UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: June 30, 2009
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 August 10, 2009
------------------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
28-00096 Capital Guardian Trust Company
28-10372 Philadelphia International Advisors, L.P.
28-02924 Turner Investment Partners Inc. (Turner Investment Partners)
28-03570 AXA (Alliance Capital Management L.P.)
28-00115 T. Rowe Price Associates, Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
28-03459 Smith Asset Management Group L.P.
28-04557 Wellington Management Company LLP
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 3,869
Form 13F Information Table Value Total: 359,568,212 (thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
Form 13F
File
No. Number Name
--- ----------- ------------------------------------------------------------
1 28-00733 State Street Bank and Trust Company
2 28-11338 SSgA Funds Management, Inc.
3 28-11339 Tuckerman Group, LLC
4 28-11328 Rexiter Capital Management LTD
5 28-11326 State Street Global Advisors LTD
6 28-11327 State Street Global Advisors Ltd.
7 28-11329 State Street Banque, SA
8 28-11330 State Street Global Advisors, Australia
10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
12 28-11331 State Street Global Advisors Asia LTD
13 28-11334 State Street Global Advisors GmbH
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
1ST SOURCE CORP COM 33690110 5,999 347,358 SH DEFINED 1,2,5 347,358
3COM CORP COM 88553510 58,954 12,463,757 SH DEFINED 1,2,5,7,8 12,463,757
3-D SYS CORP DEL COM NEW 88554D20 1,605 222,610 SH DEFINED 1,2,6 222,610
3M CO COM 88579Y10 3,040,933 50,597,891 SH DEFINED 1,2,5,6,7,8,10,12,13 50,597,891
3PAR INC COM 88580F10 4,851 391,244 SH DEFINED 1,2,6 391,244
4 KIDS ENTMT INC COM 35086510 37 17,836 SH DEFINED 1 17,836
8X8 INC NEW COM 28291410 25 41,863 SH DEFINED 1 41,863
99 CENTS ONLY STORES COM 65440K10 15,449 1,137,611 SH DEFINED 1,2,5,6 1,137,611
A C MOORE ARTS & CRA COM 00086T10 72 19,251 SH DEFINED 1 19,251
A D C TELECOMMUNICAT COM NEW 00088630 22,127 2,779,820 SH DEFINED 1,2,5,6 2,779,820
A H BELO CORP COM CL A 00128210 76 77,996 SH DEFINED 1 77,996
AAON INC COM PAR $0 00036020 4,511 226,471 SH DEFINED 1,2,5,6 226,471
AAR CORP COM 00036110 11,190 697,194 SH DEFINED 1,2,5,6 697,194
AARONS INC COM 00253520 51,442 1,725,092 SH DEFINED 1,2,5,6,10 1,725,092
AASTROM BIOSCIENCES COM 00253U10 58 137,207 SH DEFINED 1 137,207
ABAXIS INC COM 00256710 6,912 336,509 SH DEFINED 1,2,6 336,509
ABB LTD SPONSORED 00037520 755 47,869 SH DEFINED 1 47,869
ABBOTT LABS COM 00282410 2,409,928 51,231,459 SH DEFINED 1,2,5,6,7,8,10,12,13 51,231,459
ABERCROMBIE & FITCH CL A 00289620 91,569 3,606,491 SH DEFINED 1,2,5,6,7,8,10,12,13 3,606,491
ABINGTON BANCORP INC COM 00350L10 2,628 330,092 SH DEFINED 1,2 330,092
ABIOMED INC COM 00365410 4,031 456,992 SH DEFINED 1,2,5,6 456,992
ABM INDS INC COM 00095710 22,938 1,269,371 SH DEFINED 1,2,5 1,269,371
ABOVENET INC COM 00374N10 6,652 82,138 SH DEFINED 1,2 82,138
ABRAXAS PETE CORP COM 00383010 75 78,618 SH DEFINED 1,2,5 78,618
ABRAXIS BIOSCIENCE I COM 00383Y10 2,638 71,579 SH DEFINED 1,2,5,6,10 71,579
ACACIA RESH CORP ACACIA TCH 00388130 3,023 384,152 SH DEFINED 1,2,5 384,152
ACADIA PHARMACEUTICA COM 00422510 82 37,560 SH DEFINED 1 37,560
ACADIA RLTY TR COM SH BEN 00423910 19,131 1,466,004 SH DEFINED 1,2,3,5,8 1,466,004
ACCELRYS INC COM 00430U10 1,769 299,313 SH DEFINED 1,2 299,313
ACCENTURE LTD BERMUD CL A G1150G11 284,695 8,508,531 SH DEFINED 1,2,5,6,7,8,10,12,13 8,508,531
ACCESS INTEGRATED TE CL A 00432910 30 30,102 SH DEFINED 1 30,102
ACCO BRANDS CORP COM 00081T10 2,352 833,970 SH DEFINED 1,2,5 833,970
ACCURAY INC COM 00439710 3,645 548,884 SH DEFINED 1,2,5,6 548,884
ACE LTD SHS H0023R10 80,728 1,825,190 SH DEFINED 1,2,5,6,7,8,10,12,13 1,825,190
ACETO CORP COM 00444610 2,227 333,893 SH DEFINED 1,2 333,893
ACI WORLDWIDE INC COM 00449810 14,793 1,059,644 SH DEFINED 1,2,5,6 1,059,644
ACME PACKET INC COM 00476410 4,981 492,186 SH DEFINED 1,2,5,6 492,186
ACORDA THERAPEUTICS COM 00484M10 38,172 1,354,080 SH DEFINED 1,2,5,6 1,354,080
ACTEL CORP COM 00493410 5,684 529,774 SH DEFINED 1,2,5,6 529,774
ACTIONS SEMICONDUCTO ADR 00507E10 188 98,253 SH DEFINED 2 98,253
ACTIVE POWER INC COM 00504W10 47 55,230 SH DEFINED 1 55,230
ACTIVIDENTITY CORP COM 00506P10 1,111 439,285 SH DEFINED 1,2 439,285
ACTIVISION BLIZZARD COM 00507V10 133,526 10,572,092 SH DEFINED 1,2,5,6,7,8,10,12,13 10,572,092
ACTUANT CORP CL A NEW 00508X20 12,443 1,019,923 SH DEFINED 1,2,5,6 1,019,923
ACTUATE CORP COM 00508B10 3,484 725,925 SH DEFINED 1,2,5 725,925
ACUITY BRANDS INC COM 00508Y10 19,526 696,102 SH DEFINED 1,2,5,6 696,102
ACURA PHARMACEUTICAL COM NEW 00509L70 529 88,445 SH DEFINED 1,2 88,445
ACXIOM CORP COM 00512510 23,209 2,628,412 SH DEFINED 1,2,5,6 2,628,412
ADAPTEC INC COM 00651F10 5,354 2,020,514 SH DEFINED 1,2,5 2,020,514
ADMINISTAFF INC COM 00709410 10,329 443,880 SH DEFINED 1,2,5,6 443,880
ADOBE SYS INC COM 00724F10 478,234 16,898,717 SH DEFINED 1,2,5,6,7,8,10,12,13 16,898,717
ADOLOR CORP COM 00724X10 1,390 789,915 SH DEFINED 1,2 789,915
ADTRAN INC COM 00738A10 34,585 1,610,855 SH DEFINED 1,2,5,6,7,8 1,610,855
ADVANCE AMER CASH AD COM 00739W10 3,767 850,236 SH DEFINED 1,2,5 850,236
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ADVANCE AUTO PARTS I COM 00751Y10 136,901 3,299,604 SH DEFINED 1,2,5,6,7,8,10,12,13 3,299,604
ADVANCED ANALOGIC TE COM 00752J10 2,690 586,026 SH DEFINED 1,2,5,6 586,026
ADVANCED BATTERY TEC COM 00752H10 2,767 686,721 SH DEFINED 1,2 686,721
ADVANCED ENERGY INDS COM 00797310 4,657 518,046 SH DEFINED 1,2,5,6 518,046
ADVANCED MICRO DEVIC NOTE 6.00 007903AL 891 1,900,000 SH DEFINED 1,2 1,900,000
ADVANCED MICRO DEVIC NOTE 5.75 007903AN 308 500,000 SH DEFINED 2 500,000
ADVANCED MICRO DEVIC COM 00790310 77,856 20,117,777 SH DEFINED 1,2,5,6,7,8,10,12,13 20,117,777
ADVANCED SEMICONDUCT SPONSORED 00756M40 1,378 464,073 SH DEFINED 1,6,8 464,073
ADVANTA CORP CL B 00794220 24 56,618 SH DEFINED 1,2 56,618
ADVENT SOFTWARE INC COM 00797410 12,800 390,373 SH DEFINED 1,2,5,6 390,373
ADVENTRX PHARMACEUTI COM 00764X10 9 63,059 SH DEFINED 1 63,059
ADVISORY BRD CO COM 00762W10 6,153 239,401 SH DEFINED 1,2,5,6 239,401
AECOM TECHNOLOGY COR COM 00766T10 59,732 1,866,624 SH DEFINED 1,2,5,6,7,8,10 1,866,624
AEGON N V NY REGISTR 00792410 315 51,126 SH DEFINED 1,2 51,126
AEP INDS INC COM 00103110 2,180 82,599 SH DEFINED 1,2 82,599
AERCAP HOLDINGS NV SHS N0098510 126 17,508 SH DEFINED 1,5 17,508
AEROPOSTALE COM 00786510 69,967 2,041,638 SH DEFINED 1,2,5,6,10 2,041,638
AEROVIRONMENT INC COM 00807310 5,873 190,308 SH DEFINED 1,2,5,6 190,308
AES CORP COM 00130H10 315,265 27,154,602 SH DEFINED 1,2,5,6,7,8,10,12,13 27,154,602
AETNA INC NEW COM 00817Y10 649,946 25,945,935 SH DEFINED 1,2,5,6,7,8,10,12,13 25,945,935
AFC ENTERPRISES INC COM 00104Q10 2,475 366,716 SH DEFINED 1,2,6,8 366,716
AFFILIATED COMPUTER CL A 00819010 156,032 3,512,650 SH DEFINED 1,2,5,6,7,8,10,12,13 3,512,650
AFFILIATED MANAGERS COM 00825210 54,685 939,771 SH DEFINED 1,2,5,6,10 939,771
AFFYMAX INC COM 00826A10 3,034 164,611 SH DEFINED 1,2,6 164,611
AFFYMETRIX INC COM 00826T10 11,667 1,967,534 SH DEFINED 1,2,5,6 1,967,534
AFLAC INC COM 00105510 527,797 16,976,413 SH DEFINED 1,2,5,6,7,8,10,12,13 16,976,413
AGCO CORP COM 00108410 65,779 2,262,776 SH DEFINED 1,2,5,6,7,8,10,12,13 2,262,776
AGFEED INDUSTRIES IN COM 00846L10 1,705 287,545 SH DEFINED 1,2 287,545
AGILENT TECHNOLOGIES COM 00846U10 224,028 11,030,426 SH DEFINED 1,2,5,6,7,8,10,12,13 11,030,426
AGILYSYS INC COM 00847J10 2,230 476,590 SH DEFINED 1,2,5 476,590
AGL RES INC COM 00120410 49,350 1,551,899 SH DEFINED 1,2,5,6,8,10 1,551,899
AGREE REALTY CORP COM 00849210 2,662 145,228 SH DEFINED 1,2,3,8 145,228
AGRIUM INC COM 00891610 2,577 64,600 SH DEFINED 7 64,600
AIR METHODS CORP COM PAR $. 00912830 5,453 199,301 SH DEFINED 1,2,6 199,301
AIR PRODS & CHEMS IN COM 00915810 460,395 7,127,960 SH DEFINED 1,2,5,6,7,8,10,12,13 7,127,960
AIR TRANSPORT SERVIC COM 00922R10 1,456 619,578 SH DEFINED 1,2 619,578
AIRCASTLE LTD COM G0129K10 4,442 604,392 SH DEFINED 1,2,5 604,392
AIRGAS INC COM 00936310 71,852 1,772,805 SH DEFINED 1,2,5,6,7,8,10,12,13 1,772,805
AIRTRAN HLDGS INC COM 00949P10 17,100 2,762,469 SH DEFINED 1,2,5,6 2,762,469
AIRVANA INC COM 00950V10 2,244 354,541 SH DEFINED 1,2,6 354,541
AK STL HLDG CORP COM 00154710 95,578 4,980,591 SH DEFINED 1,2,5,6,8,10,13 4,980,591
AKAMAI TECHNOLOGIES COM 00971T10 104,527 5,449,790 SH DEFINED 1,2,5,6,7,8,10,12,13 5,449,790
AKEENA SOLAR INC DE COM 00972010 19 14,700 SH DEFINED 1 14,700
AKORN INC COM 00972810 875 722,889 SH DEFINED 1,2,5,6 722,889
ALAMO GROUP INC COM 01131110 791 78,360 SH DEFINED 1,2 78,360
ALASKA AIR GROUP INC COM 01165910 19,457 1,065,561 SH DEFINED 1,2,5,7 1,065,561
ALASKA COMMUNICATION COM 01167P10 4,494 613,993 SH DEFINED 1,2,5,6 613,993
ALBANY INTL CORP CL A 01234810 5,793 509,035 SH DEFINED 1,2,5 509,035
ALBANY MOLECULAR RES COM 01242310 5,442 648,580 SH DEFINED 1,2,5,6 648,580
ALBEMARLE CORP COM 01265310 43,501 1,701,237 SH DEFINED 1,2,5,6,10 1,701,237
ALBERTO CULVER CO NE COM 01307810 43,442 1,708,278 SH DEFINED 1,2,5,6,8,10,12 1,708,278
ALCATEL-LUCENT SPONSORED 01390430 709 285,782 SH DEFINED 1,5,8,12 285,782
ALCOA INC NOTE 5.25 013817AT 963 550,000 SH DEFINED 1,2 550,000
ALCOA INC COM 01381710 427,100 41,345,612 SH DEFINED 1,2,5,6,7,8,10,12,13 41,345,612
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ALCON INC COM SHS H0130110 16,062 138,324 SH DEFINED 1,2,5,6,8,12 138,324
ALESCO FINL INC COM 01448510 36 45,924 SH DEFINED 1 45,924
ALEXANDER & BALDWIN COM 01448210 21,550 919,375 SH DEFINED 1,2,5,6,10 919,375
ALEXANDERS INC COM 01475210 18,813 69,782 SH DEFINED 1,2,3,5,6,8 69,782
ALEXANDRIA REAL ESTA COM 01527110 49,747 1,389,983 SH DEFINED 1,2,3,5,6,8,10 1,389,983
ALEXION PHARMACEUTIC COM 01535110 50,935 1,239,001 SH DEFINED 1,2,5,6,10 1,239,001
ALEXZA PHARMACEUTICA COM 01538410 29 12,300 SH DEFINED 1 12,300
ALICO INC COM 01623010 1,644 54,759 SH DEFINED 1,2,5 54,759
ALIGN TECHNOLOGY INC COM 01625510 12,106 1,142,076 SH DEFINED 1,2,5,6 1,142,076
ALKERMES INC COM 01642T10 36,442 3,368,009 SH DEFINED 1,2,5,6 3,368,009
ALLEGHANY CORP DEL COM 01717510 15,947 58,844 SH DEFINED 1,2,5,8,10 58,844
ALLEGHENY ENERGY INC COM 01736110 156,879 6,116,149 SH DEFINED 1,2,5,6,7,8,10,12,13 6,116,149
ALLEGHENY TECHNOLOGI COM 01741R10 141,555 4,052,527 SH DEFINED 1,2,5,6,7,8,10,12,13 4,052,527
ALLEGIANT TRAVEL CO COM 01748X10 8,510 214,675 SH DEFINED 1,2,5,6 214,675
ALLERGAN INC COM 01849010 460,833 9,685,438 SH DEFINED 1,2,5,6,7,8,10,12,13 9,685,438
ALLETE INC COM NEW 01852230 16,108 560,278 SH DEFINED 1,2,5 560,278
ALLIANCE DATA SYSTEM COM 01858110 100,325 2,435,669 SH DEFINED 1,2,5,6,7,8,10,12,13 2,435,669
ALLIANCE FIBER OPTIC COM 01868010 17 15,571 SH DEFINED 1 15,571
ALLIANCE FINANCIAL C COM 01920510 1,366 48,173 SH DEFINED 1,2 48,173
ALLIANCE HEALTHCARE COM NEW 01860620 5,121 698,679 SH DEFINED 1,2,5,6 698,679
ALLIANCE HOLDINGS GP COM UNITS 01861G10 296 15,413 SH DEFINED 1,2 15,413
ALLIANCE ONE INTL IN COM 01877210 5,836 1,535,903 SH DEFINED 1,2,5 1,535,903
ALLIANCE RES PARTNER UT LTD PAR 01877R10 900 27,688 SH DEFINED 1,2 27,688
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 853 42,483 SH DEFINED 1,2 42,483
ALLIANT ENERGY CORP COM 01880210 70,579 2,701,055 SH DEFINED 1,2,5,6,7,8,10,12,13 2,701,055
ALLIANT TECHSYSTEMS COM 01880410 66,100 802,579 SH DEFINED 1,2,5,6,8,10,12 802,579
ALLIANZ SE SP ADR 1/1 01880510 1,219 132,409 SH DEFINED 1,2 132,409
ALLIED CAP CORP NEW COM 01903Q10 11,245 3,231,339 SH DEFINED 1,2,5,6,7,8,12 3,231,339
ALLIED HEALTHCARE IN COM 01923A10 953 439,353 SH DEFINED 1,2 439,353
ALLIED IRISH BKS P L SPON ADR O 01922840 99 20,852 SH DEFINED 1 20,852
ALLIED NEVADA GOLD C COM 01934410 4,756 590,041 SH DEFINED 1,2,6 590,041
ALLIED WRLD ASSUR CO SHS G0219G20 25,016 612,684 SH DEFINED 1,2,5,8,10 612,684
ALLION HEALTHCARE IN COM 01961510 1,312 220,556 SH DEFINED 1,2,5 220,556
ALLIS CHALMERS ENERG COM PAR $. 01964550 2,222 961,812 SH DEFINED 1,2,5 961,812
ALLOS THERAPEUTICS I COM 01977710 7,464 900,416 SH DEFINED 1,2,5,6 900,416
ALLOY INC NEW COM 01985530 77 14,486 SH DEFINED 1 14,486
ALLSCRIPT MISYS HEAL COM 01988P10 9,661 609,120 SH DEFINED 1,2,5,6,10 609,120
ALLSTATE CORP COM 02000210 462,494 18,954,681 SH DEFINED 1,2,5,6,7,8,10,12,13 18,954,681
ALMOST FAMILY INC COM 02040910 2,391 90,774 SH DEFINED 1,2,6 90,774
ALNYLAM PHARMACEUTIC COM 02043Q10 28,882 1,296,907 SH DEFINED 1,2,5,6 1,296,907
ALON USA ENERGY INC COM 02052010 1,753 169,341 SH DEFINED 1,2,5,6 169,341
ALPHA NATURAL RESOUR COM 02076X10 52,012 1,979,920 SH DEFINED 1,2,5,6,7,10 1,979,920
ALPHATEC HOLDINGS IN COM 02081G10 896 269,744 SH DEFINED 1,2 269,744
ALTAIR NANOTECHNOLOG COM 02137310 103 109,119 SH DEFINED 1,5 109,119
ALTERA CORP COM 02144110 158,538 9,732,244 SH DEFINED 1,2,5,6,7,8,10,12,13 9,732,244
ALTRA HOLDINGS INC COM 02208R10 4,062 542,353 SH DEFINED 1,2 542,353
ALTRIA GROUP INC COM 02209S10 1,345,107 82,068,745 SH DEFINED 1,2,5,6,7,8,10,12,13 82,068,745
ALTUS PHARMACEUTICAL COM 02216N10 9 21,650 SH DEFINED 1 21,650
ALUMINA LTD SPONSORED 02220510 99 21,533 SH DEFINED 1 21,533
ALVARION LTD SHS M0861T10 223 49,811 SH DEFINED 1,2 49,811
AMAG PHARMACEUTICALS COM 00163U10 13,695 250,508 SH DEFINED 1,2,5,6 250,508
AMAZON COM INC COM 02313510 879,696 10,515,131 SH DEFINED 1,2,5,6,7,8,10,12,13 10,515,131
AMB PROPERTY CORP COM 00163T10 101,210 5,380,665 SH DEFINED 1,2,3,5,6,7,8,10,12,13 5,380,665
AMBAC FINL GROUP INC COM 02313910 4,823 5,241,901 SH DEFINED 1,2,5,6 5,241,901
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AMBASSADORS GROUP IN COM 02317710 3,578 259,808 SH DEFINED 1,2,5,6 259,808
AMCOL INTL CORP COM 02341W10 8,655 401,073 SH DEFINED 1,2,5,6 401,073
AMCORE FINL INC COM 02391210 43 52,320 SH DEFINED 1 52,320
AMDOCS LTD ORD G0260210 34,541 1,610,287 SH DEFINED 1,5,6,8,10,12 1,610,287
AMEDISYS INC COM 02343610 15,902 481,585 SH DEFINED 1,2,5,6 481,585
AMERCO COM 02358610 5,883 158,361 SH DEFINED 1,2,5,6 158,361
AMEREN CORP COM 02360810 189,766 7,624,171 SH DEFINED 1,2,5,6,7,8,10,12,13 7,624,171
AMERICA MOVIL SAB DE SPON ADR L 02364W10 162,339 4,192,636 SH DEFINED 1,2,4,5,6,7,8 4,192,636
AMERICA SVC GROUP IN COM 02364L10 1,477 91,909 SH DEFINED 1,2,5 91,909
AMERICAN APPAREL INC COM 02385010 1,477 405,833 SH DEFINED 1,2,5,6 405,833
AMERICAN AXLE & MFG COM 02406110 2,358 685,338 SH DEFINED 1,2,5,6 685,338
AMERICAN CAMPUS CMNT COM 02483510 39,566 1,783,871 SH DEFINED 1,2,3,5,8 1,783,871
AMERICAN CAP LTD COM 02503Y10 11,195 3,487,667 SH DEFINED 1,2,5,6,8,10 3,487,667
AMERICAN CAPITAL AGE COM 02503X10 3,614 157,335 SH DEFINED 1,2 157,335
AMERICAN CARESOURCE COM 02505A10 238 63,588 SH DEFINED 1,2 63,588
AMERICAN COMMERCIAL COM PAR $0 02519540 2,272 146,779 SH DEFINED 1,2,5,6 146,779
AMERICAN DAIRY INC COM 02533410 4,270 107,665 SH DEFINED 1,2,6 107,665
AMERICAN DENTAL PART COM 02535310 1,186 130,733 SH DEFINED 1,2 130,733
AMERICAN EAGLE OUTFI COM 02553E10 78,248 5,522,072 SH DEFINED 1,2,5,6,7,8,10,12,13 5,522,072
AMERICAN ECOLOGY COR COM NEW 02553340 4,385 244,681 SH DEFINED 1,2,5,6 244,681
AMERICAN ELEC PWR IN COM 02553710 520,772 18,026,015 SH DEFINED 1,2,5,6,7,8,10,12,13 18,026,015
AMERICAN EQTY INVT L COM 02567620 7,743 1,387,679 SH DEFINED 1,2,5 1,387,679
AMERICAN EXPRESS CO COM 02581610 1,077,038 46,344,129 SH DEFINED 1,2,5,6,7,8,10,12,13 46,344,129
AMERICAN FINL GROUP COM 02593210 41,243 1,911,145 SH DEFINED 1,2,5,6,8,10 1,911,145
AMERICAN GREETINGS C CL A 02637510 12,208 1,045,174 SH DEFINED 1,2,5 1,045,174
AMERICAN INTL GROUP COM 02687410 111,240 95,896,763 SH DEFINED 1,2,5,6,7,8,10,12,13 95,896,763
AMERICAN INTL GROUP UNIT 99/99 02687411 127 13,350 SH DEFINED 1 13,350
AMERICAN ITALIAN PAS CL A 02707010 9,582 328,730 SH DEFINED 1,2,6 328,730
AMERICAN MED SYS HLD COM 02744M10 25,130 1,586,469 SH DEFINED 1,2,5,6 1,586,469
AMERICAN NATL BANKSH COM 02774510 1,289 66,962 SH DEFINED 1,2 66,962
AMERICAN NATL INS CO COM 02859110 12,284 162,531 SH DEFINED 1,2,5,6,8,10 162,531
AMERICAN OIL & GAS I COM 02872310 41 41,300 SH DEFINED 1 41,300
AMERICAN ORIENTAL BI COM 02873110 5,531 1,045,578 SH DEFINED 1,2,5,6 1,045,578
AMERICAN PHYSICIANS COM 02888210 1,701 74,982 SH DEFINED 1,2 74,982
AMERICAN PHYSICIANS COM 02888410 7,209 184,099 SH DEFINED 1,2 184,099
AMERICAN PUBLIC EDUC COM 02913V10 10,172 257,186 SH DEFINED 1,2,5,6 257,186
AMERICAN RAILCAR IND COM 02916P10 1,541 186,517 SH DEFINED 1,2,5 186,517
AMERICAN REPROGRAPHI COM 02926310 5,026 604,141 SH DEFINED 1,2,5,6 604,141
AMERICAN RLTY INVS I COM 02917410 125 12,272 SH DEFINED 1,2 12,272
AMERICAN SAFETY INS ORD G0299510 1,532 112,571 SH DEFINED 1 112,571
AMERICAN SCIENCE & E COM 02942910 9,670 139,902 SH DEFINED 1,2,5,6 139,902
AMERICAN SOFTWARE IN CL A 02968310 1,870 324,708 SH DEFINED 1,2 324,708
AMERICAN STS WTR CO COM 02989910 21,228 612,830 SH DEFINED 1,2,5 612,830
AMERICAN SUPERCONDUC COM 03011110 16,195 616,970 SH DEFINED 1,2,5,6 616,970
AMERICAN TECHNOLOGY COM NEW 03014520 54 28,203 SH DEFINED 1 28,203
AMERICAN TOWER CORP CL A 02991220 395,128 12,531,822 SH DEFINED 1,2,5,6,7,8,10,12,13 12,531,822
AMERICAN VANGUARD CO COM 03037110 3,391 300,083 SH DEFINED 1,2 300,083
AMERICAN WOODMARK CO COM 03050610 6,386 266,651 SH DEFINED 1,2,5 266,651
AMERICAN WTR WKS CO COM 03042010 15,361 803,813 SH DEFINED 1,2,5,7,8,10 803,813
AMERICANWEST BANCORP COM 03058P10 9 15,968 SH DEFINED 1 15,968
AMERICAS CAR MART IN COM 03062T10 2,935 143,148 SH DEFINED 1,2,5 143,148
AMERICREDIT CORP COM 03060R10 41,426 3,057,254 SH DEFINED 1,2,5,6,10 3,057,254
AMERIGAS PARTNERS L UNIT L P I 03097510 1,458 43,235 SH DEFINED 1,2,8 43,235
AMERIGON INC COM 03070L30 1,698 278,368 SH DEFINED 1,2,5 278,368
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AMERIGROUP CORP COM 03073T10 37,184 1,384,867 SH DEFINED 1,2,5 1,384,867
AMERIPRISE FINL INC COM 03076C10 241,041 9,931,661 SH DEFINED 1,2,5,6,7,8,10,12,13 9,931,661
AMERIS BANCORP COM 03076K10 1,567 247,890 SH DEFINED 1,2 247,890
AMERISAFE INC COM 03071H10 5,816 373,783 SH DEFINED 1,2 373,783
AMERISERV FINL INC COM 03074A10 19 10,294 SH DEFINED 1 10,294
AMERISOURCEBERGEN CO COM 03073E10 182,923 10,311,306 SH DEFINED 1,2,5,6,7,8,10,12,13 10,311,306
AMERISTAR CASINOS IN COM 03070Q10 8,913 468,366 SH DEFINED 1,2,5 468,366
AMERITYRE CORP COM 03073V10 3 12,400 SH DEFINED 1 12,400
AMERON INTL INC COM 03071010 9,994 149,074 SH DEFINED 1,2,5 149,074
AMES NATL CORP COM 03100110 2,189 89,677 SH DEFINED 1,2 89,677
AMETEK INC NEW COM 03110010 87,500 2,530,360 SH DEFINED 1,2,5,6,7,8,10,12,13 2,530,360
AMGEN INC NOTE 0.12 031162AN 3,278 3,450,000 SH DEFINED 1,2 3,450,000
AMGEN INC NOTE 0.37 031162AQ 451 500,000 SH DEFINED 2 500,000
AMGEN INC COM 03116210 1,853,799 35,016,978 SH DEFINED 1,2,5,6,7,8,10,12,13 35,016,978
AMICAS INC COM 00171210 841 302,536 SH DEFINED 1,2 302,536
AMICUS THERAPEUTICS COM 03152W10 2,560 223,615 SH DEFINED 1,2,6 223,615
AMKOR TECHNOLOGY INC COM 03165210 10,368 2,196,544 SH DEFINED 1,2,5,6,8 2,196,544
AMN HEALTHCARE SERVI COM 00174410 4,471 700,715 SH DEFINED 1,2,5,6 700,715
AMPAL AMERN ISRAEL C CL A 03201510 595 243,855 SH DEFINED 1,2 243,855
AMPCO-PITTSBURGH COR COM 03203710 4,308 183,692 SH DEFINED 1,2,6 183,692
AMPHENOL CORP NEW CL A 03209510 168,156 5,314,658 SH DEFINED 1,2,5,6,7,8,10,12,13 5,314,658
AMR CORP COM 00176510 13,227 3,290,277 SH DEFINED 1,2,5,6,8,10 3,290,277
AMREP CORP NEW COM 03215910 277 25,094 SH DEFINED 1,2 25,094
AMSURG CORP COM 03232P40 12,533 584,570 SH DEFINED 1,2,5 584,570
AMTRUST FINANCIAL SE COM 03235930 6,495 569,747 SH DEFINED 1,2,5,6 569,747
AMYLIN PHARMACEUTICA COM 03234610 38,790 2,873,298 SH DEFINED 1,2,5,6,7,8,10 2,873,298
ANADARKO PETE CORP COM 03251110 809,713 17,839,019 SH DEFINED 1,2,5,6,7,8,10,12,13 17,839,019
ANADIGICS INC COM 03251510 4,196 1,001,361 SH DEFINED 1,2,5,6 1,001,361
ANADYS PHARMACEUTICA COM 03252Q40 55 29,729 SH DEFINED 1 29,729
ANALOG DEVICES INC COM 03265410 232,691 9,390,284 SH DEFINED 1,2,5,6,7,8,10,12,13 9,390,284
ANALOGIC CORP COM PAR $0 03265720 7,929 214,577 SH DEFINED 1,2,5 214,577
ANALYSTS INTL CORP COM 03268110 10 17,048 SH DEFINED 1 17,048
ANAREN INC COM 03274410 3,715 210,138 SH DEFINED 1,2,6 210,138
ANCHOR BANCORP WIS I COM 03283910 91 70,025 SH DEFINED 1 70,025
ANDERSONS INC COM 03416410 8,954 299,071 SH DEFINED 1,2,5 299,071
ANESIVA INC COM COM 03460L10 3 10,685 SH DEFINED 1 10,685
ANGIODYNAMICS INC COM 03475V10 5,386 405,864 SH DEFINED 1,2 405,864
ANGLOGOLD ASHANTI LT SPONSORED 03512820 28,378 774,722 SH DEFINED 1,2,6,7 774,722
ANIKA THERAPEUTICS I COM 03525510 53 11,120 SH DEFINED 1,5 11,120
ANIMAL HEALTH INTL I COM 03525N10 21 13,800 SH DEFINED 1 13,800
ANIXTER INTL INC COM 03529010 20,558 546,892 SH DEFINED 1,2,5,6 546,892
ANNALY CAP MGMT INC COM 03571040 163,573 10,804,027 SH DEFINED 1,2,5,6,7,8,10,12,13 10,804,027
ANNTAYLOR STORES COR COM 03611510 12,344 1,546,855 SH DEFINED 1,2,5,6 1,546,855
ANSYS INC COM 03662Q10 53,595 1,719,991 SH DEFINED 1,2,5,6,8,10 1,719,991
ANTARES PHARMA INC COM 03664210 10 11,492 SH DEFINED 1 11,492
ANTHRACITE CAP INC COM 03702310 691 1,114,018 SH DEFINED 1,2 1,114,018
ANTIGENICS INC DEL COM 03703210 86 40,922 SH DEFINED 1 40,922
ANWORTH MORTGAGE ASS COM 03734710 15,492 2,148,635 SH DEFINED 1,2,5 2,148,635
AON CORP COM 03738910 559,884 14,784,363 SH DEFINED 1,2,5,6,7,8,10,12,13 14,784,363
APAC CUSTOMER SERVIC COM 00185E10 1,431 278,901 SH DEFINED 1,2,6 278,901
APACHE CORP COM 03741110 889,618 12,330,116 SH DEFINED 1,2,5,6,7,8,10,12,13 12,330,116
APARTMENT INVT & MGM CL A 03748R10 55,255 6,243,459 SH DEFINED 1,2,3,5,6,7,8,10,13 6,243,459
APCO ARGENTINA INC C ORD 03748910 322 16,732 SH DEFINED 1,2 16,732
APOGEE ENTERPRISES I COM 03759810 18,180 1,480,485 SH DEFINED 1,2,5 1,480,485
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
APOLLO GROUP INC CL A 03760410 308,960 4,344,202 SH DEFINED 1,2,5,6,7,8,10,12,13 4,344,202
APOLLO INVT CORP COM 03761U10 22,479 3,752,714 SH DEFINED 1,2,5 3,752,714
APPLE INC COM 03783310 4,180,804 29,353,397 SH DEFINED 1,2,5,6,7,8,10,12,13 29,353,397
APPLIED ENERGETICS I COM 03819M10 22 46,638 SH DEFINED 1 46,638
APPLIED INDL TECHNOL COM 03820C10 13,725 696,691 SH DEFINED 1,2,5,6 696,691
APPLIED MATLS INC COM 03822210 465,075 42,241,130 SH DEFINED 1,2,5,6,7,8,10,12,13 42,241,130
APPLIED MICRO CIRCUI COM NEW 03822W40 9,174 1,128,360 SH DEFINED 1,2,5,6 1,128,360
APPLIED SIGNAL TECHN COM 03823710 6,786 265,997 SH DEFINED 1,2,6 265,997
APPROACH RESOURCES I COM 03834A10 965 139,889 SH DEFINED 1,2,6 139,889
APTARGROUP INC COM 03833610 44,639 1,321,844 SH DEFINED 1,2,5,6,10 1,321,844
AQUA AMERICA INC COM 03836W10 57,260 3,198,904 SH DEFINED 1,2,5,6,7,8,10,12,13 3,198,904
ARACRUZ CELULOSE S A SPON ADR P 03849620 574 38,666 SH DEFINED 1,2,6 38,666
ARBITRON INC COM 03875Q10 6,999 440,439 SH DEFINED 1,2,5,6 440,439
ARBOR RLTY TR INC COM 03892310 52 29,639 SH DEFINED 1 29,639
ARCADIA RES INC COM 03920910 25 41,100 SH DEFINED 1 41,100
ARCELORMITTAL SA LUX NOTE 5.00 03938LAK 442 350,000 SH DEFINED 2 350,000
ARCH CAP GROUP LTD ORD G0450A10 44,733 763,625 SH DEFINED 1,2,5,6,7,8,10,12,13 763,625
ARCH CHEMICALS INC COM 03937R10 10,124 411,711 SH DEFINED 1,2,5 411,711
ARCH COAL INC COM 03938010 72,246 4,700,481 SH DEFINED 1,2,5,6,7,8,10,12,13 4,700,481
ARCHER DANIELS MIDLA NOTE 0.87 039483AW 1,320 1,450,000 SH DEFINED 1,2 1,450,000
ARCHER DANIELS MIDLA COM 03948310 627,792 23,451,322 SH DEFINED 1,2,5,6,7,8,10,12,13 23,451,322
ARCHER DANIELS MIDLA UNIT 99/99 03948320 365 10,000 SH DEFINED 2 10,000
ARCSIGHT INC COM 03966610 4,270 240,312 SH DEFINED 1,2,6 240,312
ARCTIC CAT INC COM 03967010 197 48,648 SH DEFINED 1 48,648
ARDEA BIOSCIENCES IN COM 03969P10 2,691 170,995 SH DEFINED 1,2 170,995
ARDEN GROUP INC CL A 03976210 2,568 20,530 SH DEFINED 1,2,6 20,530
ARENA PHARMACEUTICAL COM 04004710 6,205 1,243,569 SH DEFINED 1,2,5,6 1,243,569
ARENA RESOURCES INC COM 04004910 23,547 739,298 SH DEFINED 1,2,5,6 739,298
ARES CAP CORP COM 04010L10 13,223 1,640,562 SH DEFINED 1,2,5 1,640,562
ARGAN INC COM 04010E10 869 61,481 SH DEFINED 1,2 61,481
ARGO GROUP INTL HLDG COM G0464B10 13,505 478,574 SH DEFINED 1,2,5 478,574
ARGON ST INC COM 04014910 4,798 233,275 SH DEFINED 1,2,5 233,275
ARIAD PHARMACEUTICAL COM 04033A10 1,626 1,016,414 SH DEFINED 1,2 1,016,414
ARIBA INC COM NEW 04033V20 14,790 1,503,052 SH DEFINED 1,2,5,6 1,503,052
ARISTOTLE CORP COM NEW 04044820 54 10,522 SH DEFINED 1 10,522
ARKANSAS BEST CORP D COM 04079010 12,305 466,997 SH DEFINED 1,2,5 466,997
ARLINGTON ASSET INVT COM 04135610 70 184,349 SH DEFINED 1 184,349
ARM HLDGS PLC SPONSORED 04206810 90 15,064 SH DEFINED 1 15,064
ARMSTRONG WORLD INDS COM 04247X10 3,874 234,952 SH DEFINED 1,2,5,8,10 234,952
ARQULE INC COM 04269E10 4,104 668,365 SH DEFINED 1,2,6 668,365
ARRAY BIOPHARMA INC COM 04269X10 2,022 643,796 SH DEFINED 1,2,6 643,796
ARRIS GROUP INC COM 04269Q10 50,959 4,187,263 SH DEFINED 1,2,5,6,7,8 4,187,263
ARROW ELECTRS INC COM 04273510 82,025 3,861,800 SH DEFINED 1,2,5,6,7,8,10,12,13 3,861,800
ARROW FINL CORP COM 04274410 5,006 185,414 SH DEFINED 1,2,5 185,414
ARROWHEAD RESH CORP COM 04279710 7 16,800 SH DEFINED 1 16,800
ART TECHNOLOGY GROUP COM 04289L10 7,985 2,101,334 SH DEFINED 1,2,5,6 2,101,334
ARTESIAN RESOURCES C CL A 04311320 1,073 67,326 SH DEFINED 1,2 67,326
ARUBA NETWORKS INC COM 04317610 6,644 760,214 SH DEFINED 1,2,5,6 760,214
ARVINMERITOR INC COM 04335310 5,020 1,143,456 SH DEFINED 1,2,5 1,143,456
ARYX THERAPEUTICS IN COM 04338710 704 170,402 SH DEFINED 1,2 170,402
ASBURY AUTOMOTIVE GR COM 04343610 6,052 590,974 SH DEFINED 1,2,5 590,974
ASCENT MEDIA CORP COM SER A 04363210 6,073 228,464 SH DEFINED 1,2,5,6,7 228,464
ASCENT SOLAR TECHNOL COM 04363510 1,414 180,778 SH DEFINED 1,2 180,778
ASHFORD HOSPITALITY COM SHS 04410310 8,690 3,092,521 SH DEFINED 1,2,3,5,6,8 3,092,521
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ASHLAND INC NEW COM 04420910 52,651 1,877,052 SH DEFINED 1,2,5,6,8,10,12 1,877,052
ASIAINFO HLDGS INC COM 04518A10 7,186 417,558 SH DEFINED 1,2,6 417,558
ASPECT MED SYS INC COM 04523510 1,025 173,395 SH DEFINED 1,2 173,395
ASPEN INSURANCE HOLD SHS G0538410 23,273 1,041,764 SH DEFINED 1,2,5,7,8,10 1,041,764
ASPENBIO PHARMA INC COM 04534610 39 14,678 SH DEFINED 1 14,678
ASSET ACCEP CAP CORP COM 04543P10 1,702 221,377 SH DEFINED 1,2,5,6 221,377
ASSISTED LIVING CONC CL A NEW 04544X30 2,246 154,375 SH DEFINED 1,2,5,6 154,375
ASSOCIATED BANC CORP COM 04548710 49,838 3,987,009 SH DEFINED 1,2,5,6,7,8,10,12,13 3,987,009
ASSOCIATED ESTATES R COM 04560410 2,814 472,122 SH DEFINED 1,2,3,5,8 472,122
ASSURANT INC COM 04621X10 106,900 4,437,524 SH DEFINED 1,2,5,6,7,8,10,12,13 4,437,524
ASSURED GUARANTY LTD COM G0585R10 11,001 888,629 SH DEFINED 1,2,5 888,629
ASTEC INDS INC COM 04622410 9,362 315,337 SH DEFINED 1,2,5,6 315,337
ASTORIA FINL CORP COM 04626510 19,395 2,260,540 SH DEFINED 1,2,5,6,8,12 2,260,540
ASTRAZENECA PLC SPONSORED 04635310 4,816 109,111 SH DEFINED 1 109,111
ASTRONICS CORP COM 04643310 812 78,107 SH DEFINED 1,2 78,107
AT&T INC COM 00206R10 4,984,842 200,678,038 SH DEFINED 1,2,5,6,7,8,10,12,13 200,678,038
ATC TECHNOLOGY CORP COM 00211W10 7,569 521,977 SH DEFINED 1,2,5,6 521,977
ATHENAHEALTH INC COM 04685W10 16,668 450,368 SH DEFINED 1,2,5,6 450,368
ATHEROS COMMUNICATIO COM 04743P10 17,471 908,044 SH DEFINED 1,2,5,6 908,044
ATLANTIC TELE NETWOR COM NEW 04907920 6,043 153,795 SH DEFINED 1,2 153,795
ATLAS AIR WORLDWIDE COM NEW 04916420 8,508 366,884 SH DEFINED 1,2,5 366,884
ATLAS AMER INC COM 04916710 9,843 550,788 SH DEFINED 1,2,5,6 550,788
ATLAS ENERGY RESOURC COM 04930310 689 33,713 SH DEFINED 1,2 33,713
ATLAS PIPELINE PARTN UNIT L P I 04939210 432 54,251 SH DEFINED 1,2 54,251
ATMEL CORP COM 04951310 38,924 10,435,497 SH DEFINED 1,2,5,6,10 10,435,497
ATMI INC COM 00207R10 8,478 545,908 SH DEFINED 1,2,5,6 545,908
ATMOS ENERGY CORP COM 04956010 29,776 1,189,118 SH DEFINED 1,2,5,6,7,8,10 1,189,118
ATP OIL & GAS CORP COM 00208J10 4,176 599,949 SH DEFINED 1,2,5,6 599,949
ATRION CORP COM 04990410 2,927 21,827 SH DEFINED 1,2,6 21,827
ATS MED INC COM 00208310 1,725 522,849 SH DEFINED 1,2,6 522,849
ATWOOD OCEANICS INC COM 05009510 28,000 1,124,053 SH DEFINED 1,2,5,6,10 1,124,053
AU OPTRONICS CORP SPONSORED 00225510 6,320 652,873 SH DEFINED 1,2,5,6 652,873
AUBURN NATL BANCORP COM 05047310 606 21,246 SH DEFINED 1,2 21,246
AUDIOCODES LTD ORD M1534210 27 17,733 SH DEFINED 1,2 17,733
AUDIOVOX CORP CL A 05075710 1,657 282,785 SH DEFINED 1,2,5 282,785
AUTHENTEC INC COM 05266010 21 11,500 SH DEFINED 1 11,500
AUTHENTIDATE HLDG CO COM 05266610 36 30,017 SH DEFINED 1 30,017
AUTOBYTEL INC COM 05275N10 22 50,400 SH DEFINED 1 50,400
AUTODESK INC COM 05276910 135,303 7,128,716 SH DEFINED 1,2,5,6,7,8,10,12,13 7,128,716
AUTOLIV INC COM 05280010 25,255 877,837 SH DEFINED 1,2,5,6,8,10,12 877,837
AUTOMATIC DATA PROCE COM 05301510 586,066 16,536,865 SH DEFINED 1,2,5,6,7,8,10,12,13 16,536,865
AUTONATION INC COM 05329W10 98,667 5,686,856 SH DEFINED 1,2,5,6,7,8,10,12,13 5,686,856
AUTOZONE INC COM 05333210 230,502 1,525,389 SH DEFINED 1,2,5,6,7,8,10,12,13 1,525,389
AUXILIUM PHARMACEUTI COM 05334D10 22,661 722,161 SH DEFINED 1,2,5,6 722,161
AVALONBAY CMNTYS INC COM 05348410 222,222 3,972,511 SH DEFINED 1,2,3,5,6,7,8,10,12,13 3,972,511
AVANIR PHARMACEUTICA CL A NEW 05348P40 1,297 584,458 SH DEFINED 1,2 584,458
AVATAR HLDGS INC COM 05349410 1,649 90,780 SH DEFINED 1,2,5 90,780
AVERY DENNISON CORP COM 05361110 112,595 4,384,541 SH DEFINED 1,2,5,6,7,8,10,12,13 4,384,541
AVI BIOPHARMA INC COM 00234610 1,250 790,860 SH DEFINED 1,2,5 790,860
AVID TECHNOLOGY INC COM 05367P10 6,857 511,312 SH DEFINED 1,2,5,6 511,312
AVIGEN INC COM 05369010 23 17,802 SH DEFINED 1 17,802
AVIS BUDGET GROUP COM 05377410 17,797 3,149,951 SH DEFINED 1,2,5,6,8 3,149,951
AVISTA CORP COM 05379B10 24,124 1,354,546 SH DEFINED 1,2,5 1,354,546
AVNET INC COM 05380710 89,530 4,257,248 SH DEFINED 1,2,5,6,7,8,10,12,13 4,257,248
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AVOCENT CORP COM 05389310 17,512 1,254,447 SH DEFINED 1,2,5 1,254,447
AVON PRODS INC COM 05430310 351,936 13,651,514 SH DEFINED 1,2,5,6,7,8,10,12,13 13,651,514
AVX CORP NEW COM 00244410 8,199 825,701 SH DEFINED 1,2,5,10 825,701
AWARE INC MASS COM 05453N10 39 14,192 SH DEFINED 1 14,192
AXA SPONSORED 05453610 808 42,636 SH DEFINED 1 42,636
AXCELIS TECHNOLOGIES COM 05454010 59 128,342 SH DEFINED 1 128,342
AXIS CAPITAL HOLDING SHS G0692U10 52,907 2,020,878 SH DEFINED 1,2,5,6,7,8,10,12,13 2,020,878
AXSYS TECHNOLOGIES I COM 05461510 7,877 146,841 SH DEFINED 1,2,5,6 146,841
AXT INC COM 00246W10 41 29,487 SH DEFINED 1,2 29,487
AZZ INC COM 00247410 7,263 211,066 SH DEFINED 1,2,5,6 211,066
B & G FOODS INC NEW CL A 05508R10 3,350 398,330 SH DEFINED 1,2 398,330
BADGER METER INC COM 05652510 9,256 225,766 SH DEFINED 1,2,5,6 225,766
BAIDU INC SPON ADR R 05675210 75,515 250,806 SH DEFINED 1,2,5,6,7 250,806
BAKER HUGHES INC COM 05722410 397,898 10,919,257 SH DEFINED 1,2,5,6,7,8,10,12,13 10,919,257
BAKER MICHAEL CORP COM 05714910 4,271 100,819 SH DEFINED 1,2,6 100,819
BALCHEM CORP COM 05766520 6,877 280,451 SH DEFINED 1,2,6 280,451
BALDOR ELEC CO COM 05774110 19,277 810,300 SH DEFINED 1,2,5 810,300
BALDWIN & LYONS INC CL B 05775520 2,791 141,661 SH DEFINED 1,2,5 141,661
BALL CORP COM 05849810 160,061 3,544,315 SH DEFINED 1,2,5,6,7,8,10,12,13 3,544,315
BALLY TECHNOLOGIES I COM 05874B10 27,714 926,281 SH DEFINED 1,2,5,6 926,281
BANCFIRST CORP COM 05945F10 3,887 112,401 SH DEFINED 1,2,5 112,401
BANCO BILBAO VIZCAYA SPONSORED 05946K10 3,321 264,392 SH DEFINED 1,2,5,8,12 264,392
BANCO BRADESCO S A SP ADR PFD 05946030 120,569 8,163,118 SH DEFINED 1,2,4,6,7 8,163,118
BANCO LATINOAMERICAN CL E P1699413 6,190 497,950 SH DEFINED 1,2 497,950
BANCO MACRO SA SPON ADR B 05961W10 423 26,101 SH DEFINED 1,2 26,101
BANCO SANTANDER CHIL SP ADR REP 05965X10 14,149 303,047 SH DEFINED 1,2,5,6,7 303,047
BANCO SANTANDER SA ADR 05964H10 5,725 473,175 SH DEFINED 1,2,5,8,12,13 473,175
BANCOLOMBIA S A SPON ADR P 05968L10 19,661 644,618 SH DEFINED 1,2,5,6,7,10 644,618
BANCORP INC DEL COM 05969A10 605 100,887 SH DEFINED 1,2 100,887
BANCORP RHODE ISLAND COM 05969010 695 35,264 SH DEFINED 1,2 35,264
BANCORPSOUTH INC COM 05969210 48,169 2,346,282 SH DEFINED 1,2,5,6,10 2,346,282
BANCTRUST FINANCIAL COM 05978R10 101 33,851 SH DEFINED 1 33,851
BANK HAWAII CORP COM 06254010 48,268 1,347,153 SH DEFINED 1,2,5,6,7,10 1,347,153
BANK KY FINL CORP COM 06289610 713 25,458 SH DEFINED 1,2 25,458
BANK MUTUAL CORP NEW COM 06375010 7,109 815,273 SH DEFINED 1,2,5 815,273
BANK NOVA SCOTIA HAL COM 06414910 3,592 95,782 SH DEFINED 1,7 95,782
BANK OF AMERICA CORP COM 06050510 4,715,490 357,234,081 SH DEFINED 1,2,5,6,7,8,10,12,13 357,234,081
BANK OF GRANITE CORP COM 06240110 49 16,359 SH DEFINED 1 16,359
BANK OF MARIN BANCOR COM 06342510 1,397 51,828 SH DEFINED 1,2 51,828
BANK OF NEW YORK MEL COM 06405810 1,301,957 44,420,229 SH DEFINED 1,2,5,6,7,8,10,12,13 44,420,229
BANK OF THE OZARKS I COM 06390410 6,016 278,125 SH DEFINED 1,2,5,6 278,125
BANKFINANCIAL CORP COM 06643P10 3,163 356,950 SH DEFINED 1,2 356,950
BANKRATE INC COM 06646V10 4,875 193,160 SH DEFINED 1,2,5,6 193,160
BANNER CORP COM 06652V10 1,078 282,288 SH DEFINED 1,2 282,288
BAR HBR BANKSHARES COM 06684910 893 28,953 SH DEFINED 1,2 28,953
BARCLAYS BK PLC IPMS INDIA 06739F29 56,041 1,144,636 SH DEFINED 4,5 1,144,636
BARCLAYS PLC ADR 06738E20 3,862 209,419 SH DEFINED 1,2 209,419
BARD C R INC COM 06738310 230,076 3,090,337 SH DEFINED 1,2,5,6,7,8,10,12,13 3,090,337
BARE ESCENTUALS INC COM 06751110 8,634 968,994 SH DEFINED 1,2,5,6 968,994
BARNES & NOBLE INC COM 06777410 34,227 1,659,104 SH DEFINED 1,2,5,6,8,10 1,659,104
BARNES GROUP INC COM 06780610 11,421 960,522 SH DEFINED 1,2,5 960,522
BARNWELL INDS INC COM 06822110 42 10,533 SH DEFINED 1,2 10,533
BARRETT BILL CORP COM 06846N10 32,044 1,166,951 SH DEFINED 1,2,5,6 1,166,951
BARRETT BUSINESS SER COM 06846310 634 60,396 SH DEFINED 1,2 60,396
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BARRICK GOLD CORP COM 06790110 993 29,605 SH DEFINED 1,5 29,605
BASIC ENERGY SVCS IN COM 06985P10 4,404 644,812 SH DEFINED 1,2,5 644,812
BASIN WTR INC COM 07011T30 5 12,156 SH DEFINED 1 12,156
BASSETT FURNITURE IN COM 07020310 81 29,544 SH DEFINED 1,2 29,544
BAUER EDDIE HLDGS IN COM 07162510 4 25,800 SH DEFINED 1 25,800
BAXTER INTL INC COM 07181310 1,253,136 23,661,929 SH DEFINED 1,2,5,6,7,8,10,12,13 23,661,929
BB&T CORP COM 05493710 537,581 24,457,752 SH DEFINED 1,2,5,6,7,8,10,12,13 24,457,752
BE AEROSPACE INC COM 07330210 30,889 2,151,036 SH DEFINED 1,2,5,6,10 2,151,036
BEACON POWER CORP COM 07367710 65 84,846 SH DEFINED 1 84,846
BEACON ROOFING SUPPL COM 07368510 11,578 800,684 SH DEFINED 1,2,5,6 800,684
BEAZER HOMES USA INC COM 07556Q10 1,181 645,564 SH DEFINED 1,2,6 645,564
BEBE STORES INC COM 07557110 2,750 399,663 SH DEFINED 1,2,5 399,663
BECKMAN COULTER INC NOTE 2.50 075811AD 346 350,000 SH DEFINED 2 350,000
BECKMAN COULTER INC COM 07581110 91,982 1,609,765 SH DEFINED 1,2,5,6,7,8,10,12,13 1,609,765
BECTON DICKINSON & C COM 07588710 949,149 13,310,179 SH DEFINED 1,2,5,6,7,8,10,12,13 13,310,179
BED BATH & BEYOND IN COM 07589610 273,426 8,891,901 SH DEFINED 1,2,5,6,7,8,10,12,13 8,891,901
BEL FUSE INC CL B 07734730 3,067 191,226 SH DEFINED 1,2,6 191,226
BELDEN INC COM 07745410 13,972 836,666 SH DEFINED 1,2,5,6 836,666
BELO CORP COM SER A 08055510 2,909 1,625,266 SH DEFINED 1,2,5 1,625,266
BEMIS INC COM 08143710 102,817 4,080,046 SH DEFINED 1,2,5,6,8,10,12,13 4,080,046
BENCHMARK ELECTRS IN COM 08160H10 25,943 1,801,593 SH DEFINED 1,2,5 1,801,593
BENEFICIAL MUTUAL BA COM 08173R10 4,726 492,243 SH DEFINED 1,2,5,6 492,243
BENIHANA INC CL A 08204720 763 120,674 SH DEFINED 1,2 120,674
BERKLEY W R CORP COM 08442310 78,807 3,670,572 SH DEFINED 1,2,5,6,7,8,10,12,13 3,670,572
BERKSHIRE HATHAWAY I CL B 08467020 562,791 194,352 SH DEFINED 1,2,5,6,7,8,10,12,13 194,352
BERKSHIRE HILLS BANC COM 08468010 5,696 274,102 SH DEFINED 1,2,5 274,102
BERRY PETE CO CL A 08578910 13,209 710,570 SH DEFINED 1,2,5 710,570
BEST BUY INC COM 08651610 410,595 12,260,224 SH DEFINED 1,2,5,6,7,8,10,12,13 12,260,224
BGC PARTNERS INC CL A 05541T10 2,110 556,725 SH DEFINED 1,2,5 556,725
BHP BILLITON LTD SPONSORED 08860610 4,743 86,664 SH DEFINED 1,2 86,664
BHP BILLITON PLC SPONSORED 05545E20 1,881 41,368 SH DEFINED 1 41,368
BIDZ COM INC COM 08883T20 43 15,200 SH DEFINED 1 15,200
BIG 5 SPORTING GOODS COM 08915P10 3,987 360,471 SH DEFINED 1,2,5 360,471
BIG LOTS INC COM 08930210 60,520 2,877,798 SH DEFINED 1,2,5,6,7,8,10,13 2,877,798
BIGBAND NETWORKS INC COM 08975050 2,758 533,546 SH DEFINED 1,2,6 533,546
BIO RAD LABS INC CL A 09057220 28,541 378,123 SH DEFINED 1,2,5,6,10 378,123
BIOANALYTICAL SYS IN COM 09058M10 12 14,300 SH DEFINED 1 14,300
