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 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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 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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 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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, 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