFINED 1,2,8            347440
THERMOGENESIS CORP          Common equity
                            shares             883623308        8     11185 SH       DEFINED 1                 11185
THESTREET INC               Common equity
                            shares             88368Q103       28     16700 SH       DEFINED 1                 16700
THOR INDUSTRIES INC         Common equity
                            shares             885160101    24559    895394 SH       DEFINED 1,2,5,6,8,12     895394
THORATEC CORP               Common equity
                            shares             885175307    46659   1390270 SH       DEFINED 1,2,5,6,8,12    1390270
3D SYSTEMS CORP             Common Stock       88554D205    11553    802435 SH       DEFINED 1,2,6,8          802435
TIBCO SOFTWARE INC          Common equity
                            shares             88632Q103    80370   3361330 SH       DEFINED 1,2,5,6,8,12    3361330
TIDEWATER INC               Common equity
                            shares             886423102    63964   1297455 SH       DEFINED 1,2,5,6,8,12    1297455
OFFICIAL PAYMENTS HLDGS INC Common Stock       67623R106       54     12300 SH       DEFINED 1                 12300
TIMKEN CO                   Common equity
                            shares             887389104    76533   1977084 SH       DEFINED 1,2,5,6,8,12    1977084
TITAN INTERNATIONAL INC     Common equity
                            shares             88830M102    16379    841741 SH       DEFINED 1,2,6,8          841741
TITANIUM METALS CORP        Common equity
                            shares             888339207    64748   4323397 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              4323397
TIVO INC                    Common Stock       888706108    23794   2652565 SH       DEFINED 1,2,5,6,8       2652565
TOLL BROTHERS INC           Common equity
                            shares             889478103   115206   5641814 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19        5641814
TOMPKINS FINANCIAL CORP     Common equity
                            shares             890110109     6758    175457 SH       DEFINED 1,2,5,8,17       175457
TOOTSIE ROLL INDUSTRIES INC Common equity
                            shares             890516107    17364    733598 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17            733598
TOREADOR RESOURCES CORP     Common equity
                            shares             891050106      104     20109 SH       DEFINED 1,2               20109
TORO CO                     Common equity
                            shares             891092108    27617    455343 SH       DEFINED 1,2,5,6,8        455343
TOTAL SA                    American
                            Depository Receipt 89151E109      217      4256 SH       DEFINED 1                  4256
TOWER BANCORP INC           Common Stock       891709107     4824    169022 SH       DEFINED 1,2,8            169022
TOWNEBANK                   Common equity
                            shares             89214P109     5282    431381 SH       DEFINED 1,2,6,8          431381
TRACTOR SUPPLY CO           Common equity
                            shares             892356106   116980   1667614 SH       DEFINED 1,2,5,6,8,12    1667614
ACI WORLDWIDE INC           Common equity
                            shares             004498101    34141   1192027 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1192027
TRANSATLANTIC HOLDINGS INC  Common equity
                            shares             893521104    78249   1429736 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1429736
TRANSATLANTIC PETROLEUM LTD Common equity
                            shares             G89982105       18     14100 SH       DEFINED 6                 14100
TRANSCEND SERVICES INC      Common Stock       893929208     3763    158708 SH       DEFINED 1,2,6            158708
TREDEGAR CORP               Common equity
                            shares             894650100    11630    523494 SH       DEFINED 1,2,5,6,8        523494
TREX CO INC                 Common equity
                            shares             89531P105     6909    301377 SH       DEFINED 1,2,6,8          301377
TRI-VALLEY CORP             Common equity
                            shares             895735108        3     22796 SH       DEFINED 1                 22796
TRIDENT MICROSYSTEMS INC    Common equity
                            shares             895919108       10     53686 SH       DEFINED 1                 53686
WENDY'S CO                  Common equity
                            shares             95058W100    35171   6561422 SH       DEFINED 1,2,5,6,8,12    6561422
TRICO BANCSHARES            Common equity
                            shares             896095106     3705    260692 SH       DEFINED 1,2              260692
TRIMBLE NAVIGATION LTD      Common equity
                            shares             896239100   117728   2712770 SH       DEFINED 1,2,5,6,8,12    2712770
TRINITY INDUSTRIES          Common equity
                            shares             896522109    56632   1884001 SH       DEFINED 1,2,5,6,8,12    1884001
TRIQUINT SEMICONDUCTOR INC  Common equity
                            shares             89674K103    19354   3975142 SH       DEFINED 1,2,5,6,8       3975142
TRIUMPH GROUP INC           Common equity
                            shares             896818101    78068   1335621 SH       DEFINED 1,2,6,8,12      1335621
TRUSTCO BANK CORP/NY        Common equity
                            shares             898349105    10433   1859559 SH       DEFINED 1,2,5,6,8       1859559
TRUSTMARK CORP              Common equity
                            shares             898402102    62591   2576759 SH       DEFINED 1,2,5,6,8,12    2576759
TUESDAY MORNING CORP        Common equity
                            shares             899035505     2718    787881 SH       DEFINED 1,2              787881
TUPPERWARE BRANDS CORP      Common equity
                            shares             899896104    73246   1308742 SH       DEFINED 1,2,5,6,8,12    1308742
TURKCELL ILETISIM HIZMET    American
                            Depository Receipt 900111204     1331    113187 SH       DEFINED 1,6              113187
TWIN DISC INC               Common equity
                            shares             901476101     5624    154788 SH       DEFINED 1,2,6,8          154788
II-VI INC                   Common equity
                            shares             902104108    19357   1054442 SH       DEFINED 1,2,6,8         1054442
TYLER TECHNOLOGIES INC      Common equity
                            shares             902252105    19550    649488 SH       DEFINED 1,2,5,6,8        649488
GRAFTECH INTERNATIONAL LTD  Common equity
                            shares             384313102    22532   1650707 SH       DEFINED 1,2,5,6,8       1650707
UGI CORP                    Common equity
                            shares             902681105    81338   2766575 SH       DEFINED 1,2,5,6,8,12    2766575
UIL HOLDINGS CORP           Common equity
                            shares             902748102    39097   1105378 SH       DEFINED 1,2,5,6,8       1105378
UMB FINANCIAL CORP          Common equity
                            shares             902788108    37308   1001637 SH       DEFINED 1,2,5,6,8       1001637
APPLIED ENERGETICS INC      Common Stock       03819M106        3     42654 SH       DEFINED 1                 42654
U S GLOBAL INVESTORS INC    Common equity
                            shares             902952100       61     10140 SH       DEFINED 1                 10140
UQM TECHNOLOGIES INC        Common equity
                            shares             903213106       29     21076 SH       DEFINED 1                 21076
URS CORP                    Common equity
                            shares             903236107    85037   2421181 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            2421181
USANA HEALTH SCIENCES INC   Common Stock       90328M107     4328    142615 SH       DEFINED 1,2,6,8          142615
USA TECHNOLOGIES INC        Common equity
                            shares             90328S500       13     11800 SH       DEFINED 1                 11800
USG CORP                    Common equity
                            shares             903293405    43055   4237965 SH       DEFINED 1,2,5,6,8       4237965
CHINDEX INTL INC            Common Stock       169467107     2164    254391 SH       DEFINED 1,2              254391
USEC INC                    Common equity
                            shares             90333E108     2642   2320031 SH       DEFINED 1,2,6,8         2320031
U S PHYSICAL THERAPY INC    Common equity
                            shares             90337L108     5177    262758 SH       DEFINED 1,2,5,8          262758
ULTIMATE SOFTWARE GROUP INC Common Stock       90385D107    32613    500781 SH       DEFINED 1,2,6,8          500781
ULTRALIFE CORP              Common equity
                            shares             903899102       64     15976 SH       DEFINED 1                 15976
ULTRA PETROLEUM CORP        Common equity
                            shares             903914109    81074   2735999 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2735999
ULTRAPAR PARTICIPACOES SA   American
                            Depository Receipt 90400P101     3863    224654 SH       DEFINED 1,2,4,5,6,10     224654
ULTRATECH INC               Common Stock       904034105    13859    564083 SH       DEFINED 1,2,6,8          564083
UMPQUA HOLDINGS CORP        Common equity
                            shares             904214103    45797   3696301 SH       DEFINED 1,2,5,6,8       3696301
UNIFI INC                   Common equity
                            shares             904677200     2394    315095 SH       DEFINED 1,2              315095
UNIFIRST CORP               Common equity
                            shares             904708104    18052    318117 SH       DEFINED 1,2,5,6,8        318117
UNILEVER NV                 Similar to ADR
                            Certificates
                            representing
                            ordinary shares    904784709      252      7317 SH       DEFINED 1                  7317
UNION FIRST MARKET          Common equity
  BANKSHARS                 shares             90662P104     4915    369653 SH       DEFINED 1,2,8            369653
UNISOURCE ENERGY CORP       Common equity
                            shares             909205106    34478    933885 SH       DEFINED 1,2,5,6,8        933885
UNIT CORP                   Common equity
                            shares             909218109    57739   1244349 SH       DEFINED 1,2,5,6,8,12    1244349
PENSKE AUTOMOTIVE GROUP INC Common equity
                            shares             70959W103    23114   1200619 SH       DEFINED 1,2,5,6,8       1200619
UNITED COMMUNITY FINL CORP  Common equity
                            shares             909839102       33     26008 SH       DEFINED 1                 26008
UNITED BANKSHARES INC/WV    Common equity
                            shares             909907107   113563   4017030 SH       DEFINED 1,2,5,6,8       4017030
UDR INC                     Real Estate
                            Investment Trust   902653104   176552   7033718 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12           7033718
UNITED FIRE & CAS CO        Common equity
                            shares             910331107     9790    485299 SH       DEFINED 1,2,8            485299
UNITED MICROELECTRONICS     American
  CORP                      Depository Receipt 910873405     5033   2352294 SH       DEFINED 1,2,6,8         2352294
UMH PROPERTIES INC          Real Estate
                            Investment Trust   903002103     1799    193372 SH       DEFINED 1,2,6            193372
UNITED NATURAL FOODS INC    Common equity
                            shares             911163103    44906   1122337 SH       DEFINED 1,2,5,6,8       1122337
UNITED RENTALS INC          Common equity
                            shares             911363109    57120   1933108 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           1933108
US CELLULAR CORP            Common equity
                            shares             911684108     8909    204250 SH       DEFINED 1,2,5,6,8        204250
U S ENERGY CORP/WY          Common equity
                            shares             911805109     1249    429642 SH       DEFINED 1,2              429642
U S LIME & MINERALS         Common equity
                            shares             911922102     2467     41070 SH       DEFINED 1,2,6             41070
U S GOLD CORP               Common Stock       912023207    23599   7024810 SH       DEFINED 1,2,6,8         7024810


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
UNITED STATIONERS INC       Common equity
                            shares             913004107    32625   1002011 SH       DEFINED 1,2,5,6,8       1002011
UNITED THERAPEUTICS CORP    Common equity
                            shares             91307C102    71200   1506911 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1506911
UNITIL CORP                 Common equity
                            shares             913259107     6026    212437 SH       DEFINED 1,2              212437
KEMPER CORP/DE              Common equity
                            shares             488401100    34751   1189754 SH       DEFINED 1,2,5,6,8,12    1189754
UNIVERSAL AMERICAN CORP     Common equity
                            shares             91338E101     8849    695924 SH       DEFINED 1,2,5,6,8,17     695924
UNIVERSAL CORP/VA           Common equity
                            shares             913456109    31194    678724 SH       DEFINED 1,2,5,6,17       678724
UNIVERSAL DISPLAY CORP      Common equity
                            shares             91347P105    31719    864566 SH       DEFINED 1,2,5,6,8        864566
UNIVERSAL ELECTRONICS INC   Common equity
                            shares             913483103     5094    302157 SH       DEFINED 1,2,5,6,8        302157
UNIVERSAL FOREST PRODS INC  Common equity
                            shares             913543104    19006    615880 SH       DEFINED 1,2,6,8          615880
UNIVERSAL HEALTH RLTY       Real Estate
  INCOME                    Investment Trust   91359E105    14756    378289 SH       DEFINED 1,2,3,8          378289
UNIVERSAL INSURANCE HLDGS   Common equity
                            shares             91359V107     1184    330065 SH       DEFINED 1,2              330065
UNVL STAINLESS & ALLOY      Common equity
  PRODS                     shares             913837100     4739    126892 SH       DEFINED 1,2,5,6          126892
UNIVERSAL HEALTH SVCS INC   Common equity
                            shares             913903100    80374   2068359 SH       DEFINED 1,2,5,6,8,12    2068359
UNIVEST CORP OF             Common equity
  PENNSYLVANIA              shares             915271100     4788    327200 SH       DEFINED 1,2,8            327200
INTERMEC INC                Common equity
                            shares             458786100     8288   1207860 SH       DEFINED 1,2,5,6,8       1207860
URANIUM RESOURCES INC       Common Stock       916901507     1061   1460548 SH       DEFINED 1,2             1460548
OILSANDS QUEST INC          Common equity
                            shares             678046103        0    907778 SH       DEFINED 1,2,8            907778
UROLOGIX INC                Common Stock       917273104       13     12100 SH       DEFINED 1                 12100
UROPLASTY INC               Common equity
                            shares             917277204     1222    287715 SH       DEFINED 1,2              287715
URSTADT BIDDLE PROPERTIES   Real Estate
                            Investment Trust   917286205     9573    529482 SH       DEFINED 1,2,3,8          529482
GEEKNET INC                 Common equity
                            shares             36846Q203     1069     62632 SH       DEFINED 1,2               62632
VSE CORP                    Common Stock       918284100     2055     84513 SH       DEFINED 1,2               84513
VAALCO ENERGY INC           Common equity
                            shares             91851C201    13942   2307735 SH       DEFINED 1,2,8           2307735
VAIL RESORTS INC            Common equity
                            shares             91879Q109    34033    803417 SH       DEFINED 1,2,6,8,17       797057            6360
VALASSIS COMMUNICATIONS INC Common equity
                            shares             918866104    29546   1536391 SH       DEFINED 1,2,5,6,8,12    1536391
VALHI INC                   Common equity
                            shares             918905100      529      8728 SH       DEFINED 1                  8728
VALENCE TECHNOLOGY INC      Common equity
                            shares             918914102      901    919971 SH       DEFINED 1,2              919971
SYNERGETICS USA INC         Common equity
                            shares             87160G107     2558    346716 SH       DEFINED 1,2              346716
VALLEY NATIONAL BANCORP     Common equity
                            shares             919794107    90156   7288851 SH       DEFINED 1,2,5,6,8,12    7288851
VALMONT INDUSTRIES INC      Common equity
                            shares             920253101    45631    502648 SH       DEFINED 1,2,5,6,8,12     502648
VALSPAR CORP                Common equity
                            shares             920355104    76218   1955794 SH       DEFINED 1,2,5,6,8,12    1955794
VALUE LINE INC              Common equity
                            shares             920437100      243     23783 SH       DEFINED 1,2               23783
VALUECLICK INC              Common equity
                            shares             92046N102    44253   2716551 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2716551
VALUEVISION MEDIA INC -CL A Common equity
                            shares             92047K107     1198    637619 SH       DEFINED 1,2,6            637619
VASCO DATA SEC INTL INC     Common equity
                            shares             92230Y104     3482    534524 SH       DEFINED 1,2,6,8          534524
VASCULAR SOLUTIONS INC      Common equity
                            shares             92231M109     3226    289652 SH       DEFINED 1,2              289652
VECTREN CORP                Common equity
                            shares             92240G101   169556   5608940 SH       DEFINED 1,2,5,6,8,12    5608940
VECTOR GROUP LTD            Common equity
                            shares             92240M108    14434    812782 SH       DEFINED 1,2,6,17         812782
VEECO INSTRUMENTS INC       Common equity
                            shares             922417100    20261    974153 SH       DEFINED 1,2,5,6,8        974153
VENTAS INC                  Real Estate
                            Investment Trust   92276F100   721494  13087241 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18       13087241
VERTEX PHARMACEUTICALS INC  Common equity
                            shares             92532F100   194982   5871242 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5871242
VIAD CORP                   Common equity
                            shares             92552R406     8333    476895 SH       DEFINED 1,2,5,6,8        476895
VIASAT INC                  Common equity
                            shares             92552V100    35820    776699 SH       DEFINED 1,2,5,6,8        776699
VICAL INC                   Common equity
                            shares             925602104     5699   1292191 SH       DEFINED 1,2,6           1292191
MULTIBAND CORP              Common equity
                            shares             62544X209       40     12300 SH       DEFINED 1                 12300
VICOR CORP                  Common equity
                            shares             925815102     3218    404438 SH       DEFINED 1,2,6,8          404438
TATA COMMUNICATIONS LTD     American
                            Depository Receipt 876564105      115     14344 SH       DEFINED 1,6,8             14344
VILLAGE SUPER MARKET -CL A  Common equity
                            shares             927107409     3287    115488 SH       DEFINED 1,2,17           115488
VINA CONCHA Y TORO SA       American
                            Depository Receipt 927191106     2662     71020 SH       DEFINED 1,2,6             71020
VIRCO MFG. CORP             Common equity
                            shares             927651109       17     11061 SH       DEFINED 1                 11061
VIRGINIA COMM BANCORP INC   Common equity
                            shares             92778Q109     3047    394182 SH       DEFINED 1,2              394182
STELLARONE CORP             Common equity
                            shares             85856G100     4738    416136 SH       DEFINED 1,2,8            416136
VISION-SCIENCES INC         Common equity
                            shares             927912105       21     11100 SH       DEFINED 1                 11100
VISTA GOLD CORP             Common equity
                            shares             927926303     3452   1124836 SH       DEFINED 1,2,6           1124836
KIT DIGITAL INC             Common Stock       482470200     5988    708446 SH       DEFINED 1,2,6,8          708446
VIROPHARMA INC              Common equity
                            shares             928241108    56446   2061044 SH       DEFINED 1,2,5,6,8,17    2061044
VITESSE SEMICONDUCTOR CORP  Common equity
                            shares             928497304       32     12919 SH       DEFINED 1                 12919
VIVUS INC                   Common Stock       928551100    23807   2441512 SH       DEFINED 1,2,5,6,8       2441512
VODAFONE GROUP PLC          Depository Receipt 92857W209     7388    263523 SH       DEFINED 1                263523
ALUMINA LTD                 American
                            Depository Receipt 022205108       76     16423 SH       DEFINED 1                 16423
FIBRIA CELULOSE SA          American
                            Depository Receipt 31573A109     1714    220813 SH       DEFINED 1,2,6,10         220813
WD-40 CO                    Common equity
                            shares             929236107    14361    355482 SH       DEFINED 1,2,5,6,8        355482
WGL HOLDINGS INC            Common equity
                            shares             92924F106   212182   4798344 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           4798344
INTEGRYS ENERGY GROUP INC   Common equity
                            shares             45822P105   231449   4271924 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4271924
WSFS FINANCIAL CORP         Common equity
                            shares             929328102     4384    121857 SH       DEFINED 1,2,5,8          121857
WABASH NATIONAL CORP        Common equity
                            shares             929566107    10435   1331004 SH       DEFINED 1,2,6,8         1331004
WABTEC CORP                 Common equity
                            shares             929740108    78145   1117069 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1116009            1060
GEO GROUP INC               Common equity
                            shares             36159R103    25016   1493638 SH       DEFINED 1,2,5,6,8       1493638
WADDELL&REED FINL INC -CL A Common equity
                            shares             930059100    45602   1841020 SH       DEFINED 1,2,5,6,8,12    1841020
WALTER ENERGY INC           Common equity
                            shares             93317Q105    77314   1276663 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1276663
WASHINGTON BANKING CO       Common equity
                            shares             937303105     3140    263690 SH       DEFINED 1,2              263690
WASHINGTON FED INC          Common equity
                            shares             938824109    35963   2570566 SH       DEFINED 1,2,5,6,8,12    2570566
WASHINGTON REIT             Real Estate
                            Investment Trust   939653101    60445   2209983 SH       DEFINED 1,2,3,5,6,8     2209983
WASHINGTON TR BANCORP INC   Common equity
                            shares             940610108     6262    262573 SH       DEFINED 1,2,8            262573
WASTE CONNECTIONS INC       Common equity
                            shares             941053100    86538   2611320 SH       DEFINED 1,2,5,6,8,12    2611320
WATSCO INC                  Common equity
                            shares             942622200    61553    937479 SH       DEFINED 1,2,5,6,8,12     937479
WATTS WATER TECHNOLOGIES    Common equity
  INC                       shares             942749102    20797    607887 SH       DEFINED 1,2,6,8          607887
WAUSAU PAPER CORP           Common equity
                            shares             943315101     9250   1119559 SH       DEFINED 1,2,6,8         1119559
WAVE SYSTEMS CORP -CL A     Common Stock       943526301     3405   1569593 SH       DEFINED 1,2,6           1569593
WEBSENSE INC                Common equity
                            shares             947684106    18117    967233 SH       DEFINED 1,2,5,6,8        967233
WEBSTER FINANCIAL CORP      Common equity
                            shares             947890109    60836   2983705 SH       DEFINED 1,2,5,6,8,12    2983705
SCHIFF NUTRITION INTL INC   Common equity
                            shares             806693107     2203    206123 SH       DEFINED 1,2,17           206123
WEINGARTEN REALTY INVST     Real Estate
                            Investment Trust   948741103    89542   4103729 SH       DEFINED 1,2,3,5,6,8,
                                                                                             12              4103729
WEIS MARKETS INC            Common equity
                            shares             948849104     9235    231195 SH       DEFINED 1,2,5,8,17       231195
WERNER ENTERPRISES INC      Common equity
                            shares             950755108    36935   1532519 SH       DEFINED 1,2,5,6,8,12    1532519
WESBANCO INC                Common equity
                            shares             950810101     9288    476983 SH       DEFINED 1,2,8            476983
WESCO INTL INC              Common equity
                            shares             95082P105    30834    581692 SH       DEFINED 1,2,5,6,8        581692
WEST BANCORPORATION INC     Common equity
                            shares             95123P106     2705    282184 SH       DEFINED 1,2              282184
WEST COAST BANCORP/OR       Common equity
                            shares             952145209     5488    351780 SH       DEFINED 1,2,8            351780
WEST MARINE INC             Common Stock       954235107     3318    285324 SH       DEFINED 1,2              285324