BIOCRYST PHARMACEUTI COM 09058V10 1,051 260,771 SH DEFINED 1,2,5 260,771
BIODEL INC COM 09064M10 970 187,925 SH DEFINED 1,2 187,925
BIODELIVERY SCIENCES COM 09060J10 554 82,985 SH DEFINED 1,2 82,985
BIOGEN IDEC INC COM 09062X10 510,281 11,301,900 SH DEFINED 1,2,5,6,7,8,10,12,13 11,301,900
BIOLASE TECHNOLOGY I COM 09091110 62 36,589 SH DEFINED 1 36,589
BIOMARIN PHARMACEUTI COM 09061G10 36,710 2,351,670 SH DEFINED 1,2,5,6,8,10 2,351,670
BIOMED REALTY TRUST COM 09063H10 31,882 3,116,518 SH DEFINED 1,2,3,5,8 3,116,518
BIOMIMETIC THERAPEUT COM 09064X10 2,133 230,831 SH DEFINED 1,2 230,831
BIONOVO INC COM 09064310 7 12,100 SH DEFINED 1 12,100
BIO-REFERENCE LABS I COM $.01 N 09057G60 5,321 168,324 SH DEFINED 1,2,6 168,324
BIOSANTE PHARMACEUTI COM NEW 09065V20 22 10,780 SH DEFINED 1 10,780
BIOSCRIP INC COM 09069N10 3,089 521,861 SH DEFINED 1,2 521,861
BIOSPECIFICS TECHNOL COM 09093110 694 29,114 SH DEFINED 1,2 29,114
BIOVAIL CORP COM 09067J10 1,551 115,340 SH DEFINED 1,2,7,13 115,340
BJ SVCS CO COM 05548210 161,406 11,841,980 SH DEFINED 1,2,5,6,7,8,10,12,13 11,841,980
BJS RESTAURANTS INC COM 09180C10 4,400 260,826 SH DEFINED 1,2,5,6 260,826
BJS WHOLESALE CLUB I COM 05548J10 36,458 1,131,196 SH DEFINED 1,2,5,6,7,8,10 1,131,196
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BLACK & DECKER CORP COM 09179710 55,138 1,923,861 SH DEFINED 1,2,5,6,7,8,10,12,13 1,923,861
BLACK BOX CORP DEL COM 09182610 12,793 382,211 SH DEFINED 1,2,5 382,211
BLACK HILLS CORP COM 09211310 45,680 1,986,955 SH DEFINED 1,2,5 1,986,955
BLACKBAUD INC COM 09227Q10 11,348 729,743 SH DEFINED 1,2,5,6,8 729,743
BLACKBOARD INC COM 09193550 13,555 469,680 SH DEFINED 1,2,5,6 469,680
BLACKROCK INC COM 09247X10 45,758 260,851 SH DEFINED 1,2,5,6,7,8,10,12,13 260,851
BLACKROCK KELSO CAPI COM 09253310 1,304 209,255 SH DEFINED 1,2,5 209,255
BLACKSTONE GROUP L P COM UNIT L 09253U10 2,181 206,884 SH DEFINED 1,2,8 206,884
BLOCK H & R INC COM 09367110 188,420 10,935,594 SH DEFINED 1,2,5,6,7,8,10,12,13 10,935,594
BLOCKBUSTER INC CL A 09367910 207 313,622 SH DEFINED 1,2,5 313,622
BLOCKBUSTER INC CL B 09367920 7 18,890 SH DEFINED 1 18,890
BLOUNT INTL INC NEW COM 09518010 4,884 567,291 SH DEFINED 1,2,5,6 567,291
BLUE COAT SYSTEMS IN COM NEW 09534T50 9,841 594,984 SH DEFINED 1,2,5,6 594,984
BLUE DOLPHIN ENERGY COM NEW 09539520 8 19,649 SH DEFINED 1,2 19,649
BLUE NILE INC COM 09578R10 8,826 205,305 SH DEFINED 1,2,5,6 205,305
BLUEGREEN CORP COM 09623110 540 214,334 SH DEFINED 1,2 214,334
BLUELINX HLDGS INC COM 09624H10 347 115,500 SH DEFINED 1,2 115,500
BLYTH INC COM NEW 09643P20 6,753 205,944 SH DEFINED 1,2,5 205,944
BMB MUNAI INC COM 09656A10 238 214,801 SH DEFINED 1,7 214,801
BMC SOFTWARE INC COM 05592110 233,910 6,922,459 SH DEFINED 1,2,5,6,7,8,10,12,13 6,922,459
BMP SUNSTONE CORP COM 05569C10 1,473 310,849 SH DEFINED 1,2 310,849
BOARDWALK PIPELINE P UT LTD PAR 09662710 981 43,442 SH DEFINED 1,2,8 43,442
BOB EVANS FARMS INC COM 09676110 23,462 816,348 SH DEFINED 1,2,5 816,348
BOEING CO COM 09702310 1,193,294 28,077,513 SH DEFINED 1,2,5,6,7,8,10,12,13 28,077,513
BOISE INC COM 09746Y10 800 465,233 SH DEFINED 1,2 465,233
BOK FINL CORP COM NEW 05561Q20 18,872 500,995 SH DEFINED 1,2,5,10 500,995
BOLT TECHNOLOGY CORP COM 09769810 1,223 108,773 SH DEFINED 1,2 108,773
BON-TON STORES INC COM 09776J10 5,161 1,522,501 SH DEFINED 1 1,522,501
BOOKS-A-MILLION INC COM 09857010 533 74,974 SH DEFINED 1,2 74,974
BOOTS & COOTS/INTL W COM NEW 09946950 1,134 815,902 SH DEFINED 1,2 815,902
BORDERS GROUP INC COM 09970910 3,351 910,625 SH DEFINED 1,2,5 910,625
BORGWARNER INC COM 09972410 88,212 2,583,069 SH DEFINED 1,2,5,6,7,8,10,12,13 2,583,069
BORLAND SOFTWARE COR COM 09984910 69 53,493 SH DEFINED 1 53,493
BOSTON BEER INC CL A 10055710 4,195 141,765 SH DEFINED 1,2,6 141,765
BOSTON PPTYS LTD PAR NOTE 2.87 10112RAK 657 750,000 SH DEFINED 1,2 750,000
BOSTON PRIVATE FINL COM 10111910 13,979 3,120,243 SH DEFINED 1,2,5 3,120,243
BOSTON PROPERTIES IN COM 10112110 317,633 6,658,978 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,658,978
BOSTON SCIENTIFIC CO COM 10113710 525,071 51,782,194 SH DEFINED 1,2,5,6,7,8,10,12,13 51,782,194
BOTTOMLINE TECH DEL COM 10138810 2,829 313,933 SH DEFINED 1,2 313,933
BOVIE MEDICAL CORP COM 10211F10 1,599 183,547 SH DEFINED 1,2,5 183,547
BOWNE & CO INC COM 10304310 3,053 468,944 SH DEFINED 1,2,5 468,944
BOYD GAMING CORP COM 10330410 9,558 1,124,453 SH DEFINED 1,2,5,6,10 1,124,453
BP PLC SPONSORED 05562210 2,153,060 45,156,455 SH DEFINED 1,2,5 45,156,455
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,607 23,295 SH DEFINED 1,2 23,295
BPZ RESOURCES INC COM 05563910 5,037 1,030,133 SH DEFINED 1,2,5,6 1,030,133
BRADY CORP CL A 10467410 23,982 954,689 SH DEFINED 1,2,5 954,689
BRANDYWINE RLTY TR SH BEN INT 10536820 29,498 3,959,521 SH DEFINED 1,2,3,5,6,7,8,10 3,959,521
BRASIL TELECOM PARTI SPON ADR P 10553010 1,189 30,956 SH DEFINED 1,2 30,956
BRASKEM S A SP ADR PFD 10553210 239 32,471 SH DEFINED 1,2,6 32,471
BRE PROPERTIES INC CL A 05564E10 39,646 1,668,602 SH DEFINED 1,2,3,5,6,8,10 1,668,602
BREITBURN ENERGY PAR COM UT LTD 10677610 211 27,482 SH DEFINED 1,2 27,482
BRIDGE BANCORP INC COM 10803510 1,724 63,354 SH DEFINED 1,2 63,354
BRIDGEPOINT ED INC COM 10807M10 2,807 165,138 SH DEFINED 1,2 165,138
BRIGGS & STRATTON CO COM 10904310 12,558 941,357 SH DEFINED 1,2,5,6 941,357
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BRIGHAM EXPLORATION COM 10917810 4,122 1,177,637 SH DEFINED 1,2,5,6 1,177,637
BRIGHTPOINT INC COM NEW 10947340 6,792 1,083,263 SH DEFINED 1,2,5 1,083,263
BRINKER INTL INC COM 10964110 38,435 2,256,880 SH DEFINED 1,2,5,6,8,10,12 2,256,880
BRINKS CO COM 10969610 34,721 1,196,032 SH DEFINED 1,2,5,6,7,10 1,196,032
BRINKS HOME SEC HLDG COM 10969910 26,327 929,960 SH DEFINED 1,2,5,6,7,10 929,960
BRISTOL MYERS SQUIBB COM 11012210 1,321,105 65,047,032 SH DEFINED 1,2,5,6,7,8,10,12,13 65,047,032
BRISTOW GROUP INC COM 11039410 15,685 529,360 SH DEFINED 1,2,5 529,360
BRITISH AMERN TOB PL SPONSORED 11044810 1,276 22,872 SH DEFINED 1 22,872
BRITISH SKY BROADCAS SPONSORED 11101310 294 9,779 SH DEFINED 1 9,779
BROADCOM CORP CL A 11132010 362,369 14,617,538 SH DEFINED 1,2,5,6,7,8,10,12,13 14,617,538
BROADPOINT GLEACHER COM 11134A10 2,225 398,705 SH DEFINED 1,2 398,705
BROADRIDGE FINL SOLU COM 11133T10 64,904 3,914,622 SH DEFINED 1,2,5,6,8,10,12 3,914,622
BROADWIND ENERGY INC COM 11161T10 4,235 374,074 SH DEFINED 1,2 374,074
BROCADE COMMUNICATIO COM NEW 11162130 32,750 4,177,253 SH DEFINED 1,2,5,6,8,10 4,177,253
BRONCO DRILLING CO I COM 11221110 1,529 357,258 SH DEFINED 1,2,5 357,258
BROOKDALE SR LIVING COM 11246310 4,386 450,268 SH DEFINED 1,2,5,6,10 450,268
BROOKFIELD ASSET MGM CL A LTD V 11258510 1,225 71,765 SH DEFINED 1,7 71,765
BROOKFIELD HOMES COR COM 11272310 654 163,489 SH DEFINED 1,2 163,489
BROOKFIELD INFRAST P LP INT UNI G1625210 331 26,841 SH DEFINED 1,2,7 26,841
BROOKFIELD PPTYS COR COM 11290010 4,421 554,723 SH DEFINED 1,2,3,7 554,723
BROOKLINE BANCORP IN COM 11373M10 18,732 2,009,902 SH DEFINED 1,2,5 2,009,902
BROOKLYN FEDERAL BAN COM 11403910 376 33,426 SH DEFINED 1,2 33,426
BROOKS AUTOMATION IN COM 11434010 5,478 1,222,722 SH DEFINED 1,2,5,6 1,222,722
BROWN & BROWN INC COM 11523610 47,576 2,387,148 SH DEFINED 1,2,5,6,8,10,12 2,387,148
BROWN FORMAN CORP CL A 11563710 535 11,588 SH DEFINED 1,2,5 11,588
BROWN FORMAN CORP CL B 11563720 134,362 3,126,143 SH DEFINED 1,2,5,6,7,8,10,12,13 3,126,143
BROWN SHOE INC NEW COM 11573610 5,463 754,554 SH DEFINED 1,2,5 754,554
BRUKER CORP COM 11679410 7,973 861,001 SH DEFINED 1,2,5,6 861,001
BRUNSWICK CORP COM 11704310 7,979 1,847,094 SH DEFINED 1,2,5,6,8 1,847,094
BRUSH ENGINEERED MAT COM 11742110 6,445 384,752 SH DEFINED 1,2,5,6 384,752
BRYN MAWR BK CORP COM 11766510 1,872 99,209 SH DEFINED 1,2 99,209
BUCKEYE GP HOLDINGS COM UNITS 11816710 210 10,346 SH DEFINED 1,2 10,346
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,237 52,227 SH DEFINED 1,2 52,227
BUCKEYE TECHNOLOGIES COM 11825510 4,846 1,079,327 SH DEFINED 1,2,5 1,079,327
BUCKLE INC COM 11844010 29,880 940,515 SH DEFINED 1,2,5 940,515
BUCYRUS INTL INC NEW COM 11875910 43,665 1,528,890 SH DEFINED 1,2,5,6,10 1,528,890
BUFFALO WILD WINGS I COM 11984810 9,092 279,569 SH DEFINED 1,2,5,6 279,569
BUILD A BEAR WORKSHO COM 12007610 1,239 277,282 SH DEFINED 1,2 277,282
BUILDERS FIRSTSOURCE COM 12008R10 926 222,700 SH DEFINED 1,2 222,700
BUNGE LIMITED COM G1696210 108,637 1,803,098 SH DEFINED 1,2,5,6,7,8,10,12,13 1,803,098
BURGER KING HLDGS IN COM 12120820 17,400 1,007,544 SH DEFINED 1,2,5,6,8,10 1,007,544
BURLINGTON NORTHN SA COM 12189T10 657,188 8,936,468 SH DEFINED 1,2,5,6,7,8,10,12,13 8,936,468
BWAY HOLDING COMPANY COM 12429T10 3,452 196,924 SH DEFINED 1,2,6 196,924
C D I CORP COM 12507110 3,020 270,872 SH DEFINED 1,2,5 270,872
C H ROBINSON WORLDWI COM NEW 12541W20 273,051 5,235,878 SH DEFINED 1,2,5,6,7,8,10,12,13 5,235,878
C&D TECHNOLOGIES INC COM 12466110 126 62,924 SH DEFINED 1,5 62,924
CA INC COM 12673P10 244,791 14,044,254 SH DEFINED 1,2,5,6,7,8,10,12,13 14,044,254
CABELAS INC COM 12680430 7,881 640,752 SH DEFINED 1,2,5 640,752
CABLEVISION SYS CORP CL A NY CA 12686C10 77,331 3,984,096 SH DEFINED 1,2,5,6,7,8,10,12,13 3,984,096
CABOT CORP COM 12705510 66,946 5,321,588 SH DEFINED 1,2,5,6,8,10,12 5,321,588
CABOT MICROELECTRONI COM 12709P10 11,280 398,718 SH DEFINED 1,2,5,6 398,718
CABOT OIL & GAS CORP COM 12709710 134,785 4,398,984 SH DEFINED 1,2,5,6,7,8,10,12,13 4,398,984
CACHE INC COM NEW 12715030 63 16,157 SH DEFINED 1 16,157
CACI INTL INC CL A 12719030 24,109 564,486 SH DEFINED 1,2,5 564,486
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CADENCE DESIGN SYSTE COM 12738710 30,509 5,171,028 SH DEFINED 1,2,5,6,7,10 5,171,028
CADENCE FINL CORP COM 12738A10 24 10,806 SH DEFINED 1 10,806
CADENCE PHARMACEUTIC COM 12738T10 3,752 375,529 SH DEFINED 1,2,6 375,529
CADIZ INC COM NEW 12753720 1,767 183,471 SH DEFINED 1,2 183,471
CAI INTERNATIONAL IN COM 12477X10 535 104,916 SH DEFINED 1,2 104,916
CAL DIVE INTL INC DE COM 12802T10 11,320 1,311,733 SH DEFINED 1,2,5,6 1,311,733
CAL MAINE FOODS INC COM NEW 12803020 6,798 272,368 SH DEFINED 1,2,5,6 272,368
CALAMOS ASSET MGMT I CL A 12811R10 5,560 394,042 SH DEFINED 1,2,5,6 394,042
CALAMP CORP COM 12812610 15 18,691 SH DEFINED 1 18,691
CALAVO GROWERS INC COM 12824610 2,549 128,524 SH DEFINED 1,2,6 128,524
CALGON CARBON CORP COM 12960310 14,400 1,036,718 SH DEFINED 1,2,5,6 1,036,718
CALIFORNIA MICRO DEV COM 13043910 73 29,822 SH DEFINED 1 29,822
CALIFORNIA PIZZA KIT COM 13054D10 8,884 668,489 SH DEFINED 1,2,5,6 668,489
CALIFORNIA WTR SVC G COM 13078810 13,875 376,621 SH DEFINED 1,2,5 376,621
CALIPER LIFE SCIENCE COM 13087210 63 35,506 SH DEFINED 1 35,506
CALLAWAY GOLF CO COM 13119310 8,834 1,742,503 SH DEFINED 1,2,5 1,742,503
CALLIDUS SOFTWARE IN COM 13123E50 808 283,512 SH DEFINED 1,2 283,512
CALLON PETE CO DEL COM 13123X10 47 23,942 SH DEFINED 1 23,942
CALPINE CORP COM NEW 13134730 55,629 4,989,126 SH DEFINED 1,2,5,6,7,8,10,12,13 4,989,126
CALUMET SPECIALTY PR UT LTD PAR 13147610 190 12,244 SH DEFINED 1,2 12,244
CAMBREX CORP COM 13201110 1,791 434,822 SH DEFINED 1,2 434,822
CAMDEN NATL CORP COM 13303410 4,178 122,784 SH DEFINED 1,2,5 122,784
CAMDEN PPTY TR SH BEN INT 13313110 59,960 2,172,451 SH DEFINED 1,2,3,5,6,7,8,10 2,172,451
CAMERON INTERNATIONA COM 13342B10 251,226 8,877,227 SH DEFINED 1,2,5,6,7,8,10,12,13 8,877,227
CAMPBELL SOUP CO COM 13442910 214,859 7,303,169 SH DEFINED 1,2,5,6,7,8,10,12,13 7,303,169
CANADIAN NAT RES LTD COM 13638510 1,167 22,232 SH DEFINED 1,7 22,232
CANADIAN NATL RY CO COM 13637510 484 11,255 SH DEFINED 1,5 11,255
CANDELA CORP COM 13690710 19 18,860 SH DEFINED 1 18,860
CANO PETE INC COM 13780110 29 30,300 SH DEFINED 1 30,300
CANTEL MEDICAL CORP COM 13809810 3,981 245,264 SH DEFINED 1,2,6 245,264
CAPE BANCORP INC COM 13920910 988 114,513 SH DEFINED 1,2 114,513
CAPELLA EDUCATION CO COM 13959410 13,427 223,937 SH DEFINED 1,2,5,6 223,937
CAPITAL CITY BK GROU COM 13967410 2,866 170,117 SH DEFINED 1,2,5 170,117
CAPITAL ONE FINL COR COM 14040H10 373,472 17,069,087 SH DEFINED 1,2,5,6,7,8,10,12,13 17,069,087
CAPITAL PRODUCT PART COM UNIT L Y1108210 117 12,983 SH DEFINED 1,2 12,983
CAPITAL SOUTHWEST CO COM 14050110 3,009 41,588 SH DEFINED 1,2,5 41,588
CAPITAL SR LIVING CO COM 14047510 1,461 321,125 SH DEFINED 1,2 321,125
CAPITAL TRUST INC MD CL A NEW 14052H50 36 24,663 SH DEFINED 1 24,663
CAPITALSOURCE INC COM 14055X10 12,481 2,557,628 SH DEFINED 1,2,5,8,10 2,557,628
CAPITOL BANCORP LTD COM 14056D10 59 22,142 SH DEFINED 1,2 22,142
CAPITOL FED FINL COM 14057C10 9,768 254,842 SH DEFINED 1,2,5,6,10 254,842
CAPLEASE INC COM 14028810 2,665 965,610 SH DEFINED 1,2,3 965,610
CAPSTEAD MTG CORP COM NO PAR 14067E50 19,694 1,549,527 SH DEFINED 1,2,5 1,549,527
CAPSTONE TURBINE COR COM 14067D10 117 141,492 SH DEFINED 1,2,5 141,492
CARACO PHARMACEUTICA COM 14075T10 450 146,662 SH DEFINED 1,2,5 146,662
CARBO CERAMICS INC COM 14078110 10,467 306,051 SH DEFINED 1,2,5,6 306,051
CARDIAC SCIENCE CORP COM 14141A10 1,471 365,841 SH DEFINED 1,2 365,841
CARDICA INC COM 14141R10 15 10,800 SH DEFINED 1 10,800
CARDINAL FINL CORP COM 14149F10 3,060 390,842 SH DEFINED 1,2,6 390,842
CARDINAL HEALTH INC COM 14149Y10 348,306 11,401,183 SH DEFINED 1,2,5,6,7,8,10,12,13 11,401,183
CARDIONET INC COM 14159L10 4,995 306,082 SH DEFINED 1,2,5,6 306,082
CARDIOVASCULAR SYS I COM 14161910 556 72,083 SH DEFINED 1,2 72,083
CARDIUM THERAPEUTICS COM 14191610 469 253,652 SH DEFINED 1,2 253,652
CARDTRONICS INC COM 14161H10 687 180,326 SH DEFINED 1,2 180,326
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CARE INVESTMENT TRUS COM 14165710 835 160,577 SH DEFINED 1,2 160,577
CAREER EDUCATION COR COM 14166510 43,684 1,755,090 SH DEFINED 1,2,5,6,7,10 1,755,090
CARIBOU COFFEE INC COM 14204220 268 41,679 SH DEFINED 1,2 41,679
CARLISLE COS INC COM 14233910 35,369 1,471,246 SH DEFINED 1,2,5,6,10 1,471,246
CARMAX INC COM 14313010 89,118 6,062,448 SH DEFINED 1,2,5,6,7,8,10,12,13 6,062,448
CARMIKE CINEMAS INC COM 14343640 800 95,443 SH DEFINED 1,2 95,443
CARNIVAL CORP PAIRED CTF 14365830 344,792 13,379,581 SH DEFINED 1,2,5,6,7,8,10,12,13 13,379,581
CARPENTER TECHNOLOGY COM 14428510 44,498 2,138,314 SH DEFINED 1,2,5,6,10 2,138,314
CARRIAGE SVCS INC COM 14390510 70 19,570 SH DEFINED 1 19,570
CARRIZO OIL & CO INC COM 14457710 6,889 401,664 SH DEFINED 1,2,5,6 401,664
CARROLS RESTAURANT G COM 14574X10 683 102,575 SH DEFINED 1,2 102,575
CARTER INC COM 14622910 42,989 1,746,805 SH DEFINED 1,2,5,6,7 1,746,805
CASCADE BANCORP COM 14715410 153 108,238 SH DEFINED 1 108,238
CASCADE CORP COM 14719510 2,778 176,626 SH DEFINED 1,2,5 176,626
CASELLA WASTE SYS IN CL A 14744810 47 23,560 SH DEFINED 1 23,560
CASEYS GEN STORES IN COM 14752810 44,730 1,741,161 SH DEFINED 1,2,5,6,8 1,741,161
CASH AMER INTL INC COM 14754D10 14,186 606,510 SH DEFINED 1,2,5,6 606,510
CASS INFORMATION SYS COM 14808P10 3,233 98,757 SH DEFINED 1,2,6 98,757
CASTLE A M & CO COM 14841110 3,230 267,373 SH DEFINED 1,2,5 267,373
CASUAL MALE RETAIL G COM 14871110 76 34,646 SH DEFINED 1 34,646
CATALYST HEALTH SOLU COM 14888B10 13,934 558,695 SH DEFINED 1,2,5,6 558,695
CATAPULT COMMUNICATI COM 14901610 125 13,504 SH DEFINED 1 13,504
CATERPILLAR INC DEL COM 14912310 1,416,669 42,877,393 SH DEFINED 1,2,5,6,7,8,10,12,13 42,877,393
CATHAY GENERAL BANCO COM 14915010 20,883 2,195,899 SH DEFINED 1,2,5 2,195,899
CATO CORP NEW CL A 14920510 26,753 1,533,981 SH DEFINED 1,2,5 1,533,981
CAVCO INDS INC DEL COM 14956810 2,377 93,823 SH DEFINED 1,2,5 93,823
CAVIUM NETWORKS INC COM 14965A10 7,792 463,541 SH DEFINED 1,2,5,6 463,541
CB RICHARD ELLIS GRO CL A 12497T10 66,607 7,116,112 SH DEFINED 1,2,5,6,10,13 7,116,112
CBEYOND INC COM 14984710 5,379 374,856 SH DEFINED 1,2,5,6 374,856
CBIZ INC COM 12480510 5,805 815,363 SH DEFINED 1,2,5,6 815,363
CBL & ASSOC PPTYS IN COM 12483010 19,875 3,687,298 SH DEFINED 1,2,3,5,6,7,8 3,687,298
CBS CORP NEW CL B 12485720 144,560 20,890,116 SH DEFINED 1,2,5,6,7,8,10,12,13 20,890,116
CDC CORP SHS A G2022L10 51 33,545 SH DEFINED 1,5,6 33,545
CDN IMPERIAL BK OF C COM 13606910 226 4,506 SH DEFINED 1 4,506
CEC ENTMT INC COM 12513710 16,320 553,606 SH DEFINED 1,2,5,6 553,606
CEDAR FAIR L P DEPOSITRY 15018510 710 64,869 SH DEFINED 1,2 64,869
CEDAR SHOPPING CTRS COM NEW 15060220 7,215 1,596,275 SH DEFINED 1,2,3,5,8 1,596,275
CELADON GROUP INC COM 15083810 3,506 417,844 SH DEFINED 1,2 417,844
CELANESE CORP DEL COM SER A 15087010 105,669 4,449,221 SH DEFINED 1,2,5,6,7,8,10,12,13 4,449,221
CELERA CORP COM 15100E10 25,643 3,365,162 SH DEFINED 1,2,5,6 3,365,162
CELESTICA INC SUB VTG SH 15101Q10 118 17,361 SH DEFINED 1,2 17,361
CELGENE CORP COM 15102010 712,532 14,894,071 SH DEFINED 1,2,5,6,7,8,10,12,13 14,894,071
CELL GENESYS INC COM 15092110 16 54,937 SH DEFINED 1 54,937
CELL THERAPEUTICS IN COM NO PAR 15093450 11,183 6,501,562 SH DEFINED 1,2 6,501,562
CELLCOM ISRAEL LTD SHS M2196U10 3,511 132,134 SH DEFINED 1,2,5,7,10 132,134
CELLDEX THERAPEUTICS COM 15117B10 2,880 368,244 SH DEFINED 1,2 368,244
CEL-SCI CORP COM NEW 15083740 14 33,758 SH DEFINED 1 33,758
CEMEX SAB DE CV SPON ADR N 15129088 2,712 290,358 SH DEFINED 1,2,6,7,8 290,358
CENTENE CORP DEL COM 15135B10 24,814 1,241,926 SH DEFINED 1,2,5,7 1,241,926
CENTENNIAL COMMUNCTN CL A NEW 15133V20 9,176 1,095,016 SH DEFINED 1,2,5,6 1,095,016
CENTER BANCORP INC COM 15140810 875 107,402 SH DEFINED 1,2 107,402
CENTER FINL CORP CAL COM 15146E10 25 10,013 SH DEFINED 1 10,013
CENTERPOINT ENERGY I COM 15189T10 149,483 13,491,254 SH DEFINED 1,2,5,6,7,8,10,12,13 13,491,254
CENTERSTATE BKS FLA COM 15201P10 717 96,675 SH DEFINED 1,2 96,675
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CENTEX CORP COM 15231210 54,058 6,389,882 SH DEFINED 1,2,5,6,8,10,12,13 6,389,882
CENTRAIS ELETRICAS B SPONSORED 15234Q20 2,183 149,759 SH DEFINED 1,2,6 149,759
CENTRAL EUROPEAN DIS COM 15343510 13,160 495,299 SH DEFINED 1,2,5,10 495,299
CENTRAL EUROPEAN MED CL A NEW G2004520 4,634 235,368 SH DEFINED 1,5,6,10 235,368
CENTRAL FED CORP COM 15346Q10 90 30,900 SH DEFINED 1 30,900
CENTRAL GARDEN & PET COM 15352710 415 37,839 SH DEFINED 1,2,5 37,839
CENTRAL GARDEN & PET CL A NON-V 15352720 13,928 1,414,026 SH DEFINED 1,2,5 1,414,026
CENTRAL PAC FINL COR COM 15476010 6,568 1,751,403 SH DEFINED 1,2,5 1,751,403
CENTRAL VT PUB SVC C COM 15577110 4,276 236,235 SH DEFINED 1,2,5 236,235
CENTURY ALUM CO COM 15643110 6,115 978,423 SH DEFINED 1,2,5,6 978,423
CENTURY BANCORP INC CL A NON V 15643210 654 35,485 SH DEFINED 1,2 35,485
CENTURY CASINOS INC COM 15649210 80 26,962 SH DEFINED 1 26,962
CENTURYTEL INC COM 15670010 138,970 4,526,721 SH DEFINED 1,2,5,6,7,8,10,12,13 4,526,721
CENVEO INC COM 15670S10 3,051 721,314 SH DEFINED 1,2,5,6 721,314
CEPHALON INC NOTE 2.00 156708AP 1,645 1,300,000 SH DEFINED 1,2 1,300,000
CEPHALON INC COM 15670810 151,128 2,667,741 SH DEFINED 1,2,5,6,7,8,10,12,13 2,667,741
CEPHEID COM 15670R10 11,353 1,205,236 SH DEFINED 1,2,5,6,8 1,205,236
CERADYNE INC COM 15671010 12,797 724,606 SH DEFINED 1,2,5,6 724,606
CERAGON NETWORKS LTD ORD M2201310 255 38,403 SH DEFINED 1 38,403
CERNER CORP COM 15678210 93,090 1,494,466 SH DEFINED 1,2,5,6,7,8,10,12,13 1,494,466
CERUS CORP COM 15708510 30 29,597 SH DEFINED 1 29,597
CEVA INC COM 15721010 2,451 282,357 SH DEFINED 1,2 282,357
CF INDS HLDGS INC COM 12526910 152,616 2,058,487 SH DEFINED 1,2,5,6,7,8,10,12,13 2,058,487
CFS BANCORP INC COM 12525D10 63 14,968 SH DEFINED 1 14,968
CH ENERGY GROUP INC COM 12541M10 12,979 277,916 SH DEFINED 1,2,5 277,916
CHAMPION ENTERPRISES COM 15849610 50 156,108 SH DEFINED 1 156,108
CHARLES & COLVARD LT COM 15976510 5 10,104 SH DEFINED 1 10,104
CHARLES RIV LABS INT COM 15986410 50,818 1,505,729 SH DEFINED 1,2,5,6,7,8,10,12,13 1,505,729
CHARLOTTE RUSSE HLDG COM 16104810 4,108 321,434 SH DEFINED 1,2,5,6 321,434
CHARMING SHOPPES INC COM 16113310 7,103 1,909,529 SH DEFINED 1,2,5,6 1,909,529
CHART INDS INC COM PAR $0 16115Q30 12,904 709,806 SH DEFINED 1,2,5 709,806
CHASE CORP COM 16150R10 657 55,177 SH DEFINED 1,2 55,177
CHATTEM INC COM 16245610 23,210 340,825 SH DEFINED 1,2,5,6 340,825
CHECK POINT SOFTWARE ORD M2246510 27,348 1,165,233 SH DEFINED 1,2,5,6,7,8,10,12 1,165,233
CHECKPOINT SYS INC COM 16282510 9,989 636,675 SH DEFINED 1,2,5 636,675
CHEESECAKE FACTORY I COM 16307210 28,746 1,661,645 SH DEFINED 1,2,5,6 1,661,645
CHELSEA THERAPEUTICS COM 16342810 1,038 246,059 SH DEFINED 1,2 246,059
CHEMED CORP NEW COM 16359R10 17,970 455,155 SH DEFINED 1,2,5,6,7 455,155
CHEMICAL FINL CORP COM 16373110 7,779 390,725 SH DEFINED 1,2,5 390,725
CHENIERE ENERGY INC COM NEW 16411R20 2,372 806,891 SH DEFINED 1,2,6 806,891
CHENIERE ENERGY PART COM UNIT 16411Q10 88 11,990 SH DEFINED 1,2 11,990
CHEROKEE INC DEL NEW COM 16444H10 2,415 121,869 SH DEFINED 1,2,5 121,869
CHESAPEAKE ENERGY CO NOTE 2.50 165167BZ 1,345 1,250,000 SH DEFINED 1,2 1,250,000
CHESAPEAKE ENERGY CO NOTE 2.25 165167CB 368 600,000 SH DEFINED 2 600,000
CHESAPEAKE ENERGY CO COM 16516710 407,981 20,573,922 SH DEFINED 1,2,5,6,7,8,10,12,13 20,573,922
CHESAPEAKE UTILS COR COM 16530310 4,095 125,875 SH DEFINED 1,2 125,875
CHEVIOT FINL CORP COM 16677410 90 11,200 SH DEFINED 1,2 11,200
CHEVRON CORP NEW COM 16676410 6,014,929 90,791,382 SH DEFINED 1,2,5,6,7,8,10,12,13 90,791,382
CHICAGO BRIDGE & IRO N Y REGIST 16725010 561 45,210 SH DEFINED 1,2,5,6 45,210
CHICOPEE BANCORP INC COM 16856510 786 60,620 SH DEFINED 1,2 60,620
CHICOS FAS INC COM 16861510 55,332 5,686,700 SH DEFINED 1,2,5,6,10 5,686,700
CHILDRENS PL RETAIL COM 16890510 34,247 1,295,762 SH DEFINED 1,2,5,6 1,295,762
CHILE FD INC COM 16883410 1,778 116,300 SH DEFINED 5 116,300
CHIMERA INVT CORP COM 16934Q10 24,790 7,103,224 SH DEFINED 1,2,5,10 7,103,224
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CHINA AUTOMOTIVE SYS COM 16936R10 112 20,450 SH DEFINED 1,2 20,450
CHINA BAK BATTERY IN COM 16936Y10 1,333 451,818 SH DEFINED 1,2 451,818
CHINA DIGITAL TV HLD SPONSORED 16938G10 245 27,989 SH DEFINED 1,2,6 27,989
CHINA FIRE & SEC GRO COM 16938R10 1,877 154,270 SH DEFINED 1,2 154,270
CHINA GREEN AGRICULT COM 16943W10 392 48,433 SH DEFINED 1,2 48,433
CHINA HOUSING & LAND COM 16939V10 1,480 256,859 SH DEFINED 1,2 256,859
CHINA INFORMATION SE COM 16944F10 642 224,341 SH DEFINED 1,2,6 224,341
CHINA LIFE INS CO LT SPON ADR R 16939P10 396 7,151 SH DEFINED 6 7,151
CHINA MED TECHNOLOGI SPONSORED 16948310 523 26,249 SH DEFINED 1,2,6 26,249
CHINA MOBILE LIMITED SPONSORED 16941M10 839 16,762 SH DEFINED 1,6 16,762
CHINA PETE & CHEM CO SPON ADR H 16941R10 12,366 163,012 SH DEFINED 1,4,5,6 163,012
CHINA PRECISION STEE COM 16941J10 703 283,389 SH DEFINED 1,2 283,389
CHINA SEC & SURVE TE COM 16942J10 2,783 369,141 SH DEFINED 1,2 369,141
CHINA SKY ONE MED IN COM 16941P10 1,399 103,786 SH DEFINED 1,2 103,786
CHINA TRANSINFO TECH COM 16945310 191 40,706 SH DEFINED 1,2 40,706
CHINA UNICOM (HONG K SPONSORED 16945R10 148 11,111 SH DEFINED 1,6 11,111
CHINA YUCHAI INTL LT COM G2108210 739 103,063 SH DEFINED 1,5,7,8 103,063
CHINA-BIOTICS INC COM 16937B10 471 43,649 SH DEFINED 1,2 43,649
CHINACAST EDU CORP COM 16946T10 2,341 326,558 SH DEFINED 1,2 326,558
CHINDEX INTERNATIONA COM 16946710 1,824 147,491 SH DEFINED 1,2,6 147,491
CHIPOTLE MEXICAN GRI CL A 16965610 49,378 617,229 SH DEFINED 1,2,5,6,10 617,229
CHIPOTLE MEXICAN GRI CL B 16965620 1,352 19,378 SH DEFINED 1,2,5 19,378
CHIQUITA BRANDS INTL COM 17003280 8,435 822,170 SH DEFINED 1,2,5 822,170
CHOICE HOTELS INTL I COM 16990510 9,007 338,488 SH DEFINED 1,2,5,6,10 338,488
CHORDIANT SOFTWARE I COM NEW 17040430 1,468 404,392 SH DEFINED 1,2,5,6 404,392
CHRISTOPHER & BANKS COM 17104610 4,025 599,917 SH DEFINED 1,2,5 599,917
CHUBB CORP COM 17123210 543,909 13,638,651 SH DEFINED 1,2,5,6,7,8,10,12,13 13,638,651
CHUNGHWA TELECOM CO SPONS ADR 17133Q40 4,691 236,573 SH DEFINED 1,2,6,8,12 236,573
CHURCH & DWIGHT INC COM 17134010 94,477 1,739,583 SH DEFINED 1,2,5,6,7,8,10,12,13 1,739,583
CHURCHILL DOWNS INC COM 17148410 4,880 144,990 SH DEFINED 1,2,5 144,990
CIBER INC COM 17163B10 4,608 1,486,459 SH DEFINED 1,2,5 1,486,459
CIENA CORP COM NEW 17177930 28,308 2,735,063 SH DEFINED 1,2,5,6,10,13 2,735,063
CIGNA CORP COM 12550910 224,761 9,330,066 SH DEFINED 1,2,5,6,7,8,10,12,13 9,330,066
CIMAREX ENERGY CO COM 17179810 70,615 2,491,711 SH DEFINED 1,2,5,6,7,8,10,12,13 2,491,711
CINCINNATI BELL INC COM 17187110 16,418 5,780,887 SH DEFINED 1,2,5 5,780,887
CINCINNATI FINL CORP COM 17206210 151,483 6,777,760 SH DEFINED 1,2,5,6,7,8,10,12,13 6,777,760
CINEMARK HOLDINGS IN COM 17243V10 5,584 493,312 SH DEFINED 1,2,5,6 493,312
CINTAS CORP COM 17290810 95,066 4,162,277 SH DEFINED 1,2,5,6,7,8,10,12,13 4,162,277
CIRCOR INTL INC COM 17273K10 8,842 374,520 SH DEFINED 1,2,5 374,520
CIRRUS LOGIC INC COM 17275510 6,045 1,343,389 SH DEFINED 1,2,5,6 1,343,389
CISCO SYS INC COM 17275R10 3,721,167 199,526,407 SH DEFINED 1,2,5,6,7,8,10,12,13 199,526,407
CIT GROUP INC COM 12558110 30,464 14,169,356 SH DEFINED 1,2,5,6,8,10,12,13 14,169,356
CITI TRENDS INC COM 17306X10 5,401 208,678 SH DEFINED 1,2,6 208,678
CITIGROUP INC COM 17296710 637,396 214,611,455 SH DEFINED 1,2,5,6,7,8,10,12,13 214,611,455
CITIZENS & NORTHN CO COM 17292210 3,004 146,053 SH DEFINED 1,2 146,053
CITIZENS FIRST BANCO COM 17461R10 16 19,125 SH DEFINED 1 19,125
CITIZENS HLDG CO MIS COM 17471510 1,206 38,656 SH DEFINED 1,2 38,656
CITIZENS INC CL A 17474010 3,051 501,804 SH DEFINED 1,2,5,6 501,804
CITIZENS REPUBLIC BA COM 17442010 3,922 5,524,092 SH DEFINED 1,2,5 5,524,092
CITRIX SYS INC COM 17737610 181,872 5,703,112 SH DEFINED 1,2,5,6,7,8,10,12,13 5,703,112
CITY BK LYNNWOOD WAS COM 17770A10 70 29,835 SH DEFINED 1 29,835
CITY HLDG CO COM 17783510 10,425 343,376 SH DEFINED 1,2,5 343,376
CITY NATL CORP COM 17856610 42,051 1,141,770 SH DEFINED 1,2,5,6,8,10,12 1,141,770
CKE RESTAURANTS INC COM 12561E10 8,236 971,247 SH DEFINED 1,2,5,6 971,247
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CKX INC COM 12562M10 5,541 779,391 SH DEFINED 1,2,5,6 779,391
CLARCOR INC COM 17989510 25,791 883,555 SH DEFINED 1,2,5,6 883,555
CLARIENT INC COM 18048910 1,069 287,460 SH DEFINED 1,2 287,460
CLEAN ENERGY FUELS C COM 18449910 3,113 361,564 SH DEFINED 1,2,5,6 361,564
CLEAN HARBORS INC COM 18449610 29,352 543,660 SH DEFINED 1,2,5,6 543,660
CLEAR CHANNEL OUTDOO CL A 18451C10 2,101 396,380 SH DEFINED 1,2,5,6,10 396,380
CLEARWATER PAPER COR COM 18538R10 4,856 192,017 SH DEFINED 1,2,5 192,017
CLEARWIRE CORP NEW CL A 18538Q10 3,359 607,370 SH DEFINED 1,2,5,10 607,370
CLECO CORP NEW COM 12561W10 35,176 1,568,965 SH DEFINED 1,2,5 1,568,965
CLIFFS NATURAL RESOU COM 18683K10 113,406 4,634,492 SH DEFINED 1,2,5,6,7,8,10,12,13 4,634,492
CLIFTON SVGS BANCORP COM 18712Q10 2,189 203,464 SH DEFINED 1,2 203,464
CLINICAL DATA INC NE COM 18725U10 1,503 136,404 SH DEFINED 1,2,6 136,404
CLOROX CO DEL COM 18905410 264,573 4,738,898 SH DEFINED 1,2,5,6,7,8,10,12,13 4,738,898
CME GROUP INC COM 12572Q10 708,312 2,276,651 SH DEFINED 1,2,5,6,7,8,10,12,13 2,276,651
CMS ENERGY CORP COM 12589610 132,789 10,992,472 SH DEFINED 1,2,5,6,7,10,13 10,992,472
CNA FINL CORP COM 12611710 5,341 345,221 SH DEFINED 1,2,5,7,8,10,12 345,221
CNA SURETY CORP COM 12612L10 4,066 301,425 SH DEFINED 1,2,5 301,425
CNB FINL CORP PA COM 12612810 1,291 91,138 SH DEFINED 1,2 91,138
CNH GLOBAL N V SHS NEW N2093520 142 10,140 SH DEFINED 1,5,6 10,140
CNOOC LTD SPONSORED 12613210 474 3,850 SH DEFINED 1,6 3,850
CNX GAS CORP COM 12618H30 10,500 399,688 SH DEFINED 1,2,5,6,10 399,688
COACH INC COM 18975410 279,512 10,398,524 SH DEFINED 1,2,5,6,7,8,10,12,13 10,398,524
COBIZ FINANCIAL INC COM 19089710 1,958 305,477 SH DEFINED 1,2,5 305,477
COBRA ELECTRS CORP COM 19104210 13 10,846 SH DEFINED 1 10,846
COCA COLA BOTTLING C COM 19109810 3,566 64,688 SH DEFINED 1,2,6 64,688
COCA COLA CO COM 19121610 3,477,760 72,468,424 SH DEFINED 1,2,5,6,7,8,10,12,13 72,468,424
COCA COLA ENTERPRISE COM 19121910 224,894 13,507,124 SH DEFINED 1,2,5,6,7,8,10,12,13 13,507,124
COEUR D ALENE MINES COM NEW 19210850 41,527 3,376,187 SH DEFINED 1,2,5 3,376,187
COGDELL SPENCER INC COM 19238U10 1,631 380,199 SH DEFINED 1,2,3 380,199
COGENT COMM GROUP IN COM NEW 19239V30 6,241 765,721 SH DEFINED 1,2,5,6 765,721
COGENT INC COM 19239Y10 7,809 727,759 SH DEFINED 1,2,5,6 727,759
COGNEX CORP COM 19242210 11,302 799,888 SH DEFINED 1,2,5 799,888
COGNIZANT TECHNOLOGY CL A 19244610 244,966 9,174,746 SH DEFINED 1,2,5,6,7,8,10,12,13 9,174,746
COGO GROUP INC COM 19244810 2,899 485,532 SH DEFINED 1,2,5,6 485,532
COHEN & STEERS INC COM 19247A10 3,586 239,873 SH DEFINED 1,2,5,6 239,873
COHERENT INC COM 19247910 10,231 494,738 SH DEFINED 1,2,5,6 494,738
COHU INC COM 19257610 3,608 401,797 SH DEFINED 1,2,5 401,797
COINSTAR INC COM 19259P30 13,111 491,040 SH DEFINED 1,2,5,6 491,040
COLDWATER CREEK INC COM 19306810 7,133 1,169,275 SH DEFINED 1,2,5,6 1,169,275
COLE KENNETH PRODTNS CL A 19329410 906 128,816 SH DEFINED 1,2 128,816
COLEMAN CABLE INC COM 19345930 90 31,900 SH DEFINED 1 31,900
COLFAX CORP COM 19401410 2,473 320,281 SH DEFINED 1,2,5 320,281
COLGATE PALMOLIVE CO COM 19416210 1,230,922 17,400,646 SH DEFINED 1,2,5,6,7,8,10,12,13 17,400,646
COLLECTIVE BRANDS IN COM 19421W10 46,944 3,221,937 SH DEFINED 1,2,5 3,221,937
COLONIAL BANCGROUP I COM 19549330 1,937 3,123,890 SH DEFINED 1,2,5,6,8 3,123,890
COLONIAL PPTYS TR COM SH BEN 19587210 12,078 1,632,150 SH DEFINED 1,2,3,5,6,8 1,632,150
COLUMBIA BKG SYS INC COM 19723610 3,101 303,130 SH DEFINED 1,2,5 303,130
COLUMBIA LABS INC COM 19777910 59 52,029 SH DEFINED 1,5 52,029
COLUMBIA SPORTSWEAR COM 19851610 6,483 209,661 SH DEFINED 1,2,5 209,661
COLUMBUS MCKINNON CO COM 19933310 3,483 275,320 SH DEFINED 1,2,5 275,320
COMARCO INC COM 20008010 23 13,186 SH DEFINED 1 13,186
COMBINATORX INC COM 20010A10 16 19,600 SH DEFINED 1 19,600
COMCAST CORP NEW CL A 20030N10 1,279,462 88,482,852 SH DEFINED 1,2,5,6,7,8,10,12,13 88,482,852
COMCAST CORP NEW CL A SPL 20030N20 67,993 4,822,228 SH DEFINED 1,2,5,6,7,8,10,12,13 4,822,228
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
COMERICA INC COM 20034010 140,127 6,625,408 SH DEFINED 1,2,5,6,7,8,10,12,13 6,625,408
COMFORT SYS USA INC COM 19990810 8,963 874,452 SH DEFINED 1,2,5,6 874,452
COMMERCE BANCSHARES COM 20052510 57,482 1,805,911 SH DEFINED 1,2,5,6,7,8,10,12 1,805,911
COMMERCIAL METALS CO COM 20172310 63,783 3,979,001 SH DEFINED 1,2,5,6,8,10 3,979,001
COMMERCIAL VEH GROUP COM 20260810 23 16,184 SH DEFINED 1 16,184
COMMSCOPE INC COM 20337210 50,075 1,906,907 SH DEFINED 1,2,5,6,7,10 1,906,907
COMMUNICATIONS SYS I COM 20390010 672 68,573 SH DEFINED 1,2 68,573
COMMUNITY BANCORP NE COM 20343T10 13 13,600 SH DEFINED 1 13,600
COMMUNITY BK SYS INC COM 20360710 18,349 1,260,212 SH DEFINED 1,2,5 1,260,212
COMMUNITY HEALTH SYS COM 20366810 54,463 2,156,951 SH DEFINED 1,2,5,6,8,10,12 2,156,951
COMMUNITY TR BANCORP COM 20414910 6,852 256,142 SH DEFINED 1,2,5 256,142
COMMVAULT SYSTEMS IN COM 20416610 10,676 643,532 SH DEFINED 1,2,5,6 643,532
COMPANHIA BRASILEIRA SPON ADR P 20440T20 11,166 290,315 SH DEFINED 1,2,6,7 290,315
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 28,059 432,813 SH DEFINED 1,2,6,7 432,813
COMPANHIA ENERGETICA SP ADR N-V 20440960 19,475 1,449,025 SH DEFINED 1,2,6,7 1,449,025
COMPANHIA PARANAENSE SPON ADR P 20441B40 31,098 2,200,847 SH DEFINED 1,2,6,7 2,200,847
COMPANHIA SIDERURGIC SPONSORED 20440W10 28,990 1,297,114 SH DEFINED 1,2,6,7 1,297,114
COMPANIA CERVECERIAS SPONSORED 20442910 8,903 254,368 SH DEFINED 1,2,5,6,7 254,368
COMPANIA DE MINAS BU SPONSORED 20444810 2,452 102,027 SH DEFINED 1,2,5,6,7,10 102,027
COMPASS DIVERSIFIED SH BEN INT 20451Q10 4,924 608,705 SH DEFINED 1,2 608,705
COMPASS MINERALS INT COM 20451N10 48,221 878,188 SH DEFINED 1,2,5,6,7,10 878,188
COMPELLENT TECHNOLOG COM 20452A10 3,690 241,944 SH DEFINED 1,2,6 241,944
COMPLETE PRODUCTION COM 20453E10 7,076 1,112,509 SH DEFINED 1,2,5 1,112,509
COMPUCREDIT CORP COM 20478N10 648 281,796 SH DEFINED 1,2,5 281,796
COMPUTER PROGRAMS & COM 20530610 5,635 147,096 SH DEFINED 1,2,5 147,096
COMPUTER SCIENCES CO COM 20536310 262,472 5,924,875 SH DEFINED 1,2,5,6,7,8,10,12,13 5,924,875
COMPUTER TASK GROUP COM 20547710 659 107,875 SH DEFINED 1,2 107,875
COMPUWARE CORP COM 20563810 54,709 7,975,002 SH DEFINED 1,2,5,6,7,8,10,12,13 7,975,002
COMSCORE INC COM 20564W10 3,776 283,514 SH DEFINED 1,2,6 283,514
COMSTOCK RES INC COM NEW 20576820 40,970 1,239,631 SH DEFINED 1,2,5,6,10 1,239,631
COMSYS IT PARTNERS I COM 20581E10 1,292 220,851 SH DEFINED 1,2 220,851
COMTECH TELECOMMUNIC COM NEW 20582620 14,436 452,836 SH DEFINED 1,2,5,6 452,836
COMVERGE INC COM 20585910 3,137 259,259 SH DEFINED 1,2,6 259,259
CONAGRA FOODS INC COM 20588710 415,862 21,818,566 SH DEFINED 1,2,5,6,7,8,10,12,13 21,818,566
CONCEPTUS INC COM 20601610 7,152 423,182 SH DEFINED 1,2,5,6 423,182
CONCHO RES INC COM 20605P10 20,968 730,849 SH DEFINED 1,2,5,6,10 730,849
CONCUR TECHNOLOGIES COM 20670810 21,758 700,078 SH DEFINED 1,2,5,6 700,078
CONEXANT SYSTEMS INC COM NEW 20714230 79 55,124 SH DEFINED 1,2 55,124
CONMED CORP COM 20741010 9,501 612,188 SH DEFINED 1,2,5 612,188
CONNECTICUT WTR SVC COM 20779710 2,951 136,052 SH DEFINED 1,2,5 136,052
CONNS INC COM 20824210 1,890 151,200 SH DEFINED 1,2,5 151,200
CONOCOPHILLIPS COM 20825C10 2,204,718 52,418,397 SH DEFINED 1,2,5,6,7,8,10,12,13 52,418,397
CONSECO INC COM NEW 20846488 9,430 3,978,752 SH DEFINED 1,2,5,6,7,8 3,978,752
CONSOL ENERGY INC COM 20854P10 242,488 7,140,404 SH DEFINED 1,2,5,6,7,8,10,12,13 7,140,404
CONSOLIDATED COMM HL COM 20903410 4,060 346,712 SH DEFINED 1,2 346,712
CONSOLIDATED EDISON COM 20911510 392,004 10,475,798 SH DEFINED 1,2,5,6,7,8,10,12,13 10,475,798
CONSOLIDATED GRAPHIC COM 20934110 3,978 228,336 SH DEFINED 1,2,5 228,336
CONSOLIDATED TOMOKA COM 21022610 2,736 78,001 SH DEFINED 1,2,6 78,001
CONSOLIDATED WATER C ORD G2377310 2,410 152,053 SH DEFINED 1,2 152,053
CONSTANT CONTACT INC COM 21031310 6,130 308,971 SH DEFINED 1,2,6 308,971
CONSTELLATION BRANDS CL A 21036P10 85,805 6,766,974 SH DEFINED 1,2,5,6,7,8,10,12,13 6,766,974
CONSTELLATION ENERGY COM 21037110 186,419 7,013,499 SH DEFINED 1,2,5,6,7,8,10,12,13 7,013,499
CONTANGO OIL & GAS C COM NEW 21075N20 8,738 205,637 SH DEFINED 1,2,5,6 205,637
CONTINENTAL AIRLS IN CL B 21079530 12,608 1,423,000 SH DEFINED 1,2,5,6,8,10 1,423,000
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CONTINENTAL RESOURCE COM 21201510 9,570 344,866 SH DEFINED 1,2,5,6,10,12 344,866
CONTINUCARE CORP COM 21217210 574 246,235 SH DEFINED 1,2 246,235
CONVERA CORP CL A 21191910 4 20,138 SH DEFINED 1 20,138
CONVERGYS CORP COM 21248510 41,944 4,519,800 SH DEFINED 1,2,5,6,7,8,10,12,13 4,519,800
CON-WAY INC COM 20594410 35,322 1,000,342 SH DEFINED 1,2,5,6,8,10 1,000,342
COOPER COS INC COM NEW 21664840 16,337 660,603 SH DEFINED 1,2,5,6,10 660,603
COOPER INDS LTD CL A G2418210 155,092 4,994,904 SH DEFINED 1,2,5,6,7,8,10,12,13 4,994,904
COOPER TIRE & RUBR C COM 21683110 9,233 930,768 SH DEFINED 1,2,5 930,768
COPA HOLDINGS SA CL A P3107610 43,409 1,063,420 SH DEFINED 1,4,5,7,10 1,063,420
COPANO ENERGY L L C COM UNITS 21720210 862 53,733 SH DEFINED 1,2 53,733
COPART INC COM 21720410 47,361 1,366,049 SH DEFINED 1,2,5,6,10 1,366,049
CORE LABORATORIES N COM N2271710 3,481 39,937 SH DEFINED 1,2,5,6 39,937
CORE MARK HOLDING CO COM 21868110 3,732 143,197 SH DEFINED 1,2,6,8 143,197
CORINTHIAN COLLEGES COM 21886810 34,276 2,024,570 SH DEFINED 1,2,5,6 2,024,570
CORN PRODS INTL INC COM 21902310 37,808 1,411,262 SH DEFINED 1,2,5,6,8,10 1,411,262
CORNELL COMPANIES IN COM 21914110 2,765 170,543 SH DEFINED 1,2,5,6 170,543
CORNERSTONE THERAPEU COM 21924P10 810 73,712 SH DEFINED 1,2 73,712
CORNING INC COM 21935010 824,175 51,318,474 SH DEFINED 1,2,5,6,7,8,10,12,13 51,318,474
CORPBANCA SP ADR REG 21987A20 1,075 36,437 SH DEFINED 1,2,5 36,437
CORPORATE EXECUTIVE COM 21988R10 20,809 1,002,378 SH DEFINED 1,2,5,6 1,002,378
CORPORATE OFFICE PPT SH BEN INT 22002T10 59,478 2,027,905 SH DEFINED 1,2,3,5,8,10 2,027,905
CORRECTIONS CORP AME COM NEW 22025Y40 57,412 3,379,189 SH DEFINED 1,2,3,5,6,7,8,10 3,379,189
CORUS BANKSHARES INC COM 22087310 18 64,952 SH DEFINED 1 64,952
CORVEL CORP COM 22100610 3,486 153,096 SH DEFINED 1,2,5,6 153,096
COSI INC COM 22122P10 16 25,700 SH DEFINED 1 25,700
COST PLUS INC CALIF COM 22148510 42 28,329 SH DEFINED 1 28,329
COSTAR GROUP INC COM 22160N10 10,935 274,255 SH DEFINED 1,2,5,6 274,255
COSTCO WHSL CORP NEW COM 22160K10 647,843 14,151,222 SH DEFINED 1,2,5,6,7,8,10,12,13 14,151,222
COUGAR BIOTECHNOLOGY COM 22208310 8,633 200,946 SH DEFINED 1,2,6 200,946
COURIER CORP COM 22266010 3,458 226,624 SH DEFINED 1,2,5 226,624
COUSINS PPTYS INC COM 22279510 15,110 1,777,639 SH DEFINED 1,2,3,5,8 1,777,639
COVANCE INC COM 22281610 78,340 1,592,279 SH DEFINED 1,2,5,6,7,8,10,12,13 1,592,279
COVANTA HLDG CORP COM 22282E10 21,998 1,297,078 SH DEFINED 1,2,5,6,10 1,297,078
COVENANT TRANSN GROU CL A 22284P10 69 12,631 SH DEFINED 1 12,631
