UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: September 30, 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: Edward J. Resch
Title Executive Vice President and Chief Financial Officer
Telephone: 617-664-1110
Signature, Place, and Date of Signing:
/s/ Edward J. Resch Boston, Massachusetts November 16, 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.)
28-10104 Altrinsic Global Advisors, LLC
28-06213 Eagle Global Advisors LLC
28-06254 Martin Currie Investment Management, LTD
28-06518 First State Investments International Limited
28-06580 LSV Asset Management
28-05015 Systematic Financial Management, L.P.
28-01185 Frontier Capital Management Co. LLC
28-02494 TCW Investment Management Company
28-10234 OFI Institutional Asset Management, Inc
28-05416 Denver Investment Advisors LLC
28-05655 Riverbridge Partners
28-02443 Oppenheimer Capital LLC
28-00074 Jennison Associates LLC
28-01203 C.S. McKee, L.P.
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 3,921
Form 13F Information Table Value Total: 435,379,475 (thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
----- -------------------- -------------------------------------------------
1 28-00733 State Street Bank and Trust Company
2 28-11338 SSgA Funds Management, Inc.
3 28-11339 Tuckerman Group, LLC
4 28-11328 Rexiter Capital Management LTD
5 28-11326 State Street Global Advisors LTD
6 28-11327 State Street Global Advisors Ltd.
7 28-11329 State Street Banque, SA
8 28-11330 State Street Global Advisors, Australia
10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
12 28-11331 State Street Global Advisors Asia LTD
13 28-11334 State Street Global Advisors GmbH
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 1,739 503,978 SH DEFINED 1,2,6 503,978
1ST SOURCE CORP COM 33690110 6,402 392,744 SH DEFINED 1,2,5,8 392,744
3COM CORP COM 88553510 69,636 13,314,694 SH DEFINED 1,2,5,8 13,314,694
3-D SYS CORP DEL COM NEW 88554D20 2,835 307,107 SH DEFINED 1,2,6 307,107
3M CO COM 88579Y10 4,069,140 55,137,400 SH DEFINED 1,2,5,6,7,8,10,12,13 55,137,400
3PAR INC COM 88580F10 5,613 508,856 SH DEFINED 1,2,6,8 508,856
4 KIDS ENTMT INC COM 35086510 30 17,836 SH DEFINED 1 17,836
8X8 INC NEW COM 28291410 61 68,963 SH DEFINED 1 68,963
99 CENTS ONLY STORES COM 65440K10 17,991 1,337,615 SH DEFINED 1,2,5,6,8 1,337,615
A C MOORE ARTS & CRA COM 00086T10 69 19,251 SH DEFINED 1 19,251
A D C TELECOMMUNICAT COM NEW 00088630 29,575 3,546,133 SH DEFINED 1,2,5,6,8 3,546,133
A H BELO CORP COM CL A 00128210 252 77,896 SH DEFINED 1 77,896
AAON INC COM PAR $0 00036020 6,145 306,048 SH DEFINED 1,2,5,6,8 306,048
AAR CORP COM 00036110 20,276 924,147 SH DEFINED 1,2,5,6,8 924,147
AARONS INC COM 00253520 64,169 2,430,644 SH DEFINED 1,2,5,6,8,10 2,430,644
AASTROM BIOSCIENCES COM 00253U10 59 137,207 SH DEFINED 1 137,207
ABAXIS INC COM 00256710 11,894 444,634 SH DEFINED 1,2,6,8 444,634
ABB LTD SPONSORED 00037520 1,155 57,644 SH DEFINED 1 57,644
ABBOTT LABS COM 00282410 2,557,712 51,702,275 SH DEFINED 1,2,5,6,7,8,10,12,13 51,702,275
ABERCROMBIE & FITCH CL A 00289620 106,225 3,230,681 SH DEFINED 1,2,5,6,7,8,10,12,13 3,230,681
ABINGTON BANCORP INC COM 00350L10 3,369 435,218 SH DEFINED 1,2 435,218
ABIOMED INC COM 00365410 6,054 623,469 SH DEFINED 1,2,5,6,8 623,469
ABM INDS INC COM 00095710 33,175 1,576,749 SH DEFINED 1,2,5,8 1,576,749
ABOVENET INC COM 00374N10 11,225 230,208 SH DEFINED 1,2 230,208
ABRAXAS PETE CORP COM 00383010 99 55,250 SH DEFINED 1,2,5 55,250
ABRAXIS BIOSCIENCE I COM 00383Y10 2,427 66,723 SH DEFINED 1,2,5,6,8,10 66,723
ACACIA RESH CORP ACACIA TCH 00388130 4,876 559,806 SH DEFINED 1,2,5 559,806
ACADIA PHARMACEUTICA COM 00422510 64 37,560 SH DEFINED 1 37,560
ACADIA RLTY TR COM SH BEN 00423910 24,221 1,607,223 SH DEFINED 1,2,3,5,8 1,607,223
ACCELRYS INC COM 00430U10 2,848 490,977 SH DEFINED 1,2 490,977
ACCENTURE PLC IRELAN SHS CLASS G1151C10 141,995 3,809,896 SH DEFINED 1,2,5,6,7,8,10,12,13 3,809,896
ACCO BRANDS CORP COM 00081T10 8,255 1,143,369 SH DEFINED 1,2,5,8 1,143,369
ACCURAY INC COM 00439710 4,805 739,157 SH DEFINED 1,2,5,6,8 739,157
ACE LTD SHS H0023R10 100,019 1,870,921 SH DEFINED 1,2,5,6,7,8,10,12,13 1,870,921
ACETO CORP COM 00444610 3,133 473,253 SH DEFINED 1,2,8 473,253
ACI WORLDWIDE INC COM 00449810 17,955 1,186,740 SH DEFINED 1,2,5,6,8 1,186,740
ACME PACKET INC COM 00476410 7,371 736,336 SH DEFINED 1,2,5,6,8 736,336
ACORDA THERAPEUTICS COM 00484M10 36,305 1,559,507 SH DEFINED 1,2,5,6,8 1,559,507
ACTEL CORP COM 00493410 7,865 646,237 SH DEFINED 1,2,5,6,8 646,237
ACTIONS SEMICONDUCTO ADR 00507E10 293 109,852 SH DEFINED 2 109,852
ACTIVE POWER INC COM 00504W10 47 55,230 SH DEFINED 1 55,230
ACTIVIDENTITY CORP COM 00506P10 1,914 690,919 SH DEFINED 1,2 690,919
ACTIVISION BLIZZARD COM 00507V10 114,949 9,277,563 SH DEFINED 1,2,5,6,7,8,10,12,13 9,277,563
ACTUANT CORP CL A NEW 00508X20 23,213 1,445,374 SH DEFINED 1,2,5,6,8 1,445,374
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ACTUATE CORP COM 00508B10 5,488 951,066 SH DEFINED 1,2,5 951,066
ACUITY BRANDS INC COM 00508Y10 30,956 961,076 SH DEFINED 1,2,5,6,8 961,076
ACURA PHARMACEUTICAL COM NEW 00509L70 651 127,477 SH DEFINED 1,2 127,477
ACXIOM CORP COM 00512510 25,291 2,673,469 SH DEFINED 1,2,5,6,8 2,673,469
ADAPTEC INC COM 00651F10 8,668 2,595,277 SH DEFINED 1,2,5,8 2,595,277
ADMINISTAFF INC COM 00709410 15,109 575,152 SH DEFINED 1,2,5,6,8 575,152
ADOBE SYS INC COM 00724F10 583,540 17,661,627 SH DEFINED 1,2,5,6,7,8,10,12,13 17,661,627
ADOLOR CORP COM 00724X10 1,588 998,735 SH DEFINED 1,2 998,735
ADTRAN INC COM 00738A10 41,874 1,705,654 SH DEFINED 1,2,5,6,8 1,705,654
ADVANCE AMER CASH AD COM 00739W10 7,027 1,254,837 SH DEFINED 1,2,5 1,254,837
ADVANCE AUTO PARTS I COM 00751Y10 144,020 3,666,498 SH DEFINED 1,2,5,6,7,8,10,12,13 3,666,498
ADVANCED ANALOGIC TE COM 00752J10 3,242 816,693 SH DEFINED 1,2,5,6 816,693
ADVANCED BATTERY TEC COM 00752H10 3,784 872,001 SH DEFINED 1,2 872,001
ADVANCED ENERGY INDS COM 00797310 9,816 689,348 SH DEFINED 1,2,5,6,8 689,348
ADVANCED MICRO DEVIC NOTE 6.00 007903AL 41,240 55,078,000 SH DEFINED 1,2,5 55,078,000
ADVANCED MICRO DEVIC NOTE 5.75 007903AN 1,426 1,700,000 SH DEFINED 2 1,700,000
ADVANCED MICRO DEVIC COM 00790310 116,504 20,583,676 SH DEFINED 1,2,5,6,7,8,10,12,13 20,583,676
ADVANCED SEMICONDUCT SPONSORED 00756M40 2,179 527,498 SH DEFINED 1,6,8 527,498
ADVANTA CORP CL B 00794220 32 56,618 SH DEFINED 1,2 56,618
ADVENT SOFTWARE INC COM 00797410 18,801 467,115 SH DEFINED 1,2,5,6,8 467,115
ADVENTRX PHARMACEUTI COM 00764X10 9 63,059 SH DEFINED 1 63,059
ADVISORY BRD CO COM 00762W10 7,986 317,662 SH DEFINED 1,2,5,6,8 317,662
AECOM TECHNOLOGY COR COM 00766T10 52,048 1,917,775 SH DEFINED 1,2,5,6,8,10 1,917,775
AEGON N V NY REGISTR 00792410 522 61,752 SH DEFINED 1,2 61,752
AEP INDS INC COM 00103110 4,629 116,010 SH DEFINED 1,2 116,010
AERCAP HOLDINGS NV SHS N0098510 159 17,508 SH DEFINED 1,5 17,508
AEROPOSTALE COM 00786510 77,818 1,790,146 SH DEFINED 1,2,5,6,8,10 1,790,146
AEROVIRONMENT INC COM 00807310 7,460 265,564 SH DEFINED 1,2,5,6,8 265,564
AES CORP COM 00130H10 460,090 31,045,208 SH DEFINED 1,2,5,6,7,8,10,12,13 31,045,208
AES TR III PFD CV 6.7 00808N20 220 5,000 SH DEFINED 2 5,000
AETNA INC NEW COM 00817Y10 699,125 25,121,255 SH DEFINED 1,2,5,6,7,8,10,12,13 25,121,255
AFC ENTERPRISES INC COM 00104Q10 4,216 500,739 SH DEFINED 1,2,6 500,739
AFFILIATED COMPUTER CL A 00819010 180,151 3,325,657 SH DEFINED 1,2,5,6,7,8,10,12,13 3,325,657
AFFILIATED MANAGERS COM 00825210 62,717 964,721 SH DEFINED 1,2,5,6,7,8,10 964,721
AFFYMAX INC COM 00826A10 5,862 245,386 SH DEFINED 1,2,6,8 245,386
AFFYMETRIX INC COM 00826T10 20,369 2,319,945 SH DEFINED 1,2,5,6,8 2,319,945
AFLAC INC COM 00105510 775,736 18,150,125 SH DEFINED 1,2,5,6,7,8,10,12,13 18,150,125
AGCO CORP COM 00108410 63,799 2,309,059 SH DEFINED 1,2,5,6,7,8,10,12,13 2,309,059
AGFEED INDUSTRIES IN COM 00846L10 2,307 432,071 SH DEFINED 1,2 432,071
AGILENT TECHNOLOGIES COM 00846U10 310,880 11,170,674 SH DEFINED 1,2,5,6,7,8,10,12,13 11,170,674
AGILYSYS INC COM 00847J10 3,419 518,814 SH DEFINED 1,2,5 518,814
AGL RES INC COM 00120410 55,398 1,570,677 SH DEFINED 1,2,5,6,8,10 1,570,677
AGNICO EAGLE MINES L COM 00847410 1,263 18,609 SH DEFINED 1,5,6 18,609
AGREE REALTY CORP COM 00849210 4,336 189,111 SH DEFINED 1,2,3,8 189,111
AIR METHODS CORP COM PAR $. 00912830 8,549 262,469 SH DEFINED 1,2,6,8 262,469
AIR PRODS & CHEMS IN COM 00915810 586,730 7,562,904 SH DEFINED 1,2,5,6,7,8,10,12,13 7,562,904
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AIR TRANSPORT SERVIC COM 00922R10 3,420 988,582 SH DEFINED 1,2 988,582
AIRCASTLE LTD COM G0129K10 8,506 879,665 SH DEFINED 1,2,5,8 879,665
AIRGAS INC COM 00936310 143,875 2,974,467 SH DEFINED 1,2,5,6,7,8,10,12,13 2,974,467
AIRTRAN HLDGS INC COM 00949P10 20,669 3,307,117 SH DEFINED 1,2,5,6 3,307,117
AIRVANA INC COM 00950V10 3,191 471,299 SH DEFINED 1,2,6 471,299
AK STL HLDG CORP COM 00154710 103,979 5,270,102 SH DEFINED 1,2,5,6,8,10,12,13 5,270,102
AKAMAI TECHNOLOGIES NOTE 1.00 00971TAE 1,346 988,000 SH DEFINED 5 988,000
AKAMAI TECHNOLOGIES COM 00971T10 112,993 5,741,524 SH DEFINED 1,2,5,6,7,8,10,12,13 5,741,524
AKEENA SOLAR INC DE COM 00972010 17 14,700 SH DEFINED 1 14,700
AKORN INC COM 00972810 1,378 1,006,125 SH DEFINED 1,2,6 1,006,125
ALAMO GROUP INC COM 01131110 1,725 109,162 SH DEFINED 1,2 109,162
ALASKA AIR GROUP INC COM 01165910 30,400 1,134,737 SH DEFINED 1,2,5 1,134,737
ALASKA COMMUNICATION COM 01167P10 7,735 836,183 SH DEFINED 1,2,5,6,8 836,183
ALBANY INTL CORP CL A 01234810 11,778 607,124 SH DEFINED 1,2,5,8 607,124
ALBANY MOLECULAR RES COM 01242310 6,024 695,666 SH DEFINED 1,2,5,6 695,666
ALBEMARLE CORP COM 01265310 59,363 1,715,681 SH DEFINED 1,2,5,6,8,10 1,715,681
ALBERTO CULVER CO NE COM 01307810 46,043 1,663,403 SH DEFINED 1,2,5,6,8,10,12 1,663,403
ALCATEL-LUCENT SPONSORED 01390430 1,369 304,978 SH DEFINED 1,5,8,12 304,978
ALCOA INC NOTE 5.25 013817AT 1,980 900,000 SH DEFINED 1,2 900,000
ALCOA INC COM 01381710 565,581 43,108,337 SH DEFINED 1,2,5,6,7,8,10,12,13 43,108,337
ALCON INC COM SHS H0130110 17,180 123,894 SH DEFINED 1,2,5,6,8,12 123,894
ALESCO FINL INC COM 01448510 57 45,824 SH DEFINED 1 45,824
ALEXANDER & BALDWIN COM 01448210 28,245 880,195 SH DEFINED 1,2,5,6,8,10 880,195
ALEXANDERS INC COM 01475210 23,268 78,641 SH DEFINED 1,2,3,5,6,8 78,641
ALEXANDRIA REAL ESTA COM 01527110 78,088 1,436,759 SH DEFINED 1,2,3,5,6,8,10 1,436,759
ALEXION PHARMACEUTIC COM 01535110 56,409 1,266,484 SH DEFINED 1,2,5,6,8,10 1,266,484
ALEXZA PHARMACEUTICA COM 01538410 30 13,400 SH DEFINED 1 13,400
ALICO INC COM 01623010 2,070 70,449 SH DEFINED 1,2,5 70,449
ALIGN TECHNOLOGY INC COM 01625510 20,814 1,463,715 SH DEFINED 1,2,5,6,8 1,463,715
ALKERMES INC COM 01642T10 33,958 3,695,107 SH DEFINED 1,2,5,6,8 3,695,107
ALLEGHANY CORP DEL COM 01717510 15,893 61,352 SH DEFINED 1,2,5,8,10 61,352
ALLEGHENY ENERGY INC COM 01736110 173,586 6,545,460 SH DEFINED 1,2,5,6,7,8,10,12,13 6,545,460
ALLEGHENY TECHNOLOGI COM 01741R10 158,300 4,524,143 SH DEFINED 1,2,5,6,7,8,10,12,13 4,524,143
ALLEGIANT TRAVEL CO COM 01748X10 11,628 305,268 SH DEFINED 1,2,5,6,8 305,268
ALLERGAN INC NOTE 1.50 018490AL 898 800,000 SH DEFINED 1,2 800,000
ALLERGAN INC COM 01849010 560,347 9,872,222 SH DEFINED 1,2,5,6,7,8,10,12,13 9,872,222
ALLETE INC COM NEW 01852230 24,314 724,264 SH DEFINED 1,2,5,8 724,264
ALLIANCE DATA SYSTEM NOTE 1.75 018581AD 866 900,000 SH DEFINED 1,2 900,000
ALLIANCE DATA SYSTEM COM 01858110 97,236 1,591,944 SH DEFINED 1,2,5,6,7,8,10,12,13 1,591,944
ALLIANCE FIBER OPTIC COM 01868010 19 15,571 SH DEFINED 1 15,571
ALLIANCE FINANCIAL C COM 01920510 2,014 74,463 SH DEFINED 1,2 74,463
ALLIANCE HEALTHCARE COM NEW 01860620 3,869 683,629 SH DEFINED 1,2,5,6 683,629
ALLIANCE HOLDINGS GP COM UNITS 01861G10 296 14,389 SH DEFINED 1,2 14,389
ALLIANCE ONE INTL IN COM 01877210 8,265 1,844,755 SH DEFINED 1,2,5 1,844,755
ALLIANCE RES PARTNER UT LTD PAR 01877R10 963 26,547 SH DEFINED 1,2 26,547
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 1,128 41,361 SH DEFINED 1,2 41,361
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ALLIANT ENERGY CORP COM 01880210 75,888 2,724,890 SH DEFINED 1,2,5,6,7,8,10,12,13 2,724,890
ALLIANT TECHSYSTEMS NOTE 3.00 018804AK 5,589 4,865,000 SH DEFINED 5 4,865,000
ALLIANT TECHSYSTEMS COM 01880410 61,943 795,669 SH DEFINED 1,2,5,6,8,10,12 795,669
ALLIANZ SE SP ADR 1/1 01880510 1,826 146,324 SH DEFINED 1,2 146,324
ALLIED CAP CORP NEW COM 01903Q10 13,144 4,281,531 SH DEFINED 1,2,5,6,8,12 4,281,531
ALLIED HEALTHCARE IN COM 01923A10 1,986 709,281 SH DEFINED 1,2 709,281
ALLIED IRISH BKS P L SPON ADR O 01922840 365 38,777 SH DEFINED 1 38,777
ALLIED NEVADA GOLD C COM 01934410 8,519 870,142 SH DEFINED 1,2,6 870,142
ALLIED WRLD ASSUR CO SHS G0219G20 26,920 561,655 SH DEFINED 1,2,5,8,10 561,655
ALLION HEALTHCARE IN COM 01961510 2,059 351,935 SH DEFINED 1,2,5 351,935
ALLIS CHALMERS ENERG COM PAR $. 01964550 4,817 1,104,889 SH DEFINED 1,2,5 1,104,889
ALLOS THERAPEUTICS I COM 01977710 8,750 1,206,882 SH DEFINED 1,2,5,6,8 1,206,882
ALLOY INC NEW COM 01985530 98 14,486 SH DEFINED 1 14,486
ALLSCRIPT MISYS HEAL COM 01988P10 14,051 693,202 SH DEFINED 1,2,5,6,8,10 693,202
ALLSTATE CORP COM 02000210 589,627 19,256,259 SH DEFINED 1,2,5,6,7,8,10,12,13 19,256,259
ALMOST FAMILY INC COM 02040910 3,909 131,400 SH DEFINED 1,2,6,8 131,400
ALNYLAM PHARMACEUTIC COM 02043Q10 33,217 1,464,594 SH DEFINED 1,2,5,6,8 1,464,594
ALON USA ENERGY INC COM 02052010 2,142 215,710 SH DEFINED 1,2,5,6 215,710
ALPHA NATURAL RESOUR COM 02076X10 96,873 2,759,906 SH DEFINED 1,2,5,6,7,8,10,12,13 2,759,906
ALPHATEC HOLDINGS IN COM 02081G10 2,433 528,865 SH DEFINED 1,2 528,865
ALTAIR NANOTECHNOLOG COM 02137310 118 102,319 SH DEFINED 1,5 102,319
ALTERA CORP COM 02144110 203,059 9,900,481 SH DEFINED 1,2,5,6,7,8,10,12,13 9,900,481
ALTISOURCE PORTFOLIO REG SHS L0175J10 695 48,099 SH DEFINED 1,2,5,8 48,099
ALTRA HOLDINGS INC COM 02208R10 6,945 620,606 SH DEFINED 1,2 620,606
ALTRIA GROUP INC COM 02209S10 1,446,125 81,197,387 SH DEFINED 1,2,5,6,7,8,10,12,13 81,197,387
ALTUS PHARMACEUTICAL COM 02216N10 4 21,650 SH DEFINED 1 21,650
ALUMINA LTD SPONSORED 02220510 198 31,187 SH DEFINED 1 31,187
ALVARION LTD SHS M0861T10 268 64,968 SH DEFINED 1,2 64,968
AMAG PHARMACEUTICALS COM 00163U10 14,760 337,902 SH DEFINED 1,2,5,6,8 337,902
AMAZON COM INC COM 02313510 1,007,605 10,792,686 SH DEFINED 1,2,5,6,7,8,10,12,13 10,792,686
AMB PROPERTY CORP COM 00163T10 125,627 5,473,952 SH DEFINED 1,2,3,5,6,7,8,10,12,13 5,473,952
AMBAC FINL GROUP INC COM 02313910 10,919 6,499,419 SH DEFINED 1,2,5,6,8 6,499,419
AMBASSADORS GROUP IN COM 02317710 5,714 365,133 SH DEFINED 1,2,5,6,8 365,133
AMCOL INTL CORP COM 02341W10 12,090 528,165 SH DEFINED 1,2,5,6,8 528,165
AMCORE FINL INC COM 02391210 59 36,692 SH DEFINED 1 36,692
AMDOCS LTD ORD G0260210 49,149 1,828,473 SH DEFINED 1,2,5,6,8,10,12 1,828,473
AMEDISYS INC COM 02343610 31,430 720,369 SH DEFINED 1,2,5,6,8 720,369
AMERCO COM 02358610 9,046 197,250 SH DEFINED 1,2,5,6,8 197,250
AMEREN CORP COM 02360810 222,428 8,798,591 SH DEFINED 1,2,5,6,7,8,10,12,13 8,798,591
AMERICA MOVIL SAB DE SPON ADR L 02364W10 151,507 3,456,702 SH DEFINED 1,2,4,5,6,7,8 3,456,702
AMERICA SVC GROUP IN COM 02364L10 2,252 136,147 SH DEFINED 1,2,5 136,147
AMERICAN APPAREL INC COM 02385010 1,954 556,731 SH DEFINED 1,2,5,6,8 556,731
AMERICAN AXLE & MFG COM 02406110 6,303 890,250 SH DEFINED 1,2,5,6 890,250
AMERICAN CAMPUS CMNT COM 02483510 54,467 2,028,562 SH DEFINED 1,2,3,5,8 2,028,562
AMERICAN CAP LTD COM 02503Y10 19,342 5,988,277 SH DEFINED 1,2,5,6,8,10 5,988,277
AMERICAN CAPITAL AGE COM 02503X10 7,890 277,313 SH DEFINED 1,2,8 277,313
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AMERICAN CARESOURCE COM 02505A10 530 121,347 SH DEFINED 1,2 121,347
AMERICAN COMMERCIAL COM PAR $0 02519540 5,902 202,695 SH DEFINED 1,2,5,6 202,695
AMERICAN DAIRY INC COM 02533410 4,649 164,111 SH DEFINED 1,2,6,8 164,111
AMERICAN DENTAL PART COM 02535310 3,790 270,690 SH DEFINED 1,2 270,690
AMERICAN EAGLE OUTFI COM 02553E10 84,206 4,994,414 SH DEFINED 1,2,5,6,7,8,10,12,13 4,994,414
AMERICAN ECOLOGY COR COM NEW 02553340 6,738 360,303 SH DEFINED 1,2,5,6,8 360,303
AMERICAN ELEC PWR IN COM 02553710 579,550 18,701,206 SH DEFINED 1,2,5,6,7,8,10,12,13 18,701,206
AMERICAN EQTY INVT L COM 02567620 10,690 1,522,763 SH DEFINED 1,2,5,8 1,522,763
AMERICAN EXPRESS CO COM 02581610 1,602,841 47,281,454 SH DEFINED 1,2,5,6,7,8,10,12,13 47,281,454
AMERICAN FINL GROUP COM 02593210 48,532 1,903,228 SH DEFINED 1,2,5,6,8,10 1,903,228
AMERICAN GREETINGS C CL A 02637510 28,254 1,266,978 SH DEFINED 1,2,5,8 1,266,978
AMERICAN INTL GROUP UNIT 99/99 02687411 1,136 98,350 SH DEFINED 1,2 98,350
AMERICAN INTL GROUP COM NEW 02687478 217,087 4,921,489 SH DEFINED 1,2,5,6,7,8,10,12,13 4,921,489
AMERICAN ITALIAN PAS CL A 02707010 12,391 455,882 SH DEFINED 1,2,6,8 455,882
AMERICAN MED SYS HLD COM 02744M10 40,121 2,371,236 SH DEFINED 1,2,5,6,7,8 2,371,236
AMERICAN NATL BANKSH COM 02774510 2,269 104,004 SH DEFINED 1,2 104,004
AMERICAN NATL INS CO COM 02859110 14,222 166,922 SH DEFINED 1,2,5,6,8,10 166,922
AMERICAN OIL & GAS I COM 02872310 81 41,300 SH DEFINED 1 41,300
AMERICAN ORIENTAL BI COM 02873110 6,940 1,428,014 SH DEFINED 1,2,5,6,8 1,428,014
AMERICAN PHYSICIANS COM 02888210 2,545 110,466 SH DEFINED 1,2 110,466
AMERICAN PHYSICIANS COM 02888410 7,366 255,671 SH DEFINED 1,2,8 255,671
AMERICAN PUBLIC EDUC COM 02913V10 12,680 365,116 SH DEFINED 1,2,5,6,8 365,116
AMERICAN RAILCAR IND COM 02916P10 2,339 220,467 SH DEFINED 1,2,5 220,467
AMERICAN REPROGRAPHI COM 02926310 7,297 766,464 SH DEFINED 1,2,5,6,8 766,464
AMERICAN RLTY INVS I COM 02917410 303 26,154 SH DEFINED 1,2 26,154
AMERICAN SAFETY INS ORD G0299510 2,321 146,900 SH DEFINED 1 146,900
AMERICAN SCIENCE & E COM 02942910 12,825 188,488 SH DEFINED 1,2,5,6,8 188,488
AMERICAN SOFTWARE IN CL A 02968310 2,844 435,527 SH DEFINED 1,2 435,527
AMERICAN STS WTR CO COM 02989910 30,169 833,845 SH DEFINED 1,2,5,8 833,845
AMERICAN SUPERCONDUC COM 03011110 29,959 893,235 SH DEFINED 1,2,5,6,8 893,235
AMERICAN TECHNOLOGY COM NEW 03014520 50 28,203 SH DEFINED 1 28,203
AMERICAN TOWER CORP CL A 02991220 470,569 12,927,715 SH DEFINED 1,2,5,6,7,8,10,12,13 12,927,715
AMERICAN VANGUARD CO COM 03037110 3,431 412,868 SH DEFINED 1,2,8 412,868
AMERICAN WOODMARK CO COM 03050610 5,517 285,276 SH DEFINED 1,2,5,8 285,276
AMERICAN WTR WKS CO COM 03042010 17,240 864,582 SH DEFINED 1,2,5,8,10 864,582
AMERICANWEST BANCORP COM 03058P10 8 15,968 SH DEFINED 1 15,968
AMERICAS CAR MART IN COM 03062T10 4,923 205,565 SH DEFINED 1,2,5 205,565
AMERICREDIT CORP COM 03060R10 42,962 2,720,845 SH DEFINED 1,2,5,6,8,10 2,720,845
AMERIGAS PARTNERS L UNIT L P I 03097510 1,461 40,546 SH DEFINED 1,2,8 40,546
AMERIGON INC COM 03070L30 2,721 370,248 SH DEFINED 1,2,5 370,248
AMERIGROUP CORP COM 03073T10 38,711 1,746,081 SH DEFINED 1,2,5,8 1,746,081
AMERIPRISE FINL INC COM 03076C10 379,221 10,438,246 SH DEFINED 1,2,5,6,7,8,10,12,13 10,438,246
AMERIS BANCORP COM 03076K10 2,182 305,237 SH DEFINED 1,2 305,237
AMERISAFE INC COM 03071H10 7,552 437,791 SH DEFINED 1,2,8 437,791
AMERISERV FINL INC COM 03074A10 19 10,294 SH DEFINED 1 10,294
AMERISOURCEBERGEN CO COM 03073E10 254,243 11,360,261 SH DEFINED 1,2,5,6,7,8,10,12,13 11,360,261
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AMERISTAR CASINOS IN COM 03070Q10 9,331 591,345 SH DEFINED 1,2,5,8 591,345
AMERITYRE CORP COM 03073V10 5 12,400 SH DEFINED 1 12,400
AMERON INTL INC COM 03071010 49,177 702,732 SH DEFINED 1,2,5,8 702,732
AMES NATL CORP COM 03100110 2,915 120,921 SH DEFINED 1,2 120,921
AMETEK INC NEW COM 03110010 87,268 2,499,786 SH DEFINED 1,2,5,6,7,8,10,12,13 2,499,786
AMGEN INC NOTE 0.12 031162AN 4,838 4,850,000 SH DEFINED 1,2 4,850,000
AMGEN INC NOTE 0.37 031162AQ 2,124 2,100,000 SH DEFINED 2 2,100,000
AMGEN INC COM 03116210 2,147,591 35,656,500 SH DEFINED 1,2,5,6,7,8,10,12,13 35,656,500
AMICAS INC COM 00171210 1,921 533,693 SH DEFINED 1,2 533,693
AMICUS THERAPEUTICS COM 03152W10 2,634 301,030 SH DEFINED 1,2,6 301,030
AMKOR TECHNOLOGY INC COM 03165210 21,733 3,158,899 SH DEFINED 1,2,5,6,8 3,158,899
AMN HEALTHCARE SERVI COM 00174410 8,018 843,115 SH DEFINED 1,2,5,6,8 843,115
AMPAL AMERN ISRAEL C CL A 03201510 673 331,703 SH DEFINED 1,2 331,703
AMPCO-PITTSBURGH COR COM 03203710 5,899 221,868 SH DEFINED 1,2,6 221,868
AMPHENOL CORP NEW CL A 03209510 209,747 5,566,529 SH DEFINED 1,2,5,6,7,8,10,12,13 5,566,529
AMR CORP COM 00176510 23,918 3,008,532 SH DEFINED 1,2,5,6,8,10 3,008,532
AMREP CORP NEW COM 03215910 409 30,972 SH DEFINED 1,2 30,972
AMSURG CORP COM 03232P40 15,420 726,324 SH DEFINED 1,2,5,8 726,324
AMTRUST FINANCIAL SE COM 03235930 7,289 638,805 SH DEFINED 1,2,5,6,8 638,805
AMYLIN PHARMACEUTICA NOTE 3.00 032346AF 384 500,000 SH DEFINED 2 500,000
AMYLIN PHARMACEUTICA COM 03234610 38,438 2,807,712 SH DEFINED 1,2,5,6,7,8,10 2,807,712
ANADARKO PETE CORP COM 03251110 1,141,584 18,198,368 SH DEFINED 1,2,5,6,7,8,10,12,13 18,198,368
ANADIGICS INC COM 03251510 6,116 1,298,419 SH DEFINED 1,2,6 1,298,419
ANADYS PHARMACEUTICA COM 03252Q40 78 29,729 SH DEFINED 1 29,729
ANALOG DEVICES INC COM 03265410 276,632 10,030,162 SH DEFINED 1,2,5,6,7,8,10,12,13 10,030,162
ANALOGIC CORP COM PAR $0 03265720 10,701 289,067 SH DEFINED 1,2,5,8 289,067
ANALYSTS INTL CORP COM 03268110 12 17,048 SH DEFINED 1 17,048
ANAREN INC COM 03274410 4,933 290,170 SH DEFINED 1,2,6 290,170
ANCHOR BANCORP WIS I COM 03283910 92 70,805 SH DEFINED 1 70,805
ANDERSONS INC COM 03416410 14,744 418,873 SH DEFINED 1,2,5,8 418,873
ANESIVA INC COM COM 03460L10 3 10,685 SH DEFINED 1 10,685
ANGIODYNAMICS INC COM 03475V10 7,131 517,510 SH DEFINED 1,2,8 517,510
ANGLOGOLD ASHANTI LT SPONSORED 03512820 34,382 843,514 SH DEFINED 1,2,5,6,7 843,514
ANIMAL HEALTH INTL I COM 03525N10 29 13,800 SH DEFINED 1 13,800
ANIXTER INTL INC COM 03529010 28,987 722,699 SH DEFINED 1,2,5,6,8 722,699
ANNALY CAP MGMT INC COM 03571040 208,464 11,491,935 SH DEFINED 1,2,5,6,7,8,10,12,13 11,491,935
ANNTAYLOR STORES COR COM 03611510 38,717 2,436,533 SH DEFINED 1,2,5,6,8 2,436,533
ANSYS INC COM 03662Q10 65,390 1,747,474 SH DEFINED 1,2,5,6,8,10 1,747,474
ANTARES PHARMA INC COM 03664210 40 36,092 SH DEFINED 1 36,092
ANTHRACITE CAP INC COM 03702310 1,618 1,540,809 SH DEFINED 1,2 1,540,809
ANTIGENICS INC DEL COM 03703210 85 40,922 SH DEFINED 1 40,922
ANWORTH MORTGAGE ASS COM 03734710 20,552 2,608,159 SH DEFINED 1,2,5,8 2,608,159
AON CORP COM 03738910 597,607 14,686,831 SH DEFINED 1,2,5,6,7,8,10,12,13 14,686,831
APAC CUSTOMER SERVIC COM 00185E10 2,431 410,623 SH DEFINED 1,2,6 410,623
APACHE CORP COM 03741110 1,186,103 12,916,290 SH DEFINED 1,2,5,6,7,8,10,12,13 12,916,290
APARTMENT INVT & MGM CL A 03748R10 85,544 5,799,589 SH DEFINED 1,2,3,5,6,8,10,12,13 5,799,589
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
APCO OIL & GAS INTER SHS G0471F10 3,496 152,539 SH DEFINED 1,2 152,539
APOGEE ENTERPRISES I COM 03759810 23,385 1,556,945 SH DEFINED 1,2,5,8 1,556,945
APOLLO GROUP INC CL A 03760410 411,977 5,592,190 SH DEFINED 1,2,5,6,7,8,10,12,13 5,592,190
APOLLO INVT CORP COM 03761U10 45,300 4,743,504 SH DEFINED 1,2,5,8 4,743,504
APPLE INC COM 03783310 5,608,926 30,261,267 SH DEFINED 1,2,5,6,7,8,10,12,13 30,261,267
APPLIED ENERGETICS I COM 03819M10 22 46,638 SH DEFINED 1 46,638
APPLIED INDL TECHNOL COM 03820C10 19,841 937,648 SH DEFINED 1,2,5,6,8 937,648
APPLIED MATLS INC COM 03822210 589,107 44,028,941 SH DEFINED 1,2,5,6,7,8,10,12,13 44,028,941
APPLIED MICRO CIRCUI COM NEW 03822W40 14,180 1,419,393 SH DEFINED 1,2,5,6,8 1,419,393
APPLIED SIGNAL TECHN COM 03823710 7,733 332,328 SH DEFINED 1,2,6,8 332,328
APPROACH RESOURCES I COM 03834A10 2,555 281,394 SH DEFINED 1,2,6 281,394
APTARGROUP INC COM 03833610 49,892 1,335,428 SH DEFINED 1,2,5,6,8,10 1,335,428
AQUA AMERICA INC COM 03836W10 60,216 3,413,604 SH DEFINED 1,2,5,6,7,8,10,12,13 3,413,604
ARABIAN AMERN DEV CO COM 03846510 70 22,214 SH DEFINED 1,5 22,214
ARACRUZ CELULOSE S A SPON ADR P 03849620 846 38,026 SH DEFINED 1,2,6 38,026
ARBITRON INC COM 03875Q10 12,953 623,949 SH DEFINED 1,2,5,6,8 623,949
ARBOR RLTY TR INC COM 03892310 85 29,839 SH DEFINED 1 29,839
ARCADIA RES INC COM 03920910 94 83,800 SH DEFINED 1 83,800
ARCELORMITTAL SA LUX NOTE 5.00 03938LAK 11,637 8,060,000 SH DEFINED 1,2,5 8,060,000
ARCELORMITTAL SA LUX NY REGISTR 03938L10 307 8,267 SH DEFINED 1 8,267
ARCH CAP GROUP LTD ORD G0450A10 52,367 775,345 SH DEFINED 1,2,5,6,7,8,10,12,13 775,345
ARCH CHEMICALS INC COM 03937R10 16,377 546,092 SH DEFINED 1,2,5,8 546,092
ARCH COAL INC COM 03938010 117,238 5,297,696 SH DEFINED 1,2,5,6,7,8,10,12,13 5,297,696
ARCHER DANIELS MIDLA NOTE 0.87 039483AW 1,662 1,700,000 SH DEFINED 1,2 1,700,000
ARCHER DANIELS MIDLA COM 03948310 726,332 24,857,350 SH DEFINED 1,2,5,6,7,8,10,12,13 24,857,350
ARCHER DANIELS MIDLA UNIT 99/99 03948320 1,436 36,000 SH DEFINED 2 36,000
ARCSIGHT INC COM 03966610 9,138 379,661 SH DEFINED 1,2,6,7,8 379,661
ARCTIC CAT INC COM 03967010 301 42,598 SH DEFINED 1 42,598
ARDEA BIOSCIENCES IN COM 03969P10 4,553 248,499 SH DEFINED 1,2 248,499
ARDEN GROUP INC CL A 03976210 3,510 29,369 SH DEFINED 1,2,6 29,369
ARENA PHARMACEUTICAL COM 04004710 9,351 2,092,051 SH DEFINED 1,2,5,6,8 2,092,051
ARENA RESOURCES INC COM 04004910 33,356 939,603 SH DEFINED 1,2,5,6,8 939,603
ARES CAP CORP COM 04010L10 26,907 2,441,613 SH DEFINED 1,2,5,8 2,441,613
ARGAN INC COM 04010E10 1,358 101,032 SH DEFINED 1,2 101,032
ARGO GROUP INTL HLDG COM G0464B10 20,972 622,693 SH DEFINED 1,2,5,8 622,693
ARGON ST INC COM 04014910 5,498 288,631 SH DEFINED 1,2,5,8 288,631
ARIAD PHARMACEUTICAL COM 04033A10 4,277 1,935,485 SH DEFINED 1,2 1,935,485
ARIBA INC COM NEW 04033V20 20,577 1,773,889 SH DEFINED 1,2,5,6,8 1,773,889
ARISTOTLE CORP COM NEW 04044820 57 10,522 SH DEFINED 1 10,522
ARKANSAS BEST CORP D COM 04079010 17,988 600,807 SH DEFINED 1,2,5,8 600,807
ARLINGTON ASSET INVT COM 04135610 103 209,399 SH DEFINED 1 209,399
ARM HLDGS PLC SPONSORED 04206810 115 16,389 SH DEFINED 1 16,389
ARMSTRONG WORLD INDS COM 04247X10 8,344 242,137 SH DEFINED 1,2,5,8,10 242,137
ARQULE INC COM 04269E10 4,211 927,499 SH DEFINED 1,2,6 927,499
ARRAY BIOPHARMA INC COM 04269X10 2,117 889,422 SH DEFINED 1,2,6 889,422
ARRIS GROUP INC COM 04269Q10 57,051 4,385,189 SH DEFINED 1,2,5,6,7,8 4,385,189
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ARROW ELECTRS INC COM 04273510 116,440 4,136,422 SH DEFINED 1,2,5,6,7,8,10,12,13 4,136,422
ARROW FINL CORP COM 04274410 6,294 230,629 SH DEFINED 1,2,5 230,629
ARROWHEAD RESH CORP COM 04279710 11 16,800 SH DEFINED 1 16,800
ART TECHNOLOGY GROUP COM 04289L10 10,630 2,753,821 SH DEFINED 1,2,5,6,8 2,753,821
ARTESIAN RESOURCES C CL A 04311320 2,695 160,214 SH DEFINED 1,2 160,214
ARUBA NETWORKS INC COM 04317610 9,701 1,097,412 SH DEFINED 1,2,5,6,8 1,097,412
ARVINMERITOR INC NOTE 4.00 043353AH 7,575 12,000,000 SH DEFINED 5 12,000,000
ARVINMERITOR INC COM 04335310 12,355 1,579,967 SH DEFINED 1,2,5,6,8 1,579,967
ARYX THERAPEUTICS IN COM 04338710 920 294,065 SH DEFINED 1,2 294,065
ASBURY AUTOMOTIVE GR COM 04343610 10,214 805,504 SH DEFINED 1,2,5,8 805,504
ASCENT MEDIA CORP COM SER A 04363210 7,532 294,218 SH DEFINED 1,2,5,6,8 294,218
ASCENT SOLAR TECHNOL COM 04363510 1,970 261,282 SH DEFINED 1,2 261,282
ASHFORD HOSPITALITY COM SHS 04410310 11,174 3,229,623 SH DEFINED 1,2,3,5,6,8 3,229,623
ASHLAND INC NEW COM 04420910 96,716 2,237,758 SH DEFINED 1,2,5,6,7,8,10,12 2,237,758
ASIAINFO HLDGS INC COM 04518A10 10,567 529,150 SH DEFINED 1,2,6,8 529,150
ASPECT MED SYS INC COM 04523510 3,253 271,503 SH DEFINED 1,2 271,503
ASPEN INSURANCE HOLD SHS G0538410 23,549 889,660 SH DEFINED 1,2,5,7,8,10 889,660
ASPENBIO PHARMA INC COM 04534610 48 23,478 SH DEFINED 1 23,478
ASSET ACCEP CAP CORP COM 04543P10 2,125 293,096 SH DEFINED 1,2,5,6 293,096
ASSISTED LIVING CONC CL A NEW 04544X30 4,260 205,596 SH DEFINED 1,2,5,6 205,596
ASSOCIATED BANC CORP COM 04548710 39,479 3,456,962 SH DEFINED 1,2,5,6,7,8,10,12 3,456,962
ASSOCIATED ESTATES R COM 04560410 4,849 504,047 SH DEFINED 1,2,3,5,8 504,047
ASSURANT INC COM 04621X10 150,137 4,682,992 SH DEFINED 1,2,5,6,7,8,10,12,13 4,682,992
ASSURED GUARANTY LTD COM G0585R10 36,310 1,869,707 SH DEFINED 1,2,5,8 1,869,707
ASTEC INDS INC COM 04622410 10,539 413,788 SH DEFINED 1,2,5,6,8 413,788
ASTORIA FINL CORP COM 04626510 29,750 2,694,769 SH DEFINED 1,2,5,6,8,12 2,694,769
ASTRAZENECA PLC SPONSORED 04635310 4,974 110,658 SH DEFINED 1 110,658
ASTRONICS CORP COM 04643310 1,232 131,106 SH DEFINED 1,2 131,106
AT&T INC COM 00206R10 5,504,372 203,790,138 SH DEFINED 1,2,5,6,7,8,10,12,13 203,790,138
ATC TECHNOLOGY CORP COM 00211W10 10,640 538,459 SH DEFINED 1,2,5,6,8 538,459
ATHENAHEALTH INC COM 04685W10 26,656 694,704 SH DEFINED 1,2,5,6,8 694,704
ATHEROS COMMUNICATIO COM 04743P10 39,697 1,496,306 SH DEFINED 1,2,5,6,8 1,496,306
ATLANTIC TELE NETWOR COM NEW 04907920 10,756 201,347 SH DEFINED 1,2,8 201,347
ATLAS AIR WORLDWIDE COM NEW 04916420 17,521 548,039 SH DEFINED 1,2,5 548,039
ATLAS ENERGY INC COM 04929810 20,756 766,740 SH DEFINED 1,2,5,6,8 766,740
ATLAS PIPELINE PARTN UNIT L P I 04939210 409 55,942 SH DEFINED 1,2 55,942
ATMEL CORP COM 04951310 42,978 10,257,355 SH DEFINED 1,2,5,6,8,10 10,257,355
ATMI INC COM 00207R10 12,697 699,572 SH DEFINED 1,2,5,6,8 699,572
ATMOS ENERGY CORP COM 04956010 35,556 1,261,740 SH DEFINED 1,2,5,6,8,10 1,261,740
ATP OIL & GAS CORP COM 00208J10 13,382 747,992 SH DEFINED 1,2,5,6,8 747,992
ATRINSIC INC COM 04964C10 12 10,587 SH DEFINED 1 10,587
ATRION CORP COM 04990410 4,517 31,280 SH DEFINED 1,2,6 31,280
ATS MED INC COM 00208310 2,020 753,866 SH DEFINED 1,2,6 753,866
ATWOOD OCEANICS INC COM 05009510 39,651 1,124,204 SH DEFINED 1,2,5,6,8,10 1,124,204
AU OPTRONICS CORP SPONSORED 00225510 10,691 1,104,412 SH DEFINED 1,2,5,6 1,104,412
AUBURN NATL BANCORP COM 05047310 823 33,716 SH DEFINED 1,2 33,716
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
AUDIOCODES LTD ORD M1534210 37 17,733 SH DEFINED 1,2 17,733
AUDIOVOX CORP CL A 05075710 2,574 375,821 SH DEFINED 1,2 375,821
AUTHENTEC INC COM 05266010 29 10,200 SH DEFINED 1 10,200
AUTHENTIDATE HLDG CO COM 05266610 42 30,017 SH DEFINED 1 30,017
AUTOBYTEL INC COM 05275N10 35 50,400 SH DEFINED 1 50,400
AUTODESK INC COM 05276910 177,667 7,465,000 SH DEFINED 1,2,5,6,7,8,10,12,13 7,465,000
AUTOLIV INC COM 05280010 30,796 916,556 SH DEFINED 1,2,5,6,8,10,12 916,556
AUTOMATIC DATA PROCE COM 05301510 665,751 16,940,231 SH DEFINED 1,2,5,6,7,8,10,12,13 16,940,231
AUTONATION INC COM 05329W10 97,969 5,418,625 SH DEFINED 1,2,5,6,7,8,10,12,13 5,418,625
AUTOZONE INC COM 05333210 184,630 1,262,683 SH DEFINED 1,2,5,6,7,8,10,12,13 1,262,683
AUXILIUM PHARMACEUTI COM 05334D10 32,759 957,578 SH DEFINED 1,2,5,6,8 957,578
AVALONBAY CMNTYS INC COM 05348410 294,390 4,047,706 SH DEFINED 1,2,3,5,6,7,8,10,12,13 4,047,706
AVANIR PHARMACEUTICA CL A NEW 05348P40 2,014 968,336 SH DEFINED 1,2 968,336
AVATAR HLDGS INC COM 05349410 2,257 118,805 SH DEFINED 1,2,5 118,805
AVERY DENNISON CORP COM 05361110 155,764 4,325,576 SH DEFINED 1,2,5,6,7,8,10,12,13 4,325,576
AVI BIOPHARMA INC COM 00234610 2,885 1,677,241 SH DEFINED 1,2,5 1,677,241
AVID TECHNOLOGY INC COM 05367P10 9,651 684,954 SH DEFINED 1,2,5,6,8 684,954
AVIGEN INC COM 05369010 27 17,802 SH DEFINED 1 17,802
AVIS BUDGET GROUP COM 05377410 61,907 4,633,744 SH DEFINED 1,2,5,6,7,8 4,633,744
AVISTA CORP COM 05379B10 31,395 1,552,663 SH DEFINED 1,2,5,8 1,552,663
AVNET INC COM 05380710 116,671 4,492,523 SH DEFINED 1,2,5,6,7,8,10,12,13 4,492,523
AVOCENT CORP COM 05389310 29,443 1,452,558 SH DEFINED 1,2,5,8 1,452,558
AVON PRODS INC COM 05430310 480,229 14,141,027 SH DEFINED 1,2,5,6,7,8,10,12,13 14,141,027
AVX CORP NEW COM 00244410 6,570 550,715 SH DEFINED 1,2,5,8,10 550,715
AWARE INC MASS COM 05453N10 35 14,192 SH DEFINED 1 14,192
AXA SPONSORED 05453610 1,313 48,539 SH DEFINED 1 48,539
AXCELIS TECHNOLOGIES COM 05454010 163 135,832 SH DEFINED 1 135,832
AXIS CAPITAL HOLDING SHS G0692U10 60,420 2,001,980 SH DEFINED 1,2,5,6,7,8,10,12,13 2,001,980
AXT INC COM 00246W10 56 29,103 SH DEFINED 1,2 29,103
AZZ INC COM 00247410 11,290 281,052 SH DEFINED 1,2,5,6,8 281,052
B & G FOODS INC NEW CL A 05508R10 4,943 603,545 SH DEFINED 1,2,8 603,545
BADGER METER INC COM 05652510 11,780 304,466 SH DEFINED 1,2,5,6,8 304,466
BAIDU INC SPON ADR R 05675210 22,890 58,534 SH DEFINED 1,2,5,6 58,534
BAKER HUGHES INC COM 05722410 483,919 11,343,616 SH DEFINED 1,2,5,6,7,8,10,12,13 11,343,616
BAKER MICHAEL CORP COM 05714910 5,610 154,370 SH DEFINED 1,2,6,8 154,370
BALCHEM CORP COM 05766520 9,746 370,578 SH DEFINED 1,2,6,8 370,578
BALDOR ELEC CO COM 05774110 28,747 1,051,452 SH DEFINED 1,2,5,8 1,051,452
BALDWIN & LYONS INC CL B 05775520 4,194 178,869 SH DEFINED 1,2,5 178,869
BALL CORP COM 05849810 183,390 3,727,447 SH DEFINED 1,2,5,6,7,8,10,12,13 3,727,447
BALLY TECHNOLOGIES I COM 05874B10 44,514 1,160,135 SH DEFINED 1,2,5,6,8 1,160,135
BANCFIRST CORP COM 05945F10 5,243 141,976 SH DEFINED 1,2,5,8 141,976
BANCO BILBAO VIZCAYA SPONSORED 05946K10 5,180 290,341 SH DEFINED 1,2,5,8,12 290,341
BANCO BRADESCO S A SP ADR PFD 05946030 111,151 5,588,292 SH DEFINED 1,2,6,7 5,588,292
BANCO DE CHILE SPONSORED 05952010 216 4,554 SH DEFINED 1,6 4,554
BANCO LATINOAMERICAN SHS E P1699413 8,084 568,484 SH DEFINED 1,2 568,484
BANCO MACRO SA SPON ADR B 05961W10 235 9,725 SH DEFINED 1,2 9,725
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BANCO SANTANDER CHIL SP ADR REP 05965X10 12,386 215,264 SH DEFINED 1,2,5,6,8 215,264
BANCO SANTANDER SA ADR 05964H10 8,408 520,615 SH DEFINED 1,2,5,8,12,13 520,615
BANCOLOMBIA S A SPON ADR P 05968L10 36,760 856,267 SH DEFINED 1,2,5,6,7,8,10 856,267
BANCORP INC DEL COM 05969A10 1,757 307,196 SH DEFINED 1,2 307,196
BANCORP RHODE ISLAND COM 05969010 1,519 60,793 SH DEFINED 1,2 60,793
BANCORPSOUTH INC COM 05969210 58,067 2,378,806 SH DEFINED 1,2,5,6,8,10 2,378,806
BANCTRUST FINANCIAL COM 05978R10 110 30,951 SH DEFINED 1 30,951
BANK HAWAII CORP COM 06254010 52,505 1,263,952 SH DEFINED 1,2,5,6,8,10 1,263,952
BANK KY FINL CORP COM 06289610 918 43,365 SH DEFINED 1,2 43,365
BANK MUTUAL CORP NEW COM 06375010 9,120 1,031,729 SH DEFINED 1,2,5,8 1,031,729
BANK OF AMERICA CORP COM 06050510 6,492,414 383,712,401 SH DEFINED 1,2,5,6,7,8,10,12,13 383,712,401
BANK OF GRANITE CORP COM 06240110 15 14,309 SH DEFINED 1 14,309
BANK OF MARIN BANCOR COM 06342510 2,608 83,250 SH DEFINED 1,2 83,250
BANK OF NEW YORK MEL COM 06405810 1,314,119 45,330,064 SH DEFINED 1,2,5,6,7,8,10,12,13 45,330,064
BANK OF THE OZARKS I COM 06390410 8,702 328,016 SH DEFINED 1,2,5,6,8 328,016
BANKATLANTIC BANCORP CL A NEW 06590860 90 31,164 SH DEFINED 1 31,164
BANKFINANCIAL CORP COM 06643P10 4,312 449,213 SH DEFINED 1,2 449,213
BANKRATE INC COM 06646V10 1,134 39,804 SH DEFINED 1,5 39,804
BANNER CORP COM 06652V10 973 356,412 SH DEFINED 1,2,8 356,412
BAR HBR BANKSHARES COM 06684910 1,540 45,287 SH DEFINED 1,2 45,287
BARCLAYS BK PLC IPMS INDIA 06739F29 73,438 1,246,186 SH DEFINED 4,5 1,246,186
BARCLAYS PLC ADR 06738E20 1,031 43,611 SH DEFINED 1 43,611
BARD C R INC COM 06738310 248,164 3,156,902 SH DEFINED 1,2,5,6,7,8,10,12,13 3,156,902
BARE ESCENTUALS INC COM 06751110 16,340 1,374,293 SH DEFINED 1,2,5,6,8 1,374,293
BARNES & NOBLE INC COM 06777410 29,621 1,333,088 SH DEFINED 1,2,5,6,8,10 1,333,088
BARNES GROUP INC COM 06780610 19,971 1,168,573 SH DEFINED 1,2,5,8 1,168,573
BARNWELL INDS INC COM 06822110 46 10,493 SH DEFINED 1,2 10,493
BARRETT BILL CORP COM 06846N10 42,139 1,285,127 SH DEFINED 1,2,5,6,8 1,285,127
BARRETT BUSINESS SER COM 06846310 1,142 107,938 SH DEFINED 1,2 107,938
BARRICK GOLD CORP COM 06790110 1,428 37,674 SH DEFINED 1,5 37,674
BASIC ENERGY SVCS IN COM 06985P10 5,775 680,176 SH DEFINED 1,2,5 680,176
BASSETT FURNITURE IN COM 07020310 137 32,006 SH DEFINED 1,2 32,006
BAXTER INTL INC COM 07181310 1,339,571 23,497,123 SH DEFINED 1,2,5,6,7,8,10,12,13 23,497,123
BB&T CORP COM 05493710 702,893 25,803,720 SH DEFINED 1,2,5,6,7,8,10,12,13 25,803,720
BE AEROSPACE INC COM 07330210 40,253 1,998,679 SH DEFINED 1,2,5,6,8,10 1,998,679
BEACON POWER CORP COM 07367710 70 99,946 SH DEFINED 1 99,946
BEACON ROOFING SUPPL COM 07368510 16,210 1,014,386 SH DEFINED 1,2,5,6,8 1,014,386
BEAZER HOMES USA INC COM 07556Q10 5,732 1,025,483 SH DEFINED 1,2,6 1,025,483
BEBE STORES INC COM 07557110 3,694 501,860 SH DEFINED 1,2,5 501,860
BECKMAN COULTER INC NOTE 2.50 075811AD 689 600,000 SH DEFINED 2 600,000
BECKMAN COULTER INC COM 07581110 110,431 1,601,841 SH DEFINED 1,2,5,6,7,8,10,12,13 1,601,841
BECTON DICKINSON & C COM 07588710 903,518 12,953,660 SH DEFINED 1,2,5,6,7,8,10,12,13 12,953,660
BED BATH & BEYOND IN COM 07589610 347,770 9,263,984 SH DEFINED 1,2,5,6,7,8,10,12,13 9,263,984
BEL FUSE INC CL B 07734730 4,617 242,634 SH DEFINED 1,2,6 242,634
BELDEN INC COM 07745410 25,977 1,124,528 SH DEFINED 1,2,5,6,8 1,124,528
BELO CORP COM SER A 08055510 11,774 2,176,324 SH DEFINED 1,2,5,8 2,176,324
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BEMIS INC COM 08143710 111,137 4,289,345 SH DEFINED 1,2,5,6,8,10,12,13 4,289,345
BENCHMARK ELECTRS IN COM 08160H10 37,347 2,074,824 SH DEFINED 1,2,5,8 2,074,824
BENEFICIAL MUTUAL BA COM 08173R10 5,840 640,346 SH DEFINED 1,2,5,6,8 640,346
BENIHANA INC CL A 08204720 1,137 198,476 SH DEFINED 1,2 198,476
BERKLEY W R CORP COM 08442310 92,197 3,647,053 SH DEFINED 1,2,5,6,7,8,10,12,13 3,647,053
BERKSHIRE HATHAWAY I CL A 08467010 262,499 2,599 SH DEFINED 1,2,5,6,8,12 2,599
BERKSHIRE HATHAWAY I CL B 08467020 676,197 203,490 SH DEFINED 1,2,5,6,7,8,10,12,13 203,490
BERKSHIRE HILLS BANC COM 08468010 6,822 310,925 SH DEFINED 1,2,5,8 310,925
BERRY PETE CO CL A 08578910 26,481 988,827 SH DEFINED 1,2,5,8 988,827
BEST BUY INC COM 08651610 469,619 12,516,507 SH DEFINED 1,2,5,6,7,8,10,12,13 12,516,507
BGC PARTNERS INC CL A 05541T10 3,730 871,603 SH DEFINED 1,2,5 871,603
BHP BILLITON LTD SPONSORED 08860610 76,210 1,154,526 SH DEFINED 1,2,5 1,154,526
BHP BILLITON PLC SPONSORED 05545E20 2,328 42,248 SH DEFINED 1 42,248
BIDZ COM INC COM 08883T20 66 19,100 SH DEFINED 1 19,100