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
WEST PHARMACEUTICAL SVSC    Common equity
  INC                       shares             955306105    29988    790149 SH       DEFINED 1,2,5,6,8        790149
WESTAMERICA BANCORPORATION  Common equity
                            shares             957090103    51672   1177002 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1177002
RED LION HOTELS CORP        Common equity
                            shares             756764106     1653    238657 SH       DEFINED 1,2              238657
WESTELL TECH INC -CL A      Common equity
                            shares             957541105     1965    884573 SH       DEFINED 1,2              884573
WESTERN DIGITAL CORP        Common equity
                            shares             958102105   296609   9583427 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18,19        9583427
WESTAR ENERGY INC           Common equity
                            shares             95709T100    77728   2700927 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           2700927
WESTMORELAND COAL CO        Common Stock       960878106     1847    145031 SH       DEFINED 1,2,5            145031
WESTPORT INNOVATIONS INC    Common equity
                            shares             960908309      253      7628 SH       DEFINED 17                    0            7628
DIAL GLOBAL INC             Common Stock       25247X107      227     70347 SH       DEFINED 1,2               70347
WET SEAL INC                Common Stock       961840105    13088   4015718 SH       DEFINED 1,2,6,8         4015718
WEYCO GROUP INC             Common equity
                            shares             962149100     3114    126907 SH       DEFINED 1,2              126907
WIDEPOINT CORP              Common equity
                            shares             967590100       19     28400 SH       DEFINED 1                 28400
WILLBROS GROUP INC          Common equity
                            shares             969203108     2844    774949 SH       DEFINED 1,2,5,6,8        774949
CLAYTON WILLIAMS ENERGY INC Common Stock       969490101    18002    237235 SH       DEFINED 1,2,6,8          237235
MAGELLAN MIDSTREAM PRTNRS   Limited
  LP                        Partnership        559080106    10428    151396 SH       DEFINED 1                151396
WILLIAMS-SONOMA INC         Common equity
                            shares             969904101   118697   3082959 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17           3081919            1040
WILSHIRE BANCORP INC        Common equity
                            shares             97186T108     3896   1073279 SH       DEFINED 1,2,6,8         1073279
WINNEBAGO INDUSTRIES        Common equity
                            shares             974637100     4387    595114 SH       DEFINED 1,2,5,6,8        595114
WIPRO LTD                   American
                            Depository Receipt 97651M109    10662   1046495 SH       DEFINED 1,2,5,6,8,10    1046495
WIRELESS TELECOM GROUP INC  Common equity
                            shares             976524108       12     10100 SH       DEFINED 1                 10100
KRATOS DEFENSE & SECURITY   Common equity
                            shares             50077B207     3357    562287 SH       DEFINED 1,2,8            562287
WOLVERINE WORLD WIDE        Common equity
                            shares             978097103    41753   1171521 SH       DEFINED 1,2,5,6,8       1171521
WOODWARD GOVERNOR CO        Common equity
                            shares             980745103    76304   1864249 SH       DEFINED 1,2,5,6,8,12    1864249
WORLD ACCEPTANCE CORP/DE    Common equity
                            shares             981419104    24473    332937 SH       DEFINED 1,2,6,8,17       332937
WORLD FUEL SERVICES CORP    Common equity
                            shares             981475106   108333   2580546 SH       DEFINED 1,2,5,6,8,12    2580546
WORLD WRESTLING ENTMT INC   Common equity
                            shares             98156Q108     4927    528657 SH       DEFINED 1,2,6,8          528657
X-RITE INC                  Common equity
                            shares             983857103     2385    514262 SH       DEFINED 1,2,6            514262
YADKIN VALLEY FINANCIAL     Common equity
  CORP                      shares             984314104       22     12579 SH       DEFINED 1                 12579
YANZHOU COAL MINING CO LTD  American
                            Depository Receipt 984846105      481     22676 SH       DEFINED 1,6               22676
YORK WATER CO               Common equity
                            shares             987184108     4132    234190 SH       DEFINED 1,2,5            234190
YOUNG INNOVATIONS INC       Common equity
                            shares             987520103     3666    123570 SH       DEFINED 1,2              123570
ZALE CORP                   Common equity
                            shares             988858106     1868    491175 SH       DEFINED 1,2              491175
HARBINGER GROUP INC         Common equity
                            shares             41146A106      559    139715 SH       DEFINED 1,2              139715
ZEBRA TECHNOLOGIES CP -CL A Common equity
                            shares             989207105    42478   1187267 SH       DEFINED 1,2,5,6,8,12    1187267
ZIX CORP                    Common equity
                            shares             98974P100     3369   1195101 SH       DEFINED 1,2,5           1195101
ZOLTEK COS INC              Common equity
                            shares             98975W104     4206    551697 SH       DEFINED 1,2,6,8          551697
ZYGO CORP                   Common equity
                            shares             989855101     5715    323613 SH       DEFINED 1,2              323613
ZOLL MEDICAL CORP           Common equity
                            shares             989922109    28411    449740 SH       DEFINED 1,2,6,8          449740
AMDOCS LTD                  Common equity
                            shares             G02602103    60851   2132881 SH       DEFINED 1,2,5,6,8,12    2132881
ARCH CAPITAL GROUP LTD      Common equity
                            shares             G0450A105    91018   2444999 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2444999
CENTRAL EUROPEAN MEDIA      Common Stock       G20045202     4458    683205 SH       DEFINED 1,2,5,6          683205
CHINA YUCHAI INTERNATIONAL  Common equity
                            shares             G21082105      430     31189 SH       DEFINED 1,2               31189
CONSOLIDATED WATER CO INC   Common Stock       G23773107     2394    279440 SH       DEFINED 1,2,5            279440
FRESH DEL MONTE PRODUCE INC Common equity
                            shares             G36738105    24059    961632 SH       DEFINED 1,2,5,6,8        961632
GARMIN LTD                  Common equity
                            shares             H2906T109    81127   2037843 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2037843
GLOBAL SOURCES LTD          Common equity
                            shares             G39300101     1138    234910 SH       DEFINED 1,2              234910
HELEN OF TROY LTD           Common equity
                            shares             G4388N106    29123    948564 SH       DEFINED 1,2,5,6,8        948564
NORDIC AMERICAN TANKERS LTD Common equity
                            shares             G65773106    10722    893903 SH       DEFINED 1,2,5,6          893903
ORIENT-EXPRESS HOTELS       Common equity
                            shares             G67743107    15595   2087497 SH       DEFINED 1,2,6,8         2087497
PARTNERRE LTD               Common equity
                            shares             G6852T105    73027   1137345 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1137345
ARGO GROUP INTL HOLDINGS    Common equity
  LTD                       shares             G0464B107    18795    648984 SH       DEFINED 1,2,5,6,8        648984
SALIX PHARMACEUTICALS LTD   Common equity
                            shares             795435106    77306   1615588 SH       DEFINED 1,2,5,6,8       1615588
SINA CORP                   Common equity
                            shares             G81477104     4623     88874 SH       DEFINED 1,2,6             88874
UTI WORLDWIDE INC           Common Stock       G87210103    31289   2354323 SH       DEFINED 1,2,5,6,8,12    2354323
WHITE MTNS INS GROUP LTD    Common equity
                            shares             G9618E107    42964     94758 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18             94758
XOMA CORP                   Common equity
                            shares             98419J107       18     16197 SH       DEFINED 1                 16197
UBS AG                      Common equity
                            shares             H89231338    41674   3522700 SH       DEFINED 1               3522700
AUDIOCODES LTD              Common equity
                            shares             M15342104      125     32230 SH       DEFINED 1                 32230
ALVARION LTD                Common Stock       M0861T100       39     42391 SH       DEFINED 1                 42391
CERAGON NETWORKS LTD        Common Stock       M22013102      299     38902 SH       DEFINED 1                 38902
CHECK POINT SOFTWARE TECHN  Common equity
                            shares             M22465104    19454    370263 SH       DEFINED 1,2,5,8,12       370263
CHICAGO BRIDGE & IRON CO    Similar to ADR
                            Certificates
                            representing
                            ordinary shares    167250109    35802    947037 SH       DEFINED 1,2,5,6,18       947037
CNH GLOBAL NV               Common equity
                            shares             N20935206    10326    286930 SH       DEFINED 1,2,5,6          286930
CORE LABORATORIES NV        Common equity
                            shares             N22717107    63235    554962 SH       DEFINED 1,2,5,6,8,17     554872              90
ORTHOFIX INTERNATIONAL NV   Common equity
                            shares             N6748L102    13390    380028 SH       DEFINED 1,2,6,8          380028
QIAGEN NV                   Common Stock       N72482107    28498   2063710 SH       DEFINED 1,2,5,6         2063710
STEINER LEISURE LTD         Common equity
                            shares             P8744Y102    13351    294104 SH       DEFINED 1,2,5,6,8        294104
EXCEL MARITIME CARRIERS LTD Common equity
                            shares             V3267N107     1057    729977 SH       DEFINED 1,2,5,6          729977
ROYAL CARIBBEAN CRUISES LTD Common equity
                            shares             V7780T103    55496   2240588 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2240588
AFC ENTERPRISES INC         Common Stock       00104Q107     7090    482248 SH       DEFINED 1,2,6,8          482248
SEATTLE GENETICS INC        Common Stock       812578102    44091   2637828 SH       DEFINED 1,2,5,6,8       2637828
GMX RESOURCES INC           Common Stock       38011M108     1284   1023516 SH       DEFINED 1,2,6,8         1023516
NUSTAR ENERGY LP            Limited
                            Partnership        67058H102     4066     71769 SH       DEFINED 1                 71769
DR REDDY'S LABORATORIES LTD American
                            Depository Receipt 256135203    11222    381293 SH       DEFINED 1,2,4,5,6        381293
PENDRELL CORP               Common equity
                            shares             70686R104     6793   2652998 SH       DEFINED 1,2,6           2652998
DONEGAL GROUP INC           Common equity
                            shares             257701201     2637    186217 SH       DEFINED 1,2,17           186217
ENTERPRISE FINL SERVICES CP Common equity
                            shares             293712105     3872    261750 SH       DEFINED 1,2              261750
KINDRED HEALTHCARE INC      Common equity
                            shares             494580103    12723   1080838 SH       DEFINED 1,2,5,6,8       1080838
GENON ENERGY INC            Common equity
                            shares             37244E107    26785  10272151 SH       DEFINED 1,2,5,6,8,12   10272151
RETRACTABLE TECHNOLOGIES    Common equity
  INC                       shares             76129W105       21     17400 SH       DEFINED 1                 17400
KINDER MORGAN MANAGEMENT    Common equity
  LLC                       shares             49455U100    64801    825308 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            825308
ZHONE TECHNOLOGIES INC      Common Stock       98950P884       16     19855 SH       DEFINED 1                 19855
GLOBAL POWER EQUIPMENT
  GROUP                     Common Stock       37941P306     6462    272013 SH       DEFINED 1,2,6            272013
ACURA PHARMACEUTICALS INC   Common equity
                            shares             00509L703      518    148869 SH       DEFINED 1,2              148869
BRIDGE CAPITAL HOLDINGS     Common equity
                            shares             108030107     1338    128801 SH       DEFINED 1,2              128801
TASER INTERNATIONAL INC     Common equity
                            shares             87651B104     6319   1233857 SH       DEFINED 1,2,5,6,8       1233857
ALLIANCE DATA SYSTEMS CORP  Common equity
                            shares             018581108   150671   1451030 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1451030
JOY GLOBAL INC              Common equity
                            shares             481165108   273709   3651148 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3651148
RAPTOR PHARMACEUTICAL CORP  Common equity
                            shares             75382F106     4219    673782 SH       DEFINED 1,2,6            673782
BANNER CORP                 Common equity
                            shares             06652V208     4831    281782 SH       DEFINED 1,2              281782


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
GRUPO TELEVISA SAB          American
                            Depository Receipt 40049J206     6582    312519 SH       DEFINED 1,2,6,18         312519
PRINCETON REVIEW INC        Common equity
                            shares             742352107        2     23034 SH       DEFINED 1                 23034
SK TELECOM CO LTD           American
                            Depository Receipt 78440P108     5845    429421 SH       DEFINED 1,2,5,6,18       429421
PHOENIX COMPANIES INC       Common equity
                            shares             71902E109     3970   2362818 SH       DEFINED 1,2,6,8         2362818
MOSYS INC                   Common equity
                            shares             619718109     2040    486191 SH       DEFINED 1,2              486191
WRIGHT MEDICAL GROUP INC    Common equity
                            shares             98235T107    13118    795156 SH       DEFINED 1,2,6,8          795156
INLAND REAL ESTATE CORP     Real Estate
                            Investment Trust   457461200    18087   2376751 SH       DEFINED 1,2,3,6,8       2376751
HDFC BANK LTD               American
                            Depository Receipt 40415F101    28026   1066428 SH       DEFINED 1,2,4,5,6,8     1066428
NATUS MEDICAL INC           Common Stock       639050103     5657    600136 SH       DEFINED 1,2,6,8          600136
BIOSANTE PHARMACEUTICALS    Common equity
  INC                       shares             09065V203      865   1724971 SH       DEFINED 1,2,6           1724971
MEDCATH CORP                Common equity
                            shares             58404W109     1117    153146 SH       DEFINED 1,2              153146
INERGY LP                   Misc Equity        456615103     3621    148280 SH       DEFINED 1                148280
ALLIANCE HEALTHCARE SVCS    Common equity
  INC                       shares             018606202      712    563095 SH       DEFINED 1,2              563095
PDF SOLUTIONS INC           Common equity
                            shares             693282105     2440    349997 SH       DEFINED 1,2              349997
BUNGE LTD                   Common equity
                            shares             G16962105   147204   2573468 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2573468
FRONTLINE LTD               Common equity
                            shares             G3682E127     3989    930605 SH       DEFINED 1,2,6            930605
OMNICELL INC                Common equity
                            shares             68213N109    10977    664623 SH       DEFINED 1,2,6,8          664623
ALTERRA CAPITAL HOLDINGS
  LTD                       Common Stock       G0229R108    42852   1813537 SH       DEFINED 1,2,5,6,8       1813537
TIMBERLINE RESOURCES CORP   Common equity
                            shares             887133106       14     24700 SH       DEFINED 1                 24700
GLADSTONE CAPITAL CORP      Common equity
                            shares             376535100     3142    411494 SH       DEFINED 1,2,8            411494
GIVEN IMAGING               Common Stock       M52020100      288     16516 SH       DEFINED 1                 16516
IMPERIAL SUGAR CO           Common Stock       453096208      837    234517 SH       DEFINED 1,2,6            234517
CHARTER FINANCIAL CORP/GA   Common Stock       16122M100      923     99741 SH       DEFINED 1,2               99741
DELCATH SYSTEMS INC         Common equity
                            shares             24661P104     2574    844786 SH       DEFINED 1,2,8            844786
CROSS COUNTRY HEALTHCARE    Common equity
  INC                       shares             227483104     3422    615880 SH       DEFINED 1,2,8            615880
PENN VIRGINIA RES PRTNR LP  Composition of
                            more than 1
                            security           707884102     2400     93999 SH       DEFINED 1                 93999
MAHANAGAR TELEPHONE NIGAM   American
                            Depository Receipt 559778402      100    125007 SH       DEFINED 1,8              125007
AMERIGROUP CORP             Common equity
                            shares             03073T102    66747   1129677 SH       DEFINED 1,2,5,6,8,12    1129677
AMN HEALTHCARE SERVICES INC Common equity
                            shares             001744101     3369    761140 SH       DEFINED 1,2,8            761140
ADVISORY BOARD CO           Common equity
                            shares             00762W107    23242    313153 SH       DEFINED 1,2,6,8          313153
ACUITY BRANDS INC           Common equity
                            shares             00508Y102    73826   1392920 SH       DEFINED 1,2,5,6,8,12    1392920
WEIGHT WATCHERS INTL INC    Common equity
                            shares             948626106    21902    397911 SH       DEFINED 1,2,5,6,8,12     397911
BRASIL TELECOM SA           American
                            Depository Receipt 10553M101     4063    228404 SH       DEFINED 1,2,4,5,6,10,
                                                                                             18               228404
MAGMA DESIGN AUTOMATION INC Common equity
                            shares             559181102     8743   1217961 SH       DEFINED 1,2,6,8         1217961
VCA ANTECH INC              Common equity
                            shares             918194101    39818   2015861 SH       DEFINED 1,2,5,6,8,12    2015861
ALERE INC                   Common Stock       01449J105    22933    993213 SH       DEFINED 1,2,5,6,8        993213
STAGE STORES INC            Common equity
                            shares             85254C305    17761   1278643 SH       DEFINED 1,2,5,6,8       1278643
MCG CAPITAL CORP            Common equity
                            shares             58047P107     6400   1604083 SH       DEFINED 1,2,6,8         1604083
ALUMINUM CORP CHINA LTD     American
                            Depository Receipt 022276109      203     18873 SH       DEFINED 1,6               18873
CENTENE CORP                Common equity
                            shares             15135B101    46282   1169089 SH       DEFINED 1,2,5,6,8       1169089
FIVE STAR QUALITY CARE INC  Common Stock       33832D106     2352    784568 SH       DEFINED 1,2              784568
WESTFIELD FINANCIAL INC     Common equity
                            shares             96008P104     4345    590674 SH       DEFINED 1,2,17           590674
BANCO DE CHILE              American
                            Depository Receipt 059520106     2050     25084 SH       DEFINED 1,2,5,6           25084
ENDEAVOUR INTERNATIONAL
  CORP                      Common Stock       29259G200     5908    679472 SH       DEFINED 1,2,6,8          679472
GREEN BANKSHARES INC        Common equity
                            shares             394361208       21     16591 SH       DEFINED 1,2               16591
HOUSTON AMERN ENERGY CORP   Common equity
                            shares             44183U100     3985    326933 SH       DEFINED 1,2,6,8          326933
SYNAPTICS INC               Common equity
                            shares             87157D109    20998    696450 SH       DEFINED 1,2,5,6,8        696450
LORILLARD INC               Common equity
                            shares             544147101   562527   4934469 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4934469
COGENT COMMUNICATIONS GRP   Common equity
                            shares             19239V302    15145    896765 SH       DEFINED 1,2,5,6,8        896765
SUNOCO LOGISTICS PARTNERS   Composition of
  LP                        more than 1
                            security           86764L108     3798     96396 SH       DEFINED 1                 96396
ISHARES S&P 500 FUND        Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287200     5541     43990 SH       DEFINED 5,6               43990
ISHARES RUSSELL 1000 INDEX  Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287622   136822   1972354 SH       DEFINED 1               1972354
ISHARES S&P SMALL CAP 600   Investments that
  INDEX FUND                contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287804    16107    235893 SH       DEFINED 1,2              235893
MVC CAPITAL INC.            Common equity
                            shares             553829102     4760    410653 SH       DEFINED 1,2,8            410653
MANTECH INTL CORP           Common equity
                            shares             564563104    21561    690250 SH       DEFINED 1,2,6,8,12       690250
FINANCIAL SELECT SECTOR
  SPDR FUND                 USA: Common Stock  81369Y605      158     12190 SH       DEFINED 1,17               8400            3790
AMBASSADORS GROUP INC       Common equity
                            shares             023177108     1516    336689 SH       DEFINED 1,2              336689
GAMESTOP CORP               Common equity
                            shares             36467W109   129271   5357421 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5357421
COMSTOCK MINING INC         Common equity
                            shares             205750102       23     12400 SH       DEFINED 1                 12400
ASBURY AUTOMOTIVE GROUP INC Common equity
                            shares             043436104    19632    910507 SH       DEFINED 1,2,5,6,8        910507
DOVER DOWNS GAMING & ENTMT  Common equity
                            shares             260095104       30     13664 SH       DEFINED 1                 13664
CALAVO GROWERS INC          Common equity
                            shares             128246105     5862    228275 SH       DEFINED 1,2,6,8          228275
UNITED COMMUNITY BANKS INC  Common equity
                            shares             90984P303     5066    724536 SH       DEFINED 1,2,6,8          724536
VALE SA                     American
                            Depository Receipt 91912E105   300721  14019794 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18          14019794
VANGUARD ETF TOTAL STOCK    Investments that
  MARKET                    contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922908769     1243     19325 SH       DEFINED 1                 19325
JETBLUE AIRWAYS CORP        Common equity
                            shares             477143101    38227   7351770 SH       DEFINED 1,2,5,6,12      7351770
LIN TV CORP                 Common equity
                            shares             532774106     2556    603568 SH       DEFINED 1,2              603568
REGAL ENTERTAINMENT GROUP   Common equity
                            shares             758766109    12630   1057519 SH       DEFINED 1,2,5,6,8       1057519
CIA SANEAMENTO BASICO       American
  ESTADO                    Depository Receipt 20441A102    50687    910826 SH       DEFINED 1,2,5,6,10,18    910826
AEROPOSTALE INC             Common equity
                            shares             007865108    46440   3045512 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           3045512
VERINT SYSTEMS INC          Common Stock       92343X100    11090    402559 SH       DEFINED 1,2,6,8,17       400670            1889
COMPUTER PROGRAMS & SYSTEMS Common equity
                            shares             205306103    12323    241194 SH       DEFINED 1,2,6,8          241194
MARKWEST ENERGY PARTNERS LP Limited
                            Partnership        570759100     4900     88993 SH       DEFINED 1                 88993
AU OPTRONICS CORP           American
                            Depository Receipt 002255107     2911    674187 SH       DEFINED 1,2,6,8          674187
NETFLIX INC                 Common equity
                            shares             64110L106   135247   1951743 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1951743
ENPRO INDUSTRIES INC        Common equity
                            shares             29355X107    14183    430305 SH       DEFINED 1,2,5,6,8        430305
OVERSTOCK.COM INC           Common equity
                            shares             690370101     2012    256737 SH       DEFINED 1,2,6,8          256737
BANK OF NOVA SCOTIA         Common equity
                            shares             064149107      453      9100 SH       DEFINED 1,8                9100
PACER INTERNATIONAL INC     Common equity
                            shares             69373H106     3946    737747 SH       DEFINED 1,2,6,8          737747
WESTWOOD HOLDINGS GROUP INC Common equity
                            shares             961765104     4205    115032 SH       DEFINED 1,2              115032
BIG 5 SPORTING GOODS CORP   Common equity
                            shares             08915P101     5717    548044 SH       DEFINED 1,2,8            548044
NASDAQ OMX GROUP INC        Common equity
                            shares             631103108   128414   5239428 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5239428
SANOFI                      American
                            Depository Receipt 80105N105      723     19775 SH       DEFINED 1,2               19775
RUSH ENTERPRISES INC        Common equity
                            shares             781846209    13116    627035 SH       DEFINED 1,2,6,8          627035
KIRKLAND'S INC              Common Stock       497498105     4285    322141 SH       DEFINED 1,2,6,8          322141
RANDGOLD RESOURCES LTD      American
                            Depository Receipt 752344309      950      9300 SH       DEFINED 1                  9300
RED ROBIN GOURMET BURGERS   Common equity
                            shares             75689M101     7206    260129 SH       DEFINED 1,2,8            260129
BIODELIVERY SCIENCES INTL   Common equity
                            shares             09060J106        9     11600 SH       DEFINED 1                 11600
LEAPFROG ENTERPRISES INC    Common equity
                            shares             52186N106     4251    760461 SH       DEFINED 1,2,6            760461
FIRST PACTRUST BANCORP      Common equity
                            shares             33589V101     1360    132955 SH       DEFINED 1,2              132955