COVENTRY HEALTH CARE COM 22286210 111,559 5,962,552 SH DEFINED 1,2,5,6,7,8,10,12,13 5,962,552
COVIDIEN PLC SHS G2554F10 114,552 3,059,613 SH DEFINED 1,2,5,6,7,8,10,12,13 3,059,613
COWEN GROUP INC COM 22362110 128 15,360 SH DEFINED 1 15,360
CP HOLDRS DEP RCPTS 12616K10 217 2,407 SH DEFINED 1 2,407
CPFL ENERGIA S A SPONSORED 12615310 313 6,471 SH DEFINED 1,6 6,471
CPI CORP COM 12590210 792 46,610 SH DEFINED 1,2 46,610
CPI INTERNATIONAL IN COM 12618M10 1,074 123,567 SH DEFINED 1,2 123,567
CRA INTL INC COM 12618T10 4,824 173,766 SH DEFINED 1,2,5,6 173,766
CRACKER BARREL OLD C COM 22410J10 11,307 405,265 SH DEFINED 1,2,5 405,265
CRANE CO COM 22439910 22,735 1,019,071 SH DEFINED 1,2,5,6,7,10 1,019,071
CRAWFORD & CO CL B 22463310 1,525 317,650 SH DEFINED 1,2,5,6 317,650
CRAY INC COM NEW 22522330 4,607 584,601 SH DEFINED 1,2,5 584,601
CREDICORP LTD COM G2519Y10 68,257 1,172,804 SH DEFINED 1,2,4,6,7,10 1,172,804
CREDIT ACCEP CORP MI COM 22531010 2,060 94,286 SH DEFINED 1,2,5,6 94,286
CREDIT SUISSE GROUP SPONSORED 22540110 1,080 23,614 SH DEFINED 1 23,614
CREDO PETE CORP COM PAR $0 22543920 667 62,478 SH DEFINED 1,2 62,478
CREE INC COM 22544710 56,794 1,931,758 SH DEFINED 1,2,5,6,10 1,931,758
CROCS INC COM 22704610 6,778 1,993,614 SH DEFINED 1,2,5,6 1,993,614
CROSS CTRY HEALTHCAR COM 22748310 3,525 513,112 SH DEFINED 1,2,5 513,112
CROSSTEX ENERGY INC COM 22765Y10 2,816 675,388 SH DEFINED 1,2,5 675,388
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CROSSTEX ENERGY L P COM 22765U10 126 40,417 SH DEFINED 1,2 40,417
CROWN CASTLE INTL CO COM 22822710 95,103 3,959,344 SH DEFINED 1,2,5,6,7,8,10,12,13 3,959,344
CROWN HOLDINGS INC COM 22836810 85,719 3,550,919 SH DEFINED 1,2,5,6,7,8,10,12,13 3,550,919
CROWN MEDIA HLDGS IN CL A 22841110 340 203,874 SH DEFINED 1,2,5 203,874
CRYOLIFE INC COM 22890310 2,493 450,079 SH DEFINED 1,2,6 450,079
CSG SYS INTL INC COM 12634910 10,917 824,532 SH DEFINED 1,2,5,6 824,532
CSS INDS INC COM 12590610 2,534 124,356 SH DEFINED 1,2,5 124,356
CSX CORP COM 12640810 468,481 13,528,183 SH DEFINED 1,2,5,6,7,8,10,12,13 13,528,183
CTC MEDIA INC COM 12642X10 5,239 442,834 SH DEFINED 1,2,5,6,10 442,834
CTRIP COM INTL LTD ADR 22943F10 17,455 376,992 SH DEFINED 1,2,4,5,6 376,992
CTS CORP COM 12650110 4,635 707,621 SH DEFINED 1,2,5 707,621
CUBIC CORP COM 22966910 10,354 289,298 SH DEFINED 1,2,5,6 289,298
CUBIC ENERGY INC COM 22967510 267 247,600 SH DEFINED 1,2 247,600
CUBIST PHARMACEUTICA COM 22967810 37,174 2,028,055 SH DEFINED 1,2,5,6 2,028,055
CULLEN FROST BANKERS COM 22989910 68,316 1,481,266 SH DEFINED 1,2,5,6,10 1,481,266
CULP INC COM 23021510 56 11,213 SH DEFINED 1 11,213
CUMMINS INC COM 23102110 590,490 16,770,525 SH DEFINED 1,2,5,6,7,8,10,12,13 16,770,525
CUMULUS MEDIA INC CL A 23108210 43 45,763 SH DEFINED 1,2 45,763
CURAGEN CORP COM 23126R10 820 569,298 SH DEFINED 1 569,298
CURIS INC COM 23126910 931 582,118 SH DEFINED 1,2 582,118
CURTISS WRIGHT CORP COM 23156110 25,256 849,511 SH DEFINED 1,2,5 849,511
CUTERA INC COM 23210910 1,323 153,455 SH DEFINED 1,2 153,455
CVB FINL CORP COM 12660010 15,165 2,540,163 SH DEFINED 1,2,5 2,540,163
CVR ENERGY INC COM 12662P10 3,156 430,586 SH DEFINED 1,2,5,8 430,586
CVS CAREMARK CORPORA COM 12665010 1,572,728 49,348,230 SH DEFINED 1,2,5,6,7,8,10,12,13 49,348,230
CYBERONICS INC COM 23251P10 7,419 446,149 SH DEFINED 1,2,5,6 446,149
CYBERSOURCE CORP COM 23251J10 19,663 1,285,172 SH DEFINED 1,2,5,6 1,285,172
CYMER INC COM 23257210 18,244 613,654 SH DEFINED 1,2,5,6 613,654
CYNOSURE INC CL A 23257720 1,277 166,879 SH DEFINED 1,2 166,879
CYPRESS BIOSCIENCES COM PAR $. 23267450 5,137 545,348 SH DEFINED 1,2,5,6 545,348
CYPRESS SEMICONDUCTO COM 23280610 30,897 3,358,412 SH DEFINED 1,2,5,6,7,8,10 3,358,412
CYTEC INDS INC COM 23282010 18,025 968,035 SH DEFINED 1,2,5,6,8,10 968,035
CYTOKINETICS INC COM 23282W10 1,497 528,956 SH DEFINED 1,2 528,956
CYTORI THERAPEUTICS COM 23283K10 986 273,192 SH DEFINED 1,2 273,192
CYTRX CORP COM NEW 23282830 78 72,369 SH DEFINED 1 72,369
D & E COMMUNICATIONS COM 23286010 2,029 198,328 SH DEFINED 1,2 198,328
D R HORTON INC COM 23331A10 116,564 12,453,459 SH DEFINED 1,2,5,6,7,8,10,12,13 12,453,459
DAIMLER AG REG SHS D1668R12 1,205 33,235 SH DEFINED 1 33,235
DAKTRONICS INC COM 23426410 4,185 543,462 SH DEFINED 1,2,5,6 543,462
DANA HOLDING CORP COM 23582520 1,666 1,301,301 SH DEFINED 1,2 1,301,301
DANAHER CORP DEL NOTE 235851AF 502 550,000 SH DEFINED 1,2 550,000
DANAHER CORP DEL COM 23585110 486,251 7,875,789 SH DEFINED 1,2,5,6,7,8,10,12,13 7,875,789
DANVERS BANCORP INC COM 23644210 3,299 245,252 SH DEFINED 1,2,6 245,252
DARDEN RESTAURANTS I COM 23719410 159,280 4,829,601 SH DEFINED 1,2,5,6,7,8,10,12,13 4,829,601
DARLING INTL INC COM 23726610 12,507 1,895,035 SH DEFINED 1,2,5,6 1,895,035
DATA DOMAIN INC COM 23767P10 23,701 710,034 SH DEFINED 1,2,5,6 710,034
DATARAM CORP COM PAR $1 23810820 21 14,300 SH DEFINED 1 14,300
DAVITA INC COM 23918K10 166,148 3,359,231 SH DEFINED 1,2,5,6,7,8,10,12,13 3,359,231
DAWSON GEOPHYSICAL C COM 23935910 3,950 132,325 SH DEFINED 1,2,5,6 132,325
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 539 24,878 SH DEFINED 1,2 24,878
DCT INDUSTRIAL TRUST COM 23315310 24,572 6,022,517 SH DEFINED 1,2,3,5,8 6,022,517
DDI CORP COM 0.0001 23316250 612 134,995 SH DEFINED 1,2 134,995
DEALERTRACK HLDGS IN COM 24230910 10,717 630,772 SH DEFINED 1,2,5,6 630,772
DEAN FOODS CO NEW COM 24237010 161,589 8,420,468 SH DEFINED 1,2,5,6,7,8,10,12,13 8,420,468
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DEARBORN BANCORP INC COM 24242R10 20 11,040 SH DEFINED 1 11,040
DECKERS OUTDOOR CORP COM 24353710 16,292 231,843 SH DEFINED 1,2,5,6 231,843
DECORATOR INDS INC COM PAR $0 24363120 9 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 516,321 12,924,192 SH DEFINED 1,2,5,6,7,8,10,12,13 12,924,192
DEL MONTE FOODS CO COM 24522P10 27,545 2,936,594 SH DEFINED 1,2,5,6,10 2,936,594
DELCATH SYS INC COM 24661P10 667 186,189 SH DEFINED 1,2 186,189
DELEK US HLDGS INC COM 24664710 2,264 266,943 SH DEFINED 1,2,5 266,943
DELIA'S INC NEW COM 24691110 78 32,909 SH DEFINED 1 32,909
DELL INC COM 24702R10 774,011 56,373,709 SH DEFINED 1,2,5,6,7,8,10,12,13 56,373,709
DELPHI FINL GROUP IN CL A 24713110 19,415 999,245 SH DEFINED 1,2,5 999,245
DELTA AIR LINES INC COM NEW 24736170 46,879 8,096,590 SH DEFINED 1,2,5,6,7,8,10,12 8,096,590
DELTA PETE CORP COM NEW 24790720 4,690 2,429,903 SH DEFINED 1,2,5,6 2,429,903
DELTEK INC COM 24784L10 901 207,635 SH DEFINED 1,2 207,635
DELTIC TIMBER CORP COM 24785010 5,919 166,881 SH DEFINED 1,2,5,6 166,881
DELUXE CORP COM 24801910 19,340 1,509,742 SH DEFINED 1,2,5 1,509,742
DEMANDTEC INC COM NEW 24802R50 2,346 266,634 SH DEFINED 1,2,6 266,634
DENBURY RES INC COM NEW 24791620 145,146 9,853,749 SH DEFINED 1,2,5,6,7,8,10,12,13 9,853,749
DENDREON CORP COM 24823Q10 44,019 1,760,771 SH DEFINED 1,2,5,6,10 1,760,771
DENNYS CORP COM 24869P10 3,250 1,511,721 SH DEFINED 1,2,5,6 1,511,721
DENTSPLY INTL INC NE COM 24903010 142,611 4,665,076 SH DEFINED 1,2,5,6,7,8,10,12,13 4,665,076
DEPOMED INC COM 24990810 2,600 799,877 SH DEFINED 1,2 799,877
DESARROLLADORA HOMEX SPONSORED 25030W10 37,850 1,357,134 SH DEFINED 1,4,6 1,357,134
DESIGN WITHIN REACH COM 25055710 10 13,900 SH DEFINED 1 13,900
DESTINATION MATERNIT COM 25065D10 760 45,585 SH DEFINED 1,2,5 45,585
DEUTSCHE BANK AG NAMEN AKT D1819089 218 3,572 SH DEFINED 1 3,572
DEUTSCHE TELEKOM AG SPONSORED 25156610 622 52,679 SH DEFINED 1 52,679
DEVELOPERS DIVERSIFI NOTE 3.00 251591AS 348 500,000 SH DEFINED 2 500,000
DEVELOPERS DIVERSIFI COM 25159110 22,807 4,673,513 SH DEFINED 1,2,3,5,6,8,13 4,673,513
DEVON ENERGY CORP NE COM 25179M10 835,082 15,322,610 SH DEFINED 1,2,5,6,7,8,10,12,13 15,322,610
DEVRY INC DEL COM 25189310 93,639 1,871,286 SH DEFINED 1,2,5,6,7,8,10,12,13 1,871,286
DEXCOM INC COM 25213110 3,501 565,599 SH DEFINED 1,2,6 565,599
DG FASTCHANNEL INC COM 23326R10 4,357 238,109 SH DEFINED 1,2,5,6 238,109
DHT MARITIME INC COM Y2065G10 3,203 614,728 SH DEFINED 1,2 614,728
DIAGEO P L C SPON ADR N 25243Q20 437 7,627 SH DEFINED 1 7,627
DIAMOND FOODS INC COM 25260310 7,228 259,070 SH DEFINED 1,2,6 259,070
DIAMOND HILL INVESTM COM NEW 25264R20 1,199 29,851 SH DEFINED 1,2 29,851
DIAMOND MGMT & TECHN COM 25269L10 993 236,547 SH DEFINED 1,2 236,547
DIAMOND OFFSHORE DRI COM 25271C10 220,059 2,649,721 SH DEFINED 1,2,5,6,7,8,10,12,13 2,649,721
DIAMONDROCK HOSPITAL COM 25278430 23,373 3,733,745 SH DEFINED 1,2,3,5,8 3,733,745
DIANA SHIPPING INC COM Y2066G10 272 20,394 SH DEFINED 1,5,6 20,394
DICE HLDGS INC COM 25301710 866 186,210 SH DEFINED 1,2,6 186,210
DICKS SPORTING GOODS COM 25339310 47,970 2,788,925 SH DEFINED 1,2,5,6,10 2,788,925
DIEBOLD INC COM 25365110 48,192 1,828,242 SH DEFINED 1,2,5,6,8,10,12 1,828,242
DIEDRICH COFFEE INC COM NEW 25367520 673 28,297 SH DEFINED 1,2 28,297
DIGI INTL INC COM 25379810 5,600 574,324 SH DEFINED 1,2,5,6 574,324
DIGITAL RIV INC COM 25388B10 38,237 1,052,774 SH DEFINED 1,2,5,6 1,052,774
DIGITAL RLTY TR INC COM 25386810 77,360 2,157,879 SH DEFINED 1,2,3,5,6,7,8,10 2,157,879
DIGITALGLOBE INC COM NEW 25389M87 3,483 181,382 SH DEFINED 1,2 181,382
DILLARDS INC CL A 25406710 11,020 1,197,799 SH DEFINED 1,2,5,8 1,197,799
DIME CMNTY BANCSHARE COM 25392210 5,138 563,976 SH DEFINED 1,2,5 563,976
DINEEQUITY INC COM 25442310 9,668 309,965 SH DEFINED 1,2,5,6 309,965
DIODES INC COM 25454310 7,593 485,510 SH DEFINED 1,2,5,6 485,510
DIONEX CORP COM 25454610 19,171 314,129 SH DEFINED 1,2,5,6 314,129
DIRECTV GROUP INC COM 25459L10 638,417 25,836,395 SH DEFINED 1,2,5,6,7,8,10,12,13 25,836,395
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DISCOVER FINL SVCS COM 25470910 173,794 16,922,456 SH DEFINED 1,2,5,6,7,8,10,12,13 16,922,456
DISCOVERY COMMUNICAT COM SER A 25470F10 20,796 923,858 SH DEFINED 1,2,5,6,7,8,10,12,13 923,858
DISCOVERY COMMUNICAT COM SER C 25470F30 58,906 2,869,261 SH DEFINED 1,2,5,6,7,8,10,12,13 2,869,261
DISCOVERY LABORATORI COM 25466810 1,458 1,375,554 SH DEFINED 1,2,5 1,375,554
DISH NETWORK CORP CL A 25470M10 69,458 4,284,898 SH DEFINED 1,2,5,6,7,8,10,12,13 4,284,898
DISNEY WALT CO COM DISNEY 25468710 1,485,157 63,658,701 SH DEFINED 1,2,5,6,7,8,10,12,13 63,658,701
DITECH NETWORKS INC COM 25500T10 32 25,885 SH DEFINED 1 25,885
DIVX INC COM 25541310 2,916 531,102 SH DEFINED 1,2,5,6 531,102
DIXIE GROUP INC CL A 25551910 41 13,964 SH DEFINED 1 13,964
DOLAN MEDIA CO COM 25659P40 4,692 366,881 SH DEFINED 1,2,6 366,881
DOLBY LABORATORIES I COM 25659T10 27,352 733,682 SH DEFINED 1,2,5,6,7,8,10,12,13 733,682
DOLLAR FINL CORP COM 25666410 4,773 346,153 SH DEFINED 1,2,5,6 346,153
DOLLAR THRIFTY AUTOM COM 25674310 9,724 697,068 SH DEFINED 1,2 697,068
DOLLAR TREE INC COM 25674610 127,902 3,038,056 SH DEFINED 1,2,5,6,7,8,10,12,13 3,038,056
DOMINION RES INC VA COM 25746U10 719,892 21,540,765 SH DEFINED 1,2,5,6,7,8,10,12,13 21,540,765
DOMINOS PIZZA INC COM 25754A20 4,365 582,758 SH DEFINED 1,2,5 582,758
DOMTAR CORP COM NEW 25755920 13,444 810,875 SH DEFINED 1,2,5,6,7,8,10 810,875
DONALDSON INC COM 25765110 51,945 1,499,558 SH DEFINED 1,2,5,6,10 1,499,558
DONEGAL GROUP INC CL A 25770120 2,824 185,692 SH DEFINED 1,2 185,692
DONNELLEY R R & SONS COM 25786710 82,279 7,080,842 SH DEFINED 1,2,5,6,7,8,10,12,13 7,080,842
DORAL FINL CORP COM NEW 25811P88 164 65,629 SH DEFINED 1,2 65,629
DORCHESTER MINERALS COM UNIT 25820R10 764 33,485 SH DEFINED 1,2 33,485
DORMAN PRODUCTS INC COM 25827810 1,919 138,725 SH DEFINED 1,2 138,725
DOT HILL SYS CORP COM 25848T10 41 51,627 SH DEFINED 1 51,627
DOUBLE EAGLE PETE CO COM PAR $0 25857020 55 11,025 SH DEFINED 1,2,5 11,025
DOUBLE-TAKE SOFTWARE COM 25859810 1,918 221,723 SH DEFINED 1,2,6 221,723
DOUGLAS EMMETT INC COM 25960P10 33,797 3,759,396 SH DEFINED 1,2,3,5,7,8,10 3,759,396
DOVER CORP COM 26000310 208,119 6,289,475 SH DEFINED 1,2,5,6,7,8,10,12,13 6,289,475
DOVER DOWNS GAMING & COM 26009510 1,358 292,036 SH DEFINED 1,2,5 292,036
DOVER MOTORSPORTS IN COM 26017410 41 29,199 SH DEFINED 1 29,199
DOW CHEM CO COM 26054310 595,805 36,914,778 SH DEFINED 1,2,5,6,7,8,10,12,13 36,914,778
DPL INC COM 23329310 60,195 2,597,992 SH DEFINED 1,2,5,6,7,8,10 2,597,992
DR PEPPER SNAPPLE GR COM 26138E10 202,869 9,573,826 SH DEFINED 1,2,5,6,7,8,10,12,13 9,573,826
DR REDDYS LABS LTD ADR 25613520 6,565 387,319 SH DEFINED 1,2,4,5,6 387,319
DRDGOLD LIMITED SPON ADR N 26152H30 78 10,307 SH DEFINED 1 10,307
DREAMWORKS ANIMATION CL A 26153C10 40,992 1,485,773 SH DEFINED 1,2,5,10 1,485,773
DRESS BARN INC COM 26157010 36,691 2,565,812 SH DEFINED 1,2,5,6 2,565,812
DRESSER-RAND GROUP I COM 26160810 33,116 1,268,797 SH DEFINED 1,2,5,6,10 1,268,797
DREW INDS INC COM NEW 26168L20 3,515 288,818 SH DEFINED 1,2,5,6 288,818
DRI CORPORATION COM 23330F10 26 16,137 SH DEFINED 1 16,137
DRIL-QUIP INC COM 26203710 28,615 751,037 SH DEFINED 1,2,5,6 751,037
DRUGSTORE COM INC COM 26224110 1,743 952,287 SH DEFINED 1,2 952,287
DRYSHIPS INC SHS Y2109Q10 180 31,129 SH DEFINED 1,5,6 31,129
DSP GROUP INC COM 23332B10 4,384 648,501 SH DEFINED 1,2,5 648,501
DST SYS INC DEL COM 23332610 38,402 1,039,298 SH DEFINED 1,2,5,6,7,8,10,12,13 1,039,298
DSW INC CL A 23334L10 2,078 211,015 SH DEFINED 1,2,5,6 211,015
DTE ENERGY CO COM 23333110 196,336 6,135,503 SH DEFINED 1,2,5,6,7,8,10,12,13 6,135,503
DTS INC COM 23335C10 6,883 254,267 SH DEFINED 1,2,5,6 254,267
DU PONT E I DE NEMOU COM 26353410 957,753 37,383,002 SH DEFINED 1,2,5,6,7,8,10,12,13 37,383,002
DUCOMMUN INC DEL COM 26414710 3,515 187,063 SH DEFINED 1,2,5 187,063
DUFF & PHELPS CORP N CL A 26433B10 3,507 197,268 SH DEFINED 1,2,6 197,268
DUKE ENERGY CORP NEW COM 26441C10 711,938 48,796,327 SH DEFINED 1,2,5,6,7,8,10,12,13 48,796,327
DUKE REALTY CORP COM NEW 26441150 81,982 9,347,953 SH DEFINED 1,2,3,5,6,7,8,10,12,13 9,347,953
DUN & BRADSTREET COR COM 26483E10 136,544 1,681,374 SH DEFINED 1,2,5,6,7,8,10,12,13 1,681,374
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DUNCAN ENERGY PARTNE COM UNITS 26502610 227 14,029 SH DEFINED 1,2 14,029
DUPONT FABROS TECHNO COM 26613Q10 9,934 1,054,538 SH DEFINED 1,2,3,5,6,8 1,054,538
DURECT CORP COM 26660510 2,792 1,173,271 SH DEFINED 1,2,5,6 1,173,271
DXP ENTERPRISES INC COM NEW 23337740 1,495 130,365 SH DEFINED 1,2,5 130,365
DYAX CORP COM 26746E10 1,525 712,398 SH DEFINED 1,2,5 712,398
DYCOM INDS INC COM 26747510 12,425 1,122,383 SH DEFINED 1,2,5,6 1,122,383
DYNAMEX INC COM 26784F10 2,192 142,457 SH DEFINED 1,2 142,457
DYNAMIC MATLS CORP COM 26788810 3,727 193,298 SH DEFINED 1,2,5,6 193,298
DYNAMICS RESH CORP COM 26805710 726 72,514 SH DEFINED 1,2 72,514
DYNAVAX TECHNOLOGIES COM 26815810 43 33,691 SH DEFINED 1 33,691
DYNCORP INTL INC CL A 26817C10 7,175 427,356 SH DEFINED 1,2,5,6 427,356
DYNEGY INC DEL CL A 26817G10 39,070 17,211,610 SH DEFINED 1,2,5,6,7,8,10,13 17,211,610
DYNEX CAP INC COM NEW 26817Q50 889 108,381 SH DEFINED 1,2 108,381
E HOUSE CHINA HLDGS ADR 26852W10 688 44,590 SH DEFINED 1,2,6 44,590
E M C CORP MASS NOTE 1.75 268648AM 2,703 2,650,000 SH DEFINED 1,2 2,650,000
E M C CORP MASS COM 26864810 856,660 65,393,860 SH DEFINED 1,2,5,6,7,8,10,12,13 65,393,860
E TRADE FINANCIAL CO COM 26924610 38,398 29,765,542 SH DEFINED 1,2,5,6,10,13 29,765,542
EAGLE BANCORP INC MD COM 26894810 723 82,463 SH DEFINED 1,2 82,463
EAGLE BULK SHIPPING COM Y2187A10 2,491 528,910 SH DEFINED 1,2,5 528,910
EAGLE MATERIALS INC COM 26969P10 14,302 566,649 SH DEFINED 1,2,5,6,7,10 566,649
EAGLE ROCK ENERGY PA UNIT 26985R10 103 32,311 SH DEFINED 1,2 32,311
EARTHLINK INC COM 27032110 20,466 2,761,965 SH DEFINED 1,2,5 2,761,965
EAST WEST BANCORP IN COM 27579R10 14,515 2,236,447 SH DEFINED 1,2,5,6 2,236,447
EASTERN CO COM 27631710 977 59,229 SH DEFINED 1,2 59,229
EASTERN INS HLDGS IN COM 27653410 751 79,823 SH DEFINED 1,2 79,823
EASTGROUP PPTY INC COM 27727610 24,967 756,109 SH DEFINED 1,2,3,5,8 756,109
EASTMAN CHEM CO COM 27743210 120,223 3,172,099 SH DEFINED 1,2,5,6,7,8,10,12,13 3,172,099
EASTMAN KODAK CO NOTE 3.37 277461BE 121 150,000 SH DEFINED 1 150,000
EASTMAN KODAK CO COM 27746110 30,705 10,373,170 SH DEFINED 1,2,5,6,7,8,10,12,13 10,373,170
EATON CORP COM 27805810 228,724 5,127,202 SH DEFINED 1,2,5,6,7,8,10,12,13 5,127,202
EATON VANCE CORP COM NON VT 27826510 78,199 2,923,341 SH DEFINED 1,2,5,6,7,8,10,12,13 2,923,341
EBAY INC COM 27864210 629,819 36,767,011 SH DEFINED 1,2,5,6,7,8,10,12,13 36,767,011
EBIX INC COM NEW 27871520 4,406 140,674 SH DEFINED 1,2,6 140,674
ECHELON CORP COM 27874N10 3,770 444,588 SH DEFINED 1,2,5,6 444,588
ECHOSTAR CORP CL A 27876810 9,031 566,572 SH DEFINED 1,2,5,6,8,10 566,572
ECLIPSYS CORP COM 27885610 15,351 863,398 SH DEFINED 1,2,5,6 863,398
ECOLAB INC COM 27886510 250,634 6,428,164 SH DEFINED 1,2,5,6,7,8,10,12,13 6,428,164
ECOPETROL S A SPONSORED 27915810 3,562 146,058 SH DEFINED 1,5,6,10 146,058
EDGE PETE CORP DEL COM 27986210 18 31,206 SH DEFINED 1 31,206
EDGEWATER TECHNOLOGY COM 28035810 44 17,022 SH DEFINED 1 17,022
EDISON INTL COM 28102010 1,138,614 36,192,430 SH DEFINED 1,2,5,6,7,8,10,12,13 36,192,430
EDUCATION RLTY TR IN COM 28140H10 5,050 1,177,094 SH DEFINED 1,2,3,5,8 1,177,094
EDWARDS LIFESCIENCES COM 28176E10 137,118 2,015,547 SH DEFINED 1,2,5,6,7,8,10,12,13 2,015,547
EF JOHNSON TECHNOLOG COM 26843B10 20 31,750 SH DEFINED 1 31,750
EHEALTH INC COM 28238P10 6,140 347,669 SH DEFINED 1,2,5,6 347,669
EINSTEIN NOAH REST G COM 28257U10 552 63,822 SH DEFINED 1,2 63,822
EL PASO CORP COM 28336L10 276,694 29,977,727 SH DEFINED 1,2,5,6,7,8,10,12,13 29,977,727
EL PASO ELEC CO COM NEW 28367785 14,288 1,023,467 SH DEFINED 1,2,5 1,023,467
EL PASO PIPELINE PAR COM UNIT L 28370210 608 34,662 SH DEFINED 1,2 34,662
ELAN PLC ADR 28413120 69 10,785 SH DEFINED 1,5 10,785
ELECTRO OPTICAL SCIE COM 28519210 1,421 182,415 SH DEFINED 1,2 182,415
ELECTRO RENT CORP COM 28521810 2,954 311,240 SH DEFINED 1,2,5 311,240
ELECTRO SCIENTIFIC I COM 28522910 4,912 437,777 SH DEFINED 1,2,5,6 437,777
ELECTRONIC ARTS INC COM 28551210 217,794 10,027,359 SH DEFINED 1,2,5,6,7,8,10,12,13 10,027,359
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ELECTRONICS FOR IMAG COM 28608210 8,932 837,932 SH DEFINED 1,2,5 837,932
ELIXIR GAMING TECHNO COM 28661G10 12 75,800 SH DEFINED 1 75,800
ELIZABETH ARDEN INC COM 28660G10 3,405 390,030 SH DEFINED 1,2,5 390,030
ELLIS PERRY INTL INC COM 28885310 1,359 186,637 SH DEFINED 1,2 186,637
ELOYALTY CORP COM NEW 29015130 484 61,382 SH DEFINED 1,2 61,382
EMBARQ CORP COM 29078E10 188,684 4,486,064 SH DEFINED 1,2,5,6,7,8,10,12,13 4,486,064
EMBOTELLADORA ANDINA SPON ADR A 29081P20 184 12,486 SH DEFINED 1,2,6 12,486
EMBOTELLADORA ANDINA SPON ADR B 29081P30 546 31,777 SH DEFINED 1,2,5,6 31,777
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 527 31,818 SH DEFINED 1,2,6 31,818
EMC INS GROUP INC COM 26866410 1,672 80,351 SH DEFINED 1,2 80,351
EMCOR GROUP INC COM 29084Q10 34,195 1,699,565 SH DEFINED 1,2,5,6,8 1,699,565
EMCORE CORP COM 29084610 1,189 943,639 SH DEFINED 1,2,5,6 943,639
EMERGENCY MEDICAL SV CL A 29100P10 5,457 148,204 SH DEFINED 1,2,5,6 148,204
EMERGENT BIOSOLUTION COM 29089Q10 5,345 373,006 SH DEFINED 1,2,6 373,006
EMERITUS CORP COM 29100510 3,727 282,122 SH DEFINED 1,2,5,6 282,122
EMERSON ELEC CO COM 29101110 773,611 23,876,894 SH DEFINED 1,2,5,6,7,8,10,12,13 23,876,894
EMERSON RADIO CORP COM NEW 29108720 6 10,566 SH DEFINED 1 10,566
EMMIS COMMUNICATIONS CL A 29152510 35 117,422 SH DEFINED 1 117,422
EMPIRE DIST ELEC CO COM 29164110 9,411 569,685 SH DEFINED 1,2,5 569,685
EMPIRE RESORTS INC COM 29205210 85 46,946 SH DEFINED 1,5 46,946
EMPLOYERS HOLDINGS I COM 29221810 12,784 943,460 SH DEFINED 1,2,5 943,460
EMPRESA NACIONAL DE SPONSORED 29244T10 14,802 297,293 SH DEFINED 1,2,5,6,7 297,293
EMS TECHNOLOGIES INC COM 26873N10 4,691 224,473 SH DEFINED 1,2,6 224,473
EMULEX CORP COM NEW 29247520 11,457 1,171,503 SH DEFINED 1,2,5 1,171,503
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 727 20,066 SH DEFINED 1,2,5 20,066
ENBRIDGE ENERGY PART COM 29250R10 2,707 70,161 SH DEFINED 1,2 70,161
ENCORE ACQUISITION C COM 29255W10 44,570 1,444,741 SH DEFINED 1,2,5,6,10 1,444,741
ENCORE BANCSHARES IN COM 29255V20 234 32,396 SH DEFINED 1 32,396
ENCORE CAP GROUP INC COM 29255410 4,204 317,251 SH DEFINED 1,2,5 317,251
ENCORE ENERGY PARTNE COM UNIT 29257A10 335 23,417 SH DEFINED 1,2 23,417
ENCORE WIRE CORP COM 29256210 9,017 422,347 SH DEFINED 1,2,5 422,347
ENDEAVOUR INTL CORP COM 29259G10 2,003 1,473,049 SH DEFINED 1,2,6 1,473,049
ENDO PHARMACEUTICALS COM 29264F20 47,427 2,646,586 SH DEFINED 1,2,5,6,7,10 2,646,586
ENDOLOGIX INC COM 29266S10 1,540 459,704 SH DEFINED 1,2 459,704
ENDURANCE SPECIALTY SHS G3039710 19,103 651,983 SH DEFINED 1,2,5,6,7,8,10 651,983
ENDWAVE CORP COM NEW 29264A20 43 16,728 SH DEFINED 1 16,728
ENER1 INC COM NEW 29267A20 3,204 586,870 SH DEFINED 1,2,6 586,870
ENERGEN CORP COM 29265N10 64,905 1,626,692 SH DEFINED 1,2,5,6,7,8,10,12,13 1,626,692
ENERGIZER HLDGS INC COM 29266R10 92,710 1,774,686 SH DEFINED 1,2,5,6,7,8,10,12,13 1,774,686
ENERGY CONVERSION DE COM 29265910 9,936 702,173 SH DEFINED 1,2,5,6 702,173
ENERGY RECOVERY INC COM 29270J10 2,465 348,166 SH DEFINED 1,2,6 348,166
ENERGY TRANSFER EQUI COM UT LTD 29273V10 4,659 183,642 SH DEFINED 1,2,8 183,642
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 3,951 97,590 SH DEFINED 1,2 97,590
ENERGYSOLUTIONS INC COM 29275620 10,651 1,157,713 SH DEFINED 1,2,5 1,157,713
ENERNOC INC COM 29276410 3,035 140,049 SH DEFINED 1,2,5,6 140,049
ENERPLUS RES FD UNIT TR G 29274D60 836 38,900 SH DEFINED 7 38,900
ENERSIS S A SPONSORED 29274F10 19,782 1,071,049 SH DEFINED 1,2,5,6,7 1,071,049
ENERSYS COM 29275Y10 16,267 894,258 SH DEFINED 1,2,5 894,258
ENGLOBAL CORP COM 29330610 1,584 321,933 SH DEFINED 1,2,5 321,933
ENI S P A SPONSORED 26874R10 1,451 30,615 SH DEFINED 1,2 30,615
ENNIS INC COM 29338910 5,005 401,689 SH DEFINED 1,2,5 401,689
ENPRO INDS INC COM 29355X10 10,850 602,470 SH DEFINED 1,2,5 602,470
ENSCO INTL INC COM 26874Q10 210,060 6,024,079 SH DEFINED 1,2,5,6,7,8,10,12,13 6,024,079
ENSIGN GROUP INC COM 29358P10 1,968 138,320 SH DEFINED 1,2,6 138,320
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ENSTAR GROUP LIMITED SHS G3075P10 4,427 75,230 SH DEFINED 1,2,5 75,230
ENTEGRIS INC COM 29362U10 5,142 1,890,542 SH DEFINED 1,2,5,6 1,890,542
ENTERCOM COMMUNICATI CL A 29363910 65 42,491 SH DEFINED 1 42,491
ENTERGY CORP NEW COM 29364G10 532,697 6,871,731 SH DEFINED 1,2,5,6,7,8,10,12,13 6,871,731
ENTEROMEDICS INC COM 29365M10 414 124,413 SH DEFINED 1,2 124,413
ENTERPRISE BANCORP I COM 29366810 471 39,897 SH DEFINED 1,2 39,897
ENTERPRISE FINL SVCS COM 29371210 1,295 142,441 SH DEFINED 1,2 142,441
ENTERPRISE GP HLDGS UNIT LP IN 29371610 971 38,624 SH DEFINED 1,2,8 38,624
ENTERPRISE PRODS PAR COM 29379210 7,318 293,438 SH DEFINED 1,2,8 293,438
ENTERTAINMENT PPTYS COM SH BEN 29380T10 14,541 705,858 SH DEFINED 1,2,3,5,8 705,858
ENTORIAN TECHNOLOGIE COM 29383P10 4 13,199 SH DEFINED 1 13,199
ENTRAVISION COMMUNIC CL A 29382R10 29 59,481 SH DEFINED 1 59,481
ENTREMED INC COM 29382F10 11 23,290 SH DEFINED 1 23,290
ENTROPIC COMMUNICATI COM 29384R10 1,180 524,455 SH DEFINED 1,2 524,455
ENTRUST INC COM 29384810 1,218 673,191 SH DEFINED 1,2,5 673,191
ENZO BIOCHEM INC COM 29410010 2,246 507,002 SH DEFINED 1,2,5,6 507,002
ENZON PHARMACEUTICAL COM 29390410 9,020 1,140,346 SH DEFINED 1,2,5,6 1,140,346
EOG RES INC COM 26875P10 594,875 8,758,465 SH DEFINED 1,2,5,6,7,8,10,12,13 8,758,465
EPICEPT CORP COM 29426420 20 25,527 SH DEFINED 1 25,527
EPICOR SOFTWARE CORP COM 29426L10 4,865 917,957 SH DEFINED 1,2,5,6 917,957
EPIQ SYS INC COM 26882D10 8,189 532,438 SH DEFINED 1,2,5,6 532,438
EPLUS INC COM 29426810 539 36,974 SH DEFINED 1,2 36,974
EPOCH HOLDING CORP COM 29428R10 1,219 141,055 SH DEFINED 1,2 141,055
EQT CORP COM 26884L10 165,219 4,732,718 SH DEFINED 1,2,5,6,7,8,10,12,13 4,732,718
EQUIFAX INC COM 29442910 126,679 4,853,593 SH DEFINED 1,2,5,6,7,8,10,12,13 4,853,593
EQUINIX INC COM NEW 29444U50 34,458 473,718 SH DEFINED 1,2,5,6,8,10 473,718
EQUITY LIFESTYLE PPT COM 29472R10 27,532 740,511 SH DEFINED 1,2,3,5,6,8 740,511
EQUITY ONE COM 29475210 18,374 1,385,685 SH DEFINED 1,2,3,5,8 1,385,685
EQUITY RESIDENTIAL SH BEN INT 29476L10 298,763 13,439,618 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,439,618
ERESEARCHTECHNOLOGY COM 29481V10 5,135 828,176 SH DEFINED 1,2,5,6 828,176
ERICSSON L M TEL CO ADR B SEK 29482160 5,446 556,826 SH DEFINED 1,2 556,826
ERIE INDTY CO CL A 29530P10 12,625 353,061 SH DEFINED 1,2,5,6,8,10,12 353,061
ESB FINL CORP COM 26884F10 1,461 111,359 SH DEFINED 1,2 111,359
ESCO TECHNOLOGIES IN COM 29631510 19,408 433,219 SH DEFINED 1,2,5,6 433,219
ESSA BANCORP INC COM 29667D10 3,057 223,635 SH DEFINED 1,2 223,635
ESSEX PPTY TR INC COM 29717810 61,627 990,318 SH DEFINED 1,2,3,5,6,8,10 990,318
ESTERLINE TECHNOLOGI COM 29742510 14,359 530,433 SH DEFINED 1,2,5,6 530,433
ETHAN ALLEN INTERIOR COM 29760210 4,745 458,041 SH DEFINED 1,2,5 458,041
EUROBANCSHARES INC COM 29871610 22 10,800 SH DEFINED 1 10,800
EURONET WORLDWIDE IN COM 29873610 14,225 733,611 SH DEFINED 1,2,5,6 733,611
EV ENERGY PARTNERS L COM UNITS 26926V10 196 10,384 SH DEFINED 1,2 10,384
EV3 INC COM 26928A20 12,578 1,170,070 SH DEFINED 1,2,5,6 1,170,070
EVANS & SUTHERLAND C COM 29909610 8 16,128 SH DEFINED 1 16,128
EVERCORE PARTNERS IN CLASS A 29977A10 3,173 161,574 SH DEFINED 1,2,6 161,574
EVEREST RE GROUP LTD COM G3223R10 88,579 1,237,656 SH DEFINED 1,2,5,6,7,8,10,12,13 1,237,656
EVERGREEN ENERGY INC COM 30024B10 1,530 1,560,829 SH DEFINED 1,2 1,560,829
EVERGREEN SOLAR INC COM 30033R10 5,422 2,498,749 SH DEFINED 1,2,5,6 2,498,749
EVOLVING SYS INC COM 30049R10 70 26,876 SH DEFINED 1 26,876
EXACT SCIENCES CORP COM 30063P10 55 20,617 SH DEFINED 1 20,617
EXACTECH INC COM 30064E10 1,397 96,341 SH DEFINED 1,2,6 96,341
EXAR CORP COM 30064510 4,569 635,510 SH DEFINED 1,2,5 635,510
EXCEL MARITIME CARRI COM V3267N10 170 25,231 SH DEFINED 1,2,5,6 25,231
EXCO RESOURCES INC COM 26927940 29,024 2,246,402 SH DEFINED 1,2,5,6,10 2,246,402
EXELIXIS INC COM 30161Q10 8,337 1,712,004 SH DEFINED 1,2,5,6 1,712,004
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
EXELON CORP COM 30161N10 1,202,618 23,484,045 SH DEFINED 1,2,5,6,7,8,10,12,13 23,484,045
EXIDE TECHNOLOGIES COM NEW 30205120 3,590 962,562 SH DEFINED 1,2,5,8 962,562
EXLSERVICE HOLDINGS COM 30208110 2,389 213,120 SH DEFINED 1,2,5,6 213,120
EXPEDIA INC DEL COM 30212P10 120,558 7,978,705 SH DEFINED 1,2,5,6,7,8,10,12,13 7,978,705
EXPEDITORS INTL WASH COM 30213010 217,108 6,511,937 SH DEFINED 1,2,5,6,7,8,10,12,13 6,511,937
EXPONENT INC COM 30214U10 4,724 192,733 SH DEFINED 1,2,6 192,733
EXPRESS SCRIPTS INC COM 30218210 631,372 9,183,594 SH DEFINED 1,2,5,6,7,8,10,12,13 9,183,594
EXTERRAN HLDGS INC COM 30225X10 30,406 1,895,654 SH DEFINED 1,2,5,6,8,10 1,895,654
EXTERRAN PARTNERS LP COM UNITS 30225N10 154 11,216 SH DEFINED 1,2 11,216
EXTRA SPACE STORAGE COM 30225T10 22,053 2,641,031 SH DEFINED 1,2,3,5,8 2,641,031
EXTREME NETWORKS INC COM 30226D10 2,630 1,315,091 SH DEFINED 1,2,5 1,315,091
EXXON MOBIL CORP COM 30231G10 11,901,548 170,240,994 SH DEFINED 1,2,5,6,7,8,10,12,13 170,240,994
EZCORP INC CL A NON V 30230110 12,823 1,189,560 SH DEFINED 1,2,5,6,7,8 1,189,560
F M C CORP COM NEW 30249130 83,614 1,767,737 SH DEFINED 1,2,5,6,7,8,10,12,13 1,767,737
F5 NETWORKS INC COM 31561610 56,976 1,646,233 SH DEFINED 1,2,5,6,10 1,646,233
FACET BIOTECH CORP SHS 30303Q10 4,063 437,357 SH DEFINED 1,2,5,6 437,357
FACTSET RESH SYS INC COM 30307510 41,595 834,075 SH DEFINED 1,2,5,6,10 834,075
FAIR ISAAC CORP COM 30325010 22,181 1,434,737 SH DEFINED 1,2,5,6 1,434,737
FAIRCHILD SEMICONDUC COM 30372610 18,613 2,662,747 SH DEFINED 1,2,5,6,7,10 2,662,747
FAIRPOINT COMMUNICAT COM 30556010 972 1,619,749 SH DEFINED 1,2,5,6 1,619,749
FALCONSTOR SOFTWARE COM 30613710 2,349 494,597 SH DEFINED 1,2,5,6 494,597
FAMILY DLR STORES IN COM 30700010 172,801 6,106,051 SH DEFINED 1,2,5,6,7,8,10,12,13 6,106,051
FAMOUS DAVES AMER IN COM 30706810 72 11,790 SH DEFINED 1 11,790
FARMER BROS CO COM 30767510 2,074 90,636 SH DEFINED 1,2,5 90,636
FARMERS CAP BK CORP COM 30956210 2,658 105,604 SH DEFINED 1,2 105,604
FARO TECHNOLOGIES IN COM 31164210 4,029 259,444 SH DEFINED 1,2,5,6 259,444
FASTENAL CO COM 31190010 135,755 4,092,718 SH DEFINED 1,2,5,6,7,8,10,12,13 4,092,718
FBL FINL GROUP INC CL A 30239F10 1,791 216,828 SH DEFINED 1,2,5 216,828
FBR CAPITAL MARKETS COM 30247C30 1,658 352,700 SH DEFINED 1,2,5,6 352,700
FCSTONE GROUP INC COM 31308T10 1,532 387,838 SH DEFINED 1,2,5,6 387,838
FEDERAL HOME LN MTG COM 31340030 1,173 1,891,609 SH DEFINED 1,2,5,6,10 1,891,609
FEDERAL MOGUL CORP COM 31354940 3,298 348,977 SH DEFINED 1,2,5,8,10 348,977
FEDERAL NATL MTG ASS COM 31358610 1,960 3,379,992 SH DEFINED 1,2,5,6,10 3,379,992
FEDERAL REALTY INVT SH BEN INT 31374720 114,957 2,231,306 SH DEFINED 1,2,3,5,6,7,8,10,12,13 2,231,306
FEDERAL SIGNAL CORP COM 31385510 10,202 1,333,542 SH DEFINED 1,2,5 1,333,542
FEDERATED INVS INC P CL B 31421110 68,295 2,835,001 SH DEFINED 1,2,5,6,8,10,12,13 2,835,001
FEDEX CORP COM 31428X10 554,697 9,972,979 SH DEFINED 1,2,5,6,7,8,10,12,13 9,972,979
FEI CO COM 30241L10 13,494 589,254 SH DEFINED 1,2,5,6 589,254
FELCOR LODGING TR IN COM 31430F10 5,339 2,170,155 SH DEFINED 1,2,3,5,8 2,170,155
FEMALE HEALTH CO COM 31446210 536 111,599 SH DEFINED 1,2 111,599
FERRELLGAS PARTNERS UNIT LTD P 31529310 899 55,350 SH DEFINED 1,2 55,350
FERRO CORP COM 31540510 1,902 691,729 SH DEFINED 1,2,5 691,729
FGX INTERNATIONAL HL ORD SHS G3396L10 2,157 189,559 SH DEFINED 1,2 189,559
FIBERNET TELECOM GRP COM PAR $0 31565340 701 56,423 SH DEFINED 1,2 56,423
FIBERTOWER CORP COM 31567R10 56 111,254 SH DEFINED 1,6 111,254
FIDELITY NATIONAL FI CL A 31620R10 88,923 6,572,319 SH DEFINED 1,2,5,6,7,8,10,12,13 6,572,319
FIDELITY NATL INFORM COM 31620M10 123,376 6,181,147 SH DEFINED 1,2,5,6,7,8,10,12,13 6,181,147
FIFTH STREET FINANCE COM 31678A10 2,729 271,800 SH DEFINED 1,2 271,800
FIFTH THIRD BANCORP COM 31677310 217,578 30,644,819 SH DEFINED 1,2,5,6,7,8,10,12,13 30,644,819
FINANCIAL FED CORP COM 31749210 8,588 417,922 SH DEFINED 1,2,5 417,922
FINANCIAL INSTNS INC COM 31758540 2,174 159,158 SH DEFINED 1,2 159,158
FINISAR COM 31787A10 391 685,620 SH DEFINED 1,2,5,6 685,620
FINISH LINE INC CL A 31792310 5,629 758,682 SH DEFINED 1,2,5 758,682
FIRST ACCEPTANCE COR COM 31845710 505 237,046 SH DEFINED 1,2 237,046
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
FIRST ADVANTAGE CORP CL A 31845F10 2,469 162,296 SH DEFINED 1,2 162,296
FIRST AMERN CORP CAL COM 31852230 76,343 2,946,456 SH DEFINED 1,2,5,6,7,8,10,12,13 2,946,456
FIRST BANCORP INC ME COM 31866P10 2,914 149,664 SH DEFINED 1,2 149,664
FIRST BANCORP N C COM 31891010 3,429 218,697 SH DEFINED 1,2,5 218,697
FIRST BANCORP P R COM 31867210 6,621 1,676,270 SH DEFINED 1,2,5 1,676,270
FIRST BUSEY CORP COM 31938310 3,013 409,994 SH DEFINED 1,2,5 409,994
FIRST CALIFORNIA FIN COM NEW 31939510 288 46,743 SH DEFINED 1,2 46,743
FIRST CASH FINL SVCS COM 31942D10 6,788 387,453 SH DEFINED 1,2,5,6 387,453
FIRST CMNTY BANCSHAR COM 31983A10 2,080 162,013 SH DEFINED 1,2,5 162,013
FIRST COMWLTH FINL C COM 31982910 18,518 2,920,751 SH DEFINED 1,2,5 2,920,751
FIRST CTZNS BANCSHAR CL A 31946M10 8,637 64,626 SH DEFINED 1,2,5,6,7,10 64,626
FIRST DEFIANCE FINL COM 32006W10 1,011 77,785 SH DEFINED 1,2 77,785
FIRST FINANCIAL NORT COM 32022K10 4,545 581,238 SH DEFINED 1,2 581,238
FIRST FINL BANCORP O COM 32020910 5,684 754,857 SH DEFINED 1,2,5 754,857
FIRST FINL BANKSHARE COM 32020R10 17,035 338,269 SH DEFINED 1,2,5,6 338,269
FIRST FINL CORP IND COM 32021810 6,245 197,754 SH DEFINED 1,2,5,6 197,754
FIRST FINL HLDGS INC COM 32023910 1,762 187,487 SH DEFINED 1,2 187,487
FIRST FINL SVC CORP COM 32022D10 738 42,418 SH DEFINED 1,2 42,418
FIRST HORIZON NATL C COM 32051710 94,860 7,905,012 SH DEFINED 1,2,5,6,8,10,12,13 7,905,012
FIRST INDUSTRIAL REA COM 32054K10 5,753 1,322,569 SH DEFINED 1,2,3,5,8 1,322,569
FIRST LONG IS CORP COM 32073410 1,469 63,498 SH DEFINED 1,2 63,498
FIRST MARBLEHEAD COR COM 32077110 2,047 1,013,235 SH DEFINED 1,2,5 1,013,235
FIRST MERCHANTS CORP COM 32081710 2,853 355,241 SH DEFINED 1,2,5 355,241
FIRST MERCURY FINANC COM 32084110 3,329 241,779 SH DEFINED 1,2 241,779
FIRST MIDWEST BANCOR COM 32086710 13,605 1,861,191 SH DEFINED 1,2,5 1,861,191
FIRST NIAGARA FINL G COM 33582V10 43,792 3,834,669 SH DEFINED 1,2,5,10 3,834,669
FIRST PL FINL CORP COM 33610T10 130 41,754 SH DEFINED 1 41,754
FIRST POTOMAC RLTY T COM 33610F10 10,498 1,076,690 SH DEFINED 1,2,3,8 1,076,690
FIRST SEC GROUP INC COM 33631210 64 16,800 SH DEFINED 1 16,800
FIRST SOLAR INC COM 33643310 111,330 686,376 SH DEFINED 1,2,5,6,7,8,10,12,13 686,376
FIRST SOUTH BANCORP COM 33646W10 1,629 140,408 SH DEFINED 1,2 140,408
FIRST ST BANCORPORAT COM 33645310 23 11,662 SH DEFINED 1 11,662
FIRSTENERGY CORP COM 33793210 803,829 20,743,984 SH DEFINED 1,2,5,6,7,8,10,12,13 20,743,984
FIRSTMERIT CORP COM 33791510 49,919 2,936,433 SH DEFINED 1,2,5,6 2,936,433
FISERV INC COM 33773810 233,045 5,098,342 SH DEFINED 1,2,5,6,7,8,10,12,13 5,098,342
FISHER COMMUNICATION COM 33775620 1,349 105,500 SH DEFINED 1,2,5,6 105,500
FIVE STAR QUALITY CA COM 33832D10 70 36,554 SH DEFINED 1 36,554
FLAGSTAR BANCORP INC COM 33793010 729 1,071,979 SH DEFINED 1,2 1,071,979
FLAGSTONE REINSURANC SHS G3529T10 5,788 561,982 SH DEFINED 1,2 561,982
FLANDERS CORP COM 33849410 1,235 202,097 SH DEFINED 1,2 202,097
FLEXSTEEL INDS INC COM 33938210 158 18,861 SH DEFINED 1 18,861
FLEXTRONICS INTL LTD ORD Y2573F10 30,875 7,439,854 SH DEFINED 1,2,5,6,7,8,10,12,13 7,439,854
FLIR SYS INC COM 30244510 104,014 4,610,537 SH DEFINED 1,2,5,6,7,8,10,12,13 4,610,537
FLORIDA PUB UTILS CO COM 34113510 878 62,582 SH DEFINED 1,2 62,582
FLOTEK INDS INC DEL COM 34338910 52 25,751 SH DEFINED 1,5 25,751
FLOW INTL CORP COM 34346810 1,199 510,146 SH DEFINED 1,2 510,146
FLOWERS FOODS INC COM 34349810 31,971 1,463,882 SH DEFINED 1,2,5,6,10 1,463,882
FLOWSERVE CORP COM 34354P10 130,023 1,862,531 SH DEFINED 1,2,5,6,7,8,10,12,13 1,862,531
FLUOR CORP NEW COM 34341210 309,564 6,035,561 SH DEFINED 1,2,5,6,7,8,10,12,13 6,035,561
FLUSHING FINL CORP COM 34387310 3,278 350,632 SH DEFINED 1,2,5 350,632
FMC TECHNOLOGIES INC COM 30249U10 177,712 4,728,901 SH DEFINED 1,2,5,6,7,8,10,12,13 4,728,901
FNB CORP PA COM 30252010 22,267 3,597,291 SH DEFINED 1,2,5 3,597,291
FOCUS MEDIA HLDG LTD SPONSORED 34415V10 1,152 142,923 SH DEFINED 1,2,6 142,923
FOMENTO ECONOMICO ME SPON ADR U 34441910 21,873 678,441 SH DEFINED 1,2,6,7 678,441
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
FOOT LOCKER INC COM 34484910 57,136 5,457,083 SH DEFINED 1,2,5,6,7,8,10,12 5,457,083
FORCE PROTECTION INC COM NEW 34520320 12,943 1,464,119 SH DEFINED 1,2,5,6 1,464,119
FORD MTR CO CAP TR I PFD TR CV6 34539520 573 26,000 SH DEFINED 1,2 26,000
FORD MTR CO DEL NOTE 4.25 345370CF 338 400,000 SH DEFINED 2 400,000
FORD MTR CO DEL COM PAR $0 34537086 632,178 104,148,014 SH DEFINED 1,2,5,6,7,8,10,12,13 104,148,014
FOREST CITY ENTERPRI CL A 34555010 8,345 1,264,463 SH DEFINED 1,2,3,5,6,8,10,12 1,264,463
FOREST LABS INC COM 34583810 291,211 11,597,418 SH DEFINED 1,2,5,6,7,8,10,12,13 11,597,418
FOREST OIL CORP COM PAR $0 34609170 38,105 2,553,972 SH DEFINED 1,2,5,6,7,10 2,553,972
FORESTAR GROUP INC COM 34623310 7,474 629,115 SH DEFINED 1,2,5,6 629,115
FORGENT NETWORKS INC COM 34629U10 3 12,271 SH DEFINED 1 12,271
FORMFACTOR INC COM 34637510 12,982 751,260 SH DEFINED 1,2,5,6 751,260
FORRESTER RESH INC COM 34656310 9,140 372,299 SH DEFINED 1,2,5,6 372,299
FORTRESS INVESTMENT CL A 34958B10 310 90,697 SH DEFINED 1,2,8 90,697
FORTUNE BRANDS INC COM 34963110 166,869 4,803,369 SH DEFINED 1,2,5,6,7,8,10,12,13 4,803,369
FORWARD AIR CORP COM 34985310 11,263 528,271 SH DEFINED 1,2,5,6,8 528,271
FORWARD INDS INC N Y COM NEW 34986230 21 12,523 SH DEFINED 1 12,523
FOSSIL INC COM 34988210 27,709 1,150,726 SH DEFINED 1,2,5,6,8 1,150,726
FOSTER L B CO COM 35006010 5,380 178,930 SH DEFINED 1,2,5,6 178,930
FOSTER WHEELER AG COM H2717810 21,106 888,692 SH DEFINED 1,2,5,7,8,10,12,13 888,692
FOUNDATION COAL HLDG COM 35039W10 43,066 1,532,035 SH DEFINED 1,2,5,6,10 1,532,035
FOX CHASE BANCORP COM 35137P10 1,761 183,663 SH DEFINED 1,2 183,663
FPIC INS GROUP INC COM 30256310 4,953 161,773 SH DEFINED 1,2,5 161,773
FPL GROUP INC COM 30257110 833,849 14,664,957 SH DEFINED 1,2,5,6,7,8,10,12,13 14,664,957
FRANCE TELECOM SPONSORED 35177Q10 921 40,363 SH DEFINED 1,2 40,363
FRANKLIN COVEY CO COM 35346910 518 83,184 SH DEFINED 1,2 83,184
FRANKLIN ELEC INC COM 35351410 8,829 340,637 SH DEFINED 1,2,5 340,637
FRANKLIN RES INC COM 35461310 389,959 5,415,344 SH DEFINED 1,2,5,6,7,8,10,12,13 5,415,344
FRANKLIN STREET PPTY COM 35471R10 14,412 1,087,695 SH DEFINED 1,2,3,5 1,087,695
FREDS INC CL A 35610810 9,083 718,629 SH DEFINED 1,2,5 718,629
FREEPORT-MCMORAN COP PFD CONV 35671D78 1,708 21,500 SH DEFINED 1,2 21,500
FREEPORT-MCMORAN COP COM 35671D85 731,977 14,607,400 SH DEFINED 1,2,5,6,7,8,10,12,13 14,607,400
