Form 13f Holdings Report (13f-hr)

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

Form 13F

Form 13F Cover Page

Report for Calendar Year or Quarter Ended: December 31, 2012

Check here if amendment [_] Amendment Number [_]
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.

Institutional Investment Manager filing this report:

Name:        State Street Corporation
Address:     One Lincoln Street
             Boston, Massachusetts 02111

Form 13F File Number: 28-00399

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person signing this report on behalf of the reporting manager:

Name:        James J. Malerba
Title        Executive Vice President and Corporate Controller
Telephone:   617-664-8697

Signature, Place, and Date of Signing:

/s/ James J. Malerba       Boston, Massachusetts    February 11, 2013
------------------------  ------------------------  ------------------------
      [Signature]              [City, State]        [Date]

Report Type (Check only one):

[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)

[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)

[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)

                             Form 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:                 12
Form 13F Information Table Entry Total:            3,602
Form 13F Information Table Value Total:            680,044,351 (thousands)

List of Other Included Managers:

Provide a numbered list of the names(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

    Form 13F
      File
No.  Number   Name
--- --------  ----------------------------------------------------------------

1   28-00733  State Street Bank and Trust Company
2   28-11338  SSgA Funds Management, Inc.
3   28-11339  Tuckerman Group, LLC
4   28-11328  Rexiter Capital Management LTD
5   28-11326  State Street Global Advisors LTD
6   28-11327  State Street Global Advisors Ltd.
8   28-11330  State Street Global Advisors, Australia
10  28-11332  State Street Global Advisors (Japan) Co., Ltd.
12  28-11331  State Street Global Advisors Asia LTD
13  28-11334  State Street Global Advisors GmbH
18  28-13812  State Street Global Advisors France, S.A.
19  28-14459  State Street Global Advisors Ireland Limited

FORM 13F INFORMATION TABLE AS OF 12/31/2012

                                                   SHS/PRN  SH/ Put/                                     Sole    Shared   No
Issuer          Class             Cusip    Value     VAL    PRN Call Discretion        Managers         Voting   Voting Voting
------          -----           --------- ------- --------- --- ---- ---------- ---------------------- --------- ------ -------
ADOBE SYSTEMS   Common equity
  INC             shares        00724F101  740028  19639947 SH       DEFINED    1,2,5,6,8,10,12,18      19639947
AGILENT         Common equity
  TECHNOLOGIES    shares
  INC                           00846U101  550062  13435828 SH       DEFINED    1,2,5,6,8,10,12,18      13435828
ANALOG DEVICES  Common Stock    032654105  516169  12272194 SH       DEFINED    1,2,5,6,8,10,12,18      12272194
AON PLC         Common equity
                  shares        G0408V102  863463  15529957 SH       DEFINED    1,2,5,6,8,10,12,17,18   12733375        2796582
APOLLO GROUP    Common equity
  INC -CL A       shares        037604105   82719   3953935 SH       DEFINED    1,2,5,6,8,10,12,18       3953935
BB&T CORP       Common equity
                  shares        054937107  874933  30055998 SH       DEFINED    1,2,5,6,8,10,12,18      30055998
CARDINAL        Common equity
  HEALTH INC      shares        14149Y108  743000  18042774 SH       DEFINED    1,2,5,6,8,10,12,17,18   18042774
CARMAX INC      Common equity
                  shares        143130102  329226   8769936 SH       DEFINED    1,2,5,6,8,10,12,17,18    8767136           2800
CATERPILLAR INC Common equity
                  shares        149123101 6386301  71291539 SH       DEFINED    1,2,5,6,8,10,12,18      64781269        6510270
CHUBB CORP      Common equity
                  shares        171232101  948293  12590169 SH       DEFINED    1,2,5,6,8,10,12,17,18   12588598           1571
CIENA CORP      Common equity
                  shares        171779309   56668   3609708 SH       DEFINED    1,2,5,6,8,12,17          3609708
COMPUWARE CORP  Common equity
                  shares        205638109   68087   6263515 SH       DEFINED    1,2,5,6,8,12             6263515
COMVERSE        Common Stock
  TECHNOLOGY
  INC                           205862402   14761   3845395 SH       DEFINED    1,2,6                    3845395
CONAGRA FOODS   Common equity
  INC             shares        205887102  695902  23589760 SH       DEFINED    1,2,5,6,8,10,12,17,18   23589760
DANAHER CORP    Common equity
                  shares        235851102 1278564  22872329 SH       DEFINED    1,2,5,6,8,10,12,18      22872329
DARDEN          Common equity
  RESTAURANTS     shares
  INC                           237194105  233902   5189319 SH       DEFINED    1,2,5,6,8,10,12,18       5189319
DEAN FOODS CO   Common equity
                  shares        242370104  120921   7324138 SH       DEFINED    1,2,5,6,8,10,12,17,18    7324138
DELL INC        Common equity
                  shares        24702R101  630445  62236059 SH       DEFINED    1,2,5,6,8,10,12,18      62236059
DONNELLEY (R    Common Stock
  R) & SONS CO                  257867101   50271   5584085 SH       DEFINED    1,2,5,6,8,10,12          5584085
EATON CORP PLC  Common equity
                  shares        G29183103  984236  18159526 SH       DEFINED    1,2,5,6,8,10,12,18      18159526
DISH NETWORK    Common equity
  CORP            shares        25470M109  124605   3423336 SH       DEFINED    1,2,5,6,8,10,12,17,18    3423336
ECOLAB INC      Common equity
                  shares        278865100  879869  12237335 SH       DEFINED    1,2,5,6,8,10,12,18      12237335
FIRSTENERGY     Common equity
  CORP            shares        337932107 1365917  32709014 SH       DEFINED    1,2,5,6,8,10,12,18,19   32709014
FOOT LOCKER INC Common equity
                  shares        344849104  145665   4535130 SH       DEFINED    1,2,5,6,8,12,18          4535130
FORD MOTOR CO   Common equity
                  shares        345370860 1844393 142424614 SH       DEFINED    1,2,5,6,8,10,12,18     142424614
INTEL CORP      Common equity                                                   1,2,5,6,8,10,12,17,18,
                  shares        458140100 4389794 212786564 SH       DEFINED    19                     212786564
LIFE            Common equity
  TECHNOLOGIES    shares
  CORP                          53217V109  362911   7394204 SH       DEFINED    1,2,5,6,8,10,12,18       7394204
KELLOGG CO      Common equity
                  shares        487836108  575747  10308907 SH       DEFINED    1,2,5,6,8,10,12,17,18   10308907
KROGER CO       Common equity
                  shares        501044101  613819  23590125 SH       DEFINED    1,2,5,6,8,10,12,17,18   23590125
LEGG MASON INC  Common equity
                  shares        524901105  139825   5436451 SH       DEFINED    1,2,5,6,8,10,12,18       5436451
LINEAR          Common equity
  TECHNOLOGY      shares
  CORP                          535678106  324609   9463777 SH       DEFINED    1,2,5,6,8,10,12,18       9463777
LOWE'S          Common equity
  COMPANIES INC   shares        548661107 1756595  49453808 SH       DEFINED    1,2,5,6,8,10,12,18,19   49453808
MANPOWERGROUP   Common equity
                  shares        56418H100  109291   2575349 SH       DEFINED    1,2,5,6,8,10,12,18       2575349
MARATHON OIL    Common equity
  CORP            shares        565849106  951997  31050153 SH       DEFINED    1,2,5,6,8,10,12,18      31050153
MARVELL         Common equity
  TECHNOLOGY      shares
  GROUP LTD                     G5876H105   61912   8527382 SH       DEFINED    1,2,5,6,8,10,12,18       8527382
MAXIM           Common Stock
  INTEGRATED
  PRODUCTS                      57772K101  171768   5842288 SH       DEFINED    1,2,5,6,8,10,12,18       5842288
MCDONALD'S CORP Common equity
                  shares        580135101 4457667  50534654 SH       DEFINED    1,2,5,6,8,10,12,17,18   50534654
MEDTRONIC INC   Common equity
                  shares        585055106 1832332  44669183 SH       DEFINED    1,2,5,6,8,10,12,18      44669183
MICROCHIP       Common equity
  TECHNOLOGY      shares
  INC                           595017104  262331   8049458 SH       DEFINED    1,2,5,6,8,10,12,18       8049458
MONSANTO CO     Common equity
                  shares        61166W101 2162845  22850966 SH       DEFINED    1,2,5,6,8,10,12,17,18   22848375           2591
MOTOROLA        Common equity
  SOLUTIONS INC   shares        620076307  622913  11187269 SH       DEFINED    1,2,5,6,8,10,12,18      11187269
NEW YORK CMNTY  Common equity
  BANCORP INC     shares        649445103  234618  17909830 SH       DEFINED    1,2,5,6,8,10,12,18      17909830
NEW YORK TIMES  Common equity
  CO -CL A        shares        650111107   39871   4673800 SH       DEFINED    1,2,5,6,8,12             4673800
NORTHROP        Common equity                                                   1,2,5,6,8,10,12,17,18,
  GRUMMAN CORP    shares        666807102 1786058  26428624 SH       DEFINED    19                      26428624
NVIDIA CORP     Common equity
                  shares        67066G104  313368  25498564 SH       DEFINED    1,2,5,6,8,10,12,18      25498564
OLD REPUBLIC    Common equity
  INTL CORP       shares        680223104  204714  19221788 SH       DEFINED    1,2,5,6,8,10,12         19221788
OMNICARE INC    Common equity
                  shares        681904108  144677   4007600 SH       DEFINED    1,2,5,6,8,10,12,18       4007600
PATTERSON       Common equity
  COMPANIES INC   shares        703395103  137508   4017168 SH       DEFINED    1,2,5,6,8,10,12,18       4017168
PEPCO HOLDINGS  Common equity
  INC             shares        713291102  237198  12096128 SH       DEFINED    1,2,5,6,8,10,12,17,18   12096128
PETSMART INC    Common equity
                  shares        716768106  316278   4627815 SH       DEFINED    1,2,5,6,8,10,12,18       4627815
PIONEER         Common equity
  NATURAL         shares
  RESOURCES CO                  723787107  622685   5841927 SH       DEFINED    1,2,5,6,8,10,12,18       5841927
RADIAN GROUP    Common equity
  INC             shares        750236101   16744   2740797 SH       DEFINED    1,2,5,6,8                2740797
RENAISSANCERE   Common equity
  HOLDINGS LTD    shares        G7496G103   91692   1128260 SH       DEFINED    1,2,5,6,8,10,12,17,18    1128260
REPUBLIC        Common equity
  SERVICES INC    shares        760759100  372348  12695417 SH       DEFINED    1,2,5,6,8,10,12,17,18   12695417
ROSS STORES INC Common equity
                  shares        778296103  480042   8865063 SH       DEFINED    1,2,5,6,8,10,12,18       8865063
SANDISK CORP    Common equity
                  shares        80004C101  415300   9533906 SH       DEFINED    1,2,5,6,8,10,12,17,18    9532331           1575
SCANA CORP      Common equity
                  shares        80589M102  303187   6643039 SH       DEFINED    1,2,5,6,8,10,12,17,18    6643039
SPX CORP        Common equity
                  shares        784635104  110716   1578419 SH       DEFINED    1,2,5,6,8,10,12,18       1578419
SYNOPSYS INC    Common equity
                  shares        871607107  161483   5071558 SH       DEFINED    1,2,5,6,8,10,12,17,18    5063970           7588
TCF FINANCIAL   Common equity
  CORP            shares        872275102  119622   9845316 SH       DEFINED    1,2,5,6,8,12             9845316
TELEPHONE &     Common equity
  DATA SYSTEMS    shares
  INC                           879433829  143771   6493763 SH       DEFINED    1,2,5,6,8,10,12,17,18    6493763
3M CO           Common equity
                  shares        88579Y101 4809280  51796286 SH       DEFINED    1,2,5,6,8,10,12,18      51253563         542723
ABBOTT          Common equity
  LABORATORIES    shares        002824100 4315785  65889831 SH       DEFINED    1,2,5,6,8,10,12,17,18   65889831
ACCENTURE PLC   Common equity
                  shares        G1151C101 1645524  24744705 SH       DEFINED    1,2,5,6,8,10,12,18      24744705
AES CORP        Common equity
                  shares        00130H105  334307  31242583 SH       DEFINED    1,2,5,6,8,10,12,18      31242583
AMERICAN        Common equity
  INTERNATIONAL   shares
  GROUP                         026874784 1922015  54448117 SH       DEFINED    1,2,5,6,8,10,12,18      54448117
ANADARKO        Common equity
  PETROLEUM       shares
  CORP                          032511107 1689881  22741045 SH       DEFINED    1,2,5,6,8,10,12,18      22741045
ARCHER-         Common equity
  DANIELS-        shares
  MIDLAND CO                    039483102  897439  32765237 SH       DEFINED    1,2,5,6,8,10,12,18      32765237
AUTOZONE INC    Common equity
                  shares        053332102  530458   1496668 SH       DEFINED    1,2,5,6,8,10,12,18       1496668
BALL CORP       Common equity
                  shares        058498106  315330   7046303 SH       DEFINED    1,2,5,6,8,10,12,18       7046303
BANK OF         Common equity
  AMERICA CORP    shares        060505104 5224101 450353705 SH       DEFINED    1,2,5,6,8,10,12,18     450353705
BANK OF NEW     Common equity
  YORK MELLON     shares                                                        1,2,5,6,8,10,12,18,
  CORP                          064058100 1302882  50695567 SH       DEFINED    19                      50695567
BED BATH &      Common equity
  BEYOND INC      shares        075896100  582050  10410458 SH       DEFINED    1,2,5,6,8,10,12,18      10410458
BOEING CO       Common equity
                  shares        097023105 2442562  32411858 SH       DEFINED    1,2,5,6,8,10,12,18      32411858
BOSTON          Real Estate
  PROPERTIES      Investment
  INC             Trust         101121101  849261   8026260 SH       DEFINED    1,2,3,5,6,8,10,12,18     8026260
CABLEVISION     Common equity
  SYS CORP        shares
  -CL A                         12686C109  140975   9436780 SH       DEFINED    1,2,5,6,8,10,12,18       9436780
CAREER          Common equity
  EDUCATION       shares
  CORP                          141665109    4021   1141819 SH       DEFINED    1,2,5,6,8                1141819
CINCINNATI      Common equity
  FINANCIAL       shares
  CORP                          172062101  428612  10945065 SH       DEFINED    1,2,5,6,8,10,12,18      10945065