BIG 5 SPORTING GOODS COM 08915P10 7,615 504,336 SH DEFINED 1,2,5,8 504,336
BIG LOTS INC COM 08930210 62,667 2,504,680 SH DEFINED 1,2,5,6,7,8,10,12,13 2,504,680
BIGBAND NETWORKS INC COM 08975050 2,952 736,101 SH DEFINED 1,2,6 736,101
BIO RAD LABS INC CL A 09057220 36,151 393,456 SH DEFINED 1,2,5,6,8,10 393,456
BIOANALYTICAL SYS IN COM 09058M10 15 14,300 SH DEFINED 1 14,300
BIOCLINICA INC COM 09071B10 49 11,967 SH DEFINED 1 11,967
BIOCRYST PHARMACEUTI COM 09058V10 3,988 483,998 SH DEFINED 1,2,5 483,998
BIODEL INC COM 09064M10 1,437 267,612 SH DEFINED 1,2 267,612
BIODELIVERY SCIENCES COM 09060J10 927 193,148 SH DEFINED 1,2 193,148
BIOFORM MEDICAL INC COM 09065G10 40 11,040 SH DEFINED 1 11,040
BIOGEN IDEC INC COM 09062X10 565,678 11,197,118 SH DEFINED 1,2,5,6,7,8,10,12,13 11,197,118
BIOLASE TECHNOLOGY I COM 09091110 83 36,589 SH DEFINED 1 36,589
BIOMARIN PHARMACEUTI COM 09061G10 36,987 2,045,730 SH DEFINED 1,2,5,6,8,10 2,045,730
BIOMED REALTY TRUST COM 09063H10 52,783 3,824,856 SH DEFINED 1,2,3,5,8 3,824,856
BIOMIMETIC THERAPEUT COM 09064X10 3,363 275,392 SH DEFINED 1,2 275,392
BIONOVO INC COM 09064310 8 12,100 SH DEFINED 1 12,100
BIO-REFERENCE LABS I COM $.01 N 09057G60 7,806 226,909 SH DEFINED 1,2,6,8 226,909
BIOSANTE PHARMACEUTI COM NEW 09065V20 35 17,580 SH DEFINED 1 17,580
BIOSCRIP INC COM 09069N10 5,381 795,963 SH DEFINED 1,2 795,963
BIOSPECIFICS TECHNOL COM 09093110 1,667 52,089 SH DEFINED 1,2 52,089
BJ SVCS CO COM 05548210 238,727 12,286,535 SH DEFINED 1,2,5,6,7,8,10,12,13 12,286,535
BJS RESTAURANTS INC COM 09180C10 5,547 370,079 SH DEFINED 1,2,5,6,8 370,079
BJS WHOLESALE CLUB I COM 05548J10 41,035 1,132,937 SH DEFINED 1,2,5,6,7,8,10 1,132,937
BLACK & DECKER CORP COM 09179710 92,218 1,992,172 SH DEFINED 1,2,5,6,7,8,10,12,13 1,992,172
BLACK BOX CORP DEL COM 09182610 11,498 458,282 SH DEFINED 1,2,5,8 458,282
BLACK HILLS CORP COM 09211310 58,995 2,343,847 SH DEFINED 1,2,5,8 2,343,847
BLACKBAUD INC COM 09227Q10 22,156 954,982 SH DEFINED 1,2,5,6,8 954,982
BLACKBOARD INC COM 09193550 24,242 641,659 SH DEFINED 1,2,5,6,8 641,659
BLACKROCK INC COM 09247X10 60,094 277,162 SH DEFINED 1,2,5,6,7,8,10,12,13 277,162
BLACKROCK KELSO CAPI COM 09253310 1,899 255,897 SH DEFINED 1,2,5,8 255,897
BLACKSTONE GROUP L P COM UNIT L 09253U10 1,876 132,092 SH DEFINED 1,2,8 132,092
BLOCK H & R INC COM 09367110 199,235 10,839,774 SH DEFINED 1,2,5,6,7,8,10,12,13 10,839,774
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
BLOCKBUSTER INC CL A 09367910 316 294,996 SH DEFINED 1,2 294,996
BLOCKBUSTER INC CL B 09367920 11 18,890 SH DEFINED 1 18,890
BLOUNT INTL INC NEW COM 09518010 7,265 767,186 SH DEFINED 1,2,5,6,8 767,186
BLUE COAT SYSTEMS IN COM NEW 09534T50 19,036 842,652 SH DEFINED 1,2,5,6,8 842,652
BLUE DOLPHIN ENERGY COM NEW 09539520 9 18,943 SH DEFINED 1,2 18,943
BLUE NILE INC COM 09578R10 16,758 269,763 SH DEFINED 1,2,5,6,8 269,763
BLUEGREEN CORP COM 09623110 836 274,152 SH DEFINED 1,2 274,152
BLUELINX HLDGS INC COM 09624H10 739 184,265 SH DEFINED 1,2 184,265
BLYTH INC COM NEW 09643P20 8,184 211,298 SH DEFINED 1,2,5,8 211,298
BMB MUNAI INC COM 09656A10 10 10,750 SH DEFINED 1 10,750
BMC SOFTWARE INC COM 05592110 259,827 6,923,179 SH DEFINED 1,2,5,6,7,8,10,12,13 6,923,179
BMP SUNSTONE CORP COM 05569C10 1,918 471,325 SH DEFINED 1,2 471,325
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,079 43,480 SH DEFINED 1,2,8 43,480
BOB EVANS FARMS INC COM 09676110 29,912 1,029,313 SH DEFINED 1,2,5,8 1,029,313
BOEING CO COM 09702310 1,564,570 28,893,258 SH DEFINED 1,2,5,6,7,8,10,12,13 28,893,258
BOISE INC COM 09746Y10 3,223 610,369 SH DEFINED 1,2 610,369
BOK FINL CORP COM NEW 05561Q20 20,082 433,546 SH DEFINED 1,2,5,10 433,546
BOLT TECHNOLOGY CORP COM 09769810 1,942 154,511 SH DEFINED 1,2 154,511
BON-TON STORES INC COM 09776J10 9,104 1,250,606 SH DEFINED 1 1,250,606
BOOKS-A-MILLION INC COM 09857010 1,477 122,712 SH DEFINED 1,2 122,712
BOOTS & COOTS INC COM NEW 09946950 2,026 1,258,429 SH DEFINED 1,2 1,258,429
BORDERS GROUP INC COM 09970910 4,122 1,325,515 SH DEFINED 1,2,5 1,325,515
BORGWARNER INC COM 09972410 80,614 2,664,058 SH DEFINED 1,2,5,6,7,8,10,12,13 2,664,058
BOSTON BEER INC CL A 10055710 7,036 189,747 SH DEFINED 1,2,6,8 189,747
BOSTON PPTYS LTD PAR NOTE 3.75 10112RAG 13,447 13,430,000 SH DEFINED 5 13,430,000
BOSTON PPTYS LTD PAR NOTE 2.87 10112RAK 19,927 20,730,000 SH DEFINED 1,2,5 20,730,000
BOSTON PRIVATE FINL COM 10111910 20,026 3,095,145 SH DEFINED 1,2,5,8 3,095,145
BOSTON PROPERTIES IN COM 10112110 459,048 7,003,014 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,003,014
BOSTON SCIENTIFIC CO COM 10113710 547,739 51,722,330 SH DEFINED 1,2,5,6,7,8,10,12,13 51,722,330
BOTTOMLINE TECH DEL COM 10138810 6,019 466,595 SH DEFINED 1,2,8 466,595
BOVIE MEDICAL CORP COM 10211F10 2,034 259,108 SH DEFINED 1,2,5 259,108
BOWNE & CO INC COM 10304310 6,089 790,802 SH DEFINED 1,2,5 790,802
BOYD GAMING CORP COM 10330410 12,572 1,150,255 SH DEFINED 1,2,5,6,8,10 1,150,255
BP PLC SPONSORED 05562210 2,307,143 43,342,902 SH DEFINED 1,2 43,342,902
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,844 24,704 SH DEFINED 1,2 24,704
BPZ RESOURCES INC COM 05563910 13,210 1,756,619 SH DEFINED 1,2,5,6,8 1,756,619
BRADY CORP CL A 10467410 33,673 1,172,462 SH DEFINED 1,2,5,8 1,172,462
BRANDYWINE RLTY TR SH BEN INT 10536820 44,102 3,994,764 SH DEFINED 1,2,3,5,6,8,10 3,994,764
BRASIL TELECOM PARTI SPON ADR P 10553010 1,937 36,337 SH DEFINED 1,2 36,337
BRASKEM S A SP ADR PFD 10553210 512 40,658 SH DEFINED 1,2,6 40,658
BRE PROPERTIES INC CL A 05564E10 56,391 1,801,615 SH DEFINED 1,2,3,5,6,8,10 1,801,615
BREITBURN ENERGY PAR COM UT LTD 10677610 291 25,571 SH DEFINED 1,2 25,571
BRF-BRASIL FOODS S A SPONSORED 10552T10 21,592 405,479 SH DEFINED 1,2,6,7 405,479
BRIDGE BANCORP INC COM 10803510 2,339 96,130 SH DEFINED 1,2 96,130
BRIDGEPOINT ED INC COM 10807M10 3,777 247,497 SH DEFINED 1,2 247,497
BRIGGS & STRATTON CO COM 10904310 23,240 1,197,325 SH DEFINED 1,2,5,6,8 1,197,325
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 14,160 1,559,497 SH DEFINED 1,2,5,6,8 1,559,497
BRIGHTPOINT INC COM NEW 10947340 14,330 1,637,673 SH DEFINED 1,2,5,8 1,637,673
BRINKER INTL INC COM 10964110 34,163 2,171,867 SH DEFINED 1,2,5,6,8,10,12 2,171,867
BRINKS CO COM 10969610 30,182 1,121,583 SH DEFINED 1,2,5,6,8,10 1,121,583
BRINKS HOME SEC HLDG COM 10969910 28,897 938,524 SH DEFINED 1,2,5,6,8,10 938,524
BRISTOL MYERS SQUIBB COM 11012210 1,494,161 66,348,198 SH DEFINED 1,2,5,6,7,8,10,12,13 66,348,198
BRISTOW GROUP INC COM 11039410 21,843 735,697 SH DEFINED 1,2,5,8 735,697
BRITISH AMERN TOB PL SPONSORED 11044810 1,600 25,298 SH DEFINED 1 25,298
BRITISH SKY BROADCAS SPONSORED 11101310 390 10,664 SH DEFINED 1 10,664
BROADCOM CORP CL A 11132010 466,825 15,210,995 SH DEFINED 1,2,5,6,7,8,10,12,13 15,210,995
BROADPOINT GLEACHER COM 11134A10 8,135 975,471 SH DEFINED 1,2,8 975,471
BROADRIDGE FINL SOLU COM 11133T10 66,950 3,330,836 SH DEFINED 1,2,5,6,8,10,12 3,330,836
BROADWIND ENERGY INC COM 11161T10 4,414 559,384 SH DEFINED 1,2 559,384
BROCADE COMMUNICATIO COM NEW 11162130 46,236 5,882,488 SH DEFINED 1,2,5,6,8,10 5,882,488
BRONCO DRILLING CO I COM 11221110 2,982 455,236 SH DEFINED 1,2,5 455,236
BROOKDALE SR LIVING COM 11246310 10,812 596,370 SH DEFINED 1,2,5,6,8,10 596,370
BROOKFIELD HOMES COR COM 11272310 1,410 211,041 SH DEFINED 1,2 211,041
BROOKFIELD INFRAST P LP INT UNI G1625210 410 24,937 SH DEFINED 1,2 24,937
BROOKFIELD PPTYS COR COM 11290010 5,963 529,534 SH DEFINED 1,2,3 529,534
BROOKLINE BANCORP IN COM 11373M10 20,816 2,141,606 SH DEFINED 1,2,5,8 2,141,606
BROOKLYN FEDERAL BAN COM 11403910 493 40,374 SH DEFINED 1,2 40,374
BROOKS AUTOMATION IN COM 11434010 11,339 1,466,853 SH DEFINED 1,2,5,6,8 1,466,853
BROWN & BROWN INC COM 11523610 45,868 2,393,957 SH DEFINED 1,2,5,6,8,10,12 2,393,957
BROWN FORMAN CORP CL A 11563710 643 12,588 SH DEFINED 1,2 12,588
BROWN FORMAN CORP CL B 11563720 159,468 3,307,087 SH DEFINED 1,2,5,6,7,8,10,12,13 3,307,087
BROWN SHOE INC NEW COM 11573610 7,545 940,831 SH DEFINED 1,2,5,8 940,831
BRUKER CORP COM 11679410 12,645 1,185,098 SH DEFINED 1,2,5,6,8 1,185,098
BRUNSWICK CORP COM 11704310 27,458 2,291,952 SH DEFINED 1,2,5,6,8 2,291,952
BRUSH ENGINEERED MAT COM 11742110 11,784 481,772 SH DEFINED 1,2,5,6,8 481,772
BRYN MAWR BK CORP COM 11766510 2,240 128,234 SH DEFINED 1,2 128,234
BUCKEYE GP HOLDINGS COM UNITS 11816710 236 9,790 SH DEFINED 1,2 9,790
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,444 29,822 SH DEFINED 1,2 29,822
BUCKEYE TECHNOLOGIES COM 11825510 12,640 1,177,960 SH DEFINED 1,2,5,8 1,177,960
BUCKLE INC COM 11844010 30,067 880,697 SH DEFINED 1,2,5,8 880,697
BUCYRUS INTL INC NEW COM 11875910 55,903 1,569,880 SH DEFINED 1,2,5,6,8,10 1,569,880
BUFFALO WILD WINGS I COM 11984810 15,584 374,534 SH DEFINED 1,2,5,6,8 374,534
BUILD A BEAR WORKSHO COM 12007610 1,636 335,935 SH DEFINED 1,2 335,935
BUILDERS FIRSTSOURCE COM 12008R10 1,253 287,456 SH DEFINED 1,2 287,456
BUNGE LIMITED COM G1696210 103,683 1,656,011 SH DEFINED 1,2,5,6,7,8,10,12,13 1,656,011
BURGER KING HLDGS IN COM 12120820 18,941 1,076,812 SH DEFINED 1,2,5,6,8,10 1,076,812
BURLINGTON NORTHN SA COM 12189T10 719,774 9,016,334 SH DEFINED 1,2,5,6,7,8,10,12,13 9,016,334
BWAY HOLDING COMPANY COM 12429T10 4,088 220,844 SH DEFINED 1,2,6 220,844
C D I CORP COM 12507110 4,957 352,785 SH DEFINED 1,2,5 352,785
C H ROBINSON WORLDWI COM NEW 12541W20 320,697 5,553,198 SH DEFINED 1,2,5,6,7,8,10,12,13 5,553,198
C&D TECHNOLOGIES INC COM 12466110 126 58,524 SH DEFINED 1 58,524
CA INC COM 12673P10 313,288 14,246,836 SH DEFINED 1,2,5,6,7,8,10,12,13 14,246,836
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CABELAS INC COM 12680430 20,961 1,571,285 SH DEFINED 1,2,5,8 1,571,285
CABLEVISION SYS CORP CL A NY CA 12686C10 97,336 4,098,376 SH DEFINED 1,2,5,6,7,8,10,12,13 4,098,376
CABOT CORP COM 12705510 122,103 5,283,574 SH DEFINED 1,2,5,6,8,10,12 5,283,574
CABOT MICROELECTRONI COM 12709P10 18,246 523,406 SH DEFINED 1,2,5,6,8 523,406
CABOT OIL & GAS CORP COM 12709710 159,137 4,451,390 SH DEFINED 1,2,5,6,7,8,10,12,13 4,451,390
CACHE INC COM NEW 12715030 81 16,417 SH DEFINED 1 16,417
CACI INTL INC CL A 12719030 33,386 706,280 SH DEFINED 1,2,5 706,280
CADBURY PLC SPONS ADR 12721E10 357 6,965 SH DEFINED 1 6,965
CADENCE DESIGN SYSTE COM 12738710 40,086 5,461,296 SH DEFINED 1,2,5,6,8,10 5,461,296
CADENCE FINL CORP COM 12738A10 19 10,806 SH DEFINED 1 10,806
CADENCE PHARMACEUTIC COM 12738T10 5,406 488,779 SH DEFINED 1,2,6 488,779
CADIZ INC COM NEW 12753720 2,896 247,499 SH DEFINED 1,2 247,499
CAI INTERNATIONAL IN COM 12477X10 1,380 187,181 SH DEFINED 1,2 187,181
CAL DIVE INTL INC NOTE 3.25 127914AB 8,805 10,020,000 SH DEFINED 5 10,020,000
CAL DIVE INTL INC DE COM 12802T10 16,333 1,651,438 SH DEFINED 1,2,5,6,8 1,651,438
CAL MAINE FOODS INC COM NEW 12803020 8,828 329,763 SH DEFINED 1,2,5,6,8 329,763
CALAMOS ASSET MGMT I CL A 12811R10 6,571 503,157 SH DEFINED 1,2,5,6,8 503,157
CALAMP CORP COM 12812610 52 18,691 SH DEFINED 1 18,691
CALAVO GROWERS INC COM 12824610 3,517 185,286 SH DEFINED 1,2,6,8 185,286
CALGON CARBON CORP COM 12960310 18,769 1,265,626 SH DEFINED 1,2,5,6,8 1,265,626
CALIFORNIA FIRST NTN COM 13022210 285 25,749 SH DEFINED 1,2 25,749
CALIFORNIA MICRO DEV COM 13043910 96 29,822 SH DEFINED 1 29,822
CALIFORNIA PIZZA KIT COM 13054D10 11,189 716,327 SH DEFINED 1,2,5,6,8 716,327
CALIFORNIA WTR SVC G COM 13078810 18,397 472,454 SH DEFINED 1,2,5,8 472,454
CALIPER LIFE SCIENCE COM 13087210 100 35,506 SH DEFINED 1 35,506
CALLAWAY GOLF CO COM 13119310 15,225 2,000,611 SH DEFINED 1,2,5,8 2,000,611
CALLIDUS SOFTWARE IN COM 13123E50 1,162 386,206 SH DEFINED 1,2 386,206
CALLON PETE CO DEL COM 13123X10 44 23,942 SH DEFINED 1 23,942
CALPINE CORP COM NEW 13134730 117,062 10,161,658 SH DEFINED 1,2,5,6,7,8,10,12,13 10,161,658
CALUMET SPECIALTY PR UT LTD PAR 13147610 178 11,248 SH DEFINED 1,2 11,248
CAMBREX CORP COM 13201110 3,689 585,622 SH DEFINED 1,2 585,622
CAMDEN NATL CORP COM 13303410 5,328 161,267 SH DEFINED 1,2,5,8 161,267
CAMDEN PPTY TR SH BEN INT 13313110 87,943 2,182,212 SH DEFINED 1,2,3,5,6,7,8,10 2,182,212
CAMERON INTERNATIONA NOTE 2.50 13342BAB 512 400,000 SH DEFINED 2 400,000
CAMERON INTERNATIONA COM 13342B10 364,540 9,638,806 SH DEFINED 1,2,5,6,7,8,10,12,13 9,638,806
CAMPBELL SOUP CO COM 13442910 245,348 7,521,383 SH DEFINED 1,2,5,6,7,8,10,12,13 7,521,383
CANADIAN NATL RY CO COM 13637510 451 9,210 SH DEFINED 1 9,210
CANDELA CORP COM 13690710 62 18,860 SH DEFINED 1 18,860
CANO PETE INC COM 13780110 38 30,300 SH DEFINED 1 30,300
CANON INC ADR 13800630 3,785 94,658 SH DEFINED 1,2,5 94,658
CANTEL MEDICAL CORP COM 13809810 5,247 348,406 SH DEFINED 1,2,6 348,406
CAPE BANCORP INC COM 13920910 1,390 181,041 SH DEFINED 1,2 181,041
CAPELLA EDUCATION CO COM 13959410 20,087 298,289 SH DEFINED 1,2,5,6,8 298,289
CAPITAL CITY BK GROU COM 13967410 3,274 230,553 SH DEFINED 1,2,5,8 230,553
CAPITAL ONE FINL COR COM 14040H10 612,816 17,151,300 SH DEFINED 1,2,5,6,7,8,10,12,13 17,151,300
CAPITAL PRODUCT PART COM UNIT L Y1108210 112 12,263 SH DEFINED 1,2 12,263
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CAPITAL SOUTHWEST CO COM 14050110 4,414 57,515 SH DEFINED 1,2,5,8 57,515
CAPITAL SR LIVING CO COM 14047510 2,601 426,314 SH DEFINED 1,2 426,314
CAPITAL TRUST INC MD CL A NEW 14052H50 95 31,113 SH DEFINED 1 31,113
CAPITALSOURCE INC COM 14055X10 12,484 2,876,568 SH DEFINED 1,2,5,8,10 2,876,568
CAPITOL BANCORP LTD COM 14056D10 58 22,153 SH DEFINED 1,2 22,153
CAPITOL FED FINL COM 14057C10 7,689 233,559 SH DEFINED 1,2,5,6,8,10 233,559
CAPLEASE INC COM 14028810 4,867 1,207,657 SH DEFINED 1,2,3 1,207,657
CAPSTEAD MTG CORP COM NO PAR 14067E50 28,296 2,034,237 SH DEFINED 1,2,5,8 2,034,237
CAPSTONE TURBINE COR COM 14067D10 232 175,816 SH DEFINED 1,2 175,816
CARACO PHARMACEUTICA COM 14075T10 959 188,435 SH DEFINED 1,2 188,435
CARBO CERAMICS INC COM 14078110 20,679 401,149 SH DEFINED 1,2,5,6,8 401,149
CARDIAC SCIENCE CORP COM 14141A10 1,906 476,593 SH DEFINED 1,2 476,593
CARDICA INC COM 14141R10 16 10,800 SH DEFINED 1 10,800
CARDINAL FINL CORP COM 14149F10 4,543 552,059 SH DEFINED 1,2,6,8 552,059
CARDINAL HEALTH INC COM 14149Y10 312,548 11,662,239 SH DEFINED 1,2,5,6,7,8,10,12,13 11,662,239
CARDIONET INC COM 14159L10 2,909 432,894 SH DEFINED 1,2,5,6,8 432,894
CARDIOVASCULAR SYS I COM 14161910 879 120,881 SH DEFINED 1,2 120,881
CARDIUM THERAPEUTICS COM 14191610 754 465,353 SH DEFINED 1,2 465,353
CARDTRONICS INC COM 14161H10 2,266 289,749 SH DEFINED 1,2 289,749
CARE INVESTMENT TRUS COM 14165710 1,631 212,582 SH DEFINED 1,2 212,582
CAREER EDUCATION COR COM 14166510 35,825 1,473,664 SH DEFINED 1,2,5,6,8,10 1,473,664
CAREFUSION CORP COM 14170T10 146,515 6,720,862 SH DEFINED 1,2,5,6,7,8,10,12,13 6,720,862
CARIBOU COFFEE INC COM 14204220 576 79,733 SH DEFINED 1,2 79,733
CARLISLE COS INC COM 14233910 58,175 1,715,572 SH DEFINED 1,2,5,6,8,10 1,715,572
CARMAX INC COM 14313010 113,004 5,406,876 SH DEFINED 1,2,5,6,7,8,10,12,13 5,406,876
CARMIKE CINEMAS INC COM 14343640 1,745 172,647 SH DEFINED 1,2 172,647
CARNIVAL CORP DBCV 2.00 143658AN 584 550,000 SH DEFINED 2 550,000
CARNIVAL CORP PAIRED CTF 14365830 455,447 13,685,293 SH DEFINED 1,2,5,6,7,8,10,12,13 13,685,293
CARPENTER TECHNOLOGY COM 14428510 57,476 2,457,300 SH DEFINED 1,2,5,6,8,10 2,457,300
CARRIAGE SVCS INC COM 14390510 76 19,570 SH DEFINED 1 19,570
CARRIZO OIL & CO INC COM 14457710 13,844 565,302 SH DEFINED 1,2,5,6,8 565,302
CARROLS RESTAURANT G COM 14574X10 1,426 188,618 SH DEFINED 1,2 188,618
CARTER INC COM 14622910 54,060 2,024,733 SH DEFINED 1,2,5,6,7,8 2,024,733
CASCADE BANCORP COM 14715410 186 153,591 SH DEFINED 1 153,591
CASCADE CORP COM 14719510 5,557 207,814 SH DEFINED 1,2,5 207,814
CASELLA WASTE SYS IN CL A 14744810 73 24,660 SH DEFINED 1 24,660
CASEYS GEN STORES IN COM 14752810 49,163 1,566,702 SH DEFINED 1,2,5,6,8 1,566,702
CASH AMER INTL INC COM 14754D10 22,540 747,337 SH DEFINED 1,2,5,6,8 747,337
CASS INFORMATION SYS COM 14808P10 4,174 139,787 SH DEFINED 1,2,6,8 139,787
CASTLE A M & CO COM 14841110 3,505 352,622 SH DEFINED 1,2,5 352,622
CASUAL MALE RETAIL G COM NEW 14871130 121 35,066 SH DEFINED 1 35,066
CATALYST HEALTH SOLU COM 14888B10 23,384 802,210 SH DEFINED 1,2,5,6,8 802,210
CATERPILLAR INC DEL COM 14912310 4,405,883 85,834,460 SH DEFINED 1,2,5,6,7,8,10,12,13 85,834,460
CATHAY GENERAL BANCO COM 14915010 18,726 2,314,652 SH DEFINED 1,2,5,8 2,314,652
CATO CORP NEW CL A 14920510 14,291 704,330 SH DEFINED 1,2,5,8 704,330
CAVCO INDS INC DEL COM 14956810 4,551 128,209 SH DEFINED 1,2,5 128,209
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CAVIUM NETWORKS INC COM 14965A10 14,747 686,864 SH DEFINED 1,2,5,6,8 686,864
CB RICHARD ELLIS GRO CL A 12497T10 88,125 7,506,395 SH DEFINED 1,2,5,6,7,8,10,12,13 7,506,395
CBEYOND INC COM 14984710 7,915 490,705 SH DEFINED 1,2,5,6,8 490,705
CBIZ INC COM 12480510 7,344 984,413 SH DEFINED 1,2,5,6,8 984,413
CBL & ASSOC PPTYS IN COM 12483010 50,758 5,232,757 SH DEFINED 1,2,3,5,6,8 5,232,757
CBS CORP NEW CL B 12485720 259,679 21,550,165 SH DEFINED 1,2,5,6,7,8,10,12,13 21,550,165
CDC CORP SHS A G2022L10 92 35,305 SH DEFINED 1,5,6 35,305
CDN IMPERIAL BK OF C COM 13606910 281 4,611 SH DEFINED 1 4,611
CEC ENTMT INC COM 12513710 16,056 620,895 SH DEFINED 1,2,5,6,8 620,895
CEDAR FAIR L P DEPOSITRY 15018510 647 61,457 SH DEFINED 1,2 61,457
CEDAR SHOPPING CTRS COM NEW 15060220 10,671 1,654,479 SH DEFINED 1,2,3,5,8 1,654,479
CELADON GROUP INC COM 15083810 5,699 503,934 SH DEFINED 1,2 503,934
CELANESE CORP DEL COM SER A 15087010 110,363 4,414,507 SH DEFINED 1,2,5,6,7,8,10,12,13 4,414,507
CELERA CORP COM 15100E10 11,014 1,765,026 SH DEFINED 1,2,5,6,8 1,765,026
CELESTICA INC SUB VTG SH 15101Q10 169 17,861 SH DEFINED 1,2 17,861
CELGENE CORP COM 15102010 838,698 15,003,535 SH DEFINED 1,2,5,6,7,8,10,12,13 15,003,535
CELL GENESYS INC COM 15092110 20 57,167 SH DEFINED 1 57,167
CELL THERAPEUTICS IN COM NO PAR 15093450 25,953 21,100,199 SH DEFINED 1,2,5 21,100,199
CELLCOM ISRAEL LTD SHS M2196U10 9,441 310,265 SH DEFINED 1,2,5,7,10 310,265
CELLDEX THERAPEUTICS COM 15117B10 2,179 396,989 SH DEFINED 1,2 396,989
CEL-SCI CORP COM NEW 15083740 95 55,158 SH DEFINED 1 55,158
CEMEX SAB DE CV SPON ADR N 15129088 3,995 309,199 SH DEFINED 1,2,6,8 309,199
CENTENE CORP DEL COM 15135B10 47,360 2,500,513 SH DEFINED 1,2,5,8 2,500,513
CENTENNIAL COMMUNCTN CL A NEW 15133V20 14,179 1,776,819 SH DEFINED 1,2,5,6,7,8 1,776,819
CENTER BANCORP INC COM 15140810 1,401 186,113 SH DEFINED 1,2 186,113
CENTER FINL CORP CAL COM 15146E10 38 10,013 SH DEFINED 1 10,013
CENTERPOINT ENERGY I COM 15189T10 191,465 15,403,432 SH DEFINED 1,2,5,6,7,8,10,12,13 15,403,432
CENTERSTATE BANKS IN COM 15201P10 2,262 286,710 SH DEFINED 1,2 286,710
CENTRAIS ELETRICAS B SPON ADR P 15234Q10 180 12,941 SH DEFINED 1,2 12,941
CENTRAIS ELETRICAS B SPONSORED 15234Q20 2,346 151,626 SH DEFINED 1,2,6 151,626
CENTRAL EUROPEAN DIS COM 15343510 19,209 586,363 SH DEFINED 1,2,5,8,10 586,363
CENTRAL EUROPEAN MED CL A NEW G2004520 7,709 225,083 SH DEFINED 1,5,6,10 225,083
CENTRAL FED CORP COM 15346Q10 82 30,900 SH DEFINED 1 30,900
CENTRAL GARDEN & PET COM 15352710 492 41,899 SH DEFINED 1,2,5 41,899
CENTRAL GARDEN & PET CL A NON-V 15352720 17,778 1,626,577 SH DEFINED 1,2,5,8 1,626,577
CENTRAL PAC FINL COR COM 15476010 4,216 1,672,904 SH DEFINED 1,2,5 1,672,904
CENTRAL VT PUB SVC C COM 15577110 5,470 283,407 SH DEFINED 1,2,5,8 283,407
CENTURY ALUM CO COM 15643110 9,742 1,041,963 SH DEFINED 1,2,5,8 1,041,963
CENTURY BANCORP INC CL A NON V 15643210 1,271 58,568 SH DEFINED 1,2 58,568
CENTURY CASINOS INC COM 15649210 78 26,962 SH DEFINED 1 26,962
CENTURYTEL INC COM 15670010 389,784 11,600,718 SH DEFINED 1,2,5,6,7,8,10,12,13 11,600,718
CENVEO INC COM 15670S10 6,818 985,319 SH DEFINED 1,2,5,6,8 985,319
CEPHALON INC NOTE 2.00 156708AP 1,724 1,300,000 SH DEFINED 1,2 1,300,000
CEPHALON INC NOTE 2.50 156708AR 1,156 1,100,000 SH DEFINED 2 1,100,000
CEPHALON INC COM 15670810 153,851 2,641,672 SH DEFINED 1,2,5,6,7,8,10,12,13 2,641,672
CEPHEID COM 15670R10 19,698 1,489,997 SH DEFINED 1,2,5,6,8 1,489,997
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CERADYNE INC COM 15671010 14,306 780,442 SH DEFINED 1,2,5,6,8 780,442
CERAGON NETWORKS LTD ORD M2201310 469 55,420 SH DEFINED 1 55,420
CERNER CORP COM 15678210 113,396 1,515,984 SH DEFINED 1,2,5,6,7,8,10,12,13 1,515,984
CERUS CORP COM 15708510 65 29,597 SH DEFINED 1 29,597
CEVA INC COM 15721010 4,133 384,424 SH DEFINED 1,2,8 384,424
CF INDS HLDGS INC COM 12526910 182,359 2,114,797 SH DEFINED 1,2,5,6,7,8,10,12,13 2,114,797
CFS BANCORP INC COM 12525D10 70 14,968 SH DEFINED 1 14,968
CGG VERITAS SPONSORED 20438610 222 9,506 SH DEFINED 1,2 9,506
CH ENERGY GROUP INC COM 12541M10 16,024 361,638 SH DEFINED 1,2,5,8 361,638
CHAMPION ENTERPRISES COM 15849610 80 174,118 SH DEFINED 1 174,118
CHARLES & COLVARD LT COM 15976510 6 10,104 SH DEFINED 1 10,104
CHARLES RIV LABS INT COM 15986410 54,713 1,479,533 SH DEFINED 1,2,5,6,7,8,10,12,13 1,479,533
CHARLOTTE RUSSE HLDG COM 16104810 7,674 438,506 SH DEFINED 1,2,5,6,8 438,506
CHARMING SHOPPES INC COM 16113310 21,375 4,335,658 SH DEFINED 1,2,5,6,8 4,335,658
CHART INDS INC COM PAR $0 16115Q30 16,775 776,965 SH DEFINED 1,2,5,8 776,965
CHASE CORP COM 16150R10 1,060 90,619 SH DEFINED 1,2 90,619
CHATTEM INC COM 16245610 29,259 440,588 SH DEFINED 1,2,5,6,8 440,588
CHECK POINT SOFTWARE ORD M2246510 32,058 1,130,783 SH DEFINED 1,2,5,6,7,8,10,12 1,130,783
CHECKPOINT SYS INC COM 16282510 14,318 870,895 SH DEFINED 1,2,5,8 870,895
CHEESECAKE FACTORY I COM 16307210 38,254 2,065,532 SH DEFINED 1,2,5,6,7,8 2,065,532
CHELSEA THERAPEUTICS COM 16342810 1,067 425,251 SH DEFINED 1,2 425,251
CHEMED CORP NEW COM 16359R10 24,352 554,849 SH DEFINED 1,2,5,6,8 554,849
CHEMICAL FINL CORP COM 16373110 10,501 481,899 SH DEFINED 1,2,5,8 481,899
CHENIERE ENERGY INC COM NEW 16411R20 3,178 1,084,771 SH DEFINED 1,2,6 1,084,771
CHENIERE ENERGY PART COM UNIT 16411Q10 131 13,448 SH DEFINED 1,2 13,448
CHEROKEE INC DEL NEW COM 16444H10 3,848 160,546 SH DEFINED 1,2,5 160,546
CHESAPEAKE ENERGY CO NOTE 2.50 165167BZ 5,919 5,500,000 SH DEFINED 1,2,5 5,500,000
CHESAPEAKE ENERGY CO NOTE 2.50 165167CA 59 650,000 SH DEFINED 2 650,000
CHESAPEAKE ENERGY CO NOTE 2.25 165167CB 891 1,100,000 SH DEFINED 2 1,100,000
CHESAPEAKE ENERGY CO COM 16516710 661,279 23,284,467 SH DEFINED 1,2,5,6,7,8,10,12,13 23,284,467
CHESAPEAKE UTILS COR COM 16530310 4,913 158,526 SH DEFINED 1,2 158,526
CHEVIOT FINL CORP COM 16677410 256 29,859 SH DEFINED 1,2 29,859
CHEVRON CORP NEW COM 16676410 6,537,857 92,827,732 SH DEFINED 1,2,5,6,7,8,10,12,13 92,827,732
CHICAGO BRIDGE & IRO N Y REGIST 16725010 1,407 75,310 SH DEFINED 1,2,5,6 75,310
CHICOPEE BANCORP INC COM 16856510 1,284 97,199 SH DEFINED 1,2 97,199
CHICOS FAS INC COM 16861510 61,914 4,762,612 SH DEFINED 1,2,5,6,8,10 4,762,612
CHILDRENS PL RETAIL COM 16890510 26,900 897,858 SH DEFINED 1,2,5,6,8 897,858
CHILE FD INC COM 16883410 1,858 116,300 SH DEFINED 5 116,300
CHIMERA INVT CORP COM 16934Q10 38,016 9,951,836 SH DEFINED 1,2,5,8,10 9,951,836
CHINA AUTOMOTIVE SYS COM 16936R10 462 49,679 SH DEFINED 1,2 49,679
CHINA BAK BATTERY IN COM 16936Y10 3,154 637,256 SH DEFINED 1,2 637,256
CHINA DIGITAL TV HLD SPONSORED 16938G10 202 27,989 SH DEFINED 1,2,6 27,989
CHINA FIRE & SEC GRO COM 16938R10 4,540 236,450 SH DEFINED 1,2 236,450
CHINA GREEN AGRICULT COM 16943W10 1,539 131,273 SH DEFINED 1,2 131,273
CHINA HOUSING & LAND COM 16939V10 1,574 408,832 SH DEFINED 1,2 408,832
CHINA INFORMATION SE COM 16944F10 2,119 382,508 SH DEFINED 1,2,6 382,508
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 LIFE INS CO LT SPON ADR R 16939P10 774 11,786 SH DEFINED 1,6 11,786
CHINA MED TECHNOLOGI SPONSORED 16948310 515 31,748 SH DEFINED 1,2,6 31,748
CHINA MOBILE LIMITED SPONSORED 16941M10 1,329 27,069 SH DEFINED 1,6 27,069
CHINA PETE & CHEM CO SPON ADR H 16941R10 13,859 162,765 SH DEFINED 1,4,5,6 162,765
CHINA PRECISION STEE COM 16941J10 1,318 484,665 SH DEFINED 1,2 484,665
CHINA SEC & SURVE TE COM 16942J10 3,823 535,475 SH DEFINED 1,2 535,475
CHINA SKY ONE MED IN COM 16941P10 2,006 152,056 SH DEFINED 1,2 152,056
CHINA TRANSINFO TECH COM 16945310 931 98,460 SH DEFINED 1,2 98,460
CHINA UNICOM (HONG K SPONSORED 16945R10 288 20,211 SH DEFINED 1,6 20,211
CHINA YUCHAI INTL LT COM G2108210 808 89,763 SH DEFINED 1,5,8 89,763
CHINA-BIOTICS INC COM 16937B10 1,341 83,819 SH DEFINED 1,2 83,819
CHINACAST EDU CORP COM 16946T10 3,386 465,771 SH DEFINED 1,2 465,771
CHINDEX INTERNATIONA COM 16946710 2,999 238,415 SH DEFINED 1,2,6 238,415
CHIPOTLE MEXICAN GRI CL A 16965610 60,516 623,555 SH DEFINED 1,2,5,6,8,10 623,555
CHIPOTLE MEXICAN GRI CL B 16965620 1,682 20,215 SH DEFINED 1,2,5,8 20,215
CHIQUITA BRANDS INTL COM 17003280 16,651 1,030,374 SH DEFINED 1,2,5,8 1,030,374
CHOICE HOTELS INTL I COM 16990510 10,848 349,266 SH DEFINED 1,2,5,6,8,10 349,266
CHORDIANT SOFTWARE I COM NEW 17040430 2,116 544,013 SH DEFINED 1,2,5,6 544,013
CHRISTOPHER & BANKS COM 17104610 5,285 780,700 SH DEFINED 1,2,5 780,700
CHUBB CORP COM 17123210 684,998 13,588,532 SH DEFINED 1,2,5,6,7,8,10,12,13 13,588,532
CHUNGHWA TELECOM CO SPONS ADR 17133Q40 5,268 292,017 SH DEFINED 1,2,6,8,12 292,017
CHURCH & DWIGHT INC COM 17134010 95,041 1,675,025 SH DEFINED 1,2,5,6,7,8,10,12,13 1,675,025
CHURCHILL DOWNS INC COM 17148410 7,390 191,941 SH DEFINED 1,2,5,8 191,941
CIBER INC COM 17163B10 7,003 1,750,708 SH DEFINED 1,2,5 1,750,708
CIENA CORP NOTE 0.87 171779AE 19,179 27,846,000 SH DEFINED 2,5 27,846,000
CIENA CORP COM NEW 17177930 44,988 2,763,414 SH DEFINED 1,2,5,6,8,10,12,13 2,763,414
CIGNA CORP COM 12550910 264,247 9,407,149 SH DEFINED 1,2,5,6,7,8,10,12,13 9,407,149
CIMAREX ENERGY CO COM 17179810 107,172 2,473,971 SH DEFINED 1,2,5,6,7,8,10,12,13 2,473,971
CINCINNATI BELL INC COM 17187110 23,865 6,818,481 SH DEFINED 1,2,5,8 6,818,481
CINCINNATI FINL CORP COM 17206210 189,776 7,301,893 SH DEFINED 1,2,5,6,7,8,10,12,13 7,301,893
CINEMARK HOLDINGS IN COM 17243V10 7,385 712,813 SH DEFINED 1,2,5,6,8 712,813
CINTAS CORP COM 17290810 136,026 4,487,821 SH DEFINED 1,2,5,6,7,8,10,12,13 4,487,821
CIRCOR INTL INC COM 17273K10 12,262 433,917 SH DEFINED 1,2,5,8 433,917
CIRRUS LOGIC INC COM 17275510 8,889 1,598,744 SH DEFINED 1,2,5,6,8 1,598,744
CISCO SYS INC COM 17275R10 4,851,232 206,084,630 SH DEFINED 1,2,5,6,7,8,10,12,13 206,084,630
CIT GROUP INC COM 12558110 5,755 4,756,561 SH DEFINED 1,2,5,8,10,12 4,756,561
CITI TRENDS INC COM 17306X10 8,204 288,173 SH DEFINED 1,2,6,8 288,173
CITIGROUP INC COM 17296710 2,517,859 520,218,877 SH DEFINED 1,2,5,6,7,8,10,12,13 520,218,877
CITIZENS & NORTHN CO COM 17292210 2,619 177,049 SH DEFINED 1,2 177,049
CITIZENS FIRST BANCO COM 17461R10 15 19,125 SH DEFINED 1 19,125
CITIZENS HLDG CO MIS COM 17471510 1,730 65,371 SH DEFINED 1,2 65,371
CITIZENS INC CL A 17474010 4,310 679,785 SH DEFINED 1,2,5,6,8 679,785
CITIZENS REPUBLIC BA COM 17442010 4,404 5,794,778 SH DEFINED 1,2,5 5,794,778
CITRIX SYS INC COM 17737610 231,650 5,904,917 SH DEFINED 1,2,5,6,7,8,10,12,13 5,904,917
CITY BK LYNNWOOD WAS COM 17770A10 63 24,385 SH DEFINED 1 24,385
CITY HLDG CO COM 17783510 12,074 405,046 SH DEFINED 1,2,5,8 405,046
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CITY NATL CORP COM 17856610 43,656 1,121,406 SH DEFINED 1,2,5,6,8,10,12 1,121,406
CKE RESTAURANTS INC COM 12561E10 12,538 1,195,233 SH DEFINED 1,2,5,6,8 1,195,233
CKX INC COM 12562M10 7,258 1,081,615 SH DEFINED 1,2,5,6,8 1,081,615
CLARCOR INC COM 17989510 36,747 1,171,769 SH DEFINED 1,2,5,6,8 1,171,769
CLARIENT INC COM 18048910 2,053 487,563 SH DEFINED 1,2,6 487,563
CLEAN ENERGY FUELS C COM 18449910 9,626 668,040 SH DEFINED 1,2,5,6,8 668,040
CLEAN HARBORS INC COM 18449610 39,255 697,734 SH DEFINED 1,2,5,6,8 697,734
CLEAR CHANNEL OUTDOO CL A 18451C10 3,113 444,712 SH DEFINED 1,2,5,8,10 444,712
CLEARWATER PAPER COR COM 18538R10 10,964 265,281 SH DEFINED 1,2,5,8 265,281
CLEARWIRE CORP NEW CL A 18538Q10 5,154 634,000 SH DEFINED 1,2,5,10 634,000
CLECO CORP NEW COM 12561W10 47,298 1,885,903 SH DEFINED 1,2,5,8 1,885,903
CLIFFS NATURAL RESOU COM 18683K10 158,827 4,908,130 SH DEFINED 1,2,5,6,7,8,10,12,13 4,908,130
CLIFTON SVGS BANCORP COM 18712Q10 2,390 243,905 SH DEFINED 1,2 243,905
CLINICAL DATA INC NE COM 18725U10 3,387 203,197 SH DEFINED 1,2,6 203,197
CLOROX CO DEL COM 18905410 287,211 4,882,888 SH DEFINED 1,2,5,6,7,8,10,12,13 4,882,888
CME GROUP INC COM 12572Q10 712,264 2,311,121 SH DEFINED 1,2,5,6,7,8,10,12,13 2,311,121
CMS ENERGY CORP COM 12589610 121,119 9,038,755 SH DEFINED 1,2,5,6,8,10,12,13 9,038,755
CNA FINL CORP COM 12611710 7,080 293,276 SH DEFINED 1,2,5,8,10,12 293,276
CNA SURETY CORP COM 12612L10 6,144 379,238 SH DEFINED 1,2,5,8 379,238
CNB FINL CORP PA COM 12612810 2,494 145,232 SH DEFINED 1,2 145,232
CNH GLOBAL N V SHS NEW N2093520 173 10,140 SH DEFINED 1,5,6 10,140
CNOOC LTD SPONSORED 12613210 981 7,243 SH DEFINED 1,6 7,243
CNX GAS CORP COM 12618H30 9,083 295,862 SH DEFINED 1,2,5,6,10 295,862
COACH INC COM 18975410 353,468 10,737,172 SH DEFINED 1,2,5,6,7,8,10,12,13 10,737,172
COBIZ FINANCIAL INC COM 19089710 2,656 533,323 SH DEFINED 1,2,5 533,323
COBRA ELECTRS CORP COM 19104210 18 10,846 SH DEFINED 1 10,846
COCA COLA BOTTLING C COM 19109810 4,330 89,406 SH DEFINED 1,2,6,8 89,406
COCA COLA CO COM 19121610 4,278,919 79,681,910 SH DEFINED 1,2,5,6,7,8,10,12,13 79,681,910
COCA COLA ENTERPRISE COM 19121910 288,610 13,480,154 SH DEFINED 1,2,5,6,7,8,10,12,13 13,480,154
COCA COLA FEMSA S A SPON ADR R 19124110 355 7,390 SH DEFINED 1,6 7,390
COEUR D ALENE MINES COM NEW 19210850 65,807 3,210,088 SH DEFINED 1,2,5,8 3,210,088
COGDELL SPENCER INC COM 19238U10 2,544 530,066 SH DEFINED 1,2,3 530,066
COGENT COMM GROUP IN COM NEW 19239V30 13,365 1,182,724 SH DEFINED 1,2,5,6,7,8 1,182,724
COGENT INC COM 19239Y10 8,714 862,747 SH DEFINED 1,2,5,6,8 862,747
COGNEX CORP COM 19242210 15,931 972,569 SH DEFINED 1,2,5,8 972,569
COGNIZANT TECHNOLOGY CL A 19244610 360,335 9,320,615 SH DEFINED 1,2,5,6,7,8,10,12,13 9,320,615
COGO GROUP INC COM 19244810 3,904 637,907 SH DEFINED 1,2,5,6 637,907
COHEN & STEERS INC COM 19247A10 8,050 335,433 SH DEFINED 1,2,5,6,8 335,433
COHERENT INC COM 19247910 12,188 522,623 SH DEFINED 1,2,5,6,8 522,623
COHU INC COM 19257610 7,219 532,358 SH DEFINED 1,2,5,8 532,358
COINSTAR INC COM 19259P30 21,185 642,363 SH DEFINED 1,2,5,6,8 642,363
COLDWATER CREEK INC COM 19306810 13,129 1,601,132 SH DEFINED 1,2,5,6,8 1,601,132
COLE KENNETH PRODTNS CL A 19329410 1,629 162,438 SH DEFINED 1,2 162,438
COLEMAN CABLE INC COM 19345930 144 33,700 SH DEFINED 1 33,700
COLFAX CORP COM 19401410 5,102 479,918 SH DEFINED 1,2,5 479,918
COLGATE PALMOLIVE CO COM 19416210 1,338,086 17,541,769 SH DEFINED 1,2,5,6,7,8,10,12,13 17,541,769
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
COLLECTIVE BRANDS IN COM 19421W10 49,638 2,864,275 SH DEFINED 1,2,5,8 2,864,275
COLONIAL PPTYS TR COM SH BEN 19587210 19,943 2,049,665 SH DEFINED 1,2,3,5,6,8 2,049,665
COLUMBIA BKG SYS INC COM 19723610 9,725 587,622 SH DEFINED 1,2,5,8 587,622
COLUMBIA LABS INC COM 19777910 49 37,629 SH DEFINED 1 37,629
COLUMBIA SPORTSWEAR COM 19851610 10,306 250,392 SH DEFINED 1,2,5,8 250,392
COLUMBUS MCKINNON CO COM 19933310 5,800 382,811 SH DEFINED 1,2,8 382,811
COMARCO INC COM 20008010 36 13,186 SH DEFINED 1 13,186
COMBINATORX INC COM 20010A10 27 19,600 SH DEFINED 1 19,600
COMCAST CORP NEW CL A 20030N10 1,506,627 89,255,140 SH DEFINED 1,2,5,6,7,8,10,12,13 89,255,140
COMCAST CORP NEW CL A SPL 20030N20 81,017 5,038,356 SH DEFINED 1,2,5,6,7,8,10,12,13 5,038,356
COMERICA INC COM 20034010 198,067 6,675,679 SH DEFINED 1,2,5,6,7,8,10,12,13 6,675,679
COMFORT SYS USA INC COM 19990810 12,022 1,037,312 SH DEFINED 1,2,5,6,8 1,037,312
COMMERCE BANCSHARES COM 20052510 81,260 2,182,075 SH DEFINED 1,2,5,6,8,10,12 2,182,075
COMMERCIAL METALS CO COM 20172310 74,088 4,138,995 SH DEFINED 1,2,5,6,8,10 4,138,995
COMMERCIAL VEH GROUP COM 20260810 119 18,284 SH DEFINED 1 18,284
COMMSCOPE INC COM 20337210 64,430 2,152,705 SH DEFINED 1,2,5,6,8,10 2,152,705
COMMUNICATIONS SYS I COM 20390010 1,153 98,727 SH DEFINED 1,2 98,727
COMMUNITY BK SYS INC COM 20360710 23,482 1,285,295 SH DEFINED 1,2,5,8 1,285,295
COMMUNITY HEALTH SYS COM 20366810 76,991 2,411,256 SH DEFINED 1,2,5,6,7,8,10,12 2,411,256
COMMUNITY TR BANCORP COM 20414910 9,151 349,670 SH DEFINED 1,2,5,8 349,670
COMMVAULT SYSTEMS IN COM 20416610 18,571 894,987 SH DEFINED 1,2,5,6,8 894,987
COMPANHIA BRASILEIRA SPN ADR PF 20440T20 19,785 351,425 SH DEFINED 1,2,6,7 351,425
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 44,045 535,442 SH DEFINED 1,2,6,7 535,442
COMPANHIA DE SANEAME SPONSORED 20441A10 787 20,752 SH DEFINED 1,6 20,752
COMPANHIA ENERGETICA SP ADR N-V 20440960 6,436 423,446 SH DEFINED 1,2,6 423,446
COMPANHIA PARANAENSE SPON ADR P 20441B40 19,629 1,113,373 SH DEFINED 1,2,6,7 1,113,373
COMPANHIA SIDERURGIC SPONSORED 20440W10 47,928 1,566,263 SH DEFINED 1,2,6,7 1,566,263
COMPANIA CERVECERIAS SPONSORED 20442910 2,267 66,194 SH DEFINED 1,2,5,6 66,194
COMPANIA DE MINAS BU SPONSORED 20444810 48,864 1,387,783 SH DEFINED 1,2,5,6,7,8,10 1,387,783
COMPASS DIVERSIFIED SH BEN INT 20451Q10 6,797 649,217 SH DEFINED 1,2,8 649,217
COMPASS MINERALS INT COM 20451N10 57,074 926,228 SH DEFINED 1,2,5,6,8,10 926,228
COMPELLENT TECHNOLOG COM 20452A10 5,660 313,571 SH DEFINED 1,2,6 313,571
COMPLETE PRODUCTION COM 20453E10 16,499 1,460,093 SH DEFINED 1,2,5,8 1,460,093
COMPUCREDIT CORP NOTE 5.87 20478NAD 1,638 4,200,000 SH DEFINED 5 4,200,000
COMPUCREDIT HLDGS CO COM 20478T10 1,668 354,074 SH DEFINED 1,2,5 354,074
COMPUTER PROGRAMS & COM 20530610 8,285 200,065 SH DEFINED 1,2,5,8 200,065
COMPUTER SCIENCES CO COM 20536310 318,324 6,039,164 SH DEFINED 1,2,5,6,7,8,10,12,13 6,039,164
COMPUTER TASK GROUP COM 20547710 2,111 260,342 SH DEFINED 1,2 260,342
COMPUWARE CORP COM 20563810 55,538 7,576,799 SH DEFINED 1,2,5,6,7,8,10,12,13 7,576,799
COMSCORE INC COM 20564W10 7,411 411,485 SH DEFINED 1,2,6,8 411,485
COMSTOCK RES INC COM NEW 20576820 36,448 909,390 SH DEFINED 1,2,5,6,8,10 909,390
COMSYS IT PARTNERS I COM 20581E10 1,928 301,220 SH DEFINED 1,2 301,220
COMTECH TELECOMMUNIC COM NEW 20582620 20,261 609,889 SH DEFINED 1,2,5,6,8 609,889
COMVERGE INC COM 20585910 4,384 359,072 SH DEFINED 1,2,6 359,072
CONAGRA FOODS INC COM 20588710 497,037 22,926,042 SH DEFINED 1,2,5,6,7,8,10,12,13 22,926,042
CONCEPTUS INC COM 20601610 10,890 587,360 SH DEFINED 1,2,5,6,8 587,360
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CONCHO RES INC COM 20605P10 39,928 1,099,331 SH DEFINED 1,2,5,6,8,10 1,099,331
CONCUR TECHNOLOGIES COM 20670810 35,759 899,380 SH DEFINED 1,2,5,6,8 899,380
CONEXANT SYSTEMS INC COM NEW 20714230 185 67,444 SH DEFINED 1,2,6 67,444
CONMED CORP COM 20741010 13,249 691,153 SH DEFINED 1,2,5,8 691,153
CONNECTICUT WTR SVC COM 20779710 4,120 184,031 SH DEFINED 1,2,5 184,031
CONNS INC COM 20824210 2,471 218,890 SH DEFINED 1,2,5 218,890
CONOCOPHILLIPS COM 20825C10 2,341,245 51,843,342 SH DEFINED 1,2,5,6,7,8,10,12,13 51,843,342
CONSECO INC COM NEW 20846488 21,930 4,169,170 SH DEFINED 1,2,5,6,8 4,169,170
CONSOL ENERGY INC COM 20854P10 341,085 7,561,189 SH DEFINED 1,2,5,6,7,8,10,12,13 7,561,189
CONSOLIDATED COMM HL COM 20903410 7,487 467,670 SH DEFINED 1,2,8 467,670
CONSOLIDATED EDISON COM 20911510 459,170 11,215,686 SH DEFINED 1,2,5,6,7,8,10,12,13 11,215,686
CONSOLIDATED GRAPHIC COM 20934110 7,663 307,128 SH DEFINED 1,2,5 307,128
CONSOLIDATED TOMOKA COM 21022610 4,035 105,356 SH DEFINED 1,2,6,8 105,356
CONSOLIDATED WATER C ORD G2377310 3,611 221,147 SH DEFINED 1,2 221,147
CONSTANT CONTACT INC COM 21031310 8,693 451,581 SH DEFINED 1,2,6,8 451,581
CONSTELLATION BRANDS CL A 21036P10 101,904 6,726,369 SH DEFINED 1,2,5,6,7,8,10,12,13 6,726,369
CONSTELLATION ENERGY COM 21037110 248,537 7,678,002 SH DEFINED 1,2,5,6,7,8,10,12,13 7,678,002
CONTANGO OIL & GAS C COM NEW 21075N20 13,801 270,299 SH DEFINED 1,2,5,6,8 270,299
CONTINENTAL AIRLS IN CL B 21079530 29,510 1,795,005 SH DEFINED 1,2,5,6,8,10 1,795,005
CONTINENTAL RESOURCE COM 21201510 13,496 344,547 SH DEFINED 1,2,5,6,10,12 344,547
CONTINUCARE CORP COM 21217210 1,265 418,973 SH DEFINED 1,2 418,973
CONVERA CORP CL A 21191910 5 20,138 SH DEFINED 1 20,138
CONVERGYS CORP COM 21248510 45,878 4,615,521 SH DEFINED 1,2,5,6,8,10,12,13 4,615,521
CON-WAY INC COM 20594410 44,389 1,158,367 SH DEFINED 1,2,5,6,8,10 1,158,367
COOPER COS INC COM NEW 21664840 19,119 643,091 SH DEFINED 1,2,5,6,8,10 643,091
COOPER INDUSTRIES PL SHS G2414010 40,819 1,086,468 SH DEFINED 1,2,5,6,7,8,10,12,13 1,086,468
COOPER TIRE & RUBR C COM 21683110 22,391 1,273,686 SH DEFINED 1,2,5,8 1,273,686
COPA HOLDINGS SA CL A P3107610 42,027 944,632 SH DEFINED 1,4,5,10 944,632
COPANO ENERGY L L C COM UNITS 21720210 1,029 56,526 SH DEFINED 1,2 56,526
COPART INC COM 21720410 46,271 1,393,283 SH DEFINED 1,2,5,6,8,10 1,393,283
CORE LABORATORIES N COM N2271710 4,433 43,000 SH DEFINED 1,2,5,6,8 43,000
CORE MARK HOLDING CO COM 21868110 5,616 196,151 SH DEFINED 1,2,6,8 196,151
CORINTHIAN COLLEGES COM 21886810 47,706 2,570,365 SH DEFINED 1,2,5,6,8 2,570,365
CORN PRODS INTL INC COM 21902310 40,656 1,425,510 SH DEFINED 1,2,5,6,8,10 1,425,510
CORNELL COMPANIES IN COM 21914110 4,971 221,514 SH DEFINED 1,2,5,6,8 221,514
CORNERSTONE THERAPEU COM 21924P10 1,143 174,573 SH DEFINED 1,2 174,573
CORNING INC COM 21935010 825,398 53,912,376 SH DEFINED 1,2,5,6,7,8,10,12,13 53,912,376
CORPBANCA SP ADR REG 21987A20 1,181 36,437 SH DEFINED 1,2,5 36,437
CORPORATE EXECUTIVE COM 21988R10 29,512 1,185,213 SH DEFINED 1,2,5,6,8 1,185,213
CORPORATE OFFICE PPT SH BEN INT 22002T10 76,327 2,069,614 SH DEFINED 1,2,3,5,8,10 2,069,614
CORRECTIONS CORP AME COM NEW 22025Y40 64,046 2,827,636 SH DEFINED 1,2,3,5,6,8,10 2,827,636
CORUS BANKSHARES INC COM 22087310 6 70,380 SH DEFINED 1 70,380
CORVEL CORP COM 22100610 5,304 186,755 SH DEFINED 1,2,5,6 186,755
COSI INC COM 22122P10 16 25,700 SH DEFINED 1 25,700
COST PLUS INC CALIF COM 22148510 58 28,329 SH DEFINED 1 28,329
COSTAR GROUP INC COM 22160N10 15,521 376,538 SH DEFINED 1,2,5,6,8 376,538