FREIGHTCAR AMER INC COM 35702310 3,017 179,455 SH DEFINED 1,2,5 179,455
FRESENIUS KABI PHARM RIGHT 06/3 35802M11 23 84,455 SH DEFINED 1,2 84,455
FRESENIUS MED CARE A SPONSORED 35802910 211 4,694 SH DEFINED 1 4,694
FRESH DEL MONTE PROD ORD G3673810 9,240 568,247 SH DEFINED 1,2,5 568,247
FRIEDMAN INDS INC COM 35843510 61 11,240 SH DEFINED 1 11,240
FRISCHS RESTAURANTS COM 35874810 665 22,524 SH DEFINED 1,2 22,524
FRONTIER COMMUNICATI COM 35906A10 64,799 9,075,524 SH DEFINED 1,2,5,6,8,10,12,13 9,075,524
FRONTIER FINL CORP W COM 35907K10 190 161,437 SH DEFINED 1,2 161,437
FRONTIER OIL CORP COM 35914P10 56,188 4,285,852 SH DEFINED 1,2,5,6,7,8,10 4,285,852
FRONTLINE LTD SHS G3682E12 8,031 329,663 SH DEFINED 1,5,8,10 329,663
FROZEN FOOD EXPRESS COM 35936010 46 14,321 SH DEFINED 1,5 14,321
FSI INTL INC COM 30263310 20 49,179 SH DEFINED 1 49,179
FTI CONSULTING INC COM 30294110 59,713 1,177,299 SH DEFINED 1,2,5,6,7,8,10,12,13 1,177,299
FUEL SYS SOLUTIONS I COM 35952W10 3,400 168,412 SH DEFINED 1,2,5,6 168,412
FUEL TECH INC COM 35952310 2,488 256,452 SH DEFINED 1,2,5,6 256,452
FUELCELL ENERGY INC COM 35952H10 5,615 1,343,224 SH DEFINED 1,2,5,6 1,343,224
FULLER H B CO COM 35969410 16,947 902,864 SH DEFINED 1,2,5 902,864
FULTON FINL CORP PA COM 36027110 28,899 5,568,135 SH DEFINED 1,2,5,6,8,10,12 5,568,135
FUQI INTERNATIONAL I COM NEW 36102A20 2,123 102,512 SH DEFINED 1,2 102,512
FURMANITE CORPORATIO COM 36108610 2,179 488,618 SH DEFINED 1,2,5,6 488,618
FURNITURE BRANDS INT COM 36092110 2,035 671,491 SH DEFINED 1,2,5 671,491
FUSHI COPPERWELD INC COM 36113E10 1,464 177,052 SH DEFINED 1,2,6 177,052
FX ENERGY INC COM 30269510 2,101 550,097 SH DEFINED 1,2,5 550,097
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
G & K SVCS INC CL A 36126810 7,010 331,431 SH DEFINED 1,2,5 331,431
GAIAM INC CL A 36268Q10 1,347 246,330 SH DEFINED 1,2,6 246,330
GALLAGHER ARTHUR J & COM 36357610 43,359 2,031,805 SH DEFINED 1,2,5,6,8,10,12 2,031,805
GAMCO INVESTORS INC COM 36143810 4,709 97,086 SH DEFINED 1,2,5,6 97,086
GAMESTOP CORP NEW CL A 36467W10 125,486 5,701,326 SH DEFINED 1,2,5,6,7,8,10,12,13 5,701,326
GANDER MOUNTAIN CO COM 36471P10 224 37,304 SH DEFINED 1,2 37,304
GANNETT INC COM 36473010 36,333 10,177,219 SH DEFINED 1,2,5,6,7,8,10,12,13 10,177,219
GAP INC DEL COM 36476010 318,498 19,420,632 SH DEFINED 1,2,5,6,7,8,10,12,13 19,420,632
GARDNER DENVER INC COM 36555810 23,355 927,875 SH DEFINED 1,2,5,6,7,10 927,875
GARMIN LTD ORD G3726010 37,231 1,563,005 SH DEFINED 1,2,5,6,7,8,10,12,13 1,563,005
GARTNER INC COM 36665110 29,400 1,926,599 SH DEFINED 1,2,5,6,7,8 1,926,599
GASCO ENERGY INC COM 36722010 36 128,969 SH DEFINED 1,2,5 128,969
GASTAR EXPL LTD COM 36729910 50 124,316 SH DEFINED 1,2 124,316
GATX CORP COM 36144810 25,212 980,231 SH DEFINED 1,2,5,6,10 980,231
GAYLORD ENTMT CO NEW COM 36790510 8,001 629,538 SH DEFINED 1,2,5 629,538
GENAERA CORP COM NEW 36867G20 1 10,523 SH DEFINED 1 10,523
GENCO SHIPPING & TRA SHS Y2685T10 7,522 346,322 SH DEFINED 1,2,5 346,322
GENCORP INC COM 36868210 1,857 972,139 SH DEFINED 1,2,6,8 972,139
GENERAL CABLE CORP D COM 36930010 32,206 857,000 SH DEFINED 1,2,5,6,10 857,000
GENERAL COMMUNICATIO CL A 36938510 7,544 1,088,615 SH DEFINED 1,2,5,6 1,088,615
GENERAL DYNAMICS COR COM 36955010 651,071 11,754,302 SH DEFINED 1,2,5,6,7,8,10,12,13 11,754,302
GENERAL ELECTRIC CO COM 36960410 4,029,732 343,833,762 SH DEFINED 1,2,5,6,7,8,10,12,13 343,833,762
GENERAL MARITIME COR SHS Y2693R10 7,053 713,154 SH DEFINED 1,2,5,8 713,154
GENERAL MLS INC COM 37033410 1,059,716 18,916,737 SH DEFINED 1,2,5,6,7,8,10,12,13 18,916,737
GENERAL MOLY INC COM 37037310 1,920 864,729 SH DEFINED 1,2,6 864,729
GENERAL STEEL HOLDIN COM 37085310 565 142,337 SH DEFINED 1,2 142,337
GENESCO INC COM 37153210 7,788 414,927 SH DEFINED 1,2,5 414,927
GENESEE & WYO INC CL A 37155910 14,181 534,915 SH DEFINED 1,2,5,6 534,915
GENESIS ENERGY L P UNIT LTD P 37192710 421 33,113 SH DEFINED 1,2 33,113
GENOMIC HEALTH INC COM 37244C10 3,925 226,465 SH DEFINED 1,2,5,6 226,465
GENOPTIX INC COM 37243V10 7,368 230,321 SH DEFINED 1,2,5,6 230,321
GENPACT LIMITED SHS G3922B10 5,271 448,559 SH DEFINED 1,2,5,10 448,559
GEN-PROBE INC NEW COM 36866T10 45,546 1,058,967 SH DEFINED 1,2,5,6,10 1,058,967
GENTEK INC COM NEW 37245X20 2,952 132,187 SH DEFINED 1,2,6 132,187
GENTEX CORP COM 37190110 34,118 2,941,243 SH DEFINED 1,2,5,6,8,10,12 2,941,243
GENTIVA HEALTH SERVI COM 37247A10 8,899 540,620 SH DEFINED 1,2,5,6 540,620
GENUINE PARTS CO COM 37246010 171,529 5,111,110 SH DEFINED 1,2,5,6,7,8,10,12,13 5,111,110
GENVEC INC COM 37246C10 52 70,855 SH DEFINED 1,5 70,855
GENWORTH FINL INC COM CL A 37247D10 110,444 15,800,313 SH DEFINED 1,2,5,6,8,10,12,13 15,800,313
GENZYME CORP COM 37291710 492,159 8,840,642 SH DEFINED 1,2,5,6,7,8,10,12,13 8,840,642
GEO GROUP INC COM 36159R10 15,202 818,185 SH DEFINED 1,2,5,6 818,185
GEOEYE INC COM 37250W10 5,927 251,589 SH DEFINED 1,2,6 251,589
GEOKINETICS INC COM PAR $0 37291030 930 68,142 SH DEFINED 1,2 68,142
GEOMET INC DEL COM 37250U20 28 25,500 SH DEFINED 1 25,500
GEORESOURCES INC COM 37247610 881 86,334 SH DEFINED 1,2 86,334
GEORGIA GULF CORP COM PAR $0 37320020 14 22,107 SH DEFINED 1 22,107
GERBER SCIENTIFIC IN COM 37373010 129 51,470 SH DEFINED 1 51,470
GERDAU S A SPONSORED 37373710 16,461 1,572,189 SH DEFINED 1,2,6,7 1,572,189
GERMAN AMERN BANCORP COM 37386510 1,936 134,358 SH DEFINED 1,2 134,358
GERON CORP COM 37416310 11,289 1,471,838 SH DEFINED 1,2,5,6 1,471,838
GETTY RLTY CORP NEW COM 37429710 7,924 419,948 SH DEFINED 1,2,3,5,8 419,948
GFI GROUP INC COM 36165220 6,569 974,606 SH DEFINED 1,2,5 974,606
GIANT INTERACTIVE GR ADR 37451110 338 41,582 SH DEFINED 1,2,6 41,582
GIBRALTAR INDS INC COM 37468910 4,493 651,220 SH DEFINED 1,2,5 651,220
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
G-III APPAREL GROUP COM 36237H10 2,191 190,679 SH DEFINED 1,2 190,679
GILAT SATELLITE NETW SHS NEW M5147411 56 12,550 SH DEFINED 1 12,550
GILDAN ACTIVEWEAR IN COM 37591610 1,093 73,870 SH DEFINED 1,7 73,870
GILEAD SCIENCES INC NOTE 0.62 375558AH 1,356 1,050,000 SH DEFINED 1,2 1,050,000
GILEAD SCIENCES INC COM 37555810 1,396,897 29,822,727 SH DEFINED 1,2,5,6,7,8,10,12,13 29,822,727
GLACIER BANCORP INC COM 37637Q10 26,115 1,768,136 SH DEFINED 1,2,5,6 1,768,136
GLADSTONE CAPITAL CO COM 37653510 2,143 284,651 SH DEFINED 1,2 284,651
GLADSTONE COML CORP COM 37653610 1,364 105,216 SH DEFINED 1,2,3,5 105,216
GLADSTONE INVT CORP COM 37654610 1,510 312,552 SH DEFINED 1,2 312,552
GLATFELTER COM 37731610 8,830 992,080 SH DEFINED 1,2,5 992,080
GLAXOSMITHKLINE PLC SPONSORED 37733W10 550,087 15,565,562 SH DEFINED 1,2 15,565,562
GLG PARTNERS INC COM 37929X10 12,937 3,163,030 SH DEFINED 1,2,6,7,10 3,163,030
GLIMCHER RLTY TR SH BEN INT 37930210 2,354 811,877 SH DEFINED 1,2,3,8 811,877
GLOBAL CASH ACCESS H COM 37896710 8,506 1,068,630 SH DEFINED 1,2,5,6 1,068,630
GLOBAL CROSSING LTD SHS NEW G3921A17 4,046 440,695 SH DEFINED 1,2,5 440,695
GLOBAL INDS LTD COM 37933610 9,819 1,734,779 SH DEFINED 1,2,5,6 1,734,779
GLOBAL PMTS INC COM 37940X10 58,126 1,551,672 SH DEFINED 1,2,5,6,10 1,551,672
GLOBAL SOURCES LTD ORD G3930010 1,136 157,530 SH DEFINED 1,2 157,530
GLOBALSTAR INC COM 37897340 95 90,114 SH DEFINED 1 90,114
GLOBECOMM SYSTEMS IN COM 37956X10 2,044 284,307 SH DEFINED 1,2 284,307
GMX RES INC COM 38011M10 3,328 312,741 SH DEFINED 1,2,5,6 312,741
GOL LINHAS AEREAS IN SP ADR REP 38045R10 61 10,805 SH DEFINED 1,6 10,805
GOLAR LNG LTD BERMUD SHS G9456A10 3,123 365,248 SH DEFINED 1 365,248
GOLD FIELDS LTD NEW SPONSORED 38059T10 374 31,068 SH DEFINED 1,6 31,068
GOLDMAN SACHS GROUP COM 38141G10 2,739,283 18,578,971 SH DEFINED 1,2,5,6,7,8,10,12,13 18,578,971
GOODRICH CORP COM 38238810 198,854 3,979,459 SH DEFINED 1,2,5,6,7,8,10,12,13 3,979,459
GOODRICH PETE CORP COM NEW 38241040 11,200 455,475 SH DEFINED 1,2,5,6 455,475
GOODYEAR TIRE & RUBR COM 38255010 84,718 7,523,767 SH DEFINED 1,2,5,6,7,8,10,12,13 7,523,767
GOOGLE INC CL A 38259P50 3,210,047 7,614,144 SH DEFINED 1,2,5,6,7,8,10,12,13 7,614,144
GORMAN RUPP CO COM 38308210 3,998 198,219 SH DEFINED 1,2,5,6 198,219
GOVERNMENT PPTYS INC COM SHS BE 38376A10 228 11,123 SH DEFINED 1,2,3 11,123
GP STRATEGIES CORP COM 36225V10 798 135,400 SH DEFINED 1,2 135,400
GRACE W R & CO DEL N COM 38388F10 14,853 1,200,751 SH DEFINED 1,2,5,6 1,200,751
GRACO INC COM 38410910 27,219 1,236,101 SH DEFINED 1,2,5,6,10 1,236,101
GRAFTECH INTL LTD COM 38431310 28,893 2,554,637 SH DEFINED 1,2,5,6 2,554,637
GRAHAM CORP COM 38455610 2,782 209,173 SH DEFINED 1,2 209,173
GRAINGER W W INC COM 38480210 163,055 1,991,393 SH DEFINED 1,2,5,6,7,8,10,12,13 1,991,393
GRAMERCY CAP CORP COM 38487110 1,068 663,111 SH DEFINED 1,2,3 663,111
GRAN TIERRA ENERGY I COM 38500T10 11,344 3,288,141 SH DEFINED 1,2 3,288,141
GRAND CANYON ED INC COM 38526M10 3,465 206,522 SH DEFINED 1,2,6 206,522
GRANITE CONSTR INC COM 38732810 40,709 1,223,233 SH DEFINED 1,2,5,7,8 1,223,233
GRAPHIC PACKAGING HL COM 38868910 3,275 1,789,525 SH DEFINED 1,2,5 1,789,525
GRAY TELEVISION INC COM 38937510 15 30,758 SH DEFINED 1 30,758
GREAT ATLANTIC & PAC COM 39006410 3,005 707,082 SH DEFINED 1,2,5,6,8 707,082
GREAT LAKES DREDGE & COM 39060710 2,472 517,103 SH DEFINED 1,2 517,103
GREAT PLAINS ENERGY COM 39116410 40,247 2,588,219 SH DEFINED 1,2,5,6,10 2,588,219
GREAT SOUTHN BANCORP COM 39090510 2,674 130,106 SH DEFINED 1,2 130,106
GREAT WOLF RESORTS I COM 39152310 885 433,679 SH DEFINED 1,2 433,679
GREATBATCH INC COM 39153L10 10,503 464,513 SH DEFINED 1,2,5 464,513
GREEN BANKSHARES INC COM NEW 39436120 134 29,966 SH DEFINED 1 29,966
GREEN MTN COFFEE ROA COM 39312210 18,926 320,128 SH DEFINED 1,2,5,6,10 320,128
GREEN PLAINS RENEWAB COM 39322210 642 98,089 SH DEFINED 1,2 98,089
GREENBRIER COS INC COM 39365710 1,757 244,310 SH DEFINED 1,2 244,310
GREENHILL & CO INC COM 39525910 17,055 236,182 SH DEFINED 1,2,5,6,10 236,182
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
GREENLIGHT CAPITAL R CLASS A G4095J10 9,739 562,650 SH DEFINED 1,2,6 562,650
GREIF INC CL A 39762410 28,976 655,262 SH DEFINED 1,2,5,6,10 655,262
GRIFFIN LD & NURSERI CL A 39823110 1,317 42,109 SH DEFINED 1,2 42,109
GRIFFON CORP COM 39843310 6,801 817,381 SH DEFINED 1,2,5,6 817,381
GROUP 1 AUTOMOTIVE I COM 39890510 31,385 1,206,173 SH DEFINED 1,2,5 1,206,173
GROUPE CGI INC CL A SUB V 39945C10 192 21,670 SH DEFINED 1,7 21,670
GRUBB & ELLIS CO COM PAR $0 40009520 34 42,081 SH DEFINED 1 42,081
GRUPO AEROPORTUARIO SPON ADR S 40051E20 1,964 50,362 SH DEFINED 1,4 50,362
GRUPO FINANCIERO GAL SP ADR 10 39990910 113 34,307 SH DEFINED 1,2 34,307
GRUPO TELEVISA SA DE SP ADR REP 40049J20 65,685 3,863,798 SH DEFINED 1,2,4,6,7 3,863,798
GSE SYS INC COM 36227K10 909 134,666 SH DEFINED 1,2 134,666
GSI COMMERCE INC COM 36238G10 5,816 408,148 SH DEFINED 1,2,5,6 408,148
GSI TECHNOLOGY COM 36241U10 717 185,759 SH DEFINED 1,2 185,759
GT SOLAR INTL INC COM 3623E020 3,322 623,211 SH DEFINED 1,2,5,6 623,211
GTX INC DEL COM 40052B10 2,350 254,617 SH DEFINED 1,2,5,6 254,617
GUARANTY BANCORP DEL COM 40075T10 1,659 868,621 SH DEFINED 1,2 868,621
GUARANTY FINL GROUP COM 40108N10 30 160,200 SH DEFINED 1,2,6,13 160,200
GUESS INC COM 40161710 50,309 1,951,472 SH DEFINED 1,2,5,6,10 1,951,472
GULF ISLAND FABRICAT COM 40230710 3,331 210,453 SH DEFINED 1,2,5 210,453
GULFMARK OFFSHORE IN COM 40262910 9,387 340,093 SH DEFINED 1,2,5,6 340,093
GULFPORT ENERGY CORP COM NEW 40263530 2,421 353,369 SH DEFINED 1,2,5,6 353,369
GYMBOREE CORP COM 40377710 38,828 1,094,370 SH DEFINED 1,2,5,6 1,094,370
H & E EQUIPMENT SERV COM 40403010 4,892 523,165 SH DEFINED 1,2,5 523,165
HACKETT GROUP INC COM 40460910 1,293 554,875 SH DEFINED 1,2,5 554,875
HAEMONETICS CORP COM 40502410 27,368 480,132 SH DEFINED 1,2,5,6 480,132
HAIN CELESTIAL GROUP COM 40521710 10,241 656,026 SH DEFINED 1,2,5 656,026
HALLIBURTON CO COM 40621610 786,592 37,999,603 SH DEFINED 1,2,5,6,7,8,10,12,13 37,999,603
HALLMARK FINL SVCS I COM NEW 40624Q20 592 82,819 SH DEFINED 1,2 82,819
HALOZYME THERAPEUTIC COM 40637H10 6,226 892,041 SH DEFINED 1,2,5,6 892,041
HAMPTON ROADS BANKSH COM 40932110 1,846 223,790 SH DEFINED 1,2 223,790
HANA BIOSCIENCES INC COM 40963P10 11 22,892 SH DEFINED 1 22,892
HANCOCK HLDG CO COM 41012010 28,730 884,262 SH DEFINED 1,2,5,6 884,262
HANESBRANDS INC COM 41034510 29,311 1,952,777 SH DEFINED 1,2,5,6,8,10 1,952,777
HANGER ORTHOPEDIC GR COM NEW 41043F20 6,037 444,213 SH DEFINED 1,2,5,6 444,213
HANMI FINL CORP COM 41049510 478 273,254 SH DEFINED 1,2 273,254
HANOVER INS GROUP IN COM 41086710 39,324 1,031,845 SH DEFINED 1,2,5,6,7,8,10 1,031,845
HANSEN MEDICAL INC COM 41130710 1,557 315,264 SH DEFINED 1,2,5,6 315,264
HANSEN NAT CORP COM 41131010 53,333 1,728,228 SH DEFINED 1,2,5,6,7,8,10,12,13 1,728,228
HARBIN ELECTRIC INC COM 41145W10 1,640 104,889 SH DEFINED 1,2 104,889
HARLEY DAVIDSON INC COM 41282210 121,607 7,501,972 SH DEFINED 1,2,5,6,7,8,10,12,13 7,501,972
HARLEYSVILLE GROUP I COM 41282410 8,539 302,590 SH DEFINED 1,2,5 302,590
HARLEYSVILLE NATL CO COM 41285010 3,415 722,006 SH DEFINED 1,2,5 722,006
HARMAN INTL INDS INC COM 41308610 37,163 1,976,740 SH DEFINED 1,2,5,6,8,10,12,13 1,976,740
HARMONIC INC COM 41316010 11,657 1,979,034 SH DEFINED 1,2,5,6 1,979,034
HARMONY GOLD MNG LTD SPONSORED 41321630 240 23,296 SH DEFINED 1,6 23,296
HARRIS & HARRIS GROU COM 41383310 1,914 328,315 SH DEFINED 1,2 328,315
HARRIS CORP DEL COM 41387510 133,707 4,714,633 SH DEFINED 1,2,5,6,7,8,10,12,13 4,714,633
HARRIS INTERACTIVE I COM 41454910 11 25,764 SH DEFINED 1 25,764
HARRIS STRATEX NTWRK CL A 41457P10 8,423 1,299,822 SH DEFINED 1,2,5,7,8,13 1,299,822
HARSCO CORP COM 41586410 70,887 2,504,845 SH DEFINED 1,2,5,6,7,8,10,12,13 2,504,845
HARTE-HANKS INC COM 41619610 10,072 1,088,818 SH DEFINED 1,2,5 1,088,818
HARTFORD FINL SVCS G COM 41651510 246,401 20,758,261 SH DEFINED 1,2,5,6,7,8,10,12,13 20,758,261
HARVARD BIOSCIENCE I COM 41690610 868 219,840 SH DEFINED 1,2 219,840
HARVEST NATURAL RESO COM 41754V10 2,241 508,211 SH DEFINED 1,2,5 508,211
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HASBRO INC COM 41805610 106,653 4,399,885 SH DEFINED 1,2,5,6,7,8,10,12,13 4,399,885
HATTERAS FINL CORP COM 41902R10 19,220 672,255 SH DEFINED 1,2,5 672,255
HAVERTY FURNITURE IN COM 41959610 2,554 279,105 SH DEFINED 1,2 279,105
HAWAIIAN ELEC INDUST COM 41987010 36,493 1,914,635 SH DEFINED 1,2,5,6,8,10 1,914,635
HAWAIIAN HOLDINGS IN COM 41987910 6,336 1,052,436 SH DEFINED 1,2,6 1,052,436
HAWK CORP CL A 42008910 727 52,521 SH DEFINED 1,2 52,521
HAWKINS INC COM 42026110 2,348 104,005 SH DEFINED 1,2 104,005
HAYNES INTERNATIONAL COM NEW 42087720 4,125 174,036 SH DEFINED 1,2,5,6 174,036
HCC INS HLDGS INC COM 40413210 56,964 2,372,520 SH DEFINED 1,2,5,6,7,8,10 2,372,520
HCP INC COM 40414L10 303,347 14,315,592 SH DEFINED 1,2,3,5,6,7,8,10,12,13 14,315,592
HDFC BANK LTD ADR REPS 3 40415F10 17,350 168,239 SH DEFINED 1,2,4,5,6,8 168,239
HEADWATERS INC COM 42210P10 2,345 697,832 SH DEFINED 1,2,5 697,832
HEALTH CARE REIT INC COM 42217K10 187,858 5,509,037 SH DEFINED 1,2,3,5,6,7,8,10,12,13 5,509,037
HEALTH GRADES INC COM 42218Q10 847 216,513 SH DEFINED 1,2,5 216,513
HEALTH MGMT ASSOC IN CL A 42193310 32,712 6,621,837 SH DEFINED 1,2,5,6,8,10 6,621,837
HEALTH NET INC COM 42222G10 34,414 2,213,112 SH DEFINED 1,2,5,6,7,8,10,12 2,213,112
HEALTHCARE RLTY TR COM 42194610 33,382 1,983,510 SH DEFINED 1,2,3,5,8 1,983,510
HEALTHCARE SVCS GRP COM 42190610 11,737 656,453 SH DEFINED 1,2,5,6 656,453
HEALTHSOUTH CORP COM NEW 42192430 19,902 1,378,251 SH DEFINED 1,2,5,6 1,378,251
HEALTHSPRING INC COM 42224N10 13,912 1,281,021 SH DEFINED 1,2,5 1,281,021
HEALTHTRONICS INC COM 42222L10 75 37,393 SH DEFINED 1 37,393
HEALTHWAYS INC COM 42224510 8,221 611,250 SH DEFINED 1,2,5,6 611,250
HEARTLAND EXPRESS IN COM 42234710 16,750 1,137,884 SH DEFINED 1,2,5,6 1,137,884
HEARTLAND FINL USA I COM 42234Q10 2,574 180,281 SH DEFINED 1,2 180,281
HEARTLAND PMT SYS IN COM 42235N10 4,816 503,266 SH DEFINED 1,2,5,6 503,266
HEARTWARE INTL INC COM 42236810 1,123 40,230 SH DEFINED 1,2 40,230
HECKMANN CORP COM 42268010 3,932 1,048,648 SH DEFINED 1,2,5 1,048,648
HECLA MNG CO COM 42270410 34,024 12,695,665 SH DEFINED 1,2,5,6 12,695,665
HEELYS INC COM 42279M10 35 17,400 SH DEFINED 1 17,400
HEICO CORP NEW COM 42280610 10,674 294,373 SH DEFINED 1,2,5,6 294,373
HEICO CORP NEW CL A 42280620 962 32,864 SH DEFINED 1,2,5,6 32,864
HEIDRICK & STRUGGLES COM 42281910 6,594 361,290 SH DEFINED 1,2,5,6 361,290
HEINZ H J CO COM 42307410 366,642 10,270,097 SH DEFINED 1,2,5,6,7,8,10,12,13 10,270,097
HELEN OF TROY CORP L COM G4388N10 8,119 483,539 SH DEFINED 1,2,5,7,8 483,539
HELIX ENERGY SOLUTIO COM 42330P10 29,048 2,672,333 SH DEFINED 1,2,5,6,10 2,672,333
HELLENIC TELECOM ORG SPONSORED 42332530 952 124,403 SH DEFINED 1,2 124,403
HELMERICH & PAYNE IN COM 42345210 88,252 2,858,839 SH DEFINED 1,2,5,6,7,8,10,12,13 2,858,839
HEMISPHERX BIOPHARMA COM 42366C10 3,510 1,382,047 SH DEFINED 1,2 1,382,047
HENRY JACK & ASSOC I COM 42628110 41,266 1,988,732 SH DEFINED 1,2,5,6 1,988,732
HERBALIFE LTD COM USD SH G4412G10 20,638 654,351 SH DEFINED 1,2,5,7,10 654,351
HERCULES OFFSHORE IN COM 42709310 7,022 1,773,192 SH DEFINED 1,2,5,6 1,773,192
HERCULES TECH GROWTH COM 42709650 6,137 730,653 SH DEFINED 1,2 730,653
HERITAGE COMMERCE CO COM 42692710 85 22,901 SH DEFINED 1 22,901
HERITAGE CRYSTAL CLE COM 42726M10 152 12,540 SH DEFINED 1,2 12,540
HERITAGE FINL CORP W COM 42722X10 668 57,828 SH DEFINED 1,2 57,828
HERLEY INDS INC DEL COM 42739810 2,125 193,679 SH DEFINED 1,2 193,679
HERSHA HOSPITALITY T SH BEN INT 42782510 3,327 1,341,656 SH DEFINED 1,2,3,5 1,341,656
HERSHEY CO COM 42786610 191,156 5,309,901 SH DEFINED 1,2,5,6,7,8,10,12,13 5,309,901
HERTZ GLOBAL HOLDING COM 42805T10 21,078 2,638,023 SH DEFINED 1,2,5,6,7,8,10 2,638,023
HESS CORP COM 42809H10 542,642 10,095,657 SH DEFINED 1,2,5,6,7,8,10,12,13 10,095,657
HEWITT ASSOCS INC COM 42822Q10 55,226 1,854,462 SH DEFINED 1,2,5,6,7,8,10 1,854,462
HEWLETT PACKARD CO COM 42823610 4,288,619 110,960,383 SH DEFINED 1,2,5,6,7,8,10,12,13 110,960,383
HEXCEL CORP NEW COM 42829110 17,571 1,843,715 SH DEFINED 1,2,5,6 1,843,715
HFF INC CL A 40418F10 47 12,100 SH DEFINED 1 12,100
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HHGREGG INC COM 42833L10 2,947 194,389 SH DEFINED 1,2,6 194,389
HIBBETT SPORTS INC COM 42856710 7,793 432,924 SH DEFINED 1,2,5,6 432,924
HICKORY TECH CORP COM 42906010 967 125,971 SH DEFINED 1,2 125,971
HIGHWOODS PPTYS INC COM 43128410 61,983 2,770,797 SH DEFINED 1,2,3,5,6,8 2,770,797
HILL INTERNATIONAL I COM 43146610 1,463 340,124 SH DEFINED 1,2,5,6 340,124
HILL ROM HLDGS INC COM 43147510 24,590 1,516,020 SH DEFINED 1,2,5,6,7,8,10,12 1,516,020
HILLENBRAND INC COM 43157110 13,613 818,112 SH DEFINED 1,2,5,6,7,10 818,112
HILLTOP HOLDINGS INC COM 43274810 8,068 679,694 SH DEFINED 1,2,3,5,6 679,694
HIMAX TECHNOLOGIES I SPONSORED 43289P10 126 33,681 SH DEFINED 2 33,681
HI-TECH PHARMACAL IN COM 42840B10 584 65,638 SH DEFINED 1,2 65,638
HITTITE MICROWAVE CO COM 43365Y10 10,677 307,244 SH DEFINED 1,2,5,6 307,244
HLTH CORPORATION COM 40422Y10 15,762 1,203,218 SH DEFINED 1,2,5,6,8,10,12 1,203,218
HMS HLDGS CORP COM 40425J10 16,972 416,800 SH DEFINED 1,2,5,6 416,800
HNI CORP COM 40425110 21,550 1,193,266 SH DEFINED 1,2,5,6 1,193,266
HOKU SCIENTIFIC INC COM 43471210 42 16,600 SH DEFINED 1 16,600
HOLLIS-EDEN PHARMACE COM 43590210 12 23,507 SH DEFINED 1 23,507
HOLLY CORP COM PAR $0 43575830 18,877 1,049,893 SH DEFINED 1,2,5,6,10 1,049,893
HOLLY ENERGY PARTNER COM UT LTD 43576310 248 7,804 SH DEFINED 1,2 7,804
HOLLYWOOD MEDIA CORP COM 43623310 24 15,519 SH DEFINED 1 15,519
HOLOGIC INC FRNT 2.00 436440AA 1,704 2,400,000 SH DEFINED 1,2 2,400,000
HOLOGIC INC COM 43644010 86,499 6,070,088 SH DEFINED 1,2,5,6,7,8,10,12,13 6,070,088
HOME BANCORP INC COM 43689E10 1,044 87,461 SH DEFINED 1,2 87,461
HOME BANCSHARES INC COM 43689320 4,319 226,830 SH DEFINED 1,2,5,6 226,830
HOME DEPOT INC COM 43707610 1,429,827 60,508,955 SH DEFINED 1,2,5,6,7,8,10,12,13 60,508,955
HOME DIAGNOSTICS INC COM 43708010 671 109,244 SH DEFINED 1,2 109,244
HOME FED BANCORP INC COM 43710G10 1,933 189,655 SH DEFINED 1,2 189,655
HOME INNS & HOTELS M SPON ADR 43713W10 192 12,072 SH DEFINED 1,2,6 12,072
HOME PROPERTIES INC COM 43730610 39,128 1,147,462 SH DEFINED 1,2,3,5,8 1,147,462
HONDA MOTOR LTD AMERN SHS 43812830 1,069 39,049 SH DEFINED 1,2 39,049
HONEYWELL INTL INC COM 43851610 2,509,754 79,928,476 SH DEFINED 1,2,5,6,7,8,10,12,13 79,928,476
HOOKER FURNITURE COR COM 43903810 2,226 193,925 SH DEFINED 1,2 193,925
HOOPER HOLMES INC COM 43910410 30 68,456 SH DEFINED 1 68,456
HORACE MANN EDUCATOR COM 44032710 11,002 1,103,461 SH DEFINED 1,2,5 1,103,461
HORIZON FINL CORP WA COM 44041F10 12 10,914 SH DEFINED 1,2 10,914
HORIZON LINES INC COM 44044K10 2,052 531,491 SH DEFINED 1,2,5 531,491
HORMEL FOODS CORP COM 44045210 76,995 2,229,146 SH DEFINED 1,2,5,6,7,8,10,12,13 2,229,146
HORNBECK OFFSHORE SV COM 44054310 9,102 425,507 SH DEFINED 1,2,5,6 425,507
HORSEHEAD HLDG CORP COM 44069430 4,541 609,564 SH DEFINED 1,2,6 609,564
HOSPIRA INC COM 44106010 219,395 5,695,609 SH DEFINED 1,2,5,6,7,8,10,12,13 5,695,609
HOSPITALITY PPTYS TR COM SH BEN 44106M10 50,538 4,250,495 SH DEFINED 1,2,3,5,6,8,10 4,250,495
HOST HOTELS & RESORT COM 44107P10 251,067 29,924,525 SH DEFINED 1,2,3,5,6,7,8,10,12,13 29,924,525
HOT TOPIC INC COM 44133910 8,553 1,170,088 SH DEFINED 1,2,5,6 1,170,088
HOUSTON AMERN ENERGY COM 44183U10 39 21,228 SH DEFINED 1,2 21,228
HOUSTON WIRE & CABLE COM 44244K10 4,821 404,775 SH DEFINED 1,2,6 404,775
HOVNANIAN ENTERPRISE CL A 44248720 1,601 678,472 SH DEFINED 1,2,5,6 678,472
HQ SUSTAINABLE MARIT COM NEW 40426A20 648 70,801 SH DEFINED 1,2 70,801
HRPT PPTYS TR COM SH BEN 40426W10 29,255 7,205,744 SH DEFINED 1,2,3,5,6,7,8,10 7,205,744
HSBC HLDGS PLC SPON ADR N 40428040 3,409 81,602 SH DEFINED 1,2 81,602
HSN INC COM 40430310 7,889 746,311 SH DEFINED 1,2,5,6,7 746,311
HSW INTERNATIONAL IN COM 40431N10 4 15,895 SH DEFINED 1 15,895
HUANENG PWR INTL INC SPON ADR H 44330410 242 8,638 SH DEFINED 1,6 8,638
HUB GROUP INC CL A 44332010 12,811 620,694 SH DEFINED 1,2,5,6 620,694
HUBBELL INC CL B 44351020 34,748 1,083,854 SH DEFINED 1,2,5,6,10 1,083,854
HUDSON CITY BANCORP COM 44368310 279,020 20,994,707 SH DEFINED 1,2,5,6,7,8,10,12,13 20,994,707
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HUDSON HIGHLAND GROU COM 44379210 53 27,048 SH DEFINED 1 27,048
HUGHES COMMUNICATION COM 44439810 2,763 121,019 SH DEFINED 1,2,5,6 121,019
HUGOTON RTY TR TEX UNIT BEN I 44471710 748 51,756 SH DEFINED 1,2,5 51,756
HUMAN GENOME SCIENCE COM 44490310 6,287 2,190,718 SH DEFINED 1,2,5,6 2,190,718
HUMANA INC COM 44485910 180,680 5,600,734 SH DEFINED 1,2,5,6,7,8,10,12,13 5,600,734
HUNT J B TRANS SVCS COM 44565810 65,190 2,133,866 SH DEFINED 1,2,5,6,7,8,10,12,13 2,133,866
HUNTINGTON BANCSHARE COM 44615010 102,425 24,503,558 SH DEFINED 1,2,5,6,7,8,10,12,13 24,503,558
HUNTSMAN CORP COM 44701110 9,759 1,940,219 SH DEFINED 1,2,5,8,10 1,940,219
HURCO COMPANIES INC COM 44732410 1,389 88,892 SH DEFINED 1,2 88,892
HURON CONSULTING GRO COM 44746210 14,490 313,434 SH DEFINED 1,2,5,6 313,434
HUTCHINSON TECHNOLOG COM 44840710 186 95,546 SH DEFINED 1,2 95,546
HYPERCOM CORP COM 44913M10 85 56,978 SH DEFINED 1,2 56,978
HYTHIAM INC COM 44919F10 8 26,772 SH DEFINED 1 26,772
I2 TECHNOLOGIES INC COM NEW 46575420 2,741 218,400 SH DEFINED 1,2,5 218,400
IAC INTERACTIVECORP COM PAR $. 44919P50 34,530 2,151,418 SH DEFINED 1,2,5,6,7,8,10,12 2,151,418
IAMGOLD CORP COM 45091310 1,185 117,100 SH DEFINED 7 117,100
IBASIS INC COM NEW 45073220 570 435,431 SH DEFINED 1,2 435,431
IBERIABANK CORP COM 45082810 17,826 452,333 SH DEFINED 1,2,5 452,333
ICAD INC COM 44934S10 54 41,690 SH DEFINED 1,2 41,690
ICAHN ENTERPRISES LP DEPOSITRY 45110010 375 9,568 SH DEFINED 1,2,8 9,568
ICF INTL INC COM 44925C10 2,694 97,651 SH DEFINED 1,2,6 97,651
ICICI BK LTD ADR 45104G10 28,422 963,466 SH DEFINED 1,2,5,6,7,8,12 963,466
ICO GLOBAL COMM HLDG CL A 44930K10 80 129,134 SH DEFINED 1,2,6 129,134
ICO INC NEW COM 44929310 925 339,927 SH DEFINED 1,2 339,927
ICON PUB LTD CO SPONSORED 45103T10 1,008 46,727 SH DEFINED 5 46,727
ICONIX BRAND GROUP I COM 45105510 18,973 1,233,626 SH DEFINED 1,2,5,6 1,233,626
ICT GROUP INC COM 44929Y10 931 106,668 SH DEFINED 1,2 106,668
ICU MED INC COM 44930G10 9,244 224,639 SH DEFINED 1,2,5,6 224,639
ICX TECHNOLOGIES INC COM 44934T10 1,041 173,422 SH DEFINED 1,2,6 173,422
IDACORP INC COM 45110710 37,667 1,440,954 SH DEFINED 1,2,5,8 1,440,954
IDENIX PHARMACEUTICA COM 45166R20 1,502 408,142 SH DEFINED 1,2,6 408,142
IDERA PHARMACEUTICAL COM NEW 45168K30 1,453 247,874 SH DEFINED 1,2 247,874
IDEX CORP COM 45167R10 39,776 1,618,881 SH DEFINED 1,2,5,6,10 1,618,881
IDEXX LABS INC COM 45168D10 58,814 1,273,030 SH DEFINED 1,2,5,6,10 1,273,030
IDT CORP CL B NEW 44894750 64 39,424 SH DEFINED 1 39,424
IESI BFC LTD COM 44951D10 241 20,700 SH DEFINED 1 20,700
I-FLOW CORP COM NEW 44952030 2,313 333,267 SH DEFINED 1,2 333,267
IGATE CORP COM 45169U10 2,716 410,265 SH DEFINED 1,2 410,265
IGO INC COM 44959310 19 26,437 SH DEFINED 1 26,437
IHS INC CL A 45173410 33,042 662,557 SH DEFINED 1,2,5,6,7,8,10,12,13 662,557
II VI INC COM 90210410 9,333 419,843 SH DEFINED 1,2,5,6 419,843
IKANOS COMMUNICATION COM 45173E10 20 12,200 SH DEFINED 1 12,200
ILLINOIS TOOL WKS IN COM 45230810 462,790 12,393,942 SH DEFINED 1,2,5,6,7,8,10,12,13 12,393,942
ILLUMINA INC COM 45232710 73,214 1,880,171 SH DEFINED 1,2,5,6,7,8,10,12,13 1,880,171
IMATION CORP COM 45245A10 6,852 900,438 SH DEFINED 1,2,5 900,438
IMERGENT INC COM 45247Q10 514 73,373 SH DEFINED 1,2,5 73,373
IMMERSION CORP COM 45252110 1,965 397,845 SH DEFINED 1,2,5 397,845
IMMUCOR INC COM 45252610 23,896 1,736,633 SH DEFINED 1,2,5,6 1,736,633
IMMUNOGEN INC COM 45253H10 6,662 772,862 SH DEFINED 1,2,5,6 772,862
IMMUNOMEDICS INC COM 45290710 2,109 830,267 SH DEFINED 1,2,5 830,267
IMPAX LABORATORIES I COM 45256B10 5,952 808,638 SH DEFINED 1,2 808,638
IMPERIAL OIL LTD COM NEW 45303840 1,105 28,719 SH DEFINED 1 28,719
IMPERIAL SUGAR CO NE COM NEW 45309620 1,977 163,244 SH DEFINED 1,2 163,244
IMS HEALTH INC COM 44993410 78,662 6,193,873 SH DEFINED 1,2,5,6,7,8,10,12,13 6,193,873
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
INCONTACT INC COM 45336E10 480 175,254 SH DEFINED 1,2 175,254
INCYTE CORP COM 45337C10 3,815 1,159,658 SH DEFINED 1,2,5,6 1,159,658
INDEPENDENCE HLDG CO COM NEW 45344030 582 91,554 SH DEFINED 1,2 91,554
INDEPENDENT BANK COR COM 45383610 6,814 345,877 SH DEFINED 1,2,5 345,877
INDEPENDENT BANK COR COM 45383810 55 41,487 SH DEFINED 1 41,487
INERGY HLDGS L P COM 45661Q10 413 10,060 SH DEFINED 1,2 10,060
INERGY L P UNIT LTD P 45661510 1,422 55,802 SH DEFINED 1,2 55,802
INFINERA CORPORATION COM 45667G10 12,857 1,408,252 SH DEFINED 1,2,5,6 1,408,252
INFINITY PHARMACEUTI COM 45665G30 995 170,335 SH DEFINED 1,2 170,335
INFINITY PPTY & CAS COM 45665Q10 9,463 259,537 SH DEFINED 1,2,5 259,537
INFOGROUP INC COM 45670G10 5,945 1,041,212 SH DEFINED 1,2,5 1,041,212
INFORMATICA CORP COM 45666Q10 28,948 1,683,999 SH DEFINED 1,2,5,6 1,683,999
INFORMATION SERVICES COM 45675Y10 689 229,038 SH DEFINED 1,2 229,038
INFOSPACE INC COM PAR $. 45678T30 4,406 664,491 SH DEFINED 1,2,5,6 664,491
INFOSYS TECHNOLOGIES SPONSORED 45678810 52,486 1,427,020 SH DEFINED 1,2,4,5,6,8 1,427,020
ING GROEP N V SPONSORED 45683710 562 55,426 SH DEFINED 1 55,426
INGERSOLL-RAND COMPA CL A G4776G10 91,305 4,368,680 SH DEFINED 1,2,5,6,7,8,10,12,13 4,368,680
INGLES MKTS INC CL A 45703010 3,047 199,942 SH DEFINED 1,2,5 199,942
INGRAM MICRO INC CL A 45715310 85,259 4,871,928 SH DEFINED 1,2,5,6,7,8,10 4,871,928
INLAND REAL ESTATE C COM NEW 45746120 15,137 2,162,414 SH DEFINED 1,2,3,5,8 2,162,414
INNERWORKINGS INC COM 45773Y10 1,845 388,415 SH DEFINED 1,2,5,6 388,415
INNODATA ISOGEN INC COM NEW 45764220 764 174,318 SH DEFINED 1,2 174,318
INNOPHOS HOLDINGS IN COM 45774N10 6,654 393,941 SH DEFINED 1,2,5,6 393,941
INNOSPEC INC COM 45768S10 3,509 326,383 SH DEFINED 1,2,5 326,383
INNOTRAC CORP COM 45767M10 19 10,328 SH DEFINED 1 10,328
INNOVATIVE SOLUTIONS COM 45769N10 107 23,870 SH DEFINED 1 23,870
INSIGHT ENTERPRISES COM 45765U10 8,369 866,315 SH DEFINED 1,2,5 866,315
INSITUFORM TECHNOLOG CL A 45766710 11,701 689,532 SH DEFINED 1,2,5 689,532
INSMED INC COM NEW 45766920 1,648 1,647,758 SH DEFINED 1,2,5 1,647,758
INSPIRE PHARMACEUTIC COM 45773310 3,441 618,936 SH DEFINED 1,2,5,6 618,936
INSTEEL INDUSTRIES I COM 45774W10 3,070 372,616 SH DEFINED 1,2,5 372,616
INSULET CORP COM 45784P10 2,310 299,977 SH DEFINED 1,2,5,6 299,977
INTEGRA BK CORP COM 45814P10 47 40,920 SH DEFINED 1,2 40,920
INTEGRA LIFESCIENCES COM NEW 45798520 7,895 297,808 SH DEFINED 1,2,5,6 297,808
INTEGRAL SYS INC MD COM 45810H10 2,239 269,079 SH DEFINED 1,2 269,079
INTEGRATED DEVICE TE COM 45811810 20,118 3,330,777 SH DEFINED 1,2,5,6,10 3,330,777
INTEGRATED ELECTRICA COM 45811E30 906 115,975 SH DEFINED 1,2,5 115,975
INTEGRATED SILICON S COM 45812P10 52 19,649 SH DEFINED 1 19,649
INTEGRYS ENERGY GROU COM 45822P10 108,600 3,621,207 SH DEFINED 1,2,5,6,7,8,10,12,13 3,621,207
INTEL CORP SDCV 2.95 458140AD 1,092 1,300,000 SH DEFINED 1,2 1,300,000
INTEL CORP COM 45814010 3,120,034 188,521,679 SH DEFINED 1,2,5,6,7,8,10,12,13 188,521,679
INTELLON CORP COM 45816W50 765 180,045 SH DEFINED 1,2 180,045
INTER PARFUMS INC COM 45833410 1,700 231,548 SH DEFINED 1,2 231,548
INTERACTIVE BROKERS COM 45841N10 7,519 484,189 SH DEFINED 1,2,5,6,10 484,189
INTERACTIVE DATA COR COM 45840J10 8,498 367,222 SH DEFINED 1,2,5,10 367,222
INTERACTIVE INTELLIG COM 45839M10 2,058 167,859 SH DEFINED 1,2,5,6 167,859
INTERCONTINENTALEXCH COM 45865V10 302,975 2,652,088 SH DEFINED 1,2,5,6,7,8,10,12,13 2,652,088
INTERDIGITAL INC COM 45867G10 21,433 876,962 SH DEFINED 1,2,5,6 876,962
INTERFACE INC CL A 45866510 5,806 933,497 SH DEFINED 1,2,5 933,497
INTERLEUKIN GENETICS COM 45873810 6 12,342 SH DEFINED 1 12,342
INTERLINE BRANDS INC COM 45874310 6,925 506,236 SH DEFINED 1,2,5 506,236
INTERMEC INC COM 45878610 11,753 911,120 SH DEFINED 1,2,5,6 911,120
INTERMUNE INC COM 45884X10 8,498 559,107 SH DEFINED 1,2,5,6 559,107
INTERNAP NETWORK SVC COM PAR $. 45885A30 3,925 1,124,540 SH DEFINED 1,2,5 1,124,540
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
INTERNATIONAL ASSETS COM 45902810 1,353 90,968 SH DEFINED 1,2 90,968
INTERNATIONAL BANCSH COM 45904410 16,371 1,587,862 SH DEFINED 1,2,5 1,587,862
INTERNATIONAL BUSINE COM 45920010 6,764,706 64,783,623 SH DEFINED 1,2,5,6,7,8,10,12,13 64,783,623
INTERNATIONAL COAL G COM 45928H10 5,092 1,780,305 SH DEFINED 1,2,5,6 1,780,305
INTERNATIONAL FLAVOR COM 45950610 89,867 2,746,556 SH DEFINED 1,2,5,6,7,8,10,12,13 2,746,556
INTERNATIONAL GAME T DBCV 2.60 459902AP 518 525,000 SH DEFINED 1,2 525,000
INTERNATIONAL GAME T COM 45990210 146,792 9,232,175 SH DEFINED 1,2,5,6,7,8,10,12,13 9,232,175
INTERNATIONAL RECTIF COM 46025410 23,855 1,610,707 SH DEFINED 1,2,5,6,10 1,610,707
INTERNATIONAL SHIPHO COM NEW 46032120 2,086 77,388 SH DEFINED 1,2 77,388
INTERNATIONAL SPEEDW CL A 46033520 14,291 557,808 SH DEFINED 1,2,5,10 557,808
INTERNET BRANDS INC COM CLASS 46060810 2,390 341,473 SH DEFINED 1,2,6 341,473
INTERNET CAP GROUP I COM NEW 46059C20 3,554 528,029 SH DEFINED 1,2,6 528,029
INTERPUBLIC GROUP CO COM 46069010 84,181 16,669,523 SH DEFINED 1,2,5,6,7,8,10,12,13 16,669,523
INTERSIL CORP CL A 46069S10 34,517 2,745,945 SH DEFINED 1,2,5,6,10 2,745,945
INTERVAL LEISURE GRO COM 46113M10 6,831 732,963 SH DEFINED 1,2,5,6,7 732,963
INTEVAC INC COM 46114810 2,997 344,098 SH DEFINED 1,2,5 344,098
INTL PAPER CO COM 46014610 538,197 35,571,500 SH DEFINED 1,2,5,6,7,8,10,12,13 35,571,500
INTREPID POTASH INC COM 46121Y10 12,544 446,710 SH DEFINED 1,2,5,6,10 446,710
INTUIT COM 46120210 299,345 10,618,828 SH DEFINED 1,2,5,6,7,8,10,12,13 10,618,828
INTUITIVE SURGICAL I COM NEW 46120E60 196,258 1,199,184 SH DEFINED 1,2,5,6,7,8,10,12,13 1,199,184
INVACARE CORP COM 46120310 17,054 966,227 SH DEFINED 1,2,5 966,227
INVENTIV HEALTH INC COM 46122E10 8,427 622,851 SH DEFINED 1,2,5,6 622,851
INVENTURE GROUP INC COM 46121410 43 17,407 SH DEFINED 1 17,407
INVERNESS MED INNOVA COM 46126P10 31,408 882,740 SH DEFINED 1,2,5,6,10 882,740
INVESCO LTD SHS G491BT10 249,171 13,982,649 SH DEFINED 1,2,5,6,7,8,10,12,13 13,982,649
INVESTMENT TECHNOLOG COM 46145F10 13,267 650,683 SH DEFINED 1,2,5,6,10 650,683
INVESTORS BANCORP IN COM 46146P10 7,142 776,273 SH DEFINED 1,2,5,6 776,273
INVESTORS REAL ESTAT SH BEN INT 46173010 8,717 980,592 SH DEFINED 1,2,3,5,8 980,592
ION GEOPHYSICAL CORP COM 46204410 4,416 1,718,402 SH DEFINED 1,2,5 1,718,402
IOWA TELECOMM SERVIC COM 46259420 6,723 537,392 SH DEFINED 1,2,5 537,392
IPASS INC COM 46261V10 666 416,540 SH DEFINED 1,2 416,540
IPC HLDGS LTD ORD G4933P10 25,372 928,035 SH DEFINED 1,2,5 928,035
IPC THE HOSPITALIST COM 44984A10 5,833 218,561 SH DEFINED 1,2,6 218,561
IPCS INC COM NEW 44980Y30 3,803 254,224 SH DEFINED 1,2,5,6 254,224
IPG PHOTONICS CORP COM 44980X10 3,079 280,676 SH DEFINED 1,2,5,6 280,676
IRIS INTL INC COM 46270W10 3,284 278,341 SH DEFINED 1,2,6 278,341
IROBOT CORP COM 46272610 3,213 247,573 SH DEFINED 1,2,6 247,573
IRON MTN INC COM 46284610 174,729 6,077,545 SH DEFINED 1,2,5,6,7,8,10,12,13 6,077,545
IRWIN FINL CORP COM 46411910 16 21,729 SH DEFINED 1 21,729
ISHARES INC MSCI BRAZI 46428640 3,221 60,811 SH DEFINED 7 60,811
ISHARES INC MSCI CDA I 46428650 8,722 407,200 SH DEFINED 2 407,200
ISHARES INC MSCI BRIC 46428665 465 13,101 SH DEFINED 6 13,101
ISHARES INC MSCI UTD K 46428669 7,614 576,348 SH DEFINED 1 576,348
ISHARES INC MSCI TAIWA 46428673 6,986 692,414 SH DEFINED 1,6 692,414
ISHARES INC MSCI S KOR 46428677 11,585 333,003 SH DEFINED 1,5,6 333,003
ISHARES INC MSCI MALAY 46428683 282 31,655 SH DEFINED 6 31,655
ISHARES TR BARCLYS TI 46428717 25,949 255,300 SH DEFINED 2 255,300
ISHARES TR S&P 500 IN 46428720 50,118 542,692 SH DEFINED 2,6 542,692
ISHARES TR MSCI EMERG 46428723 50,826 1,576,976 SH DEFINED 1,2,10 1,576,976
ISHARES TR IBOXX INV 46428724 9,727 97,000 SH DEFINED 2 97,000
ISHARES TR MSCI EAFE 46428746 78,208 1,707,216 SH DEFINED 2,6 1,707,216
ISHARES TR S&P MIDCAP 46428750 4,519 78,200 SH DEFINED 2 78,200
ISHARES TR RUSSELL100 46428759 10,098 212,193 SH DEFINED 2 212,193
ISHARES TR RUSSELL 20 46428765 554 10,840 SH DEFINED 1 10,840
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ISHARES TR S&P SMLCAP 46428780 27,969 629,500 SH DEFINED 1,2 629,500
ISHARES TR BARCLYS IN 46428861 5,664 54,407 SH DEFINED 1 54,407
ISHARES TR BARCLYS 1- 46428864 9,307 90,300 SH DEFINED 2 90,300
ISILON SYS INC COM 46432L10 1,187 279,972 SH DEFINED 1,2,6 279,972
ISIS PHARMACEUTICALS COM 46433010 46,569 2,822,339 SH DEFINED 1,2,5,6 2,822,339
ISLE OF CAPRI CASINO COM 46459210 4,609 346,030 SH DEFINED 1,2,5,6 346,030
ISRAMCO INC COM NEW 46514140 872 8,182 SH DEFINED 1,2 8,182
ISTA PHARMACEUTICALS COM NEW 45031X20 1,466 349,129 SH DEFINED 1,2 349,129
ISTAR FINL INC COM 45031U10 5,763 2,029,318 SH DEFINED 1,2,5 2,029,318
ITAU UNIBANCO BANCO SPONS ADR 46556210 85,389 5,394,143 SH DEFINED 1,2,4,5,6,7,8 5,394,143
ITC HLDGS CORP COM 46568510 23,644 521,254 SH DEFINED 1,2,5,6,10 521,254
ITRON INC COM 46574110 42,120 764,846 SH DEFINED 1,2,5,6,10 764,846
ITT CORP NEW COM 45091110 254,684 5,723,226 SH DEFINED 1,2,5,6,7,8,10,12,13 5,723,226
ITT EDUCATIONAL SERV COM 45068B10 91,373 907,739 SH DEFINED 1,2,5,6,7,8,10,12,13 907,739
ITURAN LOCATION AND SHS M6158M10 138 16,667 SH DEFINED 1 16,667
IXIA COM 45071R10 3,601 534,247 SH DEFINED 1,2,5,6 534,247
IXYS CORP COM 46600W10 3,914 386,760 SH DEFINED 1,2,5,6 386,760
J & J SNACK FOODS CO COM 46603210 10,894 303,450 SH DEFINED 1,2,5 303,450
J CREW GROUP INC COM 46612H40 56,566 2,093,485 SH DEFINED 1,2,5,6 2,093,485
J2 GLOBAL COMMUNICAT COM NEW 46626E20 19,652 871,100 SH DEFINED 1,2,5,6 871,100
JABIL CIRCUIT INC COM 46631310 50,372 6,788,637 SH DEFINED 1,2,5,6,8,10,12,13 6,788,637
JACK IN THE BOX INC COM 46636710 22,399 997,726 SH DEFINED 1,2,5,6 997,726
JACKSON HEWITT TAX S COM 46820210 3,453 551,618 SH DEFINED 1,2,5 551,618
JACO ELECTRS INC COM 46978310 17 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 160,348 3,809,637 SH DEFINED 1,2,5,6,7,8,10,12,13 3,809,637
JAKKS PAC INC COM 47012E10 7,218 562,593 SH DEFINED 1,2,5 562,593
JAMBA INC COM 47023A10 13 11,001 SH DEFINED 1 11,001
JAMES RIVER COAL CO COM NEW 47035520 7,014 463,557 SH DEFINED 1,2,5 463,557
JANUS CAP GROUP INC COM 47102X10 64,288 5,639,311 SH DEFINED 1,2,5,6,8,10,12,13 5,639,311
JARDEN CORP COM 47110910 25,334 1,351,134 SH DEFINED 1,2,5,6,7,10 1,351,134
JAVELIN PHARMACEUTIC COM 47189410 627 509,586 SH DEFINED 1,2 509,586
JAZZ PHARMACEUTICALS COM 47214710 111 30,100 SH DEFINED 1 30,100
JDA SOFTWARE GROUP I COM 46612K10 9,326 623,394 SH DEFINED 1,2,5 623,394
JDS UNIPHASE CORP COM PAR $0 46612J50 45,674 7,984,907 SH DEFINED 1,2,5,6,7,8,10,12,13 7,984,907
JEFFERIES GROUP INC COM 47231910 58,549 2,744,915 SH DEFINED 1,2,5,6,7,8,10,12,13 2,744,915