SSgA Confidential

                                                        SHS/PRN  SH/ Put/                                   Sole    Shared   No
Issuer               Class             Cusip    Value     VAL    PRN Call Discretion       Managers        Voting   Voting Voting
------               -----           --------- ------- --------- --- ---- ---------- -------------------- --------- ------ ------
CITIGROUP INC        Common equity
                       shares        172967424 4758319 120281148 SH       DEFINED    1,2,5,6,8,10,12,18   120281148
CLOROX CO/DE         Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        189054109  607782   8300705 SH       DEFINED    18                     8299226          1479
COACH INC            Common equity
                       shares        189754104  608993  10970787 SH       DEFINED    1,2,5,6,8,10,12,18    10970787
COMPUTER SCIENCES    Common equity                                                   1,2,5,6,8,10,12,17,
  CORP                 shares        205363104  254189   6347155 SH       DEFINED    18                     6347155
CONVERGYS CORP       Common equity
                       shares        212485106   66222   4035109 SH       DEFINED    1,2,5,6,8,12,18        4035109
DISNEY (WALT) CO     Common equity
                       shares        254687106 3655148  73411302 SH       DEFINED    1,2,5,6,8,10,12,18    73411302
DST SYSTEMS INC      Common equity
                       shares        233326107   55286    912359 SH       DEFINED    1,2,5,6,8,12,17,18      912359
DTE ENERGY CO        Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        233331107  531588   8852597 SH       DEFINED    18                     8852597
DUN & BRADSTREET     Common equity
  CORP                 shares        26483E100  161717   2056137 SH       DEFINED    1,2,5,6,8,10,12,18     2056137
EVEREST RE GROUP LTD Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        G3223R108  206317   1876432 SH       DEFINED    18                     1876432
EXPRESS SCRIPTS      Common equity
  HOLDING CO           shares        30219G108 1746592  32344413 SH       DEFINED    1,2,5,6,8,10,12,18    32344413
FIRST HORIZON        Common equity
  NATIONAL CORP        shares        320517105  161478  16294116 SH       DEFINED    1,2,5,6,8,10,12       16294116
FLEXTRONICS          Common equity
  INTERNATIONAL        shares        Y2573F102   54412   8761623 SH       DEFINED    1,2,5,8,10,12,18       8761623
FLUOR CORP           Common equity
                       shares        343412102  403820   6874859 SH       DEFINED    1,2,5,6,8,10,12,18     6874859
BEAM INC             Common Stock    073730103  401881   6578487 SH       DEFINED    1,2,5,6,8,10,12,18     6578487
GENUINE PARTS CO     Common equity
                       shares        372460105  575425   9050410 SH       DEFINED    1,2,5,6,8,10,12,18     9050410
GOLDMAN SACHS GROUP  Common equity
  INC                  shares        38141G104 2441998  19143921 SH       DEFINED    1,2,5,6,8,10,12,18    19143921
HARTFORD FINANCIAL   Common equity                                                   1,2,5,6,8,10,12,18,
  SERVICES             shares        416515104  576418  25687060 SH       DEFINED    19                    25687060
HEALTH MANAGEMENT    Common equity
  ASSOC                shares        421933102   69273   7432829 SH       DEFINED    1,2,5,6,8,12,17,18     7432829
HERSHEY CO           Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        427866108  465670   6447914 SH       DEFINED    18                     6447914
HOME DEPOT INC       Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        437076102 4315395  69771843 SH       DEFINED    18                    69769432          2411
HOST HOTELS &        Real Estate
  RESORTS INC          Investment
                       Trust         44107P104  593681  37886571 SH       DEFINED    1,2,3,5,6,8,10,12,18  37886571
ILLINOIS TOOL WORKS  Common equity
                       shares        452308109 1166970  19190380 SH       DEFINED    1,2,5,6,8,10,12,18    19190380
INTL FLAVORS &       Common equity                                                   1,2,5,6,8,10,12,18,
  FRAGRANCES           shares        459506101  244756   3678228 SH       DEFINED    19                     3678228
INTUIT INC           Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        461202103  676448  11368794 SH       DEFINED    18                    11368794
ISTAR FINANCIAL INC  Real Estate
                       Investment
                       Trust         45031U101   13967   1714264 SH       DEFINED    1,2,5,6,8              1714264
JABIL CIRCUIT INC    Common equity
                       shares        466313103  133894   6940930 SH       DEFINED    1,2,5,6,8,10,12,18     6940930
JOHNSON CONTROLS INC Common equity
                       shares        478366107  805075  26223925 SH       DEFINED    1,2,5,6,8,10,12,18    26223925
JONES GROUP INC      Common equity
                       shares        48020T101   20507   1854314 SH       DEFINED    1,2,5,6,8,17           1854314
JPMORGAN CHASE & CO  Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        46625H100 7254734 164992861 SH       DEFINED    18,19                164992861
LABORATORY CP OF     Common equity
  AMER HLDGS           shares        50540R409  345104   3984037 SH       DEFINED    1,2,5,6,8,10,12,18     3984037
LAUDER (ESTEE) COS   Common equity
  INC -CL A            shares        518439104  571341   9544452 SH       DEFINED    1,2,5,6,8,10,12,18     9544452
LILLY (ELI) & CO     Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        532457108 2088082  42337359 SH       DEFINED    18,19                 42337359
LIMITED BRANDS INC   Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        532716107  457865   9729449 SH       DEFINED    18                     9727313          2136
MCCORMICK & CO INC   Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        579780206  468914   7381168 SH       DEFINED    18                     7381168
MOODY'S CORP         Common equity
                       shares        615369105  404574   8040000 SH       DEFINED    1,2,5,6,8,10,12,18     8040000
AFLAC INC            Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        001055102 1191635  22432929 SH       DEFINED    18                    22432929
AIR PRODUCTS &       Common equity
  CHEMICALS INC        shares        009158106  917820  10923904 SH       DEFINED    1,2,5,6,8,10,12,18    10923904
AMERICAN EXPRESS CO  Common equity
                       shares        025816109 2634228  45828679 SH       DEFINED    1,2,5,6,8,10,12,18    45828679
AMERISOURCEBERGEN    Common equity                                                   1,2,5,6,8,10,12,17,
  CORP                 shares        03073E105  435202  10078891 SH       DEFINED    18                    10078891
AMGEN INC            Common equity
                       shares        031162100 2683329  31085899 SH       DEFINED    1,2,5,6,8,10,12,18    31085899
APACHE CORP          Common equity
                       shares        037411105 1325659  16887291 SH       DEFINED    1,2,5,6,8,10,12,18    16887291
APARTMENT INVST &    Real Estate
  MGMT CO              Investment
                       Trust         03748R101  201026   7428967 SH       DEFINED    1,2,3,5,6,8,10,12      7428967
AVERY DENNISON CORP  Common equity
                       shares        053611109  151421   4336442 SH       DEFINED    1,2,5,6,8,10,12,18     4336442
AVON PRODUCTS        Common equity
                       shares        054303102  511706  35633470 SH       DEFINED    1,2,5,6,8,10,12,18    35633470
BIOGEN IDEC INC      Common equity
                       shares        09062X103 1474986  10056540 SH       DEFINED    1,2,5,6,8,10,12,18    10056540
BLOCK H & R INC      Common equity
                       shares        093671105  218215  11750994 SH       DEFINED    1,2,5,6,8,10,12,18    11750994
BMC SOFTWARE INC     Common Stock    055921100  249507   6291224 SH       DEFINED    1,2,5,6,8,10,12,18     6291224
BRINKER INTL INC     Common equity
                       shares        109641100   68737   2218156 SH       DEFINED    1,2,5,6,8,12,18        2218156
AVIS BUDGET GROUP    Common Stock
  INC                                053774105   41597   2098595 SH       DEFINED    1,2,5,6,8,12,17        2098595
CA INC               Common equity                                                   1,2,5,6,8,10,12,18,
                       shares        12673P105  348355  15848365 SH       DEFINED    19                    15848365
CAMERON              Common equity
  INTERNATIONAL CORP   shares        13342B105  620240  10985557 SH       DEFINED    1,2,5,6,8,10,12,18    10985557
CSX CORP             Common equity
                       shares        126408103  829483  42041478 SH       DEFINED    1,2,5,6,8,10,12,18    42041478
D R HORTON INC       Common equity
                       shares        23331A109  290647  14694035 SH       DEFINED    1,2,5,6,8,10,12,18    14694035
DOVER CORP           Common equity
                       shares        260003108  652116   9923997 SH       DEFINED    1,2,5,6,8,10,12,18     9923997
DOW CHEMICAL         Common equity
                       shares        260543103 1618755  50085254 SH       DEFINED    1,2,5,6,8,10,12,18    50085254
DUKE REALTY CORP     Real Estate
                       Investment                                                    1,2,3,5,6,8,10,12,
                       Trust         264411505  174371  12572032 SH       DEFINED    18                    12572032
EMERSON ELECTRIC CO  Common equity
                       shares        291011104 1743035  32912279 SH       DEFINED    1,2,5,6,8,10,12,18    32912279
EQUITY RESIDENTIAL   Real Estate
                       Investment                                                    1,2,3,5,6,8,10,12,
                       Trust         29476L107  964476  17019105 SH       DEFINED    18                    17019105
EXPEDITORS INTL      Common equity
  WASH INC             shares        302130109  334684   8462124 SH       DEFINED    1,2,5,6,8,10,12,18     8462124
FRANKLIN RESOURCES   Common equity
  INC                  shares        354613101  774855   6164313 SH       DEFINED    1,2,5,6,8,10,12,18     6164313
GENERAL ELECTRIC CO  Common equity                                                   1,2,5,6,8,10,12,18,
                       shares        369604103 8633737 411326516 SH       DEFINED    19                   411326516
GENERAL MILLS INC    Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        370334104 1677556  41513391 SH       DEFINED    18                    41513391
HASBRO INC           Common Stock    418056107  166788   4646137 SH       DEFINED    1,2,5,6,8,10,12,18     4646137
HONEYWELL            Common equity
  INTERNATIONAL INC    shares        438516106 4668058  73547438 SH       DEFINED    1,2,5,6,8,10,12,18    73547438
INTERPUBLIC GROUP    Common equity
  OF COS               shares        460690100  196091  17794115 SH       DEFINED    1,2,5,6,8,10,12,18    17794115
LENNAR CORP          Common equity
                       shares        526057104  324260   8385216 SH       DEFINED    1,2,5,6,8,10,12,18     8385216
LEVEL 3              Common Stock
  COMMUNICATIONS INC                 52729N308   61487   2660695 SH       DEFINED    1,2,5,6,8,10,12,18     2660695
LSI CORP             Common Stock    502161102  180399  25481819 SH       DEFINED    1,2,5,6,8,10,12,18    25481819
MERCK & CO           Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        58933Y105 5384571 131523514 SH       DEFINED    18,19                131523514
MOHAWK INDUSTRIES    Common equity                                                   1,2,5,6,8,10,12,17,
  INC                  shares        608190104  243959   2696690 SH       DEFINED    18                     2696042           648
MORGAN STANLEY       Common equity
                       shares        617446448 3421017 178923589 SH       DEFINED    1,2,5,6,8,10,12,18   178350345        573244
ADVANCED MICRO       Common equity
  DEVICES              shares        007903107   54902  22874104 SH       DEFINED    1,2,5,6,8,10,12       22874104
AMAZON.COM INC       Common equity
                       shares        023135106 3473279  13830096 SH       DEFINED    1,2,5,6,8,10,12,18    13830096
AMEREN CORP          Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        023608102  400285  13030106 SH       DEFINED    18                    13030106
AVALONBAY            Real Estate
  COMMUNITIES INC      Investment                                                    1,2,3,5,6,8,10,12,
                       Trust         053484101  818469   6036359 SH       DEFINED    18                     6036359
BARD (C.R.) INC      Common equity
                       shares        067383109  379483   3882569 SH       DEFINED    1,2,5,6,8,10,12,18     3882569
BECTON DICKINSON &   Common equity                                                   1,2,5,6,8,10,12,17,
  CO                   shares        075887109 1029571  13167525 SH       DEFINED    18                    13047601        119924
BOSTON SCIENTIFIC    Common equity
  CORP                 shares        101137107  349312  60962697 SH       DEFINED    1,2,5,6,8,10,12,18    60962697
BRUNSWICK CORP       Common equity
                       shares        117043109   60614   2083499 SH       DEFINED    1,2,5,6,8,17           2080386          3113
CAMPBELL SOUP CO     Common equity                                                   1,2,5,6,8,10,12,17,
                       shares        134429109  299418   8581767 SH       DEFINED    18                     8581767
CARNIVAL CORP/PLC    Composition of
  (USA)                more than 1                                                   1,2,5,6,8,10,12,18,
                       security      143658300  688714  18730546 SH       DEFINED    19                    18730546