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
COSTCO WHSL CORP NEW COM 22160K10 802,311 14,230,415 SH DEFINED 1,2,5,6,7,8,10,12,13 14,230,415
COURIER CORP COM 22266010 4,004 264,264 SH DEFINED 1,2,5 264,264
COUSINS PPTYS INC COM 22279510 23,913 2,888,002 SH DEFINED 1,2,3,5,8 2,888,002
COVANCE INC COM 22281610 82,216 1,518,302 SH DEFINED 1,2,5,6,7,8,10,12,13 1,518,302
COVANTA HLDG CORP COM 22282E10 23,740 1,396,463 SH DEFINED 1,2,5,6,8,10 1,396,463
COVENANT TRANSN GROU CL A 22284P10 62 12,631 SH DEFINED 1 12,631
COVENTRY HEALTH CARE COM 22286210 124,655 6,245,255 SH DEFINED 1,2,5,6,7,8,10,12,13 6,245,255
COVIDIEN PLC SHS G2554F10 123,938 2,864,967 SH DEFINED 1,2,5,6,7,8,10,12,13 2,864,967
COWEN GROUP INC COM 22362110 109 15,360 SH DEFINED 1 15,360
CPFL ENERGIA S A SPONSORED 12615310 371 6,871 SH DEFINED 1,6 6,871
CPI CORP COM 12590210 1,003 80,449 SH DEFINED 1,2 80,449
CPI INTERNATIONAL IN COM 12618M10 1,892 169,039 SH DEFINED 1,2 169,039
CRA INTL INC COM 12618T10 6,097 223,397 SH DEFINED 1,2,5,6,8 223,397
CRACKER BARREL OLD C COM 22410J10 18,202 529,140 SH DEFINED 1,2,5,8 529,140
CRANE CO COM 22439910 25,834 1,000,916 SH DEFINED 1,2,5,6,8,10 1,000,916
CRAWFORD & CO CL B 22463310 1,830 414,857 SH DEFINED 1,2,6 414,857
CRAY INC COM NEW 22522330 7,251 870,524 SH DEFINED 1,2,5 870,524
CREDICORP LTD COM G2519Y10 107,205 1,378,659 SH DEFINED 1,2,4,5,6,7,8,10 1,378,659
CREDIT ACCEP CORP MI COM 22531010 4,106 127,549 SH DEFINED 1,2,5,6,8 127,549
CREDIT SUISSE GROUP SPONSORED 22540110 1,404 25,225 SH DEFINED 1 25,225
CREDO PETE CORP COM PAR $0 22543920 1,000 98,780 SH DEFINED 1,2 98,780
CREE INC COM 22544710 74,575 2,029,255 SH DEFINED 1,2,5,6,8,10 2,029,255
CROCS INC COM 22704610 15,700 2,360,896 SH DEFINED 1,2,5,6,8 2,360,896
CROSS CTRY HEALTHCAR COM 22748310 6,196 665,552 SH DEFINED 1,2,5,8 665,552
CROSS TIMBERS RTY TR TR UNIT 22757R10 241 7,810 SH DEFINED 1,2 7,810
CROSSTEX ENERGY INC COM 22765Y10 4,550 861,738 SH DEFINED 1,2,5 861,738
CROSSTEX ENERGY L P COM 22765U10 205 38,814 SH DEFINED 1,2 38,814
CROWN CASTLE INTL CO COM 22822710 132,960 4,239,790 SH DEFINED 1,2,5,6,7,8,10,12,13 4,239,790
CROWN HOLDINGS INC COM 22836810 79,772 2,932,800 SH DEFINED 1,2,5,6,7,8,10,12,13 2,932,800
CROWN MEDIA HLDGS IN CL A 22841110 368 236,214 SH DEFINED 1,2,5 236,214
CRYOLIFE INC COM 22890310 4,265 535,139 SH DEFINED 1,2,6 535,139
CSG SYS INTL INC COM 12634910 14,565 909,749 SH DEFINED 1,2,5,6,8 909,749
CSS INDS INC COM 12590610 3,359 169,909 SH DEFINED 1,2,5 169,909
CSX CORP COM 12640810 578,621 13,822,756 SH DEFINED 1,2,5,6,7,8,10,12,13 13,822,756
CTC MEDIA INC COM 12642X10 6,565 417,615 SH DEFINED 1,2,5,6,8,10 417,615
CTRIP COM INTL LTD ADR 22943F10 60,483 1,028,800 SH DEFINED 1,2,4,5,6 1,028,800
CTS CORP COM 12650110 8,083 869,184 SH DEFINED 1,2,5,8 869,184
CUBIC CORP COM 22966910 14,798 374,908 SH DEFINED 1,2,5,6,8 374,908
CUBIC ENERGY INC COM 22967510 392 417,083 SH DEFINED 1,2 417,083
CUBIST PHARMACEUTICA NOTE 2.25 229678AC 4,713 5,000,000 SH DEFINED 5 5,000,000
CUBIST PHARMACEUTICA COM 22967810 41,472 2,053,090 SH DEFINED 1,2,5,6,8 2,053,090
CULLEN FROST BANKERS COM 22989910 74,851 1,449,481 SH DEFINED 1,2,5,6,8,10 1,449,481
CULP INC COM 23021510 62 11,213 SH DEFINED 1 11,213
CUMBERLAND PHARMACEU COM 23077010 182 11,246 SH DEFINED 1,2 11,246
CUMMINS INC COM 23102110 734,064 16,381,707 SH DEFINED 1,2,5,6,7,8,10,12,13 16,381,707
CUMULUS MEDIA INC CL A 23108210 71 40,807 SH DEFINED 1 40,807
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
CURAGEN CORP COM 23126R10 739 502,998 SH DEFINED 1 502,998
CURIS INC COM 23126910 2,276 972,740 SH DEFINED 1,2 972,740
CURTISS WRIGHT CORP COM 23156110 37,705 1,104,746 SH DEFINED 1,2,5,8 1,104,746
CUTERA INC COM 23210910 2,590 299,475 SH DEFINED 1,2 299,475
CVB FINL CORP COM 12660010 23,824 3,138,906 SH DEFINED 1,2,5,8 3,138,906
CVR ENERGY INC COM 12662P10 7,374 592,751 SH DEFINED 1,2,5,8 592,751
CVS CAREMARK CORPORA COM 12665010 1,734,784 48,539,002 SH DEFINED 1,2,5,6,7,8,10,12,13 48,539,002
CYBERONICS INC COM 23251P10 9,632 604,288 SH DEFINED 1,2,5,6,8 604,288
CYBERSOURCE CORP COM 23251J10 26,998 1,619,562 SH DEFINED 1,2,5,6,8 1,619,562
CYMER INC COM 23257210 29,296 753,886 SH DEFINED 1,2,5,6,8 753,886
CYNOSURE INC CL A 23257720 2,377 204,033 SH DEFINED 1,2 204,033
CYPRESS BIOSCIENCES COM PAR $. 23267450 5,997 734,029 SH DEFINED 1,2,5,6,8 734,029
CYPRESS SEMICONDUCTO COM 23280610 32,049 3,102,489 SH DEFINED 1,2,5,6,7,8,10 3,102,489
CYPRESS SHARPRIDGE I COM 23281A30 566 39,827 SH DEFINED 1,2 39,827
CYTEC INDS INC COM 23282010 31,530 971,040 SH DEFINED 1,2,5,6,8,10 971,040
CYTOKINETICS INC COM 23282W10 4,239 801,259 SH DEFINED 1,2 801,259
CYTORI THERAPEUTICS COM 23283K10 1,690 427,932 SH DEFINED 1,2 427,932
CYTRX CORP COM NEW 23282830 81 72,369 SH DEFINED 1 72,369
D & E COMMUNICATIONS COM 23286010 3,141 273,395 SH DEFINED 1,2 273,395
D R HORTON INC NOTE 2.00 23331ABB 63 550,000 SH DEFINED 2 550,000
D R HORTON INC COM 23331A10 139,786 12,251,224 SH DEFINED 1,2,5,6,7,8,10,12,13 12,251,224
DAIMLER AG REG SHS D1668R12 1,690 33,588 SH DEFINED 1 33,588
DAKTRONICS INC COM 23426410 6,139 716,366 SH DEFINED 1,2,5,6,8 716,366
DANA HOLDING CORP COM 23582520 13,586 1,994,942 SH DEFINED 1,2,6,8 1,994,942
DANAHER CORP DEL NOTE 235851AF 843 850,000 SH DEFINED 1,2 850,000
DANAHER CORP DEL COM 23585110 561,353 8,338,580 SH DEFINED 1,2,5,6,7,8,10,12,13 8,338,580
DANVERS BANCORP INC COM 23644210 4,646 341,848 SH DEFINED 1,2,6,8 341,848
DARDEN RESTAURANTS I COM 23719410 162,276 4,754,642 SH DEFINED 1,2,5,6,7,8,10,12,13 4,754,642
DARLING INTL INC COM 23726610 16,465 2,240,150 SH DEFINED 1,2,5,6,8 2,240,150
DATARAM CORP COM PAR $1 23810820 48 14,300 SH DEFINED 1 14,300
DAVITA INC COM 23918K10 190,191 3,357,889 SH DEFINED 1,2,5,6,7,8,10,12,13 3,357,889
DAWSON GEOPHYSICAL C COM 23935910 4,870 177,857 SH DEFINED 1,2,5,6,8 177,857
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 626 25,198 SH DEFINED 1,2 25,198
DCT INDUSTRIAL TRUST COM 23315310 37,544 7,347,214 SH DEFINED 1,2,3,5,8 7,347,214
DDI CORP COM 0.0001 23316250 964 226,792 SH DEFINED 1,2 226,792
DEALERTRACK HLDGS IN COM 24230910 16,139 853,487 SH DEFINED 1,2,5,6,8 853,487
DEAN FOODS CO NEW COM 24237010 139,376 7,834,497 SH DEFINED 1,2,5,6,7,8,10,12,13 7,834,497
DEARBORN BANCORP INC COM 24242R10 13 11,040 SH DEFINED 1 11,040
DECKERS OUTDOOR CORP COM 24353710 24,668 290,725 SH DEFINED 1,2,5,6,8 290,725
DECORATOR INDS INC COM PAR $0 24363120 9 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 582,738 13,577,313 SH DEFINED 1,2,5,6,7,8,10,12,13 13,577,313
DEL MONTE FOODS CO COM 24522P10 44,866 3,874,412 SH DEFINED 1,2,5,6,7,8,10 3,874,412
DELCATH SYS INC COM 24661P10 1,576 320,972 SH DEFINED 1,2 320,972
DELEK US HLDGS INC COM 24664710 2,983 348,127 SH DEFINED 1,2,5 348,127
DELIA'S INC NEW COM 24691110 71 32,909 SH DEFINED 1 32,909
DELL INC COM 24702R10 922,100 60,425,928 SH DEFINED 1,2,5,6,7,8,10,12,13 60,425,928
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DELPHI FINL GROUP IN CL A 24713110 28,369 1,253,603 SH DEFINED 1,2,5,8 1,253,603
DELTA AIR LINES INC COM NEW 24736170 74,984 8,368,766 SH DEFINED 1,2,5,6,7,8,10,12 8,368,766
DELTA PETE CORP COM NEW 24790720 5,956 3,403,453 SH DEFINED 1,2,5,6,8 3,403,453
DELTEK INC COM 24784L10 2,445 317,973 SH DEFINED 1,2,6,8 317,973
DELTIC TIMBER CORP COM 24785010 10,226 223,426 SH DEFINED 1,2,5,6,8 223,426
DELUXE CORP COM 24801910 30,361 1,775,518 SH DEFINED 1,2,5,8 1,775,518
DEMANDTEC INC COM NEW 24802R50 3,146 356,234 SH DEFINED 1,2,6 356,234
DENBURY RES INC COM NEW 24791620 157,943 10,439,073 SH DEFINED 1,2,5,6,7,8,10,12,13 10,439,073
DENDREON CORP COM 24823Q10 52,941 1,891,433 SH DEFINED 1,2,5,6,8,10 1,891,433
DENNYS CORP COM 24869P10 5,219 1,961,958 SH DEFINED 1,2,5,6 1,961,958
DENTSPLY INTL INC NE COM 24903010 163,243 4,726,188 SH DEFINED 1,2,5,6,7,8,10,12,13 4,726,188
DEPOMED INC COM 24990810 4,573 1,046,473 SH DEFINED 1,2 1,046,473
DESARROLLADORA HOMEX SPONSORED 25030W10 49,961 1,322,419 SH DEFINED 1,2,4,6,7 1,322,419
DESTINATION MATERNIT COM 25065D10 1,275 70,345 SH DEFINED 1,2,5 70,345
DEUTSCHE BANK AG NAMEN AKT D1819089 318 4,137 SH DEFINED 1 4,137
DEUTSCHE TELEKOM AG SPONSORED 25156610 933 68,278 SH DEFINED 1 68,278
DEVELOPERS DIVERSIFI NOTE 3.00 251591AS 441 500,000 SH DEFINED 2 500,000
DEVELOPERS DIVERSIFI COM 25159110 48,611 5,260,969 SH DEFINED 1,2,3,5,6,8 5,260,969
DEVON ENERGY CORP NE COM 25179M10 1,073,215 15,939,619 SH DEFINED 1,2,5,6,7,8,10,12,13 15,939,619
DEVRY INC DEL COM 25189310 107,853 1,949,624 SH DEFINED 1,2,5,6,7,8,10,12,13 1,949,624
DEXCOM INC COM 25213110 6,955 877,079 SH DEFINED 1,2,6,8 877,079
DG FASTCHANNEL INC COM 23326R10 8,041 384,014 SH DEFINED 1,2,5,6,8 384,014
DHT MARITIME INC COM Y2065G10 3,351 891,329 SH DEFINED 1,2 891,329
DIAGEO P L C SPON ADR N 25243Q20 584 9,495 SH DEFINED 1 9,495
DIAMOND FOODS INC COM 25260310 10,664 336,196 SH DEFINED 1,2,6,8 336,196
DIAMOND HILL INVESTM COM NEW 25264R20 2,425 41,839 SH DEFINED 1,2 41,839
DIAMOND MGMT & TECHN COM 25269L10 2,620 382,474 SH DEFINED 1,2,8 382,474
DIAMOND OFFSHORE DRI COM 25271C10 271,633 2,843,731 SH DEFINED 1,2,5,6,7,8,10,12,13 2,843,731
DIAMONDROCK HOSPITAL COM 25278430 35,626 4,398,321 SH DEFINED 1,2,3,5,8 4,398,321
DIANA SHIPPING INC COM Y2066G10 498 38,308 SH DEFINED 1,2,5,6 38,308
DICE HLDGS INC COM 25301710 1,695 258,328 SH DEFINED 1,2,6 258,328
DICKS SPORTING GOODS COM 25339310 49,968 2,230,721 SH DEFINED 1,2,5,6,8,10 2,230,721
DIEBOLD INC COM 25365110 60,999 1,852,378 SH DEFINED 1,2,5,6,8,10,12 1,852,378
DIEDRICH COFFEE INC COM NEW 25367520 1,077 44,769 SH DEFINED 1,2 44,769
DIGI INTL INC COM 25379810 5,498 645,358 SH DEFINED 1,2,5,6 645,358
DIGITAL RIV INC COM 25388B10 48,416 1,200,804 SH DEFINED 1,2,5,6,8 1,200,804
DIGITAL RLTY TR INC COM 25386810 95,647 2,092,468 SH DEFINED 1,2,3,5,6,8,10 2,092,468
DIGITALGLOBE INC COM NEW 25389M87 6,871 307,135 SH DEFINED 1,2 307,135
DILLARDS INC CL A 25406710 21,245 1,506,768 SH DEFINED 1,2,5,8 1,506,768
DIME CMNTY BANCSHARE COM 25392210 7,887 690,024 SH DEFINED 1,2,5,8 690,024
DINEEQUITY INC COM 25442310 9,923 400,919 SH DEFINED 1,2,5,6,8 400,919
DIODES INC COM 25454310 12,054 666,341 SH DEFINED 1,2,5,6,8 666,341
DIONEX CORP COM 25454610 26,464 407,321 SH DEFINED 1,2,5,6,8 407,321
DIRECTV GROUP INC COM 25459L10 652,808 23,669,613 SH DEFINED 1,2,5,6,7,8,10,12,13 23,669,613
DISCOVER FINL SVCS COM 25470910 317,731 19,576,762 SH DEFINED 1,2,5,6,7,8,10,12,13 19,576,762
DISCOVERY COMMUNICAT COM SER A 25470F10 28,121 973,366 SH DEFINED 1,2,5,6,7,8,10,12,13 973,366
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DISCOVERY COMMUNICAT COM SER C 25470F30 77,971 2,995,429 SH DEFINED 1,2,5,6,7,8,10,12,13 2,995,429
DISCOVERY LABORATORI COM 25466810 2,556 1,879,717 SH DEFINED 1,2 1,879,717
DISH NETWORK CORP CL A 25470M10 86,316 4,481,618 SH DEFINED 1,2,5,6,7,8,10,12,13 4,481,618
DISNEY WALT CO COM DISNEY 25468710 1,768,495 64,402,581 SH DEFINED 1,2,5,6,7,8,10,12,13 64,402,581
DITECH NETWORKS INC COM 25500T10 54 25,885 SH DEFINED 1 25,885
DIVX INC COM 25541310 3,760 688,652 SH DEFINED 1,2,5,6 688,652
DIXIE GROUP INC CL A 25551910 43 13,964 SH DEFINED 1 13,964
DOLAN MEDIA CO COM 25659P40 6,760 563,809 SH DEFINED 1,2,6,8 563,809
DOLBY LABORATORIES I COM 25659T10 26,420 691,796 SH DEFINED 1,2,5,6,7,8,10,12,13 691,796
DOLLAR FINL CORP COM 25666410 7,922 494,503 SH DEFINED 1,2,5,6,8 494,503
DOLLAR THRIFTY AUTOM COM 25674310 14,200 577,489 SH DEFINED 1,2,5 577,489
DOLLAR TREE INC COM 25674610 137,174 2,817,866 SH DEFINED 1,2,5,6,7,8,10,12,13 2,817,866
DOMINION RES INC VA COM 25746U10 761,036 22,059,019 SH DEFINED 1,2,5,6,7,8,10,12,13 22,059,019
DOMINOS PIZZA INC COM 25754A20 7,032 795,511 SH DEFINED 1,2,5,8 795,511
DOMTAR CORP COM NEW 25755920 33,056 938,570 SH DEFINED 1,2,5,6,8,10 938,570
DONALDSON INC COM 25765110 52,615 1,519,338 SH DEFINED 1,2,5,6,8,10 1,519,338
DONEGAL GROUP INC CL A 25770120 3,917 253,673 SH DEFINED 1,2 253,673
DONNELLEY R R & SONS COM 25786710 166,485 7,830,903 SH DEFINED 1,2,5,6,7,8,10,12,13 7,830,903
DORAL FINL CORP COM NEW 25811P88 651 176,018 SH DEFINED 1,2 176,018
DORCHESTER MINERALS COM UNIT 25820R10 725 32,121 SH DEFINED 1,2 32,121
DORMAN PRODUCTS INC COM 25827810 2,907 193,521 SH DEFINED 1,2 193,521
DOT HILL SYS CORP COM 25848T10 90 51,627 SH DEFINED 1 51,627
DOUBLE EAGLE PETE CO COM PAR $0 25857020 51 10,685 SH DEFINED 1,2 10,685
DOUBLE-TAKE SOFTWARE COM 25859810 3,086 302,857 SH DEFINED 1,2,6 302,857
DOUGLAS EMMETT INC COM 25960P10 44,770 3,645,799 SH DEFINED 1,2,3,5,8,10 3,645,799
DOVER CORP COM 26000310 259,706 6,700,364 SH DEFINED 1,2,5,6,7,8,10,12,13 6,700,364
DOVER DOWNS GAMING & COM 26009510 1,961 344,068 SH DEFINED 1,2,5 344,068
DOVER MOTORSPORTS IN COM 26017410 44 29,199 SH DEFINED 1 29,199
DOW CHEM CO COM 26054310 1,065,894 40,885,827 SH DEFINED 1,2,5,6,7,8,10,12,13 40,885,827
DPL INC COM 23329310 64,614 2,475,643 SH DEFINED 1,2,5,6,8,10 2,475,643
DR PEPPER SNAPPLE GR COM 26138E10 304,990 10,608,344 SH DEFINED 1,2,5,6,7,8,10,12,13 10,608,344
DR REDDYS LABS LTD ADR 25613520 6,310 323,568 SH DEFINED 1,2,5,6 323,568
DREAMWORKS ANIMATION CL A 26153C10 53,090 1,492,547 SH DEFINED 1,2,5,8,10 1,492,547
DRESS BARN INC COM 26157010 38,550 2,150,024 SH DEFINED 1,2,5,6,8 2,150,024
DRESSER-RAND GROUP I COM 26160810 41,051 1,321,240 SH DEFINED 1,2,5,6,8,10 1,321,240
DREW INDS INC COM NEW 26168L20 8,305 382,899 SH DEFINED 1,2,5,6,8 382,899
DRI CORPORATION COM 23330F10 39 16,137 SH DEFINED 1 16,137
DRIL-QUIP INC COM 26203710 43,021 866,654 SH DEFINED 1,2,5,6,8 866,654
DRUGSTORE COM INC COM 26224110 3,356 1,381,265 SH DEFINED 1,2 1,381,265
DRYSHIPS INC SHS Y2109Q10 950 143,356 SH DEFINED 1,2,5,6 143,356
DSP GROUP INC COM 23332B10 6,118 751,570 SH DEFINED 1,2,5 751,570
DST SYS INC DEL COM 23332610 46,773 1,044,032 SH DEFINED 1,2,5,6,7,8,10,12,13 1,044,032
DSW INC CL A 23334L10 4,185 262,053 SH DEFINED 1,2,5,6 262,053
DTE ENERGY CO COM 23333110 235,892 6,712,906 SH DEFINED 1,2,5,6,7,8,10,12,13 6,712,906
DTS INC COM 23335C10 9,546 348,662 SH DEFINED 1,2,5,6,8 348,662
DU PONT E I DE NEMOU COM 26353410 1,266,109 39,393,550 SH DEFINED 1,2,5,6,7,8,10,12,13 39,393,550
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
DUCOMMUN INC DEL COM 26414710 4,379 231,582 SH DEFINED 1,2,5 231,582
DUFF & PHELPS CORP N CL A 26433B10 5,679 296,415 SH DEFINED 1,2,6,8 296,415
DUKE ENERGY CORP NEW COM 26441C10 797,980 50,697,615 SH DEFINED 1,2,5,6,7,8,10,12,13 50,697,615
DUKE REALTY CORP COM NEW 26441150 109,306 9,101,257 SH DEFINED 1,2,3,5,6,7,8,10,12,13 9,101,257
DUN & BRADSTREET COR COM 26483E10 130,070 1,726,899 SH DEFINED 1,2,5,6,7,8,10,12,13 1,726,899
DUNCAN ENERGY PARTNE COM UNITS 26502610 265 13,263 SH DEFINED 1,2 13,263
DUPONT FABROS TECHNO COM 26613Q10 17,918 1,344,160 SH DEFINED 1,2,3,5,6,8 1,344,160
DURECT CORP COM 26660510 4,119 1,542,514 SH DEFINED 1,2,5,6 1,542,514
DXP ENTERPRISES INC COM NEW 23337740 1,669 149,657 SH DEFINED 1,2 149,657
DYAX CORP COM 26746E10 4,050 1,128,116 SH DEFINED 1,2,5 1,128,116
DYCOM INDS INC COM 26747510 17,746 1,442,733 SH DEFINED 1,2,5,6,8 1,442,733
DYNAMEX INC COM 26784F10 2,924 179,053 SH DEFINED 1,2 179,053
DYNAMIC MATLS CORP COM 26788810 5,176 259,302 SH DEFINED 1,2,5,6,8 259,302
DYNAMICS RESH CORP COM 26805710 1,789 137,381 SH DEFINED 1,2 137,381
DYNAVAX TECHNOLOGIES COM 26815810 61 33,691 SH DEFINED 1 33,691
DYNCORP INTL INC CL A 26817C10 13,410 745,018 SH DEFINED 1,2,5,6,7,8 745,018
DYNEGY INC DEL CL A 26817G10 45,398 17,803,039 SH DEFINED 1,2,5,6,7,8,10,12,13 17,803,039
DYNEX CAP INC COM NEW 26817Q50 1,445 171,354 SH DEFINED 1,2 171,354
E HOUSE CHINA HLDGS ADR 26852W10 1,125 52,690 SH DEFINED 1,2,6 52,690
E M C CORP MASS NOTE 1.75 268648AK 1,811 1,500,000 SH DEFINED 2 1,500,000
E M C CORP MASS NOTE 1.75 268648AM 3,878 3,150,000 SH DEFINED 1,2 3,150,000
E M C CORP MASS COM 26864810 1,204,777 70,702,880 SH DEFINED 1,2,5,6,7,8,10,12,13 70,702,880
E TRADE FINANCIAL CO COM 26924610 79,316 45,323,429 SH DEFINED 1,2,5,6,8,10,12,13 45,323,429
EAGLE BANCORP INC MD COM 26894810 1,336 139,505 SH DEFINED 1,2 139,505
EAGLE BULK SHIPPING COM Y2187A10 5,238 1,021,034 SH DEFINED 1,2,5,8 1,021,034
EAGLE MATERIALS INC COM 26969P10 16,739 585,688 SH DEFINED 1,2,5,6,8,10 585,688
EAGLE ROCK ENERGY PA UNIT 26985R10 175 40,640 SH DEFINED 1,2 40,640
EARTHLINK INC COM 27032110 26,408 3,140,072 SH DEFINED 1,2,5,8 3,140,072
EAST WEST BANCORP IN COM 27579R10 27,011 3,254,380 SH DEFINED 1,2,5,6,8 3,254,380
EASTERN CO COM 27631710 1,454 91,424 SH DEFINED 1,2 91,424
EASTERN INS HLDGS IN COM 27653410 1,153 120,988 SH DEFINED 1,2 120,988
EASTGROUP PPTY INC COM 27727610 35,897 939,211 SH DEFINED 1,2,3,5,8 939,211
EASTMAN CHEM CO COM 27743210 178,217 3,328,675 SH DEFINED 1,2,5,6,7,8,10,12,13 3,328,675
EASTMAN KODAK CO NOTE 3.37 277461BE 650 650,000 SH DEFINED 1,2 650,000
EASTMAN KODAK CO COM 27746110 56,468 11,813,397 SH DEFINED 1,2,5,6,7,8,10,12,13 11,813,397
EATON CORP COM 27805810 305,255 5,394,143 SH DEFINED 1,2,5,6,7,8,10,12,13 5,394,143
EATON VANCE CORP COM NON VT 27826510 90,105 3,219,193 SH DEFINED 1,2,5,6,7,8,10,12,13 3,219,193
EBAY INC COM 27864210 998,093 42,292,066 SH DEFINED 1,2,5,6,7,8,10,12,13 42,292,066
EBIX INC COM NEW 27871520 9,420 170,159 SH DEFINED 1,2,6,8 170,159
ECHELON CORP COM 27874N10 7,987 620,609 SH DEFINED 1,2,5,6,8 620,609
ECHOSTAR CORP CL A 27876810 9,452 512,020 SH DEFINED 1,2,5,6,8,10 512,020
ECLIPSYS CORP COM 27885610 22,490 1,165,295 SH DEFINED 1,2,5,6,8 1,165,295
ECOLAB INC COM 27886510 391,561 8,469,851 SH DEFINED 1,2,5,6,7,8,10,12,13 8,469,851
ECOPETROL S A SPONSORED 27915810 8,346 291,933 SH DEFINED 1,5,6,8,10 291,933
EDGE PETE CORP DEL COM 27986210 17 31,206 SH DEFINED 1 31,206
EDGEWATER TECHNOLOGY COM 28035810 50 17,022 SH DEFINED 1 17,022
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
EDISON INTL COM 28102010 1,239,483 36,911,359 SH DEFINED 1,2,5,6,7,8,10,12,13 36,911,359
EDUCATION RLTY TR IN COM 28140H10 12,333 2,079,698 SH DEFINED 1,2,3,5,8 2,079,698
EDWARDS LIFESCIENCES COM 28176E10 145,720 2,084,392 SH DEFINED 1,2,5,6,7,8,10,12,13 2,084,392
EF JOHNSON TECHNOLOG COM 26843B10 43 31,750 SH DEFINED 1 31,750
EHEALTH INC COM 28238P10 7,016 483,542 SH DEFINED 1,2,5,6,8 483,542
EINSTEIN NOAH REST G COM 28257U10 1,111 92,314 SH DEFINED 1,2 92,314
EL PASO CORP COM 28336L10 320,377 31,044,241 SH DEFINED 1,2,5,6,7,8,10,12,13 31,044,241
EL PASO ELEC CO COM NEW 28367785 20,239 1,145,385 SH DEFINED 1,2,5,8 1,145,385
EL PASO PIPELINE PAR COM UNIT L 28370210 629 30,341 SH DEFINED 1,2 30,341
ELAN PLC ADR 28413120 4,377 615,597 SH DEFINED 1,5 615,597
ELECTRO OPTICAL SCIE COM 28519210 3,874 404,380 SH DEFINED 1,2 404,380
ELECTRO RENT CORP COM 28521810 4,650 403,625 SH DEFINED 1,2,5,8 403,625
ELECTRO SCIENTIFIC I COM 28522910 7,925 591,874 SH DEFINED 1,2,5,6,8 591,874
ELECTRONIC ARTS INC COM 28551210 210,886 11,070,154 SH DEFINED 1,2,5,6,7,8,10,12,13 11,070,154
ELECTRONICS FOR IMAG COM 28608210 12,115 1,074,951 SH DEFINED 1,2,5,8 1,074,951
ELIXIR GAMING TECHNO COM 28661G10 23 82,010 SH DEFINED 1 82,010
ELIZABETH ARDEN INC COM 28660G10 6,430 546,305 SH DEFINED 1,2,5 546,305
ELLIS PERRY INTL INC COM 28885310 3,829 238,699 SH DEFINED 1,2 238,699
ELOYALTY CORP COM NEW 29015130 760 94,943 SH DEFINED 1,2 94,943
EMBOTELLADORA ANDINA SPON ADR A 29081P20 268 17,604 SH DEFINED 1,2,6 17,604
EMBOTELLADORA ANDINA SPON ADR B 29081P30 943 52,490 SH DEFINED 1,2,5,6 52,490
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 853 37,163 SH DEFINED 1,2,6 37,163
EMC INS GROUP INC COM 26866410 2,244 106,220 SH DEFINED 1,2 106,220
EMCOR GROUP INC COM 29084Q10 47,827 1,888,888 SH DEFINED 1,2,5,6,8 1,888,888
EMCORE CORP COM 29084610 1,686 1,297,279 SH DEFINED 1,2,6 1,297,279
EMDEON INC CL A 29084T10 589 36,333 SH DEFINED 1,2,10 36,333
EMERGENCY MEDICAL SV CL A 29100P10 10,326 222,057 SH DEFINED 1,2,5,6,8 222,057
EMERGENT BIOSOLUTION COM 29089Q10 6,488 367,412 SH DEFINED 1,2,6 367,412
EMERITUS CORP COM 29100510 8,291 377,714 SH DEFINED 1,2,5,6,8 377,714
EMERSON ELEC CO COM 29101110 992,748 24,769,156 SH DEFINED 1,2,5,6,7,8,10,12,13 24,769,156
EMERSON RADIO CORP COM NEW 29108720 14 10,566 SH DEFINED 1 10,566
EMMIS COMMUNICATIONS CL A 29152510 99 117,422 SH DEFINED 1 117,422
EMPIRE DIST ELEC CO COM 29164110 13,578 750,562 SH DEFINED 1,2,5,8 750,562
EMPIRE RESORTS INC COM 29205210 102 34,346 SH DEFINED 1 34,346
EMPLOYERS HOLDINGS I COM 29221810 18,211 1,176,451 SH DEFINED 1,2,5,8 1,176,451
EMPRESA NACIONAL DE SPONSORED 29244T10 20,503 437,437 SH DEFINED 1,2,5,6,7 437,437
EMS TECHNOLOGIES INC COM 26873N10 6,404 307,571 SH DEFINED 1,2,6,8 307,571
EMULEX CORP COM NEW 29247520 18,400 1,788,129 SH DEFINED 1,2,5,8 1,788,129
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 1,023 22,685 SH DEFINED 1,2,5,8 22,685
ENBRIDGE ENERGY PART COM 29250R10 1,566 34,763 SH DEFINED 1,2 34,763
ENBRIDGE INC COM 29250N10 286 7,373 SH DEFINED 1 7,373
ENCORE ACQUISITION C COM 29255W10 60,555 1,619,119 SH DEFINED 1,2,5,6,8,10 1,619,119
ENCORE BANCSHARES IN COM 29255V20 276 30,980 SH DEFINED 1 30,980
ENCORE CAP GROUP INC COM 29255410 4,645 345,348 SH DEFINED 1,2,5 345,348
ENCORE ENERGY PARTNE COM UNIT 29257A10 516 32,288 SH DEFINED 1,2 32,288
ENCORE WIRE CORP COM 29256210 11,035 493,938 SH DEFINED 1,2,5,8 493,938
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ENDEAVOUR INTL CORP COM 29259G10 2,370 1,958,944 SH DEFINED 1,2,6 1,958,944
ENDO PHARMACEUTICALS COM 29264F20 66,741 2,949,221 SH DEFINED 1,2,5,6,8,10 2,949,221
ENDOLOGIX INC COM 29266S10 5,139 830,276 SH DEFINED 1,2 830,276
ENDURANCE SPECIALTY SHS G3039710 23,629 647,897 SH DEFINED 1,2,5,6,8,10 647,897
ENDWAVE CORP COM NEW 29264A20 52 16,328 SH DEFINED 1 16,328
ENER1 INC COM NEW 29267A20 6,170 891,611 SH DEFINED 1,2,6,8 891,611
ENERGEN CORP COM 29265N10 79,295 1,839,781 SH DEFINED 1,2,5,6,7,8,10,12,13 1,839,781
ENERGIZER HLDGS INC COM 29266R10 114,117 1,720,187 SH DEFINED 1,2,5,6,7,8,10,12,13 1,720,187
ENERGY CONVERSION DE COM 29265910 10,350 893,824 SH DEFINED 1,2,5,6,8 893,824
ENERGY RECOVERY INC COM 29270J10 3,323 568,984 SH DEFINED 1,2,6,8 568,984
ENERGY TRANSFER EQUI COM UT LTD 29273V10 2,727 97,383 SH DEFINED 1,2,8 97,383
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 2,224 52,259 SH DEFINED 1,2 52,259
ENERGYSOLUTIONS INC COM 29275620 14,797 1,604,874 SH DEFINED 1,2,5,8 1,604,874
ENERNOC INC COM 29276410 9,034 272,442 SH DEFINED 1,2,5,6,8 272,442
ENERSIS S A SPONSORED 29274F10 14,289 774,470 SH DEFINED 1,2,5,6 774,470
ENERSYS COM 29275Y10 28,633 1,294,449 SH DEFINED 1,2,5,7,8 1,294,449
ENGLOBAL CORP COM 29330610 1,698 412,123 SH DEFINED 1,2,5 412,123
ENI S P A SPONSORED 26874R10 1,706 34,222 SH DEFINED 1,2 34,222
ENNIS INC COM 29338910 8,969 556,072 SH DEFINED 1,2,5,8 556,072
ENPRO INDS INC COM 29355X10 14,186 620,549 SH DEFINED 1,2,5,8 620,549
ENSCO INTL INC COM 26874Q10 261,095 6,137,643 SH DEFINED 1,2,5,6,7,8,10,12,13 6,137,643
ENSIGN GROUP INC COM 29358P10 2,671 190,386 SH DEFINED 1,2,6 190,386
ENSTAR GROUP LIMITED SHS G3075P10 6,948 111,832 SH DEFINED 1,2,5,8 111,832
ENTEGRIS INC COM 29362U10 12,618 2,549,058 SH DEFINED 1,2,5,6,8 2,549,058
ENTERCOM COMMUNICATI CL A 29363910 205 40,181 SH DEFINED 1 40,181
ENTERGY CORP NEW COM 29364G10 579,670 7,258,572 SH DEFINED 1,2,5,6,7,8,10,12,13 7,258,572
ENTEROMEDICS INC COM 29365M10 991 206,952 SH DEFINED 1,2 206,952
ENTERPRISE BANCORP I COM 29366810 863 67,415 SH DEFINED 1,2 67,415
ENTERPRISE FINL SVCS COM 29371210 1,931 208,778 SH DEFINED 1,2 208,778
ENTERPRISE GP HLDGS UNIT LP IN 29371610 1,174 39,676 SH DEFINED 1,2,8 39,676
ENTERPRISE PRODS PAR COM 29379210 4,530 159,972 SH DEFINED 1,2,8 159,972
ENTERTAINMENT PPTYS COM SH BEN 29380T10 31,023 908,701 SH DEFINED 1,2,3,5,8 908,701
ENTORIAN TECHNOLOGIE COM 29383P10 6 13,199 SH DEFINED 1 13,199
ENTRAVISION COMMUNIC CL A 29382R10 97 56,111 SH DEFINED 1 56,111
ENTREMED INC COM 29382F10 18 40,090 SH DEFINED 1 40,090
ENTROPIC COMMUNICATI COM 29384R10 2,233 814,881 SH DEFINED 1,2 814,881
ENZO BIOCHEM INC COM 29410010 4,715 665,976 SH DEFINED 1,2,5,6 665,976
ENZON PHARMACEUTICAL NOTE 4.00 293904AE 8,810 8,400,000 SH DEFINED 5 8,400,000
ENZON PHARMACEUTICAL COM 29390410 9,579 1,161,054 SH DEFINED 1,2,5,6,8 1,161,054
EOG RES INC COM 26875P10 763,836 9,146,644 SH DEFINED 1,2,5,6,7,8,10,12,13 9,146,644
EPICEPT CORP COM 29426420 1,381 1,586,810 SH DEFINED 1,5 1,586,810
EPICOR SOFTWARE CORP COM 29426L10 7,078 1,111,170 SH DEFINED 1,2,5,6,8 1,111,170
EPIQ SYS INC COM 26882D10 10,013 690,519 SH DEFINED 1,2,5,6,8 690,519
EPLUS INC COM 29426810 902 58,013 SH DEFINED 1,2 58,013
EPOCH HOLDING CORP COM 29428R10 1,915 218,834 SH DEFINED 1,2 218,834
EQT CORP COM 26884L10 211,904 4,974,270 SH DEFINED 1,2,5,6,7,8,10,12,13 4,974,270
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
EQUIFAX INC COM 29442910 132,274 4,539,273 SH DEFINED 1,2,5,6,7,8,10,12,13 4,539,273
EQUINIX INC NOTE 3.00 29444UAG 62,987 60,059,000 SH DEFINED 5 60,059,000
EQUINIX INC COM NEW 29444U50 67,081 729,137 SH DEFINED 1,2,5,6,8,10 729,137
EQUITY LIFESTYLE PPT COM 29472R10 41,388 967,245 SH DEFINED 1,2,3,5,6,8 967,245
EQUITY ONE COM 29475210 23,662 1,510,001 SH DEFINED 1,2,3,5,8 1,510,001
EQUITY RESIDENTIAL SH BEN INT 29476L10 421,410 13,726,710 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,726,710
ERESEARCHTECHNOLOGY COM 29481V10 7,097 1,013,861 SH DEFINED 1,2,5,6,8 1,013,861
ERICSSON L M TEL CO ADR B SEK 29482160 5,655 564,326 SH DEFINED 1,2 564,326
ERIE INDTY CO CL A 29530P10 13,257 353,888 SH DEFINED 1,2,5,6,8,10,12 353,888
ERP OPER LTD PARTNER NOTE 3.85 26884AAV 396 400,000 SH DEFINED 2 400,000
ESB FINL CORP COM 26884F10 2,148 160,448 SH DEFINED 1,2 160,448
ESCO TECHNOLOGIES IN COM 29631510 22,436 569,432 SH DEFINED 1,2,5,6,8 569,432
ESSA BANCORP INC COM 29667D10 4,435 335,736 SH DEFINED 1,2 335,736
ESSEX PPTY TR INC COM 29717810 78,038 980,621 SH DEFINED 1,2,3,5,6,8,10 980,621
ESTERLINE TECHNOLOGI COM 29742510 27,260 695,227 SH DEFINED 1,2,5,6,8 695,227
ETHAN ALLEN INTERIOR COM 29760210 9,781 592,792 SH DEFINED 1,2,5,8 592,792
EUROBANCSHARES INC COM 29871610 19 10,800 SH DEFINED 1 10,800
EURONET WORLDWIDE IN COM 29873610 26,093 1,085,857 SH DEFINED 1,2,5,6,8 1,085,857
EV ENERGY PARTNERS L COM UNITS 26926V10 234 10,072 SH DEFINED 1,2 10,072
EV3 INC COM 26928A20 20,491 1,664,618 SH DEFINED 1,2,5,6,8 1,664,618
EVERCORE PARTNERS IN CLASS A 29977A10 6,421 219,746 SH DEFINED 1,2,6,8 219,746
EVEREST RE GROUP LTD COM G3223R10 106,864 1,218,517 SH DEFINED 1,2,5,6,7,8,10,12,13 1,218,517
EVERGREEN ENERGY INC COM 30024B10 1,412 2,206,286 SH DEFINED 1,2 2,206,286
EVERGREEN SOLAR INC COM 30033R10 6,726 3,502,901 SH DEFINED 1,2,5,6,8 3,502,901
EVOLVING SYS INC COM NEW 30049R20 93 13,438 SH DEFINED 1 13,438
EXACT SCIENCES CORP COM 30063P10 57 20,617 SH DEFINED 1 20,617
EXACTECH INC COM 30064E10 2,133 135,511 SH DEFINED 1,2,6 135,511
EXAR CORP COM 30064510 6,111 831,480 SH DEFINED 1,2,5,8 831,480
EXCEL MARITIME CARRI COM V3267N10 367 55,221 SH DEFINED 1,2,5,6 55,221
EXCO RESOURCES INC COM 26927940 44,933 2,404,121 SH DEFINED 1,2,5,6,8,10 2,404,121
EXELIXIS INC COM 30161Q10 14,020 2,197,476 SH DEFINED 1,2,5,6,8 2,197,476
EXELON CORP COM 30161N10 1,222,741 24,642,090 SH DEFINED 1,2,5,6,7,8,10,12,13 24,642,090
EXIDE TECHNOLOGIES COM NEW 30205120 9,380 1,176,933 SH DEFINED 1,2,5,8 1,176,933
EXLSERVICE HOLDINGS COM 30208110 4,396 295,823 SH DEFINED 1,2,5,6 295,823
EXPEDIA INC DEL COM 30212P10 176,878 7,385,298 SH DEFINED 1,2,5,6,7,8,10,12,13 7,385,298
EXPEDITORS INTL WASH COM 30213010 239,266 6,807,004 SH DEFINED 1,2,5,6,7,8,10,12,13 6,807,004
EXPONENT INC COM 30214U10 7,693 273,096 SH DEFINED 1,2,6,8 273,096
EXPRESS SCRIPTS INC COM 30218210 688,719 8,877,533 SH DEFINED 1,2,5,6,7,8,10,12,13 8,877,533
EXTERRAN HLDGS INC COM 30225X10 33,715 1,420,179 SH DEFINED 1,2,5,6,8,10 1,420,179
EXTERRAN PARTNERS LP COM UNITS 30225N10 205 11,380 SH DEFINED 1,2 11,380
EXTRA SPACE STORAGE COM 30225T10 32,736 3,102,930 SH DEFINED 1,2,3,5,8 3,102,930
EXTREME NETWORKS INC COM 30226D10 4,909 1,753,279 SH DEFINED 1,2,5 1,753,279
EXXON MOBIL CORP COM 30231G10 11,912,422 173,625,161 SH DEFINED 1,2,5,6,7,8,10,12,13 173,625,161
EZCORP INC CL A NON V 30230110 14,652 1,072,620 SH DEFINED 1,2,5,6,7,8 1,072,620
F M C CORP COM NEW 30249130 148,714 2,643,797 SH DEFINED 1,2,5,6,7,8,10,12,13 2,643,797
F5 NETWORKS INC COM 31561610 65,514 1,653,136 SH DEFINED 1,2,5,6,8,10 1,653,136
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
FACET BIOTECH CORP SHS 30303Q10 10,512 607,973 SH DEFINED 1,2,5,6,8 607,973
FACTSET RESH SYS INC COM 30307510 54,695 825,702 SH DEFINED 1,2,5,6,8,10 825,702
FAIR ISAAC CORP COM 30325010 34,494 1,605,108 SH DEFINED 1,2,5,6,8 1,605,108
FAIRCHILD SEMICONDUC COM 30372610 26,724 2,612,348 SH DEFINED 1,2,5,6,8,10 2,612,348
FAIRPOINT COMMUNICAT COM 30556010 775 1,890,865 SH DEFINED 1,2,5,6 1,890,865
FALCONSTOR SOFTWARE COM 30613710 3,313 666,629 SH DEFINED 1,2,5,6 666,629
FAMILY DLR STORES IN COM 30700010 140,341 5,315,959 SH DEFINED 1,2,5,6,7,8,10,12,13 5,315,959
FAMOUS DAVES AMER IN COM 30706810 69 11,790 SH DEFINED 1 11,790
FARMER BROS CO COM 30767510 2,540 122,709 SH DEFINED 1,2,5 122,709
FARMERS CAP BK CORP COM 30956210 2,355 131,691 SH DEFINED 1,2 131,691
FARO TECHNOLOGIES IN COM 31164210 5,782 336,551 SH DEFINED 1,2,5,6,8 336,551
FASTENAL CO COM 31190010 166,356 4,298,611 SH DEFINED 1,2,5,6,7,8,10,12,13 4,298,611
FBL FINL GROUP INC CL A 30239F10 5,710 293,874 SH DEFINED 1,2,5 293,874
FBR CAPITAL MARKETS COM 30247C30 2,728 460,080 SH DEFINED 1,2,5,6 460,080
FCSTONE GROUP INC COM 31308T10 2,629 545,496 SH DEFINED 1,2,6 545,496
FEDERAL HOME LN MTG COM 31340030 3,384 1,880,120 SH DEFINED 1,2,5,6,8,10 1,880,120
FEDERAL MOGUL CORP COM 31354940 3,701 306,616 SH DEFINED 1,2,5,8,10 306,616
FEDERAL NATL MTG ASS COM 31358610 5,250 3,454,210 SH DEFINED 1,2,5,6,8,10 3,454,210
FEDERAL REALTY INVT SH BEN INT 31374720 140,094 2,282,779 SH DEFINED 1,2,3,5,6,7,8,10,12,13 2,282,779
FEDERAL SIGNAL CORP COM 31385510 11,169 1,553,346 SH DEFINED 1,2,5,8 1,553,346
FEDERATED INVS INC P CL B 31421110 75,963 2,880,652 SH DEFINED 1,2,5,6,8,10,12,13 2,880,652
FEDEX CORP COM 31428X10 781,448 10,388,836 SH DEFINED 1,2,5,6,7,8,10,12,13 10,388,836
FEI CO COM 30241L10 19,723 800,113 SH DEFINED 1,2,5,6,8 800,113
FELCOR LODGING TR IN COM 31430F10 11,221 2,477,012 SH DEFINED 1,2,3,5,8 2,477,012
FEMALE HEALTH CO COM 31446210 1,012 200,322 SH DEFINED 1,2 200,322
FERRELLGAS PARTNERS UNIT LTD P 31529310 806 40,472 SH DEFINED 1,2 40,472
FERRO CORP COM 31540510 7,946 892,830 SH DEFINED 1,2,5,8 892,830
FGX INTERNATIONAL HL ORD SHS G3396L10 3,682 263,934 SH DEFINED 1,2 263,934
FIBERTOWER CORP COM 31567R10 124 114,444 SH DEFINED 1,6 114,444
FIDELITY NATIONAL FI CL A 31620R10 95,757 6,349,943 SH DEFINED 1,2,5,6,7,8,10,12,13 6,349,943
FIDELITY NATL INFORM COM 31620M10 172,519 6,762,803 SH DEFINED 1,2,5,6,7,8,10,12,13 6,762,803
FIFTH STREET FINANCE COM 31678A10 5,896 539,424 SH DEFINED 1,2,8 539,424
FIFTH THIRD BANCORP COM 31677310 336,649 33,232,916 SH DEFINED 1,2,5,6,7,8,10,12,13 33,232,916
FINANCIAL FED CORP COM 31749210 13,875 562,205 SH DEFINED 1,2,5,8 562,205
FINANCIAL INSTNS INC COM 31758540 2,088 209,449 SH DEFINED 1,2 209,449
FINISAR CORP COM 31787A50 861 88,923 SH DEFINED 1,2,5,6,8 88,923
FINISH LINE INC CL A 31792310 10,168 1,000,836 SH DEFINED 1,2,5,8 1,000,836
FIRST ACCEPTANCE COR COM 31845710 830 307,246 SH DEFINED 1,2 307,246
FIRST ADVANTAGE CORP CL A 31845F10 4,158 224,150 SH DEFINED 1,2,8 224,150
FIRST AMERN CORP CAL COM 31852230 85,457 2,640,011 SH DEFINED 1,2,5,6,7,8,10,12,13 2,640,011
FIRST BANCORP INC ME COM 31866P10 3,572 192,056 SH DEFINED 1,2 192,056
FIRST BANCORP N C COM 31891010 6,203 343,683 SH DEFINED 1,2,5,8 343,683
FIRST BANCORP P R COM 31867210 5,577 1,828,365 SH DEFINED 1,2,5,8 1,828,365
FIRST BUSEY CORP COM 31938310 2,509 533,913 SH DEFINED 1,2,5 533,913
FIRST CALIFORNIA FIN COM NEW 31939510 349 72,624 SH DEFINED 1,2 72,624
FIRST CASH FINL SVCS COM 31942D10 8,665 505,821 SH DEFINED 1,2,5,6,8 505,821
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 CMNTY BANCSHAR COM 31983A10 3,719 294,701 SH DEFINED 1,2,5 294,701
FIRST COMWLTH FINL C COM 31982910 17,255 3,037,808 SH DEFINED 1,2,5,8 3,037,808
FIRST CTZNS BANCSHAR CL A 31946M10 11,692 73,490 SH DEFINED 1,2,5,6,8,10 73,490
FIRST DEFIANCE FINL COM 32006W10 2,139 143,451 SH DEFINED 1,2 143,451
FIRST FINANCIAL NORT COM 32022K10 3,343 573,393 SH DEFINED 1,2,8 573,393
FIRST FINL BANCORP O COM 32020910 13,460 1,117,025 SH DEFINED 1,2,5,8 1,117,025
FIRST FINL BANKSHARE COM 32020R10 23,329 471,671 SH DEFINED 1,2,5,6,8 471,671
FIRST FINL CORP IND COM 32021810 7,949 259,426 SH DEFINED 1,2,5,6,8 259,426
FIRST FINL HLDGS INC COM 32023910 3,964 248,232 SH DEFINED 1,2,8 248,232
FIRST FINL SVC CORP COM 32022D10 847 62,894 SH DEFINED 1,2 62,894
FIRST HORIZON NATL C COM 32051710 106,750 8,068,769 SH DEFINED 1,2,5,6,8,10,12,13 8,068,769
FIRST INDUSTRIAL REA COM 32054K10 7,516 1,431,669 SH DEFINED 1,2,3,5,8 1,431,669
FIRST LONG IS CORP COM 32073410 2,580 97,032 SH DEFINED 1,2 97,032
FIRST MARBLEHEAD COR COM 32077110 2,941 1,336,665 SH DEFINED 1,2,5 1,336,665
FIRST MERCHANTS CORP COM 32081710 2,984 428,182 SH DEFINED 1,2,5,8 428,182
FIRST MERCURY FINANC COM 32084110 4,422 331,969 SH DEFINED 1,2 331,969
FIRST MIDWEST BANCOR COM 32086710 21,991 1,951,286 SH DEFINED 1,2,5,8 1,951,286
FIRST NIAGARA FINL G COM 33582V10 49,167 3,987,554 SH DEFINED 1,2,5,8,10 3,987,554
FIRST PL FINL CORP COM 33610T10 91 30,954 SH DEFINED 1 30,954
FIRST POTOMAC RLTY T COM 33610F10 13,134 1,136,158 SH DEFINED 1,2,3,8 1,136,158
FIRST SEC GROUP INC COM 33631210 65 16,800 SH DEFINED 1 16,800
FIRST SOLAR INC COM 33643310 104,630 684,481 SH DEFINED 1,2,5,6,7,8,10,12,13 684,481
FIRST SOUTH BANCORP COM 33646W10 2,110 183,492 SH DEFINED 1,2 183,492
FIRST ST BANCORPORAT COM 33645310 14 11,862 SH DEFINED 1 11,862
FIRSTENERGY CORP COM 33793210 955,702 20,903,368 SH DEFINED 1,2,5,6,7,8,10,12,13 20,903,368
FIRSTMERIT CORP COM 33791510 60,846 3,197,371 SH DEFINED 1,2,5,6,8 3,197,371
FISERV INC COM 33773810 254,538 5,280,862 SH DEFINED 1,2,5,6,7,8,10,12,13 5,280,862
FISHER COMMUNICATION COM 33775620 2,564 141,037 SH DEFINED 1,2,5,6,8 141,037
FIVE STAR QUALITY CA COM 33832D10 138 37,654 SH DEFINED 1 37,654
FLAGSTAR BANCORP INC COM 33793010 1,497 1,453,224 SH DEFINED 1,2 1,453,224
FLAGSTONE REINSURANC SHS G3529T10 8,217 728,463 SH DEFINED 1,2,8 728,463
FLANDERS CORP COM 33849410 1,429 276,914 SH DEFINED 1,2 276,914
FLEXSTEEL INDS INC COM 33938210 158 18,861 SH DEFINED 1 18,861
FLEXTRONICS INTL LTD ORD Y2573F10 51,299 6,867,378 SH DEFINED 1,2,5,6,7,8,10,12,13 6,867,378
FLIR SYS INC COM 30244510 135,127 4,831,130 SH DEFINED 1,2,5,6,7,8,10,12,13 4,831,130
FLORIDA PUB UTILS CO COM 34113510 1,172 96,474 SH DEFINED 1,2 96,474
FLOTEK INDS INC DEL COM 34338910 51 24,951 SH DEFINED 1 24,951
FLOW INTL CORP COM 34346810 1,761 674,661 SH DEFINED 1,2 674,661
FLOWERS FOODS INC COM 34349810 39,964 1,520,104 SH DEFINED 1,2,5,6,7,8,10 1,520,104
FLOWSERVE CORP COM 34354P10 209,061 2,121,589 SH DEFINED 1,2,5,6,7,8,10,12,13 2,121,589
FLUOR CORP NEW COM 34341210 321,526 6,323,023 SH DEFINED 1,2,5,6,7,8,10,12,13 6,323,023
FLUSHING FINL CORP COM 34387310 5,631 493,934 SH DEFINED 1,2,5,8 493,934
FMC TECHNOLOGIES INC COM 30249U10 252,575 4,834,892 SH DEFINED 1,2,5,6,7,8,10,12,13 4,834,892
FNB CORP PA COM 30252010 29,845 4,197,630 SH DEFINED 1,2,5,8 4,197,630
FOCUS MEDIA HLDG LTD SPONSORED 34415V10 1,952 176,838 SH DEFINED 1,2,6 176,838
FOMENTO ECONOMICO ME SPON ADR U 34441910 21,893 575,366 SH DEFINED 1,2,6,7 575,366
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 48,530 4,061,105 SH DEFINED 1,2,5,6,8,10,12 4,061,105
FORCE PROTECTION INC COM NEW 34520320 10,228 1,873,192 SH DEFINED 1,2,5,6,8 1,873,192
FORD MTR CO CAP TR I PFD TR CV6 34539520 1,717 57,000 SH DEFINED 1,2 57,000
FORD MTR CO DEL NOTE 4.25 345370CF 1,267 1,250,000 SH DEFINED 1,2 1,250,000
FORD MTR CO DEL COM PAR $0 34537086 788,328 109,338,208 SH DEFINED 1,2,5,6,7,8,10,12,13 109,338,208
FOREST CITY ENTERPRI CL A 34555010 23,348 1,746,275 SH DEFINED 1,2,3,5,6,8,10,12 1,746,275
FOREST LABS INC COM 34583810 366,733 12,456,978 SH DEFINED 1,2,5,6,7,8,10,12,13 12,456,978
FOREST OIL CORP COM PAR $0 34609170 52,812 2,698,596 SH DEFINED 1,2,5,6,7,8,10 2,698,596
FORESTAR GROUP INC COM 34623310 13,611 792,250 SH DEFINED 1,2,5,6,8 792,250
FORGENT NETWORKS INC COM 34629U10 5 12,271 SH DEFINED 1 12,271
FORMFACTOR INC COM 34637510 24,150 1,009,623 SH DEFINED 1,2,5,6,8 1,009,623
FORRESTER RESH INC COM 34656310 10,366 389,108 SH DEFINED 1,2,5,6,8 389,108
FORTRESS INVESTMENT CL A 34958B10 464 89,317 SH DEFINED 1,2,8 89,317
FORTUNE BRANDS INC COM 34963110 208,496 4,851,000 SH DEFINED 1,2,5,6,7,8,10,12,13 4,851,000
FORWARD AIR CORP COM 34985310 15,162 654,938 SH DEFINED 1,2,5,6,8 654,938
FORWARD INDS INC N Y COM NEW 34986230 21 12,523 SH DEFINED 1 12,523
FOSSIL INC COM 34988210 40,067 1,408,325 SH DEFINED 1,2,5,6,8 1,408,325
FOSTER L B CO COM 35006010 6,914 226,110 SH DEFINED 1,2,5,6,8 226,110
FOSTER WHEELER AG COM H2717810 30,374 951,854 SH DEFINED 1,2,5,7,8,10,12,13 951,854
FOX CHASE BANCORP COM 35137P10 1,797 179,388 SH DEFINED 1,2 179,388
FPIC INS GROUP INC COM 30256310 5,976 178,129 SH DEFINED 1,2,8 178,129
FPL GROUP INC COM 30257110 842,214 15,249,204 SH DEFINED 1,2,5,6,7,8,10,12,13 15,249,204
FRANCE TELECOM SPONSORED 35177Q10 1,311 48,693 SH DEFINED 1,2 48,693
FRANKLIN COVEY CO COM 35346910 892 152,508 SH DEFINED 1,2 152,508
FRANKLIN ELEC INC COM 35351410 13,734 478,694 SH DEFINED 1,2,5,8 478,694
FRANKLIN RES INC COM 35461310 575,193 5,717,624 SH DEFINED 1,2,5,6,7,8,10,12,13 5,717,624
FRANKLIN STREET PPTY COM 35471R10 18,762 1,432,207 SH DEFINED 1,2,3,5,8 1,432,207
FREDS INC CL A 35610810 12,374 971,996 SH DEFINED 1,2,5,8 971,996
FREEPORT-MCMORAN COP PFD CONV 35671D78 3,966 38,500 SH DEFINED 1,2 38,500