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
TRAVELZOO INC               Common equity
                            shares             89421Q106     2501    101848 SH       DEFINED 1,2,6,8          101848
SAIA INC                    Common equity
                            shares             78709Y105     3974    318456 SH       DEFINED 1,2,5            318456
CIMAREX ENERGY CO           Common equity
                            shares             171798101   157372   2542335 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2542335
NEWCASTLE INVESTMENT CORP   Real Estate
                            Investment Trust   65105M108     9343   2008054 SH       DEFINED 1,2,6,8         2008054
MONTPELIER RE HOLDINGS      Common equity
                            shares             G62185106    26021   1466179 SH       DEFINED 1,2,5,6,8       1466179
ENBRIDGE ENERGY MGMT LLC    Common equity
                            shares             29250X103     3170     91194 SH       DEFINED 1,5,6,8           91194
NATURAL RESOURCE PARTNERS   Limited
  LP                        Partnership        63900P103     2186     80649 SH       DEFINED 1                 80649
DICKS SPORTING GOODS INC    Common equity
                            shares             253393102    82190   2228490 SH       DEFINED 1,2,5,6,8,12    2228490
TAYLOR CAPITAL GROUP INC    Common equity
                            shares             876851106     1840    189067 SH       DEFINED 1,2              189067
NATURAL GAS SERVICES GROUP  Common equity
                            shares             63886Q109     3949    273200 SH       DEFINED 1,2              273200
WYNN RESORTS LTD            Common equity
                            shares             983134107   303236   2744535 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2744535
PLATINUM UNDERWRITERS HLDG  Common equity
                            shares             G7127P100    30156    884014 SH       DEFINED 1,2,5,6,8,17     884014
MARTIN MIDSTREAM PARTNERS   Limited
  LP                        Partnership        573331105      644     18696 SH       DEFINED 1                 18696
OVERHILL FARMS INC          Common equity
                            shares             690212105       44     11920 SH       DEFINED 1                 11920
CEVA INC                    Common Stock       157210105    14639    483965 SH       DEFINED 1,2,6,8          483965
PORTFOLIO RECOVRY ASSOC INC Common equity
                            shares             73640Q105    24126    357294 SH       DEFINED 1,2,6,8,17       357294
CHINA TELECOM CORP LTD      American
                            Depository Receipt 169426103     1042     18239 SH       DEFINED 1,6               18239
SENOMYX INC                 Common equity
                            shares             81724Q107     2360    676795 SH       DEFINED 1,2              676795
NII HOLDINGS INC            Common equity
                            shares             62913F201    55266   2594440 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2594440
COSI INC                    Common equity
                            shares             22122P101       23     31987 SH       DEFINED 1                 31987
SAFETY INSURANCE GROUP INC  Common equity
                            shares             78648T100    11191    276578 SH       DEFINED 1,2,6,8,17       276578
SEAGATE TECHNOLOGY PLC      Common Stock       G7945M107    65731   4008105 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4008105
CROSSTEX ENERGY LP          Limited
                            Partnership        22765U102      714     44025 SH       DEFINED 1                 44025
GOLAR LNG LTD               Common Stock       G9456A100    32644    734391 SH       DEFINED 1,2,6            734391
ACACIA RESEARCH CORP        Common Stock       003881307    34260    938386 SH       DEFINED 1,2,6,8,17       932867            5519
PLAINS EXPLORATION & PROD   Common equity
  CO                        shares             726505100   148236   4037019 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4037019
BROOKFIELD RESIDENTIAL
  PPTYS                     Common Stock       11283W104      195     24967 SH       DEFINED 1,2               24967
PROVIDENT FINANCIAL SVCS    Common equity
  INC                       shares             74386T105    18130   1354312 SH       DEFINED 1,2,5,6,8       1354312
HALOZYME THERAPEUTICS INC   Common equity
                            shares             40637H109    19203   2019320 SH       DEFINED 1,2,5,6,8       2019320
WARNACO GROUP INC           Common equity
                            shares             934390402    72114   1441237 SH       DEFINED 1,2,5,6,8,12    1441237
INFINITY PROPERTY & CAS     Common equity
  CORP                      shares             45665Q103    14620    257650 SH       DEFINED 1,2,5,6,8        257650
PROCERA NETWORKS INC        Common equity
                            shares             74269U203     3374    216572 SH       DEFINED 1,2              216572
ENDURANCE SPECIALTY         Common equity
  HOLDINGS                  shares             G30397106    21800    570087 SH       DEFINED 1,2,5,6,8,17     570087
HUDSON HIGHLAND GROUP INC   Common Stock       443792106     2672    557707 SH       DEFINED 1,2              557707
TRUE RELIGION APPAREL INC   Common Stock       89784N104    18501    534972 SH       DEFINED 1,2,5,6,8,17     534972
FORMFACTOR INC              Common equity
                            shares             346375108     4945    977727 SH       DEFINED 1,2,6,8          977727
MINDSPEED TECHNOLOGIES INC  Common Stock       602682205     2731    596188 SH       DEFINED 1,2              596188
CAVCO INDUSTRIES INC        Common equity
                            shares             149568107     4901    122342 SH       DEFINED 1,2,5,6          122342
AXIS CAPITAL HOLDINGS LTD   Common equity
                            shares             G0692U109    79550   2489104 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2489104
MOLINA HEALTHCARE INC       Common equity
                            shares             60855R100    12842    575051 SH       DEFINED 1,2,6,8          575051
DTS INC                     Common equity
                            shares             23335C101     9769    358565 SH       DEFINED 1,2,6,8          358565
IPASS INC                   Common equity
                            shares             46261V108       46     32528 SH       DEFINED 1                 32528
NETGEAR INC                 Common equity
                            shares             64111Q104    25475    758932 SH       DEFINED 1,2,6,8          758932
CAPITALSOURCE INC           Real Estate
                            Investment Trust   14055X102    71396  10656146 SH       DEFINED 1,2,5,6,8      10656146
GLADSTONE COMMERCIAL CORP   REIT               376536108     3092    176052 SH       DEFINED 1,2,5            176052
TEXAS CAPITAL BANCSHARES    Common equity
  INC                       shares             88224Q107    35337   1154369 SH       DEFINED 1,2,6,8         1154369
PROVIDENCE SERVICE CORP     Common equity
                            shares             743815102     3780    274728 SH       DEFINED 1,2              274728
ASHFORD HOSPITALITY TRUST   Real Estate
                            Investment Trust   044103109    15048   1880913 SH       DEFINED 1,2,3,5,6,8     1880913
CYTORI THERAPEUTICS INC     Common equity
                            shares             23283K105     1745    793580 SH       DEFINED 1,2              793580
ENTERTAINMENT GAMING ASIA   Common equity
                            shares             29383V107       16     72100 SH       DEFINED 1                 72100
ABOVENET INC                Common equity
                            shares             00374N107    33589    516605 SH       DEFINED 1,2,5,6,8        516605
NATIONAL FINANCIAL PRTNRS   Common equity
  CP                        shares             63607P208    12580    930846 SH       DEFINED 1,2,6,8          930846
CHELSEA THERAPEUTICS INTL   Common equity
                            shares             163428105     4620    900406 SH       DEFINED 1,2              900406
JOURNAL COMMUNICATIONS INC  Common equity
                            shares             481130102     4125    937160 SH       DEFINED 1,2,17           867003           70157
JONES SODA CO               Common equity
                            shares             48023P106        8     21100 SH       DEFINED 1                 21100
WOORI FINANCE HOLDINGS CO   American
                            Depository Receipt 981063100      439     17975 SH       DEFINED 1,6               17975
LKQ CORP                    Common equity
                            shares             501889208    95293   3167881 SH       DEFINED 1,2,5,6,8,12    3167881
ADA-ES INC                  Common equity
                            shares             005208103      278     12287 SH       DEFINED 1,17               5750            6537
FIRST POTOMAC REALTY TRUST  Real Estate
                            Investment Trust   33610F109    20700   1586136 SH       DEFINED 1,2,3,6,8       1586136
MICROMET INC                Common Stock       59509C105    15073   2096490 SH       DEFINED 1,2,6,8         2096490
FIRST MARBLEHEAD CORP       Common equity
                            shares             320771108     1398   1196633 SH       DEFINED 1,2,6           1196633
QUALITY DISTRIBUTION INC    Common equity
                            shares             74756M102     3086    274141 SH       DEFINED 1,2              274141
CINEDIGM DIGITAL CINEMA     Common equity
  CORP                      shares             172407108       23     17000 SH       DEFINED 1                 17000
BIONOVO INC                 Common equity
                            shares             090643206        7     30018 SH       DEFINED 1                 30018
MARLIN BUSINESS SERVICES    Common equity
  INC                       shares             571157106     1800    141506 SH       DEFINED 1,2              141506
TESSERA TECHNOLOGIES INC    Common equity
                            shares             88164L100    21860   1304997 SH       DEFINED 1,2,5,6,8       1304997
CALLIDUS SOFTWARE INC       Common equity
                            shares             13123E500     3182    496034 SH       DEFINED 1,2              496034
WHITING PETROLEUM CORP      Common equity
                            shares             966387102   101355   2170881 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2170881
BUFFALO WILD WINGS INC      Common equity
                            shares             119848109    25781    381808 SH       DEFINED 1,2,5,6,8,17     380388            1420
TICC CAPITAL CORP           Common equity
                            shares             87244T109     5361    619434 SH       DEFINED 1,2,8,17         619434
NEXSTAR BROADCASTING GROUP  Common equity
                            shares             65336K103     1318    168149 SH       DEFINED 1,2              168149
CONN'S INC                  Common equity
                            shares             208242107     2969    267509 SH       DEFINED 1,2              267509
PINNACLE AIRLINES CORP      Common equity
                            shares             723443107       10     12432 SH       DEFINED 1                 12432
SYNNEX CORP                 Common equity
                            shares             87162W100    16374    537531 SH       DEFINED 1,2,6,8          537531
CORINTHIAN COLLEGES INC     Common equity
                            shares             218868107     3890   1792966 SH       DEFINED 1,2,5,6,8       1792966
CORPBANCA                   American
                            Depository Receipt 21987A209     3249    163359 SH       DEFINED 1,2,5,6,10       163359
NRG ENERGY INC              Common equity
                            shares             629377508   220442  12165842 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          12165842
AMERICAN EQTY INVT LIFE     Common equity
  HLDG                      shares             025676206    13165   1266220 SH       DEFINED 1,2,6,8         1266220
ASPEN INSURANCE HOLDINGS    Common equity
  LTD                       shares             G05384105    41721   1574356 SH       DEFINED 1,2,5,6,8,12    1574356
KRONOS WORLDWIDE INC        Common equity
                            shares             50105F105     3704    205214 SH       DEFINED 1,2,6,8          205214
NELNET INC                  Common equity
                            shares             64031N108    13541    553305 SH       DEFINED 1,2,6,8          553305
COMPASS MINERALS INTL INC   Common equity
                            shares             20451N101    74458   1081382 SH       DEFINED 1,2,5,6,8,12    1081382
DDI CORP                    Common Stock       233162502     2184    233832 SH       DEFINED 1,2              233832
GLOBAL INDEMNITY PLC        Common equity
                            shares             G39319101     5712    287844 SH       DEFINED 1,2,8            287844
CHINA LIFE INSURANCE (CHN)  American
                            Depository Receipt 16939P106     1001     27077 SH       DEFINED 1,6               27077
UNIVERSAL TECHNICAL INST    Common equity
                            shares             913915104     5823    455137 SH       DEFINED 1,2,6,8          455137
KNOLOGY INC                 Common equity
                            shares             499183804     8766    617161 SH       DEFINED 1,2,5,6,8        617161
TEMPUR PEDIC INTL INC       Common equity
                            shares             88023U101    76114   1448862 SH       DEFINED 1,2,5,6,8       1448862
U S GEOTHERMAL INC          Common equity
                            shares             90338S102       14     39100 SH       DEFINED 1                 39100
CROSSTEX ENERGY INC         Common equity
                            shares             22765Y104    11211    886925 SH       DEFINED 1,2,6,8          886925


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
GEOEYE INC                  Common Stock       37250W108     9931    447120 SH       DEFINED 1,2,6,8          447120
BANCORP INC                 Common equity
                            shares             05969A105     3694    511119 SH       DEFINED 1,2,8            511119
GTX INC                     Common equity
                            shares             40052B108     1274    379906 SH       DEFINED 1,2              379906
TRW AUTOMOTIVE HOLDINGS     Common equity
  CORP                      shares             87264S106    53790   1649937 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        1649937
ASSURANT INC                Common equity
                            shares             04621X108   173137   4217027 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4217027
HILLTOP HOLDINGS INC        Common equity
                            shares             432748101     6709    794022 SH       DEFINED 1,2,5,6,8        794022
DYNAVAX TECHNOLOGIES CORP   Common Stock       268158102    11745   3537959 SH       DEFINED 1,2,6           3537959
CLIFTON SAVINGS BANCORP INC Common equity
                            shares             18712Q103     1619    174451 SH       DEFINED 1,2,17           174451
TNS INC                     Common equity
                            shares             872960109     9386    529638 SH       DEFINED 1,2,6,8          529638
CYCLACEL PHARMACEUTICALS    Common equity
                            shares             23254L108       13     22800 SH       DEFINED 1                 22800
SEMICONDUCTOR MFG INTL CORP American
                            Depository Receipt 81663N206       67     28587 SH       DEFINED 1,6               28587
CAPLEASE INC                Real Estate
                            Investment Trust   140288101     6270   1551300 SH       DEFINED 1,2,3,5,8       1551300
SIGNATURE BANK/NY           Common equity
                            shares             82669G104   133672   2228188 SH       DEFINED 1,2,6,8,12      2228188
BROADWIND ENERGY INC        Common equity
                            shares             11161T108     1127   1659561 SH       DEFINED 1,2             1659561
ULTRA CLEAN HOLDINGS INC    Common equity
                            shares             90385V107     2379    389672 SH       DEFINED 1,2              389672
HORNBECK OFFSHORE SVCS INC  Common equity
                            shares             440543106    28202    909195 SH       DEFINED 1,2,6,8          909195
CUTERA INC                  Common equity
                            shares             232109108       96     12944 SH       DEFINED 1                 12944
MARCHEX INC                 Common Stock       56624R108     2713    433181 SH       DEFINED 1,2,6,8          433181
SANTARUS INC                Common Stock       802817304     3632   1096929 SH       DEFINED 1,2             1096929
APOLLO INVESTMENT CORP      Common equity
                            shares             03761U106    37611   5839835 SH       DEFINED 1,2,5,6,8,12    5839835
ARBOR REALTY TRUST INC      Real Estate
                            Investment Trust   038923108       59     16800 SH       DEFINED 1                 16800
CORCEPT THERAPEUTICS INC    Common equity
                            shares             218352102     2232    653415 SH       DEFINED 1,2              653415
EXIDE TECHNOLOGIES          Common Stock       302051206     3962   1507665 SH       DEFINED 1,2,5,6,8       1507665
ASSURED GUARANTY LTD        Common equity
                            shares             G0585R106    31623   2406509 SH       DEFINED 1,2,5,6,8       2406509
CYTOKINETICS INC            Common Stock       23282W100       34     35722 SH       DEFINED 1                 35722
INTERSECTIONS INC           Common equity
                            shares             460981301     2039    183794 SH       DEFINED 1,2              183794
URANERZ ENERGY CORP         Common equity
                            shares             91688T104     1604    881331 SH       DEFINED 1,2,6            881331
GREENHILL & CO INC          Common equity
                            shares             395259104    25309    695828 SH       DEFINED 1,2,5,6,8,12     695828
NUVASIVE INC                Common equity
                            shares             670704105    11666    926476 SH       DEFINED 1,2,6,8          926476
SHANDA INTERACTIVE-ADR      American
                            Depository Receipt 81941Q203     3430     85720 SH       DEFINED 1,2,6             85720
BLUE NILE INC               Common equity
                            shares             09578R103    17189    420479 SH       DEFINED 1,2,6,8          420479
RAM ENERGY RESOURCES INC    Common equity
                            shares             75130P109       92     29600 SH       DEFINED 1                 29600
GENWORTH FINANCIAL INC      Common equity
                            shares             37247D106   126504  19312504 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          19312504
ACADIA PHARMACEUTICALS INC  Common equity
                            shares             004225108       28     25160 SH       DEFINED 1                 25160
ANGIODYNAMICS INC           Common equity
                            shares             03475V101     7465    503970 SH       DEFINED 1,2,8            503970
CORNERSTONE THERAPEUTICS    Common equity
  INC                       shares             21924P103      883    157424 SH       DEFINED 1,2              157424
REPUBLIC AIRWAYS HLDGS INC  Common equity
                            shares             760276105     3198    932820 SH       DEFINED 1,2              932820
STANDARD PARKING CORP       Common equity
                            shares             853790103     4956    277253 SH       DEFINED 1,2,6,8          277253
ALNYLAM PHARMACEUTICALS INC Common Stock       02043Q107     6000    736175 SH       DEFINED 1,2,5,6,8        736175
TPC GROUP INC               Common Stock       89236Y104     5901    252867 SH       DEFINED 1,2,6,8,17       235517           17350
INHIBITEX INC               Common equity
                            shares             45719T103    13002   1188465 SH       DEFINED 1,2,6,8         1188465
CBRE GROUP INC              Common equity
                            shares             12504L109   174066  11437174 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11437174
MOMENTA PHARMACEUTICALS INC Common Stock       60877T100    31445   1808392 SH       DEFINED 1,2,5,6,8       1808392
MONEYGRAM INTERNATIONAL INC Common equity
                            shares             60935Y208     3768    212199 SH       DEFINED 1,2,6,8          212199
SALESFORCE.COM INC          Common equity
                            shares             79466L302   491123   4840513 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4840513
WCA WASTE CORP              Common equity
                            shares             92926K103     1347    207020 SH       DEFINED 1,2              207020
GOL LINHAS AEREAS           American
  INTELIGENT                Depository Receipt 38045R107      477     71717 SH       DEFINED 1,6,10            71717
STRATEGIC HOTELS & RESORTS  Real Estate
                            Investment Trust   86272T106    22350   4162309 SH       DEFINED 1,2,3,6,8       4162309
XYRATEX LTD                 Common equity
                            shares             G98268108     8068    605772 SH       DEFINED 1,2              605772
CABELAS INC                 Common equity
                            shares             126804301    28616   1125521 SH       DEFINED 1,2,5,6,8       1125521
METALICO INC                Common equity
                            shares             591176102     2308    702025 SH       DEFINED 1,2              702025
MULTI-FINELINE ELECTRON INC Common equity
                            shares             62541B101     3918    190807 SH       DEFINED 1,2,6,8          190807
LIFE TIME FITNESS INC       Common equity
                            shares             53217R207    65404   1399002 SH       DEFINED 1,2,6,8,12      1399002
WELLCARE HEALTH PLANS INC   Common equity
                            shares             94946T106    69063   1315430 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1315430
HILL INTERNATIONAL INC      Common equity
                            shares             431466101     2410    468897 SH       DEFINED 1,2,6            468897
HOLLY ENERGY PARTNERS LP    Limited
                            Partnership        435763107     1029     19126 SH       DEFINED 1                 19126
JAMES RIVER COAL CO         Common Stock       470355207     4697    678460 SH       DEFINED 1,2,6,8          678460
NETLOGIC MICROSYSTEMS INC   Common Stock       64118B100   213666   4310437 SH       DEFINED 1,2,5,6,8       4310437
VIRGIN MEDIA INC            Common equity
                            shares             92769L101   112003   5238836 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5238836
DOMINO'S PIZZA INC          Common equity
                            shares             25754A201    44412   1308167 SH       DEFINED 1,2,5,6,8,17    1303537            4630
MCCORMICK & SCHMICKS        Common equity
  SEAFOOD                   shares             579793100     2266    259468 SH       DEFINED 1,2              259468
ATLAS AIR WORLDWIDE HLDG    Common equity
  INC                       shares             049164205    20271    527469 SH       DEFINED 1,2,6,8          527469
SYNTHESIS ENERGY SYSTEMS    Common equity
  INC                       shares             871628103       36     23100 SH       DEFINED 1                 23100
BLACKBAUD INC               Common equity
                            shares             09227Q100    25780    930879 SH       DEFINED 1,2,6,8          930879
IDENIX PHARMACEUTICALS INC  Common equity
                            shares             45166R204    11278   1514830 SH       DEFINED 1,2,6,8         1514830
LG DISPLAY CO LTD           American
                            Depository Receipt 50186V102     1441    136717 SH       DEFINED 1,2,6,18         136717
AUXILIUM PHARMA INC         Common Stock       05334D107    28888   1449427 SH       DEFINED 1,2,5,6,8       1449427
PROSPECT CAPITAL CORP       Common equity
                            shares             74348T102    20536   2210833 SH       DEFINED 1,2,6,8         2210833
GRAMERCY CAPITAL CORP       Real Estate
                            Investment Trust   384871109      246     98383 SH       DEFINED 1                 98383
MANNKIND CORP               Common equity
                            shares             56400P201     3614   1445523 SH       DEFINED 1,2,6,8         1445523
VOLTERRA SEMICONDUCTOR CORP Common equity
                            shares             928708106    13087    511057 SH       DEFINED 1,2,6,8          511057
ENERSYS INC                 Common equity
                            shares             29275Y102    28513   1097891 SH       DEFINED 1,2,6,8         1097891
COMMERCIAL VEHICLE GROUP    Common equity
  INC                       shares             202608105     4824    533358 SH       DEFINED 1,2,6            533358
RIGHTNOW TECHNOLOGIES INC   Common Stock       76657R106    21780    509714 SH       DEFINED 1,2,6,8          509714
BIOMED REALTY TRUST INC     Real Estate
                            Investment Trust   09063H107    95412   5277279 SH       DEFINED 1,2,3,5,6,8     5277279
VOYAGER OIL & GAS INC       Common Stock       92911K100     1651    641932 SH       DEFINED 1,2              641932
KITE REALTY GROUP TRUST     Real Estate
                            Investment Trust   49803T102     8612   1909526 SH       DEFINED 1,2,3,6,8       1909526
WESTLAKE CHEMICAL CORP      Common equity
                            shares             960413102     8969    222985 SH       DEFINED 1,2,5,6,8        222985
AMERICAN CAMPUS COMMUNITIES Real Estate
                            Investment Trust   024835100   126529   3015371 SH       DEFINED 1,2,3,6,8,12    3015371
EXTRA SPACE STORAGE INC     Real Estate
                            Investment Trust   30225T102    79222   3269468 SH       DEFINED 1,2,3,6,8       3269468
STEREOTAXIS INC             Common equity
                            shares             85916J102      496    601820 SH       DEFINED 1,2              601820
LEAP WIRELESS INTL INC      Common equity
                            shares             521863308    11224   1208060 SH       DEFINED 1,2,5,6,8       1208060
GOOGLE INC                  Common equity
                            shares             38259P508  5987598   9270153 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9269912             241
COHEN & STEERS INC          Common equity
                            shares             19247A100    10450    361593 SH       DEFINED 1,2,6,8          361593
ZIOPHARM ONCOLOGY INC       Common equity
                            shares             98973P101     4702   1066202 SH       DEFINED 1,2,6,8         1066202
HAYNES INTERNATIONAL INC    Common equity
                            shares             420877201    22843    418356 SH       DEFINED 1,2,6,8          418356
BEACON ROOFING SUPPLY INC   Common equity
                            shares             073685109    18486    913848 SH       DEFINED 1,2,5,6,8        913848
TATA MOTORS LTD             American
                            Depository Receipt 876568502     9839    582148 SH       DEFINED 1,2,5,6          582148
CPFL ENERGIA SA             American
                            Depository Receipt 126153105     4660    165184 SH       DEFINED 1,2,6,10,18      165184
51JOB INC  -ADR             American
                            Depository Receipt 316827104      498     11870 SH       DEFINED 1,2,17             9920            1950