JETBLUE AIRWAYS CORP COM 47714310 25,093 5,876,640 SH DEFINED 1,2,5 5,876,640
JMP GROUP INC COM 46629U10 1,085 141,063 SH DEFINED 1,2 141,063
JO-ANN STORES INC COM 47758P30 11,147 539,285 SH DEFINED 1,2,5 539,285
JOES JEANS INC COM 47777N10 9 13,239 SH DEFINED 1 13,239
JOHN BEAN TECHNOLOGI COM 47783910 15,609 1,246,747 SH DEFINED 1,2,5,6,7 1,246,747
JOHNSON & JOHNSON COM 47816010 7,329,137 129,034,100 SH DEFINED 1,2,5,6,7,8,10,12,13 129,034,100
JOHNSON CTLS INC COM 47836610 404,159 18,607,705 SH DEFINED 1,2,5,6,7,8,10,12,13 18,607,705
JONES APPAREL GROUP COM 48007410 16,686 1,555,056 SH DEFINED 1,2,5,6,8 1,555,056
JONES LANG LASALLE I COM 48020Q10 31,131 951,141 SH DEFINED 1,2,5,6,10 951,141
JONES SODA CO COM 48023P10 30 27,800 SH DEFINED 1 27,800
JOS A BANK CLOTHIERS COM 48083810 27,529 798,859 SH DEFINED 1,2,5,6 798,859
JOURNAL COMMUNICATIO CL A 48113010 743 707,626 SH DEFINED 1,2 707,626
JOY GLOBAL INC COM 48116510 98,911 2,769,056 SH DEFINED 1,2,5,6,7,8,10,12,13 2,769,056
JPMORGAN CHASE & CO COM 46625H10 5,040,949 147,785,078 SH DEFINED 1,2,5,6,7,8,10,12,13 147,785,078
JUNIPER NETWORKS INC COM 48203R10 390,485 16,545,977 SH DEFINED 1,2,5,6,7,8,10,12,13 16,545,977
K FED BANCORP COM 48246S10 362 39,487 SH DEFINED 1,2 39,487
K SEA TRANSN PARTNER COM 48268Y10 256 13,034 SH DEFINED 1,2 13,034
K TRON INTL INC COM 48273010 2,859 35,736 SH DEFINED 1,2,5,6 35,736
K V PHARMACEUTICAL C CL A 48274020 1,904 593,006 SH DEFINED 1,2,6 593,006
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
K12 INC COM 48273U10 6,596 306,098 SH DEFINED 1,2,6 306,098
KADANT INC COM 48282T10 3,649 323,194 SH DEFINED 1,2 323,194
KAISER ALUMINUM CORP COM PAR $0 48300770 9,252 257,636 SH DEFINED 1,2,5 257,636
KAMAN CORP COM 48354810 7,317 439,486 SH DEFINED 1,2,5,6 439,486
KANSAS CITY LIFE INS COM 48483610 2,452 91,126 SH DEFINED 1,2,5 91,126
KANSAS CITY SOUTHERN COM NEW 48517030 29,099 1,806,267 SH DEFINED 1,2,5,6,10 1,806,267
KAPSTONE PAPER & PAC COM 48562P10 1,114 237,533 SH DEFINED 1,2 237,533
KAYDON CORP COM 48658710 22,260 683,651 SH DEFINED 1,2,5 683,651
KAYNE ANDERSON ENERG COM 48660Q10 2,031 153,175 SH DEFINED 1,2 153,175
KB FINANCIAL GROUP I SPONSORED 48241A10 3,762 112,942 SH DEFINED 1,2,5,6 112,942
KB HOME COM 48666K10 52,146 3,811,861 SH DEFINED 1,2,5,6,10,13 3,811,861
KBR INC COM 48242W10 83,894 4,549,590 SH DEFINED 1,2,5,6,7,8,10,12,13 4,549,590
KBW INC COM 48242310 14,019 487,448 SH DEFINED 1,2,5,6 487,448
KEARNY FINL CORP COM 48716910 4,164 363,975 SH DEFINED 1,2,5 363,975
KEITHLEY INSTRS INC COM 48758410 125 31,186 SH DEFINED 1 31,186
KELLOGG CO COM 48783610 391,165 8,399,509 SH DEFINED 1,2,5,6,7,8,10,12,13 8,399,509
KELLY SVCS INC CL A 48815220 8,336 761,286 SH DEFINED 1,2,5 761,286
KENDLE INTERNATIONAL COM 48880L10 2,675 218,583 SH DEFINED 1,2,5,6 218,583
KENEXA CORP COM 48887910 4,316 373,035 SH DEFINED 1,2,5,6 373,035
KENNAMETAL INC COM 48917010 26,181 1,365,028 SH DEFINED 1,2,5,6,10 1,365,028
KENSEY NASH CORP COM 49005710 4,279 163,262 SH DEFINED 1,2,6 163,262
KENTUCKY FIRST FED B COM 49129210 156 12,801 SH DEFINED 1,2 12,801
KERYX BIOPHARMACEUTI COM 49251510 42 46,674 SH DEFINED 1 46,674
KEY ENERGY SVCS INC COM 49291410 12,527 2,174,884 SH DEFINED 1,2,5,6,7 2,174,884
KEYCORP NEW COM 49326710 152,933 29,185,702 SH DEFINED 1,2,5,6,7,8,10,12,13 29,185,702
KEYNOTE SYS INC COM 49330810 1,398 183,043 SH DEFINED 1,2 183,043
KFORCE INC COM 49373210 4,928 595,847 SH DEFINED 1,2,5,6 595,847
KILROY RLTY CORP COM 49427F10 25,924 1,262,129 SH DEFINED 1,2,3,5,6,8 1,262,129
KIMBALL INTL INC CL B 49427410 3,583 572,350 SH DEFINED 1,2,5 572,350
KIMBERLY CLARK CORP COM 49436810 767,497 14,638,506 SH DEFINED 1,2,5,6,7,8,10,12,13 14,638,506
KIMCO REALTY CORP COM 49446R10 174,636 17,376,678 SH DEFINED 1,2,3,5,6,7,8,10,12,13 17,376,678
KINDER MORGAN ENERGY UT LTD PAR 49455010 8,320 162,761 SH DEFINED 1,2,8 162,761
KINDER MORGAN MANAGE SHS 49455U10 15,990 353,994 SH DEFINED 1,2,5,6,7,8,10,12,13 353,994
KINDRED HEALTHCARE I COM 49458010 12,878 1,041,105 SH DEFINED 1,2,5,8 1,041,105
KINETIC CONCEPTS INC COM NEW 49460W20 48,435 1,777,438 SH DEFINED 1,2,5,6,8,10,12 1,777,438
KING PHARMACEUTICALS COM 49558210 85,569 8,885,662 SH DEFINED 1,2,5,6,7,8,10,12,13 8,885,662
KINROSS GOLD CORP COM NO PAR 49690240 3,422 188,567 SH DEFINED 1,5,7,13 188,567
KIRBY CORP COM 49726610 23,945 753,233 SH DEFINED 1,2,5,6,10 753,233
KIRKLANDS INC COM 49749810 1,537 127,988 SH DEFINED 1,2 127,988
KITE RLTY GROUP TR COM 49803T10 4,540 1,554,846 SH DEFINED 1,2,3,8 1,554,846
KKR FINANCIAL HLDGS COM 48248A30 209 225,225 SH DEFINED 1,2 225,225
KLA-TENCOR CORP COM 48248010 134,612 5,331,173 SH DEFINED 1,2,5,6,7,8,10,12,13 5,331,173
KNIGHT CAPITAL GROUP CL A 49900510 56,832 3,333,248 SH DEFINED 1,2,5,6,7,8,13 3,333,248
KNIGHT TRANSN INC COM 49906410 16,929 1,022,906 SH DEFINED 1,2,5,6 1,022,906
KNIGHTSBRIDGE TANKER ORD G5299G10 2,834 207,768 SH DEFINED 1,2,5 207,768
KNOLL INC COM NEW 49890420 6,370 840,422 SH DEFINED 1,2,5 840,422
KNOLOGY INC COM 49918380 4,331 501,843 SH DEFINED 1,2,5,6 501,843
KNOT INC COM 49918410 3,523 447,130 SH DEFINED 1,2,5,6 447,130
KODIAK OIL & GAS COR COM 50015Q10 62 56,500 SH DEFINED 1 56,500
KOHLBERG CAPITAL COR COM 50023310 1,442 228,107 SH DEFINED 1,2 228,107
KOHLS CORP COM 50025510 434,590 10,165,850 SH DEFINED 1,2,5,6,7,8,10,12,13 10,165,850
KONINKLIJKE PHILIPS NY REG SH 50047230 812 44,107 SH DEFINED 1,2 44,107
KOPIN CORP COM 50060010 3,736 1,012,577 SH DEFINED 1,2,5,6 1,012,577
KOPPERS HOLDINGS INC COM 50060P10 7,634 289,510 SH DEFINED 1,2,5 289,510
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
KOREA ELECTRIC PWR SPONSORED 50063110 3,457 300,634 SH DEFINED 1,2,6 300,634
KORN FERRY INTL COM NEW 50064320 12,341 1,159,910 SH DEFINED 1,2,5,6 1,159,910
KOWABUNGA INC COM 50074710 18 65,900 SH DEFINED 1 65,900
KRAFT FOODS INC CL A 50075N10 1,762,978 69,572,921 SH DEFINED 1,2,5,6,7,8,10,12,13 69,572,921
KRATOS DEFENSE & SEC COM 50077B10 47 52,992 SH DEFINED 1 52,992
KRISPY KREME DOUGHNU COM 50101410 2,238 745,950 SH DEFINED 1,2,6 745,950
KROGER CO COM 50104410 528,956 23,988,927 SH DEFINED 1,2,5,6,7,8,10,12,13 23,988,927
KRONOS WORLDWIDE INC COM 50105F10 96 14,372 SH DEFINED 1,2 14,372
K-SWISS INC CL A 48268610 3,264 383,970 SH DEFINED 1,2,5 383,970
KT CORP SPONSORED 48268K10 715 49,770 SH DEFINED 1,2,5 49,770
KUBOTA CORP ADR 50117320 212 5,180 SH DEFINED 1 5,180
KULICKE & SOFFA INDS COM 50124210 3,057 899,126 SH DEFINED 1,2,6 899,126
KVH INDS INC COM 48273810 813 118,989 SH DEFINED 1,2 118,989
KYOCERA CORP ADR 50155620 391 5,235 SH DEFINED 1,2 5,235
L-1 IDENTITY SOLUTIO COM 50212A10 8,970 1,158,940 SH DEFINED 1,2,5 1,158,940
L-3 COMMUNICATIONS C DEBT 3.00 502413AW 288 300,000 SH DEFINED 1,2 300,000
L-3 COMMUNICATIONS H COM 50242410 247,084 3,561,313 SH DEFINED 1,2,5,6,7,8,10,12,13 3,561,313
LA BARGE INC COM 50247010 1,382 149,097 SH DEFINED 1,2 149,097
LA JOLLA PHARMACEUTI COM NEW 50345930 9 47,641 SH DEFINED 1 47,641
LA Z BOY INC COM 50533610 3,806 806,308 SH DEFINED 1,2 806,308
LABORATORY CORP AMER COM NEW 50540R40 244,265 3,603,255 SH DEFINED 1,2,5,6,7,8,10,12,13 3,603,255
LABRANCHE & CO INC COM 50544710 6,352 1,477,296 SH DEFINED 1,2,5 1,477,296
LACLEDE GROUP INC COM 50559710 14,544 439,002 SH DEFINED 1,2,5 439,002
LADENBURG THALMAN FI COM 50575Q10 33 60,925 SH DEFINED 1 60,925
LADISH INC COM NEW 50575420 3,296 254,153 SH DEFINED 1,2,5 254,153
LAKELAND BANCORP INC COM 51163710 3,220 358,136 SH DEFINED 1,2,5 358,136
LAKELAND FINL CORP COM 51165610 4,038 212,520 SH DEFINED 1,2 212,520
LAKES ENTMNT INC COM 51206P10 636 218,655 SH DEFINED 1,2,5 218,655
LAM RESEARCH CORP COM 51280710 85,738 3,297,597 SH DEFINED 1,2,5,6,7,8,10,12,13 3,297,597
LAMAR ADVERTISING CO CL A 51281510 23,552 1,542,369 SH DEFINED 1,2,5,6,8,10,12 1,542,369
LAN AIRLINES S A SPONSORED 50172310 15,253 1,267,911 SH DEFINED 1,2,5,6,7 1,267,911
LANCASTER COLONY COR COM 51384710 23,524 533,793 SH DEFINED 1,2,5 533,793
LANCE INC COM 51460610 11,131 481,233 SH DEFINED 1,2,5,6 481,233
LANDAUER INC COM 51476K10 10,962 178,709 SH DEFINED 1,2,5,6 178,709
LANDEC CORP COM 51476610 2,183 321,449 SH DEFINED 1,2,6 321,449
LANDRYS RESTAURANTS COM 51508L10 1,457 169,468 SH DEFINED 1,2,5 169,468
LANDSTAR SYS INC COM 51509810 39,705 1,103,518 SH DEFINED 1,2,5,6,10 1,103,518
LANNET INC COM 51601210 615 89,793 SH DEFINED 1,2 89,793
LAS VEGAS SANDS CORP COM 51783410 33,907 4,313,837 SH DEFINED 1,2,5,6,7,8,10,12,13 4,313,837
LASALLE HOTEL PPTYS COM SH BEN 51794210 25,654 2,078,927 SH DEFINED 1,2,3,5,8 2,078,927
LASERCARD CORP COM 51807U10 35 10,671 SH DEFINED 1 10,671
LATTICE SEMICONDUCTO COM 51841510 3,159 1,680,429 SH DEFINED 1,2,5,6 1,680,429
LAUDER ESTEE COS INC CL A 51843910 121,377 3,715,256 SH DEFINED 1,2,5,6,7,8,10,12,13 3,715,256
LAWSON PRODS INC COM 52077610 1,162 81,753 SH DEFINED 1,2,5 81,753
LAWSON SOFTWARE INC COM 52078P10 13,786 2,457,339 SH DEFINED 1,2,5 2,457,339
LAYNE CHRISTENSEN CO COM 52105010 6,516 318,642 SH DEFINED 1,2,5 318,642
LAZARD LTD SHS A G5405010 19,069 708,365 SH DEFINED 1,2,5,10 708,365
LCA-VISION INC COM PAR $. 50180330 673 159,552 SH DEFINED 1,2 159,552
LEAP WIRELESS INTL I COM NEW 52186330 19,795 601,132 SH DEFINED 1,2,5,6,8,10 601,132
LEAPFROG ENTERPRISES CL A 52186N10 1,109 484,257 SH DEFINED 1,2 484,257
LEAR CORP COM 52186510 757 1,513,795 SH DEFINED 1,2,5,6,8 1,513,795
LEARNING TREE INTL I COM 52201510 815 79,149 SH DEFINED 1,2 79,149
LECG CORP COM 52323410 132 40,614 SH DEFINED 1,2 40,614
LECROY CORP COM 52324W10 75 19,918 SH DEFINED 1 19,918
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
LEE ENTERPRISES INC COM 52376810 29 54,915 SH DEFINED 1 54,915
LEGACY BANCORP INC CL A 52463G10 795 71,637 SH DEFINED 1,2 71,637
LEGACY RESERVES LP UNIT LP IN 52470730 200 15,463 SH DEFINED 1,2 15,463
LEGG MASON INC COM 52490110 143,730 5,895,401 SH DEFINED 1,2,5,6,7,8,10,12,13 5,895,401
LEGG MASON INC UNIT 99/99 52490130 378 15,000 SH DEFINED 1,2 15,000
LEGGETT & PLATT INC COM 52466010 131,185 8,613,611 SH DEFINED 1,2,5,6,7,8,10,12,13 8,613,611
LENDER PROCESSING SV COM 52602E10 77,689 2,797,602 SH DEFINED 1,2,5,6,7,8,10,12,13 2,797,602
LENNAR CORP CL A 52605710 66,876 6,901,577 SH DEFINED 1,2,5,6,8,10,12,13 6,901,577
LENNOX INTL INC COM 52610710 49,242 1,533,551 SH DEFINED 1,2,5,6,10 1,533,551
LEUCADIA NATL CORP COM 52728810 133,275 6,319,352 SH DEFINED 1,2,5,6,7,8,10,12,13 6,319,352
LEVEL 3 COMMUNICATIO COM 52729N10 34,630 22,934,090 SH DEFINED 1,2,5,6,7,8,10,12,13 22,934,090
LEXICON PHARMACEUTIC COM 52887210 1,208 974,083 SH DEFINED 1,2,5,6 974,083
LEXINGTON REALTY TRU COM 52904310 8,905 2,618,998 SH DEFINED 1,2,3,5,8 2,618,998
LEXMARK INTL NEW CL A 52977110 38,299 2,416,331 SH DEFINED 1,2,5,6,7,8,10,12,13 2,416,331
LG DISPLAY CO LTD SPONS ADR 50186V10 630 50,415 SH DEFINED 1,2,6 50,415
LHC GROUP INC COM 50187A10 5,296 238,463 SH DEFINED 1,2,5,6 238,463
LIBERTY GLOBAL INC COM SER A 53055510 51,678 3,252,204 SH DEFINED 1,2,5,6,7,8,10,12,13 3,252,204
LIBERTY GLOBAL INC COM SER C 53055530 12,566 794,823 SH DEFINED 1,2,5,6,7,8,10,12,13 794,823
LIBERTY MEDIA CORP N INT COM SE 53071M10 45,387 9,059,336 SH DEFINED 1,2,5,6,7,8,10,12,13 9,059,336
LIBERTY MEDIA CORP N CAP COM SE 53071M30 13,169 971,130 SH DEFINED 1,2,5,6,7,8,10 971,130
LIBERTY MEDIA CORP N ENT COM SE 53071M50 191,480 7,171,517 SH DEFINED 1,2,5,6,7,8,10,12,13 7,171,517
LIBERTY MEDIA CORP N DEB 3.12 530718AF 1,188 1,400,000 SH DEFINED 1,2 1,400,000
LIBERTY PPTY TR SH BEN INT 53117210 91,042 3,951,486 SH DEFINED 1,2,3,5,6,7,8,10,12,13 3,951,486
LIFE PARTNERS HOLDIN COM 53215T10 1,893 133,526 SH DEFINED 1,2,6 133,526
LIFE SCIENCES RESH I COM 53216910 696 97,051 SH DEFINED 1,2 97,051
LIFE TECHNOLOGIES CO COM 53217V10 254,815 6,107,742 SH DEFINED 1,2,5,6,7,8,10,12,13 6,107,742
LIFE TIME FITNESS IN COM 53217R20 17,465 872,809 SH DEFINED 1,2,5,6 872,809
LIFEPOINT HOSPITALS NOTE 3.50 53219LAH 682 850,000 SH DEFINED 1,2 850,000
LIFEPOINT HOSPITALS COM 53219L10 32,070 1,221,733 SH DEFINED 1,2,5,6,7,10 1,221,733
LIFEWAY FOODS INC COM 53191410 677 52,445 SH DEFINED 1,2 52,445
LIGAND PHARMACEUTICA CL B 53220K20 4,351 1,521,359 SH DEFINED 1,2,5,6 1,521,359
LIGHTPATH TECHNOLOGI CL A NEW 53225780 14 10,618 SH DEFINED 1,2 10,618
LILLY ELI & CO COM 53245710 1,243,217 35,889,647 SH DEFINED 1,2,5,6,7,8,10,12,13 35,889,647
LIMELIGHT NETWORKS I COM 53261M10 1,690 384,171 SH DEFINED 1,2,6 384,171
LIMITED BRANDS INC COM 53271610 133,449 11,148,595 SH DEFINED 1,2,5,6,7,8,10,12,13 11,148,595
LIN TV CORP CL A 53277410 932 554,929 SH DEFINED 1,2 554,929
LINCARE HLDGS INC COM 53279110 35,305 1,501,079 SH DEFINED 1,2,5,6,7,8,10,12 1,501,079
LINCOLN EDL SVCS COR COM 53353510 3,403 162,574 SH DEFINED 1,2,6 162,574
LINCOLN ELEC HLDGS I COM 53390010 31,081 862,390 SH DEFINED 1,2,5,6,10 862,390
LINCOLN NATL CORP IN COM 53418710 184,099 10,697,210 SH DEFINED 1,2,5,6,7,8,10,12,13 10,697,210
LINDSAY CORP COM 53555510 5,894 178,081 SH DEFINED 1,2,5,6 178,081
LINEAR TECHNOLOGY CO NOTE 3.00 535678AC 910 1,100,000 SH DEFINED 1,2 1,100,000
LINEAR TECHNOLOGY CO COM 53567810 171,212 7,332,432 SH DEFINED 1,2,5,6,7,8,10,12,13 7,332,432
LINN ENERGY LLC UNIT LTD L 53602010 2,910 148,684 SH DEFINED 1,2 148,684
LIONBRIDGE TECHNOLOG COM 53625210 915 497,546 SH DEFINED 1,2 497,546
LIONS GATE ENTMNT CO COM NEW 53591920 199 35,466 SH DEFINED 1,2,6 35,466
LIQUIDITY SERVICES I COM 53635B10 1,801 182,654 SH DEFINED 1,2,6 182,654
LITHIA MTRS INC CL A 53679710 2,473 267,648 SH DEFINED 1,2 267,648
LITTELFUSE INC COM 53700810 7,825 392,033 SH DEFINED 1,2,5 392,033
LIVE NATION INC COM 53803410 6,576 1,353,036 SH DEFINED 1,2,5,6 1,353,036
LIVEPERSON INC COM 53814610 1,745 436,194 SH DEFINED 1,2 436,194
LIZ CLAIBORNE INC COM 53932010 5,657 1,964,239 SH DEFINED 1,2,5,6 1,964,239
LKQ CORP COM 50188920 44,821 2,724,674 SH DEFINED 1,2,5,6,10 2,724,674
LLOYDS BANKING GROUP SPONSORED 53943910 264 55,413 SH DEFINED 1,2 55,413
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
LMI AEROSPACE INC COM 50207910 1,106 109,331 SH DEFINED 1,2,5 109,331
LOCKHEED MARTIN CORP COM 53983010 6,101,752 75,657,185 SH DEFINED 1,2,5,6,7,8,10,12,13 75,657,185
LODGENET INTERACTIVE COM 54021110 621 182,139 SH DEFINED 1,2 182,139
LODGIAN INC COM PAR $. 54021P40 46 35,430 SH DEFINED 1 35,430
LOEWS CORP COM 54042410 352,876 12,878,678 SH DEFINED 1,2,5,6,7,8,10,12,13 12,878,678
LOGITECH INTL S A SHS H5043023 206 14,714 SH DEFINED 1 14,714
LO-JACK CORP COM 53945110 161 38,398 SH DEFINED 1 38,398
LOOPNET INC COM 54352430 3,443 444,244 SH DEFINED 1,2,6 444,244
LORAL SPACE & COMMUN COM 54388110 3,983 154,680 SH DEFINED 1,2,5 154,680
LORILLARD INC COM 54414710 361,977 5,341,252 SH DEFINED 1,2,5,6,7,8,10,12,13 5,341,252
LOUISIANA PAC CORP COM 54634710 9,180 2,684,129 SH DEFINED 1,2,5,6 2,684,129
LOWES COS INC COM 54866110 2,189,668 112,811,354 SH DEFINED 1,2,5,6,7,8,10,12,13 112,811,354
LSB INDS INC COM 50216010 4,897 302,855 SH DEFINED 1,2,6 302,855
LSI CORPORATION COM 50216110 100,792 22,103,409 SH DEFINED 1,2,5,6,7,8,10,12,13 22,103,409
LSI INDS INC COM 50216C10 1,565 287,108 SH DEFINED 1,2 287,108
LTC PPTYS INC COM 50217510 8,705 425,695 SH DEFINED 1,2,3,5,8 425,695
LTX-CREDENCE CORP COM 50240310 46 96,125 SH DEFINED 1 96,125
LUBRIZOL CORP COM 54927110 162,700 3,439,028 SH DEFINED 1,2,5,6,10 3,439,028
LUBYS INC COM 54928210 938 231,036 SH DEFINED 1,2 231,036
LUCENT TECHNOLOGIES DBCV 2.87 549463AH 886 1,250,000 SH DEFINED 1,2 1,250,000
LUFKIN INDS INC COM 54976410 10,580 251,607 SH DEFINED 1,2,5,6 251,607
LULULEMON ATHLETICA COM 55002110 6,655 510,781 SH DEFINED 1,2,5,6 510,781
LUMBER LIQUIDATORS I COM 55003Q10 2,824 179,160 SH DEFINED 1,2,6 179,160
LUMINEX CORP DEL COM 55027E10 11,063 596,699 SH DEFINED 1,2,5,6 596,699
LYDALL INC DEL COM 55081910 291 85,501 SH DEFINED 1 85,501
M & F WORLDWIDE CORP COM 55254110 4,421 221,048 SH DEFINED 1,2,5,6 221,048
M & T BK CORP COM 55261F10 196,148 3,851,325 SH DEFINED 1,2,5,6,7,8,10,12,13 3,851,325
M D C HLDGS INC COM 55267610 44,676 1,483,770 SH DEFINED 1,2,5,6,10 1,483,770
M/I HOMES INC COM 55305B10 3,658 373,603 SH DEFINED 1,2,6 373,603
MACATAWA BK CORP COM 55422510 37 13,222 SH DEFINED 1 13,222
MACERICH CO COM 55438210 48,903 2,777,019 SH DEFINED 1,2,3,5,6,7,8,10 2,777,019
MAC-GRAY CORP COM 55415310 1,745 131,786 SH DEFINED 1,2 131,786
MACK CALI RLTY CORP COM 55448910 58,687 2,573,997 SH DEFINED 1,2,3,5,6,8,10 2,573,997
MACQUARIE INFRASTR C MEMBERSHIP 55608B10 428 104,094 SH DEFINED 1,2 104,094
MACROVISION SOLUTION COM 55611C10 36,712 1,683,273 SH DEFINED 1,2,5,6,7,10 1,683,273
MACYS INC COM 55616P10 206,551 17,563,884 SH DEFINED 1,2,5,6,7,8,10,12,13 17,563,884
MADDEN STEVEN LTD COM 55626910 7,285 287,834 SH DEFINED 1,2,5,6 287,834
MADECO SA SPONS ADR 55630420 150 21,605 SH DEFINED 1 21,605
MAGELLAN HEALTH SVCS COM NEW 55907920 22,451 684,061 SH DEFINED 1,2,5,6,8 684,061
MAGELLAN MIDSTREAM H COM LP INT 55907R10 1,412 67,113 SH DEFINED 1,2 67,113
MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,172 62,489 SH DEFINED 1,2 62,489
MAGMA DESIGN AUTOMAT COM 55918110 62 42,788 SH DEFINED 1,2 42,788
MAGNETEK INC COM 55942410 111 79,520 SH DEFINED 1,5 79,520
MAGUIRE PPTYS INC COM 55977510 70 82,388 SH DEFINED 1,2,3,5 82,388
MAHANAGAR TEL NIGAM SPONS ADR 55977840 420 96,772 SH DEFINED 5,8 96,772
MAIDEN HOLDINGS LTD SHS G5753U11 3,924 598,139 SH DEFINED 1,2 598,139
MAIDENFORM BRANDS IN COM 56030510 5,065 441,609 SH DEFINED 1,2,6 441,609
MAIN STREET CAPITAL COM 56035L10 752 54,915 SH DEFINED 1,2 54,915
MAINSOURCE FINANCIAL COM 56062Y10 2,833 381,861 SH DEFINED 1,2 381,861
MAJESCO ENTERTAINMEN COM NEW 56069020 33 16,900 SH DEFINED 1 16,900
MAKO SURGICAL CORP COM 56087910 1,177 130,528 SH DEFINED 1,2 130,528
MANHATTAN ASSOCS INC COM 56275010 9,647 529,495 SH DEFINED 1,2,5,6 529,495
MANITOWOC INC COM 56357110 19,633 3,732,560 SH DEFINED 1,2,5,6,10,13 3,732,560
MANNATECH INC COM 56377110 779 236,107 SH DEFINED 1,2 236,107
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MANNKIND CORP COM 56400P20 5,763 693,492 SH DEFINED 1,2,5,6 693,492
MANPOWER INC COM 56418H10 89,249 2,107,913 SH DEFINED 1,2,5,6,7,8,10,12,13 2,107,913
MANTECH INTL CORP CL A 56456310 21,840 507,431 SH DEFINED 1,2,5,6 507,431
MANULIFE FINL CORP COM 56501R10 2,549 146,894 SH DEFINED 1,5,7,13 146,894
MAP PHARMACEUTICALS COM 56509R10 1,407 115,113 SH DEFINED 1,2,6 115,113
MARATHON OIL CORP COM 56584910 749,628 24,879,774 SH DEFINED 1,2,5,6,7,8,10,12,13 24,879,774
MARCHEX INC CL B 56624R10 1,242 366,495 SH DEFINED 1,2,6 366,495
MARCUS CORP COM 56633010 3,969 377,287 SH DEFINED 1,2,5 377,287
MARINE PRODS CORP COM 56842710 600 160,078 SH DEFINED 1,2,5 160,078
MARINEMAX INC COM 56790810 203 58,926 SH DEFINED 1 58,926
MARINER ENERGY INC COM 56845T30 22,462 1,911,698 SH DEFINED 1,2,5,6,10 1,911,698
MARKEL CORP COM 57053510 32,186 114,256 SH DEFINED 1,2,5,6,8,10,12 114,256
MARKET LEADER INC COM 57056R10 26 14,200 SH DEFINED 1 14,200
MARKETAXESS HLDGS IN COM 57060D10 3,952 414,681 SH DEFINED 1,2,6 414,681
MARKWEST ENERGY PART UNIT LTD P 57075910 883 48,496 SH DEFINED 1,2 48,496
MARRIOTT INTL INC NE CL A 57190320 234,573 10,628,602 SH DEFINED 1,2,5,6,7,8,10,12,13 10,628,602
MARSH & MCLENNAN COS COM 57174810 363,903 18,077,629 SH DEFINED 1,2,5,6,7,8,10,12,13 18,077,629
MARSHALL & ILSLEY CO COM 57183710 80,552 16,781,713 SH DEFINED 1,2,5,6,7,8,10,12,13 16,781,713
MARTEK BIOSCIENCES C COM 57290110 32,465 1,535,004 SH DEFINED 1,2,5,6,7,8 1,535,004
MARTEN TRANS LTD COM 57307510 6,329 304,860 SH DEFINED 1,2,6 304,860
MARTHA STEWART LIVIN CL A 57308310 1,000 326,726 SH DEFINED 1,2,6 326,726
MARTIN MARIETTA MATL COM 57328410 77,666 984,613 SH DEFINED 1,2,5,6,7,8,10,12,13 984,613
MARVEL ENTERTAINMENT COM 57383T10 35,629 1,001,093 SH DEFINED 1,2,5,6,10 1,001,093
MARVELL TECHNOLOGY G ORD G5876H10 72,938 6,266,191 SH DEFINED 1,2,5,6,7,8,10,12,13 6,266,191
MASCO CORP COM 57459910 135,921 14,187,968 SH DEFINED 1,2,5,6,7,8,10,12,13 14,187,968
MASIMO CORP COM 57479510 28,380 1,177,125 SH DEFINED 1,2,5,6 1,177,125
MASSEY ENERGY CO NOTE 3.25 576203AJ 446 675,000 SH DEFINED 2 675,000
MASSEY ENERGY CORP COM 57620610 92,575 4,737,705 SH DEFINED 1,2,5,6,8,10,13 4,737,705
MASTEC INC COM 57632310 8,683 740,902 SH DEFINED 1,2,5 740,902
MASTERCARD INC CL A 57636Q10 401,039 2,396,979 SH DEFINED 1,2,5,6,7,8,10,12,13 2,396,979
MATRIX SVC CO COM 57685310 5,230 455,590 SH DEFINED 1,2,5,6 455,590
MATRIXX INITIATIVES COM 57685L10 623 111,383 SH DEFINED 1,2 111,383
MATTEL INC COM 57708110 177,957 11,087,652 SH DEFINED 1,2,5,6,7,8,10,12,13 11,087,652
MATTHEWS INTL CORP CL A 57712810 23,062 741,076 SH DEFINED 1,2,5,6 741,076
MATTSON TECHNOLOGY I COM 57722310 69 58,794 SH DEFINED 1,2 58,794
MAX CAPITAL GROUP LT SHS G6052F10 13,955 755,960 SH DEFINED 1,2,5 755,960
MAXIM INTEGRATED PRO COM 57772K10 62,583 3,988,705 SH DEFINED 1,2,5,6,7,8,10,12,13 3,988,705
MAXIMUS INC COM 57793310 14,426 349,720 SH DEFINED 1,2,5,7,8 349,720
MAXWELL TECHNOLOGIES COM 57776710 3,832 277,056 SH DEFINED 1,2,6 277,056
MAXYGEN INC COM 57777610 4,163 619,566 SH DEFINED 1,2,6 619,566
MB FINANCIAL INC NEW COM 55264U10 13,269 1,302,195 SH DEFINED 1,2,5 1,302,195
MBIA INC COM 55262C10 28,136 6,497,898 SH DEFINED 1,2,5,6,8,10,12,13 6,497,898
MBT FINL CORP COM 57887710 37 15,967 SH DEFINED 1 15,967
MCAFEE INC COM 57906410 205,592 4,873,006 SH DEFINED 1,2,5,6,7,8,10,12,13 4,873,006
MCCLATCHY CO CL A 57948910 65 130,928 SH DEFINED 1,2,6,13 130,928
MCCORMICK & CO INC COM NON VT 57978020 135,316 4,159,726 SH DEFINED 1,2,5,6,7,8,10,12,13 4,159,726
MCCORMICK & SCHMICKS COM 57979310 1,137 149,468 SH DEFINED 1,2 149,468
MCDERMOTT INTL INC COM 58003710 75,216 3,703,387 SH DEFINED 1,2,5,6,7,8,10,12,13 3,703,387
MCDONALDS CORP COM 58013510 2,433,261 42,324,941 SH DEFINED 1,2,5,6,7,8,10,12,13 42,324,941
MCG CAPITAL CORP COM 58047P10 2,846 1,171,200 SH DEFINED 1,2,5 1,171,200
MCGRATH RENTCORP COM 58058910 7,844 411,525 SH DEFINED 1,2,5 411,525
MCGRAW HILL COS INC COM 58064510 329,204 10,933,368 SH DEFINED 1,2,5,6,7,8,10,12,13 10,933,368
MCKESSON CORP COM 58155Q10 393,092 8,933,913 SH DEFINED 1,2,5,6,7,8,10,12,13 8,933,913
MCMORAN EXPLORATION COM 58241110 5,939 996,515 SH DEFINED 1,2,5,6 996,515
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MDRNA INC COM 55276N10 33 23,650 SH DEFINED 1 23,650
MDS INC COM 55269P30 68 12,800 SH DEFINED 2 12,800
MDU RES GROUP INC COM 55269010 93,708 4,939,781 SH DEFINED 1,2,5,6,7,8,10,12,13 4,939,781
MEAD JOHNSON NUTRITI COM CL A 58283910 10,160 319,801 SH DEFINED 1,2,6,10 319,801
MEADOWBROOK INS GROU COM 58319P10 5,257 805,027 SH DEFINED 1,2 805,027
MEADWESTVACO CORP COM 58333410 121,375 7,396,392 SH DEFINED 1,2,5,6,7,8,10,12,13 7,396,392
MEASUREMENT SPECIALT COM 58342110 1,489 211,200 SH DEFINED 1,2 211,200
MECHEL OAO SPONSORED 58384010 3,116 373,187 SH DEFINED 1,2,5,6,7,10 373,187
MEDALLION FINL CORP COM 58392810 1,682 219,849 SH DEFINED 1,2 219,849
MEDAREX INC COM 58391610 38,696 4,634,308 SH DEFINED 1,2,5,6,8 4,634,308
MEDASSETS INC COM 58404510 10,263 527,645 SH DEFINED 1,2,5,6 527,645
MEDCATH CORP COM 58404W10 4,019 341,791 SH DEFINED 1,2,5 341,791
MEDCO HEALTH SOLUTIO COM 58405U10 712,937 15,631,163 SH DEFINED 1,2,5,6,7,8,10,12,13 15,631,163
MEDIA GEN INC CL A 58440410 114 53,993 SH DEFINED 1 53,993
MEDIACOM COMMUNICATI CL A 58446K10 6,474 1,266,894 SH DEFINED 1,2,5,6 1,266,894
MEDICAL ACTION INDS COM 58449L10 2,260 197,371 SH DEFINED 1,2 197,371
MEDICAL PPTYS TRUST COM 58463J30 10,737 1,768,899 SH DEFINED 1,2,3,5,8 1,768,899
MEDICINES CO COM 58468810 7,148 851,967 SH DEFINED 1,2,5,6 851,967
MEDICIS PHARMACEUTIC CL A NEW 58469030 27,078 1,659,214 SH DEFINED 1,2,5,6 1,659,214
MEDIFAST INC COM 58470H10 1,446 126,137 SH DEFINED 1,2 126,137
MEDIS TECHNOLOGIES L COM 58500P10 13 26,760 SH DEFINED 1 26,760
MEDIVATION INC COM 58501N10 9,729 434,131 SH DEFINED 1,2,5,6 434,131
MEDNAX INC COM 58502B10 25,193 597,990 SH DEFINED 1,2,5,6,10 597,990
MEDQUIST INC COM 58494910 578 95,126 SH DEFINED 1,2 95,126
MEDTRONIC INC NOTE 1.50 585055AL 1,935 2,000,000 SH DEFINED 1,2 2,000,000
MEDTRONIC INC NOTE 1.62 585055AM 1,612 1,750,000 SH DEFINED 1,2 1,750,000
MEDTRONIC INC COM 58505510 1,247,437 35,753,419 SH DEFINED 1,2,5,6,7,8,10,12,13 35,753,419
MELCO CROWN ENTMT LT ADR 58546410 432 96,094 SH DEFINED 1,5,6 96,094
MELLANOX TECHNOLOGIE SHS M5136311 352 29,294 SH DEFINED 2 29,294
MEMC ELECTR MATLS IN COM 55271510 123,035 6,908,182 SH DEFINED 1,2,5,6,7,8,10,12,13 6,908,182
MEMSIC INC COM 58626410 626 147,546 SH DEFINED 1,2 147,546
MENS WEARHOUSE INC COM 58711810 36,326 1,893,940 SH DEFINED 1,2,5,6 1,893,940
MENTOR GRAPHICS CORP COM 58720010 12,616 2,306,483 SH DEFINED 1,2,5 2,306,483
MERCADOLIBRE INC COM 58733R10 9,175 341,337 SH DEFINED 1,2,5,8 341,337
MERCER INS GROUP INC COM 58790210 857 53,911 SH DEFINED 1,2 53,911
MERCHANTS BANCSHARES COM 58844810 1,103 49,343 SH DEFINED 1,2 49,343
MERCK & CO INC COM 58933110 2,100,241 75,115,898 SH DEFINED 1,2,5,6,7,8,10,12,13 75,115,898
MERCURY COMPUTER SYS COM 58937810 3,277 354,259 SH DEFINED 1,2 354,259
MERCURY GENL CORP NE COM 58940010 34,761 1,039,822 SH DEFINED 1,2,5,6,8,10,12 1,039,822
MEREDITH CORP COM 58943310 27,116 1,061,276 SH DEFINED 1,2,5,6,10,13 1,061,276
MERGE HEALTHCARE INC COM 58949910 985 229,034 SH DEFINED 1,2 229,034
MERIDIAN BIOSCIENCE COM 58958410 16,360 724,525 SH DEFINED 1,2,5,6 724,525
MERIDIAN INTERSTAT B COM 58964Q10 914 122,730 SH DEFINED 1,2,6 122,730
MERIDIAN RESOURCE CO COM 58977Q10 35 99,634 SH DEFINED 1 99,634
MERIT MED SYS INC COM 58988910 8,426 516,909 SH DEFINED 1,2,5,6 516,909
MERITAGE HOMES CORP COM 59001A10 34,653 1,837,378 SH DEFINED 1,2,5,6 1,837,378
MERIX CORP COM 59004910 22 29,429 SH DEFINED 1 29,429
MESA AIR GROUP INC COM 59047910 2 24,818 SH DEFINED 1 24,818
MET PRO CORP COM 59087630 2,181 201,580 SH DEFINED 1,2 201,580
METABOLIX INC COM 59101880 2,163 263,143 SH DEFINED 1,2 263,143
METALICO INC COM 59117610 1,588 340,754 SH DEFINED 1,2 340,754
METAVANTE TECHNOLOGI COM 59140710 58,858 2,276,026 SH DEFINED 1,2,5,6,7,8,10,12,13 2,276,026
METHODE ELECTRS INC COM 59152020 9,062 1,290,908 SH DEFINED 1,2,5 1,290,908
METLIFE INC COM 59156R10 822,177 27,396,784 SH DEFINED 1,2,5,6,7,8,10,12,13 27,396,784
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
METRO BANCORP INC PA COM 59161R10 1,182 61,363 SH DEFINED 1,2 61,363
METROCORP BANCSHARES COM 59165010 31 10,154 SH DEFINED 1 10,154
METROPCS COMMUNICATI COM 59170810 101,998 7,663,272 SH DEFINED 1,2,5,6,7,8,10,12,13 7,663,272
METROPOLITAN HEALTH COM 59214210 576 286,556 SH DEFINED 1,2,5 286,556
METTLER TOLEDO INTER COM 59268810 54,579 707,438 SH DEFINED 1,2,5,6,8,10 707,438
MF GLOBAL LTD SHS G6064210 14,883 2,509,837 SH DEFINED 1,2,7 2,509,837
MFA FINANCIAL INC COM 55272X10 29,227 4,223,539 SH DEFINED 1,2,5 4,223,539
MGE ENERGY INC COM 55277P10 12,865 383,446 SH DEFINED 1,2,5 383,446
MGIC INVT CORP WIS COM 55284810 16,045 3,646,601 SH DEFINED 1,2,5,6 3,646,601
MGM MIRAGE COM 55295310 16,718 2,616,247 SH DEFINED 1,2,5,6,7,8,10,12 2,616,247
MICREL INC COM 59479310 9,774 1,335,265 SH DEFINED 1,2,5,6 1,335,265
MICROCHIP TECHNOLOGY SDCV 2.12 595017AB 602 800,000 SH DEFINED 2 800,000
MICROCHIP TECHNOLOGY COM 59501710 133,257 5,909,410 SH DEFINED 1,2,5,6,7,8,10,12,13 5,909,410
MICROMET INC COM 59509C10 2,594 520,814 SH DEFINED 1,2,6 520,814
MICRON TECHNOLOGY IN NOTE 1.87 595112AH 472 800,000 SH DEFINED 1,2 800,000
MICRON TECHNOLOGY IN COM 59511210 164,858 32,580,621 SH DEFINED 1,2,5,6,7,8,10,12,13 32,580,621
MICRONETICS INC DEL COM 59512510 30 10,033 SH DEFINED 1 10,033
MICROS SYS INC COM 59490110 42,321 1,671,442 SH DEFINED 1,2,5,6,10 1,671,442
MICROSEMI CORP COM 59513710 22,816 1,653,354 SH DEFINED 1,2,5,6 1,653,354
MICROSOFT CORP COM 59491810 6,112,361 257,146,033 SH DEFINED 1,2,5,6,7,8,10,12,13 257,146,033
MICROSTRATEGY INC CL A NEW 59497240 9,331 185,808 SH DEFINED 1,2,5,6 185,808
MICROTUNE INC DEL COM 59514P10 1,700 726,584 SH DEFINED 1,2,5 726,584
MICROVISION INC DEL COM 59496010 2,673 870,648 SH DEFINED 1,2 870,648
MICRUS ENDOVASCULAR COM 59518V10 1,644 181,861 SH DEFINED 1,2,5 181,861
MID-AMER APT CMNTYS COM 59522J10 32,991 898,691 SH DEFINED 1,2,3,5,8 898,691
MIDAS GROUP INC COM 59562610 2,670 254,815 SH DEFINED 1,2 254,815
MIDCAP SPDR TR UNIT SER 1 59563510 10,194 96,900 SH DEFINED 2 96,900
MIDDLEBROOK PHARMACE COM 59608710 548 405,871 SH DEFINED 1,2 405,871
MIDDLEBY CORP COM 59627810 12,150 276,629 SH DEFINED 1,2,5,6 276,629
MIDDLESEX WATER CO COM 59668010 3,135 216,945 SH DEFINED 1,2,5 216,945
MIDSOUTH BANCORP INC COM 59803910 659 39,214 SH DEFINED 1,2 39,214
MIDWEST BANC HOLDING COM 59825110 40 53,000 SH DEFINED 1 53,000
MILLER HERMAN INC COM 60054410 25,125 1,637,872 SH DEFINED 1,2,5,6,8 1,637,872
MILLER INDS INC TENN COM NEW 60055120 741 84,180 SH DEFINED 1,2 84,180
MILLICOM INTL CELLUL SHS NEW L6388F11 8,164 145,112 SH DEFINED 1,2,5,6,8,12 145,112
MILLIPORE CORP COM 60107310 130,105 1,853,079 SH DEFINED 1,2,5,6,7,8,10,12,13 1,853,079
MINDRAY MEDICAL INTL SPON ADR 60267510 774 27,726 SH DEFINED 1,2,6 27,726
MINDSPEED TECHNOLOGI COM NEW 60268220 42 19,383 SH DEFINED 1 19,383
MINE SAFETY APPLIANC COM 60272010 19,487 808,590 SH DEFINED 1,2,5,6 808,590
MINERALS TECHNOLOGIE COM 60315810 19,901 552,489 SH DEFINED 1,2,5 552,489
MIPS TECHNOLOGIES IN COM 60456710 2,025 674,935 SH DEFINED 1,2 674,935
MIRANT CORP NEW COM 60467R10 44,349 2,817,603 SH DEFINED 1,2,5,6,7,8,10,12,13 2,817,603
MISSION WEST PPTYS I COM 60520310 2,245 328,624 SH DEFINED 1,2,3,5 328,624
MITCHAM INDS INC COM 60650110 64 12,300 SH DEFINED 1 12,300
MITSUBISHI UFJ FINL SPONSORED 60682210 2,008 327,028 SH DEFINED 1,2 327,028
MITSUI & CO LTD ADR 60682720 666 2,841 SH DEFINED 1,2 2,841
MIZUHO FINL GROUP IN SPONSORED 60687Y10 77 16,640 SH DEFINED 1 16,640
MKS INSTRUMENT INC COM 55306N10 14,167 1,078,142 SH DEFINED 1,2,5,6 1,078,142
MOBILE MINI INC COM 60740F10 8,445 575,687 SH DEFINED 1,2,5,6 575,687
MOBILE TELESYSTEMS O SPONSORED 60740910 58,117 1,573,711 SH DEFINED 1,2,4,5,6,7,8,10 1,573,711
MODINE MFG CO COM 60782810 2,612 544,213 SH DEFINED 1,2,5 544,213
MODUSLINK GLOBAL SOL COM 60786L10 4,655 678,521 SH DEFINED 1,2,5 678,521
MOHAWK INDS INC COM 60819010 68,157 1,910,227 SH DEFINED 1,2,5,6,7,8,10,12,13 1,910,227
MOLECULAR INSIGHT PH COM 60852M10 978 189,075 SH DEFINED 1,2 189,075
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MOLEX INC COM 60855410 60,192 3,870,848 SH DEFINED 1,2,5,6,8,10,12,13 3,870,848
MOLEX INC CL A 60855420 1,879 130,702 SH DEFINED 1,2,5,6,8,12 130,702
MOLINA HEALTHCARE IN COM 60855R10 7,144 298,647 SH DEFINED 1,2,5 298,647
MOLSON COORS BREWING NOTE 2.50 60871RAA 320 300,000 SH DEFINED 1 300,000
MOLSON COORS BREWING CL B 60871R20 198,455 4,688,274 SH DEFINED 1,2,5,6,7,8,10,12,13 4,688,274
MOMENTA PHARMACEUTIC COM 60877T10 5,761 478,923 SH DEFINED 1,2,5,6 478,923
MONARCH CASINO & RES COM 60902710 1,218 166,867 SH DEFINED 1,2,6 166,867
MONEYGRAM INTL INC COM 60935Y10 1,661 933,219 SH DEFINED 1,2,6 933,219
MONMOUTH REAL ESTATE CL A 60972010 1,680 286,744 SH DEFINED 1,2,3 286,744
MONOGRAM BIOSCIENCES COM NEW 60975U20 142 31,261 SH DEFINED 1 31,261
MONOLITHIC PWR SYS I COM 60983910 10,355 462,063 SH DEFINED 1,2,5,6 462,063
MONOTYPE IMAGING HOL COM 61022P10 3,487 512,053 SH DEFINED 1,2,6 512,053
MONRO MUFFLER BRAKE COM 61023610 23,872 928,496 SH DEFINED 1,2,5,6 928,496
MONSANTO CO NEW COM 61166W10 1,359,181 18,283,306 SH DEFINED 1,2,5,6,7,8,10,12,13 18,283,306
MONSTER WORLDWIDE IN COM 61174210 41,817 3,540,826 SH DEFINED 1,2,5,6,8,10,13 3,540,826
MONTPELIER RE HOLDIN SHS G6218510 19,667 1,479,865 SH DEFINED 1,2,5 1,479,865
MOODYS CORP COM 61536910 183,305 6,956,556 SH DEFINED 1,2,5,6,7,8,10,12,13 6,956,556
MOOG INC CL A 61539420 19,287 747,287 SH DEFINED 1,2,5 747,287
MORGAN STANLEY COM NEW 61744644 4,220,384 148,031,698 SH DEFINED 1,2,5,6,7,8,10,12,13 148,031,698
MORGANS HOTEL GROUP COM 61748W10 1,326 346,088 SH DEFINED 1,2,6 346,088
MORNINGSTAR INC COM 61770010 6,684 162,127 SH DEFINED 1,2,5,6,10 162,127
MORTONS RESTAURANT G COM 61943010 36 12,014 SH DEFINED 1 12,014
MOSAIC CO COM 61945A10 104,909 2,368,159 SH DEFINED 1,2,5,6,7,8,10,12,13 2,368,159
MOSYS INC COM 61971810 52 31,222 SH DEFINED 1 31,222
MOTOROLA INC COM 62007610 484,279 73,043,633 SH DEFINED 1,2,5,6,7,8,10,12,13 73,043,633
MOVADO GROUP INC COM 62458010 2,811 266,661 SH DEFINED 1,2,5 266,661
MOVE INC COM COM 62458M10 4,854 2,247,334 SH DEFINED 1,2,5,6 2,247,334
MPS GROUP INC COM 55340910 20,667 2,705,158 SH DEFINED 1,2,5 2,705,158
MRV COMMUNICATIONS I COM 55347710 5 10,200 SH DEFINED 5 10,200
MSC INDL DIRECT INC CL A 55353010 33,231 936,612 SH DEFINED 1,2,5,6,10 936,612
MSC SOFTWARE CORP COM 55353110 4,498 675,382 SH DEFINED 1,2,5 675,382
MSCI INC CL A 55354G10 25,529 1,044,556 SH DEFINED 1,2,5,6,8,10 1,044,556
MTR GAMING GROUP INC COM 55376910 41 16,312 SH DEFINED 1 16,312
MTS SYS CORP COM 55377710 6,387 309,275 SH DEFINED 1,2,5,6 309,275
MUELLER INDS INC COM 62475610 15,580 749,016 SH DEFINED 1,2,5,6 749,016
MUELLER WTR PRODS IN COM SER A 62475810 8,434 2,255,200 SH DEFINED 1,2,5,6 2,255,200
MULTI COLOR CORP COM 62538310 1,881 153,402 SH DEFINED 1,2 153,402
MULTI FINELINE ELECT COM 62541B10 4,160 194,380 SH DEFINED 1,2,5,6 194,380
MULTIMEDIA GAMES INC COM 62545310 1,560 314,539 SH DEFINED 1,2 314,539
MURPHY OIL CORP COM 62671710 388,404 7,150,286 SH DEFINED 1,2,5,6,7,8,10,12,13 7,150,286
MVC CAPITAL INC COM 55382910 2,627 310,486 SH DEFINED 1,2 310,486
MWI VETERINARY SUPPL COM 55402X10 5,749 164,908 SH DEFINED 1,2,6 164,908
MYERS INDS INC COM 62846410 4,805 577,534 SH DEFINED 1,2,5 577,534
MYLAN INC NOTE 1.25 628530AG 1,000 1,000,000 SH DEFINED 1,2 1,000,000
MYLAN INC COM 62853010 136,114 10,430,205 SH DEFINED 1,2,5,6,7,8,10,12,13 10,430,205
MYLAN INC PFD CONV 62853020 1,123 1,300 SH DEFINED 1,2 1,300
MYR GROUP INC DEL COM 55405W10 4,532 224,122 SH DEFINED 1,2,6 224,122
MYRIAD GENETICS INC COM 62855J10 76,702 2,151,531 SH DEFINED 1,2,5,6,7,8,10,12,13 2,151,531
MYRIAD PHARMACEUTICA COM 62856H10 2,178 468,474 SH DEFINED 1,2,5,6,7,8,10,12,13 468,474
NABI BIOPHARMACEUTIC COM 62951910 1,985 817,063 SH DEFINED 1,2,5,6 817,063
NABORS INDS INC NOTE 0.94 629568AP 2,046 2,200,000 SH DEFINED 1,2 2,200,000
NABORS INDUSTRIES LT SHS G6359F10 162,357 10,420,832 SH DEFINED 1,2,5,6,7,8,10,12,13 10,420,832
NACCO INDS INC CL A 62957910 2,641 91,950 SH DEFINED 1,2,5 91,950
NALCO HOLDING COMPAN COM 62985Q10 25,103 1,490,688 SH DEFINED 1,2,5,6,8,10 1,490,688
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NAM TAI ELECTRS INC COM PAR $0 62986520 317 74,569 SH DEFINED 1,5,6 74,569
NANOPHASE TCHNOLOGIE COM 63007910 16 15,558 SH DEFINED 1 15,558
NANOSPHERE INC COM 63009F10 820 167,032 SH DEFINED 1,2 167,032
NAPCO SEC TECHNOLOGI COM 63040210 17 14,409 SH DEFINED 1 14,409
NARA BANCORP INC COM 63080P10 1,987 383,662 SH DEFINED 1,2,5 383,662
NASB FINL INC COM 62896810 1,611 56,316 SH DEFINED 1,2 56,316
NASDAQ OMX GROUP INC COM 63110310 112,219 5,266,040 SH DEFINED 1,2,5,6,7,8,10,12,13 5,266,040
NASH FINCH CO COM 63115810 10,992 406,219 SH DEFINED 1,2,5,7,8 406,219
NATCO GROUP INC CL A 63227W20 10,767 327,077 SH DEFINED 1,2,5,6 327,077
NATIONAL BANKSHARES COM 63486510 2,163 90,012 SH DEFINED 1,2 90,012
NATIONAL BEVERAGE CO COM 63501710 1,904 177,774 SH DEFINED 1,2 177,774
NATIONAL BK GREECE S SPONSORED 63364340 2,726 496,587 SH DEFINED 1,2 496,587
NATIONAL CINEMEDIA I COM 63530910 9,551 694,104 SH DEFINED 1,2,5,6 694,104
NATIONAL CITY CORP NOTE 4.00 635405AW 983 1,000,000 SH DEFINED 1,2 1,000,000
NATIONAL COAL CORP COM NEW 63238120 17 14,700 SH DEFINED 1 14,700
NATIONAL FINL PARTNE COM 63607P20 5,589 763,494 SH DEFINED 1,2,5 763,494
NATIONAL FUEL GAS CO COM 63618010 65,426 1,813,357 SH DEFINED 1,2,5,6,8,10 1,813,357
NATIONAL GRID PLC SPON ADR N 63627430 295 6,532 SH DEFINED 1 6,532
NATIONAL HEALTH INVS COM 63633D10 11,535 431,878 SH DEFINED 1,2,3,5,8 431,878
NATIONAL HEALTHCARE COM 63590610 4,812 126,826 SH DEFINED 1,2,3,5,6 126,826
NATIONAL INSTRS CORP COM 63651810 26,615 1,179,759 SH DEFINED 1,2,5,6,10 1,179,759
NATIONAL INTERSTATE COM 63654U10 1,563 102,955 SH DEFINED 1,2,5 102,955
NATIONAL OILWELL VAR COM 63707110 511,558 15,663,140 SH DEFINED 1,2,5,6,7,8,10,12,13 15,663,140
NATIONAL PENN BANCSH COM 63713810 22,487 4,877,822 SH DEFINED 1,2,5 4,877,822
NATIONAL PRESTO INDS COM 63721510 8,913 117,125 SH DEFINED 1,2,5,6 117,125
NATIONAL RESEARCH CO COM 63737210 306 12,554 SH DEFINED 1,2 12,554
NATIONAL RETAIL PROP COM 63741710 30,435 1,754,195 SH DEFINED 1,2,3,5,6,8 1,754,195
NATIONAL SEMICONDUCT COM 63764010 99,491 7,927,546 SH DEFINED 1,2,5,6,7,8,10,12,13 7,927,546
NATIONAL WESTN LIFE CL A 63852210 4,137 35,432 SH DEFINED 1,2 35,432
NATIONWIDE HEALTH PP COM 63862010 86,707 3,368,578 SH DEFINED 1,2,3,5,6,8,10 3,368,578
NATURAL GAS SERVICES COM 63886Q10 2,328 175,054 SH DEFINED 1,2 175,054