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                       Sole    Shared   No
Issuer          Class             Cusip    Value      VAL    PRN Call Discretion         Managers          Voting   Voting Voting
------          -----           --------- -------- --------- --- ---- ---------- ------------------------ --------- ------ ------
CHEVRON CORP    Common equity
                  shares        166764100 11519111 106520361 SH       DEFINED    1,2,5,6,8,10,12,17,18,19 106520361
CHICOS FAS INC  Common equity
                  shares        168615102    99578   5393971 SH       DEFINED    1,2,5,6,8,12,18            5393971
COMCAST CORP    Common equity
                  shares        20030N101  3674710  98306881 SH       DEFINED    1,2,5,6,8,10,12,18        98306881
CONSOLIDATED    Common equity
  EDISON INC      shares        209115104  1025220  18458985 SH       DEFINED    1,2,5,6,8,10,12,17,18     18458985
DEERE & CO      Common equity
                  shares        244199105  1296995  15008050 SH       DEFINED    1,2,5,6,8,10,12,18        15008050
DU PONT (E I)   Common equity
  DE NEMOURS      shares        263534109  2014478  44796086 SH       DEFINED    1,2,5,6,8,10,12,18        44796086
EDISON          Common equity
  INTERNATIONAL   shares        281020107  1424530  31523081 SH       DEFINED    1,2,5,6,8,10,12,17,18,19  31523081
ENCANA CORP     Common equity
                  shares        292505104      259     13120 SH       DEFINED    1,18                         13120
FIFTH THIRD     Common equity
  BANCORP         shares        316773100   656257  43203131 SH       DEFINED    1,2,5,6,8,10,12,17,18     43203131
NEXTERA ENERGY  Common equity
  INC             shares        65339F101  1399331  20224453 SH       DEFINED    1,2,5,6,8,10,12,17,18     20224453
FREEPORT-       Common equity
  MCMORAN         shares
  COP&GOLD                      35671D857  1472145  43045114 SH       DEFINED    1,2,5,6,8,10,12,18,19     43045114
GANNETT CO      Common equity
                  shares        364730101   163130   9057760 SH       DEFINED    1,2,5,6,8,10,12,17,18      9057760
GENERAL         Common equity
  DYNAMICS CORP   shares        369550108  1066828  15401004 SH       DEFINED    1,2,5,6,8,10,12,18        15401004
GENERAL GROWTH  Real Estate
  PPTYS INC       Investment
                  Trust         370023103   271210  13662949 SH       DEFINED    1,2,3,5,6,8,10,12,18      13662949
HARLEY-         Common equity
  DAVIDSON INC    shares        412822108   434003   8886262 SH       DEFINED    1,2,5,6,8,10,12,18         8886262
HEALTH NET INC  Common equity
                  shares        42222G108    52578   2163878 SH       DEFINED    1,2,5,6,8,10,12            2163878
HOSPIRA INC     Common equity
                  shares        441060100   217781   6971579 SH       DEFINED    1,2,5,6,8,10,12,18         6971579
INTL BUSINESS   Common equity
  MACHINES CORP   shares        459200101 11953634  62404792 SH       DEFINED    1,2,5,6,8,10,12,18        62404792
JDS UNIPHASE    Common equity
  CORP            shares        46612J507   106970   7899763 SH       DEFINED    1,2,5,6,8,10,12            7899763
JUNIPER         Common Stock
  NETWORKS INC                  48203R104   407302  20707016 SH       DEFINED    1,2,5,6,8,10,12,18        20707016
KIMCO REALTY    Real Estate
  CORP            Investment
                  Trust         49446R109   427442  22123847 SH       DEFINED    1,2,3,5,6,8,10,12,18      22123847
KLA-TENCOR CORP Common equity
                  shares        482480100   329555   6900039 SH       DEFINED    1,2,5,6,8,10,12,17,18      6900039
LEGGETT &       Common equity
  PLATT INC       shares        524660107   457595  16811234 SH       DEFINED    1,2,5,6,8,10,12,18        16811234
LEXMARK INTL    Common equity
  INC -CL A       shares        529771107    47366   2042468 SH       DEFINED    1,2,5,6,8,10,12,18         2042468
LIBERTY         Real Estate
  PROPERTY        Investment
  TRUST           Trust         531172104   187518   5242495 SH       DEFINED    1,2,3,5,6,8,10,12,18       5242495
MICRON          Common Stock
  TECHNOLOGY
  INC                           595112103   252840  39818518 SH       DEFINED    1,2,5,6,8,10,12,18        39818518
PUBLIC STORAGE  Real Estate
                  Investment
                  Trust         74460D109  1122035   7740374 SH       DEFINED    1,2,3,5,6,8,10,12,18       7740374
TYSON FOODS     Common equity
  INC -CL A       shares        902494103   253010  13041797 SH       DEFINED    1,2,5,6,8,10,12,18        13041797
VARIAN MEDICAL  Common equity
  SYSTEMS INC     shares        92220P105   319803   4553180 SH       DEFINED    1,2,5,6,8,10,12,18         4553180
VERISIGN INC    Common equity
                  shares        92343E102   260850   6719493 SH       DEFINED    1,2,5,6,8,10,12,18         6719493
VORNADO REALTY  Real Estate
  TRUST           Investment
                  Trust         929042109   748948   9352524 SH       DEFINED    1,2,3,5,6,8,10,12,18       9352524
WASHINGTON      Common equity
  POST -CL B      shares        939640108    63196    173006 SH       DEFINED    1,2,5,6,8,10,12             173006
WEATHERFORD     Common equity
  INTERNATIONAL   shares        H27013103    81683   7299758 SH       DEFINED    1,2,5,6,8,10,12,18         7299758
WHOLE FOODS     Common equity
  MARKET INC      shares        966837106   647719   7092048 SH       DEFINED    1,2,5,6,8,10,12,18         7092048
WISCONSIN       Common equity
  ENERGY CORP     shares        976657106   431586  11712004 SH       DEFINED    1,2,5,6,8,10,12,17,18     11712004
ALTERA CORP     Common equity
                  shares        021441100   429723  12477431 SH       DEFINED    1,2,5,6,8,10,12,18        12477431
ALTRIA GROUP    Common equity
  INC             shares        02209S103  2664414  84800030 SH       DEFINED    1,2,5,6,8,10,12,17,18     84800030
HESS CORP       Common equity
                  shares        42809H107   695968  13141307 SH       DEFINED    1,2,5,6,8,10,12,18        13141307
AMERICAN        Common equity
  AXLE & MFG      shares
  HOLDINGS                      024061103    13475   1203250 SH       DEFINED    1,2,5,6,8                  1203250
AMERN EAGLE     Common equity
  OUTFITTERS      shares
  INC                           02553E106   113127   5515707 SH       DEFINED    1,2,5,6,8,10,12,18         5515707
WELLPOINT INC   Common equity
                  shares        94973V107   771327  12661368 SH       DEFINED    1,2,5,6,8,10,12,17,18     12661368
AVNET INC       Common equity
                  shares        053807103   146249   4777983 SH       DEFINED    1,2,5,6,8,10,12,17,18      4777983
BARNES & NOBLE  Common equity
  INC             shares        067774109    22517   1491738 SH       DEFINED    1,2,5,6,8,12               1491738
CAPITAL ONE     Common equity
  FINANCIAL       shares
  CORP                          14040H105  1362264  23515760 SH       DEFINED    1,2,5,6,8,10,12,18        23515760
CHARLES RIVER   Common equity
  LABS INTL INC   shares        159864107    49434   1319397 SH       DEFINED    1,2,5,6,8,10,12,17,18      1319397
CIGNA CORP      Common equity
                  shares        125509109   676243  12649604 SH       DEFINED    1,2,5,6,8,10,12,17,18,19  12649604
CON-WAY INC     Common equity
                  shares        205944101    40109   1441703 SH       DEFINED    1,2,5,6,8,12               1441703
COVENTRY        Common equity
  HEALTH CARE     shares
  INC                           222862104   253190   5648125 SH       DEFINED    1,2,5,6,8,10,12,18         5648125
DORAL           Common equity
  FINANCIAL       shares
  CORP                          25811P886     1381   1909083 SH       DEFINED    1,2,6                      1909083
EXELON CORP     Common equity
                  shares        30161N101  1574104  52928662 SH       DEFINED    1,2,5,6,8,10,12,17,18     52928662
KIMBERLY-       Common equity
  CLARK CORP      shares        494368103  1548708  18343112 SH       DEFINED    1,2,5,6,8,10,12,17,18     18343112
TORONTO         Common equity
  DOMINION BANK   shares        891160509     1676     19884 SH       DEFINED    1,10                         19884
AETNA INC       Common equity
                  shares        00817Y108  1005138  21709251 SH       DEFINED    1,2,5,6,8,10,12,18        21709251
ALLSTATE CORP   Common equity
                  shares        020002101   807168  20094004 SH       DEFINED    1,2,5,6,8,10,12,18        20094004
APPLIED         Common equity
  MATERIALS INC   shares        038222105   561603  49091863 SH       DEFINED    1,2,5,6,8,10,12,18        49091863
BAKER HUGHES    Common equity
  INC             shares        057224107   759463  18595864 SH       DEFINED    1,2,5,6,8,10,12,18        18595864
CADENCE DESIGN  Common equity
  SYSTEMS INC     shares        127387108   109909   8135401 SH       DEFINED    1,2,5,6,8,10,12,17,18      8124397         11004
CORNING INC     Common equity
                  shares        219350105   816096  64666434 SH       DEFINED    1,2,5,6,8,10,12,18        64666434
CVS CAREMARK    Common equity
  CORP            shares        126650100  2502052  51748795 SH       DEFINED    1,2,5,6,8,10,12,17,18,19  51744986          3809
DIRECTV         Common equity
                  shares        25490A309  1469667  29299637 SH       DEFINED    1,2,5,6,8,10,12,17,18     29299637
ENERGIZER       Common equity
  HOLDINGS INC    shares        29266R108   174132   2177097 SH       DEFINED    1,2,5,6,8,10,12,18         2177097
EQUIFAX INC     Common equity
                  shares        294429105   296372   5476157 SH       DEFINED    1,2,5,6,8,10,12,17,18      5474964          1193
FISERV INC      Common equity
                  shares        337738108   466810   5906659 SH       DEFINED    1,2,5,6,8,10,12,18         5906659
HALLIBURTON CO  Common equity
                  shares        406216101  1358688  39166495 SH       DEFINED    1,2,5,6,8,10,12,17,18     39144695         21800
HUNTINGTON      Common equity
  BANCSHARES      shares        446150104   276172  43219281 SH       DEFINED    1,2,5,6,8,10,12,18        43219281
INTL GAME       Common equity
  TECHNOLOGY      shares        459902102   150986  10655240 SH       DEFINED    1,2,5,6,8,10,12,18        10655240
ITT CORP        Common equity
                  shares        450911201   104339   4447593 SH       DEFINED    1,2,5,6,8,12,19            4447593
LIBERTY GLOBAL  Common equity
  INC             shares        530555101   227075   3605017 SH       DEFINED    1,2,5,6,8,10,12,18         3605017
FIFTH &         Common equity
  PACIFIC COS     shares
  INC                           316645100    26391   2120271 SH       DEFINED    1,2,5,6,8                  2120271
MICROSOFT CORP  Common equity
                  shares        594918104  8714387 326015245 SH       DEFINED    1,2,5,6,8,10,12,17,18,19 326015245
ALCOA INC       Common equity
                  shares        013817101   561348  64671895 SH       DEFINED    1,2,5,6,8,10,12,18        64671895
FIDELITY        Common equity
  NATIONAL        shares
  INFO SVCS                     31620M106   393354  11300017 SH       DEFINED    1,2,5,6,8,10,12,18        11300017
COSTCO          Common equity
  WHOLESALE       shares
  CORP                          22160K105  1728146  17496692 SH       DEFINED    1,2,5,6,8,10,12,17,18     17495917           775
DOMINION        Common equity
  RESOURCES INC   shares        25746U109  1429502  27596438 SH       DEFINED    1,2,5,6,8,10,12,18        27596438
ELECTRONIC      Common equity
  ARTS INC        shares        285512109   176281  12132523 SH       DEFINED    1,2,5,6,8,10,12,18        12132523
FEDEX CORP      Common equity
                  shares        31428X106  1086436  11844985 SH       DEFINED    1,2,5,6,8,10,12,17,18     11844105           880
HARMAN          Common equity
  INTERNATIONAL   shares
  INDS                          413086109   112805   2527126 SH       DEFINED    1,2,5,6,8,10,12            2527126
HEWLETT-        Common equity
  PACKARD CO      shares        428236103  1513702 106224728 SH       DEFINED    1,2,5,6,8,10,12,18       106224728
HILL-ROM        Common equity
  HOLDINGS INC    shares        431475102    45939   1611617 SH       DEFINED    1,2,5,6,8,12,17            1611617
INTL PAPER CO   Common equity
                  shares        460146103  1253698  31468252 SH       DEFINED    1,2,5,6,8,10,12,17,18     31448010         20242
MONDELEZ        Common equity
  INTERNATIONAL   shares
  INC                           609207105  2195898  86215008 SH       DEFINED    1,2,5,6,8,10,12,17,18,19  86215008
LINCOLN         Common equity
  NATIONAL CORP   shares        534187109   310260  11978932 SH       DEFINED    1,2,5,6,8,10,12,18        11978932

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                  Sole    Shared    No
Issuer           Class             Cusip    Value      VAL    PRN Call Discretion      Managers        Voting   Voting  Voting
------           -----           --------- -------- --------- --- ---- ---------- ------------------- --------- ------ --------
MARSH &          Common equity
  MCLENNAN COS     shares        571748102   775147  22487698 SH       DEFINED    1,2,5,6,8,10,12,18   22487698
METLIFE INC      Common equity                                                    1,2,5,6,8,10,12,18,
                   shares        59156R108  1594886  48417921 SH       DEFINED    19                   48417921
ALLEGHENY        Common equity
  TECHNOLOGIES     shares
  INC                            01741R102   173518   5715578 SH       DEFINED    1,2,5,6,8,10,12,18    5715578
ALLERGAN INC     Common equity
                   shares        018490102  1132987  12351342 SH       DEFINED    1,2,5,6,8,10,12,18   12351342
AMERICAN         Common equity
  ELECTRIC         shares                                                         1,2,5,6,8,10,12,17,
  POWER CO                       025537101  1038147  24324024 SH       DEFINED    18                   24324024
APPLE INC        Common equity
                   shares        037833100 19636171  36838788 SH       DEFINED    1,2,5,6,8,10,12,18   36838788
ASHLAND INC      Common equity
                   shares        044209104   168751   2098681 SH       DEFINED    1,2,5,6,8,12,18       2098681
AUTODESK INC     Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        052769106   320814   9075453 SH       DEFINED    18                    9073545            1908
AUTOMATIC DATA   Common equity
  PROCESSING       shares        053015103  1404229  24631098 SH       DEFINED    1,2,5,6,8,10,12,18   24631098
AUTONATION INC   Common equity
                   shares        05329W102    66219   1667807 SH       DEFINED    1,2,5,6,8,10,12,18    1667807
BEMIS CO INC     Common equity
                   shares        081437105   296281   8854782 SH       DEFINED    1,2,5,6,8,10,12       8854782
BEST BUY CO INC  Common equity
                   shares        086516101   141058  11903501 SH       DEFINED    1,2,5,6,8,10,12,18   11903501
BIG LOTS INC     Common equity
                   shares        089302103    71709   2519416 SH       DEFINED    1,2,5,6,8,10,12       2519416
OFFICEMAX INC    Common equity
                   shares        67622P101    23013   2357818 SH       DEFINED    1,2,5,6,8,12          2357818
BRISTOL-MYERS    Common equity                                                    1,2,5,6,8,10,12,17,
  SQUIBB CO        shares        110122108  2168582  66541052 SH       DEFINED    18                   66541052
BROADCOM CORP    Common equity
                   shares        111320107   708136  21323121 SH       DEFINED    1,2,5,6,8,10,12,18   21323121
BROWN-FORMAN     Common equity
  -CL B            shares        115637209   464351   7341530 SH       DEFINED    1,2,5,6,8,10,12,18    7341530
CENTERPOINT      Common equity
  ENERGY INC       shares        15189T107   431055  22392341 SH       DEFINED    1,2,5,6,8,10,12,18   22392341
CENTURYLINK INC  Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        156700106  1365049  34894026 SH       DEFINED    18                   24853568        10040458
CINTAS CORP      Common equity
                   shares        172908105   265151   6483000 SH       DEFINED    1,2,5,6,8,10,12,18    6483000
CISCO SYSTEMS    Common equity                                                    1,2,5,6,8,10,12,18,
  INC              shares        17275R102  4420766 224975361 SH       DEFINED    19                  224975361
FRONTIER         Common Stock
  COMMUNICATIONS                                                                  1,2,5,6,8,10,12,17,
  CORP                           35906A108   181814  42477288 SH       DEFINED    18                   42477288
CITRIX SYSTEMS   Common equity
  INC              shares        177376100   508004   7726221 SH       DEFINED    1,2,5,6,8,10,12,18    7726221
CMS ENERGY CORP  Common equity
                   shares        125896100   320410  13142188 SH       DEFINED    1,2,5,6,8,10,12,18   13142188
COCA-COLA CO     Common equity
                   shares        191216100  6235952 172025763 SH       DEFINED    1,2,5,6,8,10,12,18  172025763
COLGATE-         Common equity                                                    1,2,5,6,8,10,12,17,
  PALMOLIVE CO     shares        194162103  3698533  35379142 SH       DEFINED    18                   35379142
COMERICA INC     Common equity
                   shares        200340107   287176   9465532 SH       DEFINED    1,2,5,6,8,10,12,18    9465532
CONOCOPHILLIPS   Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        20825C104  2943962  50766639 SH       DEFINED    18,19                50766639
COOPER TIRE &    Common equity
  RUBBER CO        shares        216831107    39142   1543468 SH       DEFINED    1,2,5,6,8,17,18       1543468
MOLSON COORS     Common equity
  BREWING CO       shares        60871R209   280098   6545958 SH       DEFINED    1,2,5,6,8,10,12,18    6545958
CRANE CO         Common equity
                   shares        224399105    57933   1251697 SH       DEFINED    1,2,5,6,8,12          1251697
CUMMINS INC      Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        231021106  1452764  13407979 SH       DEFINED    18                   13407284             695
DELUXE CORP      Common equity
                   shares        248019101    62833   1948758 SH       DEFINED    1,2,5,6,8,12,17,18    1948758
DEVON ENERGY     Common equity
  CORP             shares        25179M103   838773  16117716 SH       DEFINED    1,2,5,6,8,10,12,18   16117716
DILLARDS INC     Common equity
  -CL A            shares        254067101    38615    460959 SH       DEFINED    1,2,5,6,8,17           460959
DUKE ENERGY      Common equity                                                    1,2,5,6,8,10,12,17,
  CORP             shares        26441C204  2720501  42641163 SH       DEFINED    18                   33310974         9330189
E TRADE          Common equity
  FINANCIAL        shares
  CORP                           269246401    84311   9420034 SH       DEFINED    1,2,5,6,8,10,12       9420034
EASTMAN          Common equity                                                    1,2,5,6,8,10,12,17,
  CHEMICAL CO      shares        277432100   454303   6676091 SH       DEFINED    18                    6674730            1361
EBAY INC         Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        278642103  2417274  47379061 SH       DEFINED    18                   47373578            5483
EMC CORP/MA      Common equity
                   shares        268648102  2237519  88439652 SH       DEFINED    1,2,5,6,8,10,12,18   88439652
ENTERGY CORP     Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        29364G103   576549   9043655 SH       DEFINED    18                    9043655
EOG RESOURCES    Common equity                                                    1,2,5,6,8,10,12,17,
  INC              shares        26875P101  1381302  11435490 SH       DEFINED    18                   11435114             376
EXXON MOBIL      Common equity                                                    1,2,5,6,8,10,12,17,
  CORP             shares        30231G102 16553896 191264000 SH       DEFINED    18,19               191264000
FAMILY DOLLAR    Common equity
  STORES           shares        307000109   326780   5153549 SH       DEFINED    1,2,5,6,8,10,12,18    5153549
MACY'S INC       Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        55616P104   648187  16611705 SH       DEFINED    18                   16611705
FEDERATED        Common equity
  INVESTORS INC    shares        314211103    52936   2616933 SH       DEFINED    1,2,5,6,8,12          2616933
FOREST           Common equity
  LABORATORIES     shares
  -CL A                          345838106   359105  10166933 SH       DEFINED    1,2,5,6,8,10,12,18   10166933
GAP INC          Common equity
                   shares        364760108   381222  12281868 SH       DEFINED    1,2,5,6,8,10,12,18   12281868
GILEAD           Common equity
  SCIENCES INC     shares        375558103  2194230  29873840 SH       DEFINED    1,2,5,6,8,10,12,18   29873840
GOODYEAR         Common Stock
  TIRE &
  RUBBER CO                      382550101   143033  10356940 SH       DEFINED    1,2,5,6,8,10,12,18   10356940
GRAINGER (W W)   Common equity
  INC              shares        384802104   564065   2787360 SH       DEFINED    1,2,5,6,8,10,12,18    2787360
HEINZ (H J) CO   Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        423074103   762296  13215947 SH       DEFINED    18                   13215947
HUMANA INC       Common equity
                   shares        444859102   453028   6600936 SH       DEFINED    1,2,5,6,8,10,12,18    6600936
INGERSOLL-       Common equity
  RAND PLC         shares        G47791101   554124  11553782 SH       DEFINED    1,2,5,6,8,10,12,18   11553782
JANUS CAPITAL    Common equity
  GROUP INC        shares        47102X105    46998   5516672 SH       DEFINED    1,2,5,6,8,10,12,17    5516672
JOHNSON &        Common equity                                                    1,2,5,6,8,10,12,17,
  JOHNSON          shares        478160104 10635737 151722340 SH       DEFINED    18,19               151374907          347433
KB HOME          Common equity
                   shares        48666K109    39955   2528905 SH       DEFINED    1,2,5,6,8,12          2528905
KEYCORP          Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        493267108   425412  50522993 SH       DEFINED    18                   50522993
KOHL'S CORP      Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        500255104   455786  10604571 SH       DEFINED    18,19                10604571
LOCKHEED         Common equity                                                    1,2,5,6,8,10,12,17,
  MARTIN CORP      shares        539830109  5636673  61075638 SH       DEFINED    18                   61075638
LOEWS CORP       Common equity
                   shares        540424108   537763  13196668 SH       DEFINED    1,2,5,6,8,10,12,18   13196668
LOUISIANA-       Common equity
  PACIFIC CORP     shares        546347105    94903   4912086 SH       DEFINED    1,2,5,6,8,12          4912086
M & T BANK CORP  Common equity
                   shares        55261F104   567077   5758819 SH       DEFINED    1,2,5,6,8,10,12,18    5758819
MARRIOTT INTL    Common equity
  INC              shares        571903202   369159   9905073 SH       DEFINED    1,2,5,6,8,10,12,18    9905073
MASCO CORP       Common equity
                   shares        574599106   305908  18361325 SH       DEFINED    1,2,5,6,8,10,12,18   18361325
MATTEL INC       Common Stock    577081102   504934  13788417 SH       DEFINED    1,2,5,6,8,10,12,18   13788417
MBIA INC         Common equity
                   shares        55262C100    17255   2197738 SH       DEFINED    1,2,5,6,8             2197738
MCGRAW-HILL      Common equity
  COMPANIES        shares        580645109   698085  12769142 SH       DEFINED    1,2,5,6,8,10,12,18   12769142
MCKESSON CORP    Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        58155Q103   972597  10030914 SH       DEFINED    18                   10030914
MEADWESTVACO     Common equity
  CORP             shares        583334107   256056   8034667 SH       DEFINED    1,2,5,6,8,10,12,18    8034667
MEREDITH CORP    Common equity
                   shares        589433101    45494   1320621 SH       DEFINED    1,2,5,6,8,12,18       1320621
MGIC             Common equity
  INVESTMENT       shares
  CORP/WI                        552848103     9235   3472648 SH       DEFINED    1,2,5,6,8             3472648
MOLEX INC        Common equity
                   shares        608554101   133891   4898971 SH       DEFINED    1,2,5,6,8,10,12       4898971
MONSTER          Common Stock
  WORLDWIDE INC                  611742107    24302   4324158 SH       DEFINED    1,2,5,6,8,10,12,18    4324158
MYLAN INC        Common Stock    628530107   462440  16828253 SH       DEFINED    1,2,5,6,8,10,12,18   16828253
NABORS           Common equity
  INDUSTRIES       shares
  LTD                            G6359F103   207748  14376874 SH       DEFINED    1,2,5,6,8,10,12,18   14376874
NAVISTAR         Common Stock
  INTERNATIONAL
  CORP                           63934E108    22325   1025357 SH       DEFINED    1,2,5,6,8,12          1025357
NCR CORP         Common equity
                   shares        62886E108   110867   4351271 SH       DEFINED    1,2,5,6,8,12          4351271
NETAPP INC       Common equity
                   shares        64110D104   494023  14725000 SH       DEFINED    1,2,5,6,8,10,12,18   14725000
NEWELL           Common equity
  RUBBERMAID       shares
  INC                            651229106   272364  12229651 SH       DEFINED    1,2,5,6,8,10,12,18   12229651
NEWMONT MINING   Common equity
  CORP             shares        651639106   991140  21342269 SH       DEFINED    1,2,5,6,8,10,12,18   21342269
NIKE INC         Common equity                                                    1,2,5,6,8,10,12,17,
                   shares        654106103  1448619  28073882 SH       DEFINED    18                   28071572            2310