FREEPORT-MCMORAN COP COM 35671D85 1,063,165 15,495,773 SH DEFINED 1,2,5,6,7,8,10,12,13 15,495,773
FREEPORT-MCMORAN COP COM 35671D85 521 7,600 SH CALL DEFINED 7 7,600
FREEPORT-MCMORAN COP COM 35671D85 521 7,600 SH PUT DEFINED 7 7,600
FREIGHTCAR AMER INC COM 35702310 6,041 248,612 SH DEFINED 1,2,5 248,612
FRESENIUS KABI PHARM RIGHT 06/3 35802M11 49 85,515 SH DEFINED 1,2 85,515
FRESENIUS MED CARE A SPONSORED 35802910 418 8,400 SH DEFINED 1 8,400
FRESH DEL MONTE PROD ORD G3673810 17,735 784,384 SH DEFINED 1,2,5 784,384
FRIEDMAN INDS INC COM 35843510 67 11,240 SH DEFINED 1 11,240
FRISCHS RESTAURANTS COM 35874810 984 38,029 SH DEFINED 1,2 38,029
FRONTIER COMMUNICATI COM 35906A10 71,540 9,488,084 SH DEFINED 1,2,5,6,8,10,12,13 9,488,084
FRONTIER FINL CORP W COM 35907K10 152 139,681 SH DEFINED 1,2 139,681
FRONTIER OIL CORP COM 35914P10 49,907 3,585,253 SH DEFINED 1,2,5,6,7,8,10 3,585,253
FRONTLINE LTD SHS G3682E12 7,380 315,512 SH DEFINED 1,5,8,10 315,512
FSI INTL INC COM 30263310 57 49,179 SH DEFINED 1 49,179
FTI CONSULTING INC COM 30294110 50,867 1,193,781 SH DEFINED 1,2,5,6,7,8,10,12,13 1,193,781
FUEL SYS SOLUTIONS I COM 35952W10 9,132 253,746 SH DEFINED 1,2,5,6,8 253,746
FUEL TECH INC COM 35952310 3,718 331,973 SH DEFINED 1,2,5,6 331,973
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
FUELCELL ENERGY INC COM 35952H10 6,739 1,578,237 SH DEFINED 1,2,5,6 1,578,237
FULLER H B CO COM 35969410 25,487 1,219,457 SH DEFINED 1,2,5,8 1,219,457
FULTON FINL CORP PA COM 36027110 38,610 5,217,631 SH DEFINED 1,2,5,6,8,10,12 5,217,631
FUQI INTERNATIONAL I COM NEW 36102A20 5,995 205,222 SH DEFINED 1,2 205,222
FURMANITE CORPORATIO COM 36108610 2,844 659,930 SH DEFINED 1,2,6 659,930
FURNITURE BRANDS INT COM 36092110 5,015 906,910 SH DEFINED 1,2,5 906,910
FUSHI COPPERWELD INC COM 36113E10 2,229 263,448 SH DEFINED 1,2,6 263,448
FX ENERGY INC COM 30269510 2,392 740,450 SH DEFINED 1,2,5 740,450
G & K SVCS INC CL A 36126810 9,991 450,866 SH DEFINED 1,2,5,8 450,866
GAIAM INC CL A 36268Q10 2,348 336,334 SH DEFINED 1,2,6 336,334
GALLAGHER ARTHUR J & COM 36357610 48,651 1,996,354 SH DEFINED 1,2,5,6,8,10,12 1,996,354
GAMCO INVESTORS INC COM 36143810 6,145 134,460 SH DEFINED 1,2,5,6,8 134,460
GAMESTOP CORP NEW CL A 36467W10 145,243 5,487,088 SH DEFINED 1,2,5,6,7,8,10,12,13 5,487,088
GANDER MOUNTAIN CO COM 36471P10 301 58,538 SH DEFINED 1,2 58,538
GANNETT INC COM 36473010 95,586 7,640,742 SH DEFINED 1,2,5,6,7,8,10,12,13 7,640,742
GAP INC DEL COM 36476010 405,932 18,968,776 SH DEFINED 1,2,5,6,7,8,10,12,13 18,968,776
GARDNER DENVER INC COM 36555810 24,692 707,902 SH DEFINED 1,2,5,6,8,10 707,902
GARMIN LTD ORD G3726010 69,263 1,835,263 SH DEFINED 1,2,5,6,7,8,10,12,13 1,835,263
GARTNER INC COM 36665110 34,327 1,878,880 SH DEFINED 1,2,5,6,7,8 1,878,880
GASCO ENERGY INC COM 36722010 61 124,712 SH DEFINED 1,2 124,712
GASTAR EXPL LTD COM NEW 36729920 169 35,156 SH DEFINED 1,2 35,156
GATX CORP COM 36144810 27,296 976,618 SH DEFINED 1,2,5,6,8,10 976,618
GAYLORD ENTMT CO NEW COM 36790510 16,010 796,502 SH DEFINED 1,2,5,8 796,502
GENCO SHIPPING & TRA SHS Y2685T10 10,226 492,087 SH DEFINED 1,2,5,8 492,087
GENCORP INC COM 36868210 6,659 1,242,272 SH DEFINED 1,2,6,8 1,242,272
GENERAL CABLE CORP D COM 36930010 28,857 737,077 SH DEFINED 1,2,5,6,8,10 737,077
GENERAL COMMUNICATIO CL A 36938510 8,252 1,202,958 SH DEFINED 1,2,5,6,8 1,202,958
GENERAL DYNAMICS COR COM 36955010 810,062 12,539,663 SH DEFINED 1,2,5,6,7,8,10,12,13 12,539,663
GENERAL ELECTRIC CO COM 36960410 5,824,485 354,718,960 SH DEFINED 1,2,5,6,7,8,10,12,13 354,718,960
GENERAL MARITIME COR SHS Y2693R10 7,230 934,170 SH DEFINED 1,2,5,8 934,170
GENERAL MLS INC COM 37033410 1,236,452 19,205,532 SH DEFINED 1,2,5,6,7,8,10,12,13 19,205,532
GENERAL MOLY INC COM 37037310 3,657 1,160,807 SH DEFINED 1,2,6 1,160,807
GENERAL STEEL HOLDIN COM 37085310 940 241,698 SH DEFINED 1,2 241,698
GENESCO INC COM 37153210 12,148 504,684 SH DEFINED 1,2,5,8 504,684
GENESEE & WYO INC CL A 37155910 22,829 752,939 SH DEFINED 1,2,5,6,8 752,939
GENESIS ENERGY L P UNIT LTD P 37192710 497 30,881 SH DEFINED 1,2 30,881
GENOMIC HEALTH INC COM 37244C10 6,191 283,219 SH DEFINED 1,2,5,6,8 283,219
GENOPTIX INC COM 37243V10 11,628 334,338 SH DEFINED 1,2,5,6,8 334,338
GENPACT LIMITED SHS G3922B10 5,402 439,199 SH DEFINED 1,2,5,8,10 439,199
GEN-PROBE INC NEW COM 36866T10 42,432 1,023,931 SH DEFINED 1,2,5,6,8,10 1,023,931
GENTEK INC COM NEW 37245X20 6,688 175,804 SH DEFINED 1,2,6,8 175,804
GENTEX CORP COM 37190110 39,118 2,764,501 SH DEFINED 1,2,5,6,8,10,12 2,764,501
GENTIVA HEALTH SERVI COM 37247A10 15,795 631,567 SH DEFINED 1,2,5,6,8 631,567
GENUINE PARTS CO COM 37246010 200,205 5,260,249 SH DEFINED 1,2,5,6,7,8,10,12,13 5,260,249
GENVEC INC COM 37246C10 50 64,255 SH DEFINED 1 64,255
GENWORTH FINL INC COM CL A 37247D10 201,627 16,872,551 SH DEFINED 1,2,5,6,8,10,12,13 16,872,551
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
GENZYME CORP COM 37291710 510,584 9,000,255 SH DEFINED 1,2,5,6,7,8,10,12,13 9,000,255
GEO GROUP INC COM 36159R10 21,753 1,078,488 SH DEFINED 1,2,5,6,8 1,078,488
GEOEYE INC COM 37250W10 9,558 356,649 SH DEFINED 1,2,6,8 356,649
GEOKINETICS INC COM PAR $0 37291030 2,261 106,642 SH DEFINED 1,2 106,642
GEOMET INC DEL COM 37250U20 43 25,500 SH DEFINED 1 25,500
GEORESOURCES INC COM 37247610 1,381 125,000 SH DEFINED 1,2 125,000
GERBER SCIENTIFIC IN COM 37373010 308 51,470 SH DEFINED 1 51,470
GERDAU S A SPONSORED 37373710 25,406 1,890,340 SH DEFINED 1,2,6,7 1,890,340
GERMAN AMERN BANCORP COM 37386510 2,956 190,575 SH DEFINED 1,2 190,575
GERON CORP COM 37416310 12,616 1,923,226 SH DEFINED 1,2,5,6,8 1,923,226
GETTY RLTY CORP NEW COM 37429710 11,864 483,470 SH DEFINED 1,2,3,5,8 483,470
GFI GROUP INC COM 36165220 9,672 1,337,817 SH DEFINED 1,2,5,8 1,337,817
GIANT INTERACTIVE GR ADR 37451110 636 84,004 SH DEFINED 1,2,6 84,004
GIBRALTAR INDS INC COM 37468910 9,249 697,023 SH DEFINED 1,2,5,8 697,023
GIGAMEDIA LTD ORD Y2711Y10 70 13,334 SH DEFINED 1,5,6 13,334
G-III APPAREL GROUP COM 36237H10 3,448 243,669 SH DEFINED 1,2 243,669
GILAT SATELLITE NETW SHS NEW M5147411 53 12,550 SH DEFINED 1 12,550
GILEAD SCIENCES INC NOTE 0.50 375558AG 3,539 2,800,000 SH DEFINED 2,5 2,800,000
GILEAD SCIENCES INC NOTE 0.62 375558AH 1,372 1,050,000 SH DEFINED 1,2 1,050,000
GILEAD SCIENCES INC COM 37555810 1,396,743 30,037,474 SH DEFINED 1,2,5,6,7,8,10,12,13 30,037,474
GLACIER BANCORP INC COM 37637Q10 30,104 2,014,960 SH DEFINED 1,2,5,6,8 2,014,960
GLADSTONE CAPITAL CO COM 37653510 3,500 391,920 SH DEFINED 1,2,8 391,920
GLADSTONE COML CORP COM 37653610 2,150 157,156 SH DEFINED 1,2,3,5 157,156
GLADSTONE INVT CORP COM 37654610 2,022 416,907 SH DEFINED 1,2 416,907
GLATFELTER COM 37731610 13,080 1,139,346 SH DEFINED 1,2,5,8 1,139,346
GLAXOSMITHKLINE PLC SPONSORED 37733W10 613,900 15,537,847 SH DEFINED 1,2 15,537,847
GLG PARTNERS INC COM 37929X10 9,366 2,324,033 SH DEFINED 1,2,6,10 2,324,033
GLIMCHER RLTY TR SH BEN INT 37930210 3,490 951,023 SH DEFINED 1,2,3,8 951,023
GLOBAL CASH ACCESS H COM 37896710 9,400 1,285,929 SH DEFINED 1,2,5,6,8 1,285,929
GLOBAL CROSSING LTD SHS NEW G3921A17 8,152 570,096 SH DEFINED 1,2,5,8 570,096
GLOBAL INDS LTD COM 37933610 20,438 2,151,332 SH DEFINED 1,2,5,6,8 2,151,332
GLOBAL PMTS INC COM 37940X10 75,824 1,623,650 SH DEFINED 1,2,5,6,8,10 1,623,650
GLOBAL SOURCES LTD ORD G3930010 1,704 248,041 SH DEFINED 1,2 248,041
GLOBALSTAR INC COM 37897340 73 96,014 SH DEFINED 1 96,014
GLOBECOMM SYSTEMS IN COM 37956X10 2,929 402,891 SH DEFINED 1,2 402,891
GMX RES INC COM 38011M10 7,038 448,003 SH DEFINED 1,2,5,6,8 448,003
GOL LINHAS AEREAS IN SP ADR REP 38045R10 111 10,805 SH DEFINED 1,6 10,805
GOLAR LNG LTD BERMUD SHS G9456A10 5,583 504,785 SH DEFINED 1 504,785
GOLD FIELDS LTD NEW SPONSORED 38059T10 163,722 11,881,145 SH DEFINED 1,5,6 11,881,145
GOLDMAN SACHS GROUP COM 38141G10 3,525,386 19,123,332 SH DEFINED 1,2,5,6,7,8,10,12,13 19,123,332
GOODRICH CORP COM 38238810 226,464 4,167,540 SH DEFINED 1,2,5,6,7,8,10,12,13 4,167,540
GOODRICH PETE CORP COM NEW 38241040 14,570 564,491 SH DEFINED 1,2,5,6,8 564,491
GOODYEAR TIRE & RUBR COM 38255010 131,549 7,724,530 SH DEFINED 1,2,5,6,7,8,10,12,13 7,724,530
GOOGLE INC CL A 38259P50 3,923,479 7,912,632 SH DEFINED 1,2,5,6,7,8,10,12,13 7,912,632
GORMAN RUPP CO COM 38308210 6,789 272,540 SH DEFINED 1,2,5,6,8 272,540
GOVERNMENT PPTYS INC COM SHS BE 38376A10 986 41,077 SH DEFINED 1,2,3 41,077
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
GP STRATEGIES CORP COM 36225V10 1,956 261,118 SH DEFINED 1,2 261,118
GPO AEROPORTUARIO DE SPON ADR B 40050610 1,254 44,491 SH DEFINED 1,5,6 44,491
GRACE W R & CO DEL N COM 38388F10 35,338 1,625,493 SH DEFINED 1,2,5,6,8 1,625,493
GRACO INC COM 38410910 35,585 1,276,838 SH DEFINED 1,2,5,6,8,10 1,276,838
GRAFTECH INTL LTD COM 38431310 46,555 3,167,019 SH DEFINED 1,2,5,6,8 3,167,019
GRAHAM CORP COM 38455610 3,882 249,660 SH DEFINED 1,2 249,660
GRAINGER W W INC COM 38480210 187,465 2,097,864 SH DEFINED 1,2,5,6,7,8,10,12,13 2,097,864
GRAMERCY CAP CORP COM 38487110 2,132 877,413 SH DEFINED 1,2 877,413
GRAN TIERRA ENERGY I COM 38500T10 16,954 4,075,392 SH DEFINED 1,2 4,075,392
GRAND CANYON ED INC COM 38526M10 4,933 276,667 SH DEFINED 1,2,6,8 276,667
GRANITE CONSTR INC COM 38732810 32,877 1,062,609 SH DEFINED 1,2,5,8 1,062,609
GRAPHIC PACKAGING HL COM 38868910 5,276 2,283,916 SH DEFINED 1,2,5 2,283,916
GRAY TELEVISION INC COM 38937510 71 30,738 SH DEFINED 1 30,738
GREAT ATLANTIC & PAC COM 39006410 7,391 829,537 SH DEFINED 1,2,5,6,8 829,537
GREAT LAKES DREDGE & COM 39060710 5,158 738,906 SH DEFINED 1,2,8 738,906
GREAT PLAINS ENERGY COM 39116410 47,101 2,623,991 SH DEFINED 1,2,5,6,8,10 2,623,991
GREAT SOUTHN BANCORP COM 39090510 5,197 219,177 SH DEFINED 1,2 219,177
GREAT WOLF RESORTS I COM 39152310 2,143 600,374 SH DEFINED 1,2 600,374
GREATBATCH INC COM 39153L10 12,022 535,004 SH DEFINED 1,2,5,8 535,004
GREEN BANKSHARES INC COM NEW 39436120 149 29,749 SH DEFINED 1 29,749
GREEN MTN COFFEE ROA COM 39312210 29,736 402,714 SH DEFINED 1,2,5,6,8,10 402,714
GREEN PLAINS RENEWAB COM 39322210 1,092 153,773 SH DEFINED 1,2 153,773
GREENBRIER COS INC COM 39365710 4,058 346,532 SH DEFINED 1,2 346,532
GREENHILL & CO INC COM 39525910 22,505 251,224 SH DEFINED 1,2,5,6,8,10 251,224
GREENLIGHT CAPITAL R CLASS A G4095J10 12,836 682,748 SH DEFINED 1,2,6,8 682,748
GREIF INC CL A 39762410 36,750 667,581 SH DEFINED 1,2,5,6,8,10 667,581
GRIFFIN LD & NURSERI CL A 39823110 1,837 57,397 SH DEFINED 1,2 57,397
GRIFFON CORP COM 39843310 10,234 1,016,265 SH DEFINED 1,2,5,6,8 1,016,265
GROUP 1 AUTOMOTIVE I COM 39890510 24,677 919,070 SH DEFINED 1,2,5,8 919,070
GROUPE CGI INC CL A SUB V 39945C10 167 14,270 SH DEFINED 1 14,270
GRUBB & ELLIS CO COM PAR $0 40009520 71 42,081 SH DEFINED 1 42,081
GRUPO AEROPORTUARIO SPON ADR S 40051E20 1,583 37,098 SH DEFINED 1,4 37,098
GRUPO TELEVISA SA DE SP ADR REP 40049J20 65,208 3,507,702 SH DEFINED 1,2,4,6,7 3,507,702
GSE SYS INC COM 36227K10 1,380 221,825 SH DEFINED 1,2 221,825
GSI COMMERCE INC COM 36238G10 12,305 637,247 SH DEFINED 1,2,5,6,8 637,247
GSI TECHNOLOGY COM 36241U10 1,151 288,350 SH DEFINED 1,2 288,350
GT SOLAR INTL INC COM 3623E020 5,591 962,253 SH DEFINED 1,2,5,6,8 962,253
GTX INC DEL COM 40052B10 4,366 341,128 SH DEFINED 1,2,5,6 341,128
GUARANTY BANCORP DEL COM 40075T10 1,623 1,096,702 SH DEFINED 1,2 1,096,702
GUESS INC COM 40161710 59,939 1,618,237 SH DEFINED 1,2,5,6,8,10 1,618,237
GULF ISLAND FABRICAT COM 40230710 5,015 267,603 SH DEFINED 1,2,5,8 267,603
GULFMARK OFFSHORE IN COM 40262910 14,968 457,175 SH DEFINED 1,2,5,6,8 457,175
GULFPORT ENERGY CORP COM NEW 40263530 4,542 519,630 SH DEFINED 1,2,5,6 519,630
GYMBOREE CORP COM 40377710 45,541 941,309 SH DEFINED 1,2,5,6,8 941,309
H & E EQUIPMENT SERV COM 40403010 7,753 684,299 SH DEFINED 1,2,5 684,299
HACKETT GROUP INC COM 40460910 2,144 739,173 SH DEFINED 1,2,5 739,173
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HAEMONETICS CORP COM 40502410 33,576 598,293 SH DEFINED 1,2,5,6,8 598,293
HAIN CELESTIAL GROUP COM 40521710 16,666 869,363 SH DEFINED 1,2,5,8 869,363
HALLIBURTON CO COM 40621610 1,042,520 38,440,989 SH DEFINED 1,2,5,6,7,8,10,12,13 38,440,989
HALLMARK FINL SVCS I COM NEW 40624Q20 1,126 139,871 SH DEFINED 1,2 139,871
HALOZYME THERAPEUTIC COM 40637H10 9,051 1,272,927 SH DEFINED 1,2,5,6,8 1,272,927
HAMPTON ROADS BANKSH COM 40932110 880 305,586 SH DEFINED 1,2 305,586
HANCOCK HLDG CO COM 41012010 34,077 907,018 SH DEFINED 1,2,5,6,8 907,018
HANESBRANDS INC COM 41034510 41,046 1,918,058 SH DEFINED 1,2,5,6,8,10 1,918,058
HANGER ORTHOPEDIC GR COM NEW 41043F20 8,026 578,672 SH DEFINED 1,2,5,6,8 578,672
HANMI FINL CORP COM 41049510 429 261,743 SH DEFINED 1,2 261,743
HANOVER INS GROUP IN COM 41086710 43,364 1,049,220 SH DEFINED 1,2,5,6,8,10 1,049,220
HANSEN MEDICAL INC COM 41130710 1,639 468,420 SH DEFINED 1,2,5,6 468,420
HANSEN NAT CORP COM 41131010 65,502 1,782,850 SH DEFINED 1,2,5,6,7,8,10,12,13 1,782,850
HARBIN ELECTRIC INC COM 41145W10 3,993 236,544 SH DEFINED 1,2 236,544
HARLEY DAVIDSON INC COM 41282210 175,371 7,624,811 SH DEFINED 1,2,5,6,7,8,10,12,13 7,624,811
HARLEYSVILLE GROUP I COM 41282410 10,937 345,574 SH DEFINED 1,2,5,8 345,574
HARLEYSVILLE NATL CO COM 41285010 4,973 933,039 SH DEFINED 1,2,5,8 933,039
HARMAN INTL INDS INC COM 41308610 65,829 1,942,992 SH DEFINED 1,2,5,6,8,10,12,13 1,942,992
HARMONIC INC COM 41316010 15,408 2,306,606 SH DEFINED 1,2,5,6,8 2,306,606
HARMONY GOLD MNG LTD SPONSORED 41321630 321 29,334 SH DEFINED 1,6 29,334
HARRIS & HARRIS GROU COM 41383310 2,941 470,623 SH DEFINED 1,2 470,623
HARRIS CORP DEL COM 41387510 178,316 4,742,454 SH DEFINED 1,2,5,6,7,8,10,12,13 4,742,454
HARRIS INTERACTIVE I COM 41454910 26 25,764 SH DEFINED 1 25,764
HARRIS STRATEX NTWRK CL A 41457P10 11,241 1,605,838 SH DEFINED 1,2,5,7,8,13 1,605,838
HARSCO CORP COM 41586410 93,176 2,631,360 SH DEFINED 1,2,5,6,7,8,10,12,13 2,631,360
HARTE-HANKS INC COM 41619610 18,004 1,301,816 SH DEFINED 1,2,5,8 1,301,816
HARTFORD FINL SVCS G COM 41651510 603,129 22,759,588 SH DEFINED 1,2,5,6,7,8,10,12,13 22,759,588
HARVARD BIOSCIENCE I COM 41690610 1,464 386,160 SH DEFINED 1,2 386,160
HARVEST NATURAL RESO COM 41754V10 3,412 665,043 SH DEFINED 1,2,5 665,043
HASBRO INC COM 41805610 125,383 4,518,292 SH DEFINED 1,2,5,6,7,8,10,12,13 4,518,292
HATTERAS FINL CORP COM 41902R10 26,119 871,199 SH DEFINED 1,2,5,8 871,199
HAVERTY FURNITURE IN COM 41959610 4,812 407,422 SH DEFINED 1,2,8 407,422
HAWAIIAN ELEC INDUST COM 41987010 34,986 1,930,797 SH DEFINED 1,2,5,6,8,10 1,930,797
HAWAIIAN HOLDINGS IN COM 41987910 11,065 1,339,600 SH DEFINED 1,2,6 1,339,600
HAWK CORP CL A 42008910 1,163 84,758 SH DEFINED 1,2 84,758
HAWKINS INC COM 42026110 3,488 149,322 SH DEFINED 1,2 149,322
HAYNES INTERNATIONAL COM NEW 42087720 7,530 236,657 SH DEFINED 1,2,5,6,8 236,657
HCC INS HLDGS INC COM 40413210 63,275 2,313,532 SH DEFINED 1,2,5,6,8,10 2,313,532
HCP INC COM 40414L10 435,082 15,138,554 SH DEFINED 1,2,3,5,6,7,8,10,12,13 15,138,554
HDFC BANK LTD ADR REPS 3 40415F10 23,845 201,448 SH DEFINED 1,2,4,5,6,8 201,448
HEADWATERS INC COM 42210P10 4,072 1,052,295 SH DEFINED 1,2,5 1,052,295
HEALTH CARE REIT INC COM 42217K10 245,918 5,908,638 SH DEFINED 1,2,3,5,6,7,8,10,12,13 5,908,638
HEALTH GRADES INC COM 42218Q10 1,675 338,453 SH DEFINED 1,2,5 338,453
HEALTH MGMT ASSOC IN CL A 42193310 52,342 6,988,266 SH DEFINED 1,2,5,6,7,8,10 6,988,266
HEALTH NET INC COM 42222G10 34,552 2,243,667 SH DEFINED 1,2,5,6,7,8,10,12 2,243,667
HEALTHCARE RLTY TR COM 42194610 47,211 2,234,294 SH DEFINED 1,2,3,5,8 2,234,294
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HEALTHCARE SVCS GRP COM 42190610 16,228 883,880 SH DEFINED 1,2,5,6,8 883,880
HEALTHSOUTH CORP COM NEW 42192430 31,076 1,986,941 SH DEFINED 1,2,5,6,8 1,986,941
HEALTHSPRING INC COM 42224N10 16,672 1,360,950 SH DEFINED 1,2,5,8 1,360,950
HEALTHTRONICS INC COM 42222L10 92 37,393 SH DEFINED 1 37,393
HEALTHWAYS INC COM 42224510 11,648 760,325 SH DEFINED 1,2,5,6,8 760,325
HEARTLAND EXPRESS IN COM 42234710 18,826 1,307,332 SH DEFINED 1,2,5,6,8 1,307,332
HEARTLAND FINL USA I COM 42234Q10 3,594 243,651 SH DEFINED 1,2,8 243,651
HEARTLAND PMT SYS IN COM 42235N10 10,965 755,656 SH DEFINED 1,2,5,6,8 755,656
HEARTWARE INTL INC COM 42236810 2,355 78,541 SH DEFINED 1,2 78,541
HECKMANN CORP COM 42268010 6,741 1,471,803 SH DEFINED 1,2,5,8 1,471,803
HECLA MNG CO COM 42270410 53,730 12,239,167 SH DEFINED 1,2,5,6,8 12,239,167
HEELYS INC COM 42279M10 37 17,300 SH DEFINED 1 17,300
HEICO CORP NEW COM 42280610 17,836 411,351 SH DEFINED 1,2,5,6 411,351
HEICO CORP NEW CL A 42280620 1,142 33,667 SH DEFINED 1,2,5,6,8 33,667
HEIDRICK & STRUGGLES COM 42281910 9,182 394,772 SH DEFINED 1,2,5,6,8 394,772
HEINZ H J CO COM 42307410 424,831 10,687,576 SH DEFINED 1,2,5,6,7,8,10,12,13 10,687,576
HELEN OF TROY CORP L COM G4388N10 10,985 565,373 SH DEFINED 1,2,5,8 565,373
HELIX ENERGY SOLUTIO COM 42330P10 62,518 4,173,417 SH DEFINED 1,2,5,6,8,10 4,173,417
HELLENIC TELECOM ORG SPONSORED 42332530 1,070 127,955 SH DEFINED 1,2 127,955
HELMERICH & PAYNE IN COM 42345210 112,969 2,857,796 SH DEFINED 1,2,5,6,7,8,10,12,13 2,857,796
HEMISPHERX BIOPHARMA COM 42366C10 4,231 2,115,473 SH DEFINED 1,2 2,115,473
HENRY JACK & ASSOC I COM 42628110 58,047 2,473,238 SH DEFINED 1,2,5,6,8 2,473,238
HERBALIFE LTD COM USD SH G4412G10 21,389 653,286 SH DEFINED 1,2,5,8,10 653,286
HERCULES OFFSHORE IN COM 42709310 11,107 2,262,196 SH DEFINED 1,2,5,6,8 2,262,196
HERCULES TECH GROWTH COM 42709650 8,913 907,639 SH DEFINED 1,2,5,8 907,639
HERITAGE COMMERCE CO COM 42692710 98 20,801 SH DEFINED 1 20,801
HERITAGE CRYSTAL CLE COM 42726M10 368 28,886 SH DEFINED 1,2 28,886
HERITAGE FINL CORP W COM 42722X10 1,204 91,581 SH DEFINED 1,2 91,581
HERITAGE FINL GROUP COM 42725U10 141 16,992 SH DEFINED 1,2 16,992
HERLEY INDS INC DEL COM 42739810 3,529 270,398 SH DEFINED 1,2 270,398
HERSHA HOSPITALITY T SH BEN INT 42782510 4,722 1,523,280 SH DEFINED 1,2,3 1,523,280
HERSHEY CO COM 42786610 210,621 5,419,996 SH DEFINED 1,2,5,6,7,8,10,12,13 5,419,996
HERTZ GLOBAL HOLDING COM 42805T10 35,672 3,293,812 SH DEFINED 1,2,5,6,8,10 3,293,812
HESS CORP COM 42809H10 605,670 11,329,397 SH DEFINED 1,2,5,6,7,8,10,12,13 11,329,397
HEWITT ASSOCS INC COM 42822Q10 59,142 1,623,441 SH DEFINED 1,2,5,6,8,10 1,623,441
HEWLETT PACKARD CO COM 42823610 5,254,380 111,298,030 SH DEFINED 1,2,5,6,7,8,10,12,13 111,298,030
HEXCEL CORP NEW COM 42829110 25,041 2,188,882 SH DEFINED 1,2,5,6,8 2,188,882
HFF INC CL A 40418F10 82 12,100 SH DEFINED 1 12,100
HHGREGG INC COM 42833L10 5,256 310,268 SH DEFINED 1,2,6,8 310,268
HIBBETT SPORTS INC COM 42856710 10,613 582,189 SH DEFINED 1,2,5,6,8 582,189
HICKORY TECH CORP COM 42906010 2,044 239,075 SH DEFINED 1,2 239,075
HIGHWOODS PPTYS INC COM 43128410 101,411 3,224,512 SH DEFINED 1,2,3,5,6,8 3,224,512
HILL INTERNATIONAL I COM 43146610 3,144 442,773 SH DEFINED 1,2,5,6 442,773
HILL ROM HLDGS INC COM 43147510 29,690 1,363,157 SH DEFINED 1,2,5,6,8,10,12 1,363,157
HILLENBRAND INC COM 43157110 16,649 817,334 SH DEFINED 1,2,5,6,8,10 817,334
HILLTOP HOLDINGS INC COM 43274810 10,715 873,997 SH DEFINED 1,2,3,5,6,8 873,997
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
HIMAX TECHNOLOGIES I SPONSORED 43289P10 302 90,810 SH DEFINED 1,2 90,810
HI-TECH PHARMACAL IN COM 42840B10 2,885 128,574 SH DEFINED 1,2 128,574
HITTITE MICROWAVE CO COM 43365Y10 15,780 429,049 SH DEFINED 1,2,5,6,8 429,049
HLTH CORPORATION COM 40422Y10 17,235 1,179,682 SH DEFINED 1,2,5,6,8,10,12 1,179,682
HMS HLDGS CORP COM 40425J10 21,213 554,884 SH DEFINED 1,2,5,6,8 554,884
HNI CORP COM 40425110 33,584 1,423,031 SH DEFINED 1,2,5,6,8 1,423,031
HOKU SCIENTIFIC INC COM 43471210 49 16,600 SH DEFINED 1 16,600
HOLLIS-EDEN PHARMACE COM 43590210 14 23,507 SH DEFINED 1 23,507
HOLLY CORP COM PAR $0 43575830 31,056 1,212,185 SH DEFINED 1,2,5,6,8,10 1,212,185
HOLLY ENERGY PARTNER COM UT LTD 43576310 335 8,594 SH DEFINED 1,2 8,594
HOLLYWOOD MEDIA CORP COM 43623310 23 15,519 SH DEFINED 1 15,519
HOLOGIC INC FRNT 2.00 436440AA 2,657 3,250,000 SH DEFINED 1,2 3,250,000
HOLOGIC INC COM 43644010 103,063 6,307,405 SH DEFINED 1,2,5,6,7,8,10,12,13 6,307,405
HOME BANCORP INC COM 43689E10 1,746 143,441 SH DEFINED 1,2 143,441
HOME BANCSHARES INC COM 43689320 7,557 344,736 SH DEFINED 1,2,5,6,8 344,736
HOME DEPOT INC COM 43707610 1,649,727 61,926,705 SH DEFINED 1,2,5,6,7,8,10,12,13 61,926,705
HOME DIAGNOSTICS INC COM 43708010 1,196 176,976 SH DEFINED 1,2 176,976
HOME FED BANCORP INC COM 43710G10 3,312 290,044 SH DEFINED 1,2 290,044
HOME INNS & HOTELS M SPON ADR 43713W10 694 23,265 SH DEFINED 1,2,6 23,265
HOME PROPERTIES INC COM 43730610 57,658 1,338,091 SH DEFINED 1,2,3,5,8 1,338,091
HONDA MOTOR LTD AMERN SHS 43812830 1,329 43,851 SH DEFINED 1,2 43,851
HONEYWELL INTL INC COM 43851610 2,927,639 78,805,888 SH DEFINED 1,2,5,6,7,8,10,12,13 78,805,888
HOOKER FURNITURE COR COM 43903810 3,427 253,878 SH DEFINED 1,2 253,878
HOOPER HOLMES INC COM 43910410 66 68,456 SH DEFINED 1 68,456
HORACE MANN EDUCATOR COM 44032710 17,546 1,255,942 SH DEFINED 1,2,5,8 1,255,942
HORIZON FINL CORP WA COM 44041F10 9 10,755 SH DEFINED 1,2 10,755
HORIZON LINES INC COM 44044K10 4,024 633,683 SH DEFINED 1,2,5 633,683
HORMEL FOODS CORP COM 44045210 85,605 2,410,047 SH DEFINED 1,2,5,6,7,8,10,12,13 2,410,047
HORNBECK OFFSHORE SV COM 44054310 15,579 565,292 SH DEFINED 1,2,5,6,8 565,292
HORSEHEAD HLDG CORP COM 44069430 9,328 795,919 SH DEFINED 1,2,6,8 795,919
HOSPIRA INC COM 44106010 269,021 6,031,856 SH DEFINED 1,2,5,6,7,8,10,12,13 6,031,856
HOSPITALITY PPTYS TR NOTE 3.80 44106MAK 4,750 5,000,000 SH DEFINED 5 5,000,000
HOSPITALITY PPTYS TR COM SH BEN 44106M10 91,610 4,497,320 SH DEFINED 1,2,3,5,6,8,10,12 4,497,320
HOST HOTELS & RESORT COM 44107P10 365,462 31,050,300 SH DEFINED 1,2,3,5,6,7,8,10,12,13 31,050,300
HOT TOPIC INC COM 44133910 11,215 1,497,355 SH DEFINED 1,2,5,6,8 1,497,355
HOUSTON AMERN ENERGY COM 44183U10 73 20,861 SH DEFINED 1,2 20,861
HOUSTON WIRE & CABLE COM 44244K10 4,895 442,978 SH DEFINED 1,2,6 442,978
HOVNANIAN ENTERPRISE CL A 44248720 3,771 982,135 SH DEFINED 1,2,5,6 982,135
HQ SUSTAINABLE MARIT COM NEW 40426A20 1,104 125,398 SH DEFINED 1,2 125,398
HRPT PPTYS TR COM SH BEN 40426W10 48,050 6,389,663 SH DEFINED 1,2,3,5,6,8,10 6,389,663
HSBC HLDGS PLC SPON ADR N 40428040 5,819 101,471 SH DEFINED 1,2 101,471
HSN INC COM 40430310 15,270 937,941 SH DEFINED 1,2,5,6,8 937,941
HSW INTERNATIONAL IN COM 40431N10 8 15,895 SH DEFINED 1 15,895
HUANENG PWR INTL INC SPON ADR H 44330410 259 9,738 SH DEFINED 1,6 9,738
HUB GROUP INC CL A 44332010 18,900 827,152 SH DEFINED 1,2,5,6,8 827,152
HUBBELL INC CL B 44351020 49,664 1,182,481 SH DEFINED 1,2,5,6,8,10 1,182,481
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 CITY BANCORP COM 44368310 279,832 21,279,967 SH DEFINED 1,2,5,6,7,8,10,12,13 21,279,967
HUDSON HIGHLAND GROU COM 44379210 82 27,048 SH DEFINED 1 27,048
HUGHES COMMUNICATION COM 44439810 5,111 168,467 SH DEFINED 1,2,5,6 168,467
HUGOTON RTY TR TEX UNIT BEN I 44471710 945 52,749 SH DEFINED 1,2,5 52,749
HUMAN GENOME SCIENCE NOTE 2.25 444903AK 15,938 11,518,000 SH DEFINED 5 11,518,000
HUMAN GENOME SCIENCE COM 44490310 77,988 4,143,880 SH DEFINED 1,2,5,6,8 4,143,880
HUMANA INC COM 44485910 209,777 5,624,035 SH DEFINED 1,2,5,6,7,8,10,12,13 5,624,035
HUNT J B TRANS SVCS COM 44565810 67,181 2,090,902 SH DEFINED 1,2,5,6,7,8,10,12,13 2,090,902
HUNTINGTON BANCSHARE COM 44615010 132,041 28,034,279 SH DEFINED 1,2,5,6,7,8,10,12,13 28,034,279
HUNTSMAN CORP COM 44701110 21,058 2,311,499 SH DEFINED 1,2,5,7,8,10 2,311,499
HURCO COMPANIES INC COM 44732410 2,043 119,600 SH DEFINED 1,2 119,600
HURON CONSULTING GRO COM 44746210 11,149 431,613 SH DEFINED 1,2,5,6,8 431,613
HUTCHINSON TECHNOLOG COM 44840710 676 95,232 SH DEFINED 1,2 95,232
HYPERCOM CORP COM 44913M10 178 57,485 SH DEFINED 1,2 57,485
HYPERDYNAMICS CORP COM 44895410 53 35,600 SH DEFINED 1 35,600
HYTHIAM INC COM 44919F10 18 26,772 SH DEFINED 1 26,772
I2 TECHNOLOGIES INC COM NEW 46575420 4,965 309,553 SH DEFINED 1,2,5 309,553
IAC INTERACTIVECORP COM PAR $. 44919P50 75,731 3,750,907 SH DEFINED 1,2,5,6,8,10,12 3,750,907
IBASIS INC COM NEW 45073220 1,159 546,586 SH DEFINED 1,2 546,586
IBERIABANK CORP COM 45082810 26,923 590,939 SH DEFINED 1,2,5,8 590,939
ICAD INC COM 44934S10 89 41,368 SH DEFINED 1,2 41,368
ICAHN ENTERPRISES LP DEPOSITRY 45110010 482 12,071 SH DEFINED 1,2,8 12,071
ICF INTL INC COM 44925C10 4,429 146,072 SH DEFINED 1,2,6,8 146,072
ICICI BK LTD ADR 45104G10 43,682 1,132,843 SH DEFINED 1,2,5,6,7,8,12 1,132,843
ICO GLOBAL COMM HLDG CL A 44930K10 112 130,284 SH DEFINED 1,2,6 130,284
ICO INC NEW COM 44929310 2,275 487,129 SH DEFINED 1,2 487,129
ICON PUB LTD CO SPONSORED 45103T10 733 29,945 SH DEFINED 5 29,945
ICONIX BRAND GROUP I COM 45105510 22,564 1,809,482 SH DEFINED 1,2,5,6,8 1,809,482
ICT GROUP INC COM 44929Y10 1,522 144,905 SH DEFINED 1,2 144,905
ICU MED INC COM 44930G10 12,451 337,797 SH DEFINED 1,2,5,6,8 337,797
ICX TECHNOLOGIES INC COM 44934T10 1,328 224,253 SH DEFINED 1,2,6 224,253
IDACORP INC COM 45110710 46,111 1,601,631 SH DEFINED 1,2,5,8 1,601,631
IDENIX PHARMACEUTICA COM 45166R20 1,756 568,132 SH DEFINED 1,2,6 568,132
IDERA PHARMACEUTICAL COM NEW 45168K30 2,668 359,998 SH DEFINED 1,2 359,998
IDEX CORP COM 45167R10 44,832 1,604,024 SH DEFINED 1,2,5,6,8,10 1,604,024
IDEXX LABS INC COM 45168D10 63,075 1,261,496 SH DEFINED 1,2,5,6,8,10 1,261,496
IDT CORP CL B NEW 44894750 60 19,991 SH DEFINED 1 19,991
IESI BFC LTD COM 44951D10 267 20,700 SH DEFINED 1 20,700
I-FLOW CORP COM NEW 44952030 5,072 445,306 SH DEFINED 1,2 445,306
IGATE CORP COM 45169U10 4,514 527,989 SH DEFINED 1,2 527,989
IGO INC COM 44959310 29 26,437 SH DEFINED 1 26,437
IHS INC CL A 45173410 36,420 712,311 SH DEFINED 1,2,5,6,7,8,10,12,13 712,311
II VI INC COM 90210410 14,054 552,444 SH DEFINED 1,2,5,6,8 552,444
IKANOS COMMUNICATION COM 45173E10 63 26,900 SH DEFINED 1 26,900
ILLINOIS TOOL WKS IN COM 45230810 575,419 13,472,699 SH DEFINED 1,2,5,6,7,8,10,12,13 13,472,699
ILLUMINA INC COM 45232710 82,438 1,939,716 SH DEFINED 1,2,5,6,7,8,10,12,13 1,939,716
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
IMATION CORP COM 45245A10 8,561 923,514 SH DEFINED 1,2,5,8 923,514
IMERGENT INC COM 45247Q10 939 119,208 SH DEFINED 1,2 119,208
IMMERSION CORP COM 45252110 2,326 543,459 SH DEFINED 1,2,5 543,459
IMMUCOR INC COM 45252610 37,260 2,105,092 SH DEFINED 1,2,5,6,8 2,105,092
IMMUNOGEN INC COM 45253H10 8,717 1,074,788 SH DEFINED 1,2,5,6,8 1,074,788
IMMUNOMEDICS INC COM 45290710 6,664 1,207,285 SH DEFINED 1,2,5 1,207,285
IMPAX LABORATORIES I COM 45256B10 10,151 1,161,472 SH DEFINED 1,2 1,161,472
IMPERIAL OIL LTD COM NEW 45303840 1,093 28,739 SH DEFINED 1 28,739
IMPERIAL SUGAR CO NE COM NEW 45309620 2,957 233,182 SH DEFINED 1,2 233,182
IMS HEALTH INC COM 44993410 94,394 6,149,469 SH DEFINED 1,2,5,6,7,8,10,12,13 6,149,469
INCONTACT INC COM 45336E10 1,041 349,253 SH DEFINED 1,2 349,253
INCYTE CORP COM 45337C10 10,692 1,584,007 SH DEFINED 1,2,5,6,8 1,584,007
INDEPENDENCE HLDG CO COM NEW 45344030 686 116,748 SH DEFINED 1,2 116,748
INDEPENDENT BANK COR COM 45383610 10,289 464,918 SH DEFINED 1,2,5,8 464,918
INDEPENDENT BANK COR COM 45383810 129 67,787 SH DEFINED 1 67,787
INERGY HLDGS L P COM 45661Q10 441 9,509 SH DEFINED 1,2 9,509
INERGY L P UNIT LTD P 45661510 1,000 33,583 SH DEFINED 1,2 33,583
INFINERA CORPORATION COM 45667G10 14,037 1,765,662 SH DEFINED 1,2,5,6,8 1,765,662
INFINITY PHARMACEUTI COM 45665G30 1,775 284,944 SH DEFINED 1,2 284,944
INFINITY PPTY & CAS COM 45665Q10 13,846 325,937 SH DEFINED 1,2,5,8 325,937
INFOGROUP INC COM 45670G10 7,202 1,027,375 SH DEFINED 1,2,5 1,027,375
INFORMATICA CORP COM 45666Q10 61,241 2,712,169 SH DEFINED 1,2,5,6,8 2,712,169
INFORMATION SERVICES COM 45675Y10 1,584 397,000 SH DEFINED 1,2 397,000
INFOSPACE INC COM PAR $. 45678T30 6,404 829,533 SH DEFINED 1,2,5,6,8 829,533
INFOSYS TECHNOLOGIES SPONSORED 45678810 85,465 1,762,529 SH DEFINED 1,2,4,5,6,8 1,762,529
ING GROEP N V SPONSORED 45683710 1,119 62,781 SH DEFINED 1 62,781
INGERSOLL-RAND PLC SHS G4779110 57,748 1,882,886 SH DEFINED 1,2,5,7,8,10,12,13 1,882,886
INGLES MKTS INC CL A 45703010 4,129 260,847 SH DEFINED 1,2,5,8 260,847
INGRAM MICRO INC CL A 45715310 79,680 4,728,780 SH DEFINED 1,2,5,6,7,8,10 4,728,780
INLAND REAL ESTATE C COM NEW 45746120 22,431 2,560,580 SH DEFINED 1,2,3,5,8 2,560,580
INNERWORKINGS INC COM 45773Y10 2,610 528,339 SH DEFINED 1,2,5,6 528,339
INNODATA ISOGEN INC COM NEW 45764220 2,531 318,380 SH DEFINED 1,2 318,380
INNOPHOS HOLDINGS IN COM 45774N10 7,915 427,827 SH DEFINED 1,2,5,6,8 427,827
INNOSPEC INC COM 45768S10 6,784 459,940 SH DEFINED 1,2,5,8 459,940
INNOTRAC CORP COM 45767M10 31 10,328 SH DEFINED 1 10,328
INNOVATIVE SOLUTIONS COM 45769N10 184 36,770 SH DEFINED 1 36,770
INOVIO BIOMEDICAL CO COM 45773H10 38 24,100 SH DEFINED 1 24,100
INSIGHT ENTERPRISES COM 45765U10 14,823 1,214,008 SH DEFINED 1,2,5,8 1,214,008
INSIGNIA SYS INC COM 45765Y10 46 12,011 SH DEFINED 1 12,011
INSITUFORM TECHNOLOG CL A 45766710 16,309 852,109 SH DEFINED 1,2,5,8 852,109
INSMED INC COM NEW 45766920 1,848 2,253,652 SH DEFINED 1,2,5 2,253,652
INSPIRE PHARMACEUTIC COM 45773310 5,886 1,127,675 SH DEFINED 1,2,5,6,8 1,127,675
INSTEEL INDUSTRIES I COM 45774W10 5,379 450,127 SH DEFINED 1,2,5 450,127
INSULET CORP COM 45784P10 5,295 471,484 SH DEFINED 1,2,5,6 471,484
INTEGRA BK CORP COM 45814P10 46 40,997 SH DEFINED 1,2 40,997
INTEGRA LIFESCIENCES COM NEW 45798520 13,661 400,024 SH DEFINED 1,2,5,6,8 400,024
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
INTEGRAL SYS INC MD COM 45810H10 2,706 392,219 SH DEFINED 1,2 392,219
INTEGRATED DEVICE TE COM 45811810 27,897 4,126,748 SH DEFINED 1,2,5,6,7,8,10 4,126,748
INTEGRATED ELECTRICA COM 45811E30 1,161 144,215 SH DEFINED 1,2,5 144,215
INTEGRATED SILICON S COM 45812P10 74 19,649 SH DEFINED 1 19,649
INTEGRYS ENERGY GROU COM 45822P10 136,233 3,795,861 SH DEFINED 1,2,5,6,7,8,10,12,13 3,795,861
INTEL CORP SDCV 2.95 458140AD 1,785 2,000,000 SH DEFINED 1,2 2,000,000
INTEL CORP COM 45814010 3,767,753 192,526,989 SH DEFINED 1,2,5,6,7,8,10,12,13 192,526,989
INTELLON CORP COM 45816W50 2,068 291,638 SH DEFINED 1,2 291,638
INTER PARFUMS INC COM 45833410 3,793 310,643 SH DEFINED 1,2 310,643
INTERACTIVE BROKERS COM 45841N10 10,139 510,275 SH DEFINED 1,2,5,6,8,10 510,275
INTERACTIVE DATA COR COM 45840J10 9,561 364,796 SH DEFINED 1,2,5,6,8,10 364,796
INTERACTIVE INTELLIG COM 45839M10 4,404 230,455 SH DEFINED 1,2,5,6 230,455
INTERCONTINENTAL HTL SPONS ADR 45857P30 167 12,904 SH DEFINED 1 12,904
INTERCONTINENTALEXCH COM 45865V10 249,512 2,567,265 SH DEFINED 1,2,5,6,7,8,10,12,13 2,567,265
INTERDIGITAL INC COM 45867G10 24,203 1,045,046 SH DEFINED 1,2,5,6,8 1,045,046
INTERFACE INC CL A 45866510 9,847 1,186,416 SH DEFINED 1,2,5,8 1,186,416
INTERLEUKIN GENETICS COM 45873810 14 12,342 SH DEFINED 1 12,342
INTERLINE BRANDS INC COM 45874310 11,720 695,533 SH DEFINED 1,2,5,8 695,533
INTERMEC INC COM 45878610 17,389 1,233,252 SH DEFINED 1,2,5,6,8 1,233,252
INTERMUNE INC COM 45884X10 20,366 1,278,493 SH DEFINED 1,2,5,6,8 1,278,493
INTERNAP NETWORK SVC COM PAR $. 45885A30 4,247 1,322,904 SH DEFINED 1,2,5 1,322,904
INTERNATIONAL ASSETS COM 45902810 1,730 104,779 SH DEFINED 1,2 104,779
INTERNATIONAL BANCSH COM 45904410 29,768 1,825,122 SH DEFINED 1,2,5,8 1,825,122
INTERNATIONAL BUSINE COM 45920010 7,745,206 64,753,835 SH DEFINED 1,2,5,6,7,8,10,12,13 64,753,835
INTERNATIONAL COAL G COM 45928H10 8,199 2,034,535 SH DEFINED 1,2,5,6,8 2,034,535
INTERNATIONAL FLAVOR COM 45950610 110,680 2,918,012 SH DEFINED 1,2,5,6,7,8,10,12,13 2,918,012
INTERNATIONAL GAME T DBCV 2.60 459902AP 975 975,000 SH DEFINED 1,2 975,000
INTERNATIONAL GAME T COM 45990210 203,859 9,490,650 SH DEFINED 1,2,5,6,7,8,10,12,13 9,490,650
INTERNATIONAL RECTIF COM 46025410 32,266 1,655,534 SH DEFINED 1,2,5,6,8,10 1,655,534
INTERNATIONAL SHIPHO COM NEW 46032120 3,429 111,291 SH DEFINED 1,2 111,291
INTERNATIONAL SPEEDW CL A 46033520 16,492 598,183 SH DEFINED 1,2,5,8,10 598,183
INTERNET BRANDS INC COM CLASS 46060810 4,109 514,869 SH DEFINED 1,2,6,8 514,869
INTERNET CAP GROUP I COM NEW 46059C20 5,862 701,222 SH DEFINED 1,2,6 701,222
INTERPUBLIC GROUP CO COM 46069010 130,156 17,308,016 SH DEFINED 1,2,5,6,7,8,10,12,13 17,308,016
INTERSIL CORP CL A 46069S10 42,999 2,808,535 SH DEFINED 1,2,5,6,8,10 2,808,535
INTERSTATE HOTELS & COM 46088S10 40 25,860 SH DEFINED 1 25,860
INTERVAL LEISURE GRO COM 46113M10 11,980 961,467 SH DEFINED 1,2,5,6,8 961,467
INTEVAC INC COM 46114810 6,029 448,567 SH DEFINED 1,2,5 448,567
INTL PAPER CO COM 46014610 839,556 37,766,804 SH DEFINED 1,2,5,6,7,8,10,12,13 37,766,804
INTREPID POTASH INC COM 46121Y10 11,103 470,686 SH DEFINED 1,2,5,6,8,10 470,686
INTUIT COM 46120210 313,499 10,999,965 SH DEFINED 1,2,5,6,7,8,10,12,13 10,999,965
INTUITIVE SURGICAL I COM NEW 46120E60 314,758 1,200,220 SH DEFINED 1,2,5,6,7,8,10,12,13 1,200,220
INUVO INC COM 46122W10 15 65,900 SH DEFINED 1 65,900
INVACARE CORP COM 46120310 22,788 1,022,811 SH DEFINED 1,2,5,8 1,022,811
INVENTIV HEALTH INC COM 46122E10 13,831 826,695 SH DEFINED 1,2,5,6,8 826,695
INVENTURE GROUP INC COM 46121410 49 17,407 SH DEFINED 1 17,407
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
INVERNESS MED INNOVA COM 46126P10 34,036 878,790 SH DEFINED 1,2,5,6,8,10 878,790
INVERNESS MED INNOVA PFD CONV S 46126P30 466 1,790 SH DEFINED 1,2 1,790
INVESCO LTD SHS G491BT10 327,779 14,401,531 SH DEFINED 1,2,5,6,7,8,10,12,13 14,401,531
INVESCO MORTGAGE CAP COM 46131B10 562 25,716 SH DEFINED 1,2 25,716
INVESTMENT TECHNOLOG COM 46145F10 19,391 694,523 SH DEFINED 1,2,5,6,8,10 694,523
INVESTORS BANCORP IN COM 46146P10 10,718 1,010,153 SH DEFINED 1,2,5,6,8 1,010,153
INVESTORS REAL ESTAT SH BEN INT 46173010 12,740 1,409,292 SH DEFINED 1,2,3,5,8 1,409,292
ION GEOPHYSICAL CORP COM 46204410 8,153 2,316,164 SH DEFINED 1,2,5,8 2,316,164
IOWA TELECOMM SERVIC COM 46259420 9,242 733,472 SH DEFINED 1,2,5,8 733,472
IPASS INC COM 46261V10 941 681,549 SH DEFINED 1,2 681,549
IPC THE HOSPITALIST COM 44984A10 10,329 328,425 SH DEFINED 1,2,6,8 328,425
IPCS INC COM NEW 44980Y30 6,456 371,059 SH DEFINED 1,2,5,6,8 371,059
IPG PHOTONICS CORP COM 44980X10 6,234 410,145 SH DEFINED 1,2,5,6,8 410,145
IRELAND BK SPONSORED 46267Q10 292 14,825 SH DEFINED 1 14,825
IRIS INTL INC COM 46270W10 4,176 369,529 SH DEFINED 1,2,6 369,529
IROBOT CORP COM 46272610 4,349 353,286 SH DEFINED 1,2,6,8 353,286
IRON MTN INC COM 46284610 165,612 6,212,020 SH DEFINED 1,2,5,6,7,8,10,12,13 6,212,020
IRWIN FINL CORP COM 46411910 1 13,577 SH DEFINED 1 13,577
ISHARES INC MSCI BRAZI 46428640 3,755 55,514 SH DEFINED 7 55,514
ISHARES INC MSCI CDA I 46428650 14,855 583,005 SH DEFINED 2 583,005
ISHARES INC MSCI CHILE 46428664 210 4,388 SH DEFINED 7 4,388
ISHARES INC MSCI BRIC 46428665 495 11,817 SH DEFINED 6 11,817
ISHARES INC MSCI UTD K 46428669 8,186 527,784 SH DEFINED 1 527,784
ISHARES INC MSCI TURKE 46428671 3,525 70,100 SH DEFINED 1 70,100
ISHARES INC MSCI TAIWA 46428673 8,223 667,436 SH DEFINED 1,6 667,436
ISHARES INC MSCI S KOR 46428677 26,607 561,570 SH DEFINED 5,6 561,570
ISHARES INC MSCI MALAY 46428683 316 31,141 SH DEFINED 6 31,141
ISHARES TR BARCLYS IN 46428861 5,857 55,041 SH DEFINED 1 55,041
ISHARES TR BARCLYS 1- 46428864 18,140 173,800 SH DEFINED 2 173,800
ISHARES TR INDEX BARCLYS TI 46428717 38,580 375,000 SH DEFINED 2 375,000
ISHARES TR INDEX S&P 500 IN 46428720 55,828 526,629 SH DEFINED 2,6 526,629
ISHARES TR INDEX BARCLY USA 46428722 1,303 12,420 SH DEFINED 1 12,420
ISHARES TR INDEX MSCI EMERG 46428723 557,077 14,317,075 SH DEFINED 1,2,5,7,10 14,317,075
ISHARES TR INDEX IBOXX INV 46428724 18,530 173,700 SH DEFINED 2 173,700
ISHARES TR INDEX MSCI EAFE 46428746 137,641 2,517,203 SH DEFINED 1,2,6 2,517,203
ISHARES TR INDEX S&P MIDCAP 46428750 5,757 83,500 SH DEFINED 2 83,500
ISHARES TR INDEX RUSSELL 20 46428765 603 10,011 SH DEFINED 1 10,011
ISHARES TR INDEX S&P SMLCAP 46428780 21,169 404,450 SH DEFINED 1,2 404,450
ISILON SYS INC COM 46432L10 2,585 423,762 SH DEFINED 1,2,6 423,762
ISIS PHARMACEUTICALS COM 46433010 46,698 3,205,091 SH DEFINED 1,2,5,6,8 3,205,091
ISLE OF CAPRI CASINO COM 46459210 5,004 424,466 SH DEFINED 1,2,5,6 424,466
ISRAMCO INC COM NEW 46514140 2,110 16,150 SH DEFINED 1,2 16,150
ISTA PHARMACEUTICALS COM NEW 45031X20 2,518 564,551 SH DEFINED 1,2 564,551
ISTAR FINL INC COM 45031U10 7,874 2,590,146 SH DEFINED 1,2,5,8 2,590,146
ITAU UNIBANCO HLDG S SPON ADR R 46556210 114,358 5,675,358 SH DEFINED 1,2,4,5,6,7,8 5,675,358
ITC HLDGS CORP COM 46568510 26,190 576,231 SH DEFINED 1,2,5,6,8,10 576,231
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ITRON INC COM 46574110 50,521 787,660 SH DEFINED 1,2,5,6,8,10 787,660
ITT CORP NEW COM 45091110 330,584 6,339,090 SH DEFINED 1,2,5,6,7,8,10,12,13 6,339,090
ITT EDUCATIONAL SERV COM 45068B10 100,547 910,672 SH DEFINED 1,2,5,6,7,8,10,12,13 910,672
IXIA COM 45071R10 4,713 686,955 SH DEFINED 1,2,5,6 686,955
IXYS CORP COM 46600W10 4,085 479,972 SH DEFINED 1,2,5,6 479,972
J & J SNACK FOODS CO COM 46603210 15,468 358,141 SH DEFINED 1,2,5,8 358,141
J CREW GROUP INC COM 46612H40 71,498 1,996,046 SH DEFINED 1,2,5,6,8 1,996,046
J2 GLOBAL COMMUNICAT COM NEW 46626E20 25,421 1,104,760 SH DEFINED 1,2,5,6,8 1,104,760
JABIL CIRCUIT INC COM 46631310 82,777 6,172,783 SH DEFINED 1,2,5,6,8,10,12,13 6,172,783
JACK IN THE BOX INC COM 46636710 26,552 1,295,837 SH DEFINED 1,2,5,6,8 1,295,837
JACKSON HEWITT TAX S COM 46820210 3,144 616,390 SH DEFINED 1,2,5 616,390
JACO ELECTRS INC COM 46978310 15 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 184,111 4,006,765 SH DEFINED 1,2,5,6,7,8,10,12,13 4,006,765
JAKKS PAC INC COM 47012E10 8,572 598,595 SH DEFINED 1,2,5,8 598,595
JAMBA INC COM 47023A10 38 20,401 SH DEFINED 1 20,401
JAMES RIVER COAL CO COM NEW 47035520 10,555 552,338 SH DEFINED 1,2,5,8 552,338
JANUS CAP GROUP INC COM 47102X10 90,518 6,383,530 SH DEFINED 1,2,5,6,8,10,12,13 6,383,530
JARDEN CORP COM 47110910 45,455 1,619,335 SH DEFINED 1,2,5,6,8,10 1,619,335
JAVELIN PHARMACEUTIC COM 47189410 1,558 799,201 SH DEFINED 1,2 799,201