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
ARES CAPITAL CORP           Common equity
                            shares             04010L103    35235   2280658 SH       DEFINED 1,2,5,6,8       2280658
TEXAS ROADHOUSE INC         Common equity
                            shares             882681109    18685   1254171 SH       DEFINED 1,2,6,8         1254171
THERAVANCE INC              Common equity
                            shares             88338T104    36410   1647390 SH       DEFINED 1,2,5,6,8       1647390
NEW YORK & CO INC           Common equity
                            shares             649295102     1255    471690 SH       DEFINED 1,2,6            471690
THOMAS PROPERTIES GROUP     Common equity
                            shares             884453101       91     27100 SH       DEFINED 1                 27100
HURON CONSULTING GROUP INC  Common equity
                            shares             447462102    17029    439588 SH       DEFINED 1,2,5,6,8        439588
LOCAL.COM CORP              Common equity
                            shares             53954R105       34     15835 SH       DEFINED 1,2               15835
SUNSTONE HOTEL INVESTORS    Real Estate
  INC                       Investment Trust   867892101    31840   3906727 SH       DEFINED 1,2,3,5,6,8     3906727
TOWER GROUP INC             Common equity
                            shares             891777104    17251    855276 SH       DEFINED 1,2,6,8          855276
CUBESMART                   Real Estate
                            Investment Trust   229663109    38740   3640950 SH       DEFINED 1,2,3,6,8       3640950
NORTHSTAR REALTY FINANCE CP Real Estate
                            Investment Trust   66704R100     8711   1825983 SH       DEFINED 1,2,6,8         1825983
BUILD-A-BEAR WORKSHOP INC   Common equity
                            shares             120076104     2687    317619 SH       DEFINED 1,2              317619
CALAMOS ASSET MANAGEMENT    Common equity
  INC                       shares             12811R104     5383    430321 SH       DEFINED 1,2,6,8          430321
DREAMWORKS ANIMATION INC    Common Stock       26153C103    24244   1461048 SH       DEFINED 1,2,5,6,8,12    1461048
DIGITAL REALTY TRUST INC    Real Estate
                            Investment Trust   253868103   194310   2914505 SH       DEFINED 1,2,3,5,6,8,
                                                                                             10,12,18        2914505
NORTHWESTERN CORP           Common equity
                            shares             668074305    34060    951725 SH       DEFINED 1,2,5,6,8        951725
MARKETAXESS HOLDINGS INC    Common equity
                            shares             57060D108    16846    559656 SH       DEFINED 1,2,6,8          559656
COPANO ENERGY LLC           Common equity
                            shares             217202100     3240     94724 SH       DEFINED 1,5               94724
NGP CAPITAL RESOURCES CO.   Common equity
                            shares             62912R107     3220    447376 SH       DEFINED 1,2              447376
ORMAT TECHNOLOGIES INC      Common equity
                            shares             686688102     6686    370747 SH       DEFINED 1,2,6,8          370747
SPDR GOLD SHARES TRUST      Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78463V107    66692    438796 SH       DEFINED 1,2,10           438796
MONOLITHIC POWER SYSTEMS
  INC                       Common Stock       609839105    10066    667780 SH       DEFINED 1,2,6,8          667780
REXAHN PHARMACEUTICALS INC  Common equity
                            shares             761640101       14     36000 SH       DEFINED 1                 36000
HOME FEDERAL BANCORP INC    Common equity
                            shares             43710G105     3073    295501 SH       DEFINED 1,2,5            295501
SYMMETRY MEDICAL INC        Common equity
                            shares             871546206     5654    707680 SH       DEFINED 1,2,6,8          707680
BILL BARRETT CORP           Common equity
                            shares             06846N104    64404   1890298 SH       DEFINED 1,2,5,6,8,12    1890298
MARKET LEADER INC           Common equity
                            shares             57056R103       38     14100 SH       DEFINED 1                 14100
BLUELINX HOLDINGS INC       Common equity
                            shares             09624H109       69     46482 SH       DEFINED 1                 46482
GREAT WOLF RESORTS INC      Common equity
                            shares             391523107       64     22586 SH       DEFINED 1                 22586
KNOLL INC                   Common equity
                            shares             498904200    14211    957016 SH       DEFINED 1,2,6,8          957016
LAS VEGAS SANDS CORP        Common equity
                            shares             517834107   256202   5995860 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5995860
ADVANCE AMER CASH ADVANCE   Common equity
  CT                        shares             00739W107     9917   1107992 SH       DEFINED 1,2,6,8         1107992
INTERLINE BRANDS INC        Common equity
                            shares             458743101    10258    658743 SH       DEFINED 1,2,6,8          658743
MACQUARIE INFRASTRUCT CO    Closed end mutual
  LLC                       fund               55608B105      904     32312 SH       DEFINED 1,8               32312
HERBALIFE LTD               Common equity
                            shares             G4412G101   109858   2125966 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2125966
WARREN RESOURCES INC        Common Stock       93564A100     4805   1474119 SH       DEFINED 1,2,6           1474119
NAVIOS MARITIME HOLDINGS    Common equity
  INC                       shares             Y62196103       56     15693 SH       DEFINED 1                 15693
PHH CORP                    Common equity
                            shares             693320202    14167   1324015 SH       DEFINED 1,2,5,6,8       1324015
CELANESE CORP               Common equity
                            shares             150870103   128084   2893140 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2885015            8125
SEABRIGHT HOLDINGS INC      Common Stock       811656107     3264    427068 SH       DEFINED 1,2,8            427068
EDUCATION REALTY TRUST INC  Real Estate
                            Investment Trust   28140H104    29039   2838576 SH       DEFINED 1,2,3,6,8       2838576
GFI GROUP INC               Common Stock       361652209     5703   1383801 SH       DEFINED 1,2,8           1383801
DFC GLOBAL CORP             Common equity
                            shares             23324T107    15050    833142 SH       DEFINED 1,2,6,8          833142
NATIONAL INTERSTATE CORP    Common Stock       63654U100     3052    123701 SH       DEFINED 1,2              123701
W&T OFFSHORE INC            Common equity
                            shares             92922P106    26747   1261133 SH       DEFINED 1,2,6,8         1261133
DRYSHIPS INC                Common equity
                            shares             Y2109Q101      588    293884 SH       DEFINED 1,2,5,6          293884
AMERICAN REPROGRAPHICS CO   Common equity
                            shares             029263100     3172    690628 SH       DEFINED 1,2,6,8          690628
CORE MARK HOLDING CO INC    Common equity
                            shares             218681104     7683    193892 SH       DEFINED 1,2,8            193892
THRESHOLD PHARMACEUTICALS   Common equity
                            shares             885807206       30     23866 SH       DEFINED 1                 23866
WINDSTREAM CORP             Common Stock       97381W104   248782  21191398 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       21191398
PRESTIGE BRANDS HOLDINGS    Common equity
                            shares             74112D101    12133   1076392 SH       DEFINED 1,2,6,8         1076392
HUNTSMAN CORP               Common equity
                            shares             447011107    24074   2407605 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2407605
UNIVERSAL TRUCKLOAD         Common equity
  SERVICES                  shares             91388P105     2080    114572 SH       DEFINED 1,2              114572
ENTERPRISE BANCORP INC/MA   Common equity
                            shares             293668109     1210     84703 SH       DEFINED 1,2               84703
ALPHA NATURAL RESOURCES INC Common equity
                            shares             02076X102   195234   9556763 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9556763
REVETT MINERALS INC         Common equity
                            shares             76150520      1439    304853 SH       DEFINED 1,2              304853
WRIGHT EXPRESS CORP         Common equity
                            shares             98233Q105    48754    898270 SH       DEFINED 1,2,6,8          898270
DOLBY LABORATORIES INC      Common equity
                            shares             25659T107    27358    896806 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            896806
KEARNY FINANCIAL CORP       Common equity
                            shares             487169104     2787    293220 SH       DEFINED 1,2              293220
TRIANGLE PETROLEUM CORP     Common equity
                            shares             89600B201     3865    647442 SH       DEFINED 1,2,6            647442
BOFI HOLDING INC            Common Stock       05566U108     2530    155633 SH       DEFINED 1,2              155633
DIANA SHIPPING INC          Common equity
                            shares             Y2066G104      853    113943 SH       DEFINED 1,2,5,6          113943
FREIGHTCAR AMERICA INC      Common equity
                            shares             357023100     4819    230104 SH       DEFINED 1,2,8            230104
DEXCOM INC                  Common equity
                            shares             252131107    11848   1272408 SH       DEFINED 1,2,6,8         1272408
TELEPHONE & DATA SYS INC    Common equity
                            shares             879433860     2908    122103 SH       DEFINED 1,2              122103
VERIFONE SYSTEMS INC        Common equity
                            shares             92342Y109    80522   2266983 SH       DEFINED 1,2,5,6,8,12    2266983
MORNINGSTAR INC             Common equity
                            shares             617700109    16321    274484 SH       DEFINED 1,2,5,6,8        274484
SUMMER INFANT INC           Common equity
                            shares             865646103     1247    177334 SH       DEFINED 1,2              177334
LAZARD LTD                  Common equity
                            shares             G54050102    28057   1074722 SH       DEFINED 1,2,5,6         1074722
TEEKAY LNG PARTNERS LP      Limited
                            Partnership        Y8564M105     1306     39381 SH       DEFINED 1                 39381
ZUMIEZ INC                  Common equity
                            shares             989817101    18045    650088 SH       DEFINED 1,2,6,8          650088
XERIUM TECHNOLOGIES INC     Common equity
                            shares             98416J118     1006    153366 SH       DEFINED 1,2              153366
CITI TRENDS INC             Common equity
                            shares             17306X102     2582    293935 SH       DEFINED 1,2,6,8          293935
ROCKVILLE FINANCIAL INC     Common equity
                            shares             774188106     4871    469923 SH       DEFINED 1,2,5,8          469923
ISHARES MSCI BRAZIL (FREE)  Investments that
  INDEX FUND                contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286400     4035     70300 SH       DEFINED 1                 70300
ISHARES MSCI CANADA INDEX   Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286509    41379   1555600 SH       DEFINED 2               1555600
ISHARES MSCI UNITED         Investments that
  KINGDOM INDEX FUND        contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286699     9227    570994 SH       DEFINED 1                570994
ISHARES MSCI TAIWAN INDEX   Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286731    33251   2839439 SH       DEFINED 1,6             2839439
ISHARES MSCI KOREA INDEX    Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286772     1121     21441 SH       DEFINED 6                 21441
ISHARES MSCI MALAYSIA       Investments that
  INDEX FUND                contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286830      151     11277 SH       DEFINED 6                 11277
ISHARES BARCLAYS TIPS BOND  Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287176   119417   1023370 SH       DEFINED 1,2             1023370
ISHARES BARCLAYS AGGREGATE  Investments that
  BOND FUND                 contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287226     1243     11278 SH       DEFINED 1                 11278
ISHARES MSCI EMERGING       Investments that
  MARKETS INDEX FUND        contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287234    16537    435872 SH       DEFINED 1                435872
ISHARES IBOXX $ INVESTOP    Investments that
   INVESTMENT GRADE BOND    contain a pool of
   FUND                     securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287242   140883   1238425 SH       DEFINED 2               1238425
ISHARES MSCI EAFE INDEX     Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287465   351424   7095182 SH       DEFINED 1,2,5,6         7095182
ISHARES RUSSELL 2000 INDEX  Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287655    13545    183811 SH       DEFINED 1,17             170305           13506
ISHARES RUSSELL 3000 INDEX  Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464287689      860     11589 SH       DEFINED 1                 11589
SPDR S&P MIDCAP 400 ETF
  TRUST                     USA: Common Stock  78467Y107    34478    216112 SH       DEFINED 1,2,17           214242            1870
ENERGY SELECT SECTOR SPDR
  FUND                      USA: Common Stock  81369Y506     3726     53903 SH       DEFINED 2                 53903
UTILITIES SELECT SECTOR
  SPDR FUND                 USA: Common Stock  81369Y886     1459     40554 SH       DEFINED 6                 40554


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
STREETTRACKS EURO STOXX 50  Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78463X202     9071    307390 SH       DEFINED 10               307390
SPDR DJ WILSHIRE REIT ETF   USA: Common Stock  78464A607    13926    216251 SH       DEFINED 1,2,8            216251
  VANGUARD ETF REIT         Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922908553   138466   2387325 SH       DEFINED 1,2             2387325
ISHARES GOLD TRUST          Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464285105     6544    429635 SH       DEFINED 1,2              429635
VANGUARD ETF EMERGING       Investments that
  MARKETS                   contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922042858   227346   5949935 SH       DEFINED 1,2,10,18       5949935
VANGUARD ETF PACIFIC        Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922042866      311      6568 SH       DEFINED 1                  6568
VANGUARD ETF EUROPEAN       Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922042874      303      7280 SH       DEFINED 1                  7280
CANADIAN NATURAL RESOURCES  Common equity
                            shares             136385101      271      7269 SH       DEFINED 1,8                7269
MINAS BUENAVENTURA SA       American
                            Depository Receipt 204448104   148353   3869380 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3869380
BRASKEM SA                  American
                            Depository Receipt 105532105     1387     98394 SH       DEFINED 1,2,4,6,10        98394
GRUPO FINANCIERO GALICIA SA American
                            Depository Receipt 399909100     5765    972075 SH       DEFINED 4,5              972075
INFOSYS LTD                 American
                            Depository Receipt 456788108    90556   1762505 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10              1762505
KEPCO-KOREA ELEC POWER CORP American
                            Depository Receipt 500631106     2098    191003 SH       DEFINED 1,2,6            191003
POSCO                       American
                            Depository Receipt 693483109    13747    167444 SH       DEFINED 1,2,4,6,18       167444
RYANAIR HOLDINGS PLC        American
                            Depository Receipt 783513104     6273    225210 SH       DEFINED 1,2,5,6          216343            8867
SAP AG                      American
                            Depository Receipt 803054204     4321     81602 SH       DEFINED 1,2,5             81602
TAIWAN SEMICONDUCTOR MFG CO American
                            Depository Receipt 874039100    81985   6350717 SH       DEFINED 1,2,4,5,6,8,
                                                                                             18              6350717
CREDICORP LTD               Common equity
                            shares             G2519Y108   159404   1456143 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1456143
INDOSAT TBK                 American
                            Depository Receipt 744383100      462     14661 SH       DEFINED 1,2,6             14661
THOMSON-REUTERS CORP        Common equity
                            shares             884903105    81319   3049175 SH       DEFINED 1,2,5,6,17      3049175
CHUNGHWA TELECOM LTD        American
                            Depository Receipt 17133Q502    11706    351676 SH       DEFINED 1,2,6,12         351676
SHINHAN FINANCIAL GROUP LTD American
                            Depository Receipt 824596100     2009     29442 SH       DEFINED 1,2,6             29442
CTRIP.COM INTL LTD          American
                            Depository Receipt 22943F100    24693   1055268 SH       DEFINED 1,2,4,5,6       1055268
DIAMONDROCK HOSPITALITY CO  Real Estate
                            Investment Trust   252784301    57578   5973053 SH       DEFINED 1,2,3,6,8       5973053
FRANKLIN STREET PROPERTIES  Real Estate
                            Investment Trust   35471R106    23757   2387267 SH       DEFINED 1,2,3,6,8       2387267
XENOPORT INC                Common Stock       98411C100     2696    707747 SH       DEFINED 1,2,5,6,8        707747
HERCULES TECH GROWTH CAP    Common equity
  INC                       shares             427096508     8590    909575 SH       DEFINED 1,2,6,8          909575
LHC GROUP INC               Common equity
                            shares             50187A107     4163    324608 SH       DEFINED 1,2,6,8          324608
SILICON GRAPHICS INTL CORP  Common equity
                            shares             82706L108     6972    608343 SH       DEFINED 1,2,6,8          608343
TREEHOUSE FOODS INC         Common equity
                            shares             89469A104    54208    829036 SH       DEFINED 1,2,5,6,8        829036
BUILDERS FIRSTSOURCE        Common equity
                            shares             12008R107     1792    877902 SH       DEFINED 1,2              877902
GLADSTONE INVESTMENT        Common equity
  CORP/DE                   shares             376546107     2568    353221 SH       DEFINED 1,2              353221
LINCOLN EDUCATIONAL
  SERVICES                  Common Stock       533535100     3488    441399 SH       DEFINED 1,2,6,8          441399
EAGLE BULK SHIPPING INC     Common equity
                            shares             Y2187A101     1112   1179521 SH       DEFINED 1,2             1179521
BANKFINANCIAL CORP          Common equity
                            shares             06643P104     2041    369818 SH       DEFINED 1,2,17           369818
KENEXA CORP                 Common equity
                            shares             488879107    13877    519666 SH       DEFINED 1,2,6,8          519666
DSW INC                     Common equity
                            shares             23334L102    15692    354899 SH       DEFINED 1,2,6,8,17       353232            1667
CIFC CORP                   Common Stock       12547R105      821    151781 SH       DEFINED 1,2              151781
NEUSTAR INC                 Common equity
                            shares             64126X201    49244   1441138 SH       DEFINED 1,2,5,6,8,12    1441138
SILICON MOTION TECH -ADR    American
                            Depository Receipt 82706C108     1414     69035 SH       DEFINED 2                 69035
WESTERN ALLIANCE BANCORP    Common equity
                            shares             957638109    12720   2042050 SH       DEFINED 1,2,6,8         2042050
DISCOVERY COMMUNICATIONS    Common equity
  INC                       shares             25470F104   347771   8488156 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8488156
GRAN TIERRA ENERGY INC      Common equity
                            shares             38500T101      151     31422 SH       DEFINED 1,6               31422
MEDICAL PROPERTIES TRUST    Real Estate
                            Investment Trust   58463J304    24779   2510382 SH       DEFINED 1,2,3,6,8       2510382
API TECHNOLOGIES CORP       Common Stock       00187E203       59     18600 SH       DEFINED 1                 18600
FOCUS MEDIA HOLDING LTD     American
                            Depository Receipt 34415V109    47154   2419413 SH       DEFINED 1,2,5,6         2419413
UNITED FINANCIAL BANCORP    Common equity
  INC                       shares             91030T109     5063    314672 SH       DEFINED 1,2,17           314672
EXPEDIA INC                 Common equity
                            shares             30212P303   106912   3684338 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3684338
DIAMOND FOODS INC           Common equity
                            shares             252603105    16470    510453 SH       DEFINED 1,2,6,8          510453
CONSOLIDATED COMM HLDGS INC Common Stock       209034107     9108    478082 SH       DEFINED 1,2,6,8,17       478082
HITTITE MICROWAVE CORP      Common equity
                            shares             43365Y104    35582    720540 SH       DEFINED 1,2,5,6,8        720540
MAIDENFORM BRANDS INC       Common equity
                            shares             560305104     9408    514381 SH       DEFINED 1,2,6,8          514381
GENCO SHIPPING & TRADING    Common equity
                            shares             Y2685T107     3896    576082 SH       DEFINED 1,2,5,6,8        576082
ITC HOLDINGS CORP           Common equity
                            shares             465685105    49320    649955 SH       DEFINED 1,2,5,6,8        649955
PIKE ELECTRIC CORP          Common equity
                            shares             721283109     2081    289654 SH       DEFINED 1,2,6            289654
ALON USA ENERGY INC         Common equity
                            shares             020520102     2119    243091 SH       DEFINED 1,2              243091
JAMBA INC                   Common equity
                            shares             47023A101     1244    948990 SH       DEFINED 1,2              948990
OMEGA FLEX INC              Common equity
                            shares             682095104      611     43620 SH       DEFINED 1,2               43620
MWI VETERINARY SUPPLY       Common equity
                            shares             55402X105    17478    263081 SH       DEFINED 1,2,6,8          263081
ADVANCED ANALOGIC TECH      Common equity
                            shares             00752J108     4479    775031 SH       DEFINED 1,2              775031
ATRICURE INC                Common equity
                            shares             04963C209     2395    215817 SH       DEFINED 1,2              215817
BAIDU INC -ADR              American
                            Depository Receipt 056752108    86537    743003 SH       DEFINED 1,2,4,5,6        743003
DRESSER-RAND GROUP INC      Common equity
                            shares             261608103    94055   1884413 SH       DEFINED 1,2,5,6,8,12    1884413
HOKU CORP                   Common equity
                            shares             434711107        7     13000 SH       DEFINED 1                 13000
RUTHS HOSPITALITY GROUP INC Common equity
                            shares             783332109     2908    585150 SH       DEFINED 1,2              585150
CHINA MEDICAL TECHNOLGS     American
  -ADR                      Depository Receipt 169483104      151     53426 SH       DEFINED 1,2,6             53426
RBC BEARINGS INC            Common equity
                            shares             75524B104    18442    442139 SH       DEFINED 1,2,6,8          442139
REDDY ICE HOLDINGS INC      Common equity
                            shares             75734R105        3     13277 SH       DEFINED 1                 13277
CF INDUSTRIES HOLDINGS INC  Common equity
                            shares             125269100   402335   2775250 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2772171            3079
HEARTLAND PAYMENT SYSTEMS   Common equity
                            shares             42235N108    19836    814243 SH       DEFINED 1,2,6,8          814243
HANDY & HARMAN LTD          Common equity
                            shares             410315105      820     82616 SH       DEFINED 1,2               82616
LORAL SPACE &               Common equity
  COMMUNICATIONS            shares             543881106    13326    205512 SH       DEFINED 1,2,6,8          205512
ROCKWOOD HOLDINGS INC       Common equity
                            shares             774415103    29791    756647 SH       DEFINED 1,2,5,6,8,17     756647
WILLIAMS PARTNERS LP        Limited
                            Partnership        96950F104     5699     95007 SH       DEFINED 1                 95007
ACCO BRANDS CORP            Common equity
                            shares             00081T108    11140   1154422 SH       DEFINED 1,2,6,8         1154422
LIBERTY GLOBAL INC          Common equity
                            shares             530555309    36293    918297 SH       DEFINED 1,2,5,8,10,
                                                                                             12,18            918297
KAPSTONE PAPER & PACKAGING  Common Stock       48562P103    13949    886376 SH       DEFINED 1,2,6,8          886376
AMERIPRISE FINANCIAL INC    Common equity
                            shares             03076C106   440588   8875596 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8875596
HSBC HLDGS PLC              Public preferred
                            instrument         404280604      959     40110 SH       DEFINED 2                 40110
IKANOS COMMUNICATIONS INC   Common equity
                            shares             45173E105       18     21937 SH       DEFINED 1                 21937
GLOBAL CASH ACCESS HOLDINGS Common equity
                            shares             378967103     5222   1173581 SH       DEFINED 1,2,8           1173581
SUNESIS PHARMACEUTICALS INC Common Stock       867328601      387    333022 SH       DEFINED 1,2              333022
ITURAN LOCATION & CONTROL   Common Stock       M6158M104      174     12738 SH       DEFINED 1                 12738
CARIBOU COFFEE CO           Common Stock       142042209     2996    214897 SH       DEFINED 1,2              214897
GENOMIC HEALTH INC          Common Stock       37244C101    10708    421686 SH       DEFINED 1,2,5,6,8        421686
GLOBAL PARTNERS LP          Limited
                            Partnership        37946R109      474     21656 SH       DEFINED 1                 21656
TALEO CORP                  Common Stock       87424N104    32842    848945 SH       DEFINED 1,2,6,8          848945
WEBMD HEALTH CORP           Common equity
                            shares             94770V102    30030    799709 SH       DEFINED 1,2,5,6,8        799709
SPORT CHALET INC            Common equity
                            shares             849163209       20     12500 SH       DEFINED 1                 12500
VISTAPRINT NV               Common equity
                            shares             N93540107    17453    570282 SH       DEFINED 1,2,5,6,8,17     570282


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
FIDELITY NATIONAL FINANCIAL Common equity
                            shares             31620R105   103825   6517588 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6517588
WATERSTONE FINANCIAL INC    Common equity
                            shares             941888109       30     15526 SH       DEFINED 1                 15526
PHARMATHENE INC             Common equity
                            shares             71714G102      649    510558 SH       DEFINED 1,2              510558
INVESTORS BANCORP INC       Common equity
                            shares             46146P102    16424   1218448 SH       DEFINED 1,2,6,8         1218448
TAL INTERNATIONAL GROUP INC Common equity
                            shares             874083108    12696    440880 SH       DEFINED 1,2,6,8          440880
DHT HOLDINGS INC            Common equity
                            shares             Y2065G105      933   1258493 SH       DEFINED 1,2             1258493
NCI INC                     Common equity
                            shares             62886K104     1703    146288 SH       DEFINED 1,2,6            146288
COGDELL SPENCER INC         Real Estate
                            Investment Trust   19238U107     3672    864958 SH       DEFINED 1,2,8            864958
HERCULES OFFSHORE INC       Common equity
                            shares             427093109    18969   4273448 SH       DEFINED 1,2,6,8         4273448
NXSTAGE MEDICAL INC         Common Stock       67072V103    15388    865441 SH       DEFINED 1,2,6,8          865441
MELA SCIENCES INC           Common equity
                            shares             55277R100       57     15486 SH       DEFINED 1                 15486
CBEYOND INC                 Common equity
                            shares             149847105     4530    566036 SH       DEFINED 1,2,5,6,8        566036
WEB.COM GROUP INC           Common Stock       94733A104     5639    492787 SH       DEFINED 1,2,6,8          492787
  BOARDWALK PIPELINE        Limited
PRTNRS-LP                   Partnership        096627104     2529     91400 SH       DEFINED 1                 91400
ZALICUS INC                 Common equity
                            shares             98887C105     1380   1141425 SH       DEFINED 1,2             1141425
IROBOT CORP                 Common Stock       462726100    30880   1034411 SH       DEFINED 1,2,6,8         1034411
CLEAR CHANNEL OUTDOOR HLDGS Common equity
                            shares             18451C109     6282    500586 SH       DEFINED 1,2,5,6,8        500586
IHS INC                     Common equity
                            shares             451734107    65457    759716 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            759716
SPDR S&P DIVIDEND ETF       Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78464A763   271325   5036665 SH       DEFINED 2               5036665
INTERCONTINENTALEXCHANGE    Common equity
  INC                       shares             45865V100   328747   2727073 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2727073
SUNPOWER CORP               Common equity
                            shares             867652406     7043   1130062 SH       DEFINED 1,2,5,6,8,10    1130062
AMERISAFE INC               Common equity
                            shares             03071H100     8302    357037 SH       DEFINED 1,2,8            357037
UNDER ARMOUR INC            Common equity
                            shares             904311107    62842    875302 SH       DEFINED 1,2,5,6,8,12     875302
BROOKDALE SENIOR LIVING INC Common equity
                            shares             112463104    17902   1029596 SH       DEFINED 1,2,5,6,8       1029596
UNION DRILLING INC          Common equity
                            shares             90653P105     1921    308073 SH       DEFINED 1,2              308073
UR ENERGY INC               Common equity
                            shares             91688R108     1231   1434926 SH       DEFINED 1,2             1434926
DCP MIDSTREAM PARTNERS LP   Limited
                            Partnership        23311P100     2023     42618 SH       DEFINED 1                 42618
VOCUS INC                   Common Stock       92858J108     7538    341179 SH       DEFINED 1,2,6,8          341179
VIACOM INC                  Common equity
                            shares             92553P201  1006221  22158551 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22158551
BASIC ENERGY SERVICES INC   Common equity
                            shares             06985P100    19531    991184 SH       DEFINED 1,2,6,8          991184
CYNOSURE INC                Common equity
                            shares             232577205     2374    201888 SH       DEFINED 1,2              201888
DEALERTRACK HOLDINGS INC    Common equity
                            shares             242309102    24139    885584 SH       DEFINED 1,2,6,8          885584
LIVE NATION ENTERTAINMENT   Common equity
                            shares             538034109    27747   3339450 SH       DEFINED 1,2,5,6,8       3339450
DELIAS INC                  Common equity
                            shares             246911101       29     28364 SH       DEFINED 1                 28364
SUNTECH POWER HOLDINGS -ADR American
                            Depository Receipt 86800C104     1135    513742 SH       DEFINED 1,2,6            513742
SOMAXON PHARMACEUTICALS INC Common Stock       834453102        9     20500 SH       DEFINED 1                 20500
COPA HOLDINGS SA            Common equity
                            shares             P31076105    34177    582368 SH       DEFINED 1,2,4,5,6,17     582368
URANIUM ENERGY CORP         Common equity
                            shares             916896103     4052   1324425 SH       DEFINED 1,2,6,8         1324425
LINN ENERGY LLC             Composition of
                            more than 1
                            security           536020100    15042    396794 SH       DEFINED 1,5,12           396794
WESTERN REFINING INC        Common equity
                            shares             959319104    26491   1992985 SH       DEFINED 1,2,5,6,8       1992985
AMERICAN RAILCAR INDS INC   Common equity
                            shares             02916P103     4324    180633 SH       DEFINED 1,2,6            180633
SMART BALANCE INC           Common Stock       83169Y108     6979   1302345 SH       DEFINED 1,2,6,8         1302345
CALUMET SPECIALTY PRODS -LP Limited
                            Partnership        131476103      599     29725 SH       DEFINED 1                 29725
CHIPOTLE MEXICAN GRILL INC  Common equity
                            shares             169656105   381262   1128839 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1128839
UNITED CONTINENTAL HLDGS
  INC                       Common Stock       910047109    77292   4095686 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        4095686
H&E EQUIPMENT SERVICES INC  Common equity
                            shares             404030108     6993    520987 SH       DEFINED 1,2,6            520987
REGENCY ENERGY PARTNERS LP  Limited
                            Partnership        75885Y107     3238    130248 SH       DEFINED 1                130248
KOPPERS HOLDINGS INC        Common equity
                            shares             50060P106    14983    436089 SH       DEFINED 1,2,6,8          436089
TERNIUM SA -ADR             American
                            Depository Receipt 880890108     4982    270905 SH       DEFINED 1,2,4,5          270905
CARDICA INC                 Common equity
                            shares             14141R101       23     10800 SH       DEFINED 1                 10800
ENERGY TRANSFER EQUITY LP   Limited
                            Partnership        29273V100     5715    140822 SH       DEFINED 1                140822
HEALTHSPRING INC            Common equity
                            shares             42224N101    76020   1393830 SH       DEFINED 1,2,6,8         1393830
POWERSHARES DB COMMODITY
  INDEX FUND                  USA: Common Stock  73935S105    18743    698331 SH       DEFINED 2                698331
RESOURCE CAPITAL CORP       Common equity
                            shares             76120W302     7280   1297136 SH       DEFINED 1,2,8           1297136
CROCS INC                   Common equity
                            shares             227046109    27703   1876054 SH       DEFINED 1,2,5,6,8       1876054
EXCO RESOURCES INC          Common equity
                            shares             269279402    29320   2806097 SH       DEFINED 1,2,5,6,8       2806097
ACORDA THERAPEUTICS INC     Common Stock       00484M106    31319   1313807 SH       DEFINED 1,2,5,6,8       1313807
ROSETTA RESOURCES INC       Common equity
                            shares             777779307    59919   1377460 SH       DEFINED 1,2,5,6,8       1377460
MORGANS HOTEL GROUP CO      Common equity
                            shares             61748W108     2462    417126 SH       DEFINED 1,2              417126
NORTHERN OIL & GAS INC      Common equity
                            shares             665531109    56129   2340828 SH       DEFINED 1,2,6,8,12      2340828
LIQUIDITY SERVICES INC      Common equity
                            shares             53635B107    15168    411047 SH       DEFINED 1,2,6,8,17       409137            1910
GRUPO AEROPORTUARIO DEL     American
  PACI                      Depository Receipt 400506101     1297     38431 SH       DEFINED 1,5,6             38431
AMERICAN APPAREL INC        Common equity
                            shares             023850100       13     17200 SH       DEFINED 1                 17200
ALEXZA PHARMACTCLS INC      Common equity
                            shares             015384100       26     31000 SH       DEFINED 1                 31000
NYSE EURONEXT               Common equity
                            shares             629491101   262052  10039781 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10039781
TAM SA                      American
                            Depository Receipt 87484D103     1312     67790 SH       DEFINED 1,2,4,6,10        67790
GREEN PLAINS RENEWABLE
  ENRGY                     Common Stock       393222104     4018    411710 SH       DEFINED 1,2              411710
TRANSDIGM GROUP INC         Common equity
                            shares             893641100    52795    551816 SH       DEFINED 1,2,5,6,8        551816
TIM HORTONS INC             Common equity
                            shares             88706M103     3917     80839 SH       DEFINED 1,5,8             80839
HIMAX TECHNOLOGIES INC      American
                            Depository Receipt 43289P106      570    567178 SH       DEFINED 1,2              567178
PORTLAND GENERAL ELECTRIC   Common equity
  CO                        shares             736508847    43176   1707050 SH       DEFINED 1,2,5,6,8,17    1707050
SEALY CORP                  Common equity
                            shares             812139301     1526    887108 SH       DEFINED 1,2,6            887108
TARGACEPT INC               Common Stock       87611R306     2896    519708 SH       DEFINED 1,2,6,8          519708
VANDA PHARMACEUTICALS INC   Common equity
                            shares             921659108     2697    566102 SH       DEFINED 1,2              566102
COMPLETE PRODUCTION         Common equity
  SERVICES                  shares             20453E109    60180   1793238 SH       DEFINED 1,2,5,6,8       1793238
BARCLAYS BK PLC             Public preferred
                            instrument         06739F390      690     37612 SH       DEFINED 2                 37612
DELEK US HOLDINGS INC       Common equity
                            shares             246647101     3815    334296 SH       DEFINED 1,2              334296
LIBERTY INTERACTIVE CORP    Common equity
                            shares             53071M104   181640  11201902 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11201902
LIBERTY MEDIA CAPITAL GROUP Common equity
                            shares             530322106   138495   1774473 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1774473
ALLIANCE HOLDINGS GP LP     Limited
                            Partnership        01861G100     1002     19273 SH       DEFINED 1                 19273
TRANSCEPT PHARMACEUTICALS   Common equity
                            shares             89354M106      595     75805 SH       DEFINED 1,2               75805
COMPASS DIVERSIFIED
  HOLDINGS                  Misc Equity        20451Q104     9256    746965 SH       DEFINED 1,2,6            746965
BIOMIMETIC THERAPEUTICS INC Common Stock       09064X101      895    315273 SH       DEFINED 1,2,5,6          315273
PENSON WORLDWIDE INC        Common equity
                            shares             709600100       24     20020 SH       DEFINED 1                 20020
MARKET VECTORS ETF GOLD     Exchange Traded
  MINERS                    Product            57060U100     1592     30950 SH       DEFINED 2                 30950
VONAGE HOLDINGS CORP        Common equity
                            shares             92886T201     7456   3043291 SH       DEFINED 1,2,6,8         3043291
MASTERCARD INC              Common equity
                            shares             57636Q104  1443833   3872729 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3872579             150
MUELLER WATER PRODUCTS INC  Common equity
                            shares             624758108     7507   3077503 SH       DEFINED 1,2,6,8         3077503
CTC MEDIA INC               Common equity
                            shares             12642X106      162     18330 SH       DEFINED 1,2               18330
ALPHATEC HOLDINGS INC       Common Stock       02081G102     1461    849309 SH       DEFINED 1,2,8            849309