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                       Sole    Shared   No
Issuer           Class             Cusip    Value     VAL    PRN Call Discretion         Managers          Voting   Voting Voting
------           -----           --------- ------- --------- --- ---- ---------- ------------------------ --------- ------ ------
NISOURCE INC     Common equity
                   shares        65473P105  388233  15598293 SH       DEFINED    1,2,5,6,8,10,12,17,18     15598293
NOBLE CORP       Common equity
                   shares        H5833N103  334180   9597259 SH       DEFINED    1,2,5,6,8,10,12,18,19      9597259
NORDSTROM INC    Common equity
                   shares        655664100  330870   6184428 SH       DEFINED    1,2,5,6,8,10,12,18         6184428
NORFOLK          Common equity
  SOUTHERN CORP    shares        655844108  798258  12908517 SH       DEFINED    1,2,5,6,8,10,12,18        12908517
NORTHERN TRUST   Common equity
  CORP             shares        665859104  511223  10191868 SH       DEFINED    1,2,5,6,8,10,12,18,19     10191868
NUCOR CORP       Common equity
                   shares        670346105  850050  19686328 SH       DEFINED    1,2,5,6,8,10,12,18        19686328
OCCIDENTAL       Common equity
  PETROLEUM        shares
  CORP                           674599105 2638374  34439054 SH       DEFINED    1,2,5,6,8,10,12,18,19     34439054
OFFICE DEPOT     Common equity
  INC              shares        676220106   37836  11535459 SH       DEFINED    1,2,5,6,8,12              11535459
OMNICOM GROUP    Common equity
                   shares        681919106  510647  10220956 SH       DEFINED    1,2,5,6,8,10,12,18        10220956
ORACLE CORP      Common equity
                   shares        68389X105 5304571 159200761 SH       DEFINED    1,2,5,6,8,10,12,17,18,19 159189391         11370
PACCAR INC       Common equity
                   shares        693718108  614675  13595893 SH       DEFINED    1,2,5,6,8,10,12,18        13595893
PALL CORP        Common equity
                   shares        696429307  280171   4649465 SH       DEFINED    1,2,5,6,8,10,12,18         4649465
PARAMETRIC       Common equity
  TECHNOLOGY       shares
  CORP                           699173209   89065   3956436 SH       DEFINED    1,2,5,6,8,12               3956436
PARKER-          Common equity
  HANNIFIN CORP    shares        701094104  511297   6010888 SH       DEFINED    1,2,5,6,8,10,12,18         6010888
PAYCHEX INC      Common equity
                   shares        704326107  402515  12925795 SH       DEFINED    1,2,5,6,8,10,12,18        12925795
PENNEY (J C) CO  Common equity
                   shares        708160106  352995  17909178 SH       DEFINED    1,2,5,6,8,10,12,18        17909178
PEPSICO INC      Common equity
                   shares        713448108 4318453  63107587 SH       DEFINED    1,2,5,6,8,10,12,17,18,19  63107587
PERKINELMER INC  Common equity
                   shares        714046109  134328   4232110 SH       DEFINED    1,2,5,6,8,10,12,17         4227485          4625
PFIZER INC       Common equity
                   shares        717081103 8038125 320499418 SH       DEFINED    1,2,5,6,8,10,12,17,18,19 320499418
PG&E CORP        Common equity
                   shares        69331C108  859674  21395779 SH       DEFINED    1,2,5,6,8,10,12,17,18     21395779
PINNACLE WEST    Common equity
  CAPITAL CORP     shares        723484101  403489   7914637 SH       DEFINED    1,2,5,6,8,10,12,17,18      7914637
PITNEY BOWES     Common equity
  INC              shares        724479100  291590  27405915 SH       DEFINED    1,2,5,6,8,10,12,18        27405915
PLUM CREEK       Real Estate
  TIMBER CO INC    Investment
                   Trust         729251108  297310   6700763 SH       DEFINED    1,2,5,6,8,10,12,18         6700763
PMC-SIERRA INC   Common equity
                   shares        69344F106   16723   3209238 SH       DEFINED    1,2,5,6,8                  3209238
PNC FINANCIAL    Common equity
  SVCS GROUP       shares
  INC                            693475105 1395535  23933176 SH       DEFINED    1,2,5,6,8,10,12,18,19     23933176
POWER-ONE INC    Common Stock    73930R102    6353   1545328 SH       DEFINED    1,2,5,6,8                  1545328
PPG INDUSTRIES   Common equity
  INC              shares        693506107 1027120   7588609 SH       DEFINED    1,2,5,6,8,10,12,17,18,19   7588609
PPL CORP         Common equity
                   shares        69351T106  814291  28441969 SH       DEFINED    1,2,5,6,8,10,12,17,18     28441969
PRAXAIR INC      Common equity
                   shares        74005P104 1347400  12310620 SH       DEFINED    1,2,5,6,8,10,12,18        12310620
PRICE (T.        Common equity
  ROWE) GROUP      shares        74144T108  802502  12321371 SH       DEFINED    1,2,5,6,8,10,12,18        12321371
PRINCIPAL        Common equity
  FINANCIAL        shares
  GRP INC                        74251V102  349591  12257775 SH       DEFINED    1,2,5,6,8,10,12,18        12257775
PROCTER &        Common equity
  GAMBLE CO        shares        742718109 8370927 123301338 SH       DEFINED    1,2,5,6,8,10,12,17,18    123301338
PROGRESSIVE      Common equity
  CORP-OHIO        shares        743315103  487191  23089949 SH       DEFINED    1,2,5,6,8,10,12,18        23089949
PRUDENTIAL       Common equity
  FINANCIAL INC    shares        744320102 1020600  19137440 SH       DEFINED    1,2,5,6,8,10,12,17,18     19137440
PUBLIC SERVICE   Common equity
  ENTRP GRP INC    shares        744573106  754121  24644300 SH       DEFINED    1,2,5,6,8,10,12,18        24644300
PULTEGROUP INC   Common equity
                   shares        745867101  304944  16792447 SH       DEFINED    1,2,5,6,8,10,12,17,18     16786102          6345
QLOGIC CORP      Common equity
                   shares        747277101   33496   3442447 SH       DEFINED    1,2,5,6,8,12               3442447
QUALCOMM INC     Common equity
                   shares        747525103 4344987  70057897 SH       DEFINED    1,2,5,6,8,10,12,17,18     70050696          7201
QUEST            Common equity
  DIAGNOSTICS      shares
  INC                            74834L100  366107   6283016 SH       DEFINED    1,2,5,6,8,10,12,18         6283016
RADIOSHACK CORP  Common equity
                   shares        750438103    4496   2119914 SH       DEFINED    1,2,5,6,8                  2119914
RAYTHEON CO      Common equity
                   shares        755111507  794489  13802778 SH       DEFINED    1,2,5,6,8,10,12,17,18     13802778
REGIONS          Common equity
  FINANCIAL        shares
  CORP                           7591EP100  490627  68908685 SH       DEFINED    1,2,5,6,8,10,12,18        68908685
REYNOLDS         Common equity
  AMERICAN INC     shares        761713106  528284  12751257 SH       DEFINED    1,2,5,6,8,10,12,17,18     12751257
ROBERT HALF      Common equity
  INTL INC         shares        770323103  198560   6240150 SH       DEFINED    1,2,5,6,8,10,12,18         6240150
ROCKWELL         Common equity
  AUTOMATION       shares        773903109  470128   5597498 SH       DEFINED    1,2,5,6,8,10,12,17,18      5596098          1400
ROCKWELL         Common equity
  COLLINS INC      shares        774341101  334656   5753050 SH       DEFINED    1,2,5,6,8,10,12,18         5753050
ROWAN            Common Stock
  COMPANIES PLC                  G7665A101  198229   6339212 SH       DEFINED    1,2,5,6,8,10,12,18         6339212
RYDER SYSTEM     Common equity
  INC              shares        783549108  105349   2109744 SH       DEFINED    1,2,5,6,8,10,12            2109744
SAFEWAY INC      Common equity
                   shares        786514208  216113  11946309 SH       DEFINED    1,2,5,6,8,10,12,17,18     11946309
HILLSHIRE        Common equity
  BRANDS CO        shares        432589109   86201   3063210 SH       DEFINED    1,2,5,6,8,10,12,18         3063210
AT&T INC         Common equity
                   shares        00206R102 8101943 240342310 SH       DEFINED    1,2,5,6,8,10,12,17,18,19 240342310
SCHLUMBERGER     Common equity
  LTD              shares        806857108 3767826  54377650 SH       DEFINED    1,2,5,6,8,10,12,18        54377650
SCHWAB           Common equity
  (CHARLES)        shares
  CORP                           808513105  626135  43602260 SH       DEFINED    1,2,5,6,8,10,12,18        43602260
SEALED AIR CORP  Common equity
                   shares        81211K100  148381   8473057 SH       DEFINED    1,2,5,6,8,10,12,18         8473057
SEMPRA ENERGY    Common equity
                   shares        816851109  798647  11257924 SH       DEFINED    1,2,5,6,8,10,12,18        11257924
SHERWIN-         Common equity
  WILLIAMS CO      shares        824348106  643582   4183974 SH       DEFINED    1,2,5,6,8,10,12,18         4183974
SIGMA-ALDRICH    Common equity
  CORP             shares        826552101  445226   6050906 SH       DEFINED    1,2,5,6,8,10,12,18         6050906
SIMON PROPERTY   Real Estate
  GROUP INC        Investment
                   Trust         828806109 2598964  16439792 SH       DEFINED    1,2,3,5,6,8,10,12,18      16439792
SLM CORP         Common Stock    78442P106  364375  21271197 SH       DEFINED    1,2,5,6,8,10,12,18        21271197
SNAP-ON INC      Common equity
                   shares        833034101  160147   2027506 SH       DEFINED    1,2,5,6,8,10,12            2027506
SOUTHERN CO      Common equity
                   shares        842587107 1811338  42311125 SH       DEFINED    1,2,5,6,8,10,12,17,18     42311125
SOUTHWEST        Common equity
  AIRLINES         shares        844741108  276027  26955621 SH       DEFINED    1,2,5,6,8,10,12,18        26955621
SPRINT NEXTEL    Common equity
  CORP             shares        852061100  716381 126346627 SH       DEFINED    1,2,5,6,8,10,12,18       126346627
ST JUDE          Common equity
  MEDICAL INC      shares        790849103  515242  14256800 SH       DEFINED    1,2,5,6,8,10,12,18,19     14256800
TRAVELERS COS    Common equity
  INC              shares        89417E109 1624553  22619819 SH       DEFINED    1,2,5,6,8,10,12,17,18     22617868          1951
STANLEY          Common equity
  BLACK &          shares
  DECKER INC                     854502101  625770   8459702 SH       DEFINED    1,2,5,6,8,10,12,18         8459702
STAPLES INC      Common equity
                   shares        855030102  328547  28820037 SH       DEFINED    1,2,5,6,8,10,12,18        28820037
STARBUCKS CORP   Common equity
                   shares        855244109 1531741  28566744 SH       DEFINED    1,2,5,6,8,10,12,18        28566744
STARWOOD         Common equity
  HOTELS&RESORTS   shares
  WRLD                           85590A401  515116   8980404 SH       DEFINED    1,2,5,6,8,10,12,17,18      8979308          1096
STATE STREET     Common equity
  CORP             shares        857477103 1054544  22432290 SH       DEFINED    1,2,5,6,8,10,12,18        22432290
STRYKER CORP     Common equity
                   shares        863667101  701712  12800422 SH       DEFINED    1,2,5,6,8,10,12,18,19     12800422
SUNTRUST BANKS   Common equity
  INC              shares        867914103  721702  25456937 SH       DEFINED    1,2,5,6,8,10,12,18,19     25456937
SUPERVALU INC    Common equity
                   shares        868536103   42201  17087093 SH       DEFINED    1,2,5,6,8,12,18           17087093
SYMANTEC CORP    Common equity
                   shares        871503108  661244  35154024 SH       DEFINED    1,2,5,6,8,10,12,17,18     35154024
SYNOVUS          Common equity
  FINANCIAL        shares
  CORP                           87161C105   78026  31847955 SH       DEFINED    1,2,5,6,8,12              31847955
SYSCO CORP       Common equity
                   shares        871829107  955258  30172518 SH       DEFINED    1,2,5,6,8,10,12,17,18     30172518
TARGET CORP      Common equity
                   shares        87612E106 3596556  60783464 SH       DEFINED    1,2,5,6,8,10,12,17,18     60783464
TECO ENERGY INC  Common equity
                   shares        872375100  156721   9351242 SH       DEFINED    1,2,5,6,8,10,12            9351242
TELLABS INC      Common equity
                   shares        879664100   29220  12814458 SH       DEFINED    1,2,5,6,8,12              12814458
TENET            Common equity
  HEALTHCARE       shares
  CORP                           88033G407  131834   4060211 SH       DEFINED    1,2,5,6,8,10,12            4060211
TERADYNE INC     Common equity
                   shares        880770102  118979   7043967 SH       DEFINED    1,2,5,6,8,10,12,17         7036674          7293
TEXAS            Common Stock
  INSTRUMENTS
  INC                            882508104 1371262  44320082 SH       DEFINED    1,2,5,6,8,10,12,18        44320082