JAZZ PHARMACEUTICALS COM 47214710 249 31,010 SH DEFINED 1 31,010
JDA SOFTWARE GROUP I COM 46612K10 15,964 727,630 SH DEFINED 1,2,5,8 727,630
JDS UNIPHASE CORP COM PAR $0 46612J50 47,414 6,668,653 SH DEFINED 1,2,5,6,8,10,12,13 6,668,653
JEFFERIES GROUP INC COM 47231910 73,671 2,705,518 SH DEFINED 1,2,5,6,7,8,10,12,13 2,705,518
JETBLUE AIRWAYS CORP COM 47714310 43,128 7,212,113 SH DEFINED 1,2,5 7,212,113
JMP GROUP INC COM 46629U10 2,330 241,159 SH DEFINED 1,2 241,159
JO-ANN STORES INC COM 47758P30 28,470 1,061,115 SH DEFINED 1,2,5,8 1,061,115
JOES JEANS INC COM 47777N10 10 15,439 SH DEFINED 1 15,439
JOHN BEAN TECHNOLOGI COM 47783910 14,613 804,263 SH DEFINED 1,2,5,6,8 804,263
JOHNSON & JOHNSON COM 47816010 7,925,524 130,161,341 SH DEFINED 1,2,5,6,7,8,10,12,13 130,161,341
JOHNSON CTLS INC COM 47836610 492,935 19,285,392 SH DEFINED 1,2,5,6,7,8,10,12,13 19,285,392
JONES APPAREL GROUP COM 48007410 36,040 2,010,015 SH DEFINED 1,2,5,6,8 2,010,015
JONES LANG LASALLE I COM 48020Q10 41,628 878,783 SH DEFINED 1,2,5,6,8,10 878,783
JONES SODA CO COM 48023P10 23 27,800 SH DEFINED 1 27,800
JOS A BANK CLOTHIERS COM 48083810 26,620 594,605 SH DEFINED 1,2,5,6,8 594,605
JOURNAL COMMUNICATIO CL A 48113010 3,379 918,081 SH DEFINED 1,2 918,081
JOY GLOBAL INC COM 48116510 139,794 2,856,427 SH DEFINED 1,2,5,6,7,8,10,12,13 2,856,427
JPMORGAN CHASE & CO COM 46625H10 6,568,553 149,898,528 SH DEFINED 1,2,5,6,7,8,10,12,13 149,898,528
JUNIPER NETWORKS INC COM 48203R10 463,368 17,149,083 SH DEFINED 1,2,5,6,7,8,10,12,13 17,149,083
K FED BANCORP COM 48246S10 560 62,107 SH DEFINED 1,2 62,107
K SEA TRANSN PARTNER COM 48268Y10 259 12,866 SH DEFINED 1,2 12,866
K TRON INTL INC COM 48273010 4,548 47,773 SH DEFINED 1,2,5,6 47,773
K V PHARMACEUTICAL C CL A 48274020 2,478 807,226 SH DEFINED 1,2,6,8 807,226
K12 INC COM 48273U10 7,274 441,361 SH DEFINED 1,2,6,8 441,361
KADANT INC COM 48282T10 4,376 360,718 SH DEFINED 1,2 360,718
KAISER ALUMINUM CORP COM PAR $0 48300770 12,405 341,160 SH DEFINED 1,2,5,8 341,160
KAMAN CORP COM 48354810 11,981 545,064 SH DEFINED 1,2,5,6,8 545,064
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
KANSAS CITY LIFE INS COM 48483610 3,238 103,996 SH DEFINED 1,2,5,8 103,996
KANSAS CITY SOUTHERN COM NEW 48517030 49,158 1,855,728 SH DEFINED 1,2,5,6,8,10 1,855,728
KAPSTONE PAPER & PAC COM 48562P10 3,172 389,720 SH DEFINED 1,2 389,720
KAYDON CORP COM 48658710 27,922 861,257 SH DEFINED 1,2,5,8 861,257
KAYNE ANDERSON ENERG COM 48660Q10 2,665 201,417 SH DEFINED 1,2 201,417
KB FINANCIAL GROUP I SPONSORED 48241A10 6,369 123,749 SH DEFINED 1,2,6 123,749
KB HOME COM 48666K10 70,569 4,248,602 SH DEFINED 1,2,5,6,8,10,12,13 4,248,602
KBR INC COM 48242W10 113,130 4,857,442 SH DEFINED 1,2,5,6,7,8,10,12,13 4,857,442
KBW INC COM 48242310 21,860 678,458 SH DEFINED 1,2,5,6,8 678,458
KEARNY FINL CORP COM 48716910 4,497 431,593 SH DEFINED 1,2,5 431,593
KEITHLEY INSTRS INC COM 48758410 173 31,186 SH DEFINED 1 31,186
KELLOGG CO COM 48783610 422,078 8,573,586 SH DEFINED 1,2,5,6,7,8,10,12,13 8,573,586
KELLY SVCS INC CL A 48815220 10,586 860,627 SH DEFINED 1,2,5,8 860,627
KENDLE INTERNATIONAL COM 48880L10 4,990 298,457 SH DEFINED 1,2,5,6 298,457
KENEXA CORP COM 48887910 6,551 486,001 SH DEFINED 1,2,5,6,8 486,001
KENNAMETAL INC COM 48917010 37,894 1,539,767 SH DEFINED 1,2,5,6,8,10 1,539,767
KENSEY NASH CORP COM 49005710 5,940 205,175 SH DEFINED 1,2,6,8 205,175
KENTUCKY FIRST FED B COM 49129210 431 34,517 SH DEFINED 1,2 34,517
KERYX BIOPHARMACEUTI COM 49251510 109 46,674 SH DEFINED 1 46,674
KEY ENERGY SVCS INC COM 49291410 24,035 2,762,625 SH DEFINED 1,2,5,6,8 2,762,625
KEYCORP NEW COM 49326710 237,274 36,503,669 SH DEFINED 1,2,5,6,7,8,10,12,13 36,503,669
KEYNOTE SYS INC COM 49330810 2,299 243,819 SH DEFINED 1,2 243,819
KFORCE INC COM 49373210 8,033 668,338 SH DEFINED 1,2,5,6,8 668,338
KID BRANDS INC COM 49375T10 363 58,601 SH DEFINED 1 58,601
KILROY RLTY CORP COM 49427F10 44,052 1,588,032 SH DEFINED 1,2,3,5,6,8 1,588,032
KIMBALL INTL INC CL B 49427410 5,618 736,268 SH DEFINED 1,2,5,8 736,268
KIMBERLY CLARK CORP COM 49436810 897,415 15,215,583 SH DEFINED 1,2,5,6,7,8,10,12,13 15,215,583
KIMCO REALTY CORP COM 49446R10 244,887 18,779,710 SH DEFINED 1,2,3,5,6,7,8,10,12,13 18,779,710
KINDER MORGAN ENERGY UT LTD PAR 49455010 4,923 91,141 SH DEFINED 1,2,8 91,141
KINDER MORGAN MANAGE SHS 49455U10 18,223 384,866 SH DEFINED 1,2,5,6,7,8,10,12,13 384,866
KINDRED HEALTHCARE I COM 49458010 21,049 1,296,924 SH DEFINED 1,2,5,8 1,296,924
KINETIC CONCEPTS INC COM NEW 49460W20 72,593 1,963,030 SH DEFINED 1,2,5,6,7,8,10,12 1,963,030
KING PHARMACEUTICALS COM 49558210 85,566 7,944,887 SH DEFINED 1,2,5,6,8,10,12,13 7,944,887
KINROSS GOLD CORP COM NO PAR 49690240 695 32,027 SH DEFINED 1 32,027
KIRBY CORP COM 49726610 41,465 1,126,154 SH DEFINED 1,2,5,6,8,10 1,126,154
KIRKLANDS INC COM 49749810 3,630 254,722 SH DEFINED 1,2 254,722
KITE RLTY GROUP TR COM 49803T10 7,949 1,906,170 SH DEFINED 1,2,3,8 1,906,170
KKR FINANCIAL HLDGS COM 48248A30 825 178,641 SH DEFINED 1,2 178,641
KLA-TENCOR CORP COM 48248010 198,658 5,539,824 SH DEFINED 1,2,5,6,7,8,10,12,13 5,539,824
KNIGHT CAPITAL GROUP CL A 49900510 80,739 3,712,151 SH DEFINED 1,2,5,6,7,8,13 3,712,151
KNIGHT TRANSN INC COM 49906410 21,765 1,297,075 SH DEFINED 1,2,5,6,8 1,297,075
KNIGHTSBRIDGE TANKER ORD G5299G10 3,817 292,732 SH DEFINED 1,2,5 292,732
KNOLL INC COM NEW 49890420 10,695 1,025,404 SH DEFINED 1,2,5,8 1,025,404
KNOLOGY INC COM 49918380 6,825 700,009 SH DEFINED 1,2,5,6,8 700,009
KNOT INC COM 49918410 6,673 611,071 SH DEFINED 1,2,5,6 611,071
KODIAK OIL & GAS COR COM 50015Q10 136 56,500 SH DEFINED 1 56,500
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
KOHLBERG CAPITAL COR COM 50023310 1,943 322,189 SH DEFINED 1,2 322,189
KOHLS CORP COM 50025510 579,562 10,158,847 SH DEFINED 1,2,5,6,7,8,10,12,13 10,158,847
KONINKLIJKE PHILIPS NY REG SH 50047230 1,336 54,841 SH DEFINED 1,2 54,841
KOPIN CORP COM 50060010 6,709 1,397,797 SH DEFINED 1,2,5,6,8 1,397,797
KOPPERS HOLDINGS INC COM 50060P10 12,784 431,160 SH DEFINED 1,2,5,8 431,160
KOREA ELECTRIC PWR SPONSORED 50063110 4,854 318,533 SH DEFINED 1,2,6 318,533
KORN FERRY INTL COM NEW 50064320 19,931 1,366,048 SH DEFINED 1,2,5,6,8 1,366,048
KRAFT FOODS INC CL A 50075N10 1,845,813 70,263,145 SH DEFINED 1,2,5,6,7,8,10,12,13 70,263,145
KRISPY KREME DOUGHNU COM 50101410 3,830 1,072,829 SH DEFINED 1,2,6 1,072,829
KROGER CO COM 50104410 497,429 24,100,244 SH DEFINED 1,2,5,6,7,8,10,12,13 24,100,244
KRONOS WORLDWIDE INC COM 50105F10 131 12,748 SH DEFINED 1,2 12,748
K-SWISS INC CL A 48268610 4,993 568,070 SH DEFINED 1,2,5,6,8 568,070
KT CORP SPONSORED 48268K10 3,682 211,842 SH DEFINED 1,2,5,6 211,842
KUBOTA CORP ADR 50117320 374 9,045 SH DEFINED 1 9,045
KULICKE & SOFFA INDS COM 50124210 8,171 1,355,099 SH DEFINED 1,2,6,8 1,355,099
KVH INDS INC COM 48273810 1,945 194,713 SH DEFINED 1,2 194,713
KYOCERA CORP ADR 50155620 586 6,385 SH DEFINED 1,2 6,385
L-1 IDENTITY SOLUTIO COM 50212A10 10,894 1,558,499 SH DEFINED 1,2,5,8 1,558,499
L-3 COMMUNICATIONS C DEBT 3.00 502413AW 1,486 1,450,000 SH DEFINED 1,2 1,450,000
L-3 COMMUNICATIONS H COM 50242410 299,195 3,725,033 SH DEFINED 1,2,5,6,7,8,10,12,13 3,725,033
LA BARGE INC COM 50247010 2,546 226,272 SH DEFINED 1,2 226,272
LA JOLLA PHARMACEUTI COM NEW 50345930 10 47,641 SH DEFINED 1 47,641
LA Z BOY INC COM 50533610 9,712 1,122,731 SH DEFINED 1,2,8 1,122,731
LABORATORY CORP AMER COM NEW 50540R40 237,029 3,607,747 SH DEFINED 1,2,5,6,7,8,10,12,13 3,607,747
LABRANCHE & CO INC COM 50544710 5,501 1,617,853 SH DEFINED 1,2,5,8 1,617,853
LACLEDE GROUP INC COM 50559710 16,620 516,783 SH DEFINED 1,2,5,8 516,783
LADENBURG THALMAN FI COM 50575Q10 44 61,047 SH DEFINED 1 61,047
LADISH INC COM NEW 50575420 4,998 330,357 SH DEFINED 1,2,5 330,357
LAKELAND BANCORP INC COM 51163710 3,194 425,881 SH DEFINED 1,2,5,8 425,881
LAKELAND FINL CORP COM 51165610 5,613 271,831 SH DEFINED 1,2 271,831
LAKES ENTMNT INC COM 51206P10 1,091 324,782 SH DEFINED 1,2 324,782
LAM RESEARCH CORP COM 51280710 113,969 3,336,325 SH DEFINED 1,2,5,6,7,8,10,12,13 3,336,325
LAMAR ADVERTISING CO CL A 51281510 35,813 1,305,152 SH DEFINED 1,2,5,6,8,10,12 1,305,152
LAN AIRLINES S A SPONSORED 50172310 6,783 514,656 SH DEFINED 1,2,5,6 514,656
LANCASTER COLONY COR COM 51384710 31,923 622,644 SH DEFINED 1,2,5,8 622,644
LANCE INC COM 51460610 16,030 620,838 SH DEFINED 1,2,5,6,8 620,838
LANDAUER INC COM 51476K10 12,577 228,761 SH DEFINED 1,2,5,6,8 228,761
LANDEC CORP COM 51476610 2,921 456,380 SH DEFINED 1,2,6 456,380
LANDRYS RESTAURANTS COM 51508L10 2,088 198,898 SH DEFINED 1,2,5 198,898
LANDSTAR SYS INC COM 51509810 41,291 1,084,887 SH DEFINED 1,2,5,6,8,10 1,084,887
LANNET INC COM 51601210 1,079 144,316 SH DEFINED 1,2 144,316
LAS VEGAS SANDS CORP COM 51783410 74,609 4,430,469 SH DEFINED 1,2,5,6,7,8,10,12,13 4,430,469
LASALLE HOTEL PPTYS COM SH BEN 51794210 49,566 2,521,176 SH DEFINED 1,2,3,5,8 2,521,176
LASERCARD CORP COM 51807U10 90 10,671 SH DEFINED 1 10,671
LATTICE SEMICONDUCTO COM 51841510 5,205 2,313,387 SH DEFINED 1,2,5,6,8 2,313,387
LAUDER ESTEE COS INC CL A 51843910 140,843 3,798,362 SH DEFINED 1,2,5,6,7,8,10,12,13 3,798,362
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
LAWSON PRODS INC COM 52077610 1,759 101,026 SH DEFINED 1,2 101,026
LAWSON SOFTWARE INC COM 52078P10 19,628 3,145,577 SH DEFINED 1,2,5,8 3,145,577
LAYNE CHRISTENSEN CO COM 52105010 13,329 415,885 SH DEFINED 1,2,5,8 415,885
LAZARD LTD SHS A G5405010 25,248 611,187 SH DEFINED 1,2,5,10 611,187
LCA-VISION INC COM PAR $. 50180330 1,891 269,799 SH DEFINED 1,2 269,799
LDK SOLAR CO LTD SPONSORED 50183L10 126 14,568 SH DEFINED 1,5 14,568
LEAP WIRELESS INTL I COM NEW 52186330 14,094 720,928 SH DEFINED 1,2,5,6,8,10 720,928
LEAPFROG ENTERPRISES CL A 52186N10 2,839 690,875 SH DEFINED 1,2 690,875
LEARNING TREE INTL I COM 52201510 1,326 116,419 SH DEFINED 1,2 116,419
LECG CORP COM 52323410 124 35,329 SH DEFINED 1 35,329
LECROY CORP COM 52324W10 81 19,918 SH DEFINED 1 19,918
LEE ENTERPRISES INC COM 52376810 145 52,755 SH DEFINED 1 52,755
LEGACY BANCORP INC CL A 52463G10 1,164 110,887 SH DEFINED 1,2 110,887
LEGACY RESERVES LP UNIT LP IN 52470730 246 14,555 SH DEFINED 1,2 14,555
LEGG MASON INC COM 52490110 183,981 5,929,133 SH DEFINED 1,2,5,6,7,8,10,12,13 5,929,133
LEGGETT & PLATT INC COM 52466010 175,822 9,062,969 SH DEFINED 1,2,5,6,7,8,10,12,13 9,062,969
LENDER PROCESSING SV COM 52602E10 100,773 2,640,103 SH DEFINED 1,2,5,6,7,8,10,12,13 2,640,103
LENNAR CORP CL A 52605710 98,543 6,915,310 SH DEFINED 1,2,5,6,8,10,12,13 6,915,310
LENNOX INTL INC COM 52610710 70,995 1,965,535 SH DEFINED 1,2,5,6,8,10 1,965,535
LEUCADIA NATL CORP COM 52728810 163,912 6,630,747 SH DEFINED 1,2,5,6,7,8,10,12,13 6,630,747
LEVEL 3 COMMUNICATIO COM 52729N10 33,424 24,046,388 SH DEFINED 1,2,5,6,7,8,10,12,13 24,046,388
LEXICON PHARMACEUTIC COM 52887210 2,771 1,300,757 SH DEFINED 1,2,5,6 1,300,757
LEXINGTON REALTY TRU COM 52904310 14,907 2,922,997 SH DEFINED 1,2,3,5,8 2,922,997
LEXMARK INTL NEW CL A 52977110 53,292 2,474,093 SH DEFINED 1,2,5,6,7,8,10,12,13 2,474,093
LG DISPLAY CO LTD SPONS ADR 50186V10 1,155 80,566 SH DEFINED 1,2,6 80,566
LHC GROUP INC COM 50187A10 9,935 331,949 SH DEFINED 1,2,5,6,8 331,949
LIBERTY GLOBAL INC COM SER A 53055510 77,353 3,427,241 SH DEFINED 1,2,5,6,7,8,10,12,13 3,427,241
LIBERTY GLOBAL INC COM SER C 53055530 17,472 777,907 SH DEFINED 1,2,5,6,7,8,10,12,13 777,907
LIBERTY MEDIA CORP N INT COM SE 53071M10 101,254 9,230,039 SH DEFINED 1,2,5,6,7,8,10,12,13 9,230,039
LIBERTY MEDIA CORP N CAP COM SE 53071M30 20,386 974,479 SH DEFINED 1,2,5,6,8,10 974,479
LIBERTY MEDIA CORP N ENT COM SE 53071M50 217,683 6,997,216 SH DEFINED 1,2,5,6,7,8,10,12,13 6,997,216
LIBERTY MEDIA CORP N DEB 3.12 530718AF 32,314 32,640,000 SH DEFINED 1,2,5 32,640,000
LIBERTY PPTY TR SH BEN INT 53117210 139,841 4,298,834 SH DEFINED 1,2,3,5,6,7,8,10,12,13 4,298,834
LIFE PARTNERS HOLDIN COM 53215T10 2,965 165,632 SH DEFINED 1,2,6 165,632
LIFE SCIENCES RESH I COM 53216910 1,141 143,335 SH DEFINED 1,2 143,335
LIFE TECHNOLOGIES CO COM 53217V10 290,786 6,246,754 SH DEFINED 1,2,5,6,7,8,10,12,13 6,246,754
LIFE TIME FITNESS IN COM 53217R20 32,421 1,155,814 SH DEFINED 1,2,5,6,8 1,155,814
LIFEPOINT HOSPITALS NOTE 3.50 53219LAH 1,061 1,250,000 SH DEFINED 1,2 1,250,000
LIFEPOINT HOSPITALS COM 53219L10 31,296 1,156,547 SH DEFINED 1,2,5,6,8,10 1,156,547
LIFEWAY FOODS INC COM 53191410 809 73,641 SH DEFINED 1,2 73,641
LIGAND PHARMACEUTICA CL B 53220K20 4,708 2,037,898 SH DEFINED 1,2,5,6,8 2,037,898
LIGHTPATH TECHNOLOGI CL A NEW 53225780 25 10,252 SH DEFINED 1,2 10,252
LILLY ELI & CO COM 53245710 1,218,402 36,887,753 SH DEFINED 1,2,5,6,7,8,10,12,13 36,887,753
LIMELIGHT NETWORKS I COM 53261M10 2,468 607,816 SH DEFINED 1,2,6 607,816
LIMITED BRANDS INC COM 53271610 177,250 10,432,579 SH DEFINED 1,2,5,6,7,8,10,12,13 10,432,579
LIN TV CORP CL A 53277410 3,166 669,391 SH DEFINED 1,2 669,391
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
LINCARE HLDGS INC COM 53279110 45,088 1,442,819 SH DEFINED 1,2,5,6,8,10,12 1,442,819
LINCOLN EDL SVCS COR COM 53353510 4,915 214,823 SH DEFINED 1,2,6 214,823
LINCOLN ELEC HLDGS I COM 53390010 41,530 875,243 SH DEFINED 1,2,5,6,8,10 875,243
LINCOLN NATL CORP IN COM 53418710 289,389 11,169,002 SH DEFINED 1,2,5,6,7,8,10,12,13 11,169,002
LINDSAY CORP COM 53555510 9,790 248,599 SH DEFINED 1,2,5,6,8 248,599
LINEAR TECHNOLOGY CO NOTE 3.00 535678AC 1,303 1,350,600 SH DEFINED 1,2,5 1,350,600
LINEAR TECHNOLOGY CO COM 53567810 208,488 7,545,717 SH DEFINED 1,2,5,6,7,8,10,12,13 7,545,717
LINN ENERGY LLC UNIT LTD L 53602010 2,082 90,913 SH DEFINED 1,2 90,913
LIONBRIDGE TECHNOLOG COM 53625210 2,455 944,110 SH DEFINED 1,2 944,110
LIONS GATE ENTMNT CO COM NEW 53591920 238 38,566 SH DEFINED 1,2,6,8 38,566
LIQUIDITY SERVICES I COM 53635B10 2,698 261,386 SH DEFINED 1,2,6 261,386
LITHIA MTRS INC CL A 53679710 6,639 425,877 SH DEFINED 1,2 425,877
LITTELFUSE INC COM 53700810 12,625 481,121 SH DEFINED 1,2,5,8 481,121
LIVE NATION INC COM 53803410 15,843 1,934,398 SH DEFINED 1,2,5,6,8 1,934,398
LIVEPERSON INC COM 53814610 3,269 648,536 SH DEFINED 1,2 648,536
LIZ CLAIBORNE INC COM 53932010 12,458 2,526,983 SH DEFINED 1,2,5,6,8 2,526,983
LKQ CORP COM 50188920 51,018 2,751,801 SH DEFINED 1,2,5,6,8,10 2,751,801
LLOYDS BANKING GROUP SPONSORED 53943910 453 67,848 SH DEFINED 1,2 67,848
LMI AEROSPACE INC COM 50207910 1,503 149,832 SH DEFINED 1,2 149,832
LOCKHEED MARTIN CORP COM 53983010 5,945,588 76,147,386 SH DEFINED 1,2,5,6,7,8,10,12,13 76,147,386
LODGENET INTERACTIVE COM 54021110 3,392 449,312 SH DEFINED 1,2 449,312
LODGIAN INC COM PAR $. 54021P40 75 45,180 SH DEFINED 1 45,180
LOEWS CORP COM 54042410 461,014 13,460,272 SH DEFINED 1,2,5,6,7,8,10,12,13 13,460,272
LOGITECH INTL S A SHS H5043023 272 14,814 SH DEFINED 1 14,814
LOGMEIN INC COM 54142L10 216 11,795 SH DEFINED 1,2 11,795
LO-JACK CORP COM 53945110 172 33,698 SH DEFINED 1 33,698
LOOPNET INC COM 54352430 4,615 510,528 SH DEFINED 1,2,6 510,528
LORAL SPACE & COMMUN COM 54388110 5,728 208,456 SH DEFINED 1,2,5,8 208,456
LORILLARD INC COM 54414710 480,013 6,460,465 SH DEFINED 1,2,5,6,7,8,10,12,13 6,460,465
LOUISIANA PAC CORP COM 54634710 21,980 3,295,409 SH DEFINED 1,2,5,6,8 3,295,409
LOWES COS INC COM 54866110 2,369,875 113,174,540 SH DEFINED 1,2,5,6,7,8,10,12,13 113,174,540
LSB INDS INC COM 50216010 6,542 420,190 SH DEFINED 1,2,6 420,190
LSI CORPORATION COM 50216110 128,394 23,386,837 SH DEFINED 1,2,5,6,7,8,10,12,13 23,386,837
LSI INDS INC COM 50216C10 2,573 386,936 SH DEFINED 1,2 386,936
LTC PPTYS INC COM 50217510 12,824 533,455 SH DEFINED 1,2,3,5,8 533,455
LTX-CREDENCE CORP COM 50240310 159 96,125 SH DEFINED 1 96,125
LUBRIZOL CORP COM 54927110 257,100 3,597,817 SH DEFINED 1,2,5,6,7,8,10,12,13 3,597,817
LUBYS INC COM 54928210 1,434 341,444 SH DEFINED 1,2 341,444
LUCENT TECHNOLOGIES DBCV 2.87 549463AG 12,329 12,532,200 SH DEFINED 2,5 12,532,200
LUCENT TECHNOLOGIES DBCV 2.87 549463AH 13,318 15,950,000 SH DEFINED 1,2,5 15,950,000
LUFKIN INDS INC COM 54976410 18,139 341,084 SH DEFINED 1,2,5,6,8 341,084
LULULEMON ATHLETICA COM 55002110 16,670 732,745 SH DEFINED 1,2,5,6,8 732,745
LUMBER LIQUIDATORS I COM 55003Q10 5,521 254,526 SH DEFINED 1,2,6 254,526
LUMINEX CORP DEL COM 55027E10 13,728 807,503 SH DEFINED 1,2,5,6,8 807,503
LUXOTTICA GROUP S P SPONSORED 55068R20 398 15,409 SH DEFINED 1 15,409
LYDALL INC DEL COM 55081910 453 86,191 SH DEFINED 1 86,191
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
M & F WORLDWIDE CORP COM 55254110 5,156 254,719 SH DEFINED 1,2,5,6 254,719
M & T BK CORP COM 55261F10 245,314 3,936,362 SH DEFINED 1,2,5,6,7,8,10,12,13 3,936,362
M D C HLDGS INC COM 55267610 60,799 1,750,118 SH DEFINED 1,2,5,6,8,10 1,750,118
M/I HOMES INC COM 55305B10 5,960 438,522 SH DEFINED 1,2,6 438,522
MACATAWA BK CORP COM 55422510 34 13,222 SH DEFINED 1 13,222
MACERICH CO COM 55438210 86,955 2,866,950 SH DEFINED 1,2,3,5,6,7,8,10,12 2,866,950
MAC-GRAY CORP COM 55415310 2,076 192,544 SH DEFINED 1,2 192,544
MACK CALI RLTY CORP COM 55448910 84,681 2,619,263 SH DEFINED 1,2,3,5,6,8,10 2,619,263
MACQUARIE INFRASTR C MEMBERSHIP 55608B10 1,027 113,978 SH DEFINED 1,2,8 113,978
MACYS INC COM 55616P10 321,458 17,575,590 SH DEFINED 1,2,5,6,7,8,10,12,13 17,575,590
MADDEN STEVEN LTD COM 55626910 13,824 375,554 SH DEFINED 1,2,5,6,8 375,554
MAGELLAN HEALTH SVCS COM NEW 55907920 26,709 859,916 SH DEFINED 1,2,5,6,8 859,916
MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,498 66,440 SH DEFINED 1,2 66,440
MAGELLAN PETE CORP COM 55909130 27 19,023 SH DEFINED 1 19,023
MAGMA DESIGN AUTOMAT COM 55918110 91 43,568 SH DEFINED 1,2 43,568
MAGNETEK INC COM 55942410 89 56,870 SH DEFINED 1 56,870
MAGNUM HUNTER RES CO COM 55973B10 28 23,800 SH DEFINED 1 23,800
MAGUIRE PPTYS INC COM 55977510 121 57,386 SH DEFINED 1 57,386
MAGYAR TELEKOM TELEC SPONSORED 55977610 217 9,853 SH DEFINED 1 9,853
MAHANAGAR TEL NIGAM SPONS ADR 55977840 363 96,772 SH DEFINED 5,8 96,772
MAIDEN HOLDINGS LTD SHS G5753U11 6,970 958,768 SH DEFINED 1,2 958,768
MAIDENFORM BRANDS IN COM 56030510 7,745 482,266 SH DEFINED 1,2,6,8 482,266
MAIN STREET CAPITAL COM 56035L10 1,380 97,012 SH DEFINED 1,2 97,012
MAINSOURCE FINANCIAL COM 56062Y10 3,109 457,191 SH DEFINED 1,2 457,191
MAJESCO ENTERTAINMEN COM NEW 56069020 26 18,757 SH DEFINED 1 18,757
MAKO SURGICAL CORP COM 56087910 2,391 272,933 SH DEFINED 1,2,6 272,933
MANHATTAN ASSOCS INC COM 56275010 12,883 637,775 SH DEFINED 1,2,5,6,8 637,775
MANITOWOC INC COM 56357110 16,386 1,730,346 SH DEFINED 1,2,5,6,8,10 1,730,346
MANNATECH INC COM 56377110 1,199 312,976 SH DEFINED 1,2 312,976
MANNKIND CORP COM 56400P20 10,597 1,075,847 SH DEFINED 1,2,5,6,8 1,075,847
MANPOWER INC COM 56418H10 129,715 2,287,332 SH DEFINED 1,2,5,6,7,8,10,12,13 2,287,332
MANTECH INTL CORP CL A 56456310 29,467 625,626 SH DEFINED 1,2,5,6,8 625,626
MANULIFE FINL CORP COM 56501R10 2,748 131,220 SH DEFINED 1,5,13 131,220
MAP PHARMACEUTICALS COM 56509R10 2,106 201,384 SH DEFINED 1,2,6 201,384
MARATHON OIL CORP COM 56584910 828,245 25,963,800 SH DEFINED 1,2,5,6,7,8,10,12,13 25,963,800
MARCHEX INC CL B 56624R10 2,302 468,940 SH DEFINED 1,2,6 468,940
MARCUS CORP COM 56633010 5,912 462,249 SH DEFINED 1,2,5 462,249
MARINE PRODS CORP COM 56842710 1,125 203,496 SH DEFINED 1,2,5 203,496
MARINEMAX INC COM 56790810 562 71,996 SH DEFINED 1 71,996
MARINER ENERGY INC COM 56845T30 28,103 1,981,853 SH DEFINED 1,2,5,6,8,10 1,981,853
MARKEL CORP COM 57053510 38,333 116,223 SH DEFINED 1,2,5,6,8,10,12 116,223
MARKET LEADER INC COM 57056R10 31 14,200 SH DEFINED 1 14,200
MARKETAXESS HLDGS IN COM 57060D10 6,844 568,899 SH DEFINED 1,2,6,8 568,899
MARKWEST ENERGY PART UNIT LTD P 57075910 1,121 47,439 SH DEFINED 1,2 47,439
MARRIOTT INTL INC NE CL A 57190320 276,336 10,015,812 SH DEFINED 1,2,5,6,7,8,10,12,13 10,015,812
MARSH & MCLENNAN COS COM 57174810 465,628 18,828,475 SH DEFINED 1,2,5,6,7,8,10,12,13 18,828,475
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MARSHALL & ILSLEY CO COM 57183710 139,544 17,291,729 SH DEFINED 1,2,5,6,7,8,10,12,13 17,291,729
MARTEK BIOSCIENCES C COM 57290110 36,028 1,594,870 SH DEFINED 1,2,5,6,7,8 1,594,870
MARTEN TRANS LTD COM 57307510 7,481 438,492 SH DEFINED 1,2,6,8 438,492
MARTHA STEWART LIVIN CL A 57308310 3,073 490,837 SH DEFINED 1,2,6 490,837
MARTIN MARIETTA MATL COM 57328410 92,308 1,002,580 SH DEFINED 1,2,5,6,7,8,10,12,13 1,002,580
MARTIN MIDSTREAM PRT UNIT L P I 57333110 216 8,103 SH DEFINED 1,2 8,103
MARVEL ENTERTAINMENT COM 57383T10 50,632 1,020,395 SH DEFINED 1,2,5,6,8,10 1,020,395
MARVELL TECHNOLOGY G ORD G5876H10 101,348 6,259,918 SH DEFINED 1,2,5,6,7,8,10,12,13 6,259,918
MASCO CORP COM 57459910 193,261 14,958,247 SH DEFINED 1,2,5,6,7,8,10,12,13 14,958,247
MASIMO CORP COM 57479510 38,535 1,470,787 SH DEFINED 1,2,5,6,8 1,470,787
MASSEY ENERGY CO NOTE 3.25 576203AJ 537 675,000 SH DEFINED 2 675,000
MASSEY ENERGY CORP COM 57620610 134,295 4,815,164 SH DEFINED 1,2,5,6,8,10,12,13 4,815,164
MASTEC INC COM 57632310 12,391 1,019,840 SH DEFINED 1,2,5,8 1,019,840
MASTERCARD INC CL A 57636Q10 596,303 2,949,807 SH DEFINED 1,2,5,6,7,8,10,12,13 2,949,807
MATRIX SVC CO COM 57685310 7,080 651,300 SH DEFINED 1,2,5,6,8 651,300
MATRIXX INITIATIVES COM 57685L10 1,401 246,576 SH DEFINED 1,2 246,576
MATTEL INC COM 57708110 214,154 11,600,986 SH DEFINED 1,2,5,6,7,8,10,12,13 11,600,986
MATTHEWS INTL CORP CL A 57712810 31,606 893,337 SH DEFINED 1,2,5,6,8 893,337
MATTSON TECHNOLOGY I COM 57722310 221 78,194 SH DEFINED 1,2 78,194
MAX CAPITAL GROUP LT SHS G6052F10 21,033 984,214 SH DEFINED 1,2,5,8 984,214
MAXIM INTEGRATED PRO COM 57772K10 77,562 4,275,732 SH DEFINED 1,2,5,6,7,8,10,12,13 4,275,732
MAXIMUS INC COM 57793310 17,747 380,843 SH DEFINED 1,2,5,8 380,843
MAXWELL TECHNOLOGIES COM 57776710 7,313 396,797 SH DEFINED 1,2,6,8 396,797
MAXYGEN INC COM 57777610 4,673 698,543 SH DEFINED 1,2,6 698,543
MB FINANCIAL INC NEW COM 55264U10 29,730 1,417,741 SH DEFINED 1,2,5,8 1,417,741
MBIA INC COM 55262C10 49,440 6,371,173 SH DEFINED 1,2,5,6,8,10,12,13 6,371,173
MBT FINL CORP COM 57887710 33 15,967 SH DEFINED 1 15,967
MCAFEE INC COM 57906410 220,995 5,046,708 SH DEFINED 1,2,5,6,7,8,10,12,13 5,046,708
MCCLATCHY CO CL A 57948910 329 128,349 SH DEFINED 1,2,6 128,349
MCCORMICK & CO INC COM NON VT 57978020 143,264 4,221,106 SH DEFINED 1,2,5,6,7,8,10,12,13 4,221,106
MCCORMICK & SCHMICKS COM 57979310 1,797 241,467 SH DEFINED 1,2 241,467
MCDERMOTT INTL INC COM 58003710 221,938 8,782,679 SH DEFINED 1,2,5,6,7,8,10,12,13 8,782,679
MCDONALDS CORP COM 58013510 2,442,554 42,799,267 SH DEFINED 1,2,5,6,7,8,10,12,13 42,799,267
MCG CAPITAL CORP COM 58047P10 6,700 1,599,080 SH DEFINED 1,2,5 1,599,080
MCGRATH RENTCORP COM 58058910 10,375 487,760 SH DEFINED 1,2,5,8 487,760
MCGRAW HILL COS INC COM 58064510 291,860 11,609,404 SH DEFINED 1,2,5,6,7,8,10,12,13 11,609,404
MCKESSON CORP COM 58155Q10 586,927 9,856,044 SH DEFINED 1,2,5,6,7,8,10,12,13 9,856,044
MCMORAN EXPLORATION COM 58241110 11,941 1,581,585 SH DEFINED 1,2,5,6,8 1,581,585
MDRNA INC COM 55276N10 33 23,650 SH DEFINED 1 23,650
MDU RES GROUP INC COM 55269010 113,732 5,454,790 SH DEFINED 1,2,5,6,7,8,10,12,13 5,454,790
MEAD JOHNSON NUTRITI COM CL A 58283910 15,123 335,237 SH DEFINED 1,2,5,6,10 335,237
MEADOWBROOK INS GROU COM 58319P10 8,391 1,133,906 SH DEFINED 1,2,8 1,133,906
MEADWESTVACO CORP COM 58333410 158,651 7,111,212 SH DEFINED 1,2,5,6,7,8,10,12,13 7,111,212
MEASUREMENT SPECIALT COM 58342110 2,745 268,845 SH DEFINED 1,2 268,845
MECHEL OAO SPONSORED 58384010 17,243 959,026 SH DEFINED 1,2,5,6,7,8,10 959,026
MEDALLION FINL CORP COM 58392810 2,475 296,109 SH DEFINED 1,2 296,109
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MEDASSETS INC COM 58404510 17,043 755,115 SH DEFINED 1,2,5,6,8 755,115
MEDCATH CORP COM 58404W10 3,740 426,459 SH DEFINED 1,2,5 426,459
MEDCO HEALTH SOLUTIO COM 58405U10 896,538 16,209,326 SH DEFINED 1,2,5,6,7,8,10,12,13 16,209,326
MEDIA GEN INC CL A 58440410 459 53,653 SH DEFINED 1 53,653
MEDIACOM COMMUNICATI CL A 58446K10 7,653 1,328,623 SH DEFINED 1,2,5,6 1,328,623
MEDICAL ACTION INDS COM 58449L10 3,292 272,737 SH DEFINED 1,2 272,737
MEDICAL PPTYS TRUST COM 58463J30 16,971 2,172,949 SH DEFINED 1,2,3,5,8 2,172,949
MEDICINES CO COM 58468810 11,622 1,055,563 SH DEFINED 1,2,5,6,8 1,055,563
MEDICIS PHARMACEUTIC CL A NEW 58469030 40,965 1,918,714 SH DEFINED 1,2,5,6,8 1,918,714
MEDIDATA SOLUTIONS I COM 58471A10 177 11,689 SH DEFINED 1,2 11,689
MEDIFAST INC COM 58470H10 5,378 247,602 SH DEFINED 1,2 247,602
MEDIVATION INC COM 58501N10 16,305 600,791 SH DEFINED 1,2,5,6,8 600,791
MEDNAX INC COM 58502B10 33,321 606,714 SH DEFINED 1,2,5,6,8,10 606,714
MEDQUIST INC COM 58494910 1,004 157,882 SH DEFINED 1,2 157,882
MEDTRONIC INC NOTE 1.50 585055AL 3,483 3,500,680 SH DEFINED 1,2,5 3,500,680
MEDTRONIC INC NOTE 1.62 585055AM 6,962 7,050,000 SH DEFINED 1,2,5 7,050,000
MEDTRONIC INC COM 58505510 1,384,344 37,618,050 SH DEFINED 1,2,5,6,7,8,10,12,13 37,618,050
MELCO CROWN ENTMT LT ADR 58546410 164 23,547 SH DEFINED 1,2,5,6 23,547
MELLANOX TECHNOLOGIE SHS M5136311 504 30,776 SH DEFINED 2 30,776
MEMC ELECTR MATLS IN COM 55271510 121,246 7,290,786 SH DEFINED 1,2,5,6,7,8,10,12,13 7,290,786
MEMSIC INC COM 58626410 900 239,964 SH DEFINED 1,2 239,964
MENS WEARHOUSE INC COM 58711810 41,188 1,667,534 SH DEFINED 1,2,5,6,8 1,667,534
MENTOR GRAPHICS CORP COM 58720010 25,819 2,773,285 SH DEFINED 1,2,5,8 2,773,285
MERCADOLIBRE INC COM 58733R10 17,547 456,252 SH DEFINED 1,2,5,8 456,252
MERCER INS GROUP INC COM 58790210 1,624 89,872 SH DEFINED 1,2 89,872
MERCHANTS BANCSHARES COM 58844810 1,650 77,267 SH DEFINED 1,2 77,267
MERCK & CO INC COM 58933110 2,358,367 74,561,077 SH DEFINED 1,2,5,6,7,8,10,12,13 74,561,077
MERCURY COMPUTER SYS COM 58937810 4,803 487,078 SH DEFINED 1,2 487,078
MERCURY GENL CORP NE COM 58940010 37,570 1,038,432 SH DEFINED 1,2,5,6,8,10,12 1,038,432
MEREDITH CORP COM 58943310 32,422 1,082,884 SH DEFINED 1,2,5,6,8,10,12,13 1,082,884
MERGE HEALTHCARE INC COM 58949910 1,557 378,838 SH DEFINED 1,2 378,838
MERIDIAN BIOSCIENCE COM 58958410 23,106 923,857 SH DEFINED 1,2,5,6,8 923,857
MERIDIAN INTERSTAT B COM 58964Q10 1,451 170,723 SH DEFINED 1,2,6 170,723
MERIDIAN RESOURCE CO COM 58977Q10 41 99,634 SH DEFINED 1 99,634
MERIT MED SYS INC COM 58988910 11,388 657,151 SH DEFINED 1,2,5,6,8 657,151
MERITAGE HOMES CORP COM 59001A10 49,115 2,419,445 SH DEFINED 1,2,5,6,8 2,419,445
MERIX CORP COM 59004910 96 32,009 SH DEFINED 1 32,009
MESA AIR GROUP INC COM 59047910 53 207,618 SH DEFINED 1 207,618
MET PRO CORP COM 59087630 2,629 271,300 SH DEFINED 1,2 271,300
METABOLIX INC COM 59101880 3,879 377,343 SH DEFINED 1,2 377,343
METALICO INC COM 59117610 2,486 596,083 SH DEFINED 1,2 596,083
METAVANTE TECHNOLOGI COM 59140710 76,323 2,213,537 SH DEFINED 1,2,5,6,7,8,10,12,13 2,213,537
METHODE ELECTRS INC COM 59152020 11,369 1,311,308 SH DEFINED 1,2,5,8 1,311,308
METLIFE INC COM 59156R10 1,092,348 28,693,134 SH DEFINED 1,2,5,6,7,8,10,12,13 28,693,134
METRO BANCORP INC PA COM 59161R10 985 80,922 SH DEFINED 1,2 80,922
METROCORP BANCSHARES COM 59165010 37 10,154 SH DEFINED 1 10,154
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
METROPCS COMMUNICATI COM 59170810 76,658 8,189,935 SH DEFINED 1,2,5,6,7,8,10,12,13 8,189,935
METROPOLITAN HEALTH COM 59214210 1,144 524,624 SH DEFINED 1,2,5 524,624
METTLER TOLEDO INTER COM 59268810 63,449 700,395 SH DEFINED 1,2,5,6,8,10 700,395
MF GLOBAL LTD SHS G6064210 15,385 2,116,269 SH DEFINED 1,2,8 2,116,269
MFA FINANCIAL INC COM 55272X10 51,920 6,522,673 SH DEFINED 1,2,5,8 6,522,673
MGE ENERGY INC COM 55277P10 18,562 508,829 SH DEFINED 1,2,5,8 508,829
MGIC INVT CORP WIS COM 55284810 28,639 3,864,865 SH DEFINED 1,2,5,6,8 3,864,865
MGM MIRAGE COM 55295310 30,277 2,514,678 SH DEFINED 1,2,5,6,7,8,10,12 2,514,678
MICREL INC COM 59479310 11,124 1,364,969 SH DEFINED 1,2,5,6,8 1,364,969
MICROCHIP TECHNOLOGY SDCV 2.12 595017AB 74,870 80,941,000 SH DEFINED 2,5 80,941,000
MICROCHIP TECHNOLOGY COM 59501710 166,200 6,271,705 SH DEFINED 1,2,5,6,7,8,10,12,13 6,271,705
MICROMET INC COM 59509C10 6,769 1,016,352 SH DEFINED 1,2,6,8 1,016,352
MICRON TECHNOLOGY IN NOTE 1.87 595112AH 2,040 2,450,000 SH DEFINED 1,2 2,450,000
MICRON TECHNOLOGY IN COM 59511210 258,219 31,490,130 SH DEFINED 1,2,5,6,7,8,10,12,13 31,490,130
MICRONETICS INC DEL COM 59512510 35 10,033 SH DEFINED 1 10,033
MICROS SYS INC COM 59490110 49,954 1,654,662 SH DEFINED 1,2,5,6,8,10 1,654,662
MICROSEMI CORP COM 59513710 28,538 1,807,364 SH DEFINED 1,2,5,6,8 1,807,364
MICROSOFT CORP COM 59491810 6,834,872 265,741,526 SH DEFINED 1,2,5,6,7,8,10,12,13 265,741,526
MICROSTRATEGY INC CL A NEW 59497240 16,208 226,565 SH DEFINED 1,2,5,6,8 226,565
MICROTUNE INC DEL COM 59514P10 1,702 935,095 SH DEFINED 1,2,5 935,095
MICROVISION INC DEL COM 59496010 7,675 1,395,429 SH DEFINED 1,2 1,395,429
MICRUS ENDOVASCULAR COM 59518V10 3,553 274,362 SH DEFINED 1,2,5 274,362
MID-AMER APT CMNTYS COM 59522J10 47,269 1,047,386 SH DEFINED 1,2,3,5,8 1,047,386
MIDAS GROUP INC COM 59562610 3,049 324,374 SH DEFINED 1,2 324,374
MIDCAP SPDR TR UNIT SER 1 59563510 14,719 117,500 SH DEFINED 2 117,500
MIDDLEBROOK PHARMACE COM 59608710 644 560,243 SH DEFINED 1,2 560,243
MIDDLEBY CORP COM 59627810 20,548 373,531 SH DEFINED 1,2,5,6,7,8 373,531
MIDDLESEX WATER CO COM 59668010 4,433 293,943 SH DEFINED 1,2,5 293,943
MIDSOUTH BANCORP INC COM 59803910 838 63,448 SH DEFINED 1,2 63,448
MIDWEST BANC HOLDING COM 59825110 26 36,200 SH DEFINED 1 36,200
MILLER HERMAN INC COM 60054410 32,156 1,901,591 SH DEFINED 1,2,5,6,8 1,901,591
MILLER INDS INC TENN COM NEW 60055120 1,560 141,823 SH DEFINED 1,2 141,823
MILLICOM INTL CELLUL SHS NEW L6388F11 10,252 140,935 SH DEFINED 1,2,5,6,8,12 140,935
MILLIPORE CORP NOTE 3.75 601073AD 416 400,000 SH DEFINED 2 400,000
MILLIPORE CORP COM 60107310 144,417 2,053,426 SH DEFINED 1,2,5,6,7,8,10,12,13 2,053,426
MINDRAY MEDICAL INTL SPON ADR 60267510 1,490 45,659 SH DEFINED 1,2,6 45,659
MINDSPEED TECHNOLOGI COM NEW 60268220 56 19,384 SH DEFINED 1 19,384
MINE SAFETY APPLIANC COM 60272010 21,527 782,499 SH DEFINED 1,2,5,6,8 782,499
MINERALS TECHNOLOGIE COM 60315810 28,011 588,967 SH DEFINED 1,2,5,8 588,967
MIPS TECHNOLOGIES IN COM 60456710 3,428 909,243 SH DEFINED 1,2 909,243
MIRANT CORP NEW COM 60467R10 49,257 2,997,968 SH DEFINED 1,2,5,6,7,8,10,12,13 2,997,968
MISSION WEST PPTYS I COM 60520310 2,688 399,441 SH DEFINED 1,2,3,5 399,441
MITCHAM INDS INC COM 60650110 76 12,300 SH DEFINED 1 12,300
MITSUBISHI UFJ FINL SPONSORED 60682210 1,888 353,628 SH DEFINED 1,2 353,628
MITSUI & CO LTD ADR 60682720 894 3,431 SH DEFINED 1,2 3,431
MIZUHO FINL GROUP IN SPONSORED 60687Y10 169 42,910 SH DEFINED 1 42,910
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MKS INSTRUMENT INC COM 55306N10 22,064 1,143,783 SH DEFINED 1,2,5,6,8 1,143,783
MOBILE MINI INC COM 60740F10 13,202 760,472 SH DEFINED 1,2,5,6,8 760,472
MOBILE TELESYSTEMS O SPONSORED 60740910 93,017 1,927,009 SH DEFINED 1,2,4,5,6,7,8,10 1,927,009
MODINE MFG CO COM 60782810 6,656 718,009 SH DEFINED 1,2,5 718,009
MODUSLINK GLOBAL SOL COM 60786L10 7,404 915,147 SH DEFINED 1,2,5,8 915,147
MOHAWK INDS INC COM 60819010 101,986 2,138,514 SH DEFINED 1,2,5,6,7,8,10,12,13 2,138,514
MOLECULAR INSIGHT PH COM 60852M10 1,571 284,096 SH DEFINED 1,2 284,096
MOLEX INC COM 60855410 83,871 4,016,814 SH DEFINED 1,2,5,6,8,10,12,13 4,016,814
MOLEX INC CL A 60855420 2,375 126,402 SH DEFINED 1,2,5,6,8,12 126,402
MOLINA HEALTHCARE IN COM 60855R10 7,132 344,685 SH DEFINED 1,2,5,8 344,685
MOLSON COORS BREWING NOTE 2.50 60871RAA 1,753 1,550,000 SH DEFINED 1,2 1,550,000
MOLSON COORS BREWING CL B 60871R20 238,187 4,892,910 SH DEFINED 1,2,5,6,7,8,10,12,13 4,892,910
MOMENTA PHARMACEUTIC COM 60877T10 6,663 627,995 SH DEFINED 1,2,5,6,8 627,995
MONARCH CASINO & RES COM 60902710 2,250 209,078 SH DEFINED 1,2,6 209,078
MONEYGRAM INTL INC COM 60935Y10 5,006 1,594,303 SH DEFINED 1,2,6 1,594,303
MONMOUTH REAL ESTATE CL A 60972010 2,652 381,046 SH DEFINED 1,2,3 381,046
MONOLITHIC PWR SYS I COM 60983910 15,201 648,244 SH DEFINED 1,2,5,6,8 648,244
MONOTYPE IMAGING HOL COM 61022P10 5,074 603,361 SH DEFINED 1,2,6 603,361
MONRO MUFFLER BRAKE COM 61023610 10,302 324,050 SH DEFINED 1,2,5,6,8 324,050
MONSANTO CO NEW COM 61166W10 1,505,271 19,447,950 SH DEFINED 1,2,5,6,7,8,10,12,13 19,447,950
MONSTER WORLDWIDE IN COM 61174210 66,120 3,782,619 SH DEFINED 1,2,5,6,8,10,12,13 3,782,619
MONTPELIER RE HOLDIN SHS G6218510 29,773 1,824,324 SH DEFINED 1,2,5,8 1,824,324
MOODYS CORP COM 61536910 152,876 7,471,930 SH DEFINED 1,2,5,6,7,8,10,12,13 7,471,930
MOOG INC CL A 61539420 29,269 992,185 SH DEFINED 1,2,5,8 992,185
MORGAN STANLEY COM NEW 61744644 4,538,477 146,971,400 SH DEFINED 1,2,5,6,7,8,10,12,13 146,971,400
MORGANS HOTEL GROUP COM 61748W10 2,445 451,113 SH DEFINED 1,2,6 451,113
MORNINGSTAR INC COM 61770010 9,501 195,655 SH DEFINED 1,2,5,6,8,10 195,655
MORTONS RESTAURANT G COM 61943010 51 12,014 SH DEFINED 1 12,014
MOSAIC CO COM 61945A10 113,178 2,354,434 SH DEFINED 1,2,5,6,7,8,10,12,13 2,354,434
MOSYS INC COM 61971810 78 31,222 SH DEFINED 1 31,222
MOTOROLA INC COM 62007610 649,724 75,637,302 SH DEFINED 1,2,5,6,7,8,10,12,13 75,637,302
MOVADO GROUP INC COM 62458010 5,326 366,529 SH DEFINED 1,2,5,8 366,529
MOVE INC COM COM 62458M10 8,198 3,036,150 SH DEFINED 1,2,5,6,8 3,036,150
MPS GROUP INC COM 55340910 31,948 3,036,861 SH DEFINED 1,2,5,8 3,036,861
MSC INDL DIRECT INC CL A 55353010 39,165 898,695 SH DEFINED 1,2,5,6,8,10 898,695
MSC SOFTWARE CORP COM 55353110 7,666 911,539 SH DEFINED 1,2,5,8 911,539
MSCI INC CL A 55354G10 32,549 1,098,876 SH DEFINED 1,2,5,6,8,10 1,098,876
MTR GAMING GROUP INC COM 55376910 62 20,212 SH DEFINED 1 20,212
MTS SYS CORP COM 55377710 10,738 367,621 SH DEFINED 1,2,5,6,8 367,621
MUELLER INDS INC COM 62475610 20,931 876,889 SH DEFINED 1,2,5,6,8 876,889
MUELLER WTR PRODS IN COM SER A 62475810 15,217 2,776,860 SH DEFINED 1,2,5,6,8 2,776,860
MULTI COLOR CORP COM 62538310 3,185 206,433 SH DEFINED 1,2 206,433
MULTI FINELINE ELECT COM 62541B10 6,958 242,340 SH DEFINED 1,2,5,6 242,340
MULTIMEDIA GAMES INC COM 62545310 2,729 533,047 SH DEFINED 1,2 533,047
MURPHY OIL CORP COM 62671710 426,370 7,406,114 SH DEFINED 1,2,5,6,7,8,10,12,13 7,406,114
MVC CAPITAL INC COM 55382910 3,687 419,958 SH DEFINED 1,2 419,958
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
MWI VETERINARY SUPPL COM 55402X10 9,073 227,118 SH DEFINED 1,2,6,8 227,118
MYERS INDS INC COM 62846410 7,782 722,533 SH DEFINED 1,2,5,8 722,533
MYLAN INC NOTE 1.25 628530AG 6,500 1,000,000 SH DEFINED 1,2 1,000,000
MYLAN INC COM 62853010 172,031 10,745,219 SH DEFINED 1,2,5,6,7,8,10,12,13 10,745,219
MYLAN INC PFD CONV 62853020 2,768 2,700 SH DEFINED 1,2 2,700
MYR GROUP INC DEL COM 55405W10 6,715 318,405 SH DEFINED 1,2,6,8 318,405
MYRIAD GENETICS INC COM 62855J10 50,676 1,848,820 SH DEFINED 1,2,5,6,7,8,10,12,13 1,848,820
MYRIAD PHARMACEUTICA COM 62856H10 3,283 560,305 SH DEFINED 1,2,5,6,8 560,305
NABI BIOPHARMACEUTIC COM 62951910 3,716 1,035,003 SH DEFINED 1,2,5,6 1,035,003
NABORS INDS INC NOTE 0.94 629568AP 2,802 2,900,000 SH DEFINED 1,2 2,900,000
NABORS INDUSTRIES LT SHS G6359F10 222,873 10,663,801 SH DEFINED 1,2,5,6,7,8,10,12,13 10,663,801
NACCO INDS INC CL A 62957910 7,097 118,141 SH DEFINED 1,2,5 118,141
NALCO HOLDING COMPAN COM 62985Q10 30,905 1,508,284 SH DEFINED 1,2,5,6,8,10 1,508,284
NAM TAI ELECTRS INC COM PAR $0 62986520 76 14,069 SH DEFINED 1,5,6 14,069
NANOMETRICS INC COM 63007710 67 10,239 SH DEFINED 1 10,239
NANOPHASE TCHNOLOGIE COM 63007910 18 15,558 SH DEFINED 1 15,558
NANOSPHERE INC COM 63009F10 1,516 211,774 SH DEFINED 1,2 211,774
NAPCO SEC TECHNOLOGI COM 63040210 19 14,409 SH DEFINED 1 14,409
NARA BANCORP INC COM 63080P10 3,522 506,708 SH DEFINED 1,2 506,708
NASB FINL INC COM 62896810 1,873 71,234 SH DEFINED 1,2 71,234
NASDAQ OMX GROUP INC COM 63110310 111,158 5,280,684 SH DEFINED 1,2,5,6,7,8,10,12,13 5,280,684
NASH FINCH CO COM 63115810 10,832 396,199 SH DEFINED 1,2,5,7,8 396,199
NATCO GROUP INC CL A 63227W20 19,254 434,833 SH DEFINED 1,2,5,6,8 434,833
NATIONAL BANKSHARES COM 63486510 3,619 142,210 SH DEFINED 1,2 142,210
NATIONAL BEVERAGE CO COM 63501710 2,872 249,538 SH DEFINED 1,2,8 249,538
NATIONAL BK GREECE S SPONSORED 63364340 3,800 527,068 SH DEFINED 1,2 527,068
NATIONAL CINEMEDIA I COM 63530910 15,603 919,445 SH DEFINED 1,2,5,6,8 919,445
NATIONAL CITY CORP NOTE 4.00 635405AW 2,065 2,050,000 SH DEFINED 1,2 2,050,000
NATIONAL COAL CORP COM NEW 63238120 18 14,700 SH DEFINED 1 14,700
NATIONAL FINL PARTNE COM 63607P20 8,855 1,015,426 SH DEFINED 1,2,5,8 1,015,426
NATIONAL FUEL GAS CO COM 63618010 81,046 1,769,175 SH DEFINED 1,2,5,6,8,10 1,769,175
NATIONAL GRID PLC SPON ADR N 63627430 467 9,576 SH DEFINED 1 9,576
NATIONAL HEALTH INVS COM 63633D10 18,668 589,823 SH DEFINED 1,2,3,5,8 589,823
NATIONAL HEALTHCARE COM 63590610 6,291 168,709 SH DEFINED 1,2,3,5,6,8 168,709
NATIONAL INSTRS CORP COM 63651810 31,776 1,150,065 SH DEFINED 1,2,5,6,8,10 1,150,065
NATIONAL INTERSTATE COM 63654U10 2,296 131,175 SH DEFINED 1,2,5 131,175
NATIONAL OILWELL VAR COM 63707110 777,195 18,019,819 SH DEFINED 1,2,5,6,7,8,10,12,13 18,019,819
NATIONAL PENN BANCSH COM 63713810 42,027 6,878,375 SH DEFINED 1,2,5,8 6,878,375
NATIONAL PRESTO INDS COM 63721510 11,920 137,785 SH DEFINED 1,2,5,6,8 137,785
NATIONAL RESEARCH CO COM 63737210 498 20,624 SH DEFINED 1,2 20,624
NATIONAL RETAIL PROP NOTE 3.95 637417AA 8,367 7,875,000 SH DEFINED 5 7,875,000
NATIONAL RETAIL PROP COM 63741710 46,286 2,155,868 SH DEFINED 1,2,3,5,6,8 2,155,868
NATIONAL SEMICONDUCT COM 63764010 120,626 8,453,112 SH DEFINED 1,2,5,6,7,8,10,12,13 8,453,112
NATIONAL WESTN LIFE CL A 63852210 8,431 47,907 SH DEFINED 1,2,8 47,907
NATIONWIDE HEALTH PP COM 63862010 107,135 3,457,097 SH DEFINED 1,2,3,5,6,8,10 3,457,097
NATURAL GAS SERVICES COM 63886Q10 3,968 225,188 SH DEFINED 1,2 225,188
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NATURAL RESOURCE PAR COM UNIT L 63900P10 728 34,879 SH DEFINED 1,2 34,879
NATUS MEDICAL INC DE COM 63905010 9,101 589,809 SH DEFINED 1,2,5,6,8 589,809