NATURAL RESOURCE PAR COM UNIT L 63900P10 760 36,171 SH DEFINED 1,2 36,171
NATUS MEDICAL INC DE COM 63905010 5,170 447,996 SH DEFINED 1,2,5,6 447,996
NAUTILUS INC COM 63910B10 100 88,314 SH DEFINED 1 88,314
NAVARRE CORP COM 63920810 47 28,417 SH DEFINED 1 28,417
NAVIGANT CONSULTING COM 63935N10 17,157 1,327,907 SH DEFINED 1,2,5,6 1,327,907
NAVIGATORS GROUP INC COM 63890410 9,501 213,832 SH DEFINED 1,2,5,6 213,832
NAVIOS MARITIME PART UNIT LPI Y6226710 100 10,100 SH DEFINED 1 10,100
NAVISITE INC COM NEW 63935M20 20 14,820 SH DEFINED 1 14,820
NAVISTAR INTL CORP N COM 63934E10 39,648 909,367 SH DEFINED 1,2,5,6,7,8,10 909,367
NBT BANCORP INC COM 62877810 15,001 690,973 SH DEFINED 1,2,5 690,973
NBTY INC COM 62878210 30,296 1,077,369 SH DEFINED 1,2,5,6,10 1,077,369
NCI BUILDING SYS INC COM 62885210 905 342,736 SH DEFINED 1,2,5 342,736
NCI INC CL A 62886K10 2,770 91,060 SH DEFINED 1,2,6 91,060
NCR CORP NEW COM 62886E10 40,359 3,411,583 SH DEFINED 1,2,5,6,8,10,12 3,411,583
NEENAH PAPER INC COM 64007910 2,262 256,792 SH DEFINED 1,2 256,792
NEKTAR THERAPEUTICS COM 64026810 9,637 1,487,167 SH DEFINED 1,2,5,6 1,487,167
NELNET INC CL A 64031N10 7,433 546,963 SH DEFINED 1,2,5 546,963
NEOGEN CORP COM 64049110 6,223 214,723 SH DEFINED 1,2,6 214,723
NESS TECHNOLOGIES IN COM 64104X10 2,147 549,036 SH DEFINED 1,2 549,036
NET 1 UEPS TECHNOLOG COM NEW 64107N20 8,321 612,311 SH DEFINED 1,2,5 612,311
NET SERVICOS DE COMU SPONSD ADR 64109T20 491 50,160 SH DEFINED 1,6 50,160
NETAPP INC COM 64110D10 212,382 10,769,870 SH DEFINED 1,2,5,6,7,8,10,12,13 10,769,870
NETEASE COM INC SPONSORED 64110W10 8,248 234,448 SH DEFINED 1,2,5,6 234,448
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NETEZZA CORP COM 64111N10 4,932 592,739 SH DEFINED 1,2,6 592,739
NETFLIX INC COM 64110L10 58,627 1,418,161 SH DEFINED 1,2,5,6,7,8,10 1,418,161
NETGEAR INC COM 64111Q10 9,279 643,904 SH DEFINED 1,2,5,6 643,904
NETLOGIC MICROSYSTEM COM 64118B10 9,192 252,119 SH DEFINED 1,2,5,6 252,119
NETSCOUT SYS INC COM 64115T10 5,011 534,230 SH DEFINED 1,2,6 534,230
NETSUITE INC COM 64118Q10 2,195 185,843 SH DEFINED 1,2,5,6 185,843
NETWORK ENGINES INC COM 64121A10 15 18,257 SH DEFINED 1 18,257
NETWORK EQUIP TECHNO COM 64120810 1,430 335,602 SH DEFINED 1,2,5 335,602
NEURALSTEM INC COM 64127R30 12 11,400 SH DEFINED 1 11,400
NEUROCRINE BIOSCIENC COM 64125C10 2,123 657,341 SH DEFINED 1,2,6 657,341
NEUROGEN CORP COM 64124E10 5 20,334 SH DEFINED 1 20,334
NEUROGESX INC COM 64125210 448 79,439 SH DEFINED 1,2 79,439
NEUSTAR INC CL A 64126X20 34,028 1,535,546 SH DEFINED 1,2,5,6,10 1,535,546
NEUTRAL TANDEM INC COM 64128B10 12,880 436,302 SH DEFINED 1,2,5,6 436,302
NEVADA GOLD & CASINO COM NEW 64126Q20 43 32,200 SH DEFINED 1 32,200
NEW FRONTIER MEDIA I COM 64439810 61 25,324 SH DEFINED 1 25,324
NEW JERSEY RES COM 64602510 30,443 821,906 SH DEFINED 1,2,5 821,906
NEW ORIENTAL ED & TE SPON ADR 64758110 10,709 158,980 SH DEFINED 1,2,6,7 158,980
NEW YORK & CO INC COM 64929510 2,145 694,302 SH DEFINED 1,2,5 694,302
NEW YORK CMNTY BANCO COM 64944510 97,126 9,085,714 SH DEFINED 1,2,5,6,7,8,10,12,13 9,085,714
NEW YORK TIMES CO CL A 65011110 19,916 3,614,535 SH DEFINED 1,2,5,6,8,10,12,13 3,614,535
NEWALLIANCE BANCSHAR COM 65020310 36,434 3,168,141 SH DEFINED 1,2,5,6 3,168,141
NEWBRIDGE BANCORP COM 65080T10 43 20,558 SH DEFINED 1 20,558
NEWCASTLE INVT CORP COM 65105M10 38 58,250 SH DEFINED 1 58,250
NEWELL RUBBERMAID IN COM 65122910 97,373 9,353,835 SH DEFINED 1,2,5,6,7,8,10,12,13 9,353,835
NEWFIELD EXPL CO COM 65129010 109,531 3,352,638 SH DEFINED 1,2,5,6,7,8,10,12,13 3,352,638
NEWMARKET CORP COM 65158710 13,276 197,177 SH DEFINED 1,2,5,6 197,177
NEWMONT MINING CORP COM 65163910 689,611 16,873,286 SH DEFINED 1,2,5,6,7,8,10,12,13 16,873,286
NEWPARK RES INC COM PAR $. 65171850 4,254 1,492,764 SH DEFINED 1,2,5 1,492,764
NEWPORT CORP COM 65182410 3,259 562,911 SH DEFINED 1,2,5 562,911
NEWS CORP CL A 65248E10 634,681 69,668,560 SH DEFINED 1,2,5,6,7,8,10,12,13 69,668,560
NEWS CORP CL B 65248E20 24,776 2,343,978 SH DEFINED 1,2,5,6,7,8,10,12,13 2,343,978
NEWSTAR FINANCIAL IN COM 65251F10 674 352,764 SH DEFINED 1,2 352,764
NEXEN INC COM 65334H10 2,472 114,200 SH DEFINED 7 114,200
NEXSTAR BROADCASTING CL A 65336K10 8 10,746 SH DEFINED 1 10,746
NEXTEL COMMUNICATION NOTE 5.25 65332VAY 1,139 1,150,000 SH DEFINED 1,2 1,150,000
NEXTWAVE WIRELESS IN COM 65337Y10 18 38,100 SH DEFINED 1 38,100
NGAS RESOURCES INC COM 62912T10 68 32,360 SH DEFINED 1,5 32,360
NGP CAP RES CO COM 62912R10 1,711 291,559 SH DEFINED 1,2 291,559
NIC INC COM 62914B10 4,681 691,450 SH DEFINED 1,2,6 691,450
NICOR INC COM 65408610 58,958 1,703,015 SH DEFINED 1,2,5,6,8,10,13 1,703,015
NIGHTHAWK RADIOLOGY COM 65411N10 1,819 491,704 SH DEFINED 1,2 491,704
NII HLDGS INC NOTE 3.12 62913FAJ 346 450,000 SH DEFINED 1,2 450,000
NII HLDGS INC CL B NEW 62913F20 57,371 3,008,425 SH DEFINED 1,2,5,6,7,8,10,12,13 3,008,425
NIKE INC CL B 65410610 604,022 11,665,158 SH DEFINED 1,2,5,6,7,8,10,12,13 11,665,158
NISOURCE INC COM 65473P10 127,861 10,965,813 SH DEFINED 1,2,5,6,7,8,10,12,13 10,965,813
NISSAN MOTORS SPONSORED 65474440 692 57,308 SH DEFINED 1,2 57,308
NIVS INTELLIMEDIA TE COM 62914U10 103 34,767 SH DEFINED 1,2 34,767
NL INDS INC COM NEW 62915640 774 104,945 SH DEFINED 1,2,5 104,945
NMT MED INC COM 62929410 34 15,242 SH DEFINED 1 15,242
NN INC COM 62933710 20 11,678 SH DEFINED 1 11,678
NOBEL LEARNING CMNTY COM 65488910 482 41,994 SH DEFINED 1,2 41,994
NOBLE CORPORATION BA NAMEN -AKT H5833N10 60,239 1,991,356 SH DEFINED 1,2,5,6,7,8,10,12,13 1,991,356
NOBLE ENERGY INC COM 65504410 375,642 6,370,059 SH DEFINED 1,2,5,6,7,8,10,12,13 6,370,059
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NOKIA CORP SPONSORED 65490220 4,968 340,769 SH DEFINED 1,2 340,769
NOMURA HLDGS INC SPONSORED 65535H20 428 50,810 SH DEFINED 1,2 50,810
NORDIC AMERICAN TANK COM G6577310 14,385 452,060 SH DEFINED 1,5 452,060
NORDSON CORP COM 65566310 36,481 939,755 SH DEFINED 1,2,5,6 939,755
NORDSTROM INC COM 65566410 120,680 6,067,353 SH DEFINED 1,2,5,6,7,8,10,12,13 6,067,353
NORFOLK SOUTHERN COR COM 65584410 437,218 11,606,529 SH DEFINED 1,2,5,6,7,8,10,12,13 11,606,529
NORTH AMERN GALVANZN COM 65686Y10 650 107,205 SH DEFINED 1,2 107,205
NORTHEAST CMNTY BANC COM 66411210 454 55,919 SH DEFINED 1,2 55,919
NORTHEAST UTILS COM 66439710 142,577 6,390,730 SH DEFINED 1,2,5,6,7,8,10,12,13 6,390,730
NORTHERN OIL & GAS I COM 66553110 1,947 305,583 SH DEFINED 1,2,6 305,583
NORTHERN TR CORP COM 66585910 478,030 8,905,172 SH DEFINED 1,2,5,6,7,8,10,12,13 8,905,172
NORTHFIELD BANCORP I COM 66611L10 3,414 293,828 SH DEFINED 1,2 293,828
NORTHRIM BANCORP INC COM 66676210 887 63,757 SH DEFINED 1,2 63,757
NORTHROP GRUMMAN COR COM 66680710 1,533,546 33,571,496 SH DEFINED 1,2,5,6,7,8,10,12,13 33,571,496
NORTHSTAR NEUROSCIEN COM 66704V10 44 21,953 SH DEFINED 1 21,953
NORTHSTAR RLTY FIN C COM 66704R10 3,123 1,103,665 SH DEFINED 1,2,5 1,103,665
NORTHWEST BANCORP IN COM 66732810 4,898 259,692 SH DEFINED 1,2,5 259,692
NORTHWEST NAT GAS CO COM 66765510 36,659 827,138 SH DEFINED 1,2,5 827,138
NORTHWEST PIPE CO COM 66774610 4,896 140,843 SH DEFINED 1,2,5,6 140,843
NORTHWESTERN CORP COM NEW 66807430 18,630 818,528 SH DEFINED 1,2,5 818,528
NORWOOD FINANCIAL CO COM 66954910 603 19,237 SH DEFINED 1,2 19,237
NOVAMED INC DEL COM 66986W10 563 142,647 SH DEFINED 1,2 142,647
NOVARTIS A G SPONSORED 66987V10 1,828 44,816 SH DEFINED 1,2 44,816
NOVATEL WIRELESS INC COM NEW 66987M60 5,760 638,528 SH DEFINED 1,2,5,6 638,528
NOVAVAX INC COM 67000210 2,518 767,662 SH DEFINED 1,2 767,662
NOVELL INC COM 67000610 47,159 10,410,388 SH DEFINED 1,2,5,6,10,13 10,410,388
NOVELLUS SYS INC COM 67000810 48,640 2,912,578 SH DEFINED 1,2,5,6,8,10,12,13 2,912,578
NOVEN PHARMACEUTICAL COM 67000910 6,618 462,826 SH DEFINED 1,2,5,6 462,826
NOVO-NORDISK A S ADR 67010020 213 3,904 SH DEFINED 1 3,904
NPS PHARMACEUTICALS COM 62936P10 4,371 937,934 SH DEFINED 1,2,6 937,934
NRG ENERGY INC COM NEW 62937750 94,403 3,636,474 SH DEFINED 1,2,5,6,7,8,10,12,13 3,636,474
NSTAR COM 67019E10 80,099 2,494,527 SH DEFINED 1,2,5,6,7,8,10,12,13 2,494,527
NTELOS HLDGS CORP COM 67020Q10 8,676 471,001 SH DEFINED 1,2,5 471,001
NTT DOCOMO INC SPONS ADR 62942M20 1,316 90,415 SH DEFINED 1,2 90,415
NU HORIZONS ELECTRS COM 66990810 74 22,148 SH DEFINED 1 22,148
NU SKIN ENTERPRISES CL A 67018T10 12,936 845,468 SH DEFINED 1,2,5 845,468
NUANCE COMMUNICATION COM 67020Y10 33,977 2,807,988 SH DEFINED 1,2,5,6,7,8,10,12,13 2,807,988
NUCOR CORP COM 67034610 495,187 11,145,332 SH DEFINED 1,2,5,6,7,8,10,12,13 11,145,332
NUSTAR ENERGY LP UNIT COM 67058H10 2,284 42,270 SH DEFINED 1,2 42,270
NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 743 32,130 SH DEFINED 1,2 32,130
NUTRACEUTICAL INTL C COM 67060Y10 1,223 117,731 SH DEFINED 1,2 117,731
NUTRI SYS INC NEW COM 67069D10 8,396 579,067 SH DEFINED 1,2,5,6 579,067
NUVASIVE INC COM 67070410 25,556 573,012 SH DEFINED 1,2,5,6,8 573,012
NV ENERGY INC COM 67073Y10 54,545 5,055,142 SH DEFINED 1,2,5,6,10 5,055,142
NVE CORP COM NEW 62944520 2,712 55,796 SH DEFINED 1,2 55,796
NVIDIA CORP COM 67066G10 211,446 18,728,626 SH DEFINED 1,2,5,6,7,8,10,12,13 18,728,626
NVR INC COM 62944T10 94,986 189,068 SH DEFINED 1,2,5,6,8,10,12 189,068
NXSTAGE MEDICAL INC COM 67072V10 2,522 427,407 SH DEFINED 1,2 427,407
NYFIX INC COM 67071210 11 13,172 SH DEFINED 1 13,172
NYMAGIC INC COM 62948410 1,040 74,930 SH DEFINED 1,2 74,930
NYSE EURONEXT COM 62949110 248,615 9,123,498 SH DEFINED 1,2,5,6,7,8,10,12,13 9,123,498
O CHARLEYS INC COM 67082310 4,842 523,431 SH DEFINED 1,2,5 523,431
O REILLY AUTOMOTIVE COM 68609110 174,186 4,574,202 SH DEFINED 1,2,5,6,7,8,10,12,13 4,574,202
OBAGI MEDICAL PRODUC COM 67423R10 2,388 327,504 SH DEFINED 1,2 327,504
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
OCCAM NETWORKS INC COM NEW 67457P30 57 15,798 SH DEFINED 1 15,798
OCCIDENTAL PETE CORP COM 67459910 1,897,058 28,826,288 SH DEFINED 1,2,5,6,7,8,10,12,13 28,826,288
OCEAN SHORE HLDG CO COM 67501P10 88 12,500 SH DEFINED 1 12,500
OCEANEERING INTL INC COM 67523210 56,640 1,253,090 SH DEFINED 1,2,5,6,10 1,253,090
OCEANFIRST FINL CORP COM 67523410 2,371 198,042 SH DEFINED 1,2 198,042
OCEANFREIGHT INC SHS Y6420210 32 21,351 SH DEFINED 1 21,351
OCH ZIFF CAP MGMT GR CL A 67551U10 480 53,910 SH DEFINED 1,2,8 53,910
OCLARO INC COM 67555N10 92 144,470 SH DEFINED 1 144,470
OCULUS INNOVATIVE SC COM 67575P10 36 10,600 SH DEFINED 1 10,600
OCWEN FINL CORP COM NEW 67574630 9,568 737,726 SH DEFINED 1,2,5 737,726
ODYSSEY HEALTHCARE I COM 67611V10 6,702 651,977 SH DEFINED 1,2,5 651,977
ODYSSEY MARINE EXPLO COM 67611810 1,093 683,401 SH DEFINED 1,2,5 683,401
ODYSSEY RE HLDGS COR COM 67612W10 6,824 170,692 SH DEFINED 1,2,5,8,10 170,692
OFFICE DEPOT INC COM 67622010 55,481 12,166,970 SH DEFINED 1,2,5,6,8,10,13 12,166,970
OFFICEMAX INC DEL COM 67622P10 24,224 3,857,354 SH DEFINED 1,2,5,6,8 3,857,354
OGE ENERGY CORP COM 67083710 53,315 1,882,602 SH DEFINED 1,2,5,6,8,10 1,882,602
OHIO VY BANC CORP COM 67771910 1,252 42,671 SH DEFINED 1,2 42,671
OIL DRI CORP AMER COM 67786410 715 48,143 SH DEFINED 1,2 48,143
OIL STS INTL INC COM 67802610 28,065 1,159,240 SH DEFINED 1,2,5,6,7,10 1,159,240
OILSANDS QUEST INC COM 67804610 2,390 2,489,452 SH DEFINED 1,2,5 2,489,452
OLD DOMINION FGHT LI COM 67958010 16,568 493,542 SH DEFINED 1,2,5,6 493,542
OLD NATL BANCORP IND COM 68003310 22,757 2,317,414 SH DEFINED 1,2,5 2,317,414
OLD POINT FINL CORP COM 68019410 290 15,700 SH DEFINED 1,2 15,700
OLD REP INTL CORP COM 68022310 54,971 5,580,800 SH DEFINED 1,2,5,6,7,8,10,12,13 5,580,800
OLD SECOND BANCORP I COM 68027710 1,316 222,997 SH DEFINED 1,2 222,997
OLIN CORP COM PAR $1 68066520 81,049 6,816,546 SH DEFINED 1,2,5 6,816,546
OLYMPIC STEEL INC COM 68162K10 3,838 156,864 SH DEFINED 1,2,5 156,864
OM GROUP INC COM 67087210 23,664 815,432 SH DEFINED 1,2,5 815,432
OMEGA FLEX INC COM 68209510 534 35,198 SH DEFINED 1,2 35,198
OMEGA HEALTHCARE INV COM 68193610 32,478 2,092,686 SH DEFINED 1,2,3,5,8 2,092,686
OMEGA PROTEIN CORP COM 68210P10 988 243,382 SH DEFINED 1,2,5 243,382
OMNI ENERGY SERVICES COM NEW 68210T20 60 28,385 SH DEFINED 1,2 28,385
OMNICARE INC DBCV 3.25 681904AL 338 488,000 SH DEFINED 2 488,000
OMNICARE INC COM 68190410 104,940 4,073,746 SH DEFINED 1,2,5,6,7,8,10,12,13 4,073,746
OMNICELL INC COM 68213N10 5,224 485,909 SH DEFINED 1,2,5,6 485,909
OMNICOM GROUP INC COM 68191910 307,808 9,746,940 SH DEFINED 1,2,5,6,7,8,10,12,13 9,746,940
OMNITURE INC COM 68212S10 15,557 1,238,599 SH DEFINED 1,2,5,6,8 1,238,599
OMNIVISION TECHNOLOG COM 68212810 8,538 821,733 SH DEFINED 1,2,5,6 821,733
OMNOVA SOLUTIONS INC COM 68212910 1,659 508,827 SH DEFINED 1,2 508,827
ON ASSIGNMENT INC COM 68215910 3,038 776,873 SH DEFINED 1,2 776,873
ON SEMICONDUCTOR COR COM 68218910 32,979 4,807,368 SH DEFINED 1,2,5,6,7,10 4,807,368
ON2 TECHNOLOGIES INC COM 68338A10 47 111,698 SH DEFINED 1 111,698
ONCOGENEX PHARMACEUT COM 68230A10 1,305 59,630 SH DEFINED 1,2 59,630
ONE LIBERTY PPTYS IN COM 68240610 90 15,728 SH DEFINED 1,5 15,728
ONEBEACON INSURANCE CL A G6774210 2,186 186,959 SH DEFINED 1,2,5,10 186,959
ONEOK INC NEW COM 68268010 69,686 2,363,035 SH DEFINED 1,2,5,6,7,8,10,12,13 2,363,035
ONEOK PARTNERS LP UNIT LTD P 68268N10 2,182 47,649 SH DEFINED 1,2 47,649
ONLINE RES CORP COM 68273G10 2,226 356,809 SH DEFINED 1,2 356,809
ONYX PHARMACEUTICALS COM 68339910 43,408 1,536,007 SH DEFINED 1,2,5,6,8 1,536,007
OPEN JT STK CO-VIMPE SPONSORED 68370R10 35,902 3,050,295 SH DEFINED 1,2,5,6,7,10 3,050,295
OPEN TEXT CORP COM 68371510 1,020 28,000 SH DEFINED 2,7 28,000
OPENTABLE INC COM 68372A10 625 20,712 SH DEFINED 1,2 20,712
OPENTV CORP CL A G6754310 1,323 994,782 SH DEFINED 1 994,782
OPENWAVE SYS INC COM NEW 68371830 2,341 1,044,924 SH DEFINED 1,2 1,044,924
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
OPKO HEALTH INC COM 68375N10 807 455,798 SH DEFINED 1,2,6 455,798
OPLINK COMMUNICATION COM NEW 68375Q40 3,166 277,680 SH DEFINED 1,2,6 277,680
OPNET TECHNOLOGIES I COM 68375710 1,402 153,016 SH DEFINED 1,2,5,6 153,016
OPNEXT INC COM 68375V10 783 366,062 SH DEFINED 1,2,5,6 366,062
OPPENHEIMER HLDGS IN CL A NON V 68379710 2,581 121,909 SH DEFINED 1,2 121,909
OPTIMER PHARMACEUTIC COM 68401H10 5,441 363,464 SH DEFINED 1,2 363,464
OPTIONSXPRESS HLDGS COM 68401010 16,595 1,068,598 SH DEFINED 1,2,5,6 1,068,598
ORACLE CORP COM 68389X10 2,711,436 126,584,305 SH DEFINED 1,2,5,6,7,8,10,12,13 126,584,305
ORASURE TECHNOLOGIES COM 68554V10 1,876 759,333 SH DEFINED 1,2,6 759,333
ORBCOMM INC COM 68555P10 34 19,400 SH DEFINED 1 19,400
ORBITAL SCIENCES COR COM 68556410 15,431 1,017,231 SH DEFINED 1,2,5,6 1,017,231
ORBITZ WORLDWIDE INC COM 68557K10 990 521,066 SH DEFINED 1,2,5 521,066
ORBOTECH LTD ORD M7525310 507 58,597 SH DEFINED 1,2,5,6,7 58,597
ORCHID CELLMARK INC COM 68573C10 30 18,796 SH DEFINED 1 18,796
ORCHIDS PAPER PRODS COM 68572N10 867 42,194 SH DEFINED 1,2 42,194
OREXIGEN THERAPEUTIC COM 68616410 1,286 250,750 SH DEFINED 1,2,6 250,750
ORIENTAL FINL GROUP COM 68618W10 5,131 528,964 SH DEFINED 1,2,5 528,964
ORIENT-EXPRESS HOTEL CL A G6774310 8,088 952,650 SH DEFINED 1,2,5,6 952,650
ORION ENERGY SYSTEMS COM 68627510 667 177,786 SH DEFINED 1,2,6 177,786
ORION MARINE GROUP I COM 68628V30 5,141 270,563 SH DEFINED 1,2,6 270,563
ORITANI FINL CORP COM 68632310 2,188 159,598 SH DEFINED 1,2,5,6 159,598
ORIX CORP SPONSORED 68633010 311 10,538 SH DEFINED 1,2 10,538
ORMAT TECHNOLOGIES I COM 68668810 7,605 188,655 SH DEFINED 1,2,5,6,10 188,655
ORRSTOWN FINL SVCS I COM 68738010 2,325 62,441 SH DEFINED 1,2 62,441
ORTHOFIX INTL N V COM N6748L10 6,245 249,687 SH DEFINED 1,2,5,6 249,687
ORTHOLOGIC CORP COM 68750J10 31 43,076 SH DEFINED 1 43,076
ORTHOVITA INC COM 68750U10 4,486 867,698 SH DEFINED 1,2,6 867,698
OSHKOSH CORP COM 68823920 25,943 1,784,282 SH DEFINED 1,2,5,6,8,10 1,784,282
OSI PHARMACEUTICALS COM 67104010 47,393 1,678,825 SH DEFINED 1,2,5,6,7,10 1,678,825
OSI SYSTEMS INC COM 67104410 5,403 259,158 SH DEFINED 1,2,5,6 259,158
OSIRIS THERAPEUTICS COM 68827R10 3,441 256,804 SH DEFINED 1,2,6 256,804
OSTEOTECH INC COM 68858210 199 45,129 SH DEFINED 1 45,129
OTTER TAIL CORP COM 68964810 11,729 537,026 SH DEFINED 1,2,5 537,026
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,046 177,228 SH DEFINED 1,2 177,228
OVERHILL FARMS INC COM 69021210 693 131,571 SH DEFINED 1,2 131,571
OVERLAND STORAGE INC COM 69031010 8 17,450 SH DEFINED 1 17,450
OVERSEAS SHIPHOLDING COM 69036810 16,378 481,138 SH DEFINED 1,2,5,10 481,138
OVERSTOCK COM INC DE COM 69037010 2,708 226,382 SH DEFINED 1,2,5,6 226,382
OWENS & MINOR INC NE COM 69073210 44,610 1,018,017 SH DEFINED 1,2,5 1,018,017
OWENS CORNING NEW COM 69074210 40,051 3,133,920 SH DEFINED 1,2,5,6,7,8,10 3,133,920
OWENS ILL INC COM NEW 69076840 199,945 7,138,358 SH DEFINED 1,2,5,6,7,8,10,12,13 7,138,358
OXFORD INDS INC COM 69149730 2,808 241,057 SH DEFINED 1,2,5 241,057
OXIGENE INC COM 69182810 568 260,369 SH DEFINED 1,2 260,369
OYO GEOSPACE CORP COM 67107410 1,646 64,136 SH DEFINED 1,2,6 64,136
P C CONNECTION COM 69318J10 656 124,867 SH DEFINED 1,2 124,867
P F CHANGS CHINA BIS COM 69333Y10 18,059 563,289 SH DEFINED 1,2,5,6 563,289
P T TELEKOMUNIKASI I SPONSORED 71568410 1,221 40,725 SH DEFINED 1,2,6 40,725
PACCAR INC COM 69371810 364,211 11,230,678 SH DEFINED 1,2,5,6,7,8,10,12,13 11,230,678
PACER INTL INC TENN COM 69373H10 2,095 939,411 SH DEFINED 1,2,5 939,411
PACIFIC CAP BANCORP COM 69404P10 4,017 1,877,173 SH DEFINED 1,2,5 1,877,173
PACIFIC CONTINENTAL COM 69412V10 1,845 152,104 SH DEFINED 1,2 152,104
PACIFIC ETHANOL INC COM 69423U10 18 45,281 SH DEFINED 1 45,281
PACIFIC MERCANTILE B COM 69455210 58 13,518 SH DEFINED 1 13,518
PACIFIC PREMIER BANC COM 69478X10 48 10,000 SH DEFINED 1 10,000
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PACIFIC SUNWEAR CALI COM 69487310 3,792 1,121,851 SH DEFINED 1,2,5,6 1,121,851
PACKAGING CORP AMER COM 69515610 33,400 2,061,700 SH DEFINED 1,2,5,6,10 2,061,700
PACTIV CORP COM 69525710 139,986 6,450,956 SH DEFINED 1,2,5,6,7,8,10,12,13 6,450,956
PACWEST BANCORP DEL COM 69526310 19,342 1,469,744 SH DEFINED 1,2,5 1,469,744
PAETEC HOLDING CORP COM 69545910 5,076 1,879,837 SH DEFINED 1,2,5,6 1,879,837
PAIN THERAPEUTICS IN COM 69562K10 3,141 584,988 SH DEFINED 1,2,6 584,988
PALATIN TECHNOLOGIES COM NEW 69607730 11 42,006 SH DEFINED 1 42,006
PALL CORP COM 69642930 104,258 3,925,376 SH DEFINED 1,2,5,6,7,8,10,12,13 3,925,376
PALM HARBOR HOMES COM 69663910 25 11,841 SH DEFINED 1 11,841
PALM INC NEW COM 69664310 53,687 3,238,049 SH DEFINED 1,2,5,6 3,238,049
PALOMAR MED TECHNOLO COM NEW 69752930 4,129 280,285 SH DEFINED 1,2,5,6 280,285
PANASONIC CORP ADR 69832A20 1,342 100,226 SH DEFINED 1 100,226
PANERA BREAD CO CL A 69840W10 35,605 714,107 SH DEFINED 1,2,5,6,10 714,107
PANHANDLE OIL AND GA CL A 69847710 1,869 95,208 SH DEFINED 1,2 95,208
PANTRY INC COM 69865710 8,493 511,610 SH DEFINED 1,2,5 511,610
PAPA JOHNS INTL INC COM 69881310 12,444 501,989 SH DEFINED 1,2,5,6 501,989
PAR PHARMACEUTICAL C COM 69888P10 11,786 777,948 SH DEFINED 1,2,5,6 777,948
PAR TECHNOLOGY CORP COM 69888410 439 68,649 SH DEFINED 1,2 68,649
PARALLEL PETE CORP D COM 69915710 1,151 593,271 SH DEFINED 1,2 593,271
PARAMETRIC TECHNOLOG COM NEW 69917320 33,278 2,846,670 SH DEFINED 1,2,5,6 2,846,670
PARAMOUNT GOLD & SIL COM 69924P10 709 466,511 SH DEFINED 1,2 466,511
PAREXEL INTL CORP COM 69946210 17,105 1,189,513 SH DEFINED 1,2,5,6 1,189,513
PARK ELECTROCHEMICAL COM 70041620 7,207 334,735 SH DEFINED 1,2,5 334,735
PARK NATL CORP COM 70065810 11,200 198,302 SH DEFINED 1,2,5,6 198,302
PARKER DRILLING CO COM 70108110 7,987 1,840,243 SH DEFINED 1,2,5 1,840,243
PARKER HANNIFIN CORP COM 70109410 228,706 5,323,697 SH DEFINED 1,2,5,6,7,8,10,12,13 5,323,697
PARKERVISION INC COM 70135410 919 300,459 SH DEFINED 1,2,5 300,459
PARKWAY PPTYS INC COM 70159Q10 9,061 697,009 SH DEFINED 1,2,3,5,8 697,009
PARLUX FRAGRANCES IN COM 70164510 24 13,631 SH DEFINED 1 13,631
PARTNERRE LTD COM G6852T10 48,358 744,539 SH DEFINED 1,2,5,6,7,8,10,12,13 744,539
PATRIOT COAL CORP COM 70336T10 12,207 1,913,350 SH DEFINED 1,2,5,6,8,12 1,913,350
PATRIOT TRANSN HLDG COM 70337B10 1,573 21,563 SH DEFINED 1,2,6 21,563
PATTERSON COMPANIES COM 70339510 66,580 3,068,199 SH DEFINED 1,2,5,6,7,8,10,12,13 3,068,199
PATTERSON UTI ENERGY COM 70348110 61,745 4,801,314 SH DEFINED 1,2,5,6,7,8,10,12,13 4,801,314
PAYCHEX INC COM 70432610 252,171 10,006,778 SH DEFINED 1,2,5,6,7,8,10,12,13 10,006,778
PC MALL INC COM 69323K10 989 146,324 SH DEFINED 1,2 146,324
PC-TEL INC COM 69325Q10 2,554 477,388 SH DEFINED 1,2 477,388
PDF SOLUTIONS INC COM 69328210 59 23,083 SH DEFINED 1 23,083
PDL BIOPHARMA INC COM 69329Y10 20,061 2,539,413 SH DEFINED 1,2,5,6 2,539,413
PEABODY ENERGY CORP SDCV 4.75 704549AG 755 1,050,000 SH DEFINED 1,2 1,050,000
PEABODY ENERGY CORP COM 70454910 324,839 10,770,531 SH DEFINED 1,2,5,6,7,8,10,12,13 10,770,531
PEAPACK-GLADSTONE FI COM 70469910 2,361 122,413 SH DEFINED 1,2 122,413
PEARSON PLC SPONSORED 70501510 436 43,164 SH DEFINED 1 43,164
PEETS COFFEE & TEA I COM 70556010 4,909 194,788 SH DEFINED 1,2,6 194,788
PEGASYSTEMS INC COM 70557310 8,869 336,219 SH DEFINED 1,2,6 336,219
PENFORD CORP COM 70705110 125 21,605 SH DEFINED 1 21,605
PENN NATL GAMING INC COM 70756910 22,265 764,872 SH DEFINED 1,2,5,6,10 764,872
PENN VA CORP COM 70788210 16,311 996,420 SH DEFINED 1,2,5 996,420
PENN VA GP HLDGS L P COM UNIT R 70788P10 218 17,250 SH DEFINED 1,2 17,250
PENN VA RESOURCES PA COM 70788410 371 27,347 SH DEFINED 1,2 27,347
PENN WEST ENERGY TR TR UNIT 70788510 836 65,698 SH DEFINED 2,7 65,698
PENNANTPARK INVT COR COM 70806210 2,540 357,736 SH DEFINED 1,2 357,736
PENNEY J C INC COM 70816010 713,559 24,854,018 SH DEFINED 1,2,5,6,7,8,10,12,13 24,854,018
PENNICHUCK CORP COM NEW 70825420 886 38,872 SH DEFINED 1,2 38,872
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PENNS WOODS BANCORP COM 70843010 1,144 39,272 SH DEFINED 1,2 39,272
PENNSYLVANIA RL ESTA SH BEN INT 70910210 7,125 1,425,091 SH DEFINED 1,2,3,5,8 1,425,091
PENSKE AUTOMOTIVE GR COM 70959W10 6,507 391,021 SH DEFINED 1,2,5,8,10 391,021
PENSON WORLDWIDE INC COM 70960010 3,307 369,536 SH DEFINED 1,2 369,536
PENTAIR INC COM 70963110 58,175 2,270,688 SH DEFINED 1,2,5,6,7,8,10,12,13 2,270,688
PENWEST PHARMACEUTIC COM 70975410 102 35,681 SH DEFINED 1 35,681
PEOPLES BANCORP INC COM 70978910 3,850 225,790 SH DEFINED 1,2,5 225,790
PEOPLES FINL CORP MI COM 71103B10 719 37,819 SH DEFINED 1,2 37,819
PEOPLES UNITED FINAN COM 71270410 202,066 13,408,468 SH DEFINED 1,2,5,6,7,8,10,12,13 13,408,468
PEP BOYS MANNY MOE & COM 71327810 8,322 820,701 SH DEFINED 1,2,5 820,701
PEPCO HOLDINGS INC COM 71329110 119,026 8,856,100 SH DEFINED 1,2,5,6,7,8,10,12,13 8,856,100
PEPSI BOTTLING GROUP COM 71340910 177,501 5,245,314 SH DEFINED 1,2,5,6,7,8,10,12,13 5,245,314
PEPSIAMERICAS INC COM 71343P20 38,771 1,446,147 SH DEFINED 1,2,5,6,7,8,10,12 1,446,147
PEPSICO INC COM 71344810 2,752,564 50,083,044 SH DEFINED 1,2,5,6,7,8,10,12,13 50,083,044
PERDIGAO S A SPONSORED 71361V30 12,287 321,820 SH DEFINED 1,2,6,7 321,820
PEREGRINE PHARMACEUT COM 71366110 274 326,215 SH DEFINED 1,5 326,215
PERFICIENT INC COM 71375U10 4,489 642,238 SH DEFINED 1,2,5,6 642,238
PERFORMANCE TECHNOLO COM 71376K10 48 16,379 SH DEFINED 1 16,379
PERICOM SEMICONDUCTO COM 71383110 4,940 586,653 SH DEFINED 1,2,5,6 586,653
PERKINELMER INC COM 71404610 57,718 3,317,114 SH DEFINED 1,2,5,6,10,13 3,317,114
PERMA-FIX ENVIRONMEN COM 71415710 1,370 566,037 SH DEFINED 1,2 566,037
PEROT SYS CORP CL A 71426510 21,794 1,520,844 SH DEFINED 1,2,5,6 1,520,844
PERRIGO CO COM 71429010 52,923 1,905,086 SH DEFINED 1,2,5,6,7,8,10,12,13 1,905,086
PERVASIVE SOFTWARE I COM 71571010 789 129,584 SH DEFINED 1,2 129,584
PETMED EXPRESS INC COM 71638210 5,692 378,705 SH DEFINED 1,2,5,6 378,705
PETROBRAS ENERGIA PA SP ADR B S 71646M10 765 128,828 SH DEFINED 1,2,5,7,8 128,828
PETRO-CDA COM 71644E10 823 21,412 SH DEFINED 1 21,412
PETROCHINA CO LTD SPONSORED 71646E10 464 4,200 SH DEFINED 1,6 4,200
PETROHAWK ENERGY COR COM 71649510 85,954 3,854,432 SH DEFINED 1,2,5,6,7,8,10,12,13 3,854,432
PETROLEO BRASILEIRO SP ADR NON 71654V10 155,580 4,663,668 SH DEFINED 1,2,4,5,6,7,8 4,663,668
PETROLEO BRASILEIRO SPONSORED 71654V40 206,782 5,045,934 SH DEFINED 1,2,4,5,6,7 5,045,934
PETROLEUM DEV CORP COM 71657810 5,835 371,924 SH DEFINED 1,2,5 371,924
PETROQUEST ENERGY IN COM 71674810 3,041 824,252 SH DEFINED 1,2,5 824,252
PETSMART INC COM 71676810 85,296 3,974,645 SH DEFINED 1,2,5,6,7,8,10,12,13 3,974,645
PFIZER INC COM 71708110 3,490,642 232,709,470 SH DEFINED 1,2,5,6,7,8,10,12,13 232,709,470
PG&E CORP COM 69331C10 513,925 13,369,531 SH DEFINED 1,2,5,6,7,8,10,12,13 13,369,531
PGT INC COM 69336V10 23 15,057 SH DEFINED 1 15,057
PHARMACEUTICAL PROD COM 71712410 61,753 2,659,460 SH DEFINED 1,2,5,6,7,8,10,12,13 2,659,460
PHARMACYCLICS INC COM 71693310 25 18,770 SH DEFINED 1 18,770
PHARMASSET INC COM 71715N10 3,164 281,220 SH DEFINED 1,2,6 281,220
PHARMERICA CORP COM 71714F10 11,306 575,979 SH DEFINED 1,2,5,6 575,979
PHASE FORWARD INC COM 71721R40 11,189 740,535 SH DEFINED 1,2,5,6 740,535
PHC INC MASS CL A 69331510 17 12,193 SH DEFINED 1 12,193
PHH CORP COM NEW 69332020 27,742 1,525,938 SH DEFINED 1,2,5 1,525,938
PHI INC COM NON VT 69336T20 3,550 207,114 SH DEFINED 1,2,5 207,114
PHILIP MORRIS INTL I COM 71817210 3,309,894 75,880,185 SH DEFINED 1,2,5,6,7,8,10,12,13 75,880,185
PHILIPPINE LONG DIST SPONSORED 71825260 63,017 1,267,431 SH DEFINED 1,2,4,5,6,7 1,267,431
PHILLIPS VAN HEUSEN COM 71859210 31,055 1,082,435 SH DEFINED 1,2,5,6,8,10 1,082,435
PHOENIX COS INC NEW COM 71902E10 3,371 2,018,830 SH DEFINED 1,2,5 2,018,830
PHOENIX TECHNOLOGY L COM 71915310 1,041 384,007 SH DEFINED 1,2 384,007
PHOTRONICS INC COM 71940510 2,928 723,046 SH DEFINED 1,2 723,046
PICO HLDGS INC COM NEW 69336620 8,713 303,589 SH DEFINED 1,2,5,6 303,589
PIEDMONT NAT GAS INC COM 72018610 45,502 1,887,287 SH DEFINED 1,2,5 1,887,287
PIER 1 IMPORTS INC COM 72027910 2,582 1,297,622 SH DEFINED 1,2,5 1,297,622
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PIKE ELEC CORP COM 72128310 3,298 273,721 SH DEFINED 1,2,5,6 273,721
PINNACLE AIRL CORP COM 72344310 52 18,587 SH DEFINED 1 18,587
PINNACLE ENTMT INC COM 72345610 12,318 1,325,896 SH DEFINED 1,2,5,6 1,325,896
PINNACLE FINL PARTNE COM 72346Q10 16,996 1,276,007 SH DEFINED 1,2,5,6 1,276,007
PINNACLE WEST CAP CO COM 72348410 214,702 7,121,115 SH DEFINED 1,2,5,6,7,8,10,12,13 7,121,115
PIONEER DRILLING CO COM 72365510 5,293 1,105,011 SH DEFINED 1,2,5,6 1,105,011
PIONEER NAT RES CO NOTE 2.87 723787AH 436 500,000 SH DEFINED 1 500,000
PIONEER NAT RES CO COM 72378710 123,134 4,828,792 SH DEFINED 1,2,5,6,7,8,10,12,13 4,828,792
PIPER JAFFRAY COS COM 72407810 16,240 371,879 SH DEFINED 1,2,5 371,879
PITNEY BOWES INC COM 72447910 173,571 7,914,787 SH DEFINED 1,2,5,6,7,8,10,12,13 7,914,787
PIXELWORKS INC COM NEW 72581M30 31 18,877 SH DEFINED 1 18,877
PLAINS ALL AMERN PIP UNIT LTD P 72650310 4,445 104,472 SH DEFINED 1,2,8 104,472
PLAINS EXPL& PRODTN COM 72650510 85,802 3,136,022 SH DEFINED 1,2,5,6,7,8,10,12,13 3,136,022
PLANAR SYS INC COM 72690010 22 18,135 SH DEFINED 1 18,135
PLANTRONICS INC NEW COM 72749310 31,864 1,685,047 SH DEFINED 1,2,5,7 1,685,047
PLATINUM UNDERWRITER COM G7127P10 22,213 776,960 SH DEFINED 1,2,5,8 776,960
PLATO LEARNING INC COM 72764Y10 92 23,061 SH DEFINED 1 23,061
PLAYBOY ENTERPRISES CL B 72811730 633 252,290 SH DEFINED 1,2 252,290
PLEXUS CORP COM 72913210 15,694 767,043 SH DEFINED 1,2,5,6 767,043
PLUG POWER INC COM 72919P10 67 76,481 SH DEFINED 1,2 76,481
PLUM CREEK TIMBER CO COM 72925110 168,703 5,664,977 SH DEFINED 1,2,5,6,7,8,10,12,13 5,664,977
PLX TECHNOLOGY INC COM 69341710 1,526 404,688 SH DEFINED 1,2,5 404,688
PMA CAP CORP CL A 69341920 2,885 634,119 SH DEFINED 1,2,5 634,119
PMC COML TR SH BEN INT 69343410 85 12,785 SH DEFINED 1 12,785
PMC-SIERRA INC COM 69344F10 28,893 3,629,787 SH DEFINED 1,2,5,6,7,8,10 3,629,787
PMFG INC COM 69345P10 1,413 157,878 SH DEFINED 1,2 157,878
PMI GROUP INC COM 69344M10 3,092 1,561,859 SH DEFINED 1,2,5,6 1,561,859
PNC FINL SVCS GROUP COM 69347510 649,614 16,738,317 SH DEFINED 1,2,5,6,7,8,10,12,13 16,738,317
PNM RES INC COM 69349H10 25,277 2,360,103 SH DEFINED 1,2,5 2,360,103
POLARIS INDS INC COM 73106810 22,133 689,087 SH DEFINED 1,2,5,6 689,087
POLO RALPH LAUREN CO CL A 73157210 107,264 2,003,440 SH DEFINED 1,2,5,6,7,8,10,12,13 2,003,440
POLYCOM INC COM 73172K10 43,216 2,132,007 SH DEFINED 1,2,5,6 2,132,007
POLYONE CORP COM 73179P10 4,669 1,722,830 SH DEFINED 1,2,5 1,722,830
POLYPORE INTL INC COM 73179V10 3,192 287,021 SH DEFINED 1,2,5,6 287,021
POMEROY IT SOLUTIONS COM 73182210 90 15,127 SH DEFINED 1 15,127
PONIARD PHARMACEUTIC COM NEW 73244930 1,235 206,856 SH DEFINED 1,2 206,856
POOL CORPORATION COM 73278L10 13,878 838,036 SH DEFINED 1,2,5,6,8 838,036
POPULAR INC COM 73317410 7,644 3,474,678 SH DEFINED 1,2,5,6,8,10,12 3,474,678
PORTEC RAIL PRODS IN COM 73621210 622 63,108 SH DEFINED 1,2 63,108
PORTER BANCORP INC COM 73623310 326 21,488 SH DEFINED 1,2 21,488
PORTFOLIO RECOVERY A COM 73640Q10 9,199 237,504 SH DEFINED 1,2,5,6 237,504
PORTLAND GEN ELEC CO COM NEW 73650884 29,332 1,505,756 SH DEFINED 1,2,5 1,505,756
PORTUGAL TELECOM SGP SPONSORED 73727310 399 40,813 SH DEFINED 1 40,813
POSCO SPONSORED 69348310 5,082 61,468 SH DEFINED 1,2,6 61,468
POST PPTYS INC COM 73746410 20,692 1,539,563 SH DEFINED 1,2,3,5,6,8 1,539,563
POTASH CORP SASK INC COM 73755L10 223 2,400 SH CALL DEFINED 1 2,400
POTASH CORP SASK INC COM 73755L10 223 2,400 SH PUT DEFINED 1 2,400
POTLATCH CORP NEW COM 73763010 23,617 972,287 SH DEFINED 1,2,5 972,287
POWELL INDS INC COM 73912810 4,346 117,233 SH DEFINED 1,2,5,6 117,233
POWER INTEGRATIONS I COM 73927610 8,607 361,797 SH DEFINED 1,2,5 361,797
POWER-ONE INC COM 73930810 1,589 1,066,726 SH DEFINED 1,2,6 1,066,726
POWERSECURE INTL INC COM 73936N10 966 226,694 SH DEFINED 1,2,5 226,694
POWERWAVE TECHNOLOGI COM 73936310 3,540 2,198,734 SH DEFINED 1,2,5 2,198,734
POZEN INC COM 73941U10 2,694 350,810 SH DEFINED 1,2,5,6 350,810
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PPG INDS INC COM 69350610 257,307 5,861,212 SH DEFINED 1,2,5,6,7,8,10,12,13 5,861,212
PPL CORP COM 69351T10 435,261 13,205,746 SH DEFINED 1,2,5,6,7,8,10,12,13 13,205,746
PRAXAIR INC COM 74005P10 759,023 10,679,934 SH DEFINED 1,2,5,6,7,8,10,12,13 10,679,934
PRE PAID LEGAL SVCS COM 74006510 10,549 242,007 SH DEFINED 1,2,5,6 242,007
PRECISION CASTPARTS COM 74018910 309,372 4,236,231 SH DEFINED 1,2,5,6,7,8,10,12,13 4,236,231
PRECISION DRILLING T TR UNIT 74021510 119 24,315 SH DEFINED 1,5 24,315
PREFORMED LINE PRODS COM 74044410 1,367 31,023 SH DEFINED 1,2 31,023
PREMIER EXIBITIONS I COM 74051E10 11 14,700 SH DEFINED 1 14,700
PREMIERE GLOBAL SVCS COM 74058510 13,329 1,229,642 SH DEFINED 1,2,5,6 1,229,642
PREMIERWEST BANCORP COM 74092110 690 203,462 SH DEFINED 1,2 203,462
PRESIDENTIAL LIFE CO COM 74088410 2,794 369,058 SH DEFINED 1,2,5 369,058
PRESSTEK INC COM 74111310 45 32,478 SH DEFINED 1,5 32,478
PRESTIGE BRANDS HLDG COM 74112D10 4,745 771,499 SH DEFINED 1,2,5 771,499
PRG-SCHULTZ INTERNAT COM NEW 69357C50 41 15,002 SH DEFINED 1 15,002
PRICE T ROWE GROUP I COM 74144T10 371,967 8,926,484 SH DEFINED 1,2,5,6,7,8,10,12,13 8,926,484
PRICELINE COM INC COM NEW 74150340 122,209 1,095,558 SH DEFINED 1,2,5,6,7,8,10,12,13 1,095,558
PRICESMART INC COM 74151110 3,521 210,235 SH DEFINED 1,2,5,6 210,235
PRIDE INTL INC DEL COM 74153Q10 118,812 4,741,109 SH DEFINED 1,2,5,6,7,8,10,12,13 4,741,109
PRIMEDIA INC COM NEW 74157K84 787 391,485 SH DEFINED 1,2 391,485
PRIMEENERGY CORP COM 74158E10 242 6,764 SH DEFINED 1,2 6,764
PRIMORIS SVCS CORP COM 74164F10 486 65,521 SH DEFINED 1,2 65,521
PRIMUS GUARANTY LTD SHS G7245710 685 290,341 SH DEFINED 1 290,341
PRINCETON REVIEW INC COM 74235210 892 164,931 SH DEFINED 1,2,5 164,931
PRINCIPAL FINANCIAL COM 74251V10 211,925 11,248,678 SH DEFINED 1,2,5,6,7,8,10,12,13 11,248,678
PRIVATEBANCORP INC COM 74296210 21,451 964,539 SH DEFINED 1,2,5,6 964,539
PROASSURANCE CORP COM 74267C10 30,089 651,145 SH DEFINED 1,2,5 651,145
PROCERA NETWORKS INC COM 74269U10 19 29,700 SH DEFINED 1 29,700
PROCTER & GAMBLE CO COM 74271810 5,171,457 101,202,673 SH DEFINED 1,2,5,6,7,8,10,12,13 101,202,673
PROGENICS PHARMACEUT COM 74318710 1,854 360,018 SH DEFINED 1,2,5,6 360,018
PROGRESS ENERGY INC COM 74326310 916,728 24,232,823 SH DEFINED 1,2,5,6,7,8,10,12,13 24,232,823
PROGRESS SOFTWARE CO COM 74331210 17,988 849,706 SH DEFINED 1,2,5,6 849,706
PROGRESSIVE CORP OHI COM 74331510 358,278 23,711,347 SH DEFINED 1,2,5,6,7,8,10,12,13 23,711,347
PROLIANCE INTL INC COM 74340R10 0 22,936 SH DEFINED 1 22,936
PROLOGIS NOTE 2.25 743410AQ 1,040 1,300,000 SH DEFINED 2 1,300,000
PROLOGIS SH BEN INT 74341010 173,681 21,548,452 SH DEFINED 1,2,3,5,6,7,8,10,12,13 21,548,452
PROS HOLDINGS INC COM 74346Y10 1,741 214,384 SH DEFINED 1,2,6 214,384
PROSPECT CAPITAL COR COM 74348T10 6,596 716,993 SH DEFINED 1,2 716,993
PROSPERITY BANCSHARE COM 74360610 45,587 1,528,212 SH DEFINED 1,2,5,7 1,528,212
PROTALIX BIOTHERAPEU COM 74365A10 1,634 361,576 SH DEFINED 1,2 361,576
PROTECTIVE LIFE CORP COM 74367410 21,184 1,851,771 SH DEFINED 1,2,5,6,8,10,12 1,851,771
PROVIDENCE SVC CORP COM 74381510 1,951 178,145 SH DEFINED 1,2 178,145
PROVIDENT FINL HLDGS COM 74386810 68 12,204 SH DEFINED 1 12,204
PROVIDENT FINL SVCS COM 74386T10 20,466 2,249,051 SH DEFINED 1,2,5 2,249,051
PROVIDENT NEW YORK B COM 74402810 4,803 591,491 SH DEFINED 1,2,5 591,491
PRUDENTIAL BANCORP I COM 74431910 267 22,637 SH DEFINED 1,2 22,637
PRUDENTIAL FINL INC COM 74432010 609,232 16,368,401 SH DEFINED 1,2,5,6,7,8,10,12,13 16,368,401
PRUDENTIAL PLC ADR 74435K20 348 25,405 SH DEFINED 1 25,405
PS BUSINESS PKS INC COM 69360J10 26,080 538,396 SH DEFINED 1,2,3,5,6,8 538,396
PSS WORLD MED INC COM 69366A10 22,349 1,207,378 SH DEFINED 1,2,5,6 1,207,378
PSYCHIATRIC SOLUTION COM 74439H10 31,577 1,388,615 SH DEFINED 1,2,5,6 1,388,615
PT INDOSAT TBK SPONSORED 74438310 234 9,574 SH DEFINED 1,6 9,574
PUBLIC STORAGE COM 74460D10 413,945 6,321,706 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,321,706
PUBLIC SVC ENTERPRIS COM 74457310 616,032 18,879,310 SH DEFINED 1,2,5,6,7,8,10,12,13 18,879,310
PULTE HOMES INC COM 74586710 96,835 10,966,597 SH DEFINED 1,2,5,6,7,8,10,12,13 10,966,597
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PURE BIOSCIENCE COM 74621810 68 37,549 SH DEFINED 1,2 37,549
PVF CAPITAL CORP COM 69365410 21 10,112 SH DEFINED 1 10,112
PZENA INVESTMENT MGM CLASS A 74731Q10 597 78,736 SH DEFINED 1,2 78,736
QAD INC COM 74727D10 535 164,630 SH DEFINED 1,2 164,630
QC HLDGS INC COM 74729T10 88 17,191 SH DEFINED 1,2 17,191
QIAGEN N V ORD N7248210 310 16,696 SH DEFINED 1,5 16,696
QLOGIC CORP COM 74727710 50,884 4,012,923 SH DEFINED 1,2,5,6,8,10,13 4,012,923
QUAKER CHEM CORP COM 74731610 2,198 165,369 SH DEFINED 1,2 165,369
QUALCOMM INC COM 74752510 2,389,110 52,856,424 SH DEFINED 1,2,5,6,7,8,10,12,13 52,856,424
QUALITY SYS INC COM 74758210 20,047 351,943 SH DEFINED 1,2,5,6 351,943
QUANEX BUILDING PROD COM 74761910 6,809 606,876 SH DEFINED 1,2,5 606,876
QUANTA SVCS INC COM 74762E10 149,490 6,463,027 SH DEFINED 1,2,5,6,7,8,10,12,13 6,463,027
QUANTUM CORP COM DSSG 74790620 2,473 2,980,094 SH DEFINED 1,2 2,980,094
QUANTUM FUEL SYS TEC COM 74765E10 99 128,112 SH DEFINED 1,5 128,112
QUEST DIAGNOSTICS IN COM 74834L10 282,571 5,007,456 SH DEFINED 1,2,5,6,7,8,10,12,13 5,007,456
QUEST RESOURCE CORP COM NEW 74834930 9 27,079 SH DEFINED 1 27,079
QUEST SOFTWARE INC COM 74834T10 20,477 1,468,927 SH DEFINED 1,2,5,6 1,468,927
QUESTAR CORP COM 74835610 197,620 6,362,518 SH DEFINED 1,2,5,6,7,8,10,12,13 6,362,518
QUESTCOR PHARMACEUTI COM 74835Y10 5,939 1,187,706 SH DEFINED 1,2,5,6 1,187,706
QUICKLOGIC CORP COM 74837P10 20 14,273 SH DEFINED 1 14,273
QUICKSILVER RESOURCE COM 74837R10 23,656 2,546,393 SH DEFINED 1,2,5,6,8,10 2,546,393
QUIDEL CORP COM 74838J10 6,569 451,155 SH DEFINED 1,2,5,6 451,155
QUIKSILVER INC COM 74838C10 4,635 2,505,545 SH DEFINED 1,2,5 2,505,545
QWEST COMMUNICATIONS NOTE 3.50 749121BY 690 700,000 SH DEFINED 1,2 700,000
QWEST COMMUNICATIONS COM 74912110 409,153 98,591,068 SH DEFINED 1,2,5,6,7,8,10,12,13 98,591,068
RACKSPACE HOSTING IN COM 75008610 12,834 925,949 SH DEFINED 1,2,6 925,949
RADIAN GROUP INC COM 75023610 4,288 1,576,482 SH DEFINED 1,2,5,6 1,576,482
RADIANT SYSTEMS INC COM 75025N10 3,367 405,638 SH DEFINED 1,2,6 405,638
RADIO ONE INC CL A 75040P10 9 13,476 SH DEFINED 1 13,476
RADIO ONE INC CL D NON V 75040P40 16 64,703 SH DEFINED 1 64,703
RADIOSHACK CORP COM 75043810 90,044 6,450,139 SH DEFINED 1,2,5,6,7,8,10,12,13 6,450,139
RADISYS CORP COM 75045910 3,226 356,856 SH DEFINED 1,2,5 356,856
RADNET INC COM 75049110 560 248,998 SH DEFINED 1,2 248,998
RADVISION LTD ORD M8186910 148 18,882 SH DEFINED 1,2 18,882
RAE SYS INC COM 75061P10 488 353,383 SH DEFINED 1,2 353,383
RAIT FINANCIAL TRUST COM 74922710 1,950 1,423,235 SH DEFINED 1,2,5 1,423,235