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                  Sole    Shared   No
Issuer            Class             Cusip    Value     VAL    PRN Call Discretion      Managers        Voting   Voting Voting
------            -----           --------- ------- --------- --- ---- ---------- ------------------- --------- ------ -------
TEXTRON INC       Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        883203101  282927  11413075 SH       DEFINED    18                   11413075
THERMO FISHER     Common equity
  SCIENTIFIC        shares
  INC                             883556102  925262  14507059 SH       DEFINED    1,2,5,6,8,10,12,18   14507059
TIFFANY & CO      Common equity
                    shares        886547108  279088   4867237 SH       DEFINED    1,2,5,6,8,10,12,18    4867237
TIME WARNER INC   Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        887317303 1744556  36474078 SH       DEFINED    18                   36474078
TJX COMPANIES     Common equity                                                   1,2,5,6,8,10,12,17,
  INC               shares        872540109 1219272  28722755 SH       DEFINED    18                   28721579           1176
TORCHMARK CORP    Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        891027104  219606   4250064 SH       DEFINED    18                    4250064
TRANSOCEAN LTD    Common equity
                    shares        H8817H100   36501    817474 SH       DEFINED    1,2,5,6,8,12           817474
TYCO              Common equity
  INTERNATIONAL     shares                                                        1,2,5,6,8,10,12,18,
  LTD                             H89128104  534697  18280214 SH       DEFINED    19                   18280214
U S BANCORP       Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        902973304 2514741  78733391 SH       DEFINED    18,19                78731502           1889
UNION PACIFIC     Common equity
  CORP              shares        907818108 2329414  18528646 SH       DEFINED    1,2,5,6,8,10,12,18   18528646
UNISYS CORP       Common equity
                    shares        909214306   16961    980457 SH       DEFINED    1,2,5,6,8,17           980457
UNITED PARCEL     Common equity
  SERVICE INC       shares        911312106 2077469  28176593 SH       DEFINED    1,2,5,6,8,10,12,18   28176593
UNITED STATES     Common equity
  STEEL CORP        shares        912909108  179757   7530681 SH       DEFINED    1,2,5,6,8,10,12,18    7530681
UNITED            Common equity
  TECHNOLOGIES      shares
  CORP                            913017109 9099450 110955329 SH       DEFINED    1,2,5,6,8,10,12,18  110955329
UNITEDHEALTH      Common equity                                                   1,2,5,6,8,10,12,18,
  GROUP INC         shares        91324P102 2645269  48769656 SH       DEFINED    19                   48769656
UNUM GROUP        Common equity
                    shares        91529Y106  253565  12178894 SH       DEFINED    1,2,5,6,8,10,12,18   12178894
VALERO ENERGY     Common equity                                                   1,2,5,6,8,10,12,17,
  CORP              shares        91913Y100  895928  26258069 SH       DEFINED    18                   26254555           3514
VERIZON           Common equity
  COMMUNICATIONS    shares                                                        1,2,5,6,8,10,12,17,
  INC                             92343V104 5177726 119660877 SH       DEFINED    18,19               119660877
VF CORP           Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        918204108  604229   4002324 SH       DEFINED    18                    4001278           1046
CBS CORP          Common equity
                    shares        124857202  902204  23710925 SH       DEFINED    1,2,5,6,8,10,12,18   23710925
VULCAN            Common equity                                                   1,2,5,6,8,10,12,17,
  MATERIALS CO      shares        929160109  286018   5495022 SH       DEFINED    18                    5494059            963
WAL-MART          Common equity                                                   1,2,5,6,8,10,12,17,
  STORES INC        shares        931142103 5234311  76715549 SH       DEFINED    18,19                76715549
WALGREEN CO       Common equity
                    shares        931422109 1494183  40372504 SH       DEFINED    1,2,5,6,8,10,12,18   40372504
WASTE             Common equity
  MANAGEMENT        shares                                                        1,2,5,6,8,10,12,17,
  INC                             94106L109  693342  20549685 SH       DEFINED    18                   20549685
WATERS CORP       Common equity
                    shares        941848103  315898   3625987 SH       DEFINED    1,2,5,6,8,10,12,18    3625987
WATSON            Common equity
  PHARMACEUTICALS   shares
  INC                             942683103  475085   5524240 SH       DEFINED    1,2,5,6,8,10,12,18    5524240
WELLS FARGO &     Common equity                                                   1,2,5,6,8,10,12,18,
  CO                shares        949746101 7032498 205749010 SH       DEFINED    19                  205749010
WEYERHAEUSER CO   Common equity
                    shares        962166104  611647  21985914 SH       DEFINED    1,2,5,6,8,10,12,18   21985914
WHIRLPOOL CORP    Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        963320106  392075   3853370 SH       DEFINED    18                    3853370
WILLIAMS COS      Common equity
  INC               shares        969457100  967070  29537781 SH       DEFINED    1,2,5,6,8,10,12,18   29537781
WORTHINGTON       Common equity
  INDUSTRIES        shares        981811102   80066   3080628 SH       DEFINED    1,2,5,6,8,12          3080628
XCEL ENERGY INC   Common equity
                    shares        98389B100  643953  24109376 SH       DEFINED    1,2,5,6,8,10,12,18   24109376
XEROX CORP        Common equity
                    shares        984121103  541501  79398801 SH       DEFINED    1,2,5,6,8,10,12,18   79398801
XILINX INC        Common equity
                    shares        983919101  386008  10752307 SH       DEFINED    1,2,5,6,8,10,12,18   10752307
XL GROUP PLC      Common equity
                    shares        G98290102  324702  12956771 SH       DEFINED    1,2,5,6,8,10,12,18   12956771
YAHOO INC         Common equity                                                   1,2,5,6,8,10,12,17,
                    shares        984332106  926684  46566856 SH       DEFINED    18                   46541976          24880
YUM BRANDS INC    Common equity
                    shares        988498101 1396468  21031128 SH       DEFINED    1,2,5,6,8,10,12,18   17411898        3619230
ZIMMER            Common equity                                                   1,2,5,6,8,10,12,17,
  HOLDINGS INC      shares        98956P102  484360   7265877 SH       DEFINED    18                    7265877
ZIONS             Common equity
  BANCORPORATION    shares        989701107  210379   9830598 SH       DEFINED    1,2,5,6,8,10,12       9830598
NEWS CORP         Common Stock    65248E104 2001679  78374408 SH       DEFINED    1,2,5,6,8,10,12,18   78374408
SHIP FINANCE      Common equity
  INTL LTD          shares        G81075106   14799    890033 SH       DEFINED    1,2,5,6                890033
CNO FINANCIAL     Common equity
  GROUP INC         shares        12621E103   47292   5068263 SH       DEFINED    1,2,5,6,8,12,17,18    5068263
HARRIS CORP       Common equity
                    shares        413875105  243045   4963893 SH       DEFINED    1,2,5,6,8,10,12,18    4963893
SEARS HOLDINGS    Common equity
  CORP              shares        812350106  104053   2515679 SH       DEFINED    1,2,5,8,10,12,18      2515679
KINROSS GOLD      Common equity
  CORP              shares        496902404     328     33670 SH       DEFINED    1,18                    33670
MEMC              Common equity
  ELECTRONIC        shares
  MATRIALS INC                    552715104   24921   7763752 SH       DEFINED    1,2,5,6,8,12          7763752
YRC WORLDWIDE     Common equity
  INC               shares        984249607     128     18891 SH       DEFINED    1,5                     18891
CREE INC          Common equity
                    shares        225447101  127621   3755639 SH       DEFINED    1,2,5,6,8,10,12,18    3755639
CHESAPEAKE        Common equity
  ENERGY CORP       shares        165167107  409843  24659068 SH       DEFINED    1,2,5,6,8,10,12,18   24659068
ALLIANT           Common equity
  TECHSYSTEMS       shares
  INC                             018804104   64010   1033061 SH       DEFINED    1,2,5,6,12,17,18      1033061
ABERCROMBIE &     Common equity
  FITCH -CL A       shares        002896207  143223   2985676 SH       DEFINED    1,2,5,6,8,10,12       2985676
ACXIOM CORP       Common equity
                    shares        005125109   50130   2871164 SH       DEFINED    1,2,5,6,8,12,17,18    2871164
AFFYMETRIX INC    Common equity
                    shares        00826T108    4512   1422655 SH       DEFINED    1,2,6,8               1422655
HUBBELL INC       Common equity
  -CL B             shares        443510201  125905   1487721 SH       DEFINED    1,2,5,6,8,12,17       1485948           1773
LANCASTER         Common equity
  COLONY CORP       shares        513847103   46630    673970 SH       DEFINED    1,2,5,6,8,12,17        673970
PENTAIR LTD       Common equity
                    shares        H6169Q108  528581  10754436 SH       DEFINED    1,2,5,6,8,10,12,18   10754436
TOTAL SYSTEM      Common equity
  SERVICES INC      shares        891906109  161654   7546727 SH       DEFINED    1,2,5,6,8,10,12,18    7546727
KEY ENERGY        Common equity
  SERVICES INC      shares        492914106   29221   4204945 SH       DEFINED    1,2,5,6,8             4204945
EAGLE             Common equity
  MATERIALS INC     shares        26969P108   64352   1099989 SH       DEFINED    1,2,5,6,8,17          1098797           1192
NORTHEAST         Common equity
  UTILITIES         shares        664397106  613444  15697183 SH       DEFINED    1,2,5,6,8,10,12,18   15697183
PIPER JAFFRAY     Common equity
  COS INC           shares        724078100   11174    347879 SH       DEFINED    1,2,5,6,8              347879
L-3               Common equity
  COMMUNICATIONS    shares
  HLDGS INC                       502424104  329175   4296101 SH       DEFINED    1,2,5,6,8,10,12,18    4296101
WILEY (JOHN) &    Common equity
  SONS -CL A        shares        968223206   51881   1332579 SH       DEFINED    1,2,5,6,8,12,18       1332579
ATMEL CORP        Common equity
                    shares        049513104   75311  11498330 SH       DEFINED    1,2,5,6,8,12         11498330
SEI               Common equity
  INVESTMENTS       shares
  CO                              784117103  196684   8426851 SH       DEFINED    1,2,5,6,8,10,12,18    8426851
ADTRAN INC        Common equity
                    shares        00738A106   40429   2069075 SH       DEFINED    1,2,5,6,8,12          2069075
ADVANCE AUTO      Common equity                                                   1,2,5,6,8,10,12,17,
  PARTS INC         shares        00751Y106  187028   2585083 SH       DEFINED    18                    2585083
CONSTELLATION     Common equity
  BRANDS            shares        21036P108  251946   7119009 SH       DEFINED    1,2,5,6,8,10,12,18    7119009
CYTEC             Common equity
  INDUSTRIES        shares
  INC                             232820100   87944   1277711 SH       DEFINED    1,2,5,6,8,12          1277711
DOLLAR TREE INC   Common equity
                    shares        256746108  433401  10685494 SH       DEFINED    1,2,5,6,8,10,12,18   10685494
HARTE HANKS INC   Common equity
                    shares        416196103    6004   1017321 SH       DEFINED    1,2,5,6,8             1017321
ITT               Common equity
  EDUCATIONAL       shares
  SERVICES INC                    45068B109    6260    361846 SH       DEFINED    1,2,5,6,8,10,18        361846
JEFFERIES         Common equity
  GROUP INC         shares        472319102   66570   3584858 SH       DEFINED    1,2,5,6,8,10,12       3584858
NVR INC           Common equity
                    shares        62944T105  202204    219786 SH       DEFINED    1,2,5,6,8,12           219786
PACKAGING CORP    Common equity
  OF AMERICA        shares        695156109  103727   2696207 SH       DEFINED    1,2,5,6,8,12,18       2696207
POPULAR INC       Common equity
                    shares        733174700   94329   4537465 SH       DEFINED    1,2,5,6,8,12          4537465
PRECISION         Common equity
  CASTPARTS         shares
  CORP                            740189105 1049048   5538184 SH       DEFINED    1,2,5,6,8,10,12,18    5538184
RAYONIER INC      Real Estate
                    Investment
                    Trust         754907103  204328   3942178 SH       DEFINED    1,2,5,6,8,10,12,18    3942178
RENT-A-CENTER     Common equity
  INC               shares        76009N100   82874   2412048 SH       DEFINED    1,2,5,6,8,12,18       2412048
RYLAND GROUP      Common equity
  INC               shares        783764103  107060   2933102 SH       DEFINED    1,2,5,6,8             2933102
SAKS INC          Common equity
                    shares        79377W108   45741   4352180 SH       DEFINED    1,2,5,6,8,12          4352180
SPDR S&P 500      USA: Common
  ETF               Stock         78462F103 1556028  10917965 SH       DEFINED    1,2,5,10,12,17       10906361          11604