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
TOWN SPORTS INTL HOLDINGS   Common equity
                            shares             89214A102     3225    438731 SH       DEFINED 1,2              438731
LOOPNET INC                 Common equity
                            shares             543524300     6396    349890 SH       DEFINED 1,2,6,8          349890
HOUSTON WIRE & CABLE CO     Common equity
                            shares             44244K109     4325    312978 SH       DEFINED 1,2              312978
KAISER ALUMINUM CORP        Common equity
                            shares             483007704    25804    562342 SH       DEFINED 1,2,5,6,8        562342
SYNCHRONOSS TECHNOLOGIES    Common Stock       87157B103    16380    542417 SH       DEFINED 1,2,6,8          542417
VOLCANO CORP                Common Stock       928645100    24304   1021729 SH       DEFINED 1,2,6,8         1021729
HOME BANCSHARES INC         Common equity
                            shares             436893200    15064    581326 SH       DEFINED 1,2,6,8          581326
SPDR S&P METALS & MINING    Investments that
  ETF                       contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78464A755     3772     77003 SH       DEFINED 2                 77003
PGT INC                     Common equity
                            shares             69336V101       23     20860 SH       DEFINED 1                 20860
CARDIOVASCULAR SYSTEMS INC  Common equity
                            shares             141619106     2234    226552 SH       DEFINED 1,2              226552
ROMA FINANCIAL CORP         Common equity
                            shares             77581P109     1400    142254 SH       DEFINED 1,2,17           142254
ALLIED WORLD ASSURANCE CO   Common equity
  AG                        shares             H01531104    31849    506075 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17            506075
NUSTAR GP HOLDINGS LLC      Composition of
                            more than 1
                            security           67059L102     1588     47756 SH       DEFINED 1                 47756
WYNDHAM WORLDWIDE CORP      Common equity
                            shares             98310W108   200237   5293344 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        5293344
ATLAS ENERGY LP             Limited
                            Partnership        04930A104     1378     56744 SH       DEFINED 1,6               56744
CLEVELAND BIOLABS INC       Common Stock       185860103      965    337724 SH       DEFINED 1,2              337724
ISHARES GSCI COMMODITY      Investments that
  INDEXED TRUST             contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          46428R107     1776     53881 SH       DEFINED 1,10              53881
CHART INDUSTRIES INC        Common equity
                            shares             16115Q308    34972    646810 SH       DEFINED 1,2,5,6,8        646810
GEOMET INC                  Common equity
                            shares             37250U201       15     16600 SH       DEFINED 1                 16600
OSIRIS THERAPEUTICS INC     Common equity
                            shares             68827R108     1558    291768 SH       DEFINED 1,2,6            291768
AIRCASTLE LTD               Common equity
                            shares             G0129K104    15171   1192834 SH       DEFINED 1,2,6,8         1192834
ASCENT SOLAR TECHNOLOGIES   Common equity
                            shares             043635101        5     12100 SH       DEFINED 1                 12100
EVERCORE PARTNERS INC       Common equity
                            shares             29977A105    10825    406596 SH       DEFINED 1,2,6,8          406596
VIASYSTEMS GROUP INC        Common equity
                            shares             92553H803      998     59080 SH       DEFINED 1,2               59080
HANESBRANDS INC             Common equity
                            shares             410345102    56330   2576998 SH       DEFINED 1,2,5,6,8,
                                                                                             12,19           2576998
INNERWORKINGS INC           Common equity
                            shares             45773Y105     4610    495282 SH       DEFINED 1,2,6            495282
NEW ORIENTAL ED & TECH      American
                            Depository Receipt 647581107    17942    746040 SH       DEFINED 1,2,6,18         746040
GOLD RESOURCE CORP          Common equity
                            shares             38068T105    11198    527035 SH       DEFINED 1,2,6,8          527035
WESTERN UNION CO            Common equity
                            shares             959802109   419799  22990514 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          22990514
RIVERBED TECHNOLOGY INC     Common equity
                            shares             768573107    78503   3340580 SH       DEFINED 1,2,5,6,8,12    3340580
TOWERSTREAM CORP            Common equity
                            shares             892000100     1376    655569 SH       DEFINED 1,2              655569
WARNER CHILCOTT PLC         Common equity
                            shares             G94368100    54906   3629086 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3629086
COMMVAULT SYSTEMS INC       Common equity
                            shares             204166102    43776   1024698 SH       DEFINED 1,2,5,6,8       1024698
MINDRAY MEDICAL INTL        American
                            Depository Receipt 602675100     2835    110574 SH       DEFINED 1,2,6            110574
EV ENERGY PARTNERS LP       Limited
                            Partnership        26926V107     2894     43920 SH       DEFINED 1                 43920
ICF INTERNATIONAL INC       Common equity
                            shares             44925C103     8758    353427 SH       DEFINED 1,2,6,8          353427
SHUTTERFLY INC              Common equity
                            shares             82568P304    20445    898332 SH       DEFINED 1,2,5,6,8        898332
FOX CHASE BANCORP INC       Common equity
                            shares             35137T108     2787    220700 SH       DEFINED 1,2              220700
VIEWPOINT FINANCIAL GROUP   Common equity
                            shares             92672A101     8369    643605 SH       DEFINED 1,2,6,8          643605
BREITBURN ENERGY PARTNERS   Limited
  LP                        Partnership        106776107     1342     70393 SH       DEFINED 1                 70393
OWENS CORNING               Common equity
                            shares             690742101    78463   2732091 SH       DEFINED 1,2,5,6,8,12    2732091
ARMSTRONG WORLD INDUSTRIES  Common equity
                            shares             04247X102    26106    595146 SH       DEFINED 1,2,5,6,8        595146
ACME PACKET INC             Common Stock       004764106    18322    592783 SH       DEFINED 1,2,5,6,8        592783
EHEALTH INC                 Common Stock       28238P109     6573    447026 SH       DEFINED 1,2,6,8          447026
SAIC INC                    Common equity
                            shares             78390X101   127635  10385276 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          10385276
ULTRAPETROL BAHAMAS LTD     Common equity
                            shares             P94398107     1084    363760 SH       DEFINED 1,2              363760
EXTERRAN PARTNERS LP        Limited
                            Partnership        30225N105      660     32731 SH       DEFINED 1                 32731
SUSSER HOLDINGS CORP        Common equity
                            shares             869233106     5043    222897 SH       DEFINED 1,2,6            222897
EXLSERVICE HOLDINGS INC     Common equity
                            shares             302081104     7019    313901 SH       DEFINED 1,2,6,8          313901
DOUGLAS EMMETT INC          Real Estate
                            Investment Trust   25960P109    55447   3039755 SH       DEFINED 1,2,3,5,6,8     3039755
CADENCE PHARMACEUTICALS INC Common equity
                            shares             12738T100     3015    763494 SH       DEFINED 1,2,6,8          763494
PRIMORIS SERVICES CORP      Common equity
                            shares             74164F103     7654    512869 SH       DEFINED 1,2,6,8          512869
ACHILLION PHARMACEUTICALS   Common equity
                            shares             00448Q201     6452    846356 SH       DEFINED 1,2,6            846356
ASSISTED LIVING CONCEPTS    Common equity
  INC                       shares             04544X300     5925    397869 SH       DEFINED 1,2,5,6,8        397869
HOME INNS & HOTELS MNGT     American
                            Depository Receipt 43713W107     2629    101871 SH       DEFINED 1,2,6            101871
GLOBALSTAR INC              Common equity
                            shares             378973408      670   1237835 SH       DEFINED 1,2             1237835
INNOPHOS HOLDINGS INC       Common Stock       45774N108    21067    433718 SH       DEFINED 1,2,6,8          433718
ORBCOMM INC                 Common equity
                            shares             68555P100     1458    488208 SH       DEFINED 1,2              488208
SYNERGY PHARMACEUTICALS INC Common Stock       871639308       79     22600 SH       DEFINED 1                 22600
KBW INC                     Common equity
                            shares             482423100    10991    724008 SH       DEFINED 1,2,6,8          724008
ONEBEACON INSURANCE GROUP   Common equity
                            shares             G67742109     7559    490997 SH       DEFINED 1,2,6,8          490997
CAPELLA EDUCATION CO        Common equity
                            shares             139594105    11433    317079 SH       DEFINED 1,2,6,8          317079
METABOLIX INC               Common equity
                            shares             591018809     2664    585678 SH       DEFINED 1,2,6,8          585678
SOLTA MEDICAL INC           Common Stock       83438K103     2901    923409 SH       DEFINED 1,2              923409
AMTRUST FINANCIAL SERVICES  Common equity
                            shares             032359309    11161    469957 SH       DEFINED 1,2,6,8          469957
SALLY BEAUTY HOLDINGS INC   Common equity
                            shares             79546E104    33674   1593880 SH       DEFINED 1,2,5,6,8       1593880
WINN-DIXIE STORES INC       Common equity
                            shares             974280307    21746   2318330 SH       DEFINED 1,2,5,6,8       2318330
EMERGENT BIOSOLUTIONS INC   Common equity
                            shares             29089Q105    11370    675191 SH       DEFINED 1,2,6,8          675191
HANSEN MEDICAL INC          Common equity
                            shares             411307101     1811    701578 SH       DEFINED 1,2              701578
HERTZ GLOBAL HOLDINGS INC   Common equity
                            shares             42805T105    45526   3884749 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3884749
KBR INC                     Common equity
                            shares             48242W106   128844   4622864 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4622864
FIRST SOLAR INC             Common equity
                            shares             336433107    74079   2194196 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2194196
VENOCO INC                  Common equity
                            shares             92275P307     3668    541626 SH       DEFINED 1,2,6,8          541626
SPIRIT AEROSYSTEMS HOLDINGS Common equity
                            shares             848574109    33974   1634793 SH       DEFINED 1,2,5,6,8       1634793
AERCAP HOLDINGS NV          Common equity
                            shares             N00985106     1168    103452 SH       DEFINED 1,2              103452
NETLIST INC                 Common equity
                            shares             64118P109       35     14000 SH       DEFINED 1                 14000
ALLEGIANT TRAVEL CO         Common equity
                            shares             01748X102    16220    304126 SH       DEFINED 1,2,6,8          304126
HEELYS INC                  Common Stock       42279M107       21     11200 SH       DEFINED 1                 11200
KOHLBERG CAPITAL CORP       Common equity
                            shares             500233101     1871    296817 SH       DEFINED 1,2              296817
DCT INDUSTRIAL TRUST INC    Real Estate
                            Investment Trust   233153105    40802   7968814 SH       DEFINED 1,2,3,6,8       7968814
GUIDANCE SOFTWARE INC       Common equity
                            shares             401692108     1454    224370 SH       DEFINED 1,2              224370
IPG PHOTONICS CORP          Common equity
                            shares             44980X109    10370    306158 SH       DEFINED 1,2,5,6,8        306158
CAL DIVE INTERNATIONAL INC  Common equity
                            shares             12802T101     4392   1952813 SH       DEFINED 1,2,5,6,8       1952813
NEWSTAR FINANCIAL INC       Common Stock       65251F105     5206    511834 SH       DEFINED 1,2,6,8          511834
OBAGI MEDICAL PRODUCTS INC  Common equity
                            shares             67423R108     3760    370579 SH       DEFINED 1,2,6            370579
SPECTRA ENERGY CORP         Common equity
                            shares             847560109   811668  26395621 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       26395621
TEEKAY OFFSHORE PARTNERS LP Limited
                            Partnership        Y8565J101     1178     44267 SH       DEFINED 1                 44267
AFFYMAX INC                 Common Stock       00826A109     3433    519187 SH       DEFINED 1,2,8            519187
ALTRA HOLDINGS INC          Common equity
                            shares             02208R106    10571    561462 SH       DEFINED 1,2,6,8          561462
CARROLS RESTAURANT GROUP    Common equity
  INC                       shares             14574X104     2433    210309 SH       DEFINED 1,2              210309


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
MELCO CROWN ENTMT LTD       Depository Receipt 585464100      407     42292 SH       DEFINED 1,5,6             42292
NEURALSTEM INC              Common equity
                            shares             64127R302       28     29000 SH       DEFINED 1                 29000
GREAT LAKES DREDGE & DOCK
  CP                        Common Stock       390607109     6973   1254332 SH       DEFINED 1,2,6,8         1254332
PROLOR BIOTECH INC          Common equity
                            shares             74344F106      160     37314 SH       DEFINED 1,6               37314
PARK STERLING CORP          Common equity
                            shares             70086Y105     1698    416018 SH       DEFINED 1,2              416018
ZION OIL & GAS INC          Common equity
                            shares             989696109      914    413961 SH       DEFINED 1,2,6            413961
TIME WARNER CABLE INC       Common Stock       88732J207   730443  11490412 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11490412
LEGACY RESERVES LP          Limited
                            Partnership        524707304     1285     45489 SH       DEFINED 1                 45489
AEROVIRONMENT INC           Common equity
                            shares             008073108    10422    331247 SH       DEFINED 1,2,6,8          331247
ORITANI FINANCIAL CORP      Common equity
                            shares             68633D103    13128   1028212 SH       DEFINED 1,2,6,8         1028212
OCULUS INNOVATIVE SCIENCES  Common equity
                            shares             67575P108       14     13800 SH       DEFINED 1                 13800
TRAVELCENTERS OF AMERICA    Common equity
  LLC                       shares             894174101       46     10729 SH       DEFINED 1,5               10729
EMPLOYERS HOLDINGS INC      Common equity
                            shares             292218104    13753    760417 SH       DEFINED 1,2,6,8          760417
HFF INC                     Common equity
                            shares             40418F108     5566    538808 SH       DEFINED 1,2,6,8          538808
CENTRAL GARDEN & PET CO     Common equity
                            shares             153527205     8685   1044399 SH       DEFINED 1,2,5,6,8       1044399
SYNTA PHARMACEUTICALS CORP  Private
                            company?no public
                            equity shares      87162T206     1718    368396 SH       DEFINED 1,2              368396
CELLCOM ISRAEL LTD          Common equity
                            shares             M2196U109     4884    288961 SH       DEFINED 1,2              288961
ACCURAY INC                 Common Stock       004397105     5024   1186894 SH       DEFINED 1,2,6,8         1186894
NATIONAL CINEMEDIA INC      Common Stock       635309107    13350   1076531 SH       DEFINED 1,2,6,8         1076531
FORTRESS INVESTMENT GRP LLC Common equity
                            shares             34958B106       67     19900 SH       DEFINED 1                 19900
OPTIMER PHARMACEUTICALS INC Common equity
                            shares             68401H104    21147   1727958 SH       DEFINED 1,2,6,8         1727958
TARGA RESOURCES PARTNERS LP Misc Equity        87611X105     3544     95060 SH       DEFINED 1                 95060
US AUTO PARTS NETWORK INC   Common equity
                            shares             90343C100     1006    230608 SH       DEFINED 1,2              230608
INFORMATION SERVICES GROUP  Common equity
                            shares             45675Y104       19     18200 SH       DEFINED 1                 18200
OPNEXT INC                  Common equity
                            shares             68375V105      583    721246 SH       DEFINED 1,2              721246
TRIANGLE CAPITAL CORP       Common equity
                            shares             895848109     7334    383567 SH       DEFINED 1,2,8            383567
COLEMAN CABLE INC           Common equity
                            shares             193459302     1009    115898 SH       DEFINED 1,2              115898
DOMTAR CORP                 Common equity
                            shares             257559203    70269    878757 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17            878757
CLEARWIRE CORP              Common equity
                            shares             18538Q105     3456   1781852 SH       DEFINED 1,2,5,6         1781852
SOURCEFIRE INC              Common Stock       83616T108    18622    575010 SH       DEFINED 1,2,6,8          575010
GAFISA SA                   American
                            Depository Receipt 362607301    11215   2437748 SH       DEFINED 1,2,6,18        2437748
BROADRIDGE FINANCIAL        Common equity
SOLUTNS                     shares             11133T103    69930   3100943 SH       DEFINED 1,2,5,6,8,12    3100943
GLU MOBILE INC              Common equity
                            shares             379890106     2492    793512 SH       DEFINED 1,2,6            793512
ARUBA NETWORKS INC          Common Stock       043176106    31918   1723184 SH       DEFINED 1,2,5,6,8       1723184
ESSEX RENTAL CORP           Common equity
                            shares             297187106      603    203852 SH       DEFINED 1,2              203852
GSI TECHNOLOGY INC          Common Stock       36241U106     1780    380442 SH       DEFINED 1,2              380442
SUPER MICRO COMPUTER INC    Common Stock       86800U104     7573    483074 SH       DEFINED 1,2,6,8          483074
FLAGSTONE REINSURANCE HLD   Common equity
  SA                        shares             L3466T104     8634   1041734 SH       DEFINED 1,2,6,8         1041734
ESSA BANCORP INC            Common equity
                            shares             29667D104     2481    237091 SH       DEFINED 1,2,17           237091
DIALOGIC INC                Common equity
                            shares             25250T100      231    192918 SH       DEFINED 1,2              192918
COMVERGE INC                Common equity
                            shares             205859101       22     17963 SH       DEFINED 1                 17963
METROPCS COMMUNICATIONS INC Common equity
                            shares             591708102   102504  11809090 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11809090
PENNANTPARK INVESTMENT CORP Common equity
                            shares             708062104     9446    936161 SH       DEFINED 1,2,6,8          936161
TFS FINANCIAL CORP          Common equity
                            shares             87240R107     8468    945394 SH       DEFINED 1,2,5,6,8,10     945394
CINEMARK HOLDINGS INC       Common equity
                            shares             17243V102    36483   1973248 SH       DEFINED 1,2,6,8         1973248
BARCLAYS IPATH MSCI INDIA   Investments that
  INDEX ETN                 contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          06739F291     6828    146450 SH       DEFINED 1,4              146450
BAXTER INTERNATIONAL INC    Common equity
                            shares             071813109  1177228  23792086 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       23792086
SPDR DJ INTERNATIONAL REAL
  ESTATE ETF                USA: Common Stock  78463X863    77771   2443316 SH       DEFINED 2               2443316
POWERSHARES DB AGRICULTURE  Exchange Traded
  FUND                      Product            73936B408      554     19175 SH       DEFINED 2                 19175
POWERSHARES DB GOLD FUND    Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          73936B606     2168     39825 SH       DEFINED 2                 39825
SPDR MSCI ACWI EX-US ETF    USA: Common Stock  78463X848     3014    106189 SH       DEFINED 1                106189
SPDR FTSE/MACQUARIE GLOBAL
  INFRASTRUCTURE 100 ETF    USA: Common Stock  78463X855     3450     87343 SH       DEFINED 5                 87343
  VANGUARD FTSE ALL-WORLD   Investments that
  EX-US ETF                 contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          922042775    33604    847519 SH       DEFINED 1                847519
SPDR S&P EMERGING MARKETS
  ETF                       USA: Common Stock  78463X509    10539    181082 SH       DEFINED 2,5,18           181082
VANGUARD TOTAL BOND MARKET  Investments that
  ETF                       contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          921937835   406698   4868300 SH       DEFINED 2               4868300
DELTA AIR LINES INC         Common equity
                            shares             247361702    96798  11965699 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11965699
EAGLE ROCK ENERGY PARTNRS   Limited
  LP                        Partnership        26985R104     1032     88576 SH       DEFINED 1                 88576
OREXIGEN THERAPEUTICS INC   Common equity
                            shares             686164104     1267    785928 SH       DEFINED 1,2,6            785928
PHARMASSET INC              Common Stock       71715N106   359316   2802793 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2802793
SPDR S&P INTERNATIONAL
  SMALL CAP ETF             USA: Common Stock  78463X871    74537   2962523 SH       DEFINED 2               2962523
SPDR S&P WORLD EX-US ETF    Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78463X889     6058    278029 SH       DEFINED 1,2              278029
BIDZ.COM INC                Common equity
                            shares             08883T200        4     10500 SH       DEFINED 1                 10500
CAVIUM INC                  Private
                            company?no public
                            equity shares      14964U108    31436   1105593 SH       DEFINED 1,2,5,6,8       1105593
INTERACTIVE BROKERS GROUP   Common equity
                            shares             45841N107    13226    885449 SH       DEFINED 1,2,5,6,8        885449
ALLIED NEVADA GOLD CORP     Common equity
                            shares             019344100    55061   1818493 SH       DEFINED 1,2,5,6,8       1818493
AECOM TECHNOLOGY CORP       Common equity
                            shares             00766T100    51017   2480286 SH       DEFINED 1,2,5,6,8,12    2480286
BIODEL INC                  Common equity
                            shares             09064M105        8     13300 SH       DEFINED 1                 13300
JMP GROUP INC               Common equity
                            shares             46629U107     1909    267134 SH       DEFINED 1,2              267134
SOLERA HOLDINGS INC         Common equity
                            shares             83421A104    69031   1549896 SH       DEFINED 1,2,5,6,8,12    1549896
CONTINENTAL RESOURCES INC   Common equity
                            shares             212015101    61061    915374 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18            915374
INSULET CORP                Common equity
                            shares             45784P101    16863    895637 SH       DEFINED 1,2,6,8          895637
SKILLED HEALTHCARE GROUP    Common equity
  INC                       shares             83066R107     2203    402932 SH       DEFINED 1,2,8            402932
CAI INTERNATIONAL INC       Common equity
                            shares             12477X106     3454    223426 SH       DEFINED 1,2              223426
TECHTARGET INC              Common equity
                            shares             87874R100     1014    172999 SH       DEFINED 1,2              172999
ENERNOC INC                 Common Stock       292764107     4448    408773 SH       DEFINED 1,2,6,8          408773
TRIMAS CORP                 Common Stock       896215209     9135    508882 SH       DEFINED 1,2,6,8          508882
B&G FOODS INC               Common equity
                            shares             05508R106    24953   1036676 SH       DEFINED 1,2,6,8         1036676
RSC HOLDINGS INC            Common equity
                            shares             74972L102    23851   1289287 SH       DEFINED 1,2,6,8         1289287
GREENLIGHT CAPITAL RE LTD   Common equity
                            shares             G4095J109    13036    550746 SH       DEFINED 1,2,6,8          550746
CLEAN ENERGY FUELS CORP     Common Stock       184499101    22295   1789452 SH       DEFINED 1,2,6,8         1789452
AMICUS THERAPEUTICS INC     Common equity
                            shares             03152W109      759    220748 SH       DEFINED 1,2              220748
JAZZ PHARMACEUTICALS INC    Common equity
                            shares             472147107    29420    761519 SH       DEFINED 1,2,6,8          761519
LDK SOLAR CO LTD            American
                            Depository Receipt 50183L107      416     99321 SH       DEFINED 1,2               99321
ENERGY XXI (BERMUDA)        Common equity
                            shares             G10082140    56006   1756714 SH       DEFINED 1,2,6,8         1756714
SWISHER HYGIENE INC         Common equity
                            shares             870808102     6002   1603968 SH       DEFINED 1,2,6,8         1603968
INFINERA CORP               Common Stock       45667G103    12640   2012664 SH       DEFINED 1,2,6,8         2012664
FBR & CO                    Common equity
                            shares             30247C301     1864    908476 SH       DEFINED 1,2,8            908476
LIMELIGHT NETWORKS INC      Common Stock       53261M104     3316   1120227 SH       DEFINED 1,2,6           1120227
VANTAGE DRILLING CO         Common equity
                            shares             G93205113     3394   2927681 SH       DEFINED 1,2,6           2927681
BIOFUEL ENERGY CORP         Common equity
                            shares             09064Y109       13     19000 SH       DEFINED 1                 19000