NAUTILUS INC COM 63910B10 176 103,415 SH DEFINED 1 103,415
NAVARRE CORP COM 63920810 67 30,537 SH DEFINED 1 30,537
NAVIGANT CONSULTING COM 63935N10 20,510 1,519,264 SH DEFINED 1,2,5,6,8 1,519,264
NAVIGATORS GROUP INC COM 63890410 15,743 286,228 SH DEFINED 1,2,5,6,8 286,228
NAVIOS MARITIME PART UNIT LPI Y6226710 121 10,100 SH DEFINED 1 10,100
NAVISITE INC COM NEW 63935M20 32 14,820 SH DEFINED 1 14,820
NAVISTAR INTL CORP N COM 63934E10 27,618 738,053 SH DEFINED 1,2,5,6,7,8,10 738,053
NBT BANCORP INC COM 62877810 18,817 834,822 SH DEFINED 1,2,5,8 834,822
NBTY INC COM 62878210 45,298 1,144,473 SH DEFINED 1,2,5,6,8,10 1,144,473
NCI BUILDING SYS INC COM 62885210 1,371 428,537 SH DEFINED 1,2 428,537
NCI INC CL A 62886K10 3,561 124,238 SH DEFINED 1,2,6 124,238
NCR CORP NEW COM 62886E10 46,589 3,371,148 SH DEFINED 1,2,5,6,8,10,12 3,371,148
NEENAH PAPER INC COM 64007910 4,058 344,752 SH DEFINED 1,2 344,752
NEKTAR THERAPEUTICS COM 64026810 21,552 2,212,761 SH DEFINED 1,2,5,6,8 2,212,761
NELNET INC CL A 64031N10 5,791 465,484 SH DEFINED 1,2,5,8 465,484
NEOGEN CORP COM 64049110 8,984 278,230 SH DEFINED 1,2,6,8 278,230
NESS TECHNOLOGIES IN COM 64104X10 6,589 835,098 SH DEFINED 1,2 835,098
NET 1 UEPS TECHNOLOG COM NEW 64107N20 14,826 707,336 SH DEFINED 1,2,5,8 707,336
NET SERVICOS DE COMU SPONSD ADR 64109T20 647 56,160 SH DEFINED 1,6 56,160
NETAPP INC NOTE 1.75 64110DAB 2,760 2,550,000 SH DEFINED 1,2 2,550,000
NETAPP INC COM 64110D10 360,737 13,520,876 SH DEFINED 1,2,5,6,7,8,10,12,13 13,520,876
NETEASE COM INC SPONSORED 64110W10 19,118 418,525 SH DEFINED 1,2,5,6 418,525
NETEZZA CORP COM 64111N10 9,189 817,507 SH DEFINED 1,2,6,8 817,507
NETFLIX INC COM 64110L10 56,768 1,229,536 SH DEFINED 1,2,5,6,7,8,10 1,229,536
NETGEAR INC COM 64111Q10 14,889 811,380 SH DEFINED 1,2,5,6,8 811,380
NETLOGIC MICROSYSTEM COM 64118B10 15,741 349,789 SH DEFINED 1,2,5,6,8 349,789
NETSCOUT SYS INC COM 64115T10 8,242 610,091 SH DEFINED 1,2,6,8 610,091
NETSUITE INC COM 64118Q10 4,584 299,602 SH DEFINED 1,2,5,6 299,602
NETWORK ENGINES INC COM 64121A10 49 43,757 SH DEFINED 1 43,757
NETWORK EQUIP TECHNO COM 64120810 3,713 513,567 SH DEFINED 1,2,5 513,567
NEURALSTEM INC COM 64127R30 18 11,400 SH DEFINED 1 11,400
NEUROCRINE BIOSCIENC COM 64125C10 2,641 865,858 SH DEFINED 1,2,6 865,858
NEUROGEN CORP COM 64124E10 5 20,234 SH DEFINED 1 20,234
NEUROGESX INC COM 64125210 1,247 155,920 SH DEFINED 1,2 155,920
NEUSTAR INC CL A 64126X20 35,086 1,552,480 SH DEFINED 1,2,5,6,8,10 1,552,480
NEUTRAL TANDEM INC COM 64128B10 15,130 664,766 SH DEFINED 1,2,5,6,8 664,766
NEVADA GOLD & CASINO COM NEW 64126Q20 39 32,200 SH DEFINED 1 32,200
NEW FRONTIER MEDIA I COM 64439810 54 25,324 SH DEFINED 1 25,324
NEW JERSEY RES COM 64602510 37,139 1,022,820 SH DEFINED 1,2,5,8 1,022,820
NEW ORIENTAL ED & TE SPON ADR 64758110 13,340 165,817 SH DEFINED 1,2,6,7 165,817
NEW YORK & CO INC COM 64929510 3,616 706,196 SH DEFINED 1,2,5,6 706,196
NEW YORK CMNTY BANCO COM 64944510 98,853 8,656,109 SH DEFINED 1,2,5,6,7,8,10,12,13 8,656,109
NEW YORK TIMES CO CL A 65011110 28,809 3,547,887 SH DEFINED 1,2,5,6,8,10,12,13 3,547,887
NEWALLIANCE BANCSHAR COM 65020310 37,967 3,548,307 SH DEFINED 1,2,5,6,8 3,548,307
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NEWBRIDGE BANCORP COM 65080T10 56 20,558 SH DEFINED 1 20,558
NEWCASTLE INVT CORP COM 65105M10 168 56,460 SH DEFINED 1 56,460
NEWELL RUBBERMAID IN COM 65122910 167,622 10,683,383 SH DEFINED 1,2,5,6,7,8,10,12,13 10,683,383
NEWFIELD EXPL CO COM 65129010 143,204 3,364,754 SH DEFINED 1,2,5,6,7,8,10,12,13 3,364,754
NEWMARKET CORP COM 65158710 24,908 267,711 SH DEFINED 1,2,5,6,8 267,711
NEWMONT MINING CORP NOTE 1.25 651639AH 2,261 1,900,000 SH DEFINED 1,2 1,900,000
NEWMONT MINING CORP NOTE 1.62 651639AJ 760 650,000 SH DEFINED 2 650,000
NEWMONT MINING CORP COM 65163910 760,995 17,287,487 SH DEFINED 1,2,5,6,7,8,10,12,13 17,287,487
NEWPARK RES INC COM PAR $. 65171850 5,917 1,843,403 SH DEFINED 1,2,5,8 1,843,403
NEWPORT CORP COM 65182410 6,667 761,064 SH DEFINED 1,2,5,8 761,064
NEWS CORP CL A 65248E10 828,123 69,241,083 SH DEFINED 1,2,5,6,7,8,10,12,13 69,241,083
NEWS CORP CL B 65248E20 33,384 2,386,300 SH DEFINED 1,2,5,6,7,8,10,12,13 2,386,300
NEWSTAR FINANCIAL IN COM 65251F10 1,765 536,546 SH DEFINED 1,2 536,546
NEXMED INC COM 65290310 3 15,000 SH DEFINED 1 15,000
NEXSTAR BROADCASTING CL A 65336K10 37 10,746 SH DEFINED 1 10,746
NEXTWAVE WIRELESS IN COM 65337Y10 61 67,900 SH DEFINED 1 67,900
NGAS RESOURCES INC COM 62912T10 67 27,960 SH DEFINED 1 27,960
NGP CAP RES CO COM 62912R10 2,893 398,532 SH DEFINED 1,2 398,532
NIC INC COM 62914B10 8,902 1,001,400 SH DEFINED 1,2,6,8 1,001,400
NICE SYS LTD SPONSORED 65365610 523 17,185 SH DEFINED 1,6 17,185
NICOR INC COM 65408610 73,309 2,003,532 SH DEFINED 1,2,5,6,8,10,12,13 2,003,532
NIGHTHAWK RADIOLOGY COM 65411N10 4,454 615,977 SH DEFINED 1,2 615,977
NII HLDGS INC NOTE 3.12 62913FAJ 1,485 1,700,000 SH DEFINED 1,2 1,700,000
NII HLDGS INC CL B NEW 62913F20 89,616 2,981,242 SH DEFINED 1,2,5,6,7,8,10,12,13 2,981,242
NIKE INC CL B 65410610 791,808 12,238,151 SH DEFINED 1,2,5,6,7,8,10,12,13 12,238,151
NIPPON TELEG & TEL C SPONSORED 65462410 247 10,724 SH DEFINED 1 10,724
NISOURCE INC COM 65473P10 159,240 11,464,392 SH DEFINED 1,2,5,6,7,8,10,12,13 11,464,392
NIVS INTELLIMEDIA TE COM 62914U10 222 82,895 SH DEFINED 1,2 82,895
NL INDS INC COM NEW 62915640 964 143,898 SH DEFINED 1,2,5 143,898
NMT MED INC COM 62929410 31 15,242 SH DEFINED 1 15,242
NN INC COM 62933710 50 10,878 SH DEFINED 1 10,878
NOBEL LEARNING CMNTY COM 65488910 611 65,176 SH DEFINED 1,2 65,176
NOBLE CORPORATION BA NAMEN -AKT H5833N10 69,664 1,835,203 SH DEFINED 1,2,5,6,7,8,10,12,13 1,835,203
NOBLE ENERGY INC COM 65504410 437,386 6,631,073 SH DEFINED 1,2,5,6,7,8,10,12,13 6,631,073
NOKIA CORP SPONSORED 65490220 5,857 400,597 SH DEFINED 1,2 400,597
NOMURA HLDGS INC SPONSORED 65535H20 365 59,690 SH DEFINED 1,2 59,690
NORDIC AMERICAN TANK COM G6577310 22,992 777,296 SH DEFINED 1,2,5 777,296
NORDSON CORP COM 65566310 60,919 1,086,100 SH DEFINED 1,2,5,6,8 1,086,100
NORDSTROM INC COM 65566410 174,257 5,705,853 SH DEFINED 1,2,5,6,7,8,10,12,13 5,705,853
NORFOLK SOUTHERN COR COM 65584410 528,394 12,256,887 SH DEFINED 1,2,5,6,7,8,10,12,13 12,256,887
NORTH AMERN GALVANZN COM 65686Y10 1,231 202,719 SH DEFINED 1,2 202,719
NORTHEAST CMNTY BANC COM 66411210 659 89,336 SH DEFINED 1,2 89,336
NORTHEAST UTILS COM 66439710 161,766 6,814,070 SH DEFINED 1,2,5,6,7,8,10,12,13 6,814,070
NORTHERN OIL & GAS I COM 66553110 4,196 499,576 SH DEFINED 1,2,6 499,576
NORTHERN TR CORP COM 66585910 521,781 8,971,472 SH DEFINED 1,2,5,6,7,8,10,12,13 8,971,472
NORTHFIELD BANCORP I COM 66611L10 5,008 391,241 SH DEFINED 1,2,8 391,241
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
NORTHRIM BANCORP INC COM 66676210 1,552 101,753 SH DEFINED 1,2 101,753
NORTHROP GRUMMAN COR COM 66680710 1,699,390 32,838,452 SH DEFINED 1,2,5,6,7,8,10,12,13 32,838,452
NORTHSTAR RLTY FIN C COM 66704R10 5,136 1,463,364 SH DEFINED 1,2,5 1,463,364
NORTHWEST BANCORP IN COM 66732810 8,061 352,951 SH DEFINED 1,2,5,8 352,951
NORTHWEST NAT GAS CO COM 66765510 46,824 1,123,961 SH DEFINED 1,2,5,8 1,123,961
NORTHWEST PIPE CO COM 66774610 6,344 189,191 SH DEFINED 1,2,5,6,8 189,191
NORTHWESTERN CORP COM NEW 66807430 22,484 920,335 SH DEFINED 1,2,5,8 920,335
NORWOOD FINANCIAL CO COM 66954910 1,051 33,801 SH DEFINED 1,2 33,801
NOVAMED INC DEL COM 66986W10 1,367 301,716 SH DEFINED 1,2 301,716
NOVARTIS A G SPONSORED 66987V10 4,511 89,547 SH DEFINED 1,2,5 89,547
NOVATEL WIRELESS INC COM NEW 66987M60 8,342 734,312 SH DEFINED 1,2,5,6,8 734,312
NOVAVAX INC COM 67000210 4,553 1,149,741 SH DEFINED 1,2 1,149,741
NOVELL INC COM 67000610 49,911 11,066,667 SH DEFINED 1,2,5,6,8,10,12,13 11,066,667
NOVELLUS SYS INC COM 67000810 63,240 3,014,303 SH DEFINED 1,2,5,6,8,10,12,13 3,014,303
NOVO-NORDISK A S ADR 67010020 353 5,610 SH DEFINED 1 5,610
NPS PHARMACEUTICALS COM 62936P10 4,430 1,101,954 SH DEFINED 1,2,6 1,101,954
NRG ENERGY INC COM NEW 62937750 117,250 4,159,282 SH DEFINED 1,2,5,6,7,8,10,12,13 4,159,282
NSTAR COM 67019E10 81,896 2,573,718 SH DEFINED 1,2,5,6,7,8,10,12,13 2,573,718
NTELOS HLDGS CORP COM 67020Q10 10,383 587,953 SH DEFINED 1,2,5,8 587,953
NTT DOCOMO INC SPONS ADR 62942M20 1,478 93,169 SH DEFINED 1,2 93,169
NU HORIZONS ELECTRS COM 66990810 88 22,148 SH DEFINED 1 22,148
NU SKIN ENTERPRISES CL A 67018T10 22,541 1,216,443 SH DEFINED 1,2,5,8 1,216,443
NUANCE COMMUNICATION COM 67020Y10 44,357 2,965,046 SH DEFINED 1,2,5,6,7,8,10,12,13 2,965,046
NUCOR CORP COM 67034610 568,134 12,085,392 SH DEFINED 1,2,5,6,7,8,10,12,13 12,085,392
NUSTAR ENERGY LP UNIT COM 67058H10 1,148 22,136 SH DEFINED 1,2 22,136
NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 740 29,834 SH DEFINED 1,2 29,834
NUTRACEUTICAL INTL C COM 67060Y10 2,115 187,692 SH DEFINED 1,2 187,692
NUTRI SYS INC NEW COM 67069D10 10,603 694,855 SH DEFINED 1,2,5,6,8 694,855
NUVASIVE INC COM 67070410 31,522 754,831 SH DEFINED 1,2,5,6,8 754,831
NV ENERGY INC COM 67073Y10 70,178 6,055,090 SH DEFINED 1,2,5,6,8,10 6,055,090
NVE CORP COM NEW 62944520 4,240 79,760 SH DEFINED 1,2 79,760
NVIDIA CORP COM 67066G10 289,335 19,250,496 SH DEFINED 1,2,5,6,7,8,10,12,13 19,250,496
NVR INC COM 62944T10 128,232 201,190 SH DEFINED 1,2,5,6,8,10,12 201,190
NXSTAGE MEDICAL INC COM 67072V10 3,472 518,921 SH DEFINED 1,2 518,921
NYFIX INC COM 67071210 22 13,172 SH DEFINED 1 13,172
NYMAGIC INC COM 62948410 1,763 102,153 SH DEFINED 1,2 102,153
NYSE EURONEXT COM 62949110 272,742 9,440,702 SH DEFINED 1,2,5,6,7,8,10,12,13 9,440,702
O CHARLEYS INC COM 67082310 5,321 567,858 SH DEFINED 1,2,5 567,858
O REILLY AUTOMOTIVE COM 68609110 162,079 4,484,761 SH DEFINED 1,2,5,6,7,8,10,12,13 4,484,761
OBAGI MEDICAL PRODUC COM 67423R10 4,572 394,115 SH DEFINED 1,2 394,115
OCCAM NETWORKS INC COM NEW 67457P30 58 15,798 SH DEFINED 1 15,798
OCCIDENTAL PETE CORP COM 67459910 2,292,796 29,244,843 SH DEFINED 1,2,5,6,7,8,10,12,13 29,244,843
OCEAN SHORE HLDG CO COM 67501P10 89 12,500 SH DEFINED 1 12,500
OCEANEERING INTL INC COM 67523210 70,726 1,246,275 SH DEFINED 1,2,5,6,8,10 1,246,275
OCEANFIRST FINL CORP COM 67523410 2,738 236,030 SH DEFINED 1,2 236,030
OCEANFREIGHT INC SHS Y6420210 68 50,551 SH DEFINED 1 50,551
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
OCH ZIFF CAP MGMT GR CL A 67551U10 884 72,640 SH DEFINED 1,2,8 72,640
OCLARO INC COM 67555N10 184 167,055 SH DEFINED 1 167,055
OCULUS INNOVATIVE SC COM 67575P10 26 10,600 SH DEFINED 1 10,600
OCWEN FINL CORP COM NEW 67574630 15,224 1,344,863 SH DEFINED 1,2,5,8 1,344,863
ODYSSEY HEALTHCARE I COM 67611V10 10,241 819,289 SH DEFINED 1,2,5,8 819,289
ODYSSEY MARINE EXPLO COM 67611810 1,908 1,025,622 SH DEFINED 1,2,5 1,025,622
ODYSSEY RE HLDGS COR COM 67612W10 11,536 177,997 SH DEFINED 1,2,5,8,10 177,997
OFFICE DEPOT INC COM 67622010 69,193 10,452,058 SH DEFINED 1,2,5,6,8,10,12,13 10,452,058
OFFICEMAX INC DEL COM 67622P10 37,678 2,995,058 SH DEFINED 1,2,5,6,8 2,995,058
OGE ENERGY CORP COM 67083710 61,927 1,872,031 SH DEFINED 1,2,5,6,8,10 1,872,031
OHIO VY BANC CORP COM 67771910 1,917 72,343 SH DEFINED 1,2 72,343
OIL DRI CORP AMER COM 67786410 1,118 77,117 SH DEFINED 1,2 77,117
OIL STS INTL INC COM 67802610 38,609 1,099,020 SH DEFINED 1,2,5,6,8,10 1,099,020
OILSANDS QUEST INC COM 67804610 4,612 4,081,428 SH DEFINED 1,2,5,8 4,081,428
OLD DOMINION FGHT LI COM 67958010 19,505 640,976 SH DEFINED 1,2,5,6,8 640,976
OLD NATL BANCORP IND COM 68003310 30,007 2,679,209 SH DEFINED 1,2,5,8 2,679,209
OLD POINT FINL CORP COM 68019410 418 25,084 SH DEFINED 1,2 25,084
OLD REP INTL CORP COM 68022310 69,189 5,680,509 SH DEFINED 1,2,5,6,7,8,10,12,13 5,680,509
OLD SECOND BANCORP I COM 68027710 1,544 269,502 SH DEFINED 1,2 269,502
OLIN CORP COM PAR $1 68066520 122,246 7,009,542 SH DEFINED 1,2,5,8 7,009,542
OLYMPIC STEEL INC COM 68162K10 5,806 202,377 SH DEFINED 1,2,5 202,377
OM GROUP INC COM 67087210 27,064 890,567 SH DEFINED 1,2,5,8 890,567
OMEGA FLEX INC COM 68209510 810 48,328 SH DEFINED 1,2 48,328
OMEGA HEALTHCARE INV COM 68193610 41,603 2,596,919 SH DEFINED 1,2,3,5,8 2,596,919
OMEGA PROTEIN CORP COM 68210P10 1,662 342,740 SH DEFINED 1,2 342,740
OMNI ENERGY SERVICES COM NEW 68210T20 43 28,027 SH DEFINED 1,2 28,027
OMNICARE INC DBCV 3.25 681904AL 912 1,188,000 SH DEFINED 2 1,188,000
OMNICARE INC COM 68190410 71,512 3,175,478 SH DEFINED 1,2,5,6,7,8,10,12,13 3,175,478
OMNICELL INC COM 68213N10 7,136 640,534 SH DEFINED 1,2,5,6,8 640,534
OMNICOM GROUP INC NOTE 681919AT 2,504 2,536,000 SH DEFINED 5 2,536,000
OMNICOM GROUP INC COM 68191910 366,535 9,922,438 SH DEFINED 1,2,5,6,7,8,10,12,13 9,922,438
OMNITURE INC COM 68212S10 32,850 1,532,164 SH DEFINED 1,2,5,6,8 1,532,164
OMNIVISION TECHNOLOG COM 68212810 17,729 1,088,988 SH DEFINED 1,2,5,6,8 1,088,988
OMNOVA SOLUTIONS INC COM 68212910 5,936 916,093 SH DEFINED 1,2 916,093
ON ASSIGNMENT INC COM 68215910 5,591 955,734 SH DEFINED 1,2 955,734
ON SEMICONDUCTOR COR COM 68218910 42,126 5,106,157 SH DEFINED 1,2,5,6,8,10 5,106,157
ON2 TECHNOLOGIES INC COM 68338A10 67 114,248 SH DEFINED 1 114,248
ONCOGENEX PHARMACEUT COM 68230A10 3,008 83,564 SH DEFINED 1,2 83,564
ONE LIBERTY PPTYS IN COM 68240610 194 21,549 SH DEFINED 1,2 21,549
ONEBEACON INSURANCE CL A G6774210 2,588 188,321 SH DEFINED 1,2,5,8,10 188,321
ONEOK INC NEW COM 68268010 103,619 2,829,577 SH DEFINED 1,2,5,6,7,8,10,12,13 2,829,577
ONEOK PARTNERS LP UNIT LTD P 68268N10 1,788 33,789 SH DEFINED 1,2 33,789
ONLINE RES CORP COM 68273G10 3,109 503,865 SH DEFINED 1,2 503,865
ONYX PHARMACEUTICALS COM 68339910 52,580 1,754,433 SH DEFINED 1,2,5,6,8 1,754,433
OPEN JT STK CO-VIMPE SPONSORED 68370R10 71,741 3,836,437 SH DEFINED 1,2,5,6,7,8,10 3,836,437
OPEN TEXT CORP COM 68371510 436 11,684 SH DEFINED 1,2,5 11,684
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
OPENTABLE INC COM 68372A10 1,205 43,732 SH DEFINED 1,2 43,732
OPENTV CORP CL A G6754310 1,861 1,348,441 SH DEFINED 1 1,348,441
OPENWAVE SYS INC COM NEW 68371830 3,904 1,501,630 SH DEFINED 1,2 1,501,630
OPKO HEALTH INC COM 68375N10 1,563 685,373 SH DEFINED 1,2,6 685,373
OPLINK COMMUNICATION COM NEW 68375Q40 5,765 397,038 SH DEFINED 1,2,6,8 397,038
OPNET TECHNOLOGIES I COM 68375710 2,400 219,564 SH DEFINED 1,2,5,6,8 219,564
OPNEXT INC COM 68375V10 1,385 472,753 SH DEFINED 1,2,5,6 472,753
OPPENHEIMER HLDGS IN CL A NON V 68379710 4,223 173,410 SH DEFINED 1,2 173,410
OPTIMER PHARMACEUTIC COM 68401H10 7,103 525,006 SH DEFINED 1,2,8 525,006
OPTIONSXPRESS HLDGS COM 68401010 22,061 1,276,657 SH DEFINED 1,2,5,6,8 1,276,657
ORACLE CORP COM 68389X10 2,809,024 134,790,017 SH DEFINED 1,2,5,6,7,8,10,12,13 134,790,017
ORASURE TECHNOLOGIES COM 68554V10 2,766 953,822 SH DEFINED 1,2,6 953,822
ORBCOMM INC COM 68555P10 53 19,400 SH DEFINED 1 19,400
ORBITAL SCIENCES COR COM 68556410 19,123 1,277,402 SH DEFINED 1,2,5,6,8 1,277,402
ORBITZ WORLDWIDE INC COM 68557K10 4,247 687,136 SH DEFINED 1,2,5 687,136
ORBOTECH LTD ORD M7525310 854 90,373 SH DEFINED 1,2,5,6 90,373
ORCHID CELLMARK INC COM 68573C10 32 18,796 SH DEFINED 1 18,796
ORCHIDS PAPER PRODS COM 68572N10 1,422 71,090 SH DEFINED 1,2 71,090
OREXIGEN THERAPEUTIC COM 68616410 4,715 478,713 SH DEFINED 1,2,6 478,713
ORIENTAL FINL GROUP COM 68618W10 9,512 748,959 SH DEFINED 1,2,5,8 748,959
ORIENT-EXPRESS HOTEL CL A G6774310 16,783 1,458,129 SH DEFINED 1,2,5,6,8 1,458,129
ORION ENERGY SYSTEMS COM 68627510 816 260,734 SH DEFINED 1,2,6 260,734
ORION MARINE GROUP I COM 68628V30 9,784 476,356 SH DEFINED 1,2,6,8 476,356
ORITANI FINL CORP COM 68632310 2,852 209,077 SH DEFINED 1,2,5,6 209,077
ORIX CORP SPONSORED 68633010 393 12,923 SH DEFINED 1,2 12,923
ORMAT TECHNOLOGIES I COM 68668810 7,955 194,869 SH DEFINED 1,2,5,6,8,10 194,869
ORRSTOWN FINL SVCS I COM 68738010 3,633 94,010 SH DEFINED 1,2 94,010
ORTHOFIX INTL N V COM N6748L10 9,852 335,232 SH DEFINED 1,2,5,6,8 335,232
ORTHOLOGIC CORP COM 68750J10 34 43,076 SH DEFINED 1 43,076
ORTHOVITA INC COM 68750U10 5,382 1,225,988 SH DEFINED 1,2,6,8 1,225,988
OSHKOSH CORP COM 68823920 76,313 2,467,282 SH DEFINED 1,2,5,6,7,8,10 2,467,282
OSI PHARMACEUTICALS NOTE 3.25 671040AD 7,210 7,711,000 SH DEFINED 5 7,711,000
OSI PHARMACEUTICALS COM 67104010 55,537 1,573,290 SH DEFINED 1,2,5,6,8,10 1,573,290
OSI SYSTEMS INC COM 67104410 6,743 368,678 SH DEFINED 1,2,5,6,8 368,678
OSIRIS THERAPEUTICS COM 68827R10 2,006 301,143 SH DEFINED 1,2,6 301,143
OSTEOTECH INC COM 68858210 201 45,129 SH DEFINED 1 45,129
OTTER TAIL CORP COM 68964810 17,622 736,389 SH DEFINED 1,2,5,8 736,389
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,681 256,971 SH DEFINED 1,2,8 256,971
OVERHILL FARMS INC COM 69021210 1,432 236,647 SH DEFINED 1,2 236,647
OVERLAND STORAGE INC COM 69031010 18 17,450 SH DEFINED 1 17,450
OVERSEAS SHIPHOLDING COM 69036810 18,681 499,903 SH DEFINED 1,2,5,8,10 499,903
OVERSTOCK COM INC DE COM 69037010 4,315 294,169 SH DEFINED 1,2,5,6 294,169
OWENS & MINOR INC NE COM 69073210 55,874 1,234,790 SH DEFINED 1,2,5,8 1,234,790
OWENS CORNING NEW COM 69074210 60,596 2,699,172 SH DEFINED 1,2,5,6,8,10 2,699,172
OWENS ILL INC COM NEW 69076840 257,142 6,968,608 SH DEFINED 1,2,5,6,7,8,10,12,13 6,968,608
OXFORD INDS INC COM 69149730 7,955 403,792 SH DEFINED 1,2,5 403,792
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
OXIGENE INC COM 69182810 724 509,873 SH DEFINED 1,2 509,873
OYO GEOSPACE CORP COM 67107410 2,080 80,540 SH DEFINED 1,2,6 80,540
P C CONNECTION COM 69318J10 856 157,425 SH DEFINED 1,2 157,425
P F CHANGS CHINA BIS COM 69333Y10 24,214 712,797 SH DEFINED 1,2,5,6,8 712,797
P T TELEKOMUNIKASI I SPONSORED 71568410 1,698 47,550 SH DEFINED 1,2,6 47,550
PACCAR INC COM 69371810 443,358 11,757,031 SH DEFINED 1,2,5,6,7,8,10,12,13 11,757,031
PACER INTL INC TENN COM 69373H10 3,169 820,921 SH DEFINED 1,2,8 820,921
PACIFIC CAP BANCORP COM 69404P10 3,053 2,120,065 SH DEFINED 1,2,5,8 2,120,065
PACIFIC CONTINENTAL COM 69412V10 2,388 226,746 SH DEFINED 1,2 226,746
PACIFIC ETHANOL INC COM 69423U10 23 45,281 SH DEFINED 1 45,281
PACIFIC MERCANTILE B COM 69455210 41 13,518 SH DEFINED 1 13,518
PACIFIC PREMIER BANC COM 69478X10 43 10,000 SH DEFINED 1 10,000
PACIFIC SUNWEAR CALI COM 69487310 7,208 1,399,610 SH DEFINED 1,2,5,6,8 1,399,610
PACKAGING CORP AMER COM 69515610 44,104 2,161,963 SH DEFINED 1,2,5,6,8,10 2,161,963
PACTIV CORP COM 69525710 178,582 6,855,343 SH DEFINED 1,2,5,6,7,8,10,12,13 6,855,343
PACWEST BANCORP DEL COM 69526310 26,970 1,415,756 SH DEFINED 1,2,5,8 1,415,756
PAETEC HOLDING CORP COM 69545910 11,037 2,852,006 SH DEFINED 1,2,5,6,8 2,852,006
PAIN THERAPEUTICS IN COM 69562K10 3,842 759,209 SH DEFINED 1,2,6 759,209
PALATIN TECHNOLOGIES COM NEW 69607730 14 42,006 SH DEFINED 1 42,006
PALL CORP COM 69642930 131,834 4,084,070 SH DEFINED 1,2,5,6,7,8,10,12,13 4,084,070
PALM HARBOR HOMES COM 69663910 33 11,345 SH DEFINED 1 11,345
PALM INC NEW COM 69664310 73,825 4,228,212 SH DEFINED 1,2,5,6,8 4,228,212
PALOMAR MED TECHNOLO COM NEW 69752930 6,320 389,909 SH DEFINED 1,2,5,6,8 389,909
PANASONIC CORP ADR 69832A20 1,572 107,646 SH DEFINED 1 107,646
PANERA BREAD CO CL A 69840W10 37,041 673,478 SH DEFINED 1,2,5,6,8,10 673,478
PANHANDLE OIL AND GA CL A 69847710 2,757 129,074 SH DEFINED 1,2 129,074
PANTRY INC COM 69865710 8,481 540,849 SH DEFINED 1,2,5,8 540,849
PAPA JOHNS INTL INC COM 69881310 15,014 611,085 SH DEFINED 1,2,5,6,8 611,085
PAR PHARMACEUTICAL C COM 69888P10 19,634 912,771 SH DEFINED 1,2,5,6,8 912,771
PAR TECHNOLOGY CORP COM 69888410 730 114,444 SH DEFINED 1,2 114,444
PARAGON SHIPPING INC CL A 69913R30 122 28,878 SH DEFINED 1,2 28,878
PARALLEL PETE CORP D COM 69915710 2,465 777,574 SH DEFINED 1,2 777,574
PARAMETRIC TECHNOLOG COM NEW 69917320 47,343 3,425,685 SH DEFINED 1,2,5,6,8 3,425,685
PARAMOUNT GOLD & SIL COM 69924P10 1,131 825,629 SH DEFINED 1,2 825,629
PAREXEL INTL CORP COM 69946210 18,371 1,351,832 SH DEFINED 1,2,5,6,8 1,351,832
PARK ELECTROCHEMICAL COM 70041620 10,654 432,201 SH DEFINED 1,2,5,8 432,201
PARK NATL CORP COM 70065810 14,390 246,652 SH DEFINED 1,2,5,6,8 246,652
PARKER DRILLING CO COM 70108110 14,814 2,713,133 SH DEFINED 1,2,5,8 2,713,133
PARKER HANNIFIN CORP COM 70109410 278,610 5,374,412 SH DEFINED 1,2,5,6,7,8,10,12,13 5,374,412
PARKERVISION INC COM 70135410 1,865 455,892 SH DEFINED 1,2 455,892
PARKWAY PPTYS INC COM 70159Q10 15,291 776,217 SH DEFINED 1,2,3,5,8 776,217
PARLUX FRAGRANCES IN COM 70164510 29 13,631 SH DEFINED 1 13,631
PARTNERRE LTD COM G6852T10 63,078 819,840 SH DEFINED 1,2,5,6,7,8,10,12,13 819,840
PATRIOT COAL CORP COM 70336T10 26,916 2,288,797 SH DEFINED 1,2,5,6,8,12 2,288,797
PATRIOT TRANSN HLDG COM 70337B10 2,150 28,474 SH DEFINED 1,2,6 28,474
PATTERSON COMPANIES COM 70339510 82,222 3,017,330 SH DEFINED 1,2,5,6,7,8,10,12,13 3,017,330
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PATTERSON UTI ENERGY COM 70348110 76,469 5,064,144 SH DEFINED 1,2,5,6,7,8,10,12,13 5,064,144
PAYCHEX INC COM 70432610 300,316 10,337,914 SH DEFINED 1,2,5,6,7,8,10,12,13 10,337,914
PC MALL INC COM 69323K10 1,409 205,411 SH DEFINED 1,2 205,411
PC-TEL INC COM 69325Q10 3,359 537,379 SH DEFINED 1,2 537,379
PDF SOLUTIONS INC COM 69328210 81 23,083 SH DEFINED 1 23,083
PDL BIOPHARMA INC COM 69329Y10 21,622 2,743,956 SH DEFINED 1,2,5,6,8 2,743,956
PEABODY ENERGY CORP SDCV 4.75 704549AG 1,144 1,300,000 SH DEFINED 1,2 1,300,000
PEABODY ENERGY CORP COM 70454910 402,493 10,813,898 SH DEFINED 1,2,5,6,7,8,10,12,13 10,813,898
PEAPACK-GLADSTONE FI COM 70469910 2,654 165,279 SH DEFINED 1,2 165,279
PEARSON PLC SPONSORED 70501510 620 49,865 SH DEFINED 1 49,865
PEETS COFFEE & TEA I COM 70556010 6,943 245,949 SH DEFINED 1,2,6,8 245,949
PEGASYSTEMS INC COM 70557310 11,329 328,083 SH DEFINED 1,2,6,8 328,083
PENFORD CORP COM 70705110 155 21,605 SH DEFINED 1 21,605
PENN NATL GAMING INC COM 70756910 19,901 719,485 SH DEFINED 1,2,5,6,8,10 719,485
PENN VA CORP COM 70788210 27,259 1,189,812 SH DEFINED 1,2,5,8 1,189,812
PENN VA GP HLDGS L P COM UNIT R 70788P10 205 15,948 SH DEFINED 1,2 15,948
PENN VA RESOURCES PA COM 70788410 431 25,152 SH DEFINED 1,2 25,152
PENNANTPARK INVT COR COM 70806210 3,887 479,291 SH DEFINED 1,2 479,291
PENNEY J C INC COM 70816010 842,189 24,953,756 SH DEFINED 1,2,5,6,7,8,10,12,13 24,953,756
PENNICHUCK CORP COM NEW 70825420 1,570 72,151 SH DEFINED 1,2 72,151
PENNS WOODS BANCORP COM 70843010 1,987 62,078 SH DEFINED 1,2 62,078
PENNSYLVANIA RL ESTA SH BEN INT 70910210 11,976 1,573,743 SH DEFINED 1,2,3,5,8 1,573,743
PENNYMAC MTG INVT TR COM 70931T10 960 48,201 SH DEFINED 1,2 48,201
PENSKE AUTOMOTIVE GR COM 70959W10 31,111 1,622,038 SH DEFINED 1,2,5,7,8,10 1,622,038
PENSON WORLDWIDE INC COM 70960010 4,204 431,577 SH DEFINED 1,2 431,577
PENTAIR INC COM 70963110 70,271 2,380,467 SH DEFINED 1,2,5,6,7,8,10,12,13 2,380,467
PENWEST PHARMACEUTIC COM 70975410 74 35,581 SH DEFINED 1 35,581
PEOPLES BANCORP INC COM 70978910 3,662 280,631 SH DEFINED 1,2,5,8 280,631
PEOPLES FINL CORP MI COM 71103B10 1,207 64,882 SH DEFINED 1,2 64,882
PEOPLES UNITED FINAN COM 71270410 210,879 13,552,643 SH DEFINED 1,2,5,6,7,8,10,12,13 13,552,643
PEP BOYS MANNY MOE & COM 71327810 10,589 1,083,780 SH DEFINED 1,2,5,8 1,083,780
PEPCO HOLDINGS INC COM 71329110 136,549 9,176,652 SH DEFINED 1,2,5,6,7,8,10,12,13 9,176,652
PEPSI BOTTLING GROUP COM 71340910 202,053 5,544,802 SH DEFINED 1,2,5,6,7,8,10,12,13 5,544,802
PEPSIAMERICAS INC COM 71343P20 40,741 1,426,500 SH DEFINED 1,2,5,6,7,8,10,12 1,426,500
PEPSICO INC COM 71344810 3,025,609 51,578,746 SH DEFINED 1,2,5,6,7,8,10,12,13 51,578,746
PEREGRINE PHARMACEUT COM 71366110 201 290,915 SH DEFINED 1,5 290,915
PERFICIENT INC COM 71375U10 6,555 792,611 SH DEFINED 1,2,5,6,8 792,611
PERFORMANCE TECHNOLO COM 71376K10 47 16,379 SH DEFINED 1 16,379
PERICOM SEMICONDUCTO COM 71383110 6,979 711,375 SH DEFINED 1,2,5,6,8 711,375
PERKINELMER INC COM 71404610 65,892 3,424,733 SH DEFINED 1,2,5,6,8,10,12,13 3,424,733
PERMA-FIX ENVIRONMEN COM 71415710 1,919 820,236 SH DEFINED 1,2 820,236
PEROT SYS CORP CL A 71426510 58,793 1,979,569 SH DEFINED 1,2,5,6,8 1,979,569
PERRIGO CO COM 71429010 66,232 1,948,581 SH DEFINED 1,2,5,6,7,8,10,12,13 1,948,581
PERVASIVE SOFTWARE I COM 71571010 1,120 226,197 SH DEFINED 1,2 226,197
PETMED EXPRESS INC COM 71638210 8,956 475,128 SH DEFINED 1,2,5,6,8 475,128
PETROCHINA CO LTD SPONSORED 71646E10 712 6,255 SH DEFINED 1,6 6,255
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PETROHAWK ENERGY COR COM 71649510 110,657 4,570,696 SH DEFINED 1,2,5,6,7,8,10,12,13 4,570,696
PETROLEO BRASILEIRO SP ADR NON 71654V10 236,416 6,014,145 SH DEFINED 1,2,4,6,7,8 6,014,145
PETROLEO BRASILEIRO SPONSORED 71654V40 228,084 4,969,144 SH DEFINED 1,2,4,5,6,7 4,969,144
PETROLEUM DEV CORP COM 71657810 9,646 516,934 SH DEFINED 1,2,5,8 516,934
PETROQUEST ENERGY IN COM 71674810 7,178 1,106,072 SH DEFINED 1,2,5,8 1,106,072
PETSMART INC COM 71676810 75,224 3,458,573 SH DEFINED 1,2,5,6,7,8,10,12,13 3,458,573
PFIZER INC COM 71708110 3,842,798 232,193,254 SH DEFINED 1,2,5,6,7,8,10,12,13 232,193,254
PG&E CORP NOTE 9.50 69331CAD 135,813 50,000,000 SH DEFINED 5 50,000,000
PG&E CORP COM 69331C10 567,169 14,007,625 SH DEFINED 1,2,5,6,7,8,10,12,13 14,007,625
PGT INC COM 69336V10 43 15,057 SH DEFINED 1 15,057
PHARMACEUTICAL PROD COM 71712410 56,100 2,556,962 SH DEFINED 1,2,5,6,7,8,10,12,13 2,556,962
PHARMACYCLICS INC COM 71693310 62 31,547 SH DEFINED 1 31,547
PHARMASSET INC COM 71715N10 8,352 395,060 SH DEFINED 1,2,6,8 395,060
PHARMERICA CORP COM 71714F10 13,810 743,667 SH DEFINED 1,2,5,6,8 743,667
PHASE FORWARD INC COM 71721R40 13,059 930,136 SH DEFINED 1,2,5,6,8 930,136
PHC INC MASS CL A 69331510 15 12,193 SH DEFINED 1 12,193
PHH CORP COM NEW 69332020 36,786 1,854,126 SH DEFINED 1,2,5,8 1,854,126
PHI INC COM NON VT 69336T20 5,498 271,106 SH DEFINED 1,2,5 271,106
PHILIP MORRIS INTL I COM 71817210 3,685,018 75,605,618 SH DEFINED 1,2,5,6,7,8,10,12,13 75,605,618
PHILIPPINE LONG DIST SPONSORED 71825260 60,301 1,173,177 SH DEFINED 1,2,4,5,6,7 1,173,177
PHILLIPS VAN HEUSEN COM 71859210 47,248 1,104,175 SH DEFINED 1,2,5,6,7,8,10 1,104,175
PHOENIX COS INC NEW COM 71902E10 8,427 2,592,984 SH DEFINED 1,2,5,8 2,592,984
PHOENIX TECHNOLOGY L COM 71915310 2,412 660,766 SH DEFINED 1,2 660,766
PHOTRONICS INC COM 71940510 5,221 1,101,477 SH DEFINED 1,2 1,101,477
PICO HLDGS INC COM NEW 69336620 14,694 440,604 SH DEFINED 1,2,5,6,8 440,604
PIEDMONT NAT GAS INC COM 72018610 60,836 2,541,192 SH DEFINED 1,2,5,8 2,541,192
PIER 1 IMPORTS INC COM 72027910 7,259 1,875,613 SH DEFINED 1,2,5,6 1,875,613
PIKE ELEC CORP COM 72128310 4,323 360,880 SH DEFINED 1,2,5,6 360,880
PINNACLE AIRL CORP COM 72344310 163 24,387 SH DEFINED 1 24,387
PINNACLE ENTMT INC COM 72345610 15,646 1,535,433 SH DEFINED 1,2,5,6,8 1,535,433
PINNACLE FINL PARTNE COM 72346Q10 17,701 1,392,714 SH DEFINED 1,2,5,6,8 1,392,714
PINNACLE WEST CAP CO COM 72348410 237,963 7,250,556 SH DEFINED 1,2,5,6,7,8,10,12,13 7,250,556
PIONEER DRILLING CO COM 72365510 9,214 1,255,272 SH DEFINED 1,2,5,6,8 1,255,272
PIONEER NAT RES CO NOTE 2.87 723787AH 14,306 14,767,000 SH DEFINED 1,5 14,767,000
PIONEER NAT RES CO COM 72378710 184,337 5,079,558 SH DEFINED 1,2,5,6,7,8,10,12,13 5,079,558
PIPER JAFFRAY COS COM 72407810 23,620 494,975 SH DEFINED 1,2,5,8 494,975
PITNEY BOWES INC COM 72447910 218,627 8,797,848 SH DEFINED 1,2,5,6,7,8,10,12,13 8,797,848
PIXELWORKS INC COM NEW 72581M30 64 18,877 SH DEFINED 1 18,877
PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,675 57,797 SH DEFINED 1,2,8 57,797
PLAINS EXPL& PRODTN COM 72650510 98,150 3,548,436 SH DEFINED 1,2,5,6,7,8,10,12,13 3,548,436
PLANAR SYS INC COM 72690010 49 18,135 SH DEFINED 1 18,135
PLANTRONICS INC NEW COM 72749310 48,005 1,790,555 SH DEFINED 1,2,5,7,8 1,790,555
PLATINUM UNDERWRITER COM G7127P10 37,349 1,042,108 SH DEFINED 1,2,5,8 1,042,108
PLATO LEARNING INC COM 72764Y10 100 23,061 SH DEFINED 1 23,061
PLAYBOY ENTERPRISES CL B 72811730 1,126 372,683 SH DEFINED 1,2 372,683
PLEXUS CORP COM 72913210 24,663 936,325 SH DEFINED 1,2,5,6,8 936,325
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PLUG POWER INC COM 72919P10 68 77,262 SH DEFINED 1,2 77,262
PLUM CREEK TIMBER CO COM 72925110 179,988 5,874,286 SH DEFINED 1,2,5,6,7,8,10,12,13 5,874,286
PLX TECHNOLOGY INC COM 69341710 1,957 580,577 SH DEFINED 1,2 580,577
PMA CAP CORP CL A 69341920 4,558 801,025 SH DEFINED 1,2,5 801,025
PMC COML TR SH BEN INT 69343410 93 12,785 SH DEFINED 1 12,785
PMC-SIERRA INC COM 69344F10 34,411 3,599,525 SH DEFINED 1,2,5,6,7,8,10 3,599,525
PMFG INC COM 69345P10 2,895 225,113 SH DEFINED 1,2 225,113
PMI GROUP INC COM 69344M10 7,837 1,843,989 SH DEFINED 1,2,5,6 1,843,989
PNC FINL SVCS GROUP COM 69347510 815,987 16,793,320 SH DEFINED 1,2,5,6,7,8,10,12,13 16,793,320
PNM RES INC COM 69349H10 32,450 2,778,270 SH DEFINED 1,2,5,8 2,778,270
POLARIS INDS INC COM 73106810 31,036 761,061 SH DEFINED 1,2,5,6,8 761,061
POLO RALPH LAUREN CO CL A 73157210 160,133 2,089,965 SH DEFINED 1,2,5,6,7,8,10,12,13 2,089,965
POLYCOM INC COM 73172K10 68,215 2,550,087 SH DEFINED 1,2,5,6,8 2,550,087
POLYONE CORP COM 73179P10 15,716 2,356,174 SH DEFINED 1,2,5,8 2,356,174
POLYPORE INTL INC COM 73179V10 5,488 425,098 SH DEFINED 1,2,5,6,8 425,098
POMEROY IT SOLUTIONS COM 73182210 101 15,587 SH DEFINED 1 15,587
PONIARD PHARMACEUTIC COM NEW 73244930 3,377 451,428 SH DEFINED 1,2 451,428
POOL CORPORATION COM 73278L10 26,627 1,198,326 SH DEFINED 1,2,5,6,8 1,198,326
POPULAR INC COM 73317410 13,443 4,750,084 SH DEFINED 1,2,5,6,8,10,12 4,750,084
PORTEC RAIL PRODS IN COM 73621210 963 101,453 SH DEFINED 1,2 101,453
PORTER BANCORP INC COM 73623310 572 35,100 SH DEFINED 1,2 35,100
PORTFOLIO RECOVERY A COM 73640Q10 14,322 315,953 SH DEFINED 1,2,5,6,8 315,953
PORTLAND GEN ELEC CO COM NEW 73650884 35,994 1,825,260 SH DEFINED 1,2,5,8 1,825,260
PORTUGAL TELECOM SGP SPONSORED 73727310 489 46,118 SH DEFINED 1 46,118
POSCO SPONSORED 69348310 6,919 66,567 SH DEFINED 1,2,6 66,567
POST PPTYS INC COM 73746410 33,774 1,876,313 SH DEFINED 1,2,3,5,6,8 1,876,313
POTASH CORP SASK INC COM 73755L10 801 8,861 SH DEFINED 1,5 8,861
POTASH CORP SASK INC COM 73755L10 343 3,800 SH CALL DEFINED 7 3,800
POTASH CORP SASK INC COM 73755L10 343 3,800 SH PUT DEFINED 7 3,800
POTLATCH CORP NEW COM 73763010 34,376 1,208,282 SH DEFINED 1,2,5,8 1,208,282
POWELL INDS INC COM 73912810 6,315 164,499 SH DEFINED 1,2,5,6,8 164,499
POWER INTEGRATIONS I COM 73927610 16,139 484,217 SH DEFINED 1,2,5 484,217
POWER-ONE INC COM 73930810 2,824 1,448,316 SH DEFINED 1,2,6 1,448,316
POWERSECURE INTL INC COM 73936N10 2,070 305,271 SH DEFINED 1,2,5 305,271
POWERWAVE TECHNOLOGI COM 73936310 4,471 2,794,107 SH DEFINED 1,2,5 2,794,107
POZEN INC COM 73941U10 3,455 469,372 SH DEFINED 1,2,5,6 469,372
PPG INDS INC COM 69350610 365,576 6,280,302 SH DEFINED 1,2,5,6,7,8,10,12,13 6,280,302
PPL CORP COM 69351T10 425,741 14,032,332 SH DEFINED 1,2,5,6,7,8,10,12,13 14,032,332
PRAXAIR INC COM 74005P10 910,262 11,142,884 SH DEFINED 1,2,5,6,7,8,10,12,13 11,142,884
PRE PAID LEGAL SVCS COM 74006510 12,165 239,475 SH DEFINED 1,2,5,6,8 239,475
PRECISION CASTPARTS COM 74018910 454,463 4,461,208 SH DEFINED 1,2,5,6,7,8,10,12,13 4,461,208
PRECISION DRILLING T TR UNIT 74021510 135 20,430 SH DEFINED 1,5 20,430
PREFORMED LINE PRODS COM 74044410 1,687 42,113 SH DEFINED 1,2 42,113
PREMIER EXIBITIONS I COM 74051E10 15 14,700 SH DEFINED 1 14,700
PREMIERE GLOBAL SVCS COM 74058510 13,091 1,575,338 SH DEFINED 1,2,5,6,8 1,575,338
PREMIERWEST BANCORP COM 74092110 815 300,707 SH DEFINED 1,2 300,707
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
PRESIDENTIAL LIFE CO COM 74088410 4,996 482,212 SH DEFINED 1,2,5 482,212
PRESSTEK INC COM 74111310 63 29,878 SH DEFINED 1 29,878
PRESTIGE BRANDS HLDG COM 74112D10 6,314 896,873 SH DEFINED 1,2,5,8 896,873
PRG-SCHULTZ INTERNAT COM NEW 69357C50 82 14,712 SH DEFINED 1 14,712
PRICE T ROWE GROUP I COM 74144T10 419,772 9,185,384 SH DEFINED 1,2,5,6,7,8,10,12,13 9,185,384
PRICELINE COM INC COM NEW 74150340 166,496 1,004,075 SH DEFINED 1,2,5,6,7,8,10,12,13 1,004,075
PRICESMART INC COM 74151110 5,545 295,731 SH DEFINED 1,2,5,6,8 295,731
PRIDE INTL INC DEL COM 74153Q10 138,516 4,550,461 SH DEFINED 1,2,5,6,7,8,10,12,13 4,550,461
PRIMEDIA INC COM NEW 74157K84 1,151 456,681 SH DEFINED 1,2 456,681
PRIMEENERGY CORP COM 74158E10 272 9,474 SH DEFINED 1,2 9,474
PRIMORIS SVCS CORP COM 74164F10 882 122,322 SH DEFINED 1,2 122,322
PRIMUS GUARANTY LTD SHS G7245710 1,716 401,781 SH DEFINED 1 401,781
PRINCETON REVIEW INC COM 74235210 950 226,237 SH DEFINED 1,2,5 226,237
PRINCIPAL FINANCIAL COM 74251V10 344,404 12,574,063 SH DEFINED 1,2,5,6,7,8,10,12,13 12,574,063
PRIVATEBANCORP INC COM 74296210 28,362 1,159,530 SH DEFINED 1,2,5,6,8 1,159,530
PROASSURANCE CORP COM 74267C10 43,229 828,296 SH DEFINED 1,2,5,8 828,296
PROCERA NETWORKS INC COM 74269U10 17 29,700 SH DEFINED 1 29,700
PROCTER & GAMBLE CO COM 74271810 6,118,289 105,633,449 SH DEFINED 1,2,5,6,7,8,10,12,13 105,633,449
PROGENICS PHARMACEUT COM 74318710 2,646 505,007 SH DEFINED 1,2,5,6 505,007
PROGRESS ENERGY INC COM 74326310 969,726 24,826,567 SH DEFINED 1,2,5,6,7,8,10,12,13 24,826,567
PROGRESS SOFTWARE CO COM 74331210 22,358 987,096 SH DEFINED 1,2,5,6,8 987,096
PROGRESSIVE CORP OHI COM 74331510 406,720 24,530,775 SH DEFINED 1,2,5,6,7,8,10,12,13 24,530,775
PROLOGIS NOTE 2.25 743410AQ 3,170 3,517,000 SH DEFINED 2,5 3,517,000
PROLOGIS NOTE 1.87 743410AR 1,153 1,350,000 SH DEFINED 2 1,350,000
PROLOGIS NOTE 2.62 743410AS 1,031 1,200,000 SH DEFINED 2 1,200,000
PROLOGIS SH BEN INT 74341010 269,617 22,618,852 SH DEFINED 1,2,3,5,6,7,8,10,12,13 22,618,852
PROS HOLDINGS INC COM 74346Y10 2,743 325,768 SH DEFINED 1,2,6 325,768
PROSPECT CAPITAL COR COM 74348T10 10,910 1,018,695 SH DEFINED 1,2,5,8 1,018,695
PROSPERITY BANCSHARE COM 74360610 60,131 1,728,395 SH DEFINED 1,2,5,7,8 1,728,395
PROTALIX BIOTHERAPEU COM 74365A10 4,727 572,252 SH DEFINED 1,2 572,252
PROTECTIVE LIFE CORP COM 74367410 40,007 1,867,721 SH DEFINED 1,2,5,6,8,10,12 1,867,721
PROVIDENCE SVC CORP COM 74381510 3,128 268,232 SH DEFINED 1,2 268,232
PROVIDENT FINL HLDGS COM 74386810 98 12,204 SH DEFINED 1 12,204
PROVIDENT FINL SVCS COM 74386T10 22,849 2,220,469 SH DEFINED 1,2,5,8 2,220,469
PROVIDENT NEW YORK B COM 74402810 7,248 758,962 SH DEFINED 1,2,5,8 758,962
PRUDENTIAL BANCORP I COM 74431910 432 43,052 SH DEFINED 1,2 43,052
PRUDENTIAL FINL INC FRNT 744320AJ 961 1,000,000 SH DEFINED 2 1,000,000
PRUDENTIAL FINL INC COM 74432010 853,501 17,100,810 SH DEFINED 1,2,5,6,7,8,10,12,13 17,100,810
PRUDENTIAL PLC ADR 74435K20 579 30,068 SH DEFINED 1 30,068
PS BUSINESS PKS INC COM 69360J10 35,883 699,201 SH DEFINED 1,2,3,5,6,8 699,201
PSS WORLD MED INC COM 69366A10 32,685 1,497,254 SH DEFINED 1,2,5,6,8 1,497,254
PSYCHIATRIC SOLUTION COM 74439H10 44,582 1,666,012 SH DEFINED 1,2,5,6,8 1,666,012
PT INDOSAT TBK SPONSORED 74438310 486 17,419 SH DEFINED 1,6 17,419
PUBLIC STORAGE COM 74460D10 501,036 6,659,166 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,659,166
PUBLIC SVC ENTERPRIS COM 74457310 620,962 19,750,695 SH DEFINED 1,2,5,6,7,8,10,12,13 19,750,695
PULTE HOMES INC COM 74586710 153,181 13,938,179 SH DEFINED 1,2,5,6,7,8,10,12,13 13,938,179
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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 60 36,923 SH DEFINED 1,2 36,923
PVF CAPITAL CORP COM 69365410 24 10,112 SH DEFINED 1 10,112
PZENA INVESTMENT MGM CLASS A 74731Q10 989 121,042 SH DEFINED 1,2 121,042
QAD INC COM 74727D10 1,113 244,547 SH DEFINED 1,2 244,547
QC HLDGS INC COM 74729T10 273 40,379 SH DEFINED 1,2 40,379
QIAGEN N V ORD N7248210 354 16,618 SH DEFINED 1,5 16,618
QLOGIC CORP COM 74727710 65,909 3,831,893 SH DEFINED 1,2,5,6,8,10,12,13 3,831,893
QUAKER CHEM CORP COM 74731610 4,860 221,613 SH DEFINED 1,2 221,613
QUALCOMM INC COM 74752510 2,453,275 54,541,472 SH DEFINED 1,2,5,6,7,8,10,12,13 54,541,472
QUALITY SYS INC COM 74758210 29,376 477,114 SH DEFINED 1,2,5,6,8 477,114
QUANEX BUILDING PROD COM 74761910 12,058 839,724 SH DEFINED 1,2,5,8 839,724
QUANTA SVCS INC COM 74762E10 136,265 6,157,500 SH DEFINED 1,2,5,6,7,8,10,12,13 6,157,500
QUANTUM CORP COM DSSG 74790620 5,396 4,282,177 SH DEFINED 1,2 4,282,177
QUANTUM FUEL SYS TEC COM 74765E10 110 82,582 SH DEFINED 1 82,582
QUEST DIAGNOSTICS IN COM 74834L10 262,047 5,021,010 SH DEFINED 1,2,5,6,7,8,10,12,13 5,021,010
QUEST RESOURCE CORP COM NEW 74834930 16 27,079 SH DEFINED 1 27,079
QUEST SOFTWARE INC COM 74834T10 37,531 2,227,369 SH DEFINED 1,2,5,6,8 2,227,369
QUESTAR CORP COM 74835610 266,819 7,103,812 SH DEFINED 1,2,5,6,7,8,10,12,13 7,103,812
QUESTCOR PHARMACEUTI COM 74835Y10 7,797 1,412,510 SH DEFINED 1,2,5,6,8 1,412,510
QUICKLOGIC CORP COM 74837P10 24 14,273 SH DEFINED 1 14,273
QUICKSILVER RESOURCE COM 74837R10 37,051 2,611,061 SH DEFINED 1,2,5,6,8,10 2,611,061
QUIDEL CORP COM 74838J10 8,759 539,698 SH DEFINED 1,2,5,6,8 539,698
QUIKSILVER INC COM 74838C10 8,162 2,967,892 SH DEFINED 1,2,5,8 2,967,892
QWEST COMMUNICATIONS NOTE 3.50 749121BY 1,715 1,700,000 SH DEFINED 1,2 1,700,000
QWEST COMMUNICATIONS COM 74912110 386,102 101,338,998 SH DEFINED 1,2,5,6,7,8,10,12,13 101,338,998
RACKSPACE HOSTING IN COM 75008610 21,053 1,234,042 SH DEFINED 1,2,6,8 1,234,042
RADIAN GROUP INC COM 75023610 19,031 1,798,767 SH DEFINED 1,2,5,6,8 1,798,767
RADIANT SYSTEMS INC COM 75025N10 6,349 591,175 SH DEFINED 1,2,6 591,175
RADIO ONE INC CL A 75040P10 14 13,476 SH DEFINED 1 13,476
RADIO ONE INC CL D NON V 75040P40 92 94,063 SH DEFINED 1 94,063
RADIOSHACK CORP COM 75043810 83,635 5,047,373 SH DEFINED 1,2,5,6,8,10,12,13 5,047,373
RADISYS CORP COM 75045910 4,147 477,231 SH DEFINED 1,2,5 477,231
RADNET INC COM 75049110 1,090 420,767 SH DEFINED 1,2 420,767
RADVISION LTD ORD M8186910 173 19,572 SH DEFINED 1,2 19,572
RAE SYS INC COM 75061P10 654 594,414 SH DEFINED 1,2 594,414
RAIT FINANCIAL TRUST COM 74922710 4,349 1,479,088 SH DEFINED 1,2 1,479,088
RALCORP HLDGS INC NE COM 75102810 76,106 1,301,618 SH DEFINED 1,2,5,6,7,8,10,12,13 1,301,618
RAM ENERGY RESOURCES COM 75130P10 54 44,900 SH DEFINED 1 44,900
RAMBUS INC DEL COM 75091710 26,613 1,529,495 SH DEFINED 1,2,5,6,8,10 1,529,495