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
UTSTARCOM         Common Stock
  HOLDINGS CORP                   G9310A106     19    17668 SH       DEFINED    1                        17668
PATTERSON-UTI     Common equity
  ENERGY INC        shares        703481101  90933  4880975 SH       DEFINED    1,2,5,6,8,12,18        4880975
BIOTA             Common Stock
  PHARMACEUTIALS
  INC                             090694100   1097   275128 SH       DEFINED    1,2,8                   275128
WMS INDUSTRIES    Common equity
  INC               shares        929297109  34240  1956183 SH       DEFINED    1,2,5,6,8              1956183
PANERA BREAD CO   Common equity
                    shares        69840W108 123748   779074 SH       DEFINED    1,2,5,6,8,12,18         779074
AFFILIATED        Common equity
  MANAGERS GRP      shares
  INC                             008252108 223704  1718914 SH       DEFINED    1,2,5,6,8,10,12,18     1718914
ANSYS INC         Common equity
                    shares        03662Q105 192442  2857789 SH       DEFINED    1,2,5,6,8,10,12,17,18  2853942          3847
APTARGROUP INC    Common equity
                    shares        038336103  90383  1894037 SH       DEFINED    1,2,5,6,8,12           1894037
AXCELIS           Common equity
  TECHNOLOGIES      shares
  INC                             054540109   2459  1769453 SH       DEFINED    1,2                    1769453
BENCHMARK         Common equity
  ELECTRONICS       shares
  INC                             08160H101  22741  1368139 SH       DEFINED    1,2,5,6,8              1368139
BROCADE           Common equity
  COMMUNICATIONS    shares
  SYS                             111621306  34092  6395986 SH       DEFINED    1,2,5,6,8,17,18        6395986
BROOKS            Common equity
  AUTOMATION        shares
  INC                             114340102  11127  1382443 SH       DEFINED    1,2,5,6,8              1382443
CARTER'S INC      Common equity
                    shares        146229109  79159  1422451 SH       DEFINED    1,2,5,6,8,12           1422451
CUMULUS MEDIA     Common equity
  INC               shares        231082108   2064   773567 SH       DEFINED    1,2,6                   773567
EMULEX CORP       Common equity
                    shares        292475209  12356  1692545 SH       DEFINED    1,2,5,6,8              1692545
ENTEGRIS INC      Common equity
                    shares        29362U104  24898  2711648 SH       DEFINED    1,2,5,6,8              2711648
EXTREME           Common Stock
  NETWORKS INC                    30226D106   6185  1699641 SH       DEFINED    1,2,5,6,8              1699641
FORWARD AIR       Common equity
  CORP              shares        349853101  20690   590922 SH       DEFINED    1,2,5,6,8               590922
GATX CORP         Common equity
                    shares        361448103  58988  1362364 SH       DEFINED    1,2,5,6,8,12           1362364
GENTEX CORP       Common equity
                    shares        371901109  76463  4062749 SH       DEFINED    1,2,5,6,8,12           4062749
IDEX CORP         Common equity
                    shares        45167R104 109592  2355209 SH       DEFINED    1,2,5,6,8,12           2355209
LTX-CREDENCE      Common Stock
  CORP                            502403207   5504   839657 SH       DEFINED    1,2,5,6,8               839657
MANHATTAN         Common equity
  ASSOCIATES        shares
  INC                             562750109  26799   444216 SH       DEFINED    1,2,5,6,8               444216
MICROS SYSTEMS    Common equity
  INC               shares        594901100  91764  2162290 SH       DEFINED    1,2,5,6,8,12           2162290
MYRIAD            Common equity
  GENETICS INC      shares        62855J104  43773  1606208 SH       DEFINED    1,2,5,6,8              1606208
NATIONAL          Common equity
  INSTRUMENTS       shares
  CORP                            636518102  62969  2439626 SH       DEFINED    1,2,5,6,8,12           2439626
NPS               Common equity
  PHARMACEUTICALS   shares
  INC                             62936P103  29879  3283267 SH       DEFINED    1,2,5,6,8              3283267
OSHKOSH CORP      Common equity
                    shares        688239201  74281  2505091 SH       DEFINED    1,2,5,6,8,12           2505091
PLEXUS CORP       Common equity
                    shares        729132100  21063   816404 SH       DEFINED    1,2,5,6,8               816404
ROPER             Common equity
  INDUSTRIES        shares
  INC/DE                          776696106 447381  4013123 SH       DEFINED    1,2,5,6,8,10,12,18     4013123
RUBY TUESDAY      Common equity
  INC               shares        781182100  10166  1293322 SH       DEFINED    1,2,5,6,8              1293322
SPARTECH CORP     Common equity
                    shares        847220209   5562   613004 SH       DEFINED    1,2                     613004
TEEKAY CORP       Common equity
                    shares        Y8564W103  17576   547515 SH       DEFINED    1,2,5,6                 547515
VISHAY            Common equity
  INTERTECHNOLOGY   shares
  INC                             928298108  42629  4010111 SH       DEFINED    1,2,5,6,8,12           4010111
GREATBATCH INC    Common equity
                    shares        39153L106  11301   486096 SH       DEFINED    1,2,5,6,8               486096
WINTRUST          Common equity
  FINANCIAL         shares
  CORP                            97650W108  45666  1244214 SH       DEFINED    1,2,5,6,8              1244214
ST JOE CO         Common equity
                    shares        790148100  17443   755840 SH       DEFINED    1,2,5,6,8               755840
MACERICH CO       Real Estate
                    Investment
                    Trust         554382101 352255  6042151 SH       DEFINED    1,2,3,5,6,8,10,12,18   6042151
ACADIA REALTY     Real Estate
  TRUST             Investment
                    Trust         004239109  37812  1507432 SH       DEFINED    1,2,3,5,6,8            1507432
BROOKFIELD        Common equity
  OFFICE PPTYS      shares
  INC                             112900105  13760   808875 SH       DEFINED    1,2,3                   808875
CAMDEN            Real Estate
  PROPERTY          Investment
  TRUST             Trust         133131102 249811  3662511 SH       DEFINED    1,2,3,5,6,8,10,12,18   3662511
CORP OFFICE       Real Estate
  PPTYS TR INC      Investment
                    Trust         22002T108  78961  3161327 SH       DEFINED    1,2,3,5,6,8,12         3161327
DDR CORP          Real Estate
                    Investment
                    Trust         23317H102  99745  6369301 SH       DEFINED    1,2,3,5,6,8,12,18      6369301
EASTGROUP         Real Estate
  PROPERTIES        Investment
                    Trust         277276101  52119   968593 SH       DEFINED    1,2,3,5,6,8             968593
ESSEX PROPERTY    Real Estate
  TRUST             Investment
                    Trust         297178105 213262  1454210 SH       DEFINED    1,2,3,5,6,8,12,18      1454210
HOSPITALITY       Real Estate
  PROPERTIES        Investment
  TRUST             Trust         44106M102 124270  5306074 SH       DEFINED    1,2,3,5,6,8,12,18      5306074
LASALLE HOTEL     Real Estate
  PROPERTIES        Investment
                    Trust         517942108  73885  2910209 SH       DEFINED    1,2,3,5,6,8            2910209
RAMCO-            Real Estate
  GERSHENSON        Investment
  PROPERTIES        Trust         751452202  18024  1354192 SH       DEFINED    1,2,3,5,6,8            1354192
REGENCY           Real Estate
  CENTERS CORP      Investment
                    Trust         758849103 191142  4056367 SH       DEFINED    1,2,3,5,6,8,10,12,18   4056367
TANGER FACTORY    Real Estate
  OUTLET CTRS       Investment
                    Trust         875465106  83793  2449991 SH       DEFINED    1,2,3,5,6,8,17         2441513          8478
MECHEL OAO        American
                    Depository
                    Receipt       583840103  12070  1741232 SH       DEFINED    1,2,4,5,8,10,12,18     1741232
MOBILE            American
  TELESYSTEMS       Depository
  OJSC              Receipt       607409109 129290  6932496 SH       DEFINED    1,2,4,5,8,10,12,18     6932496
LAM RESEARCH      Common equity
  CORP              shares        512807108 249377  6902273 SH       DEFINED    1,2,5,6,8,10,12,18     6902273
RAMBUS INC        Common equity
                    shares        750917106   9630  1974059 SH       DEFINED    1,2,5,6,8              1974059
METTLER-TOLEDO    Common equity
  INTL INC          shares        592688105 170988   884545 SH       DEFINED    1,2,5,6,8,12,18         884545
NEENAH PAPER      Common equity
  INC               shares        640079109   9693   340532 SH       DEFINED    1,2,5,6,8               340532
EW SCRIPPS        Common equity
  -CL A             shares        811054402   6915   639702 SH       DEFINED    1,2,5,8                 639702
FMC               Common equity
  TECHNOLOGIES      shares
  INC                             30249U101 474792 11085546 SH       DEFINED    1,2,5,6,8,10,12,18    11085546
AMPHENOL CORP     Common equity
                    shares        032095101 417904  6459106 SH       DEFINED    1,2,5,6,8,10,12,18     6459106
CME GROUP INC     Common equity
                    shares        12572Q105 653346 12884177 SH       DEFINED    1,2,5,6,8,10,12,18    12884177
COMMUNITY         Common equity
  HEALTH            shares
  SYSTEMS INC                     203668108  79208  2576816 SH       DEFINED    1,2,5,6,8,12,17,18     2576816
COVANCE INC       Common equity
                    shares        222816100  87807  1519989 SH       DEFINED    1,2,5,6,8,10,12,17     1518656          1333
REGIS CORP/MN     Common equity
                    shares        758932107  34975  2067158 SH       DEFINED    1,2,5,6,8,12,18        2067158
SL GREEN          Real Estate
  REALTY CORP       Investment
                    Trust         78440X101 300851  3924931 SH       DEFINED    1,2,3,5,6,8,10,12,18   3924931
STANCORP          Common equity
  FINANCIAL         shares
  GROUP INC                       852891100  47293  1289723 SH       DEFINED    1,2,5,6,8,12,18        1289723
TELEFLEX INC      Common equity
                    shares        879369106  82925  1162909 SH       DEFINED    1,2,5,6,8,12           1162909
URBAN             Common equity
  OUTFITTERS        shares
  INC                             917047102 181525  4611945 SH       DEFINED    1,2,5,6,8,10,12,17,18  4611365           580
AGCO CORP         Common equity
                    shares        001084102 215960  4396546 SH       DEFINED    1,2,5,6,8,10,12,18,19  4396546
EDWARDS           Common equity
  LIFESCIENCES      shares
  CORP                            28176E108 443023  4913378 SH       DEFINED    1,2,5,6,8,10,12,18     4913378
AAON INC          Common equity
                    shares        000360206   7167   343339 SH       DEFINED    1,2,5,6,8               343339
AAR CORP          Common equity
                    shares        000361105  17037   912051 SH       DEFINED    1,2,5,6,8               912051
AMERIS BANCORP    Common equity
                    shares        03076K108   5179   414721 SH       DEFINED    1,2                     414721
ABM INDUSTRIES    Common equity
  INC               shares        000957100  24561  1230757 SH       DEFINED    1,2,5,6,8              1230757
AEP INDUSTRIES    Common equity
  INC               shares        001031103   4530    76486 SH       DEFINED    1,2,5                    76486
AGL RESOURCES     Common equity
  INC               shares        001204106 211029  5279610 SH       DEFINED    1,2,5,6,8,10,12,17,18  5279610
AK STEEL          Common equity
  HOLDING CORP      shares        001547108  45990  9998513 SH       DEFINED    1,2,5,6,8,17           9921113         77400
PROLOGIS INC      Real Estate
                    Investment
                    Trust         74340W103 896240 24561322 SH       DEFINED    1,2,3,5,6,8,10,12,18  24561322
ATMI INC          Common equity
                    shares        00207R101  12947   620276 SH       DEFINED    1,2,5,6,8               620276
SAREPTA           Common equity
  THERAPEUTICS      shares
  INC                             803607100  17554   680308 SH       DEFINED    1,2,5,8                 680308
AVX CORP          Common equity
                    shares        002444107   6653   617380 SH       DEFINED    1,2,5,6,8               617380
AXT INC           Common Stock    00246W103   1517   539354 SH       DEFINED    1,2,6                   539354
AZZ INC           Common equity
                    shares        002474104  19145   498208 SH       DEFINED    1,2,5,6,8,17            494239          3969

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
AARON'S INC       Common equity
                    shares        002535300  115798  4094631 SH       DEFINED    1,2,5,6,8,12,17,18     4094631
AASTROM           Common equity
  BIOSCIENCES       shares
  INC                             00253U305      25    19746 SH       DEFINED    1                        19746
ABAXIS INC        Common equity
                    shares        002567105   16260   438274 SH       DEFINED    1,2,5,6,8               438274
ABIOMED INC       Common Stock    003654100    9057   672914 SH       DEFINED    1,2,5,6,8               672914
ABRAXAS           Common equity
  PETROLEUM         shares
  CORP/NV                         003830106    3018  1378286 SH       DEFINED    1,2,6,8                1378286
ACETO CORP        Common equity
                    shares        004446100    5341   532242 SH       DEFINED    1,2,5,8                 532242
ACTUATE CORP      Common equity
                    shares        00508B102    5479   978810 SH       DEFINED    1,2,5,6,8               978810
ACTUANT CORP      Common equity
  -CL A             shares        00508X203   42046  1506491 SH       DEFINED    1,2,5,6,8              1506491
ADAMS             Common equity
  RESOURCES &       shares
  ENERGY INC                      006351308    1067    30324 SH       DEFINED    1,2                      30324
INSPERITY INC     Common equity
                    shares        45778Q107   14806   454716 SH       DEFINED    1,2,5,6,8               454716
AFP PROVIDA SA    American
                    Depository
                    Receipt       00709P108     240     2304 SH       DEFINED    1                         2304
AMAG              Common Stock
  PHARMACEUTICALS
  INC                             00163U106    5839   396872 SH       DEFINED    1,2,5,6,8               396872
ADVANCED          Common equity
  PHOTONIX INC      shares
  -CL A                           00754E107       5    11300 SH       DEFINED    1                        11300
ADVANCED          American
  SEMICON           Depository
  ENGINEERING       Receipt       00756M404    4994  1166718 SH       DEFINED    1,2,4,5,6,8            1166718
DENNYS CORP       Common equity
                    shares        24869P104   11413  2338040 SH       DEFINED    1,2,5,6,8              2338040
AEGON NV          Similar to ADR
                    Certificates
                    representing
                    ordinary
                    shares        007924103     111    17435 SH       DEFINED    1,2                      17435
ADVANCED          Common equity
  ENERGY INDS       shares
  INC                             007973100   12291   890178 SH       DEFINED    1,2,5,6,8               890178
ADVENT            Common equity
  SOFTWARE INC      shares        007974108   22507  1052784 SH       DEFINED    1,2,5,6,8,12           1052784
AGREE REALTY      Real Estate
  CORP              Investment
                    Trust         008492100    6098   227459 SH       DEFINED    1,2,3,5,8               227459
AIR METHODS       Common equity
  CORP              shares        009128307   27650   749564 SH       DEFINED    1,2,5,6,8               749564
AIRGAS INC        Common equity
                    shares        009363102  274305  3004708 SH       DEFINED    1,2,5,6,8,10,12,18     3004708
AKAMAI            Common equity
  TECHNOLOGIES      shares
  INC                             00971T101  322185  7875699 SH       DEFINED    1,2,5,6,8,10,12,18     7875699
AKORN INC         Common Stock    009728106   22295  1668698 SH       DEFINED    1,2,5,6,8              1668698
ALAMO GROUP INC   Common equity
                    shares        011311107    5267   161464 SH       DEFINED    1,2,5                   161464
ALASKA AIR        Common equity
  GROUP INC         shares        011659109  112369  2607667 SH       DEFINED    1,2,5,6,8,12,17,18     2607667
ALASKA            Common equity
  COMMUNICATIONS    shares
  SYS GP                          01167P101      67    34793 SH       DEFINED    1                        34793
ALBANY INTL       Common equity
  CORP -CL A        shares        012348108   11868   523441 SH       DEFINED    1,2,5,6,8               523441
ALBANY            Common Stock
  MOLECULAR
  RESH INC                        012423109     100    18999 SH       DEFINED    1                        18999
ALBEMARLE CORP    Common equity
                    shares        012653101  170427  2743467 SH       DEFINED    1,2,5,6,8,10,12,18     2743467
ALCATEL-LUCENT    American
                    Depository
                    Receipt       013904305      26    18093 SH       DEFINED    1                        18093
MATSON INC        Common Stock    57686G105   32178  1301760 SH       DEFINED    1,2,5,6,8,12           1301760
ALEXANDER'S INC   Real Estate
                    Investment
                    Trust         014752109   14946    45201 SH       DEFINED    1,2,3,5,6,8              45201
ALEXANDRIA R E    Real Estate
  EQUITIES INC      Investment
                    Trust         015271109  172565  2489312 SH       DEFINED    1,2,3,5,6,8,12,18      2489312
ALEXION           Common Stock
  PHARMACEUTICALS
  INC                             015351109  723746  7715016 SH       DEFINED    1,2,5,6,8,10,12,18     7715016
ALICO INC         Common equity
                    shares        016230104    2230    60830 SH       DEFINED    1,2                      60830
ALIGN             Common equity
  TECHNOLOGY        shares
  INC                             016255101   39262  1414741 SH       DEFINED    1,2,5,6,8,17           1412829          1912
ALKERMES PLC      Common equity
                    shares        G01767105   64300  3471989 SH       DEFINED    1,2,5,6,8              3471989
ALLEGHANY CORP    Common equity
                    shares        017175100  182537   544160 SH       DEFINED    1,2,5,6,8,10,12,18      544160
ALLETE INC        Common equity
                    shares        018522300   36050   879689 SH       DEFINED    1,2,5,6,8               879689
BALLY             Common equity
  TECHNOLOGIES      shares
  INC                             05874B107   52053  1164220 SH       DEFINED    1,2,5,6,8,18           1164220
ALLIANCE          Limited
  RESOURCE          Partnership
  PTNRS -LP                       01877R108    1486    25592 SH       DEFINED    1                        25592
ALLIANT ENERGY    Common equity
  CORP              shares        018802108  175583  3998466 SH       DEFINED    1,2,5,6,8,10,12,18     3998466
ALLIANCE          Common equity
  FINANCIAL         shares
  CORP/NY                         019205103    3482    80076 SH       DEFINED    1,2                      80076
HANOVER           Common equity
  INSURANCE         shares
  GROUP INC                       410867105   54079  1396056 SH       DEFINED    1,2,5,6,8,12,18        1396056
ALLSCRIPTS        Common equity
  HEALTHCARE        shares
  SOLTNS                          01988P108   42549  4516934 SH       DEFINED    1,2,5,6,8,12           4516934
JARDEN CORP       Common equity
                    shares        471109108  104091  2013302 SH       DEFINED    1,2,5,6,8,12,17,18     2013302
ALMOST FAMILY     Common Stock
  INC                             020409108    4097   202302 SH       DEFINED    1,2,8                   202302
SKYWORKS          Common equity
  SOLUTIONS INC     shares        83088M102  101375  4993781 SH       DEFINED    1,2,5,6,8,12,18        4993781
AMBIENT CORP      Common equity
                    shares        02318N201      86    28812 SH       DEFINED    1,2                      28812
AMCOL             Common equity
  INTERNATIONAL     shares
  CORP                            02341W103   21058   686461 SH       DEFINED    1,2,5,6,8               686461
AMEDISYS INC      Common equity
                    shares        023436108    6526   579133 SH       DEFINED    1,2,5,6,8               579133
AMERCO            Common equity
                    shares        023586100   21065   166098 SH       DEFINED    1,2,5,6,8               166098
AMERICA MOVIL     American
  SA DE CV          Depository
                    Receipt       02364W105   73616  3181259 SH       DEFINED    1,2,4,5,6,8,10,18      3181259
US AIRWAYS        Common equity
  GROUP INC         shares        90341W108   48330  3579959 SH       DEFINED    1,2,5,6,8              3579959
MFA FINANCIAL     Real Estate
  INC               Investment
                    Trust         55272X102   41141  5072647 SH       DEFINED    1,2,5,6,8              5072647
AMERICAN          Common equity
  CAPITAL LTD.      shares        02503Y103   40746  3395744 SH       DEFINED    1,2,5,6,8              3395744
US ECOLOGY INC    Common equity
                    shares        91732J102    7871   334447 SH       DEFINED    1,2,5,8                 334447
AMERICAN          Common equity
  FINANCIAL         shares
  GROUP INC                       025932104   95237  2409785 SH       DEFINED    1,2,5,6,8,12,18        2409785
AMERICAN          Common equity
  GREETINGS         shares
  -CL A                           026375105   12877   762514 SH       DEFINED    1,2,5,6,8               762514
HEALTHWAYS INC    Common equity
                    shares        422245100    7136   666755 SH       DEFINED    1,2,5,6,8               666755
AMERICAN NATL     Common equity
  BANKSHARES        shares        027745108    2047   101437 SH       DEFINED    1,2                     101437
AMERICAN          Common equity
  NATIONAL          shares
  INSURANCE                       028591105    6596    96557 SH       DEFINED    1,2,5,6,17               96557
AMERICAN          Common equity
  SCIENCE           shares
  ENGINEERING                     029429107   11423   175116 SH       DEFINED    1,2,5,6,8               175116
AMERICAN          Common equity
  SOFTWARE          shares
  -CL A                           029683109    2909   374928 SH       DEFINED    1,2                     374928
AMERICAN          Common equity
  STATES WATER      shares
  CO                              029899101   19102   398125 SH       DEFINED    1,2,5,6,8               398125
AMERICAN TOWER    Common equity
  CORP              shares        03027X100 1259506 16299926 SH       DEFINED    1,2,5,6,8,10,12,17,18 16297990          1936
AMERICAN          Common Stock
  SUPERCONDUCTOR
  CP                              030111108    2101   802979 SH       DEFINED    1,2,5,6,8               802979
LRAD CORP         Common equity
                    shares        50213V109      19    17497 SH       DEFINED    1                        17497
AMERICAN          Common equity
  VANGUARD CORP     shares        030371108   16010   515375 SH       DEFINED    1,2,5,6,8               515375
AMERICAN          Common equity
  WOODMARK CORP     shares        030506109    5131   184470 SH       DEFINED    1,2,5,6,8               184470
AMERISTAR         Common equity
  CASINOS INC       shares        03070Q101   15420   587732 SH       DEFINED    1,2,5,6,8               587732
TD AMERITRADE     Common Stock
  HOLDING CORP                    87236Y108   66349  3947190 SH       DEFINED    1,2,5,8,10,12,18       3947190
AMERIGAS          Limited
  PARTNERS -LP      Partnership   030975106    1822    47045 SH       DEFINED    1                        47045
AMES NATIONAL     Common equity
  CORP              shares        031001100    2733   124923 SH       DEFINED    1,2                     124923
AMETEK INC        Common equity
                    shares        031100100  289695  7710710 SH       DEFINED    1,2,5,6,8,10,12,18     7710710
AMKOR             Common equity
  TECHNOLOGY        shares
  INC                             031652100    7639  1796832 SH       DEFINED    1,2,5,6,8              1796832
AMPCO-            Common equity
  PITTSBURGH        shares
  CORP                            032037103    4041   202236 SH       DEFINED    1,2,8                   202236
CALIF FIRST       Common equity
  NATIONAL          shares
  BANCORP                         130222102     647    43205 SH       DEFINED    1,2,17                   43205
AMSURG CORP       Common equity
                    shares        03232P405   19153   638151 SH       DEFINED    1,2,5,6,8,17            635761          2390
ANADIGICS INC     Common Stock    032515108    3131  1241469 SH       DEFINED    1,2                    1241469
ANALOGIC CORP     Common equity
                    shares        032657207   19273   259360 SH       DEFINED    1,2,5,6,8               259360
ANAREN INC        Common equity
                    shares        032744104    5423   278691 SH       DEFINED    1,2,5,6,8               278691