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
DISCOVER FINANCIAL SVCS INC Common equity
                            shares             254709108   489138  20380890 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          20380890
COVIDIEN PLC                Common equity
                            shares             G2554F113   780703  17344632 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       17344632
TE CONNECTIVITY LTD         Common equity
                            shares             H84989104   411984  13371445 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          13371445
STERLITE INDUSTRIES (INDIA) American
                            Depository Receipt 859737207     4796    692299 SH       DEFINED 1,2,5,6          692299
AUTHENTEC INC               Common equity
                            shares             052660107       70     21800 SH       DEFINED 1                 21800
BLACKROCK KELSO CAPITAL     Common equity
  CORP.                     shares             092533108    11764   1441645 SH       DEFINED 1,2,6,8         1441645
COMSCORE INC                Common Stock       20564W105    12962    611352 SH       DEFINED 1,2,6,8          611352
SPECTRA ENERGY PARTNERS LP  Limited
                            Partnership        84756N109     1244     38912 SH       DEFINED 1                 38912
BOISE INC                   Common equity
                            shares             09746Y105    15890   2231564 SH       DEFINED 1,2,6,8,17      2152964           78600
POLYPORE INTERNATIONAL INC  Common equity
                            shares             73179V103    18440    419158 SH       DEFINED 1,2,5,6,8        419158
PROS HOLDINGS INC           Common equity
                            shares             74346Y103     5518    370918 SH       DEFINED 1,2,6,8          370918
SHORETEL INC                Common Stock       825211105     5567    873097 SH       DEFINED 1,2,6,8          873097
BENEFICIAL MUTUAL BANCORP   Common equity
                            shares             08173R104     5234    625858 SH       DEFINED 1,2,6,8          625858
IPATH CBOE S&P 500          Investments that
BUYWRITE INDEX ETN          contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          06739F135     1138     22580 SH       DEFINED 5                 22580
SPDR BARCLAYS CAPITAL
  AGGREGATE BOND ETF        USA: Common Stock  78464A649    12298    212422 SH       DEFINED 2                212422
SPDR DB INTERNATIONAL       Investments that
  GOVERNMENT                contain a pool of
INFLATION-PROTECTED BOND    securities
  ETF                       representing a
                            specific index
                            and are built
                            like mutu          78464A490    23322    410888 SH       DEFINED 2                410888
WABCO HOLDINGS INC          Common equity
                            shares             92927K102    32829    756337 SH       DEFINED 1,2,5,6,8        756337
DICE HOLDINGS INC           Common equity
                            shares             253017107     7434    896060 SH       DEFINED 1,2,6,8          896060
ENCORE BANCSHARES INC       Common equity
                            shares             29255V201     1878    138947 SH       DEFINED 1,2              138947
PHARMERICA CORP             Common equity
                            shares             71714F104     9934    654254 SH       DEFINED 1,2,5,6,8        654254
HHGREGG INC                 Common equity
                            shares             42833L108     4714    326166 SH       DEFINED 1,2,6,8          326166
ORBITZ WORLDWIDE INC        Common equity
                            shares             68557K109     1529    406977 SH       DEFINED 1,2,6            406977
ZAGG INC                    Common equity
                            shares             98884U108     2577    364506 SH       DEFINED 1,2,6            364506
MONOTYPE IMAGING HOLDINGS   Common equity
                            shares             61022P100    13249    849812 SH       DEFINED 1,2,6,8          849812
REX ENERGY CORP             Common Stock       761565100    20182   1367091 SH       DEFINED 1,2,6,8         1367091
VALIDUS HOLDINGS LTD        Common equity
                            shares             G9319H102    38343   1217270 SH       DEFINED 1,2,5,6,8,18    1217270
LULULEMON ATHLETICA INC     Common equity
                            shares             550021109    27359    586253 SH       DEFINED 1,2,5,8,10,
                                                                                             12,18            586253
DOLAN CO                    Common equity
                            shares             25659P402     5628    660491 SH       DEFINED 1,2,6,8          660491
SUCAMPO PHARMACEUTICALS INC Common equity
                            shares             864909106      835    188810 SH       DEFINED 1,2              188810
GENPACT LTD                 Common equity
                            shares             G3922B107    86510   5786916 SH       DEFINED 1,2,5,6         5786916
CONCHO RESOURCES INC        Common equity
                            shares             20605P101   166512   1776089 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1776089
VIRTUSA CORP                Common Stock       92827P102     3943    272353 SH       DEFINED 1,2,6            272353
CRESTWOOD MIDSTREAM PTNRS   Limited
  LP                        Partnership        226372100      544     17125 SH       DEFINED 1                 17125
E-HOUSE CHINA HOLDINGS      American
  -ADR                      Depository Receipt 26852W103      407     95515 SH       DEFINED 1,2,6             95515
MASIMO CORP                 Common Stock       574795100    33231   1778456 SH       DEFINED 1,2,5,6,8,12    1778456
DEMANDTEC INC               Common equity
                            shares             24802R506     7388    561101 SH       DEFINED 1,2,6            561101
WUXI PHARMATECH             American
  (CAYMAN)-ADR              Depository Receipt 929352102     1844    167095 SH       DEFINED 1,2,6            167095
HORSEHEAD HOLDING CORP      Common equity
                            shares             440694305    14115   1566178 SH       DEFINED 1,2,6,8         1566178
MERCADOLIBRE INC            Common Stock       58733R102     1707     21475 SH       DEFINED 1,6,8             21475
VMWARE INC -CL A            Common equity
                            shares             928563402   116537   1400820 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1400820
SPDR BARCLAYS CAPITAL TIPS
  ETF                       USA: Common Stock  78464A656    35970    619954 SH       DEFINED 1,2              619954
CYBERDEFENDER CORP          Common equity
                            shares             23248L107        3     10200 SH       DEFINED 1                 10200
BARCLAYS BANK PLC           Public preferred
                            instrument         06739H776     1367     69137 SH       DEFINED 2                 69137
TERADATA CORP               Common equity
                            shares             88076W103   411832   8489686 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8489686
ATHENAHEALTH INC            Common Stock       04685W103    38092    775439 SH       DEFINED 1,2,5,6,8        775439
DUFF & PHELPS CORP          Common equity
                            shares             26433B107     7871    542994 SH       DEFINED 1,2,6,8          542994
CONSTANT CONTACT INC        Common Stock       210313102    13433    578804 SH       DEFINED 1,2,6,8          578804
MAIN STREET CAPITAL CORP    Common equity
                            shares             56035L104     8575    403741 SH       DEFINED 1,2,8            403741
MAP PHARMACEUTICALS INC     Common equity
                            shares             56509R108     4814    365541 SH       DEFINED 1,2,6,8          365541
RESOLUTE ENERGY CORP        Common Stock       76116A108    18104   1676453 SH       DEFINED 1,2,6,8         1676453
FIRST FINANCIAL NORTHWEST   Common equity
                            shares             32022K102       65     11000 SH       DEFINED 1                 11000
TEXTAINER GROUP HOLDINGS    Common equity
  LTD                       shares             G8766E109     6744    231548 SH       DEFINED 1,2              231548
ZEP INC                     Common equity
                            shares             98944B108     6341    453583 SH       DEFINED 1,2,6,8          453583
PATRIOT COAL CORP           Common equity
                            shares             70336T104    43894   5181581 SH       DEFINED 1,2,5,6,8,12    5181581
DUPONT FABROS TECHNOLOGY    Real Estate
  INC                       Investment Trust   26613Q106    47559   1963483 SH       DEFINED 1,2,3,6,8       1963483
CVR ENERGY INC              Common equity
                            shares             12662P108    49549   2645394 SH       DEFINED 1,2,5,6,8       2645394
VANGUARD NATURAL RESOURCES  Limited
                            Partnership        92205F106      919     33245 SH       DEFINED 1                 33245
AMERICAN DG ENERGY INC      Common equity
                            shares             025398108       27     18281 SH       DEFINED 1                 18281
PZENA INVESTMENT MANAGEMENT Common equity
                            shares             74731Q103      560    129963 SH       DEFINED 1,2              129963
ULTA SALON COSMETCS & FRAG  Common equity
                            shares             90384S303    38271    589633 SH       DEFINED 1,2,5,6,8        589633
RETAIL OPPORTUNITY INVTS CP REIT               76131N101    11917   1006567 SH       DEFINED 1,2,3,6,8       1006567
DELTEK INC                  Common equity
                            shares             24784L105     3666    372964 SH       DEFINED 1,2,6,8          372964
GIANT INTERACTIVE GROUP     American
  -ADR                      Depository Receipt 374511103     1016    249026 SH       DEFINED 1,2,6            249026
NANOSPHERE INC              Common equity
                            shares             63009F105       23     16200 SH       DEFINED 1                 16200
NEUTRAL TANDEM INC          Common Stock       64128B108     7062    660385 SH       DEFINED 1,2,6,8          660385
SANDRIDGE ENERGY INC        Common equity
                            shares             80007P307    48378   5928529 SH       DEFINED 1,2,5,6,8       5928529
APPROACH RESOURCES INC      Common Stock       03834A103    24802    843294 SH       DEFINED 1,2,6,8          843294
NORTHFIELD BANCORP INC      Common equity
                            shares             66611L105     4576    323295 SH       DEFINED 1,2,8            323295
AMERICAN PUBLIC EDUCATION   Common Stock       02913V103    16095    371880 SH       DEFINED 1,2,6,8          371880
ENSIGN GROUP INC            Common equity
                            shares             29358P101     8282    338029 SH       DEFINED 1,2,6,8          338029
LUMBER LIQUIDATORS HLDGS    Common equity
  INC                       shares             55003T107    21909   1240621 SH       DEFINED 1,2,6,8         1240621
ENERGYSOLUTIONS INC         Common equity
                            shares             292756202     4728   1529035 SH       DEFINED 1,2,6,8         1529035
ENTEROMEDICS INC            Common equity
                            shares             29365M208       23     13800 SH       DEFINED 1                 13800
MSCI INC                    Common equity
                            shares             55354G100    86602   2629770 SH       DEFINED 1,2,5,6,8,12    2629770
CHIMERA INVESTMENT CORP     Real Estate
                            Investment Trust   16934Q109    32287  12862484 SH       DEFINED 1,2,5,6,8      12862484
EL PASO PIPELINE PARTNERS   Limited
  LP                        Partnership        283702108     5549    160270 SH       DEFINED 1                160270
RUBICON TECHNOLOGY INC      Common Stock       78112T107     3149    335190 SH       DEFINED 1,2,6,8          335190
ISHARES MSCI BRIC INDEX     Investments that
  FUND                      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286657      807     22257 SH       DEFINED 6                 22257
HECKMANN CORP               Common Stock       422680108    12037   1809687 SH       DEFINED 1,2,6,8         1809687
SUCCESSFACTORS INC          Common Stock       864596101    67295   1687733 SH       DEFINED 1,2,5,6,8       1687733
STREAM GLOBAL SERVICES INC  Common equity
                            shares             86323M100      311     94162 SH       DEFINED 1,2               94162
INVESCO LTD                 American
                            Depository Receipt G491BT108   348694  17356812 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          17356812
BARCLAYS BANK PLC           Public preferred
                            instrument         06739H511     1219     57805 SH       DEFINED 2                 57805
SPDR BARCLAYS CAPITAL HIGH
  YIELD BOND ETF            USA: Common Stock  78464A417   344745   8966043 SH       DEFINED 1,2,5,10        8966043
SOLUTIA INC                 Common equity
                            shares             834376501    22347   1293147 SH       DEFINED 1,2,5,6,8       1293147
FEDERAL-MOGUL CORP          Common Stock       313549404     3391    230071 SH       DEFINED 1,2,6,8          230071
TITAN MACHINERY INC         Common Stock       88830R101     5573    256352 SH       DEFINED 1,2,6,8          256352
ENTROPIC COMMUNICATIONS INC Common Stock       29384R105     9052   1772068 SH       DEFINED 1,2,6,8         1772068
TRIPLE-S MANAGEMENT CORP    Common equity
                            shares             896749108    10144    506783 SH       DEFINED 1,2,8            506783
APPLIED MICRO CIRCUITS CORP Common equity
                            shares             03822W406     9149   1362070 SH       DEFINED 1,2,5,6,8       1362070


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
CARDTRONICS INC             Common equity
                            shares             14161H108    24444    903293 SH       DEFINED 1,2,6,8          903293
TWO HARBORS INVESTMENT CORP Common equity
                            shares             90187B101    28093   3040058 SH       DEFINED 1,2,6,8         3040058
FORESTAR GROUP INC          Common equity
                            shares             346233109    11538    762626 SH       DEFINED 1,2,5,6,8        762626
K12 INC                     Common Stock       48273U102     9152    509993 SH       DEFINED 1,2,6,8          509993
MEDASSETS INC               Common equity
                            shares             584045108     8315    898581 SH       DEFINED 1,2,6,8          898581
TEEKAY TANKERS LTD          Common equity
                            shares             Y8565N102     2280    647493 SH       DEFINED 1,2              647493
ORION ENERGY SYSTEMS INC    Common Stock       686275108       42     14500 SH       DEFINED 1                 14500
NETSUITE INC                Common equity
                            shares             64118Q107    21812    537914 SH       DEFINED 1,2,6,8          537914
ORION MARINE GROUP INC      Common Stock       68628V308     3495    525472 SH       DEFINED 1,2,8            525472
NATIONAL AMERN UNIV HLDG    Common equity
  INC                       shares             63245Q105      807    106633 SH       DEFINED 1,2              106633
ECHOSTAR CORP               Common equity
                            shares             278768106     9258    442155 SH       DEFINED 1,2,5,6,8        442155
CALPINE CORP                Common equity
                            shares             131347304    97484   5969344 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5969344
BROOKFIELD INFRS PTRS LP    Misc Equity        G16252101     4418    159469 SH       DEFINED 1,5,6            159469
A. H. BELO CORP             Common equity
                            shares             001282102     1502    315985 SH       DEFINED 1,2              315985
MERIDIAN INTERSTATE BANCORP Common equity
                            shares             58964Q104     1906    153007 SH       DEFINED 1,2              153007
SYNERGY RESOURCES CORP      Common equity
                            shares             87164P103       56     19900 SH       DEFINED 1                 19900
IPC THE HOSPITALIST CO INC  Common Stock       44984A105    15205    332588 SH       DEFINED 1,2,6,8          332588
CAPE BANCORP INC            Common equity
                            shares             139209100     1230    156575 SH       DEFINED 1,2              156575
DANA HOLDING CORP           Common equity
                            shares             235825205    45080   3710356 SH       DEFINED 1,2,5,6,8       3710356
MAKO SURGICAL CORP          Common equity
                            shares             560879108    15609    619298 SH       DEFINED 1,2,6,8          619298
HERITAGE-CRYSTAL CLEAN INC  Common equity
                            shares             42726M106     1062     64180 SH       DEFINED 1,2               64180
GALENA BIOPHARMA INC        Common equity
                            shares             363256108        5     10134 SH       DEFINED 1                 10134
PHILIP MORRIS INTERNATIONAL Common equity
                            shares             718172109  5872848  74832433 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       74832433
CARDIONET INC               Common equity
                            shares             14159L103     1079    454755 SH       DEFINED 1,2              454755
HILLENBRAND INC             Common equity
                            shares             431571108    34418   1542116 SH       DEFINED 1,2,5,6,8       1542116
VISA INC                    Common equity
                            shares             92826C839  1892124  18636101 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          18636101
1ST UNITED BANCORP INC      Common equity
                            shares             33740N105     2386    429640 SH       DEFINED 1,2              429640
IRIDIUM COMMUNICATIONS INC  Common equity
                            shares             46269C102     6013    780115 SH       DEFINED 1,2,8            780115
L & L ENERGY INC            Common equity
                            shares             50162D100      797    308396 SH       DEFINED 1,2              308396
ISHARES MSCI TURKEY         Investments that
  INVESTABLE MARKET INDEX   contain a pool of
  FUND                      securities
                            representing a
                            specific index
                            and are built
                            like mutu          464286715     1942     47200 SH       DEFINED 1                 47200
BARCLAYS BANK PLC           Public preferred
                            instrument         06739H362     2973    133447 SH       DEFINED 2                133447
INTREPID POTASH INC         Common equity
                            shares             46121Y102    26156   1155612 SH       DEFINED 1,2,5,6,8,12    1155612
AMERICAN WATER WORKS CO INC Common equity
                            shares             030420103   101671   3191174 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3191174
HATTERAS FINANCIAL CORP     Common equity
                            shares             41902R103    43436   1647302 SH       DEFINED 1,2,6,8         1647302
DR PEPPER SNAPPLE GROUP INC Common equity
                            shares             26138E109   341359   8646248 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        8644958            1290
PIONEER SOUTHWEST ENERGY    Limited
  -LP                       Partnership        72388B106      450     17190 SH       DEFINED 1                 17190
MAIDEN HOLDINGS LTD         Common equity
                            shares             G5753U112     9228   1053428 SH       DEFINED 1,2,8           1053428
COLFAX CORP                 Common equity
                            shares             194014106    13741    482552 SH       DEFINED 1,2,6,8          482552
WESTERN GAS PARTNERS LP     Limited
                            Partnership        958254104     2485     60220 SH       DEFINED 1                 60220
GUARANTY BANCORP            Common equity
                            shares             40075T102       62     42200 SH       DEFINED 1                 42200
INVERNESS MEDICAL           Public preferred
  INNOVATIONS               instrument         01449J20      2459     11505 SH       DEFINED 1,2               11505
SPDR DJ GLOBAL REAL ESTATE
  ETF                       USA: Common Stock  78463X749      578     16568 SH       DEFINED 5                 16568
AMERICAN CAPITAL AGENCY
  CORP                      REIT               02503X105    73961   2634115 SH       DEFINED 1,2,5,6,8       2634115
AMPIO PHARMACEUTICALS INC   Common Stock       03209T109     1293    302457 SH       DEFINED 1,2              302457
VERSO PAPER CORP            Common equity
                            shares             92531L108      202    208667 SH       DEFINED 1,2              208667
AIR TRANSPORT SERVICES      Common equity
  GROUP                     shares             00922R105     5323   1128208 SH       DEFINED 1,2             1128208
FIFTH STREET FINANCE CORP   Common equity
                            shares             31678A103    13590   1420136 SH       DEFINED 1,2,6,8         1420136
SCRIPPS NETWORKS            Common equity
  INTERACTIVE               shares             811065101   141652   3339436 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        3336836            2600
TW TELECOM INC              Common equity
                            shares             87311L104    68976   3559212 SH       DEFINED 1,2,5,6,8,12    3559212
LENDER PROCESSING SERVICES  Common equity
                            shares             52602E102    30570   2028637 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        2028637
ENERGY RECOVERY INC         Common Stock       29270J100     1920    743128 SH       DEFINED 1,2,6,8          743128
ACTIVISION BLIZZARD INC     Common equity
                            shares             00507V109   112033   9093630 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18        9093630
FUTUREFUEL CORP             Common equity
                            shares             36116M106     3573    287516 SH       DEFINED 1,2              287516
ACE LTD                     Common equity
                            shares             H0023R105   891502  12713954 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       12713954
JOHN BEAN TECHNOLOGIES      Common equity
                            shares             477839104     9932    646243 SH       DEFINED 1,2,5,6,8        646243
SPDR S&P INTERNATIONAL      Investments that
  UTILITIES SECTOR ETF      contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78463X632     1464     88697 SH       DEFINED 6                 88697
SPDR S&P INTERNATIONAL      Investments that
  ENERGY SECTOR ETF         contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          78463X715     2266     89750 SH       DEFINED 2                 89750
GT ADVANCED TECHNOLOGIES    Common equity
  INC                       shares             36191U106    21782   3008848 SH       DEFINED 1,2,6,8,17      3008848
SIRIUS XM RADIO INC         Common equity
                            shares             82967N108   102672  56414981 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,17,18       56375461           39520
RACKSPACE HOSTING INC       Common equity
                            shares             750086100    98240   2284014 SH       DEFINED 1,2,5,6,8,12    2284014
HSN INC                     Common equity
                            shares             404303109    54482   1502565 SH       DEFINED 1,2,5,6,8,12    1502565
INTERVAL LEISURE GROUP      Common equity
                            shares             46113M108    11826    869199 SH       DEFINED 1,2,6,8          869199
MYR GROUP INC               Common Stock       55405W104     7458    389912 SH       DEFINED 1,2,6,8          389912
IBIO INC                    Common Stock       451033104       11     13400 SH       DEFINED 1                 13400
SIGNET JEWELERS LTD         Common equity
                            shares             G81276100    88891   2022054 SH       DEFINED 1,2,5,6,12      2022054
REINSURANCE GROUP AMER INC  Common equity
                            shares             759351604    89835   1719391 SH       DEFINED 1,2,5,6,8,12    1719391
REVLON INC -CL A            Common equity
                            shares             761525609     3790    255161 SH       DEFINED 1,2,8,17         252661            2500
ASCENT CAPITAL GROUP INC    Common Stock       043632108    14223    280475 SH       DEFINED 1,2,6,8          280475
DISCOVERY COMMUNICATNS NEW  Common equity
                            shares             25470F302    36819    976522 SH       DEFINED 1,2,5,8,10,
                                                                                             12,17,18         974472            2050
ECOPETROL SA                American
                            Depository Receipt 279158109    26967    605762 SH       DEFINED 1,2,5,6,8,10     605762
POWERSHARES GLOBAL          Investments that
AGRICULTURE PORTFOLIO       contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          73936Q702     4644    172786 SH       DEFINED 2                172786
KB FINANCIAL GROUP          American
                            Depository Receipt 48241A105     3355    107098 SH       DEFINED 1,2,6            107098
MODUSLINK GLOBAL SOLUTIONS  Common equity
                            shares             60786L107     5230    968105 SH       DEFINED 1,2,8            968105
DIGIMARC CORP               Common equity
                            shares             25381B101     2766    115684 SH       DEFINED 1,2              115684
GRAND CANYON EDUCATION INC  Common Stock       38526M106     9187    575599 SH       DEFINED 1,2,6,8          575599
ELIZABETH ARDEN INC         Common equity
                            shares             28660G106    17809    480833 SH       DEFINED 1,2,6,8          480833
IAC/INTERACTIVECORP         Common equity
                            shares             44919P508    47875   1123908 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17,18        1122958             950
CLEARWATER PAPER CORP       Common Stock       18538R103    17363    487551 SH       DEFINED 1,2,6,8          487551
CRACKER BARREL OLD CTRY     Common equity
  STOR                      shares             22410J106    28216    559772 SH       DEFINED 1,2,5,6,8,17     559772
VIRTUS INVESTMENT PTNRS INC Common Stock       92828Q109     8032    105729 SH       DEFINED 1,2,6,8          105729
SAGA COMMUNICATIONS -CL A   Common Stock       786598300     1942     51980 SH       DEFINED 1,2               51980
MEAD JOHNSON NUTRITION CO   Common equity
                            shares             582839106   525998   7653068 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7653068
SPDR BARCLAYS CAPITAL       Investments that
  INTERMEDIATE TERM         contain a pool of
  CORPORATE BOND ETF        securities
                            representing a
                            specific index
                            and are built
                            like mutu          78464A375     6154    185304 SH       DEFINED 2                185304
IDT CORP                    Common Stock       448947507     3295    351353 SH       DEFINED 1,2,6,8          351353
HEARTWARE INTERNATIONAL INC Common equity
                            shares             422368100    15320    221971 SH       DEFINED 1,2,6,8          221971
ITAU UNIBANCO HLDG SA       American
                            Depository Receipt 465562106   124822   6725323 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18           6725323
BRIDGEPOINT EDUCATION INC   Common equity
                            shares             10807M105     7716    335400 SH       DEFINED 1,2,6,8          335400
ROSETTA STONE INC           Common Stock       777780107     1332    174483 SH       DEFINED 1,2,6            174483
SPDR BARCLAYS CAPITAL
CONVERTIBLE SECURITIES ETF  USA: Common Stock  78464A359     5391    149037 SH       DEFINED 1                149037
GOLDEN MINERALS CO          Common equity
                            shares             381119106     2392    411781 SH       DEFINED 1,2,6            411781