RAMCO-GERSHENSON PPT COM SH BEN 75145220 6,980 782,460 SH DEFINED 1,2,3,5,8 782,460
RAMTRON INTL CORP COM NEW 75190730 54 21,213 SH DEFINED 1 21,213
RANGE RES CORP COM 75281A10 301,245 6,103,022 SH DEFINED 1,2,5,6,7,8,10,12,13 6,103,022
RASER TECHNOLOGIES I COM 75405510 1,612 1,053,287 SH DEFINED 1,2,6 1,053,287
RAVEN INDS INC COM 75421210 8,316 311,111 SH DEFINED 1,2,5,6,8 311,111
RAYMOND JAMES FINANC COM 75473010 48,526 2,084,440 SH DEFINED 1,2,5,6,8,10 2,084,440
RAYONIER INC COM 75490710 79,240 1,936,945 SH DEFINED 1,2,5,6,7,8,10,12,13 1,936,945
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
RAYTHEON CO COM NEW 75511150 645,406 13,454,374 SH DEFINED 1,2,5,6,7,8,10,12,13 13,454,374
RBC BEARINGS INC COM 75524B10 9,468 405,810 SH DEFINED 1,2,5,8 405,810
RC2 CORP COM 74938810 7,515 527,375 SH DEFINED 1,2,5,8 527,375
RCN CORP COM NEW 74936120 9,257 995,324 SH DEFINED 1,2,5,6,8 995,324
READING INTERNATIONA CL A 75540810 936 227,797 SH DEFINED 1,2 227,797
REALNETWORKS INC COM 75605L10 6,491 1,744,862 SH DEFINED 1,2,5,6,8 1,744,862
REALTY INCOME CORP COM 75610910 57,481 2,240,978 SH DEFINED 1,2,3,5,6,8,10 2,240,978
RED HAT INC COM 75657710 168,728 6,104,477 SH DEFINED 1,2,5,6,7,8,10,12,13 6,104,477
RED LION HOTELS CORP COM 75676410 1,276 221,847 SH DEFINED 1,2 221,847
RED ROBIN GOURMET BU COM 75689M10 6,738 329,979 SH DEFINED 1,2,5,6,8 329,979
REDDY ICE HLDGS INC COM 75734R10 151 27,777 SH DEFINED 1 27,777
REDWOOD TR INC COM 75807540 27,510 1,774,811 SH DEFINED 1,2,5,8 1,774,811
REED ELSEVIER N V SPONS ADR 75820420 495 21,915 SH DEFINED 1 21,915
REED ELSEVIER P L C SPONS ADR 75820520 394 13,095 SH DEFINED 1 13,095
REGAL BELOIT CORP COM 75875010 37,974 830,767 SH DEFINED 1,2,5,8 830,767
REGAL ENTMT GROUP CL A 75876610 14,440 1,172,039 SH DEFINED 1,2,5,6,8,10 1,172,039
REGENCY CTRS CORP COM 75884910 114,595 3,092,971 SH DEFINED 1,2,3,5,6,7,8,10,12,13 3,092,971
REGENCY ENERGY PARTN COM UNITS 75885Y10 1,044 53,227 SH DEFINED 1,2 53,227
REGENERON PHARMACEUT COM 75886F10 41,725 2,161,910 SH DEFINED 1,2,5,6,8 2,161,910
REGENT COMMUNICATION COM 75886510 17 40,485 SH DEFINED 1 40,485
REGIONS FINANCIAL CO COM 7591EP10 314,725 50,680,319 SH DEFINED 1,2,5,6,7,8,10,12,13 50,680,319
REGIS CORP MINN COM 75893210 27,215 1,755,838 SH DEFINED 1,2,5,8 1,755,838
REHABCARE GROUP INC COM 75914810 10,233 471,801 SH DEFINED 1,2,5,8 471,801
REINSURANCE GROUP AM COM NEW 75935160 63,560 1,425,114 SH DEFINED 1,2,5,8,10 1,425,114
RELIANCE STEEL & ALU COM 75950910 96,939 2,277,701 SH DEFINED 1,2,5,6,8,10 2,277,701
RENAISSANCE LEARNING COM 75968L10 1,589 159,886 SH DEFINED 1,2,5,8 159,886
RENAISSANCERE HOLDIN COM G7496G10 41,998 766,949 SH DEFINED 1,2,5,6,7,8,10,12,13 766,949
RENASANT CORP COM 75970E10 6,501 437,785 SH DEFINED 1,2,5,8 437,785
RENT A CTR INC NEW COM 76009N10 53,412 2,829,013 SH DEFINED 1,2,5,6,7,8 2,829,013
RENTECH INC NOTE 4.00 760112AA 4,462 5,720,000 SH DEFINED 5 5,720,000
RENTECH INC COM 76011210 476 293,656 SH DEFINED 1,2,5,8 293,656
RENTRAK CORP COM 76017410 2,712 151,861 SH DEFINED 1,2,5 151,861
REPLIGEN CORP COM 75991610 2,661 531,095 SH DEFINED 1,2,5 531,095
REPROS THERAPEUTICS COM 76028H10 102 113,105 SH DEFINED 1,2 113,105
REPSOL YPF S A SPONSORED 76026T20 928 34,161 SH DEFINED 1 34,161
REPUBLIC AWYS HLDGS COM 76027610 6,682 716,187 SH DEFINED 1,2,5 716,187
REPUBLIC BANCORP KY CL A 76028120 5,928 297,005 SH DEFINED 1,2,5 297,005
REPUBLIC FIRST BANCO COM 76041610 511 112,518 SH DEFINED 1,2 112,518
REPUBLIC SVCS INC COM 76075910 295,975 11,139,454 SH DEFINED 1,2,5,6,7,8,10,12,13 11,139,454
RES-CARE INC COM 76094310 9,251 651,040 SH DEFINED 1,2,5,8 651,040
RESEARCH FRONTIERS I COM 76091110 67 16,343 SH DEFINED 1 16,343
RESEARCH IN MOTION L COM 76097510 11,469 169,583 SH DEFINED 1,2,5 169,583
RESMED INC COM 76115210 65,864 1,457,171 SH DEFINED 1,2,5,6,8,10 1,457,171
RESOURCE AMERICA INC CL A 76119520 1,138 236,578 SH DEFINED 1,2 236,578
RESOURCE CAP CORP COM 76120W30 2,808 516,155 SH DEFINED 1,2 516,155
RESOURCES CONNECTION COM 76122Q10 14,587 855,062 SH DEFINED 1,2,5,6,8 855,062
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
RETAIL VENTURES INC COM 76128Y10 3,369 639,214 SH DEFINED 1,2,6 639,214
RETRACTABLE TECHNOLO COM 76129W10 33 20,339 SH DEFINED 1 20,339
REVLON INC CL A NEW 76152560 1,492 306,896 SH DEFINED 1,2,6,8 306,896
REWARDS NETWORK INC COM NEW 76155720 2,214 161,160 SH DEFINED 1,2 161,160
REX ENERGY CORPORATI COM 76156510 5,264 630,362 SH DEFINED 1,2,5,6 630,362
REX STORES CORP COM 76162410 1,830 167,904 SH DEFINED 1,2 167,904
REYNOLDS AMERICAN IN COM 76171310 287,133 6,449,524 SH DEFINED 1,2,5,6,7,8,10,12,13 6,449,524
RF MICRODEVICES INC COM 74994110 45,346 8,350,988 SH DEFINED 1,2,5,6,8 8,350,988
RICHARDSON ELECTRS L COM 76316510 60 11,844 SH DEFINED 1 11,844
RIGEL PHARMACEUTICAL COM NEW 76655960 6,004 732,159 SH DEFINED 1,2,5,6,8 732,159
RIGHTNOW TECHNOLOGIE COM 76657R10 6,267 433,975 SH DEFINED 1,2,6,8 433,975
RIMAGE CORP COM 76672110 3,119 182,515 SH DEFINED 1,2 182,515
RISKMETRICS GROUP IN COM 76773510 6,260 428,205 SH DEFINED 1,2,5,6,8 428,205
RITCHIE BROS AUCTION COM 76774410 348 14,200 SH DEFINED 1 14,200
RITE AID CORP COM 76775410 12,036 7,339,305 SH DEFINED 1,2,5,6,8,10 7,339,305
RIVERBED TECHNOLOGY COM 76857310 24,761 1,127,534 SH DEFINED 1,2,5,6,8 1,127,534
RIVERVIEW BANCORP IN COM 76939710 52 13,992 SH DEFINED 1 13,992
RLI CORP COM 74960710 102,242 1,937,142 SH DEFINED 1,2,5,6,8 1,937,142
ROBBINS & MYERS INC COM 77019610 17,363 739,477 SH DEFINED 1,2,5,6,8 739,477
ROBERT HALF INTL INC COM 77032310 126,658 5,062,281 SH DEFINED 1,2,5,6,7,8,10,12,13 5,062,281
ROCHESTER MED CORP COM 77149710 1,810 150,316 SH DEFINED 1,2 150,316
ROCK OF AGES CORP CL A 77263210 37 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 56,202 1,193,003 SH DEFINED 1,2,5,7,8 1,193,003
ROCKVILLE FINL INC COM 77418610 1,743 162,095 SH DEFINED 1,2 162,095
ROCKWELL AUTOMATION COM 77390310 200,694 4,711,122 SH DEFINED 1,2,5,6,7,8,10,12,13 4,711,122
ROCKWELL COLLINS INC COM 77434110 263,450 5,186,018 SH DEFINED 1,2,5,6,7,8,10,12,13 5,186,018
ROCKWELL MEDICAL TEC COM 77437410 1,517 194,984 SH DEFINED 1,2 194,984
ROCKWOOD HLDGS INC COM 77441510 20,562 999,608 SH DEFINED 1,2,5,8 999,608
RODMAN & RENSHAW CAP COM 77487R10 73 12,200 SH DEFINED 1 12,200
ROFIN SINAR TECHNOLO COM 77504310 13,337 580,882 SH DEFINED 1,2,5,6,8 580,882
ROGERS COMMUNICATION CL B 77510920 1,126 39,918 SH DEFINED 1,2 39,918
ROGERS CORP COM 77513310 10,764 359,174 SH DEFINED 1,2,5,6,8 359,174
ROLLINS INC COM 77571110 24,156 1,281,492 SH DEFINED 1,2,5,6,8 1,281,492
ROMA FINANCIAL CORP COM 77581P10 1,978 159,132 SH DEFINED 1,2,6 159,132
ROPER INDS INC NEW COM 77669610 104,223 2,044,384 SH DEFINED 1,2,5,6,7,8,10,12,13 2,044,384
ROSETTA RESOURCES IN COM 77777930 17,917 1,219,696 SH DEFINED 1,2,5,6,8 1,219,696
ROSETTA STONE INC COM 77778010 2,324 101,214 SH DEFINED 1,2 101,214
ROSS STORES INC COM 77829610 192,329 4,026,156 SH DEFINED 1,2,5,6,7,8,10,12,13 4,026,156
ROSTELECOM OPEN JT S SPONSORED 77852910 4,108 139,906 SH DEFINED 1,2,5,6,10 139,906
ROVI CORP COM 77937610 63,239 1,882,119 SH DEFINED 1,2,5,6,7,8,10 1,882,119
ROWAN COS INC COM 77938210 132,005 5,721,936 SH DEFINED 1,2,5,6,7,8,10,12,13 5,721,936
ROYAL BK CDA MONTREA COM 78008710 1,615 30,139 SH DEFINED 1,2 30,139
ROYAL CARIBBEAN CRUI COM V7780T10 40,074 1,664,218 SH DEFINED 1,2,5,6,7,8,10,12,13 1,664,218
ROYAL DUTCH SHELL PL SPON ADR B 78025910 3,309 59,335 SH DEFINED 1 59,335
ROYAL DUTCH SHELL PL SPONS ADR 78025920 2,144 37,489 SH DEFINED 1,2 37,489
ROYAL GOLD INC COM 78028710 50,566 1,108,896 SH DEFINED 1,2,5,6,8,10 1,108,896
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
RPC INC COM 74966010 6,696 638,885 SH DEFINED 1,2,5,6,8 638,885
RPM INTL INC COM 74968510 73,444 3,972,102 SH DEFINED 1,2,5,6,8,10 3,972,102
RRI ENERGY INC COM 74971X10 37,296 5,223,580 SH DEFINED 1,2,5,6,7,8,10,12 5,223,580
RSC HOLDINGS INC COM 74972L10 6,994 962,002 SH DEFINED 1,2,5,6 962,002
RTI BIOLOGICS INC COM 74975N10 4,531 1,041,572 SH DEFINED 1,2,5,8 1,041,572
RTI INTL METALS INC COM 74973W10 15,903 638,438 SH DEFINED 1,2,5,8 638,438
RUBICON TECHNOLOGY I COM 78112T10 3,287 221,507 SH DEFINED 1,2,6 221,507
RUBY TUESDAY INC COM 78118210 12,076 1,434,242 SH DEFINED 1,2,5,8 1,434,242
RUDDICK CORP COM 78125810 41,753 1,568,488 SH DEFINED 1,2,5,8 1,568,488
RUDOLPH TECHNOLOGIES COM 78127010 4,804 649,134 SH DEFINED 1,2,5,6 649,134
RURAL / METRO CORP COM 78174810 111 26,539 SH DEFINED 1 26,539
RUSH ENTERPRISES INC CL A 78184620 8,312 643,317 SH DEFINED 1,2,5,8 643,317
RUTHS HOSPITALITY GR COM 78333210 1,801 426,744 SH DEFINED 1,2 426,744
RYANAIR HLDGS PLC SPONSORED 78351310 7,474 257,367 SH DEFINED 1,2,5,6 257,367
RYDER SYS INC COM 78354910 73,444 1,880,293 SH DEFINED 1,2,5,6,8,10,12,13 1,880,293
RYLAND GROUP INC COM 78376410 62,938 2,987,085 SH DEFINED 1,2,5,6,8 2,987,085
S & T BANCORP INC COM 78385910 12,068 931,206 SH DEFINED 1,2,5,8 931,206
S Y BANCORP INC COM 78506010 5,950 257,669 SH DEFINED 1,2,5,6,8 257,669
S1 CORPORATION COM 78463B10 7,218 1,167,936 SH DEFINED 1,2,5,6,8 1,167,936
SABA SOFTWARE INC COM NEW 78493260 1,497 355,586 SH DEFINED 1,2 355,586
SAFEGUARD SCIENTIFIC COM NEW 78644920 4,332 394,914 SH DEFINED 1,2 394,914
SAFETY INS GROUP INC COM 78648T10 10,965 333,075 SH DEFINED 1,2,5,8 333,075
SAFEWAY INC COM NEW 78651420 292,959 14,855,946 SH DEFINED 1,2,5,6,7,8,10,12,13 14,855,946
SAIA INC COM 78709Y10 5,788 359,938 SH DEFINED 1,2,5,6 359,938
SAIC INC COM 78390X10 101,698 5,798,062 SH DEFINED 1,2,5,6,7,8,10,12,13 5,798,062
SAKS INC NOTE 2.00 79377WAL 3,293 3,980,000 SH DEFINED 5 3,980,000
SAKS INC COM 79377W10 27,100 3,973,604 SH DEFINED 1,2,5,6,8 3,973,604
SALARY COM INC COM 79400610 32 10,171 SH DEFINED 1 10,171
SALESFORCE COM INC COM 79466L30 206,063 3,619,583 SH DEFINED 1,2,5,6,7,8,10,12,13 3,619,583
SALIX PHARMACEUTICAL COM 79543510 25,113 1,181,237 SH DEFINED 1,2,5,6,8 1,181,237
SALLY BEAUTY HLDGS I COM 79546E10 14,619 2,056,120 SH DEFINED 1,2,5,6,8 2,056,120
SANDERS MORRIS HARRI COM 80000Q10 2,104 356,048 SH DEFINED 1,2 356,048
SANDERSON FARMS INC COM 80001310 15,736 418,053 SH DEFINED 1,2,5,8 418,053
SANDISK CORP NOTE 1.00 80004CAC 1,166 1,500,000 SH DEFINED 1,2 1,500,000
SANDISK CORP COM 80004C10 159,724 7,360,551 SH DEFINED 1,2,5,6,7,8,10,12,13 7,360,551
SANDRIDGE ENERGY INC COM 80007P30 30,217 2,331,544 SH DEFINED 1,2,5,7,8,10 2,331,544
SANDY SPRING BANCORP COM 80036310 5,420 332,909 SH DEFINED 1,2,5,8 332,909
SANGAMO BIOSCIENCES COM 80067710 6,043 736,050 SH DEFINED 1,2,5,6 736,050
SANMINA SCI CORP COM NEW 80090720 2,653 308,529 SH DEFINED 1,2,5,6,8 308,529
SANOFI AVENTIS SPONSORED 80105N10 2,155 58,323 SH DEFINED 1,2 58,323
SANTANDER BANCORP COM 80280910 1,800 184,657 SH DEFINED 1,2,5 184,657
SANTARUS INC COM 80281730 2,632 799,904 SH DEFINED 1,2 799,904
SAP AG SPON ADR 80305420 6,265 128,202 SH DEFINED 1,2 128,202
SAPIENT CORP COM 80306210 14,454 1,797,725 SH DEFINED 1,2,5,6,8 1,797,725
SAPPI LTD SPON ADR N 80306920 116 29,946 SH DEFINED 1,6 29,946
SARA LEE CORP COM 80311110 287,388 25,797,822 SH DEFINED 1,2,5,6,7,8,10,12,13 25,797,822
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SASOL LTD SPONSORED 80386630 654 17,158 SH DEFINED 1,6 17,158
SATCON TECHNOLOGY CO COM 80389310 1,874 1,095,678 SH DEFINED 1,2 1,095,678
SATYAM COMPUTER SERV ADR 80409810 1,917 291,324 SH DEFINED 1,2,5,6 291,324
SAUER-DANFOSS INC COM 80413710 2,636 343,628 SH DEFINED 1,2,5 343,628
SAUL CTRS INC COM 80439510 8,827 274,977 SH DEFINED 1,2,3,5,6,8 274,977
SAVIENT PHARMACEUTIC COM 80517Q10 36,894 2,427,265 SH DEFINED 1,2,5,6,8 2,427,265
SAVVIS INC COM NEW 80542330 14,306 904,270 SH DEFINED 1,2,5,6,8 904,270
SBA COMMUNICATIONS C COM 78388J10 44,206 1,635,427 SH DEFINED 1,2,5,6,7,8,10,12,13 1,635,427
SCANA CORP NEW COM 80589M10 157,702 4,518,679 SH DEFINED 1,2,5,6,7,8,10,12,13 4,518,679
SCANSOURCE INC COM 80603710 19,827 700,114 SH DEFINED 1,2,5,6,8 700,114
SCBT FINANCIAL CORP COM 78401V10 7,051 250,923 SH DEFINED 1,2,5,8 250,923
SCHAWK INC CL A 80637310 3,424 293,387 SH DEFINED 1,2,5,8 293,387
SCHEIN HENRY INC COM 80640710 118,936 2,166,010 SH DEFINED 1,2,5,6,7,8,10,12,13 2,166,010
SCHERING PLOUGH CORP COM 80660510 1,736,762 61,478,300 SH DEFINED 1,2,5,6,7,8,10,12,13 61,478,300
SCHERING PLOUGH CORP PFD CONV M 80660570 2,718 11,200 SH DEFINED 1,2 11,200
SCHIFF NUTRITION INT COM 80669310 947 181,671 SH DEFINED 1,2 181,671
SCHLUMBERGER LTD COM 80685710 2,497,785 41,909,140 SH DEFINED 1,2,5,6,7,8,10,12,13 41,909,140
SCHNITZER STL INDS CL A 80688210 44,421 834,201 SH DEFINED 1,2,5,6,8,10 834,201
SCHOLASTIC CORP COM 80706610 22,028 905,006 SH DEFINED 1,2,5,7,8 905,006
SCHOOL SPECIALTY INC COM 80786310 9,709 409,301 SH DEFINED 1,2,5,8 409,301
SCHULMAN A INC COM 80819410 16,405 823,123 SH DEFINED 1,2,5,8 823,123
SCHWAB CHARLES CORP COM 80851310 673,179 35,152,927 SH DEFINED 1,2,5,6,7,8,10,12,13 35,152,927
SCHWEITZER-MAUDUIT I COM 80854110 20,058 368,980 SH DEFINED 1,2,5,8 368,980
SCICLONE PHARMACEUTI COM 80862K10 2,678 630,063 SH DEFINED 1,2 630,063
SCIENTIFIC GAMES COR CL A 80874P10 20,101 1,269,819 SH DEFINED 1,2,5,6,8,10 1,269,819
SCM MICROSYSTEMS INC COM 78401810 37 14,231 SH DEFINED 1 14,231
SCOLR PHARMA INC COM 78402X10 9 18,140 SH DEFINED 1 18,140
SCOTTS MIRACLE GRO C CL A 81018610 38,285 891,382 SH DEFINED 1,2,5,6,8,10 891,382
SCRIPPS E W CO OHIO CL A NEW 81105440 5,352 713,580 SH DEFINED 1,2,6,8 713,580
SCRIPPS NETWORKS INT CL A COM 81106510 111,082 3,006,281 SH DEFINED 1,2,5,6,7,8,10,12,13 3,006,281
SEABOARD CORP COM 81154310 11,246 8,651 SH DEFINED 1,2,5,8 8,651
SEABRIGHT INSURANCE COM 81165610 5,966 522,391 SH DEFINED 1,2,8 522,391
SEACHANGE INTL INC COM 81169910 4,797 639,605 SH DEFINED 1,2,5 639,605
SEACOAST BKG CORP FL COM 81170730 79 31,312 SH DEFINED 1 31,312
SEACOR HOLDINGS INC COM 81190410 36,999 453,258 SH DEFINED 1,2,5,6,8,10 453,258
SEAGATE TECHNOLOGY SHS G7945J10 102,707 6,752,567 SH DEFINED 1,2,5,6,7,8,10,12,13 6,752,567
SEAHAWK DRILLING INC COM 81201R10 4,913 158,021 SH DEFINED 1,2,5,6,7,8,10,12 158,021
SEALED AIR CORP NEW COM 81211K10 117,583 5,989,940 SH DEFINED 1,2,5,6,7,8,10,12,13 5,989,940
SEALY CORP COM 81213930 2,602 813,131 SH DEFINED 1,2,5 813,131
SEARS HLDGS CORP COM 81235010 264,858 4,055,397 SH DEFINED 1,2,5,6,7,8,10,12,13 4,055,397
SEASPAN CORP SHS Y7563810 149 16,658 SH DEFINED 1,5 16,658
SEATTLE GENETICS INC COM 81257810 40,371 2,877,499 SH DEFINED 1,2,5,6,8 2,877,499
SEI INVESTMENTS CO COM 78411710 70,494 3,581,996 SH DEFINED 1,2,5,6,7,8,10,12,13 3,581,996
SELECT COMFORT CORP COM 81616X10 308 64,792 SH DEFINED 1 64,792
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 4,403 294,719 SH DEFINED 1,5 294,719
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 17,172 651,941 SH DEFINED 1,5 651,941
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SELECT SECTOR SPDR T SBI INT-TE 81369Y80 6,783 325,000 SH PUT DEFINED 1 325,000
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 15,292 521,389 SH DEFINED 1,5 521,389
SELECTICA INC COM 81628810 22 66,920 SH DEFINED 1 66,920
SELECTIVE INS GROUP COM 81630010 19,981 1,270,258 SH DEFINED 1,2,5,8 1,270,258
SEMITOOL INC COM 81690910 3,946 466,979 SH DEFINED 1,2,5 466,979
SEMPRA ENERGY COM 81685110 507,531 10,189,334 SH DEFINED 1,2,5,6,7,8,10,12,13 10,189,334
SEMTECH CORP COM 81685010 35,001 2,057,644 SH DEFINED 1,2,5,6,8 2,057,644
SENECA FOODS CORP NE CL A 81707050 4,572 166,860 SH DEFINED 1,2 166,860
SENIOR HSG PPTYS TR SH BEN INT 81721M10 67,540 3,534,300 SH DEFINED 1,2,3,5,6,8,10 3,534,300
SENOMYX INC COM 81724Q10 144 35,718 SH DEFINED 1 35,718
SENSIENT TECHNOLOGIE COM 81725T10 45,034 1,621,668 SH DEFINED 1,2,5,8 1,621,668
SEPRACOR INC COM 81731510 61,492 2,685,240 SH DEFINED 1,2,5,6,8,10,12 2,685,240
SEQUENOM INC COM NEW 81733740 3,651 1,130,344 SH DEFINED 1,2,5,6,8 1,130,344
SERVICE CORP INTL COM 81756510 36,778 5,246,493 SH DEFINED 1,2,5,6,8,10 5,246,493
SEVERN BANCORP ANNA COM 81811M10 44 13,689 SH DEFINED 1 13,689
SHANDA INTERACTIVE E SPONSORED 81941Q20 1,814 35,431 SH DEFINED 1,2,6 35,431
SHAW COMMUNICATIONS CL B CONV 82028K20 621 34,461 SH DEFINED 1 34,461
SHAW GROUP INC COM 82028010 58,605 1,826,257 SH DEFINED 1,2,5,6,8,10 1,826,257
SHENANDOAH TELECOMMU COM 82312B10 8,556 476,664 SH DEFINED 1,2,5,6,8 476,664
SHENGDA TECH INC COM 82321310 3,273 514,596 SH DEFINED 1,2 514,596
SHERWIN WILLIAMS CO COM 82434810 231,712 3,851,602 SH DEFINED 1,2,5,6,7,8,10,12,13 3,851,602
SHINHAN FINANCIAL GR SPN ADR RE 82459610 4,339 54,121 SH DEFINED 1,6 54,121
SHIP FINANCE INTERNA SHS G8107510 9,189 747,720 SH DEFINED 1,2,5,6 747,720
SHOE CARNIVAL INC COM 82488910 2,891 187,459 SH DEFINED 1,2,5 187,459
SHORE BANCSHARES INC COM 82510710 2,673 159,790 SH DEFINED 1,2,5 159,790
SHORETEL INC COM 82521110 6,029 772,023 SH DEFINED 1,2,6,8 772,023
SHUFFLE MASTER INC COM 82554910 11,234 1,192,537 SH DEFINED 1,2,5,6,8 1,192,537
SHUTTERFLY INC COM 82568P30 6,506 391,235 SH DEFINED 1,2,5,6,8 391,235
SIEMENS A G SPONSORED 82619750 2,104 22,633 SH DEFINED 1,2 22,633
SIERRA BANCORP COM 82620P10 1,596 132,866 SH DEFINED 1,2 132,866
SIGA TECHNOLOGIES IN COM 82691710 3,688 467,375 SH DEFINED 1,2,6 467,375
SIGMA ALDRICH CORP COM 82655210 234,161 4,337,913 SH DEFINED 1,2,5,6,7,8,10,12,13 4,337,913
SIGMA DESIGNS INC COM 82656510 9,550 657,246 SH DEFINED 1,2,5,6,8 657,246
SIGMATRON INTL INC COM 82661L10 43 12,213 SH DEFINED 1 12,213
SIGNATURE BK NEW YOR COM 82669G10 35,164 1,212,543 SH DEFINED 1,2,5,6,8 1,212,543
SIGNET JEWELERS LIMI SHS G8127610 20,661 784,687 SH DEFINED 1,2,5,8,10 784,687
SILGAN HOLDINGS INC COM 82704810 33,256 630,685 SH DEFINED 1,2,5,6,8 630,685
SILICON GRAPHICS INT COM 82706L10 4,246 632,765 SH DEFINED 1,2,6 632,765
SILICON IMAGE INC COM 82705T10 4,051 1,666,926 SH DEFINED 1,2,5 1,666,926
SILICON LABORATORIES COM 82691910 50,455 1,088,340 SH DEFINED 1,2,5,6,8,10 1,088,340
SILICON MOTION TECHN SPONSORED 82706C10 67 16,739 SH DEFINED 2 16,739
SILICON STORAGE TECH COM 82705710 5,595 2,312,088 SH DEFINED 1,2,5,6 2,312,088
SILICONWARE PRECISIO SPONSD ADR 82708486 12,285 1,710,996 SH DEFINED 1,4,5,6,8 1,710,996
SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,729 337,693 SH DEFINED 1,2,5,8 337,693
SIMON PPTY GROUP INC COM 82880610 980,330 14,119,683 SH DEFINED 1,2,3,5,6,7,8,10,12,13 14,119,683
SIMON PPTY GROUP INC PFD CONV I 82880680 1,493 24,580 SH DEFINED 1,2 24,580
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SIMPSON MANUFACTURIN COM 82907310 57,137 2,261,970 SH DEFINED 1,2,5,6,8 2,261,970
SIMS METAL MANAGEMEN SPONS ADR 82916010 318 15,955 SH DEFINED 1 15,955
SINA CORP ORD G8147710 4,079 107,444 SH DEFINED 1,2,5,6 107,444
SINCLAIR BROADCAST G CL A 82922610 3,809 1,064,068 SH DEFINED 1,2 1,064,068
SINOPEC SHANGHAI PET SPON ADR H 82935M10 208 5,009 SH DEFINED 1,6 5,009
SIRIUS XM RADIO INC COM 82967N10 6,390 10,063,219 SH DEFINED 1,2,5,6,8,12 10,063,219
SIRONA DENTAL SYSTEM COM 82966C10 10,637 357,563 SH DEFINED 1,2,5,6,8 357,563
SJW CORP COM 78430510 6,240 273,102 SH DEFINED 1,2,5,8 273,102
SK TELECOM LTD SPONSORED 78440P10 4,328 248,024 SH DEFINED 1,2,6,12 248,024
SKECHERS U S A INC CL A 83056610 12,367 721,550 SH DEFINED 1,2,5,6,8 721,550
SKILLED HEALTHCARE G CL A 83066R10 3,323 413,878 SH DEFINED 1,2,8 413,878
SKILLSOFT PLC SPONSORED 83092810 531 55,280 SH DEFINED 1,5,6 55,280
SKYLINE CORP COM 83083010 3,342 148,136 SH DEFINED 1,2,5 148,136
SKYWEST INC COM 83087910 30,253 1,824,659 SH DEFINED 1,2,5,8 1,824,659
SKYWORKS SOLUTIONS I COM 83088M10 59,086 4,462,684 SH DEFINED 1,2,5,8 4,462,684
SL GREEN RLTY CORP COM 78440X10 119,033 2,714,542 SH DEFINED 1,2,3,5,6,8,10 2,714,542
SLM CORP COM 78442P10 163,885 18,794,199 SH DEFINED 1,2,5,6,7,8,10,12,13 18,794,199
SMART BALANCE INC COM 83169Y10 7,361 1,198,854 SH DEFINED 1,2,6,8 1,198,854
SMART MODULAR TECHNO ORD SHS G8224510 3,298 692,825 SH DEFINED 1,2,5 692,825
SMARTHEAT INC COM 83172F10 1,183 99,670 SH DEFINED 1,2 99,670
SMITH & NEPHEW PLC SPDN ADR N 83175M20 352 7,827 SH DEFINED 1 7,827
SMITH & WESSON HLDG COM 83175610 6,823 1,304,682 SH DEFINED 1,2,5,6,8 1,304,682
SMITH A O COM 83186520 20,600 540,689 SH DEFINED 1,2,5,8 540,689
SMITH INTL INC COM 83211010 252,326 8,791,830 SH DEFINED 1,2,5,6,7,8,10,12,13 8,791,830
SMITH MICRO SOFTWARE COM 83215410 7,610 615,669 SH DEFINED 1,2,5,6,8 615,669
SMITHFIELD FOODS INC COM 83224810 38,562 2,794,343 SH DEFINED 1,2,5,6,8,10,12 2,794,343
SMITHTOWN BANCORP IN COM 83244910 2,964 256,869 SH DEFINED 1,2,8 256,869
SMUCKER J M CO COM NEW 83269640 196,625 3,709,203 SH DEFINED 1,2,5,6,7,8,10,12,13 3,709,203
SNAP ON INC COM 83303410 70,727 2,034,714 SH DEFINED 1,2,5,6,8,10,12,13 2,034,714
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 13,650 348,843 SH DEFINED 1,2,5,6,8 348,843
SOHU COM INC COM 83408W10 21,973 319,471 SH DEFINED 1,2,5,6,8,10 319,471
SOLARWINDS INC COM 83416B10 4,629 210,129 SH DEFINED 1,2 210,129
SOLERA HOLDINGS INC COM 83421A10 45,981 1,478,004 SH DEFINED 1,2,5,6,8 1,478,004
SOLITARIO EXPL & RTY COM 8342EP10 21 10,585 SH DEFINED 1 10,585
SOLTA MED INC COM 83438K10 69 30,500 SH DEFINED 1 30,500
SOLUTIA INC COM NEW 83437650 32,859 2,837,572 SH DEFINED 1,2,5,8 2,837,572
SOMANETICS CORP COM NEW 83444540 4,939 306,380 SH DEFINED 1,2,5,6 306,380
SONIC AUTOMOTIVE INC CL A 83545G10 8,492 808,803 SH DEFINED 1,2,5,8 808,803
SONIC CORP COM 83545110 14,173 1,281,427 SH DEFINED 1,2,5,6,8 1,281,427
SONIC SOLUTIONS COM 83546010 440 74,225 SH DEFINED 1 74,225
SONICWALL INC COM 83547010 11,829 1,408,211 SH DEFINED 1,2,5,6,8 1,408,211
SONOCO PRODS CO COM 83549510 138,098 5,014,465 SH DEFINED 1,2,5,6,8,10 5,014,465
SONOSITE INC COM 83568G10 9,353 353,481 SH DEFINED 1,2,5,6,8 353,481
SONUS NETWORKS INC COM 83591610 10,821 5,104,041 SH DEFINED 1,2,5,6,8 5,104,041
SONY CORP ADR NEW 83569930 1,246 42,687 SH DEFINED 1 42,687
SOTHEBYS COM 83589810 40,470 2,348,814 SH DEFINED 1,2,5,6,8 2,348,814
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SOURCEFIRE INC COM 83616T10 8,577 399,507 SH DEFINED 1,2,6,8 399,507
SOURCEFORGE INC COM 83616W10 53 42,143 SH DEFINED 1 42,143
SOUTH FINL GROUP INC COM 83784110 5,381 3,660,557 SH DEFINED 1,2,5,6 3,660,557
SOUTH JERSEY INDS IN COM 83851810 25,835 731,871 SH DEFINED 1,2,5,8 731,871
SOUTHERN CMNTY FINL COM 84263210 107 35,900 SH DEFINED 1 35,900
SOUTHERN CO COM 84258710 923,764 29,168,424 SH DEFINED 1,2,5,6,7,8,10,12,13 29,168,424
SOUTHERN COPPER CORP COM 84265V10 135,267 4,407,539 SH DEFINED 1,2,5,6,7,8,10,12 4,407,539
SOUTHERN UN CO NEW COM 84403010 58,257 2,802,156 SH DEFINED 1,2,5,6,8,10 2,802,156
SOUTHSIDE BANCSHARES COM 84470P10 7,569 336,107 SH DEFINED 1,2,8 336,107
SOUTHWEST AIRLS CO COM 84474110 212,817 22,168,405 SH DEFINED 1,2,5,6,7,8,10,12,13 22,168,405
SOUTHWEST BANCORP IN COM 84476710 4,599 327,561 SH DEFINED 1,2,8 327,561
SOUTHWEST GAS CORP COM 84489510 31,689 1,238,829 SH DEFINED 1,2,5,8 1,238,829
SOUTHWEST WTR CO COM 84533110 2,220 451,172 SH DEFINED 1,2 451,172
SOUTHWESTERN ENERGY COM 84546710 540,101 12,654,652 SH DEFINED 1,2,5,6,7,8,10,12,13 12,654,652
SOVRAN SELF STORAGE COM 84610H10 25,592 841,015 SH DEFINED 1,2,3,5,8 841,015
SPANISH BROADCASTING CL A 84642588 13 28,308 SH DEFINED 1 28,308
SPARTAN MTRS INC COM 84681910 4,891 951,529 SH DEFINED 1,2,6,8 951,529
SPARTAN STORES INC NOTE 3.37 846822AE 6,678 8,904,000 SH DEFINED 5 8,904,000
SPARTAN STORES INC COM 84682210 6,907 488,804 SH DEFINED 1,2,5,6,8 488,804
SPARTECH CORP COM NEW 84722020 9,360 869,062 SH DEFINED 1,2,5,8 869,062
SPDR GOLD TRUST GOLD SHS 78463V10 9,391 95,000 SH DEFINED 2,7 95,000
SPDR INDEX SHS FDS SPDR DJ EU 78463X20 5,179 125,320 SH DEFINED 10 125,320
SPDR INDEX SHS FDS ASIA PACIF 78463X30 10,436 150,000 SH DEFINED 5 150,000
SPDR INDEX SHS FDS EMERG MKTS 78463X50 1,525 25,663 SH DEFINED 5,7 25,663
SPDR INDEX SHS FDS DJ GLB RL 78463X74 237 7,500 SH DEFINED 5 7,500
SPDR INDEX SHS FDS MACQU GLBI 78463X85 903 21,478 SH DEFINED 5 21,478
SPDR INDEX SHS FDS DJ INTL RL 78463X86 8,863 250,800 SH DEFINED 2 250,800
SPDR INDEX SHS FDS S&P INTL S 78463X87 21,811 852,000 SH DEFINED 2 852,000
SPDR SERIES TRUST BARCLY CNV 78464A35 17,390 479,869 SH DEFINED 1,5,7 479,869
SPDR SERIES TRUST BRCLYS YLD 78464A41 75,414 1,959,303 SH DEFINED 1,2,5 1,959,303
SPDR SERIES TRUST DJ LRG VAL 78464A50 1,119 20,228 SH DEFINED 1 20,228
SPDR SERIES TRUST DJ REIT ET 78464A60 851 18,683 SH DEFINED 8 18,683
SPDR SERIES TRUST BRCLYS AGG 78464A64 10,475 186,429 SH DEFINED 2 186,429
SPDR SERIES TRUST BRCLYS 1-3 78464A68 5,434 118,430 SH DEFINED 1 118,430
SPDR TR UNIT SER 1 78462F10 343,690 3,254,947 SH DEFINED 1,2,5,10 3,254,947
SPECIALTY UNDERWRITE COM 84751T30 77 11,697 SH DEFINED 1 11,697
SPECTRA ENERGY CORP COM 84756010 479,817 25,333,504 SH DEFINED 1,2,5,6,7,8,10,12,13 25,333,504
SPECTRA ENERGY PARTN COM 84756N10 438 17,995 SH DEFINED 1,2 17,995
SPECTRANETICS CORP COM 84760C10 3,732 582,184 SH DEFINED 1,2 582,184
SPECTRUM CTL INC COM 84761510 1,852 218,176 SH DEFINED 1,2 218,176
SPECTRUM PHARMACEUTI COM 84763A10 5,141 763,912 SH DEFINED 1,2 763,912
SPEEDWAY MOTORSPORTS COM 84778810 4,277 297,242 SH DEFINED 1,2,5,8 297,242
SPHERION CORP COM 84842010 9,734 1,567,532 SH DEFINED 1,2,5,8 1,567,532
SPHERIX INC COM 84842R10 35 16,667 SH DEFINED 1 16,667
SPIRIT AEROSYSTEMS H COM CL A 84857410 21,997 1,217,980 SH DEFINED 1,2,5,6,8,10 1,217,980
SPORT CHALET INC CL A 84916320 24 13,343 SH DEFINED 1 13,343
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SPORT SUPPLY GROUP I COM 84916A10 1,515 148,698 SH DEFINED 1,2 148,698
SPRINT NEXTEL CORP COM SER 1 85206110 401,917 101,751,089 SH DEFINED 1,2,5,6,7,8,10,12,13 101,751,089
SPSS INC COM 78462K10 18,731 374,919 SH DEFINED 1,2,5,6,8 374,919
SPX CORP COM 78463510 74,395 1,214,223 SH DEFINED 1,2,5,6,7,8,10,12,13 1,214,223
SRA INTL INC CL A 78464R10 26,847 1,243,499 SH DEFINED 1,2,5,6,8 1,243,499
SRS LABS INC COM 78464M10 1,260 172,301 SH DEFINED 1,2 172,301
ST JOE CO COM 79014810 33,168 1,139,023 SH DEFINED 1,2,5,6,8,10,12 1,139,023
ST JUDE MED INC COM 79084910 438,876 11,250,337 SH DEFINED 1,2,5,6,7,8,10,12,13 11,250,337
ST MARY LD & EXPL CO COM 79222810 28,769 886,290 SH DEFINED 1,2,5,6,8,10 886,290
STAAR SURGICAL CO COM PAR $0 85231230 101 24,655 SH DEFINED 1 24,655
STAGE STORES INC COM NEW 85254C30 11,466 884,695 SH DEFINED 1,2,5,8 884,695
STAMPS COM INC COM NEW 85285720 2,816 304,380 SH DEFINED 1,2,5,6 304,380
STANCORP FINL GROUP COM 85289110 43,215 1,070,476 SH DEFINED 1,2,5,6,8,10 1,070,476
STANDARD MICROSYSTEM COM 85362610 11,138 479,861 SH DEFINED 1,2,5,6,8 479,861
STANDARD MTR PRODS I COM 85366610 5,321 350,034 SH DEFINED 1,2 350,034
STANDARD PAC CORP NE COM 85375C10 9,026 2,446,108 SH DEFINED 1,2,5,6,8 2,446,108
STANDARD PARKING COR COM 85379010 3,842 219,640 SH DEFINED 1,2,6 219,640
STANDARD REGISTER CO COM 85388710 2,870 488,082 SH DEFINED 1,2 488,082
STANDEX INTL CORP COM 85423110 5,892 297,113 SH DEFINED 1,2,5 297,113
STANLEY FURNITURE IN COM NEW 85430520 1,780 171,613 SH DEFINED 1,2 171,613
STANLEY INC COM 85453210 5,998 233,212 SH DEFINED 1,2,5,6,8 233,212
STANLEY WKS COM 85461610 129,990 3,044,968 SH DEFINED 1,2,5,6,7,8,10,12,13 3,044,968
STAPLES INC COM 85503010 537,588 23,151,918 SH DEFINED 1,2,5,6,7,8,10,12,13 23,151,918
STAR GAS PARTNERS L UNIT LTD P 85512C10 172 47,260 SH DEFINED 1,2 47,260
STAR SCIENTIFIC INC COM 85517P10 1,003 1,078,697 SH DEFINED 1,2 1,078,697
STARBUCKS CORP COM 85524410 484,592 23,466,940 SH DEFINED 1,2,5,6,7,8,10,12,13 23,466,940
STARENT NETWORKS COR COM 85528P10 19,397 763,072 SH DEFINED 1,2,5,6,8 763,072
STARTEK INC COM 85569C10 1,789 206,059 SH DEFINED 1,2 206,059
STARWOOD HOTELS&RESO COM 85590A40 253,682 7,680,352 SH DEFINED 1,2,5,6,7,8,10,12,13 7,680,352
STARWOOD PPTY TR INC COM 85571B10 2,297 113,432 SH DEFINED 1,2 113,432
STATE AUTO FINL CORP COM 85570710 5,471 305,149 SH DEFINED 1,2,5,8 305,149
STATE BANCORP INC N. COM 85571610 2,300 272,182 SH DEFINED 1,2 272,182
STATE STR CORP COM 85747710 1,194,508 22,709,285 SH DEFINED 1,2,5,6,7,8,10,12,13 22,709,285
STEAK N SHAKE CO COM 85787310 6,520 553,913 SH DEFINED 1,2,5,6 553,913
STEC INC COM 78477410 14,790 503,244 SH DEFINED 1,2,5,6,8 503,244
STEEL DYNAMICS INC COM 85811910 97,682 6,367,810 SH DEFINED 1,2,5,6,8,10 6,367,810
STEELCASE INC CL A 85815520 9,258 1,490,794 SH DEFINED 1,2,5,8 1,490,794
STEIN MART INC COM 85837510 7,266 571,689 SH DEFINED 1,2,8 571,689
STEINER LEISURE LTD ORD P8744Y10 11,714 327,582 SH DEFINED 1,2,5,8 327,582
STEINWAY MUSICAL INS COM 85849510 1,720 144,938 SH DEFINED 1,2 144,938
STELLARONE CORP COM 85856G10 6,557 444,531 SH DEFINED 1,2,8 444,531
STEMCELLS INC COM 85857R10 2,751 1,687,617 SH DEFINED 1,2,5 1,687,617
STEPAN CO COM 85858610 11,456 190,684 SH DEFINED 1,2,5,6,8 190,684
STEREOTAXIS INC COM 85916J10 2,620 587,540 SH DEFINED 1,2,6 587,540
STERICYCLE INC COM 85891210 133,844 2,763,095 SH DEFINED 1,2,5,6,7,8,10,12,13 2,763,095
STERIS CORP COM 85915210 57,967 1,903,666 SH DEFINED 1,2,5,6,8 1,903,666
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
STERLING BANCORP COM 85915810 2,933 406,260 SH DEFINED 1,2,5,8 406,260
STERLING BANCSHARES COM 85890710 24,383 3,335,509 SH DEFINED 1,2,5,8 3,335,509
STERLING CONSTRUCTIO COM 85924110 5,274 294,448 SH DEFINED 1,2,6,8 294,448
STERLING FINL CORP W COM 85931910 2,244 1,121,783 SH DEFINED 1,2,5,6,8 1,121,783
STERLITE INDS INDIA ADS 85973720 4,716 295,291 SH DEFINED 1,6,8 295,291
STEWART ENTERPRISES CL A 86037010 10,710 2,047,857 SH DEFINED 1,2,5,8 2,047,857
STEWART INFORMATION COM 86037210 4,659 376,676 SH DEFINED 1,2,5,8 376,676
STIFEL FINL CORP COM 86063010 35,706 650,391 SH DEFINED 1,2,5,6,8 650,391
STILLWATER MNG CO COM 86074Q10 7,627 1,135,038 SH DEFINED 1,2,5,6,8 1,135,038
STONE ENERGY CORP COM 86164210 15,497 950,168 SH DEFINED 1,2,5,8 950,168
STONERIDGE INC COM 86183P10 2,676 377,907 SH DEFINED 1,2 377,907
STRATASYS INC COM 86268510 7,084 412,844 SH DEFINED 1,2,5,6,8 412,844
STRATEGIC HOTELS & R COM 86272T10 4,115 1,588,853 SH DEFINED 1,2,3 1,588,853
STRAYER ED INC COM 86323610 58,635 269,363 SH DEFINED 1,2,5,6,8,10 269,363
STRYKER CORP COM 86366710 422,755 9,305,628 SH DEFINED 1,2,5,6,7,8,10,12,13 9,305,628
STUDENT LN CORP COM 86390210 3,177 68,476 SH DEFINED 1,2,5,8,10,12 68,476
STURM RUGER & CO INC COM 86415910 6,992 540,345 SH DEFINED 1,2,6 540,345
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,511 36,133 SH DEFINED 1,2 36,133
SUCAMPO PHARMACEUTIC CL A 86490910 904 155,104 SH DEFINED 1,2 155,104
SUCCESSFACTORS INC COM 86459610 10,067 715,489 SH DEFINED 1,2,5,6,8 715,489
SUFFOLK BANCORP COM 86473910 7,065 238,611 SH DEFINED 1,2,5,6,8 238,611
SULPHCO INC COM 86537810 1,461 1,066,641 SH DEFINED 1,2,6 1,066,641
SUN BANCORP INC COM 86663B10 1,798 340,598 SH DEFINED 1,2,5,8 340,598
SUN COMMUNITIES INC COM 86667410 15,647 727,088 SH DEFINED 1,2,3,5,8 727,088
SUN HEALTHCARE GROUP COM NEW 86693340 7,912 915,772 SH DEFINED 1,2,5,6,8 915,772
SUN HYDRAULICS CORP COM 86694210 4,749 225,506 SH DEFINED 1,2,6 225,506
SUN LIFE FINL INC COM 86679610 9,005 288,246 SH DEFINED 1 288,246
SUN MICROSYSTEMS INC COM NEW 86681020 271,587 29,877,602 SH DEFINED 1,2,5,6,7,8,10,12,13 29,877,602
SUNAIR SERVICES CORP COM 86701710 30 11,100 SH DEFINED 1 11,100
SUNCOR ENERGY INC NE COM 86722410 1,573 45,509 SH DEFINED 1 45,509
SUNLINK HEALTH SYSTE COM 86737U10 30 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 234,955 8,258,514 SH DEFINED 1,2,5,6,7,8,10,12,13 8,258,514
SUNOCO LOGISTICS PRT COM UNITS 86764L10 1,388 23,418 SH DEFINED 1,2,8 23,418
SUNPOWER CORP COM CL A 86765210 32,218 1,077,894 SH DEFINED 1,2,5,6,7,8,10,12,13 1,077,894
SUNPOWER CORP COM CL B 86765230 6,320 250,515 SH DEFINED 1,2,5,6,7,8,10,12,13 250,515
SUNRISE SENIOR LIVIN COM 86768K10 2,732 901,542 SH DEFINED 1,2 901,542
SUNSTONE HOTEL INVS COM 86789210 21,010 2,959,183 SH DEFINED 1,2,3,5,8 2,959,183
SUNTECH PWR HLDGS CO NOTE 0.25 86800CAC 483 500,000 SH DEFINED 1 500,000
SUNTECH PWR HLDGS CO NOTE 3.00 86800CAE 275 350,000 SH DEFINED 2 350,000
SUNTECH PWR HLDGS CO ADR 86800C10 3,171 208,643 SH DEFINED 1,2,6 208,643
SUNTRUST BKS INC COM 86791410 439,612 19,494,993 SH DEFINED 1,2,5,6,7,8,10,12,13 19,494,993
SUPER MICRO COMPUTER COM 86800U10 3,598 425,346 SH DEFINED 1,2,6 425,346
SUPERGEN INC COM 86805910 2,630 985,066 SH DEFINED 1,2 985,066
SUPERIOR ENERGY SVCS COM 86815710 46,511 2,065,314 SH DEFINED 1,2,5,6,8,10 2,065,314
SUPERIOR INDS INTL I COM 86816810 7,897 556,102 SH DEFINED 1,2,5,8 556,102
SUPERIOR UNIFORM GP COM 86835810 184 23,702 SH DEFINED 1 23,702
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
SUPERIOR WELL SVCS I COM 86837X10 3,234 334,047 SH DEFINED 1,2,5,6 334,047
SUPERTEL HOSPITALITY COM 86852610 54 25,177 SH DEFINED 1 25,177
SUPERTEX INC COM 86853210 6,677 222,570 SH DEFINED 1,2,5,6,8 222,570
SUPERVALU INC COM 86853610 208,646 13,854,284 SH DEFINED 1,2,5,6,7,8,10,12,13 13,854,284
SUPPORT COM INC COM 86858W10 2,042 850,736 SH DEFINED 1,2,5 850,736
SUPREME INDS INC CL A 86860710 51 20,930 SH DEFINED 1 20,930
SUREWEST COMMUNICATI COM 86873310 3,244 261,184 SH DEFINED 1,2 261,184
SURMODICS INC COM 86887310 9,909 402,792 SH DEFINED 1,2,5,6,8 402,792
SUSQUEHANNA BANCSHAR COM 86909910 18,886 3,206,534 SH DEFINED 1,2,5,8 3,206,534
SUSSER HLDGS CORP COM 86923310 2,137 169,981 SH DEFINED 1,2 169,981
SUTOR TECH GROUP LTD COM 86936210 297 94,133 SH DEFINED 1,2 94,133
SVB FINL GROUP COM 78486Q10 56,393 1,303,280 SH DEFINED 1,2,5,6,8 1,303,280
SWIFT ENERGY CO COM 87073810 19,980 843,755 SH DEFINED 1,2,5,8 843,755
SWITCH & DATA FACILI COM 87104310 5,276 387,687 SH DEFINED 1,2,6,8 387,687
SWS GROUP INC COM 78503N10 7,960 552,783 SH DEFINED 1,2,5,8 552,783
SYBASE INC COM 87113010 67,449 1,733,902 SH DEFINED 1,2,5,6,7,8,10 1,733,902
SYCAMORE NETWORKS IN COM 87120610 13,036 4,316,666 SH DEFINED 1,2,5,6,8 4,316,666
SYKES ENTERPRISES IN COM 87123710 17,435 837,418 SH DEFINED 1,2,5,6,8 837,418
SYMANTEC CORP NOTE 0.75 871503AD 2,005 1,900,000 SH DEFINED 1,2 1,900,000
SYMANTEC CORP NOTE 1.00 871503AF 73,807 69,140,595 SH DEFINED 2,5 69,140,595
SYMANTEC CORP COM 87150310 473,241 28,733,503 SH DEFINED 1,2,5,6,7,8,10,12,13 28,733,503
SYMMETRICOM INC COM 87154310 6,348 1,225,567 SH DEFINED 1,2,5 1,225,567
SYMMETRY MED INC COM 87154620 7,809 753,055 SH DEFINED 1,2,5,6,8 753,055
SYMS CORP COM 87155110 897 110,866 SH DEFINED 1,2 110,866
SYMYX TECHNOLOGIES COM 87155S10 4,248 641,717 SH DEFINED 1,2,5,6 641,717
SYNAPTICS INC COM 87157D10 19,349 767,822 SH DEFINED 1,2,5,6,8 767,822
SYNCHRONOSS TECHNOLO COM 87157B10 4,645 372,522 SH DEFINED 1,2,5,6,8 372,522
SYNERON MEDICAL LTD ORD SHS M8724510 348 30,465 SH DEFINED 1,2,5 30,465
SYNGENTA AG SPONSORED 87160A10 1,056 22,977 SH DEFINED 1 22,977
SYNIVERSE HLDGS INC COM 87163F10 39,061 2,232,076 SH DEFINED 1,2,5,7,8 2,232,076
SYNNEX CORP COM 87162W10 15,433 506,331 SH DEFINED 1,2,5,8 506,331
SYNOPSYS INC COM 87160710 108,751 4,850,623 SH DEFINED 1,2,5,6,7,8,10,12,13 4,850,623
SYNOVIS LIFE TECHNOL COM 87162G10 3,007 217,897 SH DEFINED 1,2,6 217,897
SYNOVUS FINL CORP COM 87161C10 45,002 12,000,498 SH DEFINED 1,2,5,6,7,8,10,12 12,000,498
SYNTA PHARMACEUTICAL COM 87162T20 863 278,475 SH DEFINED 1,2 278,475
SYNTEL INC COM 87162H10 12,996 272,277 SH DEFINED 1,2,5,6,8 272,277
SYNTHESIS ENERGY SYS COM 87162810 27 22,900 SH DEFINED 1 22,900
SYNTROLEUM CORP COM 87163010 2,669 988,520 SH DEFINED 1,2,5 988,520
SYNUTRA INTL INC COM 87164C10 3,793 276,661 SH DEFINED 1,2 276,661
SYSCO CORP COM 87182910 496,317 19,972,510 SH DEFINED 1,2,5,6,7,8,10,12,13 19,972,510
SYSTEMAX INC COM 87185110 2,653 218,677 SH DEFINED 1,2,5,6 218,677
T-3 ENERGY SRVCS INC COM 87306E10 4,984 253,011 SH DEFINED 1,2,6 253,011
TAIWAN SEMICONDUCTOR SPONSORED 87403910 127,174 11,603,484 SH DEFINED 1,2,4,5,6,7,8 11,603,484
TAKE-TWO INTERACTIVE COM 87405410 22,473 2,004,729 SH DEFINED 1,2,5,8 2,004,729
TAL INTL GROUP INC COM 87408310 5,340 375,523 SH DEFINED 1,2,5 375,523
TALBOTS INC COM 87416110 4,530 490,787 SH DEFINED 1,2,5,6 490,787
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TALEO CORP CL A 87424N10 14,164 625,634 SH DEFINED 1,2,5,6,8 625,634
TAM SA SP ADR REP 87484D10 422 32,713 SH DEFINED 1,2,6 32,713
TANGER FACTORY OUTLE COM 87546510 59,994 1,606,698 SH DEFINED 1,2,3,5,6,8 1,606,698
TARGA RESOURCES PART COM UNIT 87611X10 709 37,818 SH DEFINED 1,2 37,818
TARGACEPT INC COM 87611R30 267 12,488 SH DEFINED 1,2 12,488
TARGET CORP COM 87612E10 2,990,123 64,055,769 SH DEFINED 1,2,5,6,7,8,10,12,13 64,055,769
TASER INTL INC COM 87651B10 6,364 1,348,356 SH DEFINED 1,2,5,6 1,348,356
TATA COMMUNICATIONS SPONS ADR 87656410 1,359 65,904 SH DEFINED 1,2,5,6,8 65,904
TATA MTRS LTD SPONSORED 87656850 4,500 347,227 SH DEFINED 1,2,5,6,8 347,227
TAUBMAN CTRS INC COM 87666410 52,469 1,454,245 SH DEFINED 1,2,3,5,6,8,10 1,454,245
TBS INTERNATIONAL LI COM CL A G8697515 2,240 257,510 SH DEFINED 1,2,5 257,510
TC PIPELINES LP UT COM LTD 87233Q10 555 14,561 SH DEFINED 1,2 14,561
TCF FINL CORP COM 87227510 40,517 3,107,132 SH DEFINED 1,2,5,6,8,10,12 3,107,132
TD AMERITRADE HLDG C COM 87236Y10 119,276 6,076,208 SH DEFINED 1,2,5,6,7,8,10,12,13 6,076,208
TEAM INC COM 87815510 6,107 360,283 SH DEFINED 1,2,5,6,8 360,283
TECH DATA CORP COM 87823710 68,345 1,642,504 SH DEFINED 1,2,5,6,7,8,10 1,642,504
TECH OPS SEVCON INC COM 87829310 37 11,300 SH DEFINED 1 11,300
TECHNE CORP COM 87837710 47,787 763,855 SH DEFINED 1,2,5,6,8,10 763,855
TECHNITROL INC COM 87855510 9,855 1,069,999 SH DEFINED 1,2,5,8 1,069,999
TECHNOLOGY RESH CORP COM NEW 87872730 40 12,137 SH DEFINED 1 12,137
TECHTARGET INC COM 87874R10 1,159 203,314 SH DEFINED 1,2,5 203,314
TECHWELL INC COM 87874D10 2,845 259,101 SH DEFINED 1,2 259,101
TECO ENERGY INC COM 87237510 104,670 7,433,979 SH DEFINED 1,2,5,6,8,10,12,13 7,433,979
TECUMSEH PRODS CO CL A 87889520 4,961 437,826 SH DEFINED 1,2,5 437,826
TEEKAY CORPORATION COM Y8564W10 9,464 432,757 SH DEFINED 1,2,5,6,8,10,12 432,757
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 530 21,361 SH DEFINED 1,2 21,361
TEEKAY OFFSHORE PART PARTNERSHI Y8565J10 226 13,737 SH DEFINED 1,2 13,737