RALCORP HLDGS INC NE COM 75102810 77,084 1,265,338 SH DEFINED 1,2,5,6,7,8,10,12,13 1,265,338
RAM ENERGY RESOURCES COM 75130P10 36 44,900 SH DEFINED 1 44,900
RAMBUS INC DEL COM 75091710 22,217 1,436,149 SH DEFINED 1,2,5,6,8,10 1,436,149
RAMCO-GERSHENSON PPT COM SH BEN 75145220 5,281 527,558 SH DEFINED 1,2,3,5,8 527,558
RAMTRON INTL CORP COM NEW 75190730 24 21,213 SH DEFINED 1 21,213
RANGE RES CORP COM 75281A10 241,658 5,835,752 SH DEFINED 1,2,5,6,7,8,10,12,13 5,835,752
RASER TECHNOLOGIES I COM 75405510 1,897 677,343 SH DEFINED 1,2,6 677,343
RAVEN INDS INC COM 75421210 5,753 224,714 SH DEFINED 1,2,5,6 224,714
RAYMOND JAMES FINANC COM 75473010 35,160 2,043,013 SH DEFINED 1,2,5,6,10 2,043,013
RAYONIER INC COM 75490710 62,168 1,710,249 SH DEFINED 1,2,5,6,7,8,10,12,13 1,710,249
RAYTHEON CO COM NEW 75511150 589,282 13,263,154 SH DEFINED 1,2,5,6,7,8,10,12,13 13,263,154
RBC BEARINGS INC COM 75524B10 6,099 298,255 SH DEFINED 1,2,5 298,255
RC2 CORP COM 74938810 4,357 329,323 SH DEFINED 1,2,5 329,323
RCN CORP COM NEW 74936120 5,155 863,417 SH DEFINED 1,2,5,6,8 863,417
READING INTERNATIONA CL A 75540810 613 134,724 SH DEFINED 1,2 134,724
REALNETWORKS INC COM 75605L10 4,046 1,353,023 SH DEFINED 1,2,5,6 1,353,023
REALTY INCOME CORP COM 75610910 48,330 2,204,838 SH DEFINED 1,2,3,5,6,8,10 2,204,838
RED HAT INC COM 75657710 51,533 2,560,005 SH DEFINED 1,2,5,6,7,8,10,12,13 2,560,005
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
RED LION HOTELS CORP COM 75676410 677 140,994 SH DEFINED 1,2 140,994
RED ROBIN GOURMET BU COM 75689M10 5,618 299,610 SH DEFINED 1,2,5,6 299,610
REDDY ICE HLDGS INC COM 75734R10 46 27,717 SH DEFINED 1 27,717
REDWOOD TR INC COM 75807540 20,792 1,408,648 SH DEFINED 1,2,5 1,408,648
REED ELSEVIER N V SPONS ADR 75820420 399 18,094 SH DEFINED 1 18,094
REED ELSEVIER P L C SPONS ADR 75820520 344 11,553 SH DEFINED 1 11,553
REGAL BELOIT CORP COM 75875010 25,342 638,013 SH DEFINED 1,2,5 638,013
REGAL ENTMT GROUP CL A 75876610 13,674 1,028,925 SH DEFINED 1,2,5,6,8,10 1,028,925
REGENCY CTRS CORP COM 75884910 106,437 3,048,906 SH DEFINED 1,2,3,5,6,7,8,10,12,13 3,048,906
REGENCY ENERGY PARTN COM UNITS 75885Y10 640 43,976 SH DEFINED 1,2 43,976
REGENERON PHARMACEUT COM 75886F10 37,483 2,091,683 SH DEFINED 1,2,5,6 2,091,683
REGENT COMMUNICATION COM 75886510 10 40,485 SH DEFINED 1 40,485
REGIONS FINANCIAL CO COM 7591EP10 203,225 50,303,173 SH DEFINED 1,2,5,6,7,8,10,12,13 50,303,173
REGIS CORP MINN COM 75893210 20,702 1,189,110 SH DEFINED 1,2,5 1,189,110
REHABCARE GROUP INC COM 75914810 8,880 371,072 SH DEFINED 1,2,5 371,072
REINSURANCE GROUP AM COM NEW 75935160 48,320 1,384,139 SH DEFINED 1,2,5,8,10,13 1,384,139
RELIANCE STEEL & ALU COM 75950910 84,825 2,209,572 SH DEFINED 1,2,5,6,7,10 2,209,572
RENAISSANCE LEARNING COM 75968L10 1,104 119,827 SH DEFINED 1,2,5 119,827
RENAISSANCERE HOLDIN COM G7496G10 36,018 773,915 SH DEFINED 1,2,5,6,7,8,10,12,13 773,915
RENASANT CORP COM 75970E10 4,936 328,606 SH DEFINED 1,2,5 328,606
RENT A CTR INC NEW COM 76009N10 48,731 2,733,084 SH DEFINED 1,2,5,6,7,8 2,733,084
RENTECH INC COM 76011210 130 228,365 SH DEFINED 1,2,5 228,365
RENTRAK CORP COM 76017410 1,786 108,676 SH DEFINED 1,2,5 108,676
REPLIGEN CORP COM 75991610 2,158 392,432 SH DEFINED 1,2,5 392,432
REPROS THERAPEUTICS COM 76028H10 504 70,062 SH DEFINED 1,2 70,062
REPSOL YPF S A SPONSORED 76026T20 714 31,951 SH DEFINED 1 31,951
REPUBLIC AWYS HLDGS COM 76027610 4,664 714,285 SH DEFINED 1,2,5 714,285
REPUBLIC BANCORP KY CL A 76028120 5,697 252,183 SH DEFINED 1,2,5 252,183
REPUBLIC FIRST BANCO COM 76041610 606 77,693 SH DEFINED 1,2 77,693
REPUBLIC SVCS INC COM 76075910 242,628 9,939,697 SH DEFINED 1,2,5,6,7,8,10,12,13 9,939,697
RES-CARE INC COM 76094310 7,717 539,616 SH DEFINED 1,2,5 539,616
RESEARCH FRONTIERS I COM 76091110 59 16,343 SH DEFINED 1 16,343
RESEARCH IN MOTION L COM 76097510 16,934 238,203 SH DEFINED 1,2,5,7 238,203
RESMED INC COM 76115210 60,001 1,473,150 SH DEFINED 1,2,5,6,10 1,473,150
RESOURCE AMERICA INC CL A 76119520 878 163,208 SH DEFINED 1,2 163,208
RESOURCE CAP CORP COM 76120W30 1,443 450,881 SH DEFINED 1,2 450,881
RESOURCES CONNECTION COM 76122Q10 11,938 695,264 SH DEFINED 1,2,5,6 695,264
RETAIL VENTURES INC COM 76128Y10 1,267 581,176 SH DEFINED 1,2,6 581,176
RETRACTABLE TECHNOLO COM 76129W10 18 20,339 SH DEFINED 1 20,339
REVLON INC CL A NEW 76152560 1,022 187,780 SH DEFINED 1,2,6 187,780
REWARDS NETWORK INC COM 76155710 1,336 352,613 SH DEFINED 1,2 352,613
REX ENERGY CORPORATI COM 76156510 1,896 332,586 SH DEFINED 1,2,5,6 332,586
REX STORES CORP COM 76162410 1,284 127,606 SH DEFINED 1,2 127,606
REYNOLDS AMERICAN IN COM 76171310 205,204 5,313,407 SH DEFINED 1,2,5,6,7,8,10,12,13 5,313,407
RF MICRODEVICES INC COM 74994110 26,383 7,016,810 SH DEFINED 1,2,5,6 7,016,810
RICHARDSON ELECTRS L COM 76316510 39 11,844 SH DEFINED 1 11,844
RIGEL PHARMACEUTICAL COM NEW 76655960 6,530 538,757 SH DEFINED 1,2,5,6 538,757
RIGHTNOW TECHNOLOGIE COM 76657R10 3,996 338,628 SH DEFINED 1,2,6 338,628
RIMAGE CORP COM 76672110 2,377 143,094 SH DEFINED 1,2 143,094
RISKMETRICS GROUP IN COM 76773510 5,888 333,423 SH DEFINED 1,2,5,6 333,423
RITCHIE BROS AUCTION COM 76774410 406 17,300 SH DEFINED 1,7 17,300
RITE AID CORP COM 76775410 10,159 6,727,990 SH DEFINED 1,2,5,6,8,10 6,727,990
RIVERBED TECHNOLOGY COM 76857310 19,755 851,874 SH DEFINED 1,2,5,6 851,874
RIVERVIEW BANCORP IN COM 76939710 42 13,992 SH DEFINED 1 13,992
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
RLI CORP COM 74960710 82,837 1,849,046 SH DEFINED 1,2,5,6 1,849,046
ROBBINS & MYERS INC COM 77019610 11,341 589,123 SH DEFINED 1,2,5,6 589,123
ROBERT HALF INTL INC COM 77032310 116,630 4,937,750 SH DEFINED 1,2,5,6,7,8,10,12,13 4,937,750
ROCHESTER MED CORP COM 77149710 1,405 104,861 SH DEFINED 1,2 104,861
ROCK OF AGES CORP CL A 77263210 23 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 40,134 1,051,739 SH DEFINED 1,2,5 1,051,739
ROCKVILLE FINL INC COM 77418610 1,410 128,732 SH DEFINED 1,2 128,732
ROCKWELL AUTOMATION COM 77390310 142,472 4,435,602 SH DEFINED 1,2,5,6,7,8,10,12,13 4,435,602
ROCKWELL COLLINS INC COM 77434110 205,710 4,929,542 SH DEFINED 1,2,5,6,7,8,10,12,13 4,929,542
ROCKWELL MEDICAL TEC COM 77437410 898 118,948 SH DEFINED 1,2 118,948
ROCKWOOD HLDGS INC COM 77441510 10,522 718,739 SH DEFINED 1,2,5,8 718,739
ROFIN SINAR TECHNOLO COM 77504310 10,930 546,234 SH DEFINED 1,2,5,6 546,234
ROGERS COMMUNICATION CL B 77510920 1,576 61,200 SH DEFINED 1,2,7 61,200
ROGERS CORP COM 77513310 6,757 334,001 SH DEFINED 1,2,5,6 334,001
ROLLINS INC COM 77571110 18,170 1,049,702 SH DEFINED 1,2,5,6 1,049,702
ROMA FINANCIAL CORP COM 77581P10 1,414 111,020 SH DEFINED 1,2,6 111,020
ROPER INDS INC NEW COM 77669610 92,647 2,044,736 SH DEFINED 1,2,5,6,7,8,10,12,13 2,044,736
ROSETTA RESOURCES IN COM 77777930 8,150 930,346 SH DEFINED 1,2,5,6 930,346
ROSETTA STONE INC COM 77778010 1,833 66,811 SH DEFINED 1,2 66,811
ROSS STORES INC COM 77829610 162,869 4,219,402 SH DEFINED 1,2,5,6,7,8,10,12,13 4,219,402
ROSTELECOM OPEN JT S SPONSORED 77852910 3,028 95,482 SH DEFINED 1,2,5,6,10 95,482
ROWAN COS INC COM 77938210 106,665 5,520,958 SH DEFINED 1,2,5,6,7,8,10,12,13 5,520,958
ROYAL BK CDA MONTREA COM 78008710 1,714 41,952 SH DEFINED 1,2,7 41,952
ROYAL CARIBBEAN CRUI COM V7780T10 23,261 1,717,955 SH DEFINED 1,2,5,6,7,8,10,12,13 1,717,955
ROYAL DUTCH SHELL PL SPON ADR B 78025910 2,933 57,666 SH DEFINED 1 57,666
ROYAL DUTCH SHELL PL SPONS ADR 78025920 2,229 44,413 SH DEFINED 1,2,5 44,413
ROYAL GOLD INC COM 78028710 44,137 1,058,697 SH DEFINED 1,2,5,6,10 1,058,697
RPC INC COM 74966010 4,352 521,162 SH DEFINED 1,2,5,6 521,162
RPM INTL INC COM 74968510 51,591 3,674,569 SH DEFINED 1,2,5,6,8,10 3,674,569
RRI ENERGY INC COM 74971X10 22,339 4,458,799 SH DEFINED 1,2,5,6,7,8,10,12 4,458,799
RSC HOLDINGS INC COM 74972L10 5,059 752,804 SH DEFINED 1,2,5,6 752,804
RTI BIOLOGICS INC COM 74975N10 3,194 744,595 SH DEFINED 1,2,5 744,595
RTI INTL METALS INC COM 74973W10 7,483 423,465 SH DEFINED 1,2,5 423,465
RUBICON TECHNOLOGY I COM 78112T10 2,610 182,771 SH DEFINED 1,2,6 182,771
RUBY TUESDAY INC COM 78118210 6,054 908,984 SH DEFINED 1,2,5 908,984
RUDDICK CORP COM 78125810 39,033 1,665,948 SH DEFINED 1,2,5 1,665,948
RUDOLPH TECHNOLOGIES COM 78127010 2,770 501,769 SH DEFINED 1,2,5,6 501,769
RURAL / METRO CORP COM 78174810 68 26,539 SH DEFINED 1 26,539
RUSH ENTERPRISES INC CL A 78184620 5,646 484,612 SH DEFINED 1,2,5 484,612
RUSS BERRIE & CO COM 78223310 220 56,181 SH DEFINED 1 56,181
RUTHS HOSPITALITY GR COM 78333210 1,086 295,976 SH DEFINED 1,2 295,976
RYANAIR HLDGS PLC SPONSORED 78351310 7,525 265,046 SH DEFINED 1,2,5,6 265,046
RYDER SYS INC COM 78354910 48,337 1,731,274 SH DEFINED 1,2,5,6,8,10,12,13 1,731,274
RYLAND GROUP INC COM 78376410 44,401 2,649,215 SH DEFINED 1,2,5,6 2,649,215
S & T BANCORP INC COM 78385910 10,583 870,346 SH DEFINED 1,2,5 870,346
S Y BANCORP INC COM 78506010 4,940 204,385 SH DEFINED 1,2,5,6 204,385
S1 CORPORATION COM 78463B10 6,373 920,902 SH DEFINED 1,2,5,6 920,902
SABA SOFTWARE INC COM NEW 78493260 847 219,875 SH DEFINED 1,2 219,875
SAFEGUARD SCIENTIFIC COM 78644910 2,083 1,578,203 SH DEFINED 1,2 1,578,203
SAFETY INS GROUP INC COM 78648T10 8,555 279,929 SH DEFINED 1,2,5 279,929
SAFEWAY INC COM NEW 78651420 311,984 15,315,853 SH DEFINED 1,2,5,6,7,8,10,12,13 15,315,853
SAIA INC COM 78709Y10 5,526 306,855 SH DEFINED 1,2,5,6 306,855
SAIC INC COM 78390X10 95,180 5,130,998 SH DEFINED 1,2,5,6,7,8,10,12,13 5,130,998
SAKS INC COM 79377W10 15,065 3,400,678 SH DEFINED 1,2,5,6 3,400,678
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SALARY COM INC COM 79400610 31 10,171 SH DEFINED 1 10,171
SALESFORCE COM INC COM 79466L30 129,920 3,403,727 SH DEFINED 1,2,5,6,7,8,10,12,13 3,403,727
SALIX PHARMACEUTICAL COM 79543510 8,157 826,477 SH DEFINED 1,2,5,6 826,477
SALLY BEAUTY HLDGS I COM 79546E10 27,464 4,318,298 SH DEFINED 1,2,5,6 4,318,298
SANDERS MORRIS HARRI COM 80000Q10 1,442 262,214 SH DEFINED 1,2 262,214
SANDERSON FARMS INC COM 80001310 13,799 306,642 SH DEFINED 1,2,5 306,642
SANDISK CORP NOTE 1.00 80004CAC 314 500,000 SH DEFINED 1,2 500,000
SANDISK CORP COM 80004C10 103,457 7,037,897 SH DEFINED 1,2,5,6,7,8,10,12,13 7,037,897
SANDRIDGE ENERGY INC COM 80007P30 13,419 1,574,956 SH DEFINED 1,2,5,7,10 1,574,956
SANDY SPRING BANCORP COM 80036310 3,649 248,201 SH DEFINED 1,2,5 248,201
SANGAMO BIOSCIENCES COM 80067710 2,588 523,805 SH DEFINED 1,2,5,6 523,805
SANMINA SCI CORP COM 80090710 736 1,681,313 SH DEFINED 1,2,5,6,7,8 1,681,313
SANOFI AVENTIS SPONSORED 80105N10 1,521 51,573 SH DEFINED 1,2 51,573
SANTANDER BANCORP COM 80280910 1,281 184,059 SH DEFINED 1,2,5 184,059
SANTARUS INC COM 80281730 1,588 563,176 SH DEFINED 1,2 563,176
SANTOS LIMITED SPONSORED 80302160 310 6,557 SH DEFINED 1 6,557
SAP AG SPON ADR 80305420 5,085 126,521 SH DEFINED 1,2 126,521
SAPIENT CORP COM 80306210 9,349 1,486,383 SH DEFINED 1,2,5,6 1,486,383
SARA LEE CORP COM 80311110 243,360 24,934,467 SH DEFINED 1,2,5,6,7,8,10,12,13 24,934,467
SASOL LTD SPONSORED 80386630 200 5,758 SH DEFINED 1,6 5,758
SATCON TECHNOLOGY CO COM 80389310 779 432,977 SH DEFINED 1,2 432,977
SATYAM COMPUTER SERV ADR 80409810 753 242,009 SH DEFINED 1,2,5 242,009
SAUER-DANFOSS INC COM 80413710 1,908 311,297 SH DEFINED 1,2,5 311,297
SAUL CTRS INC COM 80439510 9,600 324,656 SH DEFINED 1,2,3,5,6,8 324,656
SAVIENT PHARMACEUTIC COM 80517Q10 13,283 960,450 SH DEFINED 1,2,5,6 960,450
SAVVIS INC COM NEW 80542330 7,954 694,083 SH DEFINED 1,2,5,6 694,083
SBA COMMUNICATIONS C COM 78388J10 37,791 1,539,989 SH DEFINED 1,2,5,6,7,8,10,12,13 1,539,989
SCANA CORP NEW COM 80589M10 143,404 4,416,519 SH DEFINED 1,2,5,6,7,8,10,12,13 4,416,519
SCANSOURCE INC COM 80603710 13,031 531,425 SH DEFINED 1,2,5,6 531,425
SCBT FINANCIAL CORP COM 78401V10 4,241 179,022 SH DEFINED 1,2,5 179,022
SCHAWK INC CL A 80637310 1,651 219,849 SH DEFINED 1,2,5 219,849
SCHEIN HENRY INC COM 80640710 104,064 2,170,261 SH DEFINED 1,2,5,6,7,8,10,12,13 2,170,261
SCHERING PLOUGH CORP COM 80660510 1,344,053 53,505,299 SH DEFINED 1,2,5,6,7,8,10,12,13 53,505,299
SCHERING PLOUGH CORP PFD CONV M 80660570 1,134 5,000 SH DEFINED 1,2 5,000
SCHIFF NUTRITION INT COM 80669310 586 115,098 SH DEFINED 1,2 115,098
SCHLUMBERGER LTD COM 80685710 2,189,533 40,464,477 SH DEFINED 1,2,5,6,7,8,10,12,13 40,464,477
SCHNITZER STL INDS CL A 80688210 37,355 706,685 SH DEFINED 1,2,5,6,10 706,685
SCHOLASTIC CORP COM 80706610 14,890 752,398 SH DEFINED 1,2,5,7,8 752,398
SCHOOL SPECIALTY INC COM 80786310 6,116 302,615 SH DEFINED 1,2,5 302,615
SCHULMAN A INC COM 80819410 10,240 677,687 SH DEFINED 1,2,5 677,687
SCHWAB CHARLES CORP COM 80851310 614,909 35,057,539 SH DEFINED 1,2,5,6,7,8,10,12,13 35,057,539
SCHWEITZER-MAUDUIT I COM 80854110 8,251 303,248 SH DEFINED 1,2,5 303,248
SCICLONE PHARMACEUTI COM 80862K10 865 337,929 SH DEFINED 1,2 337,929
SCIENTIFIC GAMES COR CL A 80874P10 20,024 1,270,565 SH DEFINED 1,2,5,6,10 1,270,565
SCM MICROSYSTEMS INC COM 78401810 34 14,231 SH DEFINED 1 14,231
SCOLR PHARMA INC COM 78402X10 6 18,140 SH DEFINED 1 18,140
SCOTTS MIRACLE GRO C CL A 81018610 31,976 912,284 SH DEFINED 1,2,5,6,7,8,10 912,284
SCRIPPS E W CO OHIO CL A NEW 81105440 1,194 571,385 SH DEFINED 1,2,5,6,8 571,385
SCRIPPS NETWORKS INT CL A COM 81106510 80,745 2,901,351 SH DEFINED 1,2,5,6,7,8,10,12,13 2,901,351
SEABOARD CORP COM 81154310 7,617 6,789 SH DEFINED 1,2,5 6,789
SEABRIGHT INSURANCE COM 81165610 4,846 478,389 SH DEFINED 1,2 478,389
SEACHANGE INTL INC COM 81169910 3,576 445,385 SH DEFINED 1,2,5 445,385
SEACOAST BKG CORP FL COM 81170730 101 41,738 SH DEFINED 1,2 41,738
SEACOR HOLDINGS INC COM 81190410 37,644 500,317 SH DEFINED 1,2,5,6,7,10 500,317
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SEAGATE TECHNOLOGY SHS G7945J10 66,787 6,385,006 SH DEFINED 1,2,5,6,7,8,10,12,13 6,385,006
SEALED AIR CORP NEW COM 81211K10 117,951 6,393,006 SH DEFINED 1,2,5,6,7,8,10,12,13 6,393,006
SEALY CORP RIGHT 06/2 81213912 293 138,173 SH DEFINED 1,2 138,173
SEALY CORP COM 81213930 1,188 606,309 SH DEFINED 1,2,5 606,309
SEARS HLDGS CORP COM 81235010 289,666 4,354,577 SH DEFINED 1,2,5,6,7,8,10,12,13 4,354,577
SEASPAN CORP SHS Y7563810 102 16,658 SH DEFINED 1,5 16,658
SEATTLE GENETICS INC COM 81257810 10,631 1,093,763 SH DEFINED 1,2,5,6 1,093,763
SECURITY BANK CORP COM 81404710 6 14,729 SH DEFINED 1 14,729
SEI INVESTMENTS CO COM 78411710 59,901 3,320,460 SH DEFINED 1,2,5,6,7,8,10,12,13 3,320,460
SELECT COMFORT CORP COM 81616X10 54 64,792 SH DEFINED 1 64,792
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 2,769 99,268 SH DEFINED 1 99,268
SELECTICA INC COM 81628810 28 66,920 SH DEFINED 1 66,920
SELECTIVE INS GROUP COM 81630010 12,565 983,926 SH DEFINED 1,2,5 983,926
SEMITOOL INC COM 81690910 1,646 356,312 SH DEFINED 1,2,5 356,312
SEMPRA ENERGY COM 81685110 477,731 9,625,852 SH DEFINED 1,2,5,6,7,8,10,12,13 9,625,852
SEMTECH CORP COM 81685010 29,204 1,835,582 SH DEFINED 1,2,5,6 1,835,582
SENECA FOODS CORP NE CL A 81707050 2,804 83,909 SH DEFINED 1,2 83,909
SENIOR HSG PPTYS TR SH BEN INT 81721M10 54,827 3,359,486 SH DEFINED 1,2,3,5,6,8,10 3,359,486
SENOMYX INC COM 81724Q10 75 35,718 SH DEFINED 1 35,718
SENSIENT TECHNOLOGIE COM 81725T10 32,685 1,448,151 SH DEFINED 1,2,5 1,448,151
SEPRACOR INC COM 81731510 46,809 2,699,481 SH DEFINED 1,2,5,6,8,10,12 2,699,481
SEQUENOM INC COM NEW 81733740 3,167 809,905 SH DEFINED 1,2,5,6 809,905
SERVICE CORP INTL COM 81756510 28,875 5,269,209 SH DEFINED 1,2,5,6,10 5,269,209
SEVERN BANCORP ANNA COM 81811M10 42 13,689 SH DEFINED 1 13,689
SHANDA INTERACTIVE E SPONSORED 81941Q20 1,408 26,905 SH DEFINED 1,2,6 26,905
SHAW COMMUNICATIONS CL B CONV 82028K20 723 42,894 SH DEFINED 1,7 42,894
SHAW GROUP INC COM 82028010 52,964 1,932,286 SH DEFINED 1,2,5,6,7,8,10 1,932,286
SHENANDOAH TELECOMMU COM 82312B10 7,275 358,529 SH DEFINED 1,2,5,6 358,529
SHENGDA TECH INC COM 82321310 1,392 371,243 SH DEFINED 1,2 371,243
SHERWIN WILLIAMS CO COM 82434810 193,052 3,591,666 SH DEFINED 1,2,5,6,7,8,10,12,13 3,591,666
SHINHAN FINANCIAL GR SPN ADR RE 82459610 2,229 43,856 SH DEFINED 1,6 43,856
SHIP FINANCE INTERNA SHS G8107510 5,549 503,121 SH DEFINED 1,2,5,6,7 503,121
SHOE CARNIVAL INC COM 82488910 1,995 167,238 SH DEFINED 1,2,5 167,238
SHORE BANCSHARES INC COM 82510710 2,184 121,757 SH DEFINED 1,2,5 121,757
SHORETEL INC COM 82521110 4,352 543,951 SH DEFINED 1,2,6 543,951
SHUFFLE MASTER INC COM 82554910 6,738 1,019,308 SH DEFINED 1,2,5,6 1,019,308
SHUTTERFLY INC COM 82568P30 4,403 315,629 SH DEFINED 1,2,5,6 315,629
SIEMENS A G SPONSORED 82619750 1,370 19,803 SH DEFINED 1,2 19,803
SIERRA BANCORP COM 82620P10 1,248 98,784 SH DEFINED 1,2 98,784
SIGA TECHNOLOGIES IN COM 82691710 2,853 337,987 SH DEFINED 1,2,6 337,987
SIGMA ALDRICH CORP COM 82655210 202,195 4,079,800 SH DEFINED 1,2,5,6,7,8,10,12,13 4,079,800
SIGMA DESIGNS INC COM 82656510 8,136 507,263 SH DEFINED 1,2,5,6 507,263
SIGMATRON INTL INC COM 82661L10 24 12,713 SH DEFINED 1 12,713
SIGNATURE BK NEW YOR COM 82669G10 28,194 1,033,899 SH DEFINED 1,2,5,6 1,033,899
SIGNET JEWELERS LIMI SHS G8127610 17,061 819,474 SH DEFINED 1,2,5,8,10 819,474
SILGAN HOLDINGS INC COM 82704810 26,882 548,286 SH DEFINED 1,2,5,6,7 548,286
SILICON GRAPHICS INT COM 82706L10 2,459 541,654 SH DEFINED 1,2,6 541,654
SILICON IMAGE INC COM 82705T10 3,508 1,532,064 SH DEFINED 1,2,5 1,532,064
SILICON LABORATORIES COM 82691910 40,654 1,070,394 SH DEFINED 1,2,5,6,10 1,070,394
SILICON STORAGE TECH COM 82705710 4,099 2,191,973 SH DEFINED 1,2,5,6 2,191,973
SILICONWARE PRECISIO SPONSD ADR 82708486 9,125 1,476,609 SH DEFINED 1,4,5,6,8 1,476,609
SILVERCORP METALS IN COM 82835P10 124 35,400 SH DEFINED 1 35,400
SIMMONS 1ST NATL COR CL A $1 PA 82873020 7,129 266,789 SH DEFINED 1,2,5 266,789
SIMON PPTY GROUP INC COM 82880610 704,069 13,689,855 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,689,855
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SIMON PPTY GROUP INC PFD CONV I 82880680 351 7,460 SH DEFINED 1,2 7,460
SIMPSON MANUFACTURIN COM 82907310 34,402 1,591,216 SH DEFINED 1,2,5,6 1,591,216
SIMS METAL MANAGEMEN SPONS ADR 82916010 328 15,914 SH DEFINED 1 15,914
SINA CORP ORD G8147710 2,461 83,478 SH DEFINED 1,2,5,6 83,478
SINCLAIR BROADCAST G CL A 82922610 1,935 997,168 SH DEFINED 1,2 997,168
SIRF TECHNOLOGY HLDG COM 82967H10 990 240,768 SH DEFINED 1 240,768
SIRIUS XM RADIO INC COM 82967N10 4,312 10,027,293 SH DEFINED 1,2,5,6,7,12 10,027,293
SIRONA DENTAL SYSTEM COM 82966C10 4,625 231,388 SH DEFINED 1,2,5,6 231,388
SJW CORP COM 78430510 4,605 202,851 SH DEFINED 1,2,5 202,851
SK TELECOM LTD SPONSORED 78440P10 3,532 233,118 SH DEFINED 1,2,6,12 233,118
SKECHERS U S A INC CL A 83056610 5,260 538,383 SH DEFINED 1,2,5,6 538,383
SKILLED HEALTHCARE G CL A 83066R10 2,386 318,068 SH DEFINED 1,2 318,068
SKILLSOFT PLC SPONSORED 83092810 451 57,843 SH DEFINED 1,5,6 57,843
SKYLINE CORP COM 83083010 2,398 110,234 SH DEFINED 1,2,5 110,234
SKYWEST INC COM 83087910 16,517 1,619,270 SH DEFINED 1,2,5,8 1,619,270
SKYWORKS SOLUTIONS I COM 83088M10 33,169 3,388,051 SH DEFINED 1,2,5 3,388,051
SL GREEN RLTY CORP COM 78440X10 59,847 2,608,832 SH DEFINED 1,2,3,5,6,7,8,10 2,608,832
SLM CORP COM 78442P10 188,696 18,373,546 SH DEFINED 1,2,5,6,7,8,10,12,13 18,373,546
SMART BALANCE INC COM 83169Y10 6,035 886,208 SH DEFINED 1,2,6 886,208
SMART MODULAR TECHNO ORD SHS G8224510 1,166 513,715 SH DEFINED 1,2,5 513,715
SMARTHEAT INC COM 83172F10 389 56,769 SH DEFINED 1,2 56,769
SMITH & NEPHEW PLC SPDN ADR N 83175M20 258 6,937 SH DEFINED 1 6,937
SMITH & WESSON HLDG COM 83175610 4,717 830,506 SH DEFINED 1,2,5,6 830,506
SMITH A O COM 83186520 14,674 450,543 SH DEFINED 1,2,5 450,543
SMITH INTL INC COM 83211010 213,676 8,298,093 SH DEFINED 1,2,5,6,7,8,10,12,13 8,298,093
SMITH MICRO SOFTWARE COM 83215410 4,495 458,720 SH DEFINED 1,2,5,6 458,720
SMITHFIELD FOODS INC COM 83224810 35,750 2,559,084 SH DEFINED 1,2,5,6,8,10,12 2,559,084
SMITHTOWN BANCORP IN COM 83244910 2,221 173,668 SH DEFINED 1,2 173,668
SMUCKER J M CO COM NEW 83269640 172,632 3,547,710 SH DEFINED 1,2,5,6,7,8,10,12,13 3,547,710
SNAP ON INC COM 83303410 58,054 2,019,961 SH DEFINED 1,2,5,6,8,10,13 2,019,961
SOAPSTONE NETWORKS I COM 83357010 69 16,462 SH DEFINED 1,2 16,462
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 20,835 575,720 SH DEFINED 1,2,5,6,7 575,720
SOHU COM INC COM 83408W10 20,357 324,000 SH DEFINED 1,2,5,6,7,8,10 324,000
SOLARWINDS INC COM 83416B10 2,124 128,833 SH DEFINED 1,2 128,833
SOLERA HOLDINGS INC COM 83421A10 31,642 1,245,739 SH DEFINED 1,2,5,6,7,8 1,245,739
SOLUTIA INC COM NEW 83437650 8,102 1,406,568 SH DEFINED 1,2 1,406,568
SOMANETICS CORP COM NEW 83444540 4,485 271,654 SH DEFINED 1,2,5,6 271,654
SONIC AUTOMOTIVE INC CL A 83545G10 5,664 557,510 SH DEFINED 1,2,5 557,510
SONIC CORP COM 83545110 9,529 950,023 SH DEFINED 1,2,5,6 950,023
SONIC SOLUTIONS COM 83546010 208 70,855 SH DEFINED 1 70,855
SONICWALL INC COM 83547010 7,301 1,332,242 SH DEFINED 1,2,5,6 1,332,242
SONOCO PRODS CO COM 83549510 117,614 4,910,829 SH DEFINED 1,2,5,6,8,10 4,910,829
SONOSITE INC COM 83568G10 5,375 268,372 SH DEFINED 1,2,5,6 268,372
SONUS NETWORKS INC COM 83591610 5,698 3,538,849 SH DEFINED 1,2,5,6 3,538,849
SONY CORP ADR NEW 83569930 1,020 39,458 SH DEFINED 1 39,458
SOTHEBYS COM 83589810 30,864 2,187,400 SH DEFINED 1,2,5,6 2,187,400
SOURCEFIRE INC COM 83616T10 3,335 269,137 SH DEFINED 1,2,6 269,137
SOURCEFORGE INC COM 83616W10 86 68,413 SH DEFINED 1,5 68,413
SOUTH FINL GROUP INC COM 83784110 2,080 1,747,739 SH DEFINED 1,2,5,6 1,747,739
SOUTH JERSEY INDS IN COM 83851810 20,710 593,593 SH DEFINED 1,2,5 593,593
SOUTHERN CMNTY FINL COM 84263210 97 35,900 SH DEFINED 1 35,900
SOUTHERN CO COM 84258710 861,236 27,639,145 SH DEFINED 1,2,5,6,7,8,10,12,13 27,639,145
SOUTHERN COPPER CORP COM 84265V10 69,010 3,376,227 SH DEFINED 1,2,5,6,7,8,10,12 3,376,227
SOUTHERN UN CO NEW COM 84403010 45,844 2,492,880 SH DEFINED 1,2,5,6,10 2,492,880
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SOUTHSIDE BANCSHARES COM 84470P10 6,010 262,783 SH DEFINED 1,2 262,783
SOUTHWEST AIRLS CO COM 84474110 143,125 21,266,705 SH DEFINED 1,2,5,6,7,8,10,12,13 21,266,705
SOUTHWEST BANCORP IN COM 84476710 2,566 262,951 SH DEFINED 1,2 262,951
SOUTHWEST GAS CORP COM 84489510 23,582 1,061,780 SH DEFINED 1,2,5,8 1,061,780
SOUTHWEST WTR CO COM 84533110 1,844 334,585 SH DEFINED 1,2 334,585
SOUTHWESTERN ENERGY COM 84546710 484,770 12,477,985 SH DEFINED 1,2,5,6,7,8,10,12,13 12,477,985
SOVRAN SELF STORAGE COM 84610H10 16,981 690,275 SH DEFINED 1,2,3,5,8 690,275
SPANISH BROADCASTING CL A 84642588 2 10,988 SH DEFINED 1 10,988
SPARTAN MTRS INC COM 84681910 7,877 695,210 SH DEFINED 1,2,6 695,210
SPARTAN STORES INC COM 84682210 5,192 418,346 SH DEFINED 1,2,5,6 418,346
SPARTECH CORP COM NEW 84722020 6,596 717,708 SH DEFINED 1,2,5 717,708
SPDR INDEX SHS FDS SPDR DJ EU 78463X20 3,105 93,240 SH DEFINED 10 93,240
SPDR INDEX SHS FDS EMERG MKTS 78463X50 783 15,650 SH DEFINED 7 15,650
SPDR INDEX SHS FDS DJ INTL RL 78463X86 5,933 206,500 SH DEFINED 2 206,500
SPDR INDEX SHS FDS S&P INTL S 78463X87 15,488 730,200 SH DEFINED 2 730,200
SPDR SERIES TRUST BARCLY CNV 78464A35 849 26,500 SH DEFINED 1 26,500
SPDR SERIES TRUST BRCLYS YLD 78464A41 56,586 1,608,018 SH DEFINED 1,2,5 1,608,018
SPDR SERIES TRUST DJ REIT ET 78464A60 754 22,203 SH DEFINED 8 22,203
SPDR SERIES TRUST BRCLYS AGG 78464A64 10,241 187,059 SH DEFINED 2 187,059
SPDR SERIES TRUST BRCLYS 1-3 78464A68 5,817 126,825 SH DEFINED 1 126,825
SPDR TR UNIT SER 1 78462F10 239,883 2,608,845 SH DEFINED 1,2,5,10 2,608,845
SPECTRA ENERGY CORP COM 84756010 387,622 22,909,106 SH DEFINED 1,2,5,6,7,8,10,12,13 22,909,106
SPECTRA ENERGY PARTN COM 84756N10 251 11,685 SH DEFINED 1,2 11,685
SPECTRANETICS CORP COM 84760C10 1,946 394,802 SH DEFINED 1,2 394,802
SPECTRUM CTL INC COM 84761510 1,090 123,825 SH DEFINED 1,2 123,825
SPECTRUM PHARMACEUTI COM 84763A10 3,649 476,932 SH DEFINED 1,2 476,932
SPEEDWAY MOTORSPORTS COM 84778810 3,073 223,349 SH DEFINED 1,2,5 223,349
SPHERION CORP COM 84842010 6,044 1,466,905 SH DEFINED 1,2,5 1,466,905
SPHERIX INC COM 84842R10 24 16,667 SH DEFINED 1 16,667
SPIRIT AEROSYSTEMS H COM CL A 84857410 15,968 1,162,127 SH DEFINED 1,2,5,6,8,10 1,162,127
SPORT CHALET INC CL A 84916320 27 13,343 SH DEFINED 1 13,343
SPORT SUPPLY GROUP I COM 84916A10 726 84,523 SH DEFINED 1,2 84,523
SPRINT NEXTEL CORP COM SER 1 85206110 471,563 98,038,040 SH DEFINED 1,2,5,6,7,8,10,12,13 98,038,040
SPSS INC COM 78462K10 15,478 463,833 SH DEFINED 1,2,5,6 463,833
SPX CORP COM 78463510 65,023 1,327,810 SH DEFINED 1,2,5,6,7,8,10,12,13 1,327,810
SRA INTL INC CL A 78464R10 18,077 1,029,442 SH DEFINED 1,2,5,6,8 1,029,442
SRS LABS INC COM 78464M10 686 103,187 SH DEFINED 1,2 103,187
ST JOE CO COM 79014810 29,384 1,109,265 SH DEFINED 1,2,5,6,8,10,12 1,109,265
ST JUDE MED INC COM 79084910 455,156 11,074,358 SH DEFINED 1,2,5,6,7,8,10,12,13 11,074,358
ST MARY LD & EXPL CO COM 79222810 16,701 800,251 SH DEFINED 1,2,5,6,10 800,251
STAAR SURGICAL CO COM PAR $0 85231230 59 24,655 SH DEFINED 1 24,655
STAGE STORES INC COM NEW 85254C30 7,354 662,533 SH DEFINED 1,2,5 662,533
STAMPS COM INC COM NEW 85285720 1,952 230,235 SH DEFINED 1,2,5,6 230,235
STANCORP FINL GROUP COM 85289110 31,502 1,098,394 SH DEFINED 1,2,5,6,7,8,10 1,098,394
STANDARD MICROSYSTEM COM 85362610 7,605 371,875 SH DEFINED 1,2,5,6 371,875
STANDARD MTR PRODS I COM 85366610 1,345 162,642 SH DEFINED 1,2 162,642
STANDARD PAC CORP NE COM 85375C10 4,011 1,975,951 SH DEFINED 1,2,5,6 1,975,951
STANDARD PARKING COR COM 85379010 3,493 214,414 SH DEFINED 1,2,6 214,414
STANDARD REGISTER CO COM 85388710 1,396 428,224 SH DEFINED 1,2,5 428,224
STANDEX INTL CORP COM 85423110 3,053 263,193 SH DEFINED 1,2,5 263,193
STANLEY FURNITURE IN COM NEW 85430520 1,220 113,060 SH DEFINED 1,2 113,060
STANLEY INC COM 85453210 5,508 167,509 SH DEFINED 1,2,5,6 167,509
STANLEY WKS COM 85461610 99,636 2,944,332 SH DEFINED 1,2,5,6,7,8,10,12,13 2,944,332
STAPLES INC COM 85503010 463,743 22,980,329 SH DEFINED 1,2,5,6,7,8,10,12,13 22,980,329
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
STAR GAS PARTNERS L UNIT LTD P 85512C10 185 51,779 SH DEFINED 1,2 51,779
STAR SCIENTIFIC INC COM 85517P10 619 695,348 SH DEFINED 1,2 695,348
STARBUCKS CORP COM 85524410 321,627 23,155,264 SH DEFINED 1,2,5,6,7,8,10,12,13 23,155,264
STARENT NETWORKS COR COM 85528P10 13,043 534,318 SH DEFINED 1,2,5,6 534,318
STARTEK INC COM 85569C10 1,045 130,323 SH DEFINED 1,2 130,323
STARWOOD HOTELS&RESO COM 85590A40 168,176 7,575,493 SH DEFINED 1,2,5,6,7,8,10,12,13 7,575,493
STATE AUTO FINL CORP COM 85570710 3,866 220,924 SH DEFINED 1,2,5 220,924
STATE BANCORP INC N. COM 85571610 1,480 195,807 SH DEFINED 1,2 195,807
STATE STR CORP COM 85747710 1,057,600 22,406,780 SH DEFINED 1,2,5,6,7,8,10,12,13 22,406,780
STEAK N SHAKE CO COM 85787310 3,887 444,758 SH DEFINED 1,2,5,6 444,758
STEC INC COM 78477410 8,232 354,987 SH DEFINED 1,2,6 354,987
STEEL DYNAMICS INC COM 85811910 86,498 5,844,430 SH DEFINED 1,2,5,6,8,10 5,844,430
STEELCASE INC CL A 85815520 6,645 1,141,734 SH DEFINED 1,2,5,8 1,141,734
STEIN MART INC COM 85837510 3,725 420,379 SH DEFINED 1,2 420,379
STEINER LEISURE LTD ORD P8744Y10 7,718 252,808 SH DEFINED 1,2,5 252,808
STEINWAY MUSICAL INS COM 85849510 1,206 112,741 SH DEFINED 1,2 112,741
STELLARONE CORP COM 85856G10 4,220 325,907 SH DEFINED 1,2 325,907
STEMCELLS INC COM 85857R10 1,953 1,149,032 SH DEFINED 1,2,5 1,149,032
STEPAN CO COM 85858610 7,452 168,742 SH DEFINED 1,2,5,6 168,742
STEREOTAXIS INC COM 85916J10 2,087 537,795 SH DEFINED 1,2,6 537,795
STERICYCLE INC COM 85891210 135,137 2,622,483 SH DEFINED 1,2,5,6,7,8,10,12,13 2,622,483
STERIS CORP COM 85915210 45,923 1,760,861 SH DEFINED 1,2,5,6 1,760,861
STERLING BANCORP COM 85915810 2,748 329,145 SH DEFINED 1,2,5 329,145
STERLING BANCSHARES COM 85890710 19,581 3,093,432 SH DEFINED 1,2,5 3,093,432
STERLING CONSTRUCTIO COM 85924110 3,463 226,958 SH DEFINED 1,2,5,6 226,958
STERLING FINL CORP W COM 85931910 2,464 846,788 SH DEFINED 1,2,5,6 846,788
STERLITE INDS INDIA ADS 85973720 1,770 142,322 SH DEFINED 1,6,8 142,322
STEWART ENTERPRISES CL A 86037010 7,802 1,618,692 SH DEFINED 1,2,5 1,618,692
STEWART INFORMATION COM 86037210 4,161 292,018 SH DEFINED 1,2,5 292,018
STIFEL FINL CORP COM 86063010 22,927 476,758 SH DEFINED 1,2,5,6 476,758
STILLWATER MNG CO COM 86074Q10 6,347 1,111,559 SH DEFINED 1,2,5,6 1,111,559
STONE ENERGY CORP COM 86164210 5,394 726,920 SH DEFINED 1,2,5 726,920
STONERIDGE INC COM 86183P10 1,704 354,944 SH DEFINED 1,2 354,944
STRATASYS INC COM 86268510 3,415 313,018 SH DEFINED 1,2,5,6 313,018
STRATEGIC HOTELS & R COM 86272T10 1,695 1,526,842 SH DEFINED 1,2,3 1,526,842
STRAYER ED INC COM 86323610 61,096 280,115 SH DEFINED 1,2,5,6,10 280,115
STRYKER CORP COM 86366710 325,690 8,195,516 SH DEFINED 1,2,5,6,7,8,10,12,13 8,195,516
STUDENT LN CORP COM 86390210 2,335 62,775 SH DEFINED 1,2,5,8,10,12 62,775
STURM RUGER & CO INC COM 86415910 3,611 290,259 SH DEFINED 1,2,6 290,259
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,624 38,517 SH DEFINED 1,2 38,517
SUCAMPO PHARMACEUTIC CL A 86490910 720 116,685 SH DEFINED 1,2 116,685
SUCCESSFACTORS INC COM 86459610 5,043 549,328 SH DEFINED 1,2,5,6 549,328
SUFFOLK BANCORP COM 86473910 5,371 209,484 SH DEFINED 1,2,5,6 209,484
SULPHCO INC COM 86537810 571 621,184 SH DEFINED 1,2,6 621,184
SUMTOTAL SYS INC COM 86661510 1,602 332,959 SH DEFINED 1,2 332,959
SUN BANCORP INC COM 86663B10 1,436 277,201 SH DEFINED 1,2,5 277,201
SUN COMMUNITIES INC COM 86667410 9,620 698,106 SH DEFINED 1,2,3,5,8 698,106
SUN HEALTHCARE GROUP COM NEW 86693340 6,064 718,476 SH DEFINED 1,2,5,6 718,476
SUN HYDRAULICS CORP COM 86694210 2,594 160,440 SH DEFINED 1,2,6 160,440
SUN LIFE FINL INC COM 86679610 8,646 321,191 SH DEFINED 1,7 321,191
SUN MICROSYSTEMS INC COM NEW 86681020 235,169 25,506,370 SH DEFINED 1,2,5,6,7,8,10,12,13 25,506,370
SUNAIR SERVICES CORP COM 86701710 26 11,100 SH DEFINED 1 11,100
SUNLINK HEALTH SYSTE COM 86737U10 29 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 194,696 8,392,087 SH DEFINED 1,2,5,6,7,8,10,12,13 8,392,087
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SUNOCO LOGISTICS PRT COM UNITS 86764L10 1,226 22,610 SH DEFINED 1,2,8 22,610
SUNPOWER CORP COM CL A 86765210 27,130 1,019,545 SH DEFINED 1,2,5,6,7,8,10,12,13 1,019,545
SUNPOWER CORP COM CL B 86765230 5,310 221,701 SH DEFINED 1,2,5,6,7,8,10,12,13 221,701
SUNRISE SENIOR LIVIN COM 86768K10 1,120 678,732 SH DEFINED 1,2 678,732
SUNSTONE HOTEL INVS COM 86789210 14,270 2,667,299 SH DEFINED 1,2,3,5,8 2,667,299
SUNTECH PWR HLDGS CO NOTE 0.25 86800CAC 470 500,000 SH DEFINED 1 500,000
SUNTECH PWR HLDGS CO NOTE 3.00 86800CAE 263 350,000 SH DEFINED 2 350,000
SUNTECH PWR HLDGS CO ADR 86800C10 3,095 173,268 SH DEFINED 1,2,6 173,268
SUNTRUST BKS INC COM 86791410 290,737 17,673,974 SH DEFINED 1,2,5,6,7,8,10,12,13 17,673,974
SUPER MICRO COMPUTER COM 86800U10 2,365 308,701 SH DEFINED 1,2,6 308,701
SUPERGEN INC COM 86805910 1,284 635,826 SH DEFINED 1,2 635,826
SUPERIOR ENERGY SVCS COM 86815710 34,644 2,006,047 SH DEFINED 1,2,5,6,10 2,006,047
SUPERIOR INDS INTL I COM 86816810 5,701 404,349 SH DEFINED 1,2,5 404,349
SUPERIOR UNIFORM GP COM 86835810 172 23,702 SH DEFINED 1 23,702
SUPERIOR WELL SVCS I COM 86837X10 1,718 288,667 SH DEFINED 1,2,5,6 288,667
SUPERTEL HOSPITALITY COM 86852610 46 25,177 SH DEFINED 1 25,177
SUPERTEX INC COM 86853210 4,277 170,345 SH DEFINED 1,2,5,6 170,345
SUPERVALU INC COM 86853610 177,630 13,716,600 SH DEFINED 1,2,5,6,7,8,10,12,13 13,716,600
SUPREME INDS INC CL A 86860710 34 20,930 SH DEFINED 1 20,930
SUREWEST COMMUNICATI COM 86873310 1,894 181,068 SH DEFINED 1,2 181,068
SURMODICS INC COM 86887310 7,474 330,287 SH DEFINED 1,2,5,6 330,287
SUSQUEHANNA BANCSHAR COM 86909910 14,417 2,948,197 SH DEFINED 1,2,5 2,948,197
SUSSER HLDGS CORP COM 86923310 1,404 125,442 SH DEFINED 1,2 125,442
SUTOR TECH GROUP LTD COM 86936210 167 50,945 SH DEFINED 1,2 50,945
SVB FINL GROUP COM 78486Q10 32,117 1,179,918 SH DEFINED 1,2,5,6 1,179,918
SWIFT ENERGY CO COM 87073810 9,526 572,157 SH DEFINED 1,2,5 572,157
SWITCH & DATA FACILI COM 87104310 3,161 269,496 SH DEFINED 1,2,6 269,496
SWS GROUP INC COM 78503N10 6,332 453,247 SH DEFINED 1,2,5 453,247
SYBASE INC COM 87113010 56,927 1,816,418 SH DEFINED 1,2,5,6,7,8,10 1,816,418
SYCAMORE NETWORKS IN COM 87120610 10,337 3,302,681 SH DEFINED 1,2,5,6 3,302,681
SYKES ENTERPRISES IN COM 87123710 12,298 679,800 SH DEFINED 1,2,5,6 679,800
SYMANTEC CORP NOTE 0.75 871503AD 1,411 1,400,000 SH DEFINED 1,2 1,400,000
SYMANTEC CORP COM 87150310 471,494 30,262,801 SH DEFINED 1,2,5,6,7,8,10,12,13 30,262,801
SYMMETRICOM INC COM 87154310 5,850 1,013,909 SH DEFINED 1,2,5 1,013,909
SYMMETRY MED INC COM 87154620 5,496 589,735 SH DEFINED 1,2,5,6 589,735
SYMS CORP COM 87155110 613 81,634 SH DEFINED 1,2 81,634
SYMYX TECHNOLOGIES COM 87155S10 2,706 462,487 SH DEFINED 1,2,5,6 462,487
SYNAPTICS INC COM 87157D10 26,746 692,003 SH DEFINED 1,2,5,6 692,003
SYNCHRONOSS TECHNOLO COM 87157B10 3,318 270,427 SH DEFINED 1,2,5,6 270,427
SYNERON MEDICAL LTD ORD SHS M8724510 181 25,053 SH DEFINED 1,2,5 25,053
SYNGENTA AG SPONSORED 87160A10 1,068 22,960 SH DEFINED 1 22,960
SYNIVERSE HLDGS INC COM 87163F10 28,016 1,747,710 SH DEFINED 1,2,5 1,747,710
SYNNEX CORP COM 87162W10 10,062 402,654 SH DEFINED 1,2,5 402,654
SYNOPSYS INC COM 87160710 94,205 4,828,558 SH DEFINED 1,2,5,6,7,8,10,12,13 4,828,558
SYNOVIS LIFE TECHNOL COM 87162G10 3,195 153,848 SH DEFINED 1,2,6 153,848
SYNOVUS FINL CORP COM 87161C10 26,164 8,750,363 SH DEFINED 1,2,5,6,7,8,10,12 8,750,363
SYNTA PHARMACEUTICAL COM 87162T20 466 200,190 SH DEFINED 1,2 200,190
SYNTEL INC COM 87162H10 6,250 198,796 SH DEFINED 1,2,5,6 198,796
SYNTHESIS ENERGY SYS COM 87162810 26 22,900 SH DEFINED 1 22,900
SYNTROLEUM CORP COM 87163010 1,412 633,037 SH DEFINED 1,2,5 633,037
SYNUTRA INTL INC COM 87164C10 1,907 173,393 SH DEFINED 1,2 173,393
SYSCO CORP COM 87182910 433,825 19,298,279 SH DEFINED 1,2,5,6,7,8,10,12,13 19,298,279
SYSTEMAX INC COM 87185110 1,909 160,258 SH DEFINED 1,2,5,6 160,258
T-3 ENERGY SRVCS INC COM 87306E10 2,136 179,361 SH DEFINED 1,2,6 179,361
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TAIWAN GREATER CHINA SH BEN INT 87403710 146 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 107,916 11,468,229 SH DEFINED 1,2,4,5,6,7,8 11,468,229
TAKE-TWO INTERACTIVE COM 87405410 12,383 1,307,613 SH DEFINED 1,2,5 1,307,613
TAL INTL GROUP INC COM 87408310 3,161 289,983 SH DEFINED 1,2,5 289,983
TALBOTS INC COM 87416110 1,816 336,296 SH DEFINED 1,2,5 336,296
TALEO CORP CL A 87424N10 8,246 451,336 SH DEFINED 1,2,5,6 451,336
TALISMAN ENERGY INC COM 87425E10 407 28,500 SH DEFINED 7 28,500
TAM SA SP ADR REP 87484D10 308 29,614 SH DEFINED 1,2,6 29,614
TANGER FACTORY OUTLE COM 87546510 41,239 1,271,642 SH DEFINED 1,2,3,5,6,8 1,271,642
TARGA RESOURCES PART COM UNIT 87611X10 457 32,941 SH DEFINED 1,2 32,941
TARGACEPT INC COM 87611R30 25 10,200 SH DEFINED 1 10,200
TARGET CORP COM 87612E10 2,581,348 65,400,247 SH DEFINED 1,2,5,6,7,8,10,12,13 65,400,247
TASER INTL INC COM 87651B10 5,007 1,097,989 SH DEFINED 1,2,5,6 1,097,989
TATA COMMUNICATIONS SPONS ADR 87656410 1,336 67,968 SH DEFINED 1,2,5,6,8 67,968
TATA MTRS LTD SPONSORED 87656850 2,885 338,610 SH DEFINED 1,2,5,6,8 338,610
TAUBMAN CTRS INC COM 87666410 39,309 1,463,480 SH DEFINED 1,2,3,5,6,8,10 1,463,480
TBS INTERNATIONAL LI COM CL A G8697515 1,402 179,564 SH DEFINED 1,2,5 179,564
TC PIPELINES LP UT COM LTD 87233Q10 542 15,574 SH DEFINED 1,2 15,574
TCF FINL CORP COM 87227510 43,440 3,249,056 SH DEFINED 1,2,5,6,8,10,12 3,249,056
TD AMERITRADE HLDG C COM 87236Y10 95,745 5,455,553 SH DEFINED 1,2,5,6,7,8,10,12,13 5,455,553
TEAM INC COM 87815510 3,998 255,168 SH DEFINED 1,2,5,6 255,168
TECH DATA CORP COM 87823710 53,139 1,624,539 SH DEFINED 1,2,5,6,8,10 1,624,539
TECH OPS SEVCON INC COM 87829310 33 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 48,451 759,295 SH DEFINED 1,2,5,6,10 759,295
TECHNITROL INC COM 87855510 4,909 758,795 SH DEFINED 1,2,5 758,795
TECHNOLOGY RESH CORP COM NEW 87872730 25 12,137 SH DEFINED 1 12,137
TECHTARGET INC COM 87874R10 574 143,391 SH DEFINED 1,2,5 143,391
TECHWELL INC COM 87874D10 1,500 176,420 SH DEFINED 1,2 176,420
TECK RESOURCES LTD CL B 87874220 539 33,800 SH DEFINED 7 33,800
TECO ENERGY INC COM 87237510 84,548 7,087,023 SH DEFINED 1,2,5,6,8,10,12,13 7,087,023
TECUMSEH PRODS CO CL A 87889520 3,540 364,623 SH DEFINED 1,2,5 364,623
TEEKAY CORPORATION COM Y8564W10 9,379 445,991 SH DEFINED 1,2,5,6,8,10,12 445,991
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 311 15,942 SH DEFINED 1,2 15,942
TEEKAY OFFSHORE PART PARTNERSHI Y8565J10 208 14,684 SH DEFINED 1,2 14,684
TEEKAY TANKERS LTD CL A Y8565N10 1,673 180,113 SH DEFINED 1,2 180,113
TEJON RANCH CO DEL COM 87908010 3,993 150,747 SH DEFINED 1,2,5,6 150,747
TEKELEC COM 87910110 23,089 1,371,874 SH DEFINED 1,2,5,6 1,371,874