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
DIGITALGLOBE INC            Common equity
                            shares             25389M877    11603    678194 SH       DEFINED 1,2,6,8          678194
SOLARWINDS INC              Common equity
                            shares             83416B109    30386   1087267 SH       DEFINED 1,2,6,8         1087267
OPENTABLE INC               Common Stock       68372A104    19602    500973 SH       DEFINED 1,2,6,8          500973
  GOVERNMENT PPTYS INCOME   Real Estate
  TR                        Investment Trust   38376A103    16505    731864 SH       DEFINED 1,2,3,6,8        731864
CYS INVESTMENTS INC         Common equity
                            shares             12673A108    20164   1534414 SH       DEFINED 1,2,6,8         1534414
MYREXIS INC                 Common Stock       62856H107       89     33279 SH       DEFINED 1,5,6             33279
MEDIDATA SOLUTIONS INC      Common equity
                            shares             58471A105     8348    383878 SH       DEFINED 1,2,6,8          383878
INVESCO MORTGAGE CAPITAL    Common equity
  INC                       shares             46131B100    37613   2677023 SH       DEFINED 1,2,6,8         2677023
LOGMEIN INC                 Common equity
                            shares             54142L109    15724    407946 SH       DEFINED 1,2,6,8          407946
ALUFP 2.875 06/15/25        A U S issuer
                            issuing in U S
                            dollars  in the U
                            S capital market   549463AH      4818   5498000 SH       DEFINED 2               5498000
CSR PLC                     Common equity
                            shares             12640Y205     1233    107887 SH       DEFINED 1,2              107887
TERRITORIAL BANCORP INC     Common equity
                            shares             88145X108     4422    223761 SH       DEFINED 1,2,17           223761
GLOBE SPECIALTY METALS INC  Common equity
                            shares             37954N206    35648   2662427 SH       DEFINED 1,2,6,8         2662427
PENNYMAC MORTGAGE INVEST TR Closed end mutual
                            fund               70931T103     9776    588029 SH       DEFINED 1,2,6,8          588029
ALTISOURCE PORTFOLIO SOLTNS Common equity
                            shares             L0175J104      641     12766 SH       DEFINED 1,6,8             12766
AVAGO TECHNOLOGIES LTD      Common equity
                            shares             Y0486S104    83757   2901874 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2901874
CUMBERLAND PHARMACEUTICALS  Common equity
                            shares             230770109       80     14800 SH       DEFINED 1                 14800
STARWOOD PROPERTY TRUST INC Real Estate
                            Investment Trust   85571B105    35119   1897365 SH       DEFINED 1,2,6,8         1897365
CAREFUSION CORP             Common Stock       14170T101   213740   8411639 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           8411639
CREXUS INVESTMENT CORP      Real Estate
                            Investment Trust   226553105    13329   1284103 SH       DEFINED 1,2,6           1284103
SPECTRUM BRANDS HOLDINGS    Common equity
  INC                       shares             84763R101     8824    322022 SH       DEFINED 1,2,6            322022
A123 SYSTEMS INC            Common Stock       03739T108     2662   1652213 SH       DEFINED 1,2,6,8         1652213
APOLLO COMMERCIAL RE FIN    Real Estate
  INC                       Investment Trust   03762U105     5466    416277 SH       DEFINED 1,2,8            416277
ARTIO GLOBAL INVESTORS INC  Common equity
                            shares             04315B107     3703    759194 SH       DEFINED 1,2,8            759194
COLONY FINANCIAL INC        Common equity
                            shares             19624R106     9677    616028 SH       DEFINED 1,2,6,8          616028
VITACOST.COM INC            Common equity
                            shares             92847A200      111     17900 SH       DEFINED 1,6               17900
SELECT MEDICAL HOLDINGS     Common equity
  CORP                      shares             81619Q105     7280    858435 SH       DEFINED 1,2,8            858435
ECHO GLOBAL LOGISTICS INC   Common equity
                            shares             27875T101     2884    178435 SH       DEFINED 1,2,6            178435
EDUCATION MANAGEMENT CORP   Common equity
                            shares             28140M103    10737    383596 SH       DEFINED 1,2,6,8          383596
BANCO SANTANDER BRASIL -ADR Depository Receipt 05967A107     6721    825697 SH       DEFINED 1,2,4,5,6,8,
                                                                                             10,18            825697
VERISK ANALYTICS INC        Common equity
                            shares             92345Y106    81148   2022379 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2022379
MISTRAS GROUP INC           Common equity
                            shares             60649T107     6475    254069 SH       DEFINED 1,2,6,8          254069
OMEROS CORP                 Common equity
                            shares             682143102       52     13100 SH       DEFINED 1                 13100
RAILAMERICA INC             Common equity
                            shares             750753402     6170    414500 SH       DEFINED 1,2,6,8          414500
DOLE FOOD CO INC            Common equity
                            shares             256603101     6188    714977 SH       DEFINED 1,2,6,8          714977
VITAMIN SHOPPE INC          Common equity
                            shares             92849E101    26428    662509 SH       DEFINED 1,2,6,8          662509
ANCESTRY.COM INC            Common equity
                            shares             032803108    14104    614239 SH       DEFINED 1,2,6,8          614239
HYATT HOTELS CORP           Common equity
                            shares             448579102    19160    509011 SH       DEFINED 1,2,5,6          509011
STR HOLDINGS INC            Common equity
                            shares             78478V100     5151    625548 SH       DEFINED 1,2,6,8          625548
LEAR CORP                   Common equity
                            shares             521865204    52322   1314589 SH       DEFINED 1,2,5,6,8       1314589
DOLLAR GENERAL CORP         Common Stock       256677105    77986   1895563 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1895563
RUE21 INC                   Common equity
                            shares             781295100    12124    561336 SH       DEFINED 1,2,6,8          561336
BRASIL TELECOM SA           Depository Receipt 10553M200      173     27842 SH       DEFINED 1,2,10            27842
FORTINET INC                Common equity
                            shares             34959E109    28897   1324969 SH       DEFINED 1,2,5,6,8,17    1320285            4684
ARCHIPELAGO LEARNING INC    Common equity
                            shares             03956P102     1984    205066 SH       DEFINED 1,2,6            205066
CLOUD PEAK ENERGY INC       Common equity
                            shares             18911Q102    43615   2257514 SH       DEFINED 1,2,6,8,17      2257514
AOL INC                     Common equity
                            shares             00184X105    37375   2475046 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              2475046
CHARTER COMMUNICATIONS INC  Common equity
                            shares             16117M305    35559    624530 SH       DEFINED 1,2,5,6,12       624530
ALCOA INC                   USA: Bond          013817AT      5803   3770000 SH       DEFINED 2               3770000
AMGEN INC                   A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   031162AQ     16304  16233000 SH       DEFINED 2              16233000
AMYLIN PHARMACEUTICALS      USA: Bond          032346AF      3381   3820000 SH       DEFINED 2               3820000
ARCHER DANIELS              A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   039483AW      7550   7488000 SH       DEFINED 2               7488000
BOSTON PROPERTIES LP        USA: Bond          10112RAK      4826   4774000 SH       DEFINED 2               4774000
CHESAPEAKE ENERGY CORP      A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   165167BZ     14872  16673000 SH       DEFINED 2              16673000
CIENA CORP                  A U S issuer
                            issuing in U S
                            dollars  in the U
                            S capital market   171779AE      2105   2800000 SH       DEFINED 2               2800000
D.R. HORTON INC DHI         USA: Bond          23331ABB      3879   3319000 SH       DEFINED 2               3319000
  EMC CORP                  A U S  ssuer
                            issuing in U S
                            dollars in the U
                            S capital market   268648AM     16625  11558000 SH       DEFINED 2              11558000
GILEAD SCIENCES INC         A U S  issuer
                            issuing in U S
                            dollars in the U
                            S capital market   375558AH      4578   3947000 SH       DEFINED 2               3947000
HOLOGIC INC                 A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   436440AA      8022   8381000 SH       DEFINED 2               8381000
INTEL CORP                  A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   458140AD     11058  10594000 SH       DEFINED 2              10594000
L-3 COMMS HLDGS INC         USA: Bond          502413AW      4340   4474000 SH       DEFINED 2               4474000
LIBERTY MEDIA LLC           A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   530718AF      9207   8190000 SH       DEFINED 2               8190000
LIFEPOINT HOSPITALS INC     A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   53219LAH      3932   3829000 SH       DEFINED 2               3829000
LINEAR TECHNOLOGY CORP A    Any issuer
                            issuing in any
                            currency offered
                            in all markets
                            simultaneously     535678AC      5566   5430000 SH       DEFINED 2               5430000
MASSEY ENERGY CO            USA: Bond          576203AJ      4052   4352000 SH       DEFINED 2               4352000
MEDTRONIC INC               Any issuer
                            issuing in any
                            currency  offered
                            in all markets
                            simultaneously     585055AM     14758  14587000 SH       DEFINED 2              14587000
MICROCHIP TECHNOLOGY INC    USA: Bond          595017AB     10765   8020000 SH       DEFINED 2               8020000
MICRON TECHNOLOGY INC       A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   595112AH      5870   6073000 SH       DEFINED 2               6073000
MOLSON COORS BREWING CO     Common equity
                            shares             60871RAA      3567   3344000 SH       DEFINED 2               3344000
MYLAN INC                   USA: Bond          628530AG      4363   4320000 SH       DEFINED 2               4320000
NII HOLDINGS INC            Any issuer
                            issuing in any
                            currency  offered
                            in all markets
                            simultaneously     62913FAJ      7099   7045000 SH       DEFINED 2               7045000
NETAPP INC                  USA: Bond          64110DAB     10235   8114000 SH       DEFINED 2               8114000
NEWMONT MINING CORP         A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   651639AH      5625   4023000 SH       DEFINED 2               4023000
NEWMONT MINING CORP         USA: Bond          651639AJ      5473   3771000 SH       DEFINED 2               3771000
PEABODY ENERGY CORP         USA: Bond          704549AG      4794   4673000 SH       DEFINED 2               4673000
SANDISK CORP                A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   80004CAC      8238   8358000 SH       DEFINED 2               8358000
SUNTECH POWER HLDGS CO      Common equity
                            shares             86800CAE      1344   3370000 SH       DEFINED 2               3370000
SYMANTEC CORP               USA: Bond          871503AF      7236   6502000 SH       DEFINED 2               6502000
TEVA PHARM FINANCE LLC C    A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   88163VAE      3363   3250000 SH       DEFINED 2               3250000
TRANSOCEAN INC C            USA: Bond          893830AW     11288  11481000 SH       DEFINED 2              11481000
USEC INC                    Common equity
                            shares             90333EAC      1745   3825000 SH       DEFINED 2               3825000
US STEEL CORP               USA: Bond          912909AE      6183   5582000 SH       DEFINED 2               5582000
VERISIGN INC                A U S issuer
                            issuing in U S
                            dollars in the U
                            S capital market   92343EAD     10792   8948000 SH       DEFINED 2               8948000
WACHOVIA CORP               Public preferred
                            instrument         94974680     26785     25500 SH       DEFINED 1,2               25500
XILINX INC                  USA: Bond          983919AD      4946   4323000 SH       DEFINED 2               4323000
PEBBLEBROOK HOTEL TRUST     Common equity
                            shares             70509V100    19739   1029249 SH       DEFINED 1,2,3,6,8       1029249
CIT GROUP INC               Common equity
                            shares             125581801   159930   4586605 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4586605
KAR AUCTION SERVICES INC    Common equity
                            shares             48238T109     4047    299655 SH       DEFINED 1,2,6,8          299655
ALLIANCE DATA SYSTEMS CO
  144A                      USA: Bond          018581AD      7480   5426000 SH       DEFINED 2               5426000
BANK OF AMERICA CORP        USA: Bond          06050568     17811     22860 SH       DEFINED 1,2               22860


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
INTL GAME TECHNOLOGY 144A   USA: Bond          459902AQ      6578   5524000 SH       DEFINED 2               5524000
ARCELORMITTAL               USA: Bond          03938LAK      5934   5431000 SH       DEFINED 2               5431000
AES TRUST III               Preferred equity
                            shares             00808N20      3087     63878 SH       DEFINED 1,2               63878
LIBERTY MEDIA LLC           Common equity
                            shares             530715AR      3207   3961000 SH       DEFINED 2               3961000
SBA COMMUNICATIONS CORP
  144A                      USA: Bond          78388JAN      4119   3639000 SH       DEFINED 2               3639000
VALE CAPITAL II             USA: Bond          91912F30      5360     81766 SH       DEFINED 2                 81766
COBALT INTL ENERGY INC      Common equity
                            shares             19075F106    33404   2152115 SH       DEFINED 1,2,5,6,8       2152115
TEAM HEALTH HOLDINGS INC    Common equity
                            shares             87817A107    11205    507779 SH       DEFINED 1,2,6,8          507779
NAVISTAR INTL CORP          USA: Bond          63934EAL      4349   4022000 SH       DEFINED 2               4022000
NEWMONT MINING CORP         Common equity
                            shares             651639AK      4391   3317000 SH       DEFINED 2               3317000
KRATON PERFORMANCE POLYMERS Common equity
                            shares             50077C106    12481    615071 SH       DEFINED 1,2,6,8          615071
STATE BANK FINANCIAL CORP   Common equity
                            shares             856190103     8838    584905 SH       DEFINED 1,2,6,8          584905
SUPERMEDIA INC              Common equity
                            shares             868447103       43     16413 SH       DEFINED 1                 16413
WILLIS GROUP HOLDINGS PLC   Common equity
                            shares             G96666105    45424   1170661 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1170661
FORD MOTOR COMPANY          USA: Bond          345370CN      8419   5863000 SH       DEFINED 2               5863000
SCHWAB EMERGING MARKETS
  EQUITY ETF                Default            808524706      433     18962 SH       DEFINED 1                 18962
OCZ TECHNOLOGY GROUP INC    Common equity
                            shares             67086E303     5844    883979 SH       DEFINED 1,2,6,8          883979
OMNIAMERICAN BANCORP INC    Common equity
                            shares             68216R107     3224    205489 SH       DEFINED 1,2              205489
CHESAPEAKE LODGING TRUST    Common equity
                            shares             165240102     9607    621576 SH       DEFINED 1,2,3,6,8        621576
SYMETRA FINANCIAL CORP      Common equity
                            shares             87151Q106    11835   1304735 SH       DEFINED 1,2,6,8         1304735
MADISON SQUARE GARDEN CO    Common equity
                            shares             55826P100    18550    647636 SH       DEFINED 1,2,5,6,8,17     646076            1560
STERLITE INDS INDIA LTD
  NOTE 4.000%10/3           USA: Bond          859737AB      2696   3400000 SH       DEFINED 2               3400000
ATLANTIC POWER CORP         Composition of
                            more than 1
                            security           04878Q863    29141   2037794 SH       DEFINED 1,2,6           2037794
CAMBIUM LEARNING GROUP INC  Common equity
                            shares             13201A107      701    233191 SH       DEFINED 1,2              233191
NORTHWEST BANCSHARES INC    Common equity
                            shares             667340103    28112   2259882 SH       DEFINED 1,2,6,8,17      2259882
PILGRIM'S PRIDE CORP        Common equity
                            shares             72147K108     5179    898912 SH       DEFINED 1,2,6            898912
FIBERTOWER CORP             Common Stock       31567R209        6     28910 SH       DEFINED 1                 28910
OCEAN SHORE HOLDING CO      Common equity
                            shares             67501R103      112     10991 SH       DEFINED 1                 10991
ECOTALITY INC               Common equity
                            shares             27922Y202       13     11316 SH       DEFINED 1                 11316
ENSCO PLC -ADR              Common equity
                            shares             29358Q109     8993    191599 SH       DEFINED 1,2,5,6,17,19    190649             950
OVERLAND STORAGE INC        Common equity
                            shares             690310206       98     38673 SH       DEFINED 1,17               5816           32857
BIGLARI HOLDINGS INC        Common equity
                            shares             08986R101    12132     32950 SH       DEFINED 1,2,6,8           32950
SYCAMORE NETWORKS INC       Common equity
                            shares             871206405     6737    376466 SH       DEFINED 1,2,5,6,8        376466
TOWERS WATSON & CO          Common equity
                            shares             891894107    82504   1376529 SH       DEFINED 1,2,5,6,8,
                                                                                             12,17           1376529
DEX ONE CORP                Common equity
                            shares             25212W100       82     49570 SH       DEFINED 1                 49570
COWEN GROUP INC             Common equity
                            shares             223622101     3292   1270619 SH       DEFINED 1,2,8           1270619
TRANSWITCH CORP             Common equity
                            shares             894065309       40     12649 SH       DEFINED 1                 12649
CACI INTL INC -CL A         Common equity
                            shares             127190304    37638    673124 SH       DEFINED 1,2,5,6,8,17,
                                                                                             18               673124
PEABODY ENERGY CORP         Common equity
                            shares             704549104   372628  11254462 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11254462
NOMURA HOLDINGS INC         Common equity
                            shares             65535H208      122     41050 SH       DEFINED 1,2               41050
CHIQUITA BRANDS INTL INC    Common equity
                            shares             170032809     7408    888002 SH       DEFINED 1,2,6,8          888002
CITIGROUP INC               USA: Bond          17296741     18402    227971 SH       DEFINED 2                227971
NEWS CORP                   Common equity
                            shares             65248E203    50983   2804157 SH       DEFINED 1,2,5,8,10,
                                                                                             12,18           2804157
USA MOBILITY INC            Common equity
                            shares             90341G103     8893    641315 SH       DEFINED 1,2,5,6,8,17     641315
ARMOUR RESIDENTIAL REIT INC Common equity
                            shares             042315101    13249   1878833 SH       DEFINED 1,2,6,8         1878833
IRONWOOD PHARMACEUTICALS    Common equity
  INC                       shares             46333X108    13604   1136621 SH       DEFINED 1,2,6,8         1136621
SOLAR CAPITAL LTD           Common equity
                            shares             83413U100    15591    705870 SH       DEFINED 1,2,6,8          705870
BACTERIN INTL HOLDINGS INC  Common equity
                            shares             05644R101      778    270902 SH       DEFINED 1,2              270902
PIEDMONT OFFICE REALTY      Real Estate
  TRUST                     Investment Trust   720190206    67338   3951871 SH       DEFINED 1,2,3,5,6,8     3951871
TERRENO REALTY CORP         Real Estate
                            Investment Trust   88146M101     2339    154335 SH       DEFINED 1,2              154335
GENERAC HOLDINGS INC        Common equity
                            shares             368736104    13475    480896 SH       DEFINED 1,2,6,8,17       479116            1780
QUINSTREET INC              Common equity
                            shares             74874Q100     4485    478952 SH       DEFINED 1,2,6,8          478952
UNILIFE CORP                Common equity
                            shares             90478E103     3292   1054257 SH       DEFINED 1,2,6           1054257
ANTHERA PHARMACEUTCLS INC   Common equity
                            shares             03674U102     1906    310414 SH       DEFINED 1,2              310414
ACCURIDE CORP               Common equity
                            shares             00439T206     5313    746026 SH       DEFINED 1,2,8            746026
BALTIC TRADING LTD          Common equity
                            shares             Y0553W103     1323    278747 SH       DEFINED 1,2              278747
SENSATA TECHNOLOGIES HLDG   Common equity
  NV                        shares             N7902X106     1556     59255 SH       DEFINED 1,2,8,17          59249               6
AVEO PHARMACEUTICALS INC    Common equity
                            shares             053588109    12722    739721 SH       DEFINED 1,2,6,8          739721
SEMGROUP CORP               Common equity
                            shares             81663A105    21698    832706 SH       DEFINED 1,2,5,6,8        832706
FINANCIAL ENGINES INC       Common equity
                            shares             317485100    17584    787393 SH       DEFINED 1,2,6,8          787393
CALIX INC                   Common equity
                            shares             13100M509     4410    682014 SH       DEFINED 1,2,6,8          682014
FIRST INTERSTATE BANCSYSTEM Common equity
                            shares             32055Y201     3259    249983 SH       DEFINED 1,2              249983
MAXLINEAR INC               Common equity
                            shares             57776J100     1142    240321 SH       DEFINED 1,2,6            240321
MERU NETWORKS INC           Common equity
                            shares             59047Q103      569    137759 SH       DEFINED 1,2,6            137759
SS&C TECHNOLOGIES HLDGS INC Common equity
                            shares             78467J100     8309    460017 SH       DEFINED 1,2,6,8          460017
SCORPIO TANKERS INC         Common equity
                            shares             Y7542C106     1799    367758 SH       DEFINED 1,2              367758
ANNALY CAPITAL MGMT         USA: Bond          035710AA      4505   4051000 SH       DEFINED 2               4051000
VIRGIN MEDIA INC 144A       An issue in any
                            currency issued
                            on a private basis 92769LAB7     9103   6586000 SH       DEFINED 2               6586000
PRIMERICA INC               Preferred equity
                            shares             74164M108    15323    659246 SH       DEFINED 1,2,5,6,8        659246
METALS USA HOLDINGS CORP    Common equity
                            shares             59132A104     2229    198314 SH       DEFINED 1,2              198314
GOLUB CAPITAL BDC INC       Common equity
                            shares             38173M102     3081    198755 SH       DEFINED 1,2              198755
CHATHAM LODGING TRUST       Real Estate
                            Investment Trust   16208T102     2151    199713 SH       DEFINED 1,2              199713
VIMPELCOM LTD               Common equity
                            shares             92719A106     3556    375391 SH       DEFINED 1,2,6            375391
ALIMERA SCIENCES INC        Common equity
                            shares             016259103      186    148385 SH       DEFINED 1,2              148385
CODEXIS INC                 Common equity
                            shares             192005106     1918    361121 SH       DEFINED 1,2,6            361121
DYNAVOX INC                 Common equity
                            shares             26817F104      718    197492 SH       DEFINED 1,2              197492
GLOBAL GEOPHYSICAL SVCS INC Common equity
                            shares             37946S107     2326    345762 SH       DEFINED 1,2,6            345762
SPS COMMERCE INC            Common equity
                            shares             78463M107     3622    139562 SH       DEFINED 1,2              139562
THL CREDIT INC              Closed end mutual
                            fund               872438106     1580    129370 SH       DEFINED 1,2              129370
EXCEL TRUST INC             Real Estate
                            Investment Trust   30068C109     5925    493902 SH       DEFINED 1,2              493902
CONVIO INC                  Common equity
                            shares             21257W105     1542    139221 SH       DEFINED 1,2              139221
ALPHA AND OMEGA             Common equity
  SEMICONDUCTR              shares             G6331P104     1687    230669 SH       DEFINED 1,2              230669
DRYSHIPS INC                USA: Bond          262498AB      3233   4726000 SH       DEFINED 2               4726000
DOUGLAS DYNAMICS INC        Common equity
                            shares             25960R105     5014    343232 SH       DEFINED 1,2,8            343232
MECHEL OAO                  American
                            Depository Receipt 583840509       80     22855 SH       DEFINED 10                22855
SIX FLAGS ENTERTAINMENT     Common equity
  CORP                      shares             83001A102    39927    968246 SH       DEFINED 1,2,6,8          968246
NISKA GAS STORAGE PARTNERS  Composition of
                            more than 1
                            security           654678101      232     26052 SH       DEFINED 1                 26052
EXPRESS INC                 Common equity
                            shares             30219E103    29595   1483817 SH       DEFINED 1,2,6,8         1483817
ROADRUNNER TRANS SVCS HLDGS Common equity
                            shares             76973Q105     2237    158311 SH       DEFINED 1,2,6            158311
TELENAV INC                 Common equity
                            shares             879455103     2800    358469 SH       DEFINED 1,2,6            358469