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- ------------------ -------- ------ ------
ANDERSONS INC     Common equity
                    shares        034164103   16395   382188 SH       DEFINED    1,2,5,6,8            382188
ANGLOGOLD         American
  ASHANTI LTD       Depository
                    Receipt       035128206   17049   543510 SH       DEFINED    1,2,4,5,6            543510
ANIKA             Common equity
  THERAPEUTICS      shares
  INC                             035255108    1745   175455 SH       DEFINED    1,2                  175455
ANIXTER INTL      Common equity
  INC               shares        035290105   41450   647843 SH       DEFINED    1,2,5,6,8,12         647843
ANNALY CAPITAL    Real Estate
  MANAGEMENT        Investment
                    Trust         035710409  235246 16755438 SH       DEFINED    1,2,5,6,8,10,12,18 16755438
ANN INC           Common equity
                    shares        035623107   62395  1843770 SH       DEFINED    1,2,5,6,8,12,17,18  1843770
ANTARES PHARMA    Common Stock
  INC                             036642106    6901  1811154 SH       DEFINED    1,2,5,6,8           1811154
ARRIS GROUP INC   Common equity
                    shares        04269Q100   42618  2852669 SH       DEFINED    1,2,5,6,8,17,18     2852669
HACKETT GROUP     Common equity
  INC               shares        404609109    1831   427270 SH       DEFINED    1,2,5                427270
AGENUS INC        Common Stock    00847G705    1412   344496 SH       DEFINED    1,2                  344496
ANWORTH MTG       Real Estate
  ASSET CORP        Investment
                    Trust         037347101   17299  2992631 SH       DEFINED    1,2,5,6,8           2992631
APCO OIL AND      Common equity
  GAS INTL INC      shares        G0471F109    2066   167669 SH       DEFINED    1,2,6                167669
APOGEE            Common equity
  ENTERPRISES       shares
  INC                             037598109   27377  1142068 SH       DEFINED    1,2,5,6,8            548886        593182
APPLIED           Common equity
  INDUSTRIAL        shares
  TECH INC                        03820C105   40632   967223 SH       DEFINED    1,2,5,6,8            967223
ARABIAN           Common Stock
  AMERICAN
  DEVELOPMENT                     038465100    2275   273631 SH       DEFINED    1,2,6                273631
ARCH COAL INC     Common equity
                    shares        039380100   82743 11303428 SH       DEFINED    1,2,5,6,8,12       11303428
ARCTIC CAT INC    Common Stock    039670104    9076   271944 SH       DEFINED    1,2,5,6,8            271944
ARDEN GROUP       Common equity
  INC -CL A         shares        039762109    2088    23199 SH       DEFINED    1,2,6,17              23199
ARENA             Common Stock
  PHARMACEUTICALS
  INC                             040047102   51470  5706053 SH       DEFINED    1,2,5,6,8           5706053
ARIAD             Common Stock
  PHARMACEUTICALS
  INC                             04033A100   60415  3149847 SH       DEFINED    1,2,5,6,8           3149847
CARDIUM           Common equity
  THERAPEUTICS      shares
  INC                             141916106       7    38600 SH       DEFINED    1                     38600
ARKANSAS BEST     Common equity
  CORP              shares        040790107    4617   483164 SH       DEFINED    1,2,6,8              483164
ARM HOLDINGS      American
  PLC               Depository
                    Receipt       042068106     429    11343 SH       DEFINED    1,17                   6340          5003
ARQULE INC        Common equity
                    shares        04269E107    3164  1133412 SH       DEFINED    1,2,6               1133412
ARRAY             Common equity
  BIOPHARMA INC     shares        04269X105   13350  3589585 SH       DEFINED    1,2,5,6,8           3589585
ARROW             Common equity
  ELECTRONICS       shares
  INC                             042735100  136864  3594167 SH       DEFINED    1,2,5,6,8,10,12,18  3594167
ARROW             Common equity
  FINANCIAL         shares
  CORP                            042744102    4462   178943 SH       DEFINED    1,2,5,6,8            178943
ARTESIAN          Common Stock
  RESOURCES
  -CL A                           043113208    2913   129994 SH       DEFINED    1,2,5,6              129994
ARTHROCARE CORP   Common Stock    043136100   18396   531843 SH       DEFINED    1,2,5,6,8            531843
MERITOR INC       Common equity
                    shares        59001K100   10690  2259571 SH       DEFINED    1,2,5,6,8           2259571
ASIAINFO-         Common Stock
  LINKAGE INC                     04518A104    2281   210242 SH       DEFINED    1,2                  210242
ASPEN             Common Stock
  TECHNOLOGY
  INC                             045327103   55403  2004429 SH       DEFINED    1,2,5,6,8,17        2002089          2340
ASSOCIATED        Common equity
  BANC-CORP         shares        045487105  130343  9934845 SH       DEFINED    1,2,5,6,8,10,12,18  9934845
ASSOCIATED        Real Estate
  ESTATES RLTY      Investment
  CORP              Trust         045604105   15719   975046 SH       DEFINED    1,2,3,5,6,8          975046
ASTA FUNDING      Common equity
  INC               shares        046220109    1227   129011 SH       DEFINED    1,2                  129011
ASTEC             Common equity
  INDUSTRIES        shares
  INC                             046224101   12498   374878 SH       DEFINED    1,2,5,6,8            374878
ASTORIA           Common equity
  FINANCIAL         shares
  CORP                            046265104   29433  3144322 SH       DEFINED    1,2,5,6,8,12        3144322
ASTRONICS CORP    Common Stock    046433108    4456   194761 SH       DEFINED    1,2,6                194761
ATLANTIC TELE-    Common equity
  NETWORK INC       shares        049079205    7004   190814 SH       DEFINED    1,2,5,6,8            190814
ATLAS PIPELINE    Limited
  PARTNER LP        Partnership   049392103    1597    50584 SH       DEFINED    1                     50584
ATMOS ENERGY      Common equity
  CORP              shares        049560105  176248  5018377 SH       DEFINED    1,2,5,6,8,12,17,18  5018377
ATRION CORP       Common equity
                    shares        049904105    5992    30563 SH       DEFINED    1,2,6,17              30563
ATWOOD OCEANICS   Common equity
                    shares        050095108   79438  1734893 SH       DEFINED    1,2,5,6,8,12        1734893
VOXX              Common Stock
  INTERNATIONAL
  CORP                            91829F104    2915   433517 SH       DEFINED    1,2                  433517
AUTOLIV INC       Common equity
                    shares        052800109   49358   732403 SH       DEFINED    1,2,5,8,10,12,18     732403
SCIENTIFIC        Common equity
  GAMES CORP        shares        80874P109   15295  1764494 SH       DEFINED    1,2,5,6,8           1764494
AVANIR            Common Stock
  PHARMACEUTICALS
  INC                             05348P401    8085  3072725 SH       DEFINED    1,2,5,6,8           3072725
CELLDEX           Common Stock
  THERAPEUTICS
  INC                             15117B103    6342   945458 SH       DEFINED    1,2,5                945458
A V HOMES INC     Common equity
                    shares        00234P102    2869   201891 SH       DEFINED    1,2,5                201891
AVID              Common equity
  TECHNOLOGY        shares
  INC                             05367P100    4459   588445 SH       DEFINED    1,2,5,6,8            588445
AVISTA CORP       Common equity
                    shares        05379B107   33952  1408393 SH       DEFINED    1,2,5,6,8,17        1408393
AWARE INC         Common equity
                    shares        05453N100     737   134507 SH       DEFINED    1,2                  134507
BCE INC           Common Stock    05534B760     484    11281 SH       DEFINED    1,2                   11281
BOK FINANCIAL     Common equity
  CORP              shares        05561Q201   25708   472127 SH       DEFINED    1,2,5,6,8            472127
BP PLC            American
                    Depository
                    Receipt       055622104 1611769 38707267 SH       DEFINED    1,2                38707267
BRE PROPERTIES    Real Estate
  INC               Investment
                    Trust         05564E106  160514  3157846 SH       DEFINED    1,2,3,5,6,8,12      3157846
BADGER METER      Common equity
  INC               shares        056525108   13889   292974 SH       DEFINED    1,2,5,6,8            292974
BAKER             Common equity
  (MICHAEL)         shares
  CORP                            057149106    3996   160419 SH       DEFINED    1,2,8                160419
BALCHEM CORP      Common equity
  -CL B             shares        057665200   21199   582445 SH       DEFINED    1,2,5,6,8            582445
BALDWIN &         Common equity
  LYONS -CL B       shares        057755209    3702   155135 SH       DEFINED    1,2,6                155135
DIAMOND HILL      Common Stock
  INVESTMENT
  GRP                             25264R207    3019    44470 SH       DEFINED    1,2                   44470
BANCFIRST         Common equity
  CORP/OK           shares        05945F103    4699   111051 SH       DEFINED    1,2,5,8              111051
BRADESCO BANCO    American
                    Depository
                    Receipt       059460303  111346  6410105 SH       DEFINED    1,2,4,5,6,8,10,18   6410105
BANCO BILBAO      American
  VIZCAYA           Depository
  ARGENTA           Receipt       05946K101     386    40816 SH       DEFINED    1,5,8,12              40816
BANCO             American
  SANTANDER SA      Depository
                    Receipt       05964H105    3731   456708 SH       DEFINED    1,2,5,8,12           456708
BANCO             American
  SANTANDER-        Depository
  CHILE             Receipt       05965X109   23814   835883 SH       DEFINED    1,2,4,5,6,10         835883
BANCOLOMBIA SA    American
                    Depository
                    Receipt       05968L102   50554   759315 SH       DEFINED    1,2,4,5,6,10,18      759315
BANCORPSOUTH      Common equity
  INC               shares        059692103   63838  4390301 SH       DEFINED    1,2,5,6,8,12        4390301
HAMPTON ROADS     Common equity
  BANKSHARES        shares
  INC                             409321502     105    88004 SH       DEFINED    1                     88004
BANK KY           Common Stock
  FINANCIAL
  CORP                            062896105    2079    84146 SH       DEFINED    1,2                   84146
BANK OF MARIN     Common equity
  BANCORP           shares        063425102    3216    85877 SH       DEFINED    1,2,6                 85877
BANK OF           Common equity
  MONTREAL          shares        063671101    3169    51655 SH       DEFINED    1,5,12,18             51655
BANK MUTUAL       Common equity
  CORP              shares        063750103    3728   867099 SH       DEFINED    1,2,5,8              867099
BANK OF THE       Common equity
  OZARKS INC        shares        063904106   30074   898439 SH       DEFINED    1,2,5,6,8            898439
BNC BANCORP       Common equity
                    shares        05566T101     131    16361 SH       DEFINED    1                     16361
SIERRA            Common equity
  BANCORP/CA        shares        82620P102    2121   185759 SH       DEFINED    1,2                  185759
MITSUBISHI UFJ    American
  FINANCIAL GRP     Depository
                    Receipt       606822104     116    21450 SH       DEFINED    1,2                   21450
BAR HARBOR        Common equity
  BANKSHARES        shares        066849100    1781    52991 SH       DEFINED    1,2                   52991
BARNES GROUP      Common equity
  INC               shares        067806109   22900  1019577 SH       DEFINED    1,2,5,6,8           1019577
BARRICK GOLD      Common equity
  CORP              shares        067901108   12031   343649 SH       DEFINED    1,2,5,10             343649
BARRETT           Common equity
  BUSINESS          shares
  SVCS INC                        068463108    5358   140729 SH       DEFINED    1,2                  140729
BARRY (R G)       Common Stock
  CORP                            068798107    2382   168255 SH       DEFINED    1,2                  168255