TELE NORTE LESTE PAR SPON ADR P 87924610 3,714 249,739 SH DEFINED 1,2,6 249,739
TELECOM ARGENTINA S SPON ADR R 87927320 542 42,275 SH DEFINED 1,2,8 42,275
TELECOMMUNICATION SY CL A 87929J10 3,379 475,178 SH DEFINED 1,2,6 475,178
TELEDYNE TECHNOLOGIE COM 87936010 20,239 617,997 SH DEFINED 1,2,5,6 617,997
TELEFLEX INC COM 87936910 35,247 786,234 SH DEFINED 1,2,5,6,10 786,234
TELEFONICA S A SPONSORED 87938220 3,161 46,567 SH DEFINED 1,2,8 46,567
TELEFONOS DE MEXICO SPON ADR O 87940378 12,916 796,790 SH DEFINED 1,2,6,7 796,790
TELEPHONE & DATA SYS COM 87943310 74,551 2,634,325 SH DEFINED 1,2,5,6,7,8,10,12,13 2,634,325
TELEPHONE & DATA SYS SPL COM 87943386 908 34,990 SH DEFINED 1,2,5,6 34,990
TELETECH HOLDINGS IN COM 87993910 12,054 795,642 SH DEFINED 1,2,5,6 795,642
TELIK INC COM 87959M10 45 53,337 SH DEFINED 1 53,337
TELKONET INC COM 87960410 3 24,759 SH DEFINED 1 24,759
TELLABS INC COM 87966410 77,970 13,607,377 SH DEFINED 1,2,5,6,7,10,13 13,607,377
TELMEX INTERNACIONAL SPONS ADR 87969010 302 23,839 SH DEFINED 1,6,8 23,839
TELULAR CORP COM NEW 87970T20 35 16,333 SH DEFINED 1 16,333
TELUS CORP NON-VTG SH 87971M20 203 7,869 SH DEFINED 2,7 7,869
TEMPLE INLAND INC COM 87986810 29,390 2,240,103 SH DEFINED 1,2,5,6,8,10 2,240,103
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TEMPUR PEDIC INTL IN COM 88023U10 52,912 4,048,348 SH DEFINED 1,2,5 4,048,348
TENARIS S A SPONSORED 88031M10 48,946 1,810,135 SH DEFINED 1,2,4,8 1,810,135
TENET HEALTHCARE COR COM 88033G10 36,685 13,009,026 SH DEFINED 1,2,5,6,8,10,13 13,009,026
TENNANT CO COM 88034510 4,235 230,315 SH DEFINED 1,2,5 230,315
TENNECO INC COM 88034910 8,879 837,607 SH DEFINED 1,2,5,6 837,607
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,526 84,596 SH DEFINED 1,2,8 84,596
TERADATA CORP DEL COM 88076W10 143,920 6,142,532 SH DEFINED 1,2,5,6,7,8,10,12,13 6,142,532
TERADYNE INC COM 88077010 37,730 5,500,067 SH DEFINED 1,2,5,6,8,10,13 5,500,067
TEREX CORP NEW COM 88077910 29,835 2,471,870 SH DEFINED 1,2,5,6,7,8,10,12 2,471,870
TERRA INDS INC COM 88091510 54,047 2,231,519 SH DEFINED 1,2,5,6,7,10 2,231,519
TERRA NITROGEN CO L COM UNIT 88100520 868 8,610 SH DEFINED 1,2 8,610
TERREMARK WORLDWIDE COM NEW 88144820 4,229 731,673 SH DEFINED 1,2,5,6 731,673
TERRESTAR CORP COM 88145110 121 79,366 SH DEFINED 1,2 79,366
TESCO CORP COM 88157K10 333 41,962 SH DEFINED 1,2,5,6 41,962
TESORO CORP COM 88160910 98,856 7,765,614 SH DEFINED 1,2,5,6,8,10,13 7,765,614
TESSERA TECHNOLOGIES COM 88164L10 23,993 948,707 SH DEFINED 1,2,5,6 948,707
TETRA TECH INC NEW COM 88162G10 29,678 1,035,884 SH DEFINED 1,2,5,6 1,035,884
TETRA TECHNOLOGIES I COM 88162F10 9,794 1,230,389 SH DEFINED 1,2,5,6 1,230,389
TEVA PHARMACEUTICAL ADR 88162420 149,722 3,034,503 SH DEFINED 1,2,6,7,8 3,034,503
TEVA PHARMACEUTICAL DBCV 0.25 88163VAE 167 150,000 SH DEFINED 1 150,000
TEVA PHARMACEUTICAL DBCV 0.25 88164RAB 709 500,000 SH DEFINED 2 500,000
TEVA PHARMACEUTICAL NOTE 1.75 88165FAA 899 800,000 SH DEFINED 1,2 800,000
TEXAS CAPITAL BANCSH COM 88224Q10 7,971 515,240 SH DEFINED 1,2,5,6 515,240
TEXAS INDS INC COM 88249110 12,806 408,342 SH DEFINED 1,2,5,6 408,342
TEXAS INSTRS INC COM 88250810 916,253 43,016,569 SH DEFINED 1,2,5,6,7,8,10,12,13 43,016,569
TEXAS ROADHOUSE INC CL A 88268110 9,899 907,298 SH DEFINED 1,2,5,6 907,298
TEXTAINER GROUP HOLD SHS G8766E10 1,142 99,358 SH DEFINED 1,2 99,358
TEXTRON INC NOTE 4.50 883203BN 251 250,000 SH DEFINED 2 250,000
TEXTRON INC COM 88320310 83,156 8,608,275 SH DEFINED 1,2,5,6,7,8,10,12,13 8,608,275
TFS FINL CORP COM 87240R10 12,100 1,139,400 SH DEFINED 1,2,5,7,8,10,12,13 1,139,400
TGC INDS INC COM NEW 87241730 677 139,010 SH DEFINED 1,2 139,010
THERAGENICS CORP COM 88337510 138 106,599 SH DEFINED 1 106,599
THERAVANCE INC COM 88338T10 29,764 2,033,067 SH DEFINED 1,2,5,6 2,033,067
THERMO FISHER SCIENT COM 88355610 529,211 12,980,404 SH DEFINED 1,2,5,6,7,8,10,12,13 12,980,404
THERMOGENESIS CORP COM NEW 88362320 41 64,298 SH DEFINED 1 64,298
THESTREET COM COM 88368Q10 26 12,535 SH DEFINED 1 12,535
THOMAS & BETTS CORP COM 88431510 53,081 1,839,243 SH DEFINED 1,2,5,6,7,8,10 1,839,243
THOMAS PPTYS GROUP I COM 88445310 26 16,600 SH DEFINED 1 16,600
THOMAS WEISEL PARTNE COM 88448110 1,591 264,286 SH DEFINED 1,2 264,286
THOMSON SPONSORED 88511810 18 21,590 SH DEFINED 1 21,590
THOMSON REUTERS CORP COM 88490310 1,304 44,500 SH DEFINED 7 44,500
THOMSON REUTERS PLC SPONSORED 88514110 392 2,282 SH DEFINED 1,2 2,282
THOR INDS INC COM 88516010 14,677 798,976 SH DEFINED 1,2,5,6,10 798,976
THORATEC CORP COM NEW 88517530 36,605 1,366,879 SH DEFINED 1,2,5,6 1,366,879
THQ INC COM NEW 87244340 8,190 1,143,858 SH DEFINED 1,2,5 1,143,858
TIBCO SOFTWARE INC COM 88632Q10 33,264 4,639,355 SH DEFINED 1,2,5,6,7,8 4,639,355
TICC CAPITAL CORP COM 87244T10 1,043 236,565 SH DEFINED 1,2 236,565
TICKETMASTER ENTMT I COM 88633P30 5,837 909,260 SH DEFINED 1,2,5,6,7 909,260
TIDEWATER INC COM 88642310 51,907 1,210,809 SH DEFINED 1,2,5,6,10 1,210,809
TIER TECHNOLOGIES IN CL B 88650Q10 1,527 197,853 SH DEFINED 1,2 197,853
TIERONE CORP COM 88650R10 30 14,534 SH DEFINED 1 14,534
TIFFANY & CO NEW COM 88654710 117,514 4,633,845 SH DEFINED 1,2,5,6,7,8,10,12,13 4,633,845
TIM HORTONS INC COM 88706M10 51,522 2,099,513 SH DEFINED 1,2,5,6,7,8,10,12,13 2,099,513
TIM PARTICIPACOES S SPONS ADR 88706P10 612 35,092 SH DEFINED 1,2,6 35,092
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TIMBERLAND BANCORP I COM 88709810 42 10,283 SH DEFINED 1 10,283
TIMBERLAND CO CL A 88710010 19,351 1,458,232 SH DEFINED 1,2,5,6 1,458,232
TIME WARNER CABLE IN COM 88732J20 372,716 11,768,754 SH DEFINED 1,2,5,6,7,8,10,12,13 11,768,754
TIME WARNER INC COM NEW 88731730 974,848 38,699,811 SH DEFINED 1,2,5,6,7,8,10,12,13 38,699,811
TIMKEN CO COM 88738910 36,637 2,145,037 SH DEFINED 1,2,5,6,7,8,10 2,145,037
TITAN INTL INC ILL COM 88830M10 4,214 564,121 SH DEFINED 1,2,5 564,121
TITAN MACHY INC COM 88830R10 1,916 150,986 SH DEFINED 1,2,6 150,986
TITANIUM METALS CORP COM NEW 88833920 25,064 2,727,316 SH DEFINED 1,2,5,6,10,13 2,727,316
TIVO INC COM 88870610 16,806 1,603,592 SH DEFINED 1,2,5,6 1,603,592
TIX CORP COM 88873310 49 19,800 SH DEFINED 1 19,800
TJX COS INC NEW COM 87254010 464,073 14,751,200 SH DEFINED 1,2,5,6,7,8,10,12,13 14,751,200
TNS INC COM 87296010 9,388 500,686 SH DEFINED 1,2,5,6,7,8 500,686
TODD SHIPYARDS CORP COM 88903910 962 57,784 SH DEFINED 1,2 57,784
TOLL BROTHERS INC COM 88947810 75,182 4,430,273 SH DEFINED 1,2,5,6,7,8,10,12,13 4,430,273
TOLLGRADE COMMUNICAT COM 88954210 273 52,109 SH DEFINED 1 52,109
TOMOTHERAPY INC COM 89008810 2,024 736,116 SH DEFINED 1,2,6 736,116
TOMPKINS FINANCIAL C COM 89011010 6,115 127,526 SH DEFINED 1,2,5 127,526
TOOTSIE ROLL INDS IN COM 89051610 13,424 591,626 SH DEFINED 1,2,5,6 591,626
TORCHMARK CORP COM 89102710 111,080 2,998,909 SH DEFINED 1,2,5,6,7,8,10,12,13 2,998,909
TOREADOR RES CORP COM 89105010 1,680 250,711 SH DEFINED 1,2 250,711
TORO CO COM 89109210 16,194 541,607 SH DEFINED 1,2,5,6,7,10 541,607
TORONTO DOMINION BK COM NEW 89116050 3,942 76,239 SH DEFINED 1,5,7,10,13 76,239
TOTAL S A SPONSORED 89151E10 3,331 61,432 SH DEFINED 1,2 61,432
TOTAL SYS SVCS INC COM 89190610 80,565 6,016,770 SH DEFINED 1,2,5,6,7,8,10,12,13 6,016,770
TOWER BANCORP INC COM 89170910 1,106 31,463 SH DEFINED 1,2 31,463
TOWER GROUP INC COM 89177710 16,605 670,081 SH DEFINED 1,2,5,6 670,081
TOWN SPORTS INTL HLD COM 89214A10 1,041 277,609 SH DEFINED 1,2,6 277,609
TOWNEBANK PORTSMOUTH COM 89214P10 5,443 388,804 SH DEFINED 1,2 388,804
TOYOTA MOTOR CORP SP ADR REP 89233130 3,008 39,823 SH DEFINED 1,2 39,823
TRACTOR SUPPLY CO COM 89235610 53,963 1,305,984 SH DEFINED 1,2,5,6 1,305,984
TRADESTATION GROUP I COM 89267P10 5,486 648,459 SH DEFINED 1,2,5,6 648,459
TRANS WORLD ENTMT CO COM 89336Q10 15 12,640 SH DEFINED 1 12,640
TRANS1 INC COM 89385X10 930 149,219 SH DEFINED 1,2 149,219
TRANSACT TECHNOLOGIE COM 89291810 57 11,469 SH DEFINED 1 11,469
TRANSATLANTIC HLDGS COM 89352110 18,233 420,794 SH DEFINED 1,2,5,6,7,8,10,12 420,794
TRANSCEND SERVICES I COM NEW 89392920 826 52,138 SH DEFINED 1,2 52,138
TRANSDIGM GROUP INC COM 89364110 14,061 388,415 SH DEFINED 1,2,5,6,10 388,415
TRANSMONTAIGNE PARTN COM UNIT L 89376V10 275 13,109 SH DEFINED 1,2 13,109
TRANSOCEAN INC NOTE 1.62 893830AU 473 500,000 SH DEFINED 2 500,000
TRANSOCEAN INC NOTE 1.50 893830AV 3,390 3,700,000 SH DEFINED 1,2 3,700,000
TRANSOCEAN INC NOTE 1.50 893830AW 441 500,000 SH DEFINED 2 500,000
TRANSOCEAN LTD REG SHS H8817H10 129,468 1,742,743 SH DEFINED 1,2,5,6,7,8,10,12,13 1,742,743
TRANSWITCH CORP COM 89406510 50 101,210 SH DEFINED 1 101,210
TRAVELCENTERS OF AME COM 89417410 58 26,524 SH DEFINED 1,2 26,524
TRAVELERS COMPANIES COM 89417E10 1,143,308 27,858,378 SH DEFINED 1,2,5,6,7,8,10,12,13 27,858,378
TRAVELZOO INC COM 89421Q10 538 49,115 SH DEFINED 1,2 49,115
TRC COS INC COM 87262510 59 14,676 SH DEFINED 1 14,676
TREDEGAR CORP COM 89465010 9,380 704,234 SH DEFINED 1,2,5 704,234
TREE COM INC COM 89467510 1,053 109,674 SH DEFINED 1,2,6,8 109,674
TREEHOUSE FOODS INC COM 89469A10 18,401 639,589 SH DEFINED 1,2,5,6 639,589
TREX INC COM 89531P10 2,632 196,828 SH DEFINED 1,2 196,828
TRI VY CORP COM 89573510 28 27,112 SH DEFINED 1,5 27,112
TRIAD GTY INC COM 89592510 10 14,889 SH DEFINED 1 14,889
TRIANGLE CAP CORP COM 89584810 724 66,339 SH DEFINED 1,2 66,339
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TRICO BANCSHARES COM 89609510 3,151 203,291 SH DEFINED 1,2 203,291
TRICO MARINE SERVICE COM NEW 89610620 119 34,808 SH DEFINED 1,2 34,808
TRIDENT MICROSYSTEMS COM 89591910 1,630 936,712 SH DEFINED 1,2,6 936,712
TRIMAS CORP COM NEW 89621520 678 201,040 SH DEFINED 1,2 201,040
TRIMBLE NAVIGATION L COM 89623910 46,035 2,345,158 SH DEFINED 1,2,5,6,10 2,345,158
TRIMERIS INC COM 89626310 48 23,528 SH DEFINED 1 23,528
TRINITY INDS INC COM 89652210 25,461 1,869,395 SH DEFINED 1,2,5,6,7,10 1,869,395
TRIPLE-S MGMT CORP CL B 89674910 4,638 297,504 SH DEFINED 1,2 297,504
TRIQUINT SEMICONDUCT COM 89674K10 14,928 2,811,353 SH DEFINED 1,2,5,6 2,811,353
TRIUMPH GROUP INC NE COM 89681810 12,596 314,908 SH DEFINED 1,2,5,6 314,908
TRUE RELIGION APPARE COM 89784N10 9,890 443,485 SH DEFINED 1,2,5,6 443,485
TRUEBLUE INC COM 89785X10 7,922 943,060 SH DEFINED 1,2,5,6 943,060
TRUSTCO BK CORP N Y COM 89834910 9,026 1,532,490 SH DEFINED 1,2,5 1,532,490
TRUSTMARK CORP COM 89840210 40,253 2,083,483 SH DEFINED 1,2,5 2,083,483
TRW AUTOMOTIVE HLDGS COM 87264S10 9,563 846,239 SH DEFINED 1,2,5,6,8,10 846,239
TSAKOS ENERGY NAVIGA SHS G9108L10 212 13,139 SH DEFINED 1,5,6 13,139
TTM TECHNOLOGIES IN COM 87305R10 8,353 1,049,325 SH DEFINED 1,2 1,049,325
TUESDAY MORNING CORP COM NEW 89903550 1,544 458,138 SH DEFINED 1,2 458,138
TUPPERWARE BRANDS CO COM 89989610 38,639 1,484,960 SH DEFINED 1,2,5 1,484,960
TURKCELL ILETISIM HI SPON ADR N 90011120 833 60,131 SH DEFINED 2,6,8 60,131
TUTOR PERINI CORP COM 90110910 9,613 553,732 SH DEFINED 1,2,5,8 553,732
TW TELECOM INC COM 87311L10 18,510 1,800,627 SH DEFINED 1,2,5,6,7,8,10 1,800,627
TWEEN BRANDS INC COM 90116610 2,706 405,065 SH DEFINED 1,2 405,065
TWIN DISC INC COM 90147610 1,580 232,057 SH DEFINED 1,2 232,057
TYCO ELECTRONICS LTD COM NEW G9144P10 45,116 2,426,893 SH DEFINED 1,2,5,7,8,10,12,13 2,426,893
TYCO INTERNATIONAL L SHS H8912810 72,652 2,796,462 SH DEFINED 1,2,5,6,7,8,10,12,13 2,796,462
TYLER TECHNOLOGIES I COM 90225210 8,529 546,016 SH DEFINED 1,2,5,6 546,016
TYSON FOODS INC CL A 90249410 127,745 10,130,449 SH DEFINED 1,2,5,6,7,8,10,12,13 10,130,449
U M H PROPERTIES INC COM 90300210 804 100,901 SH DEFINED 1,2 100,901
U S AIRWAYS GROUP IN COM 90341W10 4,854 1,997,421 SH DEFINED 1,2,5,6,8 1,997,421
U S CONCRETE INC COM 90333L10 1,030 520,218 SH DEFINED 1,2,5 520,218
U S ENERGY CORP WYO COM 91180510 22 11,241 SH DEFINED 1 11,241
U S G CORP COM NEW 90329340 24,070 2,390,231 SH DEFINED 1,2,5,6,8,10 2,390,231
U S GEOTHERMAL INC COM 90338S10 981 690,707 SH DEFINED 1,2 690,707
U S GLOBAL INVS INC CL A 90295210 1,395 150,697 SH DEFINED 1,2 150,697
U S PHYSICAL THERAPY COM 90337L10 2,530 171,556 SH DEFINED 1,2,5 171,556
U STORE IT TR COM 91274F10 8,388 1,711,781 SH DEFINED 1,2,3,5,8 1,711,781
U.S. AUTO PARTS NETW COM 90343C10 162 43,100 SH DEFINED 1,2 43,100
UAL CORP NOTE 4.50 902549AH 33 100,000 SH DEFINED 1 100,000
UAL CORP COM NEW 90254980 7,136 2,237,064 SH DEFINED 1,2,5,6,8 2,237,064
UBS AG SHS NEW H8923133 38,312 3,137,761 SH DEFINED 1 3,137,761
UCBH HOLDINGS INC COM 90262T30 6,368 5,053,656 SH DEFINED 1,2,5 5,053,656
UDR INC COM 90265310 50,975 4,934,673 SH DEFINED 1,2,3,5,6,7,8,10 4,934,673
UGI CORP NEW COM 90268110 57,638 2,261,191 SH DEFINED 1,2,5,6,7,8,10 2,261,191
UIL HLDG CORP COM 90274810 11,393 507,489 SH DEFINED 1,2,5 507,489
ULTA SALON COSMETCS COM 90384S30 4,456 400,746 SH DEFINED 1,2,5,6 400,746
ULTIMATE SOFTWARE GR COM 90385D10 9,339 385,290 SH DEFINED 1,2,5,6,8 385,290
ULTRA CLEAN HLDGS IN COM 90385V10 43 18,038 SH DEFINED 1 18,038
ULTRA PETROLEUM CORP COM 90391410 43,824 1,123,689 SH DEFINED 1,2,5,6,7,8,10,12,13 1,123,689
ULTRALIFE CORP COM 90389910 1,193 166,400 SH DEFINED 1,2 166,400
ULTRAPETROL BAHAMAS COM P9439810 998 225,297 SH DEFINED 1,2 225,297
ULTRATECH INC COM 90403410 4,295 348,868 SH DEFINED 1,2,6 348,868
ULURU INC COM 90403T10 4 24,385 SH DEFINED 1 24,385
UMB FINL CORP COM 90278810 33,987 894,169 SH DEFINED 1,2,5,6 894,169
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
UMPQUA HLDGS CORP COM 90421410 17,921 2,309,407 SH DEFINED 1,2,5 2,309,407
UNDER ARMOUR INC CL A 90431110 19,778 883,716 SH DEFINED 1,2,5,6 883,716
UNICA CORP COM 90458310 784 143,029 SH DEFINED 1,2 143,029
UNIFI INC COM 90467710 1,112 783,045 SH DEFINED 1,2,5 783,045
UNIFIRST CORP MASS COM 90470810 11,441 307,797 SH DEFINED 1,2,5 307,797
UNILEVER N V N Y SHS NE 90478470 476 19,698 SH DEFINED 1 19,698
UNILEVER PLC SPON ADR N 90476770 612 26,058 SH DEFINED 1 26,058
UNION BANKSHARES COR COM 90539910 3,074 205,353 SH DEFINED 1,2 205,353
UNION DRILLING INC COM 90653P10 1,770 267,406 SH DEFINED 1,2 267,406
UNION PAC CORP COM 90781810 846,444 16,259,003 SH DEFINED 1,2,5,6,7,8,10,12,13 16,259,003
UNISOURCE ENERGY COR COM 90920510 24,188 911,367 SH DEFINED 1,2,5,7 911,367
UNISYS CORP COM 90921410 9,863 6,532,001 SH DEFINED 1,2,5,6 6,532,001
UNIT CORP COM 90921810 33,195 1,204,042 SH DEFINED 1,2,5,6,7,10 1,204,042
UNITED AMER INDEMNIT CL A 90933T10 2,578 538,134 SH DEFINED 1,2,5 538,134
UNITED BANKSHARES IN COM 90990710 25,356 1,297,634 SH DEFINED 1,2,5 1,297,634
UNITED CAPITAL CORP COM 90991210 338 18,428 SH DEFINED 1,2 18,428
UNITED CMNTY BKS BLA CAP STK 90984P10 4,640 774,597 SH DEFINED 1,2,5 774,597
UNITED CMNTY FINL CO COM 90983910 55 50,342 SH DEFINED 1 50,342
UNITED FINANCIAL BAN COM 91030T10 3,826 276,859 SH DEFINED 1,2 276,859
UNITED FIRE & CAS CO COM 91033110 6,349 370,221 SH DEFINED 1,2,5 370,221
UNITED MICROELECTRON SPON ADR N 91087340 6,801 2,576,263 SH DEFINED 1,2,6,8 2,576,263
UNITED NAT FOODS INC COM 91116310 17,746 676,036 SH DEFINED 1,2,5,6 676,036
UNITED ONLINE INC COM 91126810 10,624 1,632,003 SH DEFINED 1,2,5 1,632,003
UNITED PANAM FINANCI COM 91130110 41 11,575 SH DEFINED 1 11,575
UNITED PARCEL SERVIC CL B 91131210 1,380,115 27,607,819 SH DEFINED 1,2,5,6,7,8,10,12,13 27,607,819
UNITED RENTALS INC COM 91136310 10,055 1,549,281 SH DEFINED 1,2,5,6,7,8 1,549,281
UNITED SEC BANCSHARE SHS 91145910 1,428 65,207 SH DEFINED 1,2 65,207
UNITED STATES CELLUL COM 91168410 8,388 218,155 SH DEFINED 1,2,5,8,10 218,155
UNITED STATES LIME & COM 91192210 910 21,441 SH DEFINED 1,2,6 21,441
UNITED STATES STL CO NOTE 4.00 912909AE 1,309 1,000,000 SH DEFINED 1,2 1,000,000
UNITED STATES STL CO COM 91290910 205,826 5,758,983 SH DEFINED 1,2,5,6,7,8,10,12,13 5,758,983
UNITED STATIONERS IN COM 91300410 16,217 464,938 SH DEFINED 1,2,5,8 464,938
UNITED TECHNOLOGIES COM 91301710 5,087,673 97,915,183 SH DEFINED 1,2,5,6,7,8,10,12,13 97,915,183
UNITED THERAPEUTICS COM 91307C10 60,181 722,201 SH DEFINED 1,2,5,6,8,10 722,201
UNITEDHEALTH GROUP I COM 91324P10 1,016,901 40,708,599 SH DEFINED 1,2,5,6,7,8,10,12,13 40,708,599
UNITIL CORP COM 91325910 2,864 138,876 SH DEFINED 1,2 138,876
UNITRIN INC COM 91327510 11,688 972,389 SH DEFINED 1,2,5,6,10 972,389
UNIVERSAL AMERICAN C COM 91337710 5,664 649,517 SH DEFINED 1,2,5 649,517
UNIVERSAL CORP VA COM 91345610 19,532 589,905 SH DEFINED 1,2,5,8 589,905
UNIVERSAL DISPLAY CO COM 91347P10 3,900 398,773 SH DEFINED 1,2,5,6 398,773
UNIVERSAL ELECTRS IN COM 91348310 4,502 223,200 SH DEFINED 1,2,5,6 223,200
UNIVERSAL FST PRODS COM 91354310 35,401 1,069,854 SH DEFINED 1,2,5 1,069,854
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 10,097 320,334 SH DEFINED 1,2,3,5,8 320,334
UNIVERSAL HLTH SVCS CL B 91390310 50,959 1,043,174 SH DEFINED 1,2,5,6,8,10,12 1,043,174
UNIVERSAL INS HLDGS COM 91359V10 551 109,688 SH DEFINED 1,2 109,688
UNIVERSAL STAINLESS COM 91383710 1,557 95,717 SH DEFINED 1,2,5 95,717
UNIVERSAL TECHNICAL COM 91391510 4,725 316,481 SH DEFINED 1,2,5,6 316,481
UNIVERSAL TRAVEL GRO COM NEW 91388Q20 841 75,177 SH DEFINED 1,2 75,177
UNIVERSAL TRUCKLOAD COM 91388P10 1,372 87,664 SH DEFINED 1,2 87,664
UNIVEST CORP PA COM 91527110 4,323 213,367 SH DEFINED 1,2 213,367
UNUM GROUP COM 91529Y10 217,279 13,699,783 SH DEFINED 1,2,5,6,7,8,10,12,13 13,699,783
UQM TECHNOLOGIES INC COM 90321310 41 15,719 SH DEFINED 1 15,719
URANERZ ENERGY CORPO COM 91688T10 644 342,802 SH DEFINED 1,2 342,802
URANIUM ENERGY CORP COM 91689610 1,377 474,832 SH DEFINED 1,2 474,832
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
URANIUM RES INC COM PAR $0 91690150 40 31,070 SH DEFINED 1 31,070
URBAN OUTFITTERS INC COM 91704710 79,392 3,800,463 SH DEFINED 1,2,5,6,7,8,10,12,13 3,800,463
UROLOGIX INC COM 91727310 18 14,851 SH DEFINED 1 14,851
URS CORP NEW COM 90323610 99,899 2,017,349 SH DEFINED 1,2,5,6,7,8,10,12,13 2,017,349
URSTADT BIDDLE PPTYS CL A 91728620 5,299 376,327 SH DEFINED 1,2,3,5,8 376,327
US BANCORP DEL COM NEW 90297330 1,264,178 70,545,631 SH DEFINED 1,2,5,6,7,8,10,12,13 70,545,631
US GOLD CORPORATION COM PAR $0 91202320 2,793 1,057,949 SH DEFINED 1,2 1,057,949
USA MOBILITY INC COM 90341G10 9,220 722,591 SH DEFINED 1,2,5,6 722,591
USA TRUCK INC COM 90292510 994 73,471 SH DEFINED 1,2 73,471
USANA HEALTH SCIENCE COM 90328M10 3,052 102,671 SH DEFINED 1,2,5,6 102,671
USEC INC COM 90333E10 9,783 1,838,990 SH DEFINED 1,2,5 1,838,990
UTAH MED PRODS INC COM 91748810 741 27,741 SH DEFINED 1,2 27,741
UTI WORLDWIDE INC ORD G8721010 9,073 795,864 SH DEFINED 1,2,5,10 795,864
UTSTARCOM INC COM 91807610 2,878 1,765,731 SH DEFINED 1,2,5 1,765,731
V F CORP COM 91820410 172,245 3,111,933 SH DEFINED 1,2,5,6,7,8,10,12,13 3,111,933
VAALCO ENERGY INC COM NEW 91851C20 5,773 1,364,674 SH DEFINED 1,2 1,364,674
VAIL RESORTS INC COM 91879Q10 15,721 586,180 SH DEFINED 1,2,5,6 586,180
VALASSIS COMMUNICATI COM 91886610 5,079 831,237 SH DEFINED 1,2,5 831,237
VALE S A ADR 91912E10 230,302 13,063,075 SH DEFINED 1,2,4,5,6,7 13,063,075
VALE S A ADR REPSTG 91912E20 10,504 684,324 SH DEFINED 1,2,5,6,8 684,324
VALEANT PHARMACEUTIC COM 91911X10 42,818 1,664,763 SH DEFINED 1,2,5,6,10 1,664,763
VALENCE TECHNOLOGY I COM 91891410 1,139 636,235 SH DEFINED 1,2,6 636,235
VALERO ENERGY CORP N COM 91913Y10 355,670 21,058,022 SH DEFINED 1,2,5,6,7,8,10,12,13 21,058,022
VALHI INC NEW COM 91890510 561 75,547 SH DEFINED 1,2,5,10 75,547
VALIDUS HOLDINGS LTD COM SHS G9319H10 7,497 341,061 SH DEFINED 1,2,5,10 341,061
VALLEY NATL BANCORP COM 91979410 43,955 3,756,829 SH DEFINED 1,2,5,6,8,10,12 3,756,829
VALMONT INDS INC COM 92025310 17,106 237,321 SH DEFINED 1,2,5,6,10 237,321
VALSPAR CORP COM 92035510 45,356 2,013,122 SH DEFINED 1,2,5,6,8,10 2,013,122
VALUE LINE INC COM 92043710 460 13,985 SH DEFINED 1,2 13,985
VALUECLICK INC COM 92046N10 26,976 2,564,230 SH DEFINED 1,2,5,6 2,564,230
VALUEVISION MEDIA IN CL A 92047K10 136 69,962 SH DEFINED 1 69,962
VANDA PHARMACEUTICAL COM 92165910 4,919 417,895 SH DEFINED 1,2 417,895
VANGUARD BD INDEX FD TOTAL BND 92193783 83,587 1,075,900 SH DEFINED 2 1,075,900
VANGUARD INDEX FDS REIT ETF 92290855 12,764 411,600 SH DEFINED 2 411,600
VANGUARD INTL EQUITY ALLWRLD EX 92204277 9,512 264,895 SH DEFINED 1 264,895
VANGUARD INTL EQUITY EMR MKT ET 92204285 114,510 3,598,688 SH DEFINED 1,2,7 3,598,688
VANTAGE DRILLING COM ORD SHS G9320511 383 218,800 SH DEFINED 1 218,800
VARIAN INC COM 92220610 35,633 903,691 SH DEFINED 1,2,5,6,7,8 903,691
VARIAN MED SYS INC COM 92220P10 145,239 4,133,146 SH DEFINED 1,2,5,6,7,8,10,12,13 4,133,146
VARIAN SEMICONDUCTOR COM 92220710 22,790 949,998 SH DEFINED 1,2,5,6,10 949,998
VASCO DATA SEC INTL COM 92230Y10 2,988 408,769 SH DEFINED 1,2,5,6 408,769
VASCULAR SOLUTIONS I COM 92231M10 1,303 166,579 SH DEFINED 1,2 166,579
VCA ANTECH INC COM 91819410 48,027 1,798,770 SH DEFINED 1,2,5,6,10 1,798,770
VECTOR GROUP LTD COM 92240M10 6,187 432,936 SH DEFINED 1,2,5 432,936
VECTREN CORP COM 92240G10 57,041 2,434,547 SH DEFINED 1,2,5,6,8,10 2,434,547
VEECO INSTRS INC DEL COM 92241710 5,992 517,030 SH DEFINED 1,2,5 517,030
VENOCO INC COM 92275P30 2,461 320,835 SH DEFINED 1,2,5,6 320,835
VENTAS INC COM 92276F10 233,989 7,836,216 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,836,216
VERENIUM CORPORATION COM 92340P10 38 50,563 SH DEFINED 1 50,563
VERIFONE HLDGS INC COM 92342Y10 7,893 1,050,947 SH DEFINED 1,2,5,6 1,050,947
VERIGY LTD SHS Y9369110 1,016 83,387 SH DEFINED 1,2,5,6 83,387
VERISIGN INC SDCV 3.25 92343EAD 331 500,000 SH DEFINED 2 500,000
VERISIGN INC COM 92343E10 123,385 6,662,248 SH DEFINED 1,2,5,6,7,8,10,12,13 6,662,248
VERIZON COMMUNICATIO COM 92343V10 3,053,095 99,352,274 SH DEFINED 1,2,5,6,7,8,10,12,13 99,352,274
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
VERTEX PHARMACEUTICA COM 92532F10 158,538 4,407,517 SH DEFINED 1,2,5,6,7,8,10,12,13 4,407,517
VERTRO INC COM 92535G10 5 29,129 SH DEFINED 1 29,129
VIACOM INC NEW CL A 92553P10 311 12,951 SH DEFINED 1,5,6 12,951
VIACOM INC NEW CL B 92553P20 423,455 18,654,400 SH DEFINED 1,2,5,6,7,8,10,12,13 18,654,400
VIAD CORP COM NEW 92552R40 8,103 470,549 SH DEFINED 1,2,5,6 470,549
VIASAT INC COM 92552V10 11,843 461,906 SH DEFINED 1,2,5,6 461,906
VICAL INC COM 92560210 885 327,744 SH DEFINED 1,2 327,744
VICOR CORP COM 92581510 2,243 310,690 SH DEFINED 1,2,5,6 310,690
VIEWPOINT FINL GROUP COM 92672710 1,941 127,426 SH DEFINED 1,2,6 127,426
VIGNETTE CORP COM NEW 92673440 5,832 443,534 SH DEFINED 1,2,5,6 443,534
VILLAGE SUPER MKT IN CL A NEW 92710740 2,997 100,752 SH DEFINED 1,2 100,752
VINA CONCHA Y TORO S SPONSORED 92719110 598 16,872 SH DEFINED 1,2,6 16,872
VIRAGE LOGIC CORP COM 92763R10 706 156,911 SH DEFINED 1,2 156,911
VIRCO MFG CO COM 92765110 45 12,730 SH DEFINED 1 12,730
VIRGIN MEDIA INC COM 92769L10 55,894 5,978,020 SH DEFINED 1,2,5,6,7,8,10,12,13 5,978,020
VIRGIN MOBILE USA IN CL A 92769R10 2,188 544,198 SH DEFINED 1,2 544,198
VIRGINIA COMM BANCOR COM 92778Q10 69 30,185 SH DEFINED 1 30,185
VIROPHARMA INC COM 92824110 12,066 2,034,718 SH DEFINED 1,2,5,6,8 2,034,718
VIRTUAL RADIOLOGIC C COM 92826B10 763 84,542 SH DEFINED 1,2 84,542
VIRTUS INVT PARTNERS COM 92828Q10 1,519 103,400 SH DEFINED 1,2,5 103,400
VIRTUSA CORP COM 92827P10 1,107 137,821 SH DEFINED 1,2 137,821
VISA INC COM CL A 92826C83 406,558 6,530,003 SH DEFINED 1,2,5,6,7,8,10,12,13 6,530,003
VISHAY INTERTECHNOLO COM 92829810 38,512 5,671,871 SH DEFINED 1,2,5,6,7,8,10 5,671,871
VISTA GOLD CORP COM NEW 92792630 32 18,500 SH DEFINED 1 18,500
VISTAPRINT LIMITED SHS G9376220 27,000 633,059 SH DEFINED 1,2,5 633,059
VITAL IMAGES INC COM 92846N10 2,514 221,468 SH DEFINED 1,2,5,6 221,468
VIVO PARTICIPACOES S SPON ADR P 92855S20 206 10,897 SH DEFINED 1,2,6 10,897
VIVUS INC COM 92855110 7,340 1,207,279 SH DEFINED 1,2,5,6 1,207,279
VMWARE INC CL A COM 92856340 19,864 728,426 SH DEFINED 1,2,5,6,7,8,10,12,13 728,426
VOCUS INC COM 92858J10 4,626 233,857 SH DEFINED 1,2,5,6 233,857
VODAFONE GROUP PLC N SPONS ADR 92857W20 5,484 281,356 SH DEFINED 1,2 281,356
VOLCANO CORPORATION COM 92864510 9,923 709,824 SH DEFINED 1,2,5,6 709,824
VOLCOM INC COM 92864N10 3,278 262,202 SH DEFINED 1,2,5,6 262,202
VOLT INFORMATION SCI COM 92870310 1,491 237,840 SH DEFINED 1,2,5,8 237,840
VOLTERRA SEMICONDUCT COM 92870810 4,870 370,651 SH DEFINED 1,2,6 370,651
VONAGE HLDGS CORP COM 92886T20 31 80,426 SH DEFINED 1,2,6 80,426
VORNADO RLTY TR DBCV 2.85 929042AC 2,132 2,450,000 SH DEFINED 1,2 2,450,000
VORNADO RLTY TR SH BEN INT 92904210 359,699 7,987,995 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,987,995
VOTORANTIM CELULOSE SPONSORED 92906P10 761 71,079 SH DEFINED 1,2,7 71,079
VSE CORP COM 91828410 1,472 56,276 SH DEFINED 1,2 56,276
VULCAN MATLS CO COM 92916010 171,774 3,985,466 SH DEFINED 1,2,5,6,7,8,10,12,13 3,985,466
W & T OFFSHORE INC COM 92922P10 5,888 604,501 SH DEFINED 1,2,5,6 604,501
W P CAREY & CO LLC COM 92930Y10 861 34,486 SH DEFINED 1,2 34,486
WABASH NATL CORP COM 92956610 80 113,838 SH DEFINED 1,2 113,838
WABCO HLDGS INC COM 92927K10 13,442 759,418 SH DEFINED 1,2,5,6,8,10,12 759,418
WABTEC CORP COM 92974010 29,998 932,490 SH DEFINED 1,2,5,6,10 932,490
WADDELL & REED FINL CL A 93005910 43,955 1,666,874 SH DEFINED 1,2,5,6,10 1,666,874
WAL MART STORES INC COM 93114210 3,925,158 81,031,332 SH DEFINED 1,2,5,6,7,8,10,12,13 81,031,332
WALGREEN CO COM 93142210 937,273 31,880,037 SH DEFINED 1,2,5,6,7,8,10,12,13 31,880,037
WALTER ENERGY INC COM 93317Q10 24,273 669,778 SH DEFINED 1,2,5,6,10 669,778
WALTER INVT MGMT COR COM 93317W10 4,048 304,800 SH DEFINED 1,2,5,6 304,800
WARNACO GROUP INC COM NEW 93439040 37,477 1,156,683 SH DEFINED 1,2,5,6 1,156,683
WARNER CHILCOTT LIMI COM CL A G9435N10 18,322 1,393,331 SH DEFINED 1,2,5,7,8,10,12 1,393,331
WARNER MUSIC GROUP C COM 93455010 4,882 834,583 SH DEFINED 1,2,5,6,7,8,10 834,583
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
WARREN RES INC COM 93564A10 2,011 820,736 SH DEFINED 1,2,5,6 820,736
WASHINGTON BKG CO OA COM 93730310 855 90,808 SH DEFINED 1,2 90,808
WASHINGTON FED INC COM 93882410 23,442 1,803,264 SH DEFINED 1,2,5,6,10 1,803,264
WASHINGTON POST CO CL B 93964010 64,962 184,456 SH DEFINED 1,2,5,6,7,8,10,12,13 184,456
WASHINGTON REAL ESTA SH BEN INT 93965310 39,931 1,785,040 SH DEFINED 1,2,3,5,8 1,785,040
WASHINGTON TR BANCOR COM 94061010 3,677 206,225 SH DEFINED 1,2,5 206,225
WASTE CONNECTIONS IN COM 94105310 40,289 1,554,941 SH DEFINED 1,2,5,6,10 1,554,941
WASTE MGMT INC DEL COM 94106L10 574,434 20,398,935 SH DEFINED 1,2,5,6,7,8,10,12,13 20,398,935
WASTE SERVICES INC D COM NEW 94107520 2,377 458,848 SH DEFINED 1,2,6 458,848
WATERS CORP COM 94184810 163,741 3,181,286 SH DEFINED 1,2,5,6,7,8,10,12,13 3,181,286
WATERSTONE FINANCIAL COM 94188810 375 126,361 SH DEFINED 1,2,5 126,361
WATSCO INC COM 94262220 19,370 395,881 SH DEFINED 1,2,5 395,881
WATSON PHARMACEUTICA DBCV 1.75 942683AC 1,085 1,100,000 SH DEFINED 1,2 1,100,000
WATSON PHARMACEUTICA COM 94268310 123,553 3,667,352 SH DEFINED 1,2,5,6,7,8,10,12,13 3,667,352
WATSON WYATT WORLDWI CL A 94271210 45,127 1,202,424 SH DEFINED 1,2,5,6,7 1,202,424
WATTS WATER TECHNOLO CL A 94274910 12,265 569,385 SH DEFINED 1,2,5 569,385
WAUSAU PAPER CORP COM 94331510 5,740 854,124 SH DEFINED 1,2,5 854,124
WAVE SYSTEMS CORP COM NEW 94352630 20 18,074 SH DEFINED 1 18,074
WCA WASTE CORP COM 92926K10 48 12,600 SH DEFINED 1 12,600
WD-40 CO COM 92923610 7,598 261,994 SH DEFINED 1,2,5 261,994
WEATHERFORD INTERNAT REG H2701310 70,929 3,626,211 SH DEFINED 1,2,5,6,7,8,10,12,13 3,626,211
WEB COM GROUP INC COM 94733A10 2,592 460,446 SH DEFINED 1,2 460,446
WEBMD HEALTH CORP CL A 94770V10 2,282 76,283 SH DEFINED 1,2,6,10 76,283
WEBMEDIABRANDS INC COM 94770W10 14 25,152 SH DEFINED 1 25,152
WEBSENSE INC COM 94768410 13,998 784,648 SH DEFINED 1,2,5,6 784,648
WEBSTER FINL CORP CO COM 94789010 18,074 2,245,233 SH DEFINED 1,2,5,6 2,245,233
WEIGHT WATCHERS INTL COM 94862610 9,936 385,584 SH DEFINED 1,2,5,6,8,10,12 385,584
WEINGARTEN RLTY INVS SH BEN INT 94874110 55,222 3,805,806 SH DEFINED 1,2,3,5,6,8,10 3,805,806
WEIS MKTS INC COM 94884910 5,638 168,185 SH DEFINED 1,2,5 168,185
WELLCARE HEALTH PLAN COM 94946T10 19,687 1,064,746 SH DEFINED 1,2,5,6 1,064,746
WELLPOINT INC COM 94973V10 822,576 16,163,803 SH DEFINED 1,2,5,6,7,8,10,12,13 16,163,803
WELLS FARGO & CO NEW COM 94974610 4,105,501 169,229,208 SH DEFINED 1,2,5,6,7,8,10,12,13 169,229,208
WELLS FARGO & CO NEW PERP PFD C 94974680 2,080 2,650 SH DEFINED 1,2 2,650
WENDYS ARBYS GROUP I COM 95058710 33,043 8,260,631 SH DEFINED 1,2,5,6,8,10,12 8,260,631
WERNER ENTERPRISES I COM 95075510 26,217 1,446,853 SH DEFINED 1,2,5,8 1,446,853
WESBANCO INC COM 95081010 7,375 507,189 SH DEFINED 1,2,5 507,189
WESCO FINL CORP COM 95081710 5,110 17,559 SH DEFINED 1,2,5,10,12 17,559
WESCO INTL INC COM 95082P10 17,633 704,208 SH DEFINED 1,2,5,6,8,10 704,208
WEST BANCORPORATION CAP STK 95123P10 1,159 229,087 SH DEFINED 1,2 229,087
WEST COAST BANCORP O COM 95214510 66 32,110 SH DEFINED 1,2 32,110
WEST MARINE INC COM 95423510 769 139,549 SH DEFINED 1,2 139,549
WEST PHARMACEUTICAL COM 95530610 19,794 567,981 SH DEFINED 1,2,5,6 567,981
WESTAMERICA BANCORPO COM 95709010 45,112 909,337 SH DEFINED 1,2,5 909,337
WESTAR ENERGY INC COM 95709T10 41,429 2,207,217 SH DEFINED 1,2,5,6,8,10 2,207,217
WESTELL TECHNOLOGIES CL A 95754110 30 51,412 SH DEFINED 1 51,412
WESTERN ALLIANCE BAN COM 95763810 4,396 642,699 SH DEFINED 1,2,5 642,699
WESTERN DIGITAL CORP COM 95810210 243,943 9,205,394 SH DEFINED 1,2,5,6,7,8,10,12,13 9,205,394
WESTERN GAS PARTNERS COM UNIT L 95825410 279 18,015 SH DEFINED 1,2 18,015
WESTERN REFNG INC COM 95931910 6,051 857,054 SH DEFINED 1,2,5,6 857,054
WESTERN UN CO COM 95980210 393,324 23,983,162 SH DEFINED 1,2,5,6,7,8,10,12,13 23,983,162
WESTFIELD FINANCIAL COM 96008P10 3,911 431,625 SH DEFINED 1,2 431,625
WESTLAKE CHEM CORP COM 96041310 5,897 289,198 SH DEFINED 1,2,5 289,198
WESTMORELAND COAL CO COM 96087810 1,552 191,590 SH DEFINED 1,2,5 191,590
WESTPAC BKG CORP SPONSORED 96121430 1,687 20,927 SH DEFINED 1 20,927
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
WESTWOOD HLDGS GROUP COM 96176510 4,137 98,951 SH DEFINED 1,2,6 98,951
WET SEAL INC CL A 96184010 4,978 1,621,504 SH DEFINED 1,2,6 1,621,504
WEYCO GROUP INC COM 96214910 2,204 95,452 SH DEFINED 1,2 95,452
WEYERHAEUSER CO COM 96216610 218,003 7,164,092 SH DEFINED 1,2,5,6,7,8,10,12,13 7,164,092
WGL HLDGS INC COM 92924F10 80,713 2,520,708 SH DEFINED 1,2,5,8 2,520,708
WHIRLPOOL CORP COM 96332010 100,989 2,372,862 SH DEFINED 1,2,5,6,7,8,10,12,13 2,372,862
WHITE ELECTR DESIGNS COM 96380110 954 205,075 SH DEFINED 1,2,5 205,075
WHITE MTNS INS GROUP COM G9618E10 21,863 95,509 SH DEFINED 1,2,5,6,7,8,10,12,13 95,509
WHITING PETE CORP NE COM 96638710 29,466 838,067 SH DEFINED 1,2,5,6,10 838,067
WHITNEY HLDG CORP COM 96661210 16,957 1,851,179 SH DEFINED 1,2,5,6,10 1,851,179
WHOLE FOODS MKT INC COM 96683710 99,753 5,255,709 SH DEFINED 1,2,5,6,7,8,10,12,13 5,255,709
WILBER CORP COM 96779710 608 54,815 SH DEFINED 1,2 54,815
WILEY JOHN & SONS IN CL A 96822320 30,417 914,795 SH DEFINED 1,2,5,6,7,8,10 914,795
WILLBROS GROUP INC D COM 96920310 7,965 636,679 SH DEFINED 1,2,5,6 636,679
WILLIAMS CLAYTON ENE COM 96949010 2,157 114,289 SH DEFINED 1,2,5,6 114,289
WILLIAMS COS INC DEL COM 96945710 357,204 22,883,033 SH DEFINED 1,2,5,6,7,8,10,12,13 22,883,033
WILLIAMS PARTNERS L COM UNIT L 96950F10 720 39,893 SH DEFINED 1,2 39,893
WILLIAMS PIPELINE PA COM UNIT L 96950K10 249 13,768 SH DEFINED 1,2 13,768
WILLIAMS SONOMA INC COM 96990410 43,719 3,683,150 SH DEFINED 1,2,5,6,8,10 3,683,150
WILLIS GROUP HOLDING SHS G9665510 26,174 1,017,256 SH DEFINED 1,2,5,6,7,8,10,12,13 1,017,256
WILLIS LEASE FINANCE COM 97064610 635 48,379 SH DEFINED 1,2 48,379
WILMINGTON TRUST COR COM 97180710 42,617 3,119,830 SH DEFINED 1,2,5,6,10 3,119,830
WILSHIRE BANCORP INC COM 97186T10 2,559 444,990 SH DEFINED 1,2,5 444,990
WILSHIRE ENTERPRISES COM 97188910 28 17,686 SH DEFINED 1 17,686
WIMM BILL DANN FOODS SPONSORED 97263M10 2,408 43,826 SH DEFINED 1,2,5,6,7,8,10 43,826
WIND RIVER SYSTEMS I COM 97314910 18,118 1,581,014 SH DEFINED 1,2,5,6 1,581,014
WINDSTREAM CORP COM 97381W10 120,881 14,459,472 SH DEFINED 1,2,5,6,7,8,10,12,13 14,459,472
WINN DIXIE STORES IN COM NEW 97428030 11,261 897,977 SH DEFINED 1,2,5,6,8 897,977
WINNEBAGO INDS INC COM 97463710 3,470 467,035 SH DEFINED 1,2,5 467,035
WINTHROP RLTY TR SH BEN INT 97639130 1,522 170,480 SH DEFINED 1,2,3,5 170,480
WINTRUST FINANCIAL C COM 97650W10 17,533 1,090,376 SH DEFINED 1,2,5 1,090,376
WIPRO LTD SPON ADR 1 97651M10 6,450 546,638 SH DEFINED 1,2,5,6,8 546,638
WIRELESS TELECOM GRO COM 97652410 6 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 171,791 4,219,884 SH DEFINED 1,2,5,6,7,8,10,12,13 4,219,884
WMS INDS INC COM 92929710 38,982 1,237,119 SH DEFINED 1,2,5,6,7,10 1,237,119
WOLVERINE WORLD WIDE COM 97809710 17,254 782,148 SH DEFINED 1,2,5 782,148
WONDER AUTO TECHNOLO COM 97816610 1,604 158,364 SH DEFINED 1,2 158,364
WOODWARD GOVERNOR CO COM 98074510 28,314 1,429,993 SH DEFINED 1,2,5,6 1,429,993
WOORI FIN HLDGS CO L ADR 98106310 203 8,447 SH DEFINED 1,6 8,447
WORLD ACCEP CORP DEL COM 98141910 7,104 356,814 SH DEFINED 1,2,5,6 356,814
WORLD FUEL SVCS CORP COM 98147510 65,005 1,576,638 SH DEFINED 1,2,5,6,7,8 1,576,638
WORLD WRESTLING ENTM CL A 98156Q10 3,600 286,662 SH DEFINED 1,2 286,662
WORTHINGTON INDS INC COM 98181110 48,365 3,781,496 SH DEFINED 1,2,5,6 3,781,496
WPT ENTERPRISES INC COM 98211W10 30 25,291 SH DEFINED 1 25,291
WRIGHT EXPRESS CORP COM 98233Q10 28,002 1,099,410 SH DEFINED 1,2,5,6,7,8 1,099,410
WRIGHT MED GROUP INC COM 98235T10 9,470 582,395 SH DEFINED 1,2,5,6 582,395
WSFS FINL CORP COM 92932810 2,923 107,024 SH DEFINED 1,2,5 107,024
WYETH DBCV 983024AD 749 750,000 SH DEFINED 1,2 750,000
WYETH COM 98302410 1,944,091 42,830,832 SH DEFINED 1,2,5,6,7,8,10,12,13 42,830,832
WYNDHAM WORLDWIDE CO COM 98310W10 63,644 5,251,129 SH DEFINED 1,2,5,6,8,10,12,13 5,251,129
WYNN RESORTS LTD COM 98313410 76,325 2,162,176 SH DEFINED 1,2,5,6,7,8,10,12,13 2,162,176
XCEL ENERGY INC COM 98389B10 313,796 17,044,878 SH DEFINED 1,2,5,6,7,8,10,12,13 17,044,878
XENOPORT INC COM 98411C10 10,936 472,009 SH DEFINED 1,2,5,6 472,009
XERIUM TECHNOLOGIES COM 98416J10 27 24,800 SH DEFINED 1 24,800
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2009
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ------------ -------- ---------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
XEROX CORP COM 98412110 395,745 61,071,737 SH DEFINED 1,2,5,6,7,8,10,12,13 61,071,737
XILINX INC DBCV 3.12 983919AD 183 250,000 SH DEFINED 1 250,000
XILINX INC COM 98391910 184,127 8,999,368 SH DEFINED 1,2,5,6,7,8,10,12,13 8,999,368
XL CAP LTD CL A G9825510 120,870 10,547,139 SH DEFINED 1,2,5,6,8,10,12,13 10,547,139
XOMA LTD ORD G9825R10 87 106,278 SH DEFINED 1 106,278
X-RITE INC COM 98385710 419 279,055 SH DEFINED 1,2 279,055
XTO ENERGY INC COM 98385X10 805,971 21,131,916 SH DEFINED 1,2,5,6,7,8,10,12,13 21,131,916
YADKIN VALLEY FINANC COM 98431410 1,366 197,747 SH DEFINED 1,2 197,747
YAHOO INC COM 98433210 673,049 42,978,862 SH DEFINED 1,2,5,6,7,8,10,12,13 42,978,862
YAMANA GOLD INC COM 98462Y10 880 99,602 SH DEFINED 1,7 99,602
YANZHOU COAL MNG CO SPON ADR H 98484610 228 16,591 SH DEFINED 1,6 16,591
YORK WTR CO COM 98718410 2,153 140,340 SH DEFINED 1,2 140,340
YOUBET COM INC COM 98741310 881 266,937 SH DEFINED 1,2 266,937
YOUNG INNOVATIONS IN COM 98752010 1,282 58,759 SH DEFINED 1,2 58,759
YPF SOCIEDAD ANONIMA SPON ADR C 98424510 227 7,442 SH DEFINED 8 7,442
YRC WORLDWIDE INC COM 98424910 1,667 963,345 SH DEFINED 1,2,5,6,8 963,345
YUM BRANDS INC COM 98849810 701,679 21,046,160 SH DEFINED 1,2,5,6,7,8,10,12,13 21,046,160
ZALE CORP NEW COM 98885810 2,017 586,368 SH DEFINED 1,2,5 586,368
ZAPATA CORP COM PAR $ 98907060 617 90,553 SH DEFINED 1,2 90,553
ZAREBA SYSTEMS INC COM 98913110 34 16,900 SH DEFINED 1 16,900
ZEBRA TECHNOLOGIES C CL A 98920710 29,565 1,249,582 SH DEFINED 1,2,5,6,8,10,12 1,249,582
ZENITH NATL INS CORP COM 98939010 14,734 677,753 SH DEFINED 1,2,5,8 677,753
ZEP INC COM 98944B10 3,947 327,535 SH DEFINED 1,2,5,6 327,535
ZHONE TECHNOLOGIES I COM 98950P10 32 99,384 SH DEFINED 1 99,384
ZHONGPIN INC COM 98952K10 2,256 217,724 SH DEFINED 1,2 217,724
ZIMMER HLDGS INC COM 98956P10 292,293 6,861,344 SH DEFINED 1,2,5,6,7,8,10,12,13 6,861,344
ZION OIL & GAS INC COM 98969610 852 80,261 SH DEFINED 1,2 80,261
ZIONS BANCORPORATION COM 98970110 61,266 5,299,816 SH DEFINED 1,2,5,6,7,8,10,12,13 5,299,816
ZIX CORP COM 98974P10 818 545,539 SH DEFINED 1,2 545,539
ZOLL MED CORP COM 98992210 7,109 367,590 SH DEFINED 1,2,5,6 367,590
ZOLTEK COS INC COM 98975W10 3,986 410,083 SH DEFINED 1,2,5,6 410,083
ZORAN CORP COM 98975F10 9,581 878,985 SH DEFINED 1,2,5,6 878,985
ZUMIEZ INC COM 98981710 2,505 312,722 SH DEFINED 1,2,5,6 312,722
ZYGO CORP COM 98985510 983 210,915 SH DEFINED 1,2 210,915
ZYMOGENETICS INC COM 98985T10 2,298 499,589 SH DEFINED 1,2,5,6 499,589
TOTAL MARKET VALUE 359,568,212