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
NORANDA ALUMINUM HOLDING CP Common equity
                            shares             65542W107     6908    837351 SH       DEFINED 1,2,8            837351
MPG OFFICE TRUST INC        Real Estate
                            Investment Trust   553274101     1667    837448 SH       DEFINED 1,2,6            837448
SPANSION INC                Common equity
                            shares             84649R200     8171    987088 SH       DEFINED 1,2,6,8          987088
ACCRETIVE HEALTH INC        Common equity
                            shares             00438V103    17405    757415 SH       DEFINED 1,2,6,8          757415
REACHLOCAL INC              Common equity
                            shares             75525F104      951    154093 SH       DEFINED 1,2,6            154093
SPDR BARCLAYS CAPITAL
  INTERNATIONAL CORPORATE   Exchange Traded
  BOND ETF                  Product            78464A151     2578     81810 SH       DEFINED 1                 81810
FIRST AMERICAN FINANCIAL CP Common equity
                            shares             31847R102    44096   3480209 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              3480209
FURIEX PHARMACEUTICALS INC  Common Stock       36106P101     3345    200197 SH       DEFINED 1,2,5,6          200197
GENMARK DIAGNOSTICS INC     Common equity
                            shares             372309104       43     10500 SH       DEFINED 1                 10500
NORTEK INC                  Common equity
                            shares             656559309      207      7900 SH       DEFINED 1                  7900
CBOE HOLDINGS INC           Common equity
                            shares             12503M108    21792    842680 SH       DEFINED 1,2,5,6,8        842680
BROADSOFT INC               Common equity
                            shares             11133B409    12612    417831 SH       DEFINED 1,2,6,8          417831
QEP RESOURCES INC           Common equity
                            shares             74733V100   220210   7515675 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           7515675
HIGHER ONE HOLDINGS INC     Common equity
                            shares             42983D104    10798    585446 SH       DEFINED 1,2,6,8          585446
OASIS PETROLEUM INC         Common equity
                            shares             674215108    45735   1572022 SH       DEFINED 1,2,5,6,8       1572022
MOTRICITY INC               Common equity
                            shares             620107102      535    593153 SH       DEFINED 1,2,6            593153
VISHAY PRECISION GROUP INC  Common equity
                            shares             92835K103     4309    269651 SH       DEFINED 1,2,5,6,8        269651
HUDSON PACIFIC PPTYS INC    Common equity
                            shares             444097109     4980    351694 SH       DEFINED 1,2,8            351694
FABRINET                    Common equity
                            shares             G3323L100     4925    359823 SH       DEFINED 1,2,6,8          359823
TESLA MOTORS INC            Common equity
                            shares             88160R101    16590    580882 SH       DEFINED 1,2,5,6,8        580882
GOLDCORP INC 144A           USA: Bond          380956AB8     7353   5986000 SH       DEFINED 2               5986000
HARTFORD FINL SVCS GRP      USA: Bond          416515708     2662    141200 SH       DEFINED 2                141200
MYLAN INC 144A              USA: Bond          628530AJ6     6085   3480000 SH       DEFINED 2               3480000
PPL CORPORATION             USA: Bond          69351T601     8200    147474 SH       DEFINED 2                147474
SBA COMMUNICATIONS CORP     Common equity
  144A                      shares             78388JAM8     5488   3587000 SH       DEFINED 2               3587000
QUAD/GRAPHICS INC           Common equity
                            shares             747301109     6566    457742 SH       DEFINED 1,2,6            457742
BABCOCK & WILCOX CO         Common equity
                            shares             05615F102    42085   1743354 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12              1743354
QLIK TECHNOLOGIES INC       Common equity
                            shares             74733T105    33736   1394051 SH       DEFINED 1,2,5,6,8       1394051
REALD INC                   Common equity
                            shares             75604L105     5805    730906 SH       DEFINED 1,2,6,8          730906
CAMELOT INFO SYSTEMS        American
  INC-ADR                   Depository Receipt 13322V105      144     50446 SH       DEFINED 2                 50446
AMERESCO INC                Common equity
                            shares             02361E108     3876    282449 SH       DEFINED 1,2,6            282449
GREEN DOT CORP              Common equity
                            shares             39304D102     6191    198501 SH       DEFINED 1,2,6,8          198501
LYONDELLBASELL INDUSTRIES   Common equity
  NV                        shares             N53745100   167788   5164615 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           5164615
ENVESTNET INC               Common equity
                            shares             29404K106     3575    298947 SH       DEFINED 1,2,6            298947
MOLYCORP INC                Common equity
                            shares             608753109    32985   1375425 SH       DEFINED 1,2,5,6,8,17    1372389            3036
TRIUS THERAPEUTICS INC      Common equity
                            shares             89685K100      648     90505 SH       DEFINED 1,2               90505
GORDMANS STORES INC         Common equity
                            shares             38269P100     1025     81293 SH       DEFINED 1,2,6             81293
INTRALINKS HOLDINGS INC     Common equity
                            shares             46118H104     3575    573336 SH       DEFINED 1,2,6,8          573336
REALPAGE INC                Common equity
                            shares             75606N109    14564    576268 SH       DEFINED 1,2,6,8          576268
MARKET VECTORS INDIA        Exchange Traded
  SMALL-CAP INDEX ETF       Product            57060U563      960    110000 SH       DEFINED 1                110000
WHITESTONE REIT             Real Estate
                            Investment Trust   966084204     1182     99282 SH       DEFINED 1,2               99282
SPDR S&P GLOBAL NATURAL     Exchange Traded
  RESOURCES ETF             Product            78463X541    25425    518674 SH       DEFINED 2                518674
CORESITE REALTY CORP        Real Estate
                            Investment Trust   21870Q105     7584    425525 SH       DEFINED 1,2,6,8          425525
SCIQUEST INC                Common equity
                            shares             80908T101     2866    200977 SH       DEFINED 1,2,6            200977
VISTEON CORP                Common equity
                            shares             92839U206    29455    589655 SH       DEFINED 1,2,5,6,8        589655
AMYRIS INC                  Common equity
                            shares             03236M101     3508    304247 SH       DEFINED 1,2,6,8          304247
CAMPUS CREST COMMUNITIES    Real Estate
  INC                       Investment Trust   13466Y105     6236    620132 SH       DEFINED 1,2,3,6,8        620132
KEYW HOLDING CORP           Common equity
                            shares             493723100     2061    278334 SH       DEFINED 1,2,6            278334
SANDISK CORP                Common equity
                            shares             80004CAD      7600   6444000 SH       DEFINED 2               6444000
ANGLOGOLD HLDGS             USA: Bond          03512Q20      4700     98112 SH       DEFINED 2                 98112
BODY CENTRAL CORP           Common equity
                            shares             09689U102     5774    231541 SH       DEFINED 1,2,6            231541
TOWER INTERNATIONAL INC     Common equity
                            shares             891826109     1020     94968 SH       DEFINED 1,2,6             94968
NETSPEND HOLDINGS INC       Common equity
                            shares             64118V106     4716    581400 SH       DEFINED 1,2,6            581400
BRAVO BRIO RESTAURANT GP    Common equity
  INC                       shares             10567B109     5914    344910 SH       DEFINED 1,2,6,8          344910
VERA BRADLEY INC            Common equity
                            shares             92335C106    12129    376167 SH       DEFINED 1,2,6,8          376167
AEGERION PHARMACEUTICALS    Common equity
  INC                       shares             00767E102     2245    134107 SH       DEFINED 1,2,6            134107
CHEMTURA CORP               Common equity
                            shares             163893209    21189   1869069 SH       DEFINED 1,2,6,8         1869069
PACIFIC BIOSCIENCES OF      Common equity
  CALIF                     shares             69404D108     1583    565077 SH       DEFINED 1,2,6            565077
EXAMWORKS GROUP INC         Common equity
                            shares             30066A105     4459    470568 SH       DEFINED 1,2,6,8          470568
SEACUBE CONTAINER LEASING   Common equity
                            shares             G79978105     3333    225030 SH       DEFINED 1,2              225030
FRESH MARKET INC            Common equity
                            shares             35804H106    27522    689657 SH       DEFINED 1,2,6,8          689657
HOWARD HUGHES CORP          Common equity
                            shares             44267D107    13725    310598 SH       DEFINED 1,2,5,6,8        310598
PRIMO WATER CORP            Common equity
                            shares             74165N105      646    212820 SH       DEFINED 1,2              212820
SABRA HEALTH CARE REIT INC  Common equity
                            shares             78573L106     7973    659653 SH       DEFINED 1,2,5,6,8        659653
SUN HEALTHCARE GROUP INC    Common equity
                            shares             86677E100     1766    455335 SH       DEFINED 1,2,5,6          455335
COMPLETE GENOMICS INC       Common equity
                            shares             20454K104      436    148321 SH       DEFINED 1,2              148321
INPHI CORP                  Common equity
                            shares             45772F107     4045    338041 SH       DEFINED 1,2,6            338041
BOOZ ALLEN HAMILTON HLDG CP Common equity
                            shares             099502106     7084    410675 SH       DEFINED 1,2              410675
GENERAL MOTORS CO           Common equity
                            shares             37045V100   224720  11086285 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          11086285
LPL INVESTMENT HOLDINGS INC Common equity
                            shares             50213H100    10453    342449 SH       DEFINED 1,2,5,6,8        342449
AEROFLEX HOLDING CORP       Common equity
                            shares             007767106     3217    314424 SH       DEFINED 1,2              314424
ZOGENIX INC                 Common equity
                            shares             98978L105      430    191912 SH       DEFINED 1,2              191912
ANACOR PHARMACEUTICALS INC  Common equity
                            shares             032420101     1090    176021 SH       DEFINED 1,2              176021
APACHE CORP                 USA: Bond          037411808     8734    161000 SH       DEFINED 2                161000
GENERAL MOTORS              USA: Bond          37045V209    22379    657227 SH       DEFINED 2                657227
STANLEY BLACK & DECKER I    USA: Bond          854502309     5309     45632 SH       DEFINED 2                 45632
FXCM INC                    Common equity
                            shares             302693106     3123    320053 SH       DEFINED 1,2              320053
TARGA RESOURCES CORP        Common equity
                            shares             87612G101    15402    378561 SH       DEFINED 1,2,5,8          378561
FIRST REPUBLIC BANK         Investments that
                            contain a pool of
                            securities
                            representing a
                            specific index
                            and are built
                            like mutu          33616C100    36787   1201935 SH       DEFINED 1,2,5,6,17      1201935
ABITIBIBOWATER INC          Common equity
                            shares             003687209     9377    644534 SH       DEFINED 1,2,8,19         644534
FLEETCOR TECHNOLOGIES INC   Common equity
                            shares             339041105     4709    157529 SH       DEFINED 1,2,6,8          157529
GAIN CAPITAL HOLDINGS INC   Common equity
                            shares             36268W100      957    142974 SH       DEFINED 1,2              142974
RIGNET INC                  Common equity
                            shares             766582100     1460     87427 SH       DEFINED 1,2               87427
WALKER & DUNLOP INC         Common equity
                            shares             93148P102     1990    158326 SH       DEFINED 1,2              158326
QAD INC                     Common equity
                            shares             74727D306     1427    136045 SH       DEFINED 1,2              136045
SWIFT TRANSPORTATION CO     Common equity
                            shares             87074U101    12732   1545334 SH       DEFINED 1,2,6,8         1545334
FORTEGRA FINANCIAL CORP     Closed end mutual
                            fund               34954W104      443     66517 SH       DEFINED 1,2               66517
MOTOROLA MOBILITY HLDGS INC Common equity
                            shares             620097105   378599   9757592 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           9757592
AMERICAN ASSETS TRUST INC   Real Estate
                            Investment Trust   024013104    14206    692702 SH       DEFINED 1,2,3,6,8        692702
MEDLEY CAPITAL CORP         Common equity
                            shares             58503F106     1541    148318 SH       DEFINED 1,2              148318


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
FAIRPOINT COMMUNICATIONS    Common equity
  INC                       shares             305560302     1372    316357 SH       DEFINED 1,2              316357
DEMAND MEDIA INC            Miscellaneous      24802N109      888    133512 SH       DEFINED 1,2,6            133512
NIELSEN HOLDINGS NV         Common equity
                            shares             N63218106    39025   1314175 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           1314175
BANKUNITED INC              Common equity
                            shares             06652K103     6978    317369 SH       DEFINED 1,2,6,8          317369
EPOCRATES INC               Common equity
                            shares             29429D103      763     97540 SH       DEFINED 1,2               97540
NEOPHOTONICS CORP           Common equity
                            shares             64051T100      564    123027 SH       DEFINED 1,2              123027
PACIRA PHARMACEUTICALS INC  Common equity
                            shares             695127100      838     96927 SH       DEFINED 1,2               96927
TORNIER NV                  Common Stock       N87237108     2981    165770 SH       DEFINED 1,2,6            165770
BG MEDICINE INC             Common equity
                            shares             08861T107      251     53265 SH       DEFINED 1,2               53265
ENDOCYTE INC                Common equity
                            shares             29269A102      985    261385 SH       DEFINED 1,2,6            261385
MEDQUIST HOLDINGS INC       Common equity
                            shares             58506K102     5255    546244 SH       DEFINED 1,2,6            546244
CHESAPEAKE MIDSTREAM PRTNRS Limited
                            Partnership        16524K108      916     31596 SH       DEFINED 1                 31596
IMPERIAL HOLDINGS INC       Common equity
                            shares             452834104      527    280693 SH       DEFINED 1,2              280693
GEVO INC                    Common equity
                            shares             374396109      490     78115 SH       DEFINED 1,2               78115
QR ENERGY LP                Limited
                            Partnership        74734R108      488     24186 SH       DEFINED 1                 24186
SUMMIT HOTEL PROPERTIES INC Common equity
                            shares             866082100     4352    461072 SH       DEFINED 1,2,6            461072
FLUIDIGM CORP               Common equity
                            shares             34385P108     1229     93422 SH       DEFINED 1,2,6             93422
KINDER MORGAN INC           Common equity
                            shares             49456B101    74339   2310877 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2310877
SOLAR SENIOR CAPITAL LTD    Common equity
                            shares             83416M105     1748    111006 SH       DEFINED 1,2              111006
HCA HOLDINGS INC            Common equity
                            shares             40412C101    56383   2559362 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           2559362
CORNERSTONE ONDEMAND INC    Common equity
                            shares             21925Y103     3432    188137 SH       DEFINED 1,2,6            188137
HUNTINGTON INGALLS IND INC  Common equity
                            shares             446413106   144883   4631719 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           4631719
SERVICESOURCE INTL INC      Common equity
                            shares             81763U100     2802    178568 SH       DEFINED 1,2,6            178568
GNC HOLDINGS INC            Common equity
                            shares             36191G107    21347    737446 SH       DEFINED 1,2,6,8          737446
TMS INTERNATIONAL CORP      Common equity
                            shares             87261Q103     1893    191534 SH       DEFINED 1,2              191534
ZIPCAR INC                  Common equity
                            shares             98974X103     2343    174555 SH       DEFINED 1,2,6            174555
ELLIE MAE INC               Common equity
                            shares             28849P100      621    109584 SH       DEFINED 1,2              109584
STAG INDUSTRIAL INC         Real Estate
                            Investment Trust   85254J102     2659    231802 SH       DEFINED 1,2              231802
AIR LEASE CORP              Common equity
                            shares             00912X302     9151    385953 SH       DEFINED 1,2,6,8          385953
SAGENT PHARMACEUTICALS INC  Common equity
                            shares             786692103     2399    114030 SH       DEFINED 1,2,6            114030
RESPONSYS INC               Common equity
                            shares             761248103     1265    142119 SH       DEFINED 1,2              142119
FRANKLIN FINANCIAL CORP/VA  Common equity
                            shares             35353C102     2397    202377 SH       DEFINED 1,2              202377
BOINGO WIRELESS INC         Common equity
                            shares             09739C102      624     72554 SH       DEFINED 1,2               72554
RPX CORP                    Common equity
                            shares             74972G103     2180    172184 SH       DEFINED 1,2,6            172184
RENREN INC  -ADR            American
                            Depository Receipt 759892102      395    111169 SH       DEFINED 2                111169
THERMON GROUP HOLDINGS INC  Common equity
                            shares             88362T103     2545    144464 SH       DEFINED 1,2,6            144464
FRIENDFINDER NETWORKS INC   Common equity
                            shares             358453306       36     47920 SH       DEFINED 1,2               47920
RLJ LODGING TRUST           Common equity
                            shares             74965L101    12897    766257 SH       DEFINED 1,2,3,6,8        766257
KOSMOS ENERGY LTD           Common Stock       G5315B107     2914    237688 SH       DEFINED 1,2              237688
LINKEDIN CORP               Common equity
                            shares             53578A108    10257    162861 SH       DEFINED 1,2,6,8          162861
NEW MOUNTAIN FINANCE CORP   Common equity
                            shares             647551100     1332     99251 SH       DEFINED 1,2               99251
YANDEX NV                   Common equity
                            shares             N97284108     1078     54669 SH       DEFINED 1,2,4,5,18        54669
ACTIVE NETWORK INC          Common Stock       00506D100     2669    196200 SH       DEFINED 1,2,6            196200
LONE PINE RESOURCES INC     Common equity
                            shares             54222A106      511     72632 SH       DEFINED 1,5,6,8,10        72632
SPIRIT AIRLINES INC         Common equity
                            shares             848577102     4712    302048 SH       DEFINED 1,2,6            302048
FREESCALE SMCNDCTR HLD I
  LTD                       Common Stock       G3727Q101     5756    454875 SH       DEFINED 1,2,6,8          454875
SOLAZYME INC                Common Stock       83415T101     2105    176505 SH       DEFINED 1,2,6            176505
FUSION-IO INC               Common Stock       36112J107     3702    152816 SH       DEFINED 1,2,6,8          152816
PANDORA MEDIA INC           Common equity
                            shares             698354107     1402    140123 SH       DEFINED 1,2,6            140123
AMC NETWORKS INC            Common equity
                            shares             00164V103    47730   1270160 SH       DEFINED 1,2,5,6,8,12    1270160
BANKRATE INC                Common equity
                            shares             06647F102     8076    375617 SH       DEFINED 1,2,6            375617
FIDUS INVESTMENT CORP       Common equity
                            shares             316500107      273     20968 SH       DEFINED 1,2               20968
VANGUARD HEALTH SYSTEMS INC Common equity
                            shares             922036207     4782    467925 SH       DEFINED 1,2,6            467925
MARATHON PETROLEUM CORP     Common equity
                            shares             56585A102   473475  14222631 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18          14222631
KIOR INC                    Common equity
                            shares             497217109     1503    147745 SH       DEFINED 1,2              147745
HOMEAWAY INC                Common equity
                            shares             43739Q100     1244     53570 SH       DEFINED 1,2,5             53570
AG MORTGAGE INVESTMENT
  TRUST                     Miscellaneous      001228105     1786     88865 SH       DEFINED 1,2               88865
FIRST CONNECTICUT BANCORP   Common equity
                            shares             319850103     3941    302945 SH       DEFINED 1,2,6            302945
SKULLCANDY INC              Common equity
                            shares             83083J104     1395    111294 SH       DEFINED 1,2              111294
ZILLOW INC                  Common equity
                            shares             98954A107     1233     54863 SH       DEFINED 1,2               54863
SUNCOKE ENERGY INC          Common equity
                            shares             86722A103     1791    159927 SH       DEFINED 1,2              159927
APOLLO RESIDENTIAL MTG INC  Common equity
                            shares             03763V102     2162    141299 SH       DEFINED 1,2              141299
FRANCESCAS HOLDINGS CORP    Common equity
                            shares             351793104     2822    163137 SH       DEFINED 1,2              163137
DUNKIN' BRANDS GROUP INC    Common equity
                            shares             265504100     6643    266187 SH       DEFINED 1,2,5,6,8,17     264227            1960
TANGOE INC                  Common equity
                            shares             87582Y108     2360    153264 SH       DEFINED 1,2              153264
CHEFS' WAREHOUSE INC        Common equity
                            shares             163086101     2156    120754 SH       DEFINED 1,2              120754
HORIZON PHARMA INC          Common equity
                            shares             44047T109       81     20358 SH       DEFINED 1,2               20358
TEAVANA HOLDINGS INC        Common equity
                            shares             87819P102     2052    109199 SH       DEFINED 1,2              109199
WESCO AIRCRAFT HOLDINGS INC Common equity
                            shares             950814103     4803    343126 SH       DEFINED 1,2              343126
C&J ENERGY SERVICES INC     Common equity
                            shares             12467B304     4475    213772 SH       DEFINED 1,2,8            213772
AMERICAN CAPITAL MTG INV CP Common equity
                            shares             02504A104     1618     85880 SH       DEFINED 1,2               85880
CARBONITE INC               Common equity
                            shares             141337105      648     58236 SH       DEFINED 1,2               58236
FORTUNE BRANDS HOME & SECUR Common equity
                            shares             34964C106    55436   3255195 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           3255195
EXELIS INC                  Common equity
                            shares             30162A108    41062   4537292 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18           4537292
XYLEM INC                   Common equity
                            shares             98419M100   173246   6743499 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           6743499
UBIQUITI NETWORKS INC       Common equity
                            shares             90347A100     2971    163000 SH       DEFINED 1,2              163000
ZELTIQ AESTHETICS INC       Common equity
                            shares             98933Q108     1340    117866 SH       DEFINED 1,2              117866
LUMOS NETWORKS CORP         Common equity
                            shares             550283105     4749    309527 SH       DEFINED 1,2,6,8          309527
GENIE ENERGY LTD            Common equity
                            shares             372284208     2696    340043 SH       DEFINED 1,2,6,8          340043
PIMCO AUSTRALIA BOND INDEX  Common equity
  FUND                      shares             72201R742       40     39751 SH       DEFINED 17                    0           39751
GROUPON INC                 Common equity
                            shares             399473107     7493    363242 SH       DEFINED 1,2              363242
MARRIOTT VACATIONS          Common equity
  WORLDWIDE                 shares             57164Y107     6791    395925 SH       DEFINED 1,2,5,6,8,
                                                                                             12,18            395925
IMPERVA INC                 Common equity
                            shares             45321L100     2923     84052 SH       DEFINED 1,2               84052
PIMCO CANADA BOND INDEX     Common equity
  FUND                      shares             72201R759       51     51331 SH       DEFINED 17                    0           51331
NEWLINK GENETICS CORP       Common equity
                            shares             651511107      326     46184 SH       DEFINED 1,2               46184
CLOVIS ONCOLOGY INC         Common equity
                            shares             189464100     2301    163385 SH       DEFINED 1,2              163385
INVENSENSE INC              Common equity
                            shares             46123D205     1661    166732 SH       DEFINED 1,2              166732
NTELOS HOLDINGS CORP        Common equity
                            shares             67020Q305     6418    315217 SH       DEFINED 1,2,6,8          315217
ANGIE'S LIST INC            Common equity
                            shares             034754101     2927    181771 SH       DEFINED 1,2              181771
DELPHI AUTOMOTIVE PLC       Common equity
                            shares             G27823106      429     19900 SH       DEFINED 17                    0           19900


SSgA Confidential






                                                                   SHS/PRN  SH/ PUT/ DISCRE-                  SOLE   SHARED    NO
ISSUER                            CLASS          CUSIP    VALUE      VAL    PRN CALL  TION      MANAGERS     VOTING  VOTING  VOTING
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
INTERMOLECULAR INC          Common equity
                            shares             45882D109     1347    157022 SH       DEFINED 1,2              157022
MANNING & NAPIER INC        Common equity
                            shares             56382Q102     2784    222988 SH       DEFINED 1,2              222988
MATTRESS FIRM HOLDING CORP  Common equity
                            shares             57722W106     2308     99531 SH       DEFINED 1,2               99531
TRIPADVISOR INC  -SPN       Common equity
                            shares             896945201    83024   3293271 SH       DEFINED 1,2,5,6,8,10,
                                                                                             12,18           3293271
WPX ENERGY INC              Common equity
                            shares             98212B103      737     40564 SH       DEFINED 1                 40564
TOTAL MARKET
VALUE:565726448


SSgA Confidential