TEEKAY TANKERS LTD CL A Y8565N10 2,013 241,084 SH DEFINED 1,2 241,084
TEJON RANCH CO DEL COM 87908010 5,257 204,725 SH DEFINED 1,2,5,6,8 204,725
TEKELEC COM 87910110 28,147 1,713,118 SH DEFINED 1,2,5,6,8 1,713,118
TELE NORTE LESTE PAR SPON ADR P 87924610 11,523 613,270 SH DEFINED 1,2,5,6 613,270
TELECOM ARGENTINA S SPON ADR R 87927320 197 12,307 SH DEFINED 1,2 12,307
TELECOMMUNICATION SY CL A 87929J10 5,961 712,992 SH DEFINED 1,2,6,8 712,992
TELEDYNE TECHNOLOGIE COM 87936010 29,809 828,265 SH DEFINED 1,2,5,6,8 828,265
TELEFLEX INC COM 87936910 53,306 1,103,407 SH DEFINED 1,2,5,6,8,10 1,103,407
TELEFONICA S A SPONSORED 87938220 4,097 49,414 SH DEFINED 1,2,8 49,414
TELEFONOS DE MEXICO SPON ADR O 87940378 3,875 222,166 SH DEFINED 1,6 222,166
TELEPHONE & DATA SYS COM 87943310 80,404 2,592,855 SH DEFINED 1,2,5,6,7,8,10,12,13 2,592,855
TELEPHONE & DATA SYS SPL COM 87943386 1,078 36,332 SH DEFINED 1,2,6 36,332
TELETECH HOLDINGS IN COM 87993910 18,794 1,101,630 SH DEFINED 1,2,5,6,7,8 1,101,630
TELIK INC COM 87959M10 42 53,237 SH DEFINED 1 53,237
TELKONET INC COM 87960410 27 79,559 SH DEFINED 1 79,559
TELLABS INC COM 87966410 88,658 12,811,855 SH DEFINED 1,2,5,6,8,10,12,13 12,811,855
TELMEX INTERNACIONAL SPONS ADR 87969010 502 35,967 SH DEFINED 1,6,8 35,967
TELULAR CORP COM NEW 87970T20 53 16,333 SH DEFINED 1 16,333
TELUS CORP NON-VTG SH 87971M20 518 16,659 SH DEFINED 1,2 16,659
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TEMPLE INLAND INC COM 87986810 36,853 2,244,380 SH DEFINED 1,2,5,6,8,10 2,244,380
TEMPUR PEDIC INTL IN COM 88023U10 96,211 5,079,800 SH DEFINED 1,2,5,7,8 5,079,800
TENARIS S A SPONSORED 88031M10 53,434 1,500,117 SH DEFINED 1,4 1,500,117
TENET HEALTHCARE COR COM 88033G10 78,644 13,374,907 SH DEFINED 1,2,5,6,8,10,12,13 13,374,907
TENNANT CO COM 88034510 10,095 347,381 SH DEFINED 1,2,5,8 347,381
TENNECO INC COM 88034910 15,103 1,158,224 SH DEFINED 1,2,5,6,8 1,158,224
TEPPCO PARTNERS L P UT LTD PAR 87238410 1,549 44,607 SH DEFINED 1,2,8 44,607
TERADATA CORP DEL COM 88076W10 175,179 6,365,533 SH DEFINED 1,2,5,6,7,8,10,12,13 6,365,533
TERADYNE INC COM 88077010 48,624 5,256,646 SH DEFINED 1,2,5,6,8,10,12,13 5,256,646
TEREX CORP NEW COM 88077910 47,676 2,299,839 SH DEFINED 1,2,5,6,7,8,10,12 2,299,839
TERNIUM SA SPON ADR 88089010 1,096 41,187 SH DEFINED 1,2,6 41,187
TERRA INDS INC COM 88091510 76,550 2,207,969 SH DEFINED 1,2,5,6,8,10 2,207,969
TERRA NITROGEN CO L COM UNIT 88100520 872 8,369 SH DEFINED 1,2,8 8,369
TERREMARK WORLDWIDE COM NEW 88144820 6,520 1,048,214 SH DEFINED 1,2,5,6 1,048,214
TERRESTAR CORP COM 88145110 178 77,746 SH DEFINED 1,2 77,746
TERRITORIAL BANCORP COM 88145X10 383 24,443 SH DEFINED 1,2 24,443
TESCO CORP COM 88157K10 353 44,185 SH DEFINED 1,2,5,6,8 44,185
TESORO CORP COM 88160910 105,716 7,057,146 SH DEFINED 1,2,5,6,7,8,10,12,13 7,057,146
TESSERA TECHNOLOGIES COM 88164L10 40,109 1,438,119 SH DEFINED 1,2,5,6,7,8 1,438,119
TETRA TECH INC NEW COM 88162G10 35,491 1,337,757 SH DEFINED 1,2,5,6,8 1,337,757
TETRA TECHNOLOGIES I COM 88162F10 17,818 1,838,764 SH DEFINED 1,2,5,6,8 1,838,764
TEVA PHARMACEUTICAL ADR 88162420 112,846 2,231,926 SH DEFINED 1,2,5,6,7,8 2,231,926
TEVA PHARMACEUTICAL DBCV 0.25 88163VAE 626 550,000 SH DEFINED 1,2 550,000
TEVA PHARMACEUTICAL NOTE 1.75 88165FAA 2,104 1,800,000 SH DEFINED 1,2 1,800,000
TEXAS CAPITAL BANCSH COM 88224Q10 12,449 739,241 SH DEFINED 1,2,5,6,8 739,241
TEXAS INDS INC COM 88249110 22,462 534,931 SH DEFINED 1,2,5,6,8 534,931
TEXAS INSTRS INC COM 88250810 1,032,141 43,568,639 SH DEFINED 1,2,5,6,7,8,10,12,13 43,568,639
TEXAS ROADHOUSE INC CL A 88268110 13,045 1,228,301 SH DEFINED 1,2,5,6,8 1,228,301
TEXTAINER GROUP HOLD SHS G8766E10 2,275 142,107 SH DEFINED 1,2 142,107
TEXTRON INC NOTE 4.50 883203BN 9,231 5,659,000 SH DEFINED 1,2,5 5,659,000
TEXTRON INC COM 88320310 173,003 9,115,011 SH DEFINED 1,2,5,6,7,8,10,12,13 9,115,011
TFS FINL CORP COM 87240R10 14,308 1,202,392 SH DEFINED 1,2,5,7,8,10,12 1,202,392
TGC INDS INC COM NEW 87241730 1,143 235,702 SH DEFINED 1,2 235,702
THERAGENICS CORP COM 88337510 194 121,079 SH DEFINED 1 121,079
THERAVANCE INC COM 88338T10 28,858 1,971,153 SH DEFINED 1,2,5,6,8 1,971,153
THERMO FISHER SCIENT COM 88355610 580,783 13,299,367 SH DEFINED 1,2,5,6,7,8,10,12,13 13,299,367
THERMOGENESIS CORP COM NEW 88362320 40 64,298 SH DEFINED 1 64,298
THESTREET COM COM 88368Q10 60 20,835 SH DEFINED 1 20,835
THOMAS & BETTS CORP COM 88431510 39,447 1,311,390 SH DEFINED 1,2,5,6,7,8,10 1,311,390
THOMAS PPTYS GROUP I COM 88445310 41 14,300 SH DEFINED 1 14,300
THOMAS WEISEL PARTNE COM 88448110 2,058 385,344 SH DEFINED 1,2 385,344
THOMSON SPONSORED 88511810 100 50,925 SH DEFINED 1 50,925
THOMSON REUTERS CORP COM 88490310 543 16,161 SH DEFINED 1,2,5 16,161
THOR INDS INC COM 88516010 23,473 758,406 SH DEFINED 1,2,5,6,8,10 758,406
THORATEC CORP COM NEW 88517530 49,813 1,645,625 SH DEFINED 1,2,5,6,8 1,645,625
THQ INC COM NEW 87244340 9,824 1,436,233 SH DEFINED 1,2,5,8 1,436,233
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TIBCO SOFTWARE INC COM 88632Q10 46,090 4,856,715 SH DEFINED 1,2,5,6,7,8 4,856,715
TICC CAPITAL CORP COM 87244T10 2,196 435,737 SH DEFINED 1,2 435,737
TICKETMASTER ENTMT I COM 88633P30 12,070 1,032,518 SH DEFINED 1,2,5,6,8 1,032,518
TIDEWATER INC COM 88642310 58,302 1,238,103 SH DEFINED 1,2,5,6,8,10 1,238,103
TIER TECHNOLOGIES IN CL B 88650Q10 2,373 279,822 SH DEFINED 1,2 279,822
TIERONE CORP COM 88650R10 48 14,534 SH DEFINED 1 14,534
TIFFANY & CO NEW COM 88654710 164,253 4,262,990 SH DEFINED 1,2,5,6,7,8,10,12,13 4,262,990
TIM HORTONS INC COM 88706M10 22,272 786,992 SH DEFINED 1,2,5,7,8,10,12,13 786,992
TIM PARTICIPACOES S SPONS ADR 88706P10 1,031 41,891 SH DEFINED 1,2,6 41,891
TIMBERLAND BANCORP I COM 88709810 48 10,283 SH DEFINED 1 10,283
TIMBERLAND CO CL A 88710010 22,001 1,580,545 SH DEFINED 1,2,5,6,8 1,580,545
TIME WARNER CABLE IN COM 88732J20 493,903 11,462,135 SH DEFINED 1,2,5,6,7,8,10,12,13 11,462,135
TIME WARNER INC COM NEW 88731730 1,170,721 40,678,292 SH DEFINED 1,2,5,6,7,8,10,12,13 40,678,292
TIMKEN CO COM 88738910 52,164 2,226,392 SH DEFINED 1,2,5,6,8,10 2,226,392
TITAN INTL INC ILL COM 88830M10 6,391 718,067 SH DEFINED 1,2,5,8 718,067
TITAN MACHY INC COM 88830R10 2,637 210,651 SH DEFINED 1,2,6 210,651
TITANIUM METALS CORP COM NEW 88833920 27,976 2,917,185 SH DEFINED 1,2,5,6,8,10,12,13 2,917,185
TIVO INC COM 88870610 23,584 2,276,423 SH DEFINED 1,2,5,6,8 2,276,423
TIX CORP COM 88873310 76 19,800 SH DEFINED 1 19,800
TJX COS INC NEW COM 87254010 568,155 15,293,532 SH DEFINED 1,2,5,6,7,8,10,12,13 15,293,532
TNS INC COM 87296010 16,704 609,634 SH DEFINED 1,2,5,6,7,8 609,634
TODD SHIPYARDS CORP COM 88903910 1,471 89,494 SH DEFINED 1,2 89,494
TOLL BROTHERS INC COM 88947810 96,222 4,924,372 SH DEFINED 1,2,5,6,7,8,10,12,13 4,924,372
TOLLGRADE COMMUNICAT COM 88954210 347 53,609 SH DEFINED 1 53,609
TOMKINS PLC SPONSORED 89003020 195 16,270 SH DEFINED 1 16,270
TOMOTHERAPY INC COM 89008810 4,298 992,670 SH DEFINED 1,2,6 992,670
TOMPKINS FINANCIAL C COM 89011010 7,519 172,050 SH DEFINED 1,2,5,8 172,050
TOOTSIE ROLL INDS IN COM 89051610 16,893 710,385 SH DEFINED 1,2,5,6,8 710,385
TORCHMARK CORP COM 89102710 131,074 3,018,042 SH DEFINED 1,2,5,6,7,8,10,12,13 3,018,042
TOREADOR RES CORP COM 89105010 3,573 357,616 SH DEFINED 1,2 357,616
TORO CO COM 89109210 26,729 672,079 SH DEFINED 1,2,5,6,7,8,10 672,079
TORONTO DOMINION BK COM NEW 89116050 4,318 66,991 SH DEFINED 1,5,7,10 66,991
TOTAL S A SPONSORED 89151E10 4,221 71,228 SH DEFINED 1,2 71,228
TOTAL SYS SVCS INC COM 89190610 100,658 6,248,146 SH DEFINED 1,2,5,6,7,8,10,12,13 6,248,146
TOWER BANCORP INC COM 89170910 1,531 58,261 SH DEFINED 1,2 58,261
TOWER GROUP INC COM 89177710 22,097 905,970 SH DEFINED 1,2,5,6,8 905,970
TOWN SPORTS INTL HLD COM 89214A10 979 389,841 SH DEFINED 1,2,6 389,841
TOWNEBANK PORTSMOUTH COM 89214P10 5,986 469,465 SH DEFINED 1,2,8 469,465
TOYOTA MOTOR CORP SP ADR REP 89233130 3,521 44,812 SH DEFINED 1,2 44,812
TRACTOR SUPPLY CO COM 89235610 50,925 1,051,727 SH DEFINED 1,2,5,6,8 1,051,727
TRADESTATION GROUP I COM 89267P10 7,259 890,736 SH DEFINED 1,2,5,6,8 890,736
TRANS WORLD ENTMT CO COM 89336Q10 33 36,708 SH DEFINED 1 36,708
TRANS1 INC COM 89385X10 959 199,284 SH DEFINED 1,2 199,284
TRANSACT TECHNOLOGIE COM 89291810 61 11,469 SH DEFINED 1 11,469
TRANSATLANTIC HLDGS COM 89352110 21,679 432,102 SH DEFINED 1,2,5,6,8,10,12 432,102
TRANSCEND SERVICES I COM NEW 89392920 1,639 93,811 SH DEFINED 1,2 93,811
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TRANSCONTINENTAL RLT COM NEW 89361720 173 14,794 SH DEFINED 1,2 14,794
TRANSDIGM GROUP INC COM 89364110 20,363 408,822 SH DEFINED 1,2,5,6,8,10 408,822
TRANSMONTAIGNE PARTN COM UNIT L 89376V10 334 12,407 SH DEFINED 1,2 12,407
TRANSOCEAN INC NOTE 1.62 893830AU 1,940 1,950,000 SH DEFINED 2 1,950,000
TRANSOCEAN INC NOTE 1.50 893830AV 4,439 4,600,000 SH DEFINED 1,2 4,600,000
TRANSOCEAN INC NOTE 1.50 893830AW 19,336 20,300,000 SH DEFINED 2,5 20,300,000
TRANSOCEAN LTD REG SHS H8817H10 146,799 1,716,346 SH DEFINED 1,2,5,6,7,8,10,12,13 1,716,346
TRANSWITCH CORP COM 89406510 71 101,210 SH DEFINED 1 101,210
TRAVELCENTERS OF AME COM 89417410 151 26,950 SH DEFINED 1,2 26,950
TRAVELERS COMPANIES COM 89417E10 1,371,529 27,859,616 SH DEFINED 1,2,5,6,7,8,10,12,13 27,859,616
TRAVELZOO INC COM 89421Q10 1,117 79,038 SH DEFINED 1,2 79,038
TRC COS INC COM 87262510 51 14,676 SH DEFINED 1 14,676
TREDEGAR CORP COM 89465010 11,436 788,682 SH DEFINED 1,2,5,8 788,682
TREE COM INC COM 89467510 1,080 143,069 SH DEFINED 1,2,8 143,069
TREEHOUSE FOODS INC COM 89469A10 29,020 813,582 SH DEFINED 1,2,5,6,8 813,582
TREX INC COM 89531P10 5,406 297,014 SH DEFINED 1,2 297,014
TRI VY CORP COM 89573510 67 24,512 SH DEFINED 1 24,512
TRIAD GTY INC COM 89592510 20 14,889 SH DEFINED 1 14,889
TRIANGLE CAP CORP COM 89584810 1,499 121,488 SH DEFINED 1,2 121,488
TRICO BANCSHARES COM 89609510 4,377 266,887 SH DEFINED 1,2 266,887
TRICO MARINE SERVICE COM NEW 89610620 254 32,942 SH DEFINED 1 32,942
TRIDENT MICROSYSTEMS COM 89591910 3,344 1,290,961 SH DEFINED 1,2,6 1,290,961
TRIMAS CORP COM NEW 89621520 1,230 241,232 SH DEFINED 1,2 241,232
TRIMBLE NAVIGATION L COM 89623910 56,204 2,350,634 SH DEFINED 1,2,5,6,8,10 2,350,634
TRIMERIS INC COM 89626310 57 23,528 SH DEFINED 1 23,528
TRINITY INDS INC COM 89652210 34,169 1,987,717 SH DEFINED 1,2,5,6,8,10 1,987,717
TRIPLE-S MGMT CORP CL B 89674910 7,257 432,747 SH DEFINED 1,2,8 432,747
TRIQUINT SEMICONDUCT COM 89674K10 28,381 3,676,291 SH DEFINED 1,2,5,6,8 3,676,291
TRIUMPH GROUP INC NE COM 89681810 18,581 387,177 SH DEFINED 1,2,5,6,8 387,177
TRUE RELIGION APPARE COM 89784N10 14,254 549,726 SH DEFINED 1,2,5,6,8 549,726
TRUEBLUE INC COM 89785X10 15,104 1,073,514 SH DEFINED 1,2,5,6,8 1,073,514
TRUSTCO BK CORP N Y COM 89834910 11,645 1,863,154 SH DEFINED 1,2,5,8 1,863,154
TRUSTMARK CORP COM 89840210 42,785 2,245,919 SH DEFINED 1,2,5,8 2,245,919
TRW AUTOMOTIVE HLDGS COM 87264S10 33,716 2,012,895 SH DEFINED 1,2,5,6,8,10 2,012,895
TSAKOS ENERGY NAVIGA SHS G9108L10 206 13,139 SH DEFINED 1,5,6 13,139
TTM TECHNOLOGIES IN COM 87305R10 13,619 1,187,368 SH DEFINED 1,2,8 1,187,368
TUESDAY MORNING CORP COM NEW 89903550 2,537 609,873 SH DEFINED 1,2 609,873
TUPPERWARE BRANDS CO COM 89989610 76,001 1,903,828 SH DEFINED 1,2,5,8 1,903,828
TURKCELL ILETISIM HI SPON ADR N 90011120 1,250 69,951 SH DEFINED 1,2,6,8 69,951
TUTOR PERINI CORP COM 90110910 12,534 588,460 SH DEFINED 1,2,5,8 588,460
TW TELECOM INC COM 87311L10 24,872 1,849,203 SH DEFINED 1,2,5,6,7,8,10 1,849,203
TWEEN BRANDS INC COM 90116610 4,546 541,857 SH DEFINED 1,2 541,857
TWIN DISC INC COM 90147610 2,981 239,020 SH DEFINED 1,2 239,020
TYCO ELECTRONICS LTD SHS H8912P10 53,785 2,414,068 SH DEFINED 1,2,5,7,8,10,12,13 2,414,068
TYCO INTERNATIONAL L SHS H8912810 118,400 3,433,884 SH DEFINED 1,2,5,6,7,8,10,12,13 3,433,884
TYLER TECHNOLOGIES I COM 90225210 11,948 699,097 SH DEFINED 1,2,5,6,8 699,097
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
TYSON FOODS INC CL A 90249410 140,382 11,114,964 SH DEFINED 1,2,5,6,7,8,10,12,13 11,114,964
U M H PROPERTIES INC COM 90300210 1,231 151,028 SH DEFINED 1,2 151,028
U S AIRWAYS GROUP IN COM 90341W10 13,238 2,816,702 SH DEFINED 1,2,5,6,8 2,816,702
U S CONCRETE INC COM 90333L10 1,148 663,359 SH DEFINED 1,2 663,359
U S ENERGY CORP WYO COM 91180510 74 19,041 SH DEFINED 1 19,041
U S G CORP COM NEW 90329340 55,507 3,230,900 SH DEFINED 1,2,5,6,8,10 3,230,900
U S GEOTHERMAL INC COM 90338S10 1,600 1,025,423 SH DEFINED 1,2 1,025,423
U S GLOBAL INVS INC CL A 90295210 2,673 216,776 SH DEFINED 1,2 216,776
U S PHYSICAL THERAPY COM 90337L10 3,301 219,066 SH DEFINED 1,2,5 219,066
U STORE IT TR COM 91274F10 17,393 2,782,943 SH DEFINED 1,2,3,5,8 2,782,943
U.S. AUTO PARTS NETW COM 90343C10 701 128,688 SH DEFINED 1,2 128,688
UAL CORP NOTE 4.50 902549AH 442 600,000 SH DEFINED 1,2 600,000
UAL CORP COM NEW 90254980 28,144 3,052,500 SH DEFINED 1,2,5,6,8 3,052,500
UBS AG SHS NEW H8923133 57,649 3,148,472 SH DEFINED 1 3,148,472
UCBH HOLDINGS INC COM 90262T30 4,387 5,483,506 SH DEFINED 1,2,5 5,483,506
UDR INC COM 90265310 78,329 4,976,428 SH DEFINED 1,2,3,5,6,7,8,10 4,976,428
UGI CORP NEW COM 90268110 59,107 2,358,615 SH DEFINED 1,2,5,6,8,10 2,358,615
UIL HLDG CORP COM 90274810 18,225 690,619 SH DEFINED 1,2,5,8 690,619
ULTA SALON COSMETCS COM 90384S30 8,693 526,543 SH DEFINED 1,2,5,6,8 526,543
ULTIMATE SOFTWARE GR COM 90385D10 13,562 472,226 SH DEFINED 1,2,5,6,8 472,226
ULTRA CLEAN HLDGS IN COM 90385V10 93 18,038 SH DEFINED 1 18,038
ULTRA PETROLEUM CORP COM 90391410 58,125 1,187,185 SH DEFINED 1,2,5,6,7,8,10,12,13 1,187,185
ULTRALIFE CORP COM 90389910 1,229 202,771 SH DEFINED 1,2 202,771
ULTRAPETROL BAHAMAS COM P9439810 1,586 322,320 SH DEFINED 1,2 322,320
ULTRATECH INC COM 90403410 6,498 491,137 SH DEFINED 1,2,6,8 491,137
ULURU INC COM 90403T10 5 24,385 SH DEFINED 1 24,385
UMB FINL CORP COM 90278810 40,508 1,001,687 SH DEFINED 1,2,5,6,8 1,001,687
UMPQUA HLDGS CORP COM 90421410 28,858 2,722,431 SH DEFINED 1,2,5,8 2,722,431
UNDER ARMOUR INC CL A 90431110 29,444 1,057,982 SH DEFINED 1,2,5,6,8 1,057,982
UNICA CORP COM 90458310 1,589 208,548 SH DEFINED 1,2 208,548
UNIFI INC COM 90467710 3,093 966,501 SH DEFINED 1,2 966,501
UNIFIRST CORP MASS COM 90470810 15,780 355,006 SH DEFINED 1,2,5,8 355,006
UNILEVER N V N Y SHS NE 90478470 587 20,334 SH DEFINED 1 20,334
UNILEVER PLC SPON ADR N 90476770 863 30,081 SH DEFINED 1 30,081
UNION BANKSHARES COR COM 90539910 3,549 285,074 SH DEFINED 1,2 285,074
UNION DRILLING INC COM 90653P10 2,499 327,065 SH DEFINED 1,2 327,065
UNION PAC CORP COM 90781810 971,760 16,653,981 SH DEFINED 1,2,5,6,7,8,10,12,13 16,653,981
UNISOURCE ENERGY COR COM 90920510 31,173 1,013,747 SH DEFINED 1,2,5,8 1,013,747
UNISYS CORP COM 90921410 25,168 9,426,357 SH DEFINED 1,2,5,6,8 9,426,357
UNIT CORP COM 90921810 46,438 1,125,771 SH DEFINED 1,2,5,6,8,10 1,125,771
UNITED AMER INDEMNIT CL A 90933T10 5,513 745,995 SH DEFINED 1,2,5,8 745,995
UNITED BANKSHARES IN COM 90990710 26,705 1,363,178 SH DEFINED 1,2,5,8 1,363,178
UNITED CAPITAL CORP COM 90991210 655 28,329 SH DEFINED 1,2 28,329
UNITED CMNTY BKS BLA CAP STK 90984P10 5,033 1,006,577 SH DEFINED 1,2,5,8 1,006,577
UNITED CMNTY FINL CO COM 90983910 90 51,862 SH DEFINED 1 51,862
UNITED FINANCIAL BAN COM 91030T10 4,524 390,695 SH DEFINED 1,2 390,695
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
UNITED FIRE & CAS CO COM 91033110 8,637 482,511 SH DEFINED 1,2,5,8 482,511
UNITED MICROELECTRON SPON ADR N 91087340 11,177 2,941,193 SH DEFINED 1,2,6,8 2,941,193
UNITED NAT FOODS INC COM 91116310 22,850 955,680 SH DEFINED 1,2,5,6,8 955,680
UNITED ONLINE INC COM 91126810 16,858 2,096,710 SH DEFINED 1,2,5,8 2,096,710
UNITED PARCEL SERVIC CL B 91131210 1,632,455 28,908,352 SH DEFINED 1,2,5,6,7,8,10,12,13 28,908,352
UNITED RENTALS INC COM 91136310 19,567 1,899,697 SH DEFINED 1,2,5,6,8 1,899,697
UNITED SEC BANCSHARE SHS 91145910 2,235 100,715 SH DEFINED 1,2 100,715
UNITED STATES CELLUL COM 91168410 6,745 172,631 SH DEFINED 1,2,5,8,10 172,631
UNITED STATES LIME & COM 91192210 1,092 30,412 SH DEFINED 1,2,6 30,412
UNITED STATES STL CO NOTE 4.00 912909AE 2,306 1,450,000 SH DEFINED 1,2 1,450,000
UNITED STATES STL CO COM 91290910 268,035 6,040,905 SH DEFINED 1,2,5,6,7,8,10,12,13 6,040,905
UNITED STATIONERS IN COM 91300410 27,957 587,209 SH DEFINED 1,2,5,8 587,209
UNITED TECHNOLOGIES COM 91301710 6,020,045 98,802,641 SH DEFINED 1,2,5,6,7,8,10,12,13 98,802,641
UNITED THERAPEUTICS COM 91307C10 70,641 1,441,940 SH DEFINED 1,2,5,6,8,10 1,441,940
UNITEDHEALTH GROUP I COM 91324P10 1,001,802 40,008,053 SH DEFINED 1,2,5,6,7,8,10,12,13 40,008,053
UNITIL CORP COM 91325910 4,317 192,310 SH DEFINED 1,2 192,310
UNITRIN INC COM 91327510 19,184 984,319 SH DEFINED 1,2,5,6,8,10 984,319
UNIVERSAL AMERICAN C COM 91337710 6,617 702,421 SH DEFINED 1,2,5,8 702,421
UNIVERSAL CORP VA COM 91345610 29,617 708,197 SH DEFINED 1,2,5,8 708,197
UNIVERSAL DISPLAY CO COM 91347P10 6,567 549,974 SH DEFINED 1,2,5,6,8 549,974
UNIVERSAL ELECTRS IN COM 91348310 5,996 293,636 SH DEFINED 1,2,5,6,8 293,636
UNIVERSAL FST PRODS COM 91354310 53,439 1,354,250 SH DEFINED 1,2,5,8 1,354,250
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 12,745 391,559 SH DEFINED 1,2,3,5,8 391,559
UNIVERSAL HLTH SVCS CL B 91390310 60,463 976,320 SH DEFINED 1,2,5,6,8,10,12 976,320
UNIVERSAL INS HLDGS COM 91359V10 1,203 239,122 SH DEFINED 1,2 239,122
UNIVERSAL STAINLESS COM 91383710 2,338 128,084 SH DEFINED 1,2,5 128,084
UNIVERSAL TECHNICAL COM 91391510 8,118 412,083 SH DEFINED 1,2,5,6,8 412,083
UNIVERSAL TRAVEL GRO COM NEW 91388Q20 1,847 143,174 SH DEFINED 1,2 143,174
UNIVERSAL TRUCKLOAD COM 91388P10 2,010 121,731 SH DEFINED 1,2 121,731
UNIVEST CORP PA COM 91527110 7,180 331,356 SH DEFINED 1,2 331,356
UNUM GROUP COM 91529Y10 305,398 14,244,311 SH DEFINED 1,2,5,6,7,8,10,12,13 14,244,311
UQM TECHNOLOGIES INC COM 90321310 105 18,319 SH DEFINED 1 18,319
URANERZ ENERGY CORPO COM 91688T10 1,555 678,853 SH DEFINED 1,2 678,853
URANIUM ENERGY CORP COM 91689610 2,051 695,414 SH DEFINED 1,2 695,414
URANIUM RES INC COM PAR $0 91690150 36 31,530 SH DEFINED 1 31,530
URBAN OUTFITTERS INC COM 91704710 104,461 3,462,428 SH DEFINED 1,2,5,6,7,8,10,12,13 3,462,428
UROLOGIX INC COM 91727310 18 14,851 SH DEFINED 1 14,851
URS CORP NEW COM 90323610 84,015 1,924,736 SH DEFINED 1,2,5,6,7,8,10,12,13 1,924,736
URSTADT BIDDLE PPTYS CL A 91728620 6,870 470,881 SH DEFINED 1,2,3,5,8 470,881
US BANCORP DEL COM NEW 90297330 1,556,421 71,199,502 SH DEFINED 1,2,5,6,7,8,10,12,13 71,199,502
US GOLD CORPORATION COM PAR $0 91202320 4,362 1,509,232 SH DEFINED 1,2 1,509,232
USA MOBILITY INC COM 90341G10 9,661 750,081 SH DEFINED 1,2,5,6,8 750,081
USA TECHNOLOGIES INC COM NO PAR 90328S50 20 11,800 SH DEFINED 1 11,800
USA TRUCK INC COM 90292510 1,602 126,129 SH DEFINED 1,2 126,129
USANA HEALTH SCIENCE COM 90328M10 4,323 126,735 SH DEFINED 1,2,5,6 126,735
USEC INC NOTE 3.00 90333EAC 346 500,000 SH DEFINED 2 500,000
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
USEC INC COM 90333E10 11,506 2,453,233 SH DEFINED 1,2,5,8 2,453,233
UTAH MED PRODS INC COM 91748810 1,340 45,705 SH DEFINED 1,2 45,705
UTI WORLDWIDE INC ORD G8721010 11,211 774,270 SH DEFINED 1,2,5,8,10 774,270
UTSTARCOM INC COM 91807610 4,828 2,309,902 SH DEFINED 1,2,5 2,309,902
V F CORP COM 91820410 231,790 3,200,193 SH DEFINED 1,2,5,6,7,8,10,12,13 3,200,193
VAALCO ENERGY INC COM NEW 91851C20 6,569 1,427,963 SH DEFINED 1,2,6,8 1,427,963
VAIL RESORTS INC COM 91879Q10 23,504 700,765 SH DEFINED 1,2,5,6,8 700,765
VALASSIS COMMUNICATI COM 91886610 19,455 1,088,074 SH DEFINED 1,2,5,7,8 1,088,074
VALE CAP II VALEP 6.75 91912F30 815 11,500 SH DEFINED 2 11,500
VALE S A ADR 91912E10 317,808 13,740,076 SH DEFINED 1,2,4,5,6,7 13,740,076
VALE S A ADR REPSTG 91912E20 29,135 1,420,519 SH DEFINED 1,2,5,6,8 1,420,519
VALEANT PHARMACEUTIC COM 91911X10 50,258 1,791,093 SH DEFINED 1,2,5,6,8,10 1,791,093
VALENCE TECHNOLOGY I COM 91891410 1,552 862,460 SH DEFINED 1,2,6 862,460
VALERO ENERGY CORP N COM 91913Y10 411,574 21,226,082 SH DEFINED 1,2,5,6,7,8,10,12,13 21,226,082
VALHI INC NEW COM 91890510 979 80,807 SH DEFINED 1,2,5,10 80,807
VALIDUS HOLDINGS LTD COM SHS G9319H10 26,202 1,015,576 SH DEFINED 1,2,5,7,8,10,12,13 1,015,576
VALLEY NATL BANCORP COM 91979410 44,737 3,640,145 SH DEFINED 1,2,5,6,8,10,12 3,640,145
VALMONT INDS INC COM 92025310 32,500 381,548 SH DEFINED 1,2,5,6,8,10 381,548
VALSPAR CORP COM 92035510 51,760 1,881,502 SH DEFINED 1,2,5,6,8,10 1,881,502
VALUE LINE INC COM 92043710 612 19,828 SH DEFINED 1,2 19,828
VALUECLICK INC COM 92046N10 42,792 3,244,290 SH DEFINED 1,2,5,6,8 3,244,290
VALUEVISION MEDIA IN CL A 92047K10 241 72,782 SH DEFINED 1 72,782
VANDA PHARMACEUTICAL COM 92165910 6,455 554,542 SH DEFINED 1,2 554,542
VANGUARD BD INDEX FD TOTAL BND 92193783 126,000 1,584,900 SH DEFINED 2 1,584,900
VANGUARD INDEX FDS REIT ETF 92290855 17,794 429,300 SH DEFINED 2 429,300
VANGUARD INTL EQUITY ALLWRLD EX 92204277 13,113 303,531 SH DEFINED 1 303,531
VANGUARD INTL EQUITY EMR MKT ET 92204285 92,383 2,397,701 SH DEFINED 1,2,7 2,397,701
VANTAGE DRILLING COM ORD SHS G9320511 3,029 1,655,143 SH DEFINED 1,5 1,655,143
VARIAN INC COM 92220610 44,691 875,268 SH DEFINED 1,2,5,6,8 875,268
VARIAN MED SYS INC COM 92220P10 171,329 4,066,667 SH DEFINED 1,2,5,6,7,8,10,12,13 4,066,667
VARIAN SEMICONDUCTOR COM 92220710 32,333 984,565 SH DEFINED 1,2,5,6,8,10 984,565
VASCO DATA SEC INTL COM 92230Y10 3,924 528,858 SH DEFINED 1,2,5,6 528,858
VASCULAR SOLUTIONS I COM 92231M10 1,996 241,408 SH DEFINED 1,2 241,408
VCA ANTECH INC COM 91819410 47,589 1,769,770 SH DEFINED 1,2,5,6,8,10 1,769,770
VECTOR GROUP LTD COM 92240M10 10,048 644,928 SH DEFINED 1,2,5 644,928
VECTREN CORP COM 92240G10 64,539 2,801,165 SH DEFINED 1,2,5,6,8,10 2,801,165
VEECO INSTRS INC DEL COM 92241710 16,434 704,731 SH DEFINED 1,2,5,8 704,731
VENOCO INC COM 92275P30 4,771 414,476 SH DEFINED 1,2,5,6 414,476
VENTAS INC COM 92276F10 305,954 7,946,866 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,946,866
VERIFONE HLDGS INC COM 92342Y10 22,345 1,406,255 SH DEFINED 1,2,5,6,8 1,406,255
VERIGY LTD SHS Y9369110 1,202 103,478 SH DEFINED 1,2,5,6,8 103,478
VERISIGN INC SDCV 3.25 92343EAD 1,648 1,900,000 SH DEFINED 1,2 1,900,000
VERISIGN INC COM 92343E10 151,634 6,400,774 SH DEFINED 1,2,5,6,7,8,10,12,13 6,400,774
VERIZON COMMUNICATIO COM 92343V10 3,092,110 102,150,960 SH DEFINED 1,2,5,6,7,8,10,12,13 102,150,960
VERTEX PHARMACEUTICA NOTE 4.75 92532FAM 36,824 22,200,000 SH DEFINED 5 22,200,000
VERTEX PHARMACEUTICA COM 92532F10 167,259 4,413,155 SH DEFINED 1,2,5,6,7,8,10,12,13 4,413,155
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
VERTRO INC COM 92535G10 13 29,129 SH DEFINED 1 29,129
VIACOM INC NEW CL A 92553P10 359 12,196 SH DEFINED 1,6 12,196
VIACOM INC NEW CL B 92553P20 536,010 19,115,913 SH DEFINED 1,2,5,6,7,8,10,12,13 19,115,913
VIAD CORP COM NEW 92552R40 10,505 527,614 SH DEFINED 1,2,5,6,8 527,614
VIASAT INC COM 92552V10 14,516 546,125 SH DEFINED 1,2,5,6,8 546,125
VICAL INC COM 92560210 4,282 1,005,257 SH DEFINED 1,2 1,005,257
VICOR CORP COM 92581510 3,133 405,838 SH DEFINED 1,2,5,6 405,838
VIEWPOINT FINL GROUP COM 92672710 2,437 173,595 SH DEFINED 1,2,6 173,595
VILLAGE SUPER MKT IN CL A NEW 92710740 3,814 129,421 SH DEFINED 1,2 129,421
VINA CONCHA Y TORO S SPONSORED 92719110 1,934 46,425 SH DEFINED 1,2,6 46,425
VIRAGE LOGIC CORP COM 92763R10 1,323 253,881 SH DEFINED 1,2 253,881
VIRCO MFG CO COM 92765110 38 12,730 SH DEFINED 1 12,730
VIRGIN MEDIA INC COM 92769L10 69,875 5,019,787 SH DEFINED 1,2,5,6,7,8,10,12,13 5,019,787
VIRGIN MOBILE USA IN CL A 92769R10 3,368 673,654 SH DEFINED 1,2 673,654
VIRGINIA COMM BANCOR COM 92778Q10 120 30,185 SH DEFINED 1 30,185
VIRNETX HOLDING CORP COM 92823T10 42 14,400 SH DEFINED 1 14,400
VIROPHARMA INC COM 92824110 23,206 2,412,261 SH DEFINED 1,2,5,6,8 2,412,261
VIRTUAL RADIOLOGIC C COM 92826B10 1,463 112,250 SH DEFINED 1,2 112,250
VIRTUS INVT PARTNERS COM 92828Q10 2,004 128,370 SH DEFINED 1,2 128,370
VIRTUSA CORP COM 92827P10 2,230 235,015 SH DEFINED 1,2 235,015
VISA INC COM CL A 92826C83 472,044 6,830,330 SH DEFINED 1,2,5,6,7,8,10,12,13 6,830,330
VISHAY INTERTECHNOLO COM 92829810 51,412 6,507,795 SH DEFINED 1,2,5,6,8,10 6,507,795
VISTA GOLD CORP COM NEW 92792630 44 18,500 SH DEFINED 1 18,500
VISTAPRINT N V SHS N9354010 4,672 92,055 SH DEFINED 1,2,5,8 92,055
VITAL IMAGES INC COM 92846N10 3,586 286,394 SH DEFINED 1,2,5,6,8 286,394
VIVO PARTICIPACOES S SPON ADR P 92855S20 12,747 504,837 SH DEFINED 1,2,6,7 504,837
VIVUS INC COM 92855110 16,128 1,547,764 SH DEFINED 1,2,5,6,8 1,547,764
VMWARE INC CL A COM 92856340 27,490 684,345 SH DEFINED 1,2,5,6,7,8,10,12,13 684,345
VOCUS INC COM 92858J10 6,656 318,625 SH DEFINED 1,2,5,6,8 318,625
VODAFONE GROUP PLC N SPONS ADR 92857W20 6,674 296,632 SH DEFINED 1,2 296,632
VOLCANO CORPORATION COM 92864510 15,382 914,498 SH DEFINED 1,2,5,6,8 914,498
VOLCOM INC COM 92864N10 5,958 361,500 SH DEFINED 1,2,5,6 361,500
VOLT INFORMATION SCI COM 92870310 3,615 295,824 SH DEFINED 1,2,5,8 295,824
VOLTERRA SEMICONDUCT COM 92870810 8,663 471,825 SH DEFINED 1,2,6,8 471,825
VONAGE HLDGS CORP COM 92886T20 143 102,526 SH DEFINED 1,2,6 102,526
VORNADO RLTY L P DEB 3.87 929043AC 8,265 7,900,000 SH DEFINED 2,5 7,900,000
VORNADO RLTY L P DBCV 3.62 929043AE 8,110 8,350,000 SH DEFINED 2,5 8,350,000
VORNADO RLTY TR DBCV 2.85 929042AC 2,331 2,450,000 SH DEFINED 1,2 2,450,000
VORNADO RLTY TR SH BEN INT 92904210 532,998 8,275,084 SH DEFINED 1,2,3,5,6,7,8,10,12,13 8,275,084
VOTORANTIM CELULOSE SP ADR REP 92906P20 1,072 65,342 SH DEFINED 1,2 65,342
VSE CORP COM 91828410 3,140 80,500 SH DEFINED 1,2 80,500
VULCAN MATLS CO COM 92916010 240,456 4,447,129 SH DEFINED 1,2,5,6,7,8,10,12,13 4,447,129
W & T OFFSHORE INC COM 92922P10 8,611 735,395 SH DEFINED 1,2,5,6,8 735,395
W P CAREY & CO LLC COM 92930Y10 951 33,610 SH DEFINED 1,2 33,610
WABASH NATL CORP COM 92956610 88 32,439 SH DEFINED 1 32,439
WABCO HLDGS INC COM 92927K10 15,507 738,422 SH DEFINED 1,2,5,6,8,10,12 738,422
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
WABTEC CORP COM 92974010 34,439 917,647 SH DEFINED 1,2,5,6,8,10 917,647
WADDELL & REED FINL CL A 93005910 48,996 1,722,193 SH DEFINED 1,2,5,6,8,10 1,722,193
WAL MART STORES INC COM 93114210 3,907,748 79,603,741 SH DEFINED 1,2,5,6,7,8,10,12,13 79,603,741
WALGREEN CO COM 93142210 1,208,670 32,256,997 SH DEFINED 1,2,5,6,7,8,10,12,13 32,256,997
WALTER ENERGY INC COM 93317Q10 40,435 673,248 SH DEFINED 1,2,5,6,8,10 673,248
WALTER INVT MGMT COR COM 93317W10 6,200 387,009 SH DEFINED 1,2,6,8 387,009
WARNACO GROUP INC COM NEW 93439040 60,963 1,389,947 SH DEFINED 1,2,5,6,8 1,389,947
WARNER CHILCOTT PLC SHS A G9436810 18,146 839,336 SH DEFINED 1,2,5,7,8,10,12 839,336
WARNER MUSIC GROUP C COM 93455010 4,144 749,410 SH DEFINED 1,2,5,6,8,10 749,410
WARREN RES INC COM 93564A10 3,264 1,102,546 SH DEFINED 1,2,5,6 1,102,546
WASHINGTON BKG CO OA COM 93730310 1,368 147,720 SH DEFINED 1,2 147,720
WASHINGTON FED INC COM 93882410 34,058 2,020,028 SH DEFINED 1,2,5,6,8,10 2,020,028
WASHINGTON POST CO CL B 93964010 90,325 192,970 SH DEFINED 1,2,5,6,7,8,10,12,13 192,970
WASHINGTON REAL ESTA SH BEN INT 93965310 59,831 2,077,456 SH DEFINED 1,2,3,5,8 2,077,456
WASHINGTON TR BANCOR COM 94061010 4,964 283,317 SH DEFINED 1,2,5,8 283,317
WASTE CONNECTIONS IN COM 94105310 45,359 1,571,678 SH DEFINED 1,2,5,6,8,10 1,571,678
WASTE MGMT INC DEL COM 94106L10 599,768 20,112,957 SH DEFINED 1,2,5,6,7,8,10,12,13 20,112,957
WASTE SERVICES INC D COM NEW 94107520 2,502 541,608 SH DEFINED 1,2,6 541,608
WATERS CORP COM 94184810 182,561 3,268,181 SH DEFINED 1,2,5,6,7,8,10,12,13 3,268,181
WATERSTONE FINANCIAL COM 94188810 779 153,916 SH DEFINED 1,2,5 153,916
WATSCO INC COM 94262220 31,511 584,507 SH DEFINED 1,2,5,8 584,507
WATSON PHARMACEUTICA COM 94268310 135,650 3,702,225 SH DEFINED 1,2,5,6,7,8,10,12,13 3,702,225
WATSON WYATT WORLDWI CL A 94271210 59,053 1,355,676 SH DEFINED 1,2,5,6,8 1,355,676
WATTS WATER TECHNOLO CL A 94274910 21,267 703,033 SH DEFINED 1,2,5,8 703,033
WAUSAU PAPER CORP COM 94331510 10,113 1,011,260 SH DEFINED 1,2,5,8 1,011,260
WAVE SYSTEMS CORP COM NEW 94352630 21 24,674 SH DEFINED 1 24,674
WCA WASTE CORP COM 92926K10 49 12,600 SH DEFINED 1 12,600
WD-40 CO COM 92923610 10,019 352,766 SH DEFINED 1,2,5,8 352,766
WEATHERFORD INTERNAT REG H2701310 77,461 3,736,639 SH DEFINED 1,2,5,6,7,8,10,12,13 3,736,639
WEB COM GROUP INC COM 94733A10 4,560 643,127 SH DEFINED 1,2 643,127
WEBMD HEALTH CORP CL A 94770V10 2,554 77,108 SH DEFINED 1,2,6,8,10 77,108
WEBMEDIABRANDS INC COM 94770W10 20 28,172 SH DEFINED 1 28,172
WEBSENSE INC COM 94768410 16,649 991,041 SH DEFINED 1,2,5,6,8 991,041
WEBSTER FINL CORP CO COM 94789010 36,111 2,895,850 SH DEFINED 1,2,5,6,8 2,895,850
WEIGHT WATCHERS INTL COM 94862610 10,898 397,154 SH DEFINED 1,2,5,6,8,10,12 397,154
WEINGARTEN RLTY INVS SH BEN INT 94874110 75,974 3,813,964 SH DEFINED 1,2,3,5,6,8,10,12 3,813,964
WEIS MKTS INC COM 94884910 7,504 234,858 SH DEFINED 1,2,5,8 234,858
WELLCARE HEALTH PLAN COM 94946T10 33,071 1,341,604 SH DEFINED 1,2,5,6,8 1,341,604
WELLPOINT INC COM 94973V10 854,123 18,034,693 SH DEFINED 1,2,5,6,7,8,10,12,13 18,034,693
WELLS FARGO & CO NEW COM 94974610 4,844,660 171,918,373 SH DEFINED 1,2,5,6,7,8,10,12,13 171,918,373
WELLS FARGO & CO NEW PERP PFD C 94974680 4,644 5,200 SH DEFINED 1,2 5,200
WENDYS ARBYS GROUP I COM 95058710 36,222 7,657,915 SH DEFINED 1,2,5,6,8,10,12 7,657,915
WERNER ENTERPRISES I COM 95075510 29,015 1,557,456 SH DEFINED 1,2,5,8 1,557,456
WESBANCO INC COM 95081010 8,968 580,051 SH DEFINED 1,2,5,8 580,051
WESCO FINL CORP COM 95081710 5,691 17,484 SH DEFINED 1,2,5,10,12 17,484
WESCO INTL INC COM 95082P10 15,833 549,742 SH DEFINED 1,2,5,6,8,10 549,742
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
WEST BANCORPORATION CAP STK 95123P10 1,443 290,976 SH DEFINED 1,2 290,976
WEST COAST BANCORP O COM 95214510 67 27,100 SH DEFINED 1 27,100
WEST MARINE INC COM 95423510 1,847 235,017 SH DEFINED 1,2 235,017
WEST PHARMACEUTICAL SDCV 4.00 955306AA 1,346 1,600,000 SH DEFINED 5 1,600,000
WEST PHARMACEUTICAL COM 95530610 29,448 725,146 SH DEFINED 1,2,5,6,8 725,146
WESTAMERICA BANCORPO COM 95709010 53,769 1,034,010 SH DEFINED 1,2,5,8 1,034,010
WESTAR ENERGY INC COM 95709T10 45,466 2,330,389 SH DEFINED 1,2,5,6,8,10 2,330,389
WESTELL TECHNOLOGIES CL A 95754110 68 51,412 SH DEFINED 1 51,412
WESTERN ALLIANCE BAN COM 95763810 5,647 894,878 SH DEFINED 1,2,5,8 894,878
WESTERN DIGITAL CORP COM 95810210 327,332 8,960,626 SH DEFINED 1,2,5,6,7,8,10,12,13 8,960,626
WESTERN GAS PARTNERS COM UNIT L 95825410 320 18,073 SH DEFINED 1,2 18,073
WESTERN REFNG INC COM 95931910 6,861 1,063,683 SH DEFINED 1,2,5,6,8 1,063,683
WESTERN UN CO COM 95980210 459,499 24,286,394 SH DEFINED 1,2,5,6,7,8,10,12,13 24,286,394
WESTFIELD FINANCIAL COM 96008P10 4,987 588,727 SH DEFINED 1,2 588,727
WESTLAKE CHEM CORP COM 96041310 10,107 393,251 SH DEFINED 1,2,5,8 393,251
WESTMORELAND COAL CO COM 96087810 1,984 244,054 SH DEFINED 1,2,5 244,054
WESTPAC BKG CORP SPONSORED 96121430 2,450 21,223 SH DEFINED 1 21,223
WESTWOOD HLDGS GROUP COM 96176510 4,196 120,913 SH DEFINED 1,2,6 120,913
WET SEAL INC CL A 96184010 7,962 2,106,427 SH DEFINED 1,2,6,8 2,106,427
WEYCO GROUP INC COM 96214910 2,935 128,181 SH DEFINED 1,2 128,181
WEYERHAEUSER CO COM 96216610 279,492 7,625,963 SH DEFINED 1,2,5,6,7,8,10,12,13 7,625,963
WGL HLDGS INC COM 92924F10 96,203 2,902,937 SH DEFINED 1,2,5,8 2,902,937
WHIRLPOOL CORP COM 96332010 176,421 2,521,746 SH DEFINED 1,2,5,6,7,8,10,12,13 2,521,746
WHITE ELECTR DESIGNS COM 96380110 421 91,200 SH DEFINED 1,2,5 91,200
WHITE MTNS INS GROUP COM G9618E10 28,406 92,525 SH DEFINED 1,2,5,6,7,8,10,12,13 92,525
WHITING PETE CORP NE COM 96638710 47,841 830,870 SH DEFINED 1,2,5,6,8,10 830,870
WHITNEY HLDG CORP COM 96661210 16,495 1,729,045 SH DEFINED 1,2,5,6,8,10 1,729,045
WHOLE FOODS MKT INC COM 96683710 142,442 4,671,752 SH DEFINED 1,2,5,6,7,8,10,12,13 4,671,752
WILBER CORP COM 96779710 712 84,771 SH DEFINED 1,2 84,771
WILEY JOHN & SONS IN CL A 96822320 31,769 913,439 SH DEFINED 1,2,5,6,7,8,10 913,439
WILLBROS GROUP INC D COM 96920310 13,441 882,502 SH DEFINED 1,2,5,6,8 882,502
WILLIAMS CLAYTON ENE COM 96949010 4,310 143,093 SH DEFINED 1,2,5,6 143,093
WILLIAMS COS INC DEL COM 96945710 446,833 25,004,645 SH DEFINED 1,2,5,6,7,8,10,12,13 25,004,645
WILLIAMS PARTNERS L COM UNIT L 96950F10 896 38,481 SH DEFINED 1,2 38,481
WILLIAMS PIPELINE PA COM UNIT L 96950K10 242 12,648 SH DEFINED 1,2 12,648
WILLIAMS SONOMA INC COM 96990410 82,514 4,078,806 SH DEFINED 1,2,5,6,8,10 4,078,806
WILLIS GROUP HOLDING SHS G9665510 24,156 855,976 SH DEFINED 1,2,5,6,7,8,10,12,13 855,976
WILLIS LEASE FINANCE COM 97064610 1,205 88,122 SH DEFINED 1,2 88,122
WILMINGTON TRUST COR COM 97180710 28,019 1,973,175 SH DEFINED 1,2,5,6,8,10 1,973,175
WILSHIRE BANCORP INC COM 97186T10 4,047 551,373 SH DEFINED 1,2,5,8 551,373
WIMM BILL DANN FOODS SPONSORED 97263M10 5,261 73,568 SH DEFINED 1,2,5,6,7,8,10 73,568
WINDSTREAM CORP COM 97381W10 149,872 14,794,893 SH DEFINED 1,2,5,6,7,8,10,12,13 14,794,893
WINN DIXIE STORES IN COM NEW 97428030 15,133 1,153,404 SH DEFINED 1,2,5,6,8 1,153,404
WINNEBAGO INDS INC COM 97463710 9,228 627,308 SH DEFINED 1,2,5,8 627,308
WINTHROP RLTY TR SH BEN INT 97639130 2,236 229,578 SH DEFINED 1,2,3 229,578
WINTRUST FINANCIAL C COM 97650W10 25,324 905,708 SH DEFINED 1,2,5,8 905,708
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
WIPRO LTD SPON ADR 1 97651M10 10,368 577,585 SH DEFINED 1,2,5,6,8 577,585
WIRELESS TELECOM GRO COM 97652410 7 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 204,977 4,537,892 SH DEFINED 1,2,5,6,7,8,10,12,13 4,537,892
WMS INDS INC COM 92929710 40,907 918,020 SH DEFINED 1,2,5,6,8,10 918,020
WOLVERINE WORLD WIDE COM 97809710 25,640 1,032,206 SH DEFINED 1,2,5,8 1,032,206
WONDER AUTO TECHNOLO COM 97816610 2,719 226,610 SH DEFINED 1,2 226,610
WOODWARD GOVERNOR CO COM 98074510 42,045 1,733,101 SH DEFINED 1,2,5,6,8 1,733,101
WOORI FIN HLDGS CO L ADR 98106310 333 8,047 SH DEFINED 1,6 8,047
WORLD ACCEP CORP DEL COM 98141910 9,629 381,948 SH DEFINED 1,2,5,6,8 381,948
WORLD FUEL SVCS CORP COM 98147510 77,207 1,606,133 SH DEFINED 1,2,5,6,7,8 1,606,133
WORLD WRESTLING ENTM CL A 98156Q10 5,666 404,459 SH DEFINED 1,2,8 404,459
WORTHINGTON INDS INC COM 98181110 59,318 4,267,466 SH DEFINED 1,2,5,6,8 4,267,466
WPP PLC ADR 92933H10 331 7,714 SH DEFINED 1 7,714
WPT ENTERPRISES INC COM 98211W10 25 25,291 SH DEFINED 1 25,291
WRIGHT EXPRESS CORP COM 98233Q10 42,747 1,448,557 SH DEFINED 1,2,5,6,7,8 1,448,557
WRIGHT MED GROUP INC NOTE 2.62 98235TAA 17,415 20,640,000 SH DEFINED 5 20,640,000
WRIGHT MED GROUP INC COM 98235T10 14,899 834,234 SH DEFINED 1,2,5,6,8 834,234
WSFS FINL CORP COM 92932810 3,522 132,193 SH DEFINED 1,2,5,8 132,193
WUXI PHARMATECH CAYM SPONS ADR 92935210 166 13,900 SH DEFINED 1,6 13,900
WYETH COM 98302410 2,455,683 50,549,249 SH DEFINED 1,2,5,6,7,8,10,12,13 50,549,249
WYNDHAM WORLDWIDE CO COM 98310W10 88,276 5,409,085 SH DEFINED 1,2,5,6,8,10,12,13 5,409,085
WYNN RESORTS LTD COM 98313410 157,287 2,218,752 SH DEFINED 1,2,5,6,7,8,10,12,13 2,218,752
XCEL ENERGY INC COM 98389B10 353,834 18,390,539 SH DEFINED 1,2,5,6,7,8,10,12,13 18,390,539
XENOPORT INC COM 98411C10 14,379 677,318 SH DEFINED 1,2,5,6,8 677,318
XERIUM TECHNOLOGIES COM 98416J10 32 24,700 SH DEFINED 1 24,700
XEROX CORP COM 98412110 470,977 60,849,701 SH DEFINED 1,2,5,6,7,8,10,12,13 60,849,701
XILINX INC SDCV 3.12 983919AD 747 850,000 SH DEFINED 1,2 850,000
XILINX INC COM 98391910 215,121 9,185,343 SH DEFINED 1,2,5,6,7,8,10,12,13 9,185,343
XL CAP LTD CL A G9825510 204,585 11,717,374 SH DEFINED 1,2,5,6,7,8,10,12,13 11,717,374
XOMA LTD ORD G9825R10 86 106,278 SH DEFINED 1 106,278
X-RITE INC COM 98385710 817 406,395 SH DEFINED 1,2 406,395
XTO ENERGY INC COM 98385X10 901,429 21,815,793 SH DEFINED 1,2,5,6,7,8,10,12,13 21,815,793
YADKIN VALLEY FINANC COM 98431410 1,250 267,759 SH DEFINED 1,2 267,759
YAHOO INC COM 98433210 741,869 41,654,638 SH DEFINED 1,2,5,6,7,8,10,12,13 41,654,638
YANZHOU COAL MNG CO SPON ADR H 98484610 293 20,311 SH DEFINED 1,6 20,311
YORK WTR CO COM 98718410 2,714 195,810 SH DEFINED 1,2 195,810
YOUBET COM INC COM 98741310 913 434,899 SH DEFINED 1,2 434,899
YOUNG INNOVATIONS IN COM 98752010 2,579 98,007 SH DEFINED 1,2 98,007
YPF SOCIEDAD ANONIMA SPON ADR C 98424510 310 8,127 SH DEFINED 8 8,127
YRC WORLDWIDE INC COM 98424910 5,682 1,276,877 SH DEFINED 1,2,5,6,8 1,276,877
YUM BRANDS INC COM 98849810 706,354 20,922,813 SH DEFINED 1,2,5,6,7,8,10,12,13 20,922,813
ZALE CORP NEW COM 98885810 4,058 567,512 SH DEFINED 1,2 567,512
ZAPATA CORP COM PAR $ 98907060 980 140,821 SH DEFINED 1,2 140,821
ZAREBA SYSTEMS INC COM 98913110 84 16,900 SH DEFINED 1 16,900
ZEBRA TECHNOLOGIES C CL A 98920710 32,581 1,256,508 SH DEFINED 1,2,5,6,8,10,12 1,256,508
ZENITH NATL INS CORP COM 98939010 27,733 897,500 SH DEFINED 1,2,5,8 897,500
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ---------------------- ----------- ------ ----
ZEP INC COM 98944B10 7,119 438,067 SH DEFINED 1,2,5,6,8 438,067
ZHONE TECHNOLOGIES I COM 98950P10 50 99,284 SH DEFINED 1 99,284
ZHONGPIN INC COM 98952K10 4,829 328,084 SH DEFINED 1,2 328,084
ZIMMER HLDGS INC COM 98956P10 371,457 6,949,620 SH DEFINED 1,2,5,6,7,8,10,12,13 6,949,620
ZION OIL & GAS INC COM 98969610 1,453 148,876 SH DEFINED 1,2 148,876
ZIONS BANCORPORATION COM 98970110 100,924 5,616,253 SH DEFINED 1,2,5,6,7,8,10,12,13 5,616,253
ZIX CORP COM 98974P10 2,033 924,184 SH DEFINED 1,2 924,184
ZOLL MED CORP COM 98992210 10,061 467,518 SH DEFINED 1,2,5,6,8 467,518
ZOLTEK COS INC COM 98975W10 5,884 560,381 SH DEFINED 1,2,5,6,8 560,381
ZORAN CORP COM 98975F10 12,332 1,070,448 SH DEFINED 1,2,5,6,8 1,070,448
ZUMIEZ INC COM 98981710 6,781 413,212 SH DEFINED 1,2,5,6 413,212
ZYGO CORP COM 98985510 1,907 281,206 SH DEFINED 1,2 281,206
ZYMOGENETICS INC COM 98985T10 4,163 689,175 SH DEFINED 1,2,5,6 689,175
TOTAL MARKET VALUE 435,379,475