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
BASSETT           Common equity
  FURNITURE         shares
  INDS                            070203104    1747   140312 SH       DEFINED    1,2                     140312
B/E AEROSPACE     Common equity
  INC               shares        073302101  137809  2789695 SH       DEFINED    1,2,5,6,8,12,17        2788695          1000
BEASLEY           Common equity
  BROADCAST         shares
  GROUP INC                       074014101     246    50464 SH       DEFINED    1,2                      50464
BEAZER HOMES      Common equity
  USA INC           shares        07556Q881    6672   394940 SH       DEFINED    1,2,5,6,8               394940
BEBE STORES INC   Common equity
                    shares        075571109    2550   639235 SH       DEFINED    1,2,8                   639235
BEL FUSE INC      Common equity
                    shares        077347300    4266   218280 SH       DEFINED    1,2                     218280
BELO CORP -SER    Common equity
  A COM             shares        080555105   13757  1793629 SH       DEFINED    1,2,5,6,8              1793629
HARVEST           Common equity
  NATURAL           shares
  RESOURCES                       41754V103    5865   646578 SH       DEFINED    1,2,5,6,8               646578
BERKLEY (W R)     Common equity
  CORP              shares        084423102  149892  3971684 SH       DEFINED    1,2,5,6,8,10,12,18     3971684
BERKSHIRE         Common equity
  BANCORP INC       shares        084597202     402    48917 SH       DEFINED    1,2,6                    48917
BERKSHIRE         Common equity
  HATHAWAY INC      shares
  DEL                             084670108  134461     1003 SH       DEFINED    1,5,8,12                  1003
BERKSHIRE         Common equity
  HATHAWAY          shares        084670702 6762545 75390686 SH       DEFINED    1,2,5,6,8,10,12,18    75390686
BERKSHIRE         Common Stock
  HILLS
  BANCORP INC                     084680107   10115   423942 SH       DEFINED    1,2,5,8                 423942
BERRY             Common equity
  PETROLEUM         shares
  -CL A                           085789105   46539  1387171 SH       DEFINED    1,2,5,6,8              1387171
BHP BILLITON      American
  GROUP (AUS)       Depository
                    Receipt       088606108    1689    21530 SH       DEFINED    1,5                      21530
CAMAC ENERGY      Common equity
  INC               shares        131745101       7    10700 SH       DEFINED    1                        10700
BIO-RAD           Common equity
  LABORATORIES      shares
  INC                             090572207   58718   558893 SH       DEFINED    1,2,5,6,8,12            558893
SAVIENT           Common equity
  PHARMACEUTICALS   shares
  INC                             80517Q100      55    52232 SH       DEFINED    1,2,6                    52232
BIO REFERENCE     Common equity
  LABS              shares        09057G602   13925   485381 SH       DEFINED    1,2,5,6,8               485381
BIOANALYTICAL     Common Stock
  SYSTEMS INC                     09058M103      15    11400 SH       DEFINED    1                        11400
BIOCRYST          Common Stock
  PHARMACEUTICALS
  INC                             09058V103     970   682003 SH       DEFINED    1,2,5                   682003
ADVENTRX          Common equity
  PHARMACEUTICALS   shares
  INC                             00764X202       8    14624 SH       DEFINED    1                        14624
BIOMARIN          Common Stock
  PHARMACEUTICAL
  INC                             09061G101   98127  1992430 SH       DEFINED    1,2,5,6,8,18           1992430
BIOTIME INC       Common equity
                    shares        09066L105    1409   449190 SH       DEFINED    1,2,6                   449190
VALEANT           Common equity
  PHARMACEUTICALS   shares
  INTL                            91911K102    2469    41318 SH       DEFINED    1,5                      41318
SYNUTRA           Common equity
  INTERNATIONAL     shares
  INC                             87164C102    1268   273768 SH       DEFINED    1,2                     273768
BIOLASE INC       Common Stock    090911108      37    20373 SH       DEFINED    1,2,6                    20373
BIOSPECIFICS      Common Stock
  TECHNOLOGIES
  CP                              090931106    1096    73488 SH       DEFINED    1,2,6                    73488
ONCOTHYREON INC   Common Stock    682324108    1627   848145 SH       DEFINED    1,2,5,6                 848145
AUTHENTIDATE      Common equity
  HOLDING CORP      shares        052666203      11    11950 SH       DEFINED    1                        11950
BLACK BOX CORP    Common equity
                    shares        091826107    9496   390091 SH       DEFINED    1,2,5,6,8               390091
BLACK HILLS       Common equity
  CORP              shares        092113109   58856  1619521 SH       DEFINED    1,2,5,6,8,12,18        1619521
BLACKROCK INC     Common equity
                    shares        09247X101 1063223  5143585 SH       DEFINED    1,2,5,6,8,10,12,18     5143585
BLOUNT INTL INC   Common equity
                    shares        095180105   14145   894081 SH       DEFINED    1,2,5,6,8               894081
BLUEGREEN CORP    Common equity
                    shares        096231105    1734   184912 SH       DEFINED    1,2                     184912
BLYTH INC         Common equity
                    shares        09643P207    3204   206454 SH       DEFINED    1,2,5,6,8               206454
BOB EVANS FARMS   Common equity
                    shares        096761101   40413  1005370 SH       DEFINED    1,2,5,6,8,12,17,18     1005370
BOLT              Common equity
  TECHNOLOGY        shares
  CORP                            097698104    1501   105113 SH       DEFINED    1,2                     105113
BON-TON STORES    Common equity
  INC               shares        09776J101    2399   197988 SH       DEFINED    1,2                     197988
OCLARO INC        Common Stock    67555N206    1947  1239853 SH       DEFINED    1,2,6,8                1239853
BORGWARNER INC    Common equity
                    shares        099724106  327031  4566272 SH       DEFINED    1,2,5,6,8,10,12,18     4566272
BOSTON BEER       Common equity
  INC -CL A         shares        100557107   21056   156616 SH       DEFINED    1,2,5,6,8               156616
BOSTON PRIVATE    Common equity
  FINL HOLDINGS     shares        101119105   20430  2267587 SH       DEFINED    1,2,5,6,8              2267587
BOTTOMLINE        Common Stock
  TECHNOLOGIES
  INC                             101388106   18080   685147 SH       DEFINED    1,2,5,6,8               685147
BOYD GAMING       Common equity
  CORP              shares        103304101    7281  1096580 SH       DEFINED    1,2,5,6,8              1096580
BRADY CORP        Common equity
                    shares        104674106   38158  1142498 SH       DEFINED    1,2,5,6,8              1142498
BRANDYWINE        Real Estate
  REALTY TRUST      Investment
                    Trust         105368203   46416  3807617 SH       DEFINED    1,2,3,5,6,8            3807617
BRIDGE BANCORP    Common equity
  INC               shares        108035106    2593   127560 SH       DEFINED    1,2                     127560
BRIGGS &          Common equity
  STRATTON          shares        109043109   24033  1139873 SH       DEFINED    1,2,5,6,8              1139873
CINCINNATI        Common equity
  BELL INC          shares        171871106   24666  4500502 SH       DEFINED    1,2,5,6,8              4500502
BROOKLINE         Common equity
  BANCORP INC       shares        11373M107   11440  1345887 SH       DEFINED    1,2,5,6,8,17           1345887
BROWN & BROWN     Common equity
  INC               shares        115236101   85892  3373606 SH       DEFINED    1,2,5,6,8,12           3373606
BROWN FORMAN      Common equity
  CORP              shares        115637100    1371    22200 SH       DEFINED    1,2                      22200
BROWN SHOE CO     Common equity
  INC               shares        115736100   21163  1151789 SH       DEFINED    1,2,5,6,8              1151789
BRUKER CORP       Common equity
                    shares        116794108   15632  1023615 SH       DEFINED    1,2,5,6,8              1023615
MATERION CORP     Common equity
                    shares        576690101   16356   634460 SH       DEFINED    1,2,5,6,8               634460
BRYN MAWR BANK    Common equity
  CORP              shares        117665109    4063   182543 SH       DEFINED    1,2,5                   182543
BUCKEYE           Limited
  PARTNERS LP       Partnership   118230101    4866   107163 SH       DEFINED    1                       107163
BUCKEYE           Common equity
  TECHNOLOGIES      shares
  INC                             118255108   22938   798823 SH       DEFINED    1,2,5,6,8               798823
BUCKLE INC        Common equity
                    shares        118440106   31141   697562 SH       DEFINED    1,2,5,6,8               697562
INCONTACT INC     Common equity
                    shares        45336E109    2670   515146 SH       DEFINED    1,2,5,6                 515146
C&F FINANCIAL     Common equity
  CORP              shares        12466Q104    1634    41924 SH       DEFINED    1,2                      41924
CBL &             Real Estate
  ASSOCIATES        Investment
  PPTYS INC         Trust         124830100   91960  4335615 SH       DEFINED    1,2,3,5,6,8,17,18      4335615
CDI CORP          Common equity
                    shares        125071100    4350   253810 SH       DEFINED    1,2                     253810
CEC               Common equity
  ENTERTAINMENT     shares
  INC                             125137109   12687   382157 SH       DEFINED    1,2,5,6,8               382157
CECO              Common equity
  ENVIRONMENTAL     shares
  CORP                            125141101    1040   104288 SH       DEFINED    1,2                     104288
INUVO INC         Common equity
                    shares        46122W204      11    11927 SH       DEFINED    1                        11927
CH ENERGY         Common equity
  GROUP INC         shares        12541M102   22637   347042 SH       DEFINED    1,2,5,6,8               347042
C H ROBINSON      Common equity
  WORLDWIDE INC     shares        12541W209  408636  6463738 SH       DEFINED    1,2,5,6,8,10,12,18     6463738
CLECO CORP        Common equity
                    shares        12561W105   89010  2224797 SH       DEFINED    1,2,5,6,8,12,18        2224797
CENTRAL           Common equity
  PACIFIC           shares
  FINANCIAL CP                    154760409    4984   319912 SH       DEFINED    1,2,5,6,8               319912
CSS INDUSTRIES    Common equity
  INC               shares        125906107    4336   198139 SH       DEFINED    1,2                     198139
CPI               Common equity
  AEROSTRUCTURES    shares
  INC                             125919308     691    69076 SH       DEFINED    1,2                      69076
CNA FINANCIAL     Common equity
  CORP              shares        126117100   14688   524297 SH       DEFINED    1,2,5,12                524297
CNB FINANCIAL     Common equity
  CORP/PA           shares        126128107    3231   197247 SH       DEFINED    1,2,6                   197247
CNOOC LTD         American
                    Depository
                    Receipt       126132109    1999     9086 SH       DEFINED    1,6                       9086
CSG SYSTEMS       Common equity
  INTL INC          shares        126349109   14336   788601 SH       DEFINED    1,2,5,6,8               788601
CTS CORP          Common equity
                    shares        126501105    7759   729929 SH       DEFINED    1,2,5,6,8               729929
CVB FINANCIAL     Common equity
  CORP              shares        126600105   31842  3061850 SH       DEFINED    1,2,5,6,8              3061850
BELDEN INC        Common equity
                    shares        077454106   43898   976001 SH       DEFINED    1,2,5,6,8               976001
CABOT CORP        Common equity
                    shares        127055101  164426  4132368 SH       DEFINED    1,2,5,6,8,12,18        4132368
CABOT OIL &       Common equity
  GAS CORP          shares        127097103  500917 10070452 SH       DEFINED    1,2,5,6,8,10,12,17,18 10068077          2375

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer             Class             Cusip    Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------             -----           --------- ------- -------- --- ---- ---------- ------------------ -------- ------ ------
CABOT              Common equity
  MICROELECTRONICS   shares
  CORP                             12709P103   16877   475272 SH       DEFINED    1,2,5,6,8            475272
CACHE INC          Common equity
                     shares        127150308      28    11240 SH       DEFINED    1                     11240
CADIZ INC          Common equity
                     shares        127537207    1815   229243 SH       DEFINED    1,2                  229243
HELIX ENERGY       Common equity
  SOLUTIONS          shares
  GROUP                            42330P107   86466  4189304 SH       DEFINED    1,2,5,6,8,12,18     4189304
CAL-MAINE          Common Stock
  FOODS INC                        128030202   12298   305829 SH       DEFINED    1,2,5,8,17           305829
CALGON CARBON      Common equity
  CORP               shares        129603106   15845  1117183 SH       DEFINED    1,2,5,6,8           1117183
CALAMP CORP        Common equity
                     shares        128126109    3794   456096 SH       DEFINED    1,2                  456096
CALIFORNIA         Common equity
  WATER              shares
  SERVICE GP                       130788102   17358   945816 SH       DEFINED    1,2,5,6,8            945816
CALLAWAY GOLF      Common equity
  CO                 shares        131193104    8063  1240028 SH       DEFINED    1,2,5,8             1240028
CALLON             Common equity
  PETROLEUM          shares
  CO/DE                            13123X102    2964   630644 SH       DEFINED    1,2                  630644
CAMBREX CORP       Common equity
                     shares        132011107    8010   703685 SH       DEFINED    1,2,5,6              703685
CAMDEN             Common equity
  NATIONAL CORP      shares        133034108    4875   143575 SH       DEFINED    1,2,5,8              143575
ICONIX BRAND       Common equity
  GROUP INC          shares        451055107   36709  1644412 SH       DEFINED    1,2,5,6,8           1644412
CANON INC          American
                     Depository
                     Receipt       138006309    4625   117972 SH       DEFINED    1,2                  117972
CANTEL MEDICAL     Common equity
  CORP               shares        138098108   13046   438811 SH       DEFINED    1,2,5,6,8            438811
CAPITAL CITY       Common equity
  BK GROUP INC       shares        139674105    2201   193533 SH       DEFINED    1,2,6                193533
CAPITAL SENIOR     Common equity
  LIVING CORP        shares        140475104    8660   463402 SH       DEFINED    1,2,5,6              463402
CAPITAL            Common Stock
  SOUTHWEST
  CORP.                            140501107    4762    47774 SH       DEFINED    1,2,5,6,8             47774
CAPITAL TRUST      Real Estate
  INC/MD             Investment
                     Trust         14052H506      33    15933 SH       DEFINED    1                     15933
CAPITOL            Common equity
  FEDERAL FINL       shares
  INC                              14057J101   30738  2629274 SH       DEFINED    1,2,5,6,8           2629274
CAPSTONE           Common equity
  TURBINE CORP       shares        14067D102    4261  4786726 SH       DEFINED    1,2,5,6,8           4786726
CAPSTEAD           Real Estate
  MORTGAGE CORP      Investment
                     Trust         14067E506   22393  1952503 SH       DEFINED    1,2,5,6,8,17        1952503
CARBO CERAMICS     Common equity
  INC                shares        140781105   51779   660871 SH       DEFINED    1,2,5,6,8,12         660871
CARDINAL           Common equity
  FINANCIAL          shares
  CORP                             14149F109    8368   514517 SH       DEFINED    1,2,5,6,8            514517
CARLISLE COS       Common equity
  INC                shares        142339100  184134  3133548 SH       DEFINED    1,2,5,6,8,12        3133548
CARRIAGE           Common equity
  SERVICES INC       shares        143905107    2692   226759 SH       DEFINED    1,2                  226759
CARPENTER          Common equity
  TECHNOLOGY         shares
  CORP                             144285103   98832  1914218 SH       DEFINED    1,2,5,6,8,12        1914218
CARRIZO OIL &      Common equity
  GAS INC            shares        144577103   26306  1257441 SH       DEFINED    1,2,5,6,8           1257441
CASCADE BANCORP    Common equity
                     shares        147154207     496    79119 SH       DEFINED    1,2                   79119
CASCADE CORP       Common equity
                     shares        147195101   11795   183453 SH       DEFINED    1,2,5,8              183453
CASELLA WASTE      Common equity
  SYS INC -CL A      shares        147448104    2080   474733 SH       DEFINED    1,2                  474733
CASEYS GENERAL     Common equity
  STORES INC         shares        147528103   52655   991648 SH       DEFINED    1,2,5,6,8,17         991648
CASH AMERICA       Common equity
  INTL INC           shares        14754D100   23315   587678 SH       DEFINED    1,2,5,6,8            587678
CASS               Common equity
  INFORMATION        shares
  SYSTEMS INC                      14808P109    7709   182657 SH       DEFINED    1,2,5,8              182657
CASTLE (A M) &     Common equity
  CO                 shares        148411101    4696   317902 SH       DEFINED    1,2,5,8              317902
CATHAY GENERAL     Common equity
  BANCORP            shares        149150104   68904  3533488 SH       DEFINED    1,2,5,6,8,12        3533488
CATO CORP -CL A    Common equity
                     shares        149205106   22813   831643 SH       DEFINED    1,2,5,6,8            831643
CEDAR FAIR -LP     Limited
                     Partnership   150185106     224     6692 SH       DEFINED    1                      6692
CEDAR REALTY       Real Estate
  TRUST INC          Investment
                     Trust         150602209    9584  1814431 SH       DEFINED    1,2,3,5,6,8         1814431
CEL-SCI CORP       Common equity
                     shares        150837409      26    97456 SH       DEFINED    1                     97456
CELADON GROUP      Common Stock
  INC                              150838100    8182   452867 SH       DEFINED    1,2,5,6,8            452867
CELL               Common Stock
  THERAPEUTICS
  INC                              150934883      34    26363 SH       DEFINED    1,5                   26363
CELESTICA INC      Common equity
                     shares        15101Q108     109    13461 SH       DEFINED    1,2                   13461
CELGENE CORP       Common equity
                     shares        151020104 1395021 17721432 SH       DEFINED    1,2,5,6,8,10,12,18 17721432
CELSION CORP       Common Stock    15117N305     225    27544 SH       DEFINED    1                     27544
CEMEX SAB DE CV    American
                     Depository
                     Receipt       151290889   21116  2139295 SH       DEFINED    1,2,4,5,6,8,10,18   2139295
CENTER BANCORP     Common equity
  INC                shares        151408101    1837   158678 SH       DEFINED    1,2                  158678
CENTERSTATE        Common equity
  BANKS INC          shares        15201P109    4203   492705 SH       DEFINED    1,2,6                492705
CENTRAIS           American
  ELETRICAS          Depository
  BRASILEIR          Receipt       15234Q108    1162   232028 SH       DEFINED    1,2,4,5,10           232028
ELETROBRAS-        Depository
  CENTR ELETR        Receipt
  BRAS                             15234Q207    2642   847075 SH       DEFINED    1,2,4,5,6,10         847075
CENTRAL            Common equity
  EUROPEAN           shares
  DIST CORP                        153435102    2681  1233915 SH       DEFINED    1,2,5,6,8           1233915
CENTURY            Common equity
  ALUMINUM CO        shares        156431108   27622  3152691 SH       DEFINED    1,2,5,6,8           3152691
CENTURY            Common Stock
  BANCORP
  INC/MA                           156432106    2238    67862 SH       DEFINED    1,2                   67862
CBIZ INC           Common equity
                     shares        124805102    4538   767408 SH       DEFINED    1,2,5,6,8            767408
CENTURY            Common equity
  CASINOS INC        shares        156492100      29    10400 SH       DEFINED    1                     10400
CEPHEID INC        Common Stock    15670R107   63052  1864889 SH       DEFINED    1,2,5,6,8           1864889
ARBITRON INC       Common equity
                     shares        03875Q108   28006   599917 SH       DEFINED    1,2,5,6,8            599917
CERNER CORP        Common equity
                     shares        156782104  461340  5941952 SH       DEFINED    1,2,5,6,8,10,12,18  5941952
COCA-COLA          Common equity
  ENTERPRISES        shares
  INC                              19122T109  396519 12496912 SH       DEFINED    1,2,5,6,8,10,12,18 12496912
CERUS CORP         Common equity
                     shares        157085101    2462   779527 SH       DEFINED    1,2                  779527
CHARLES &          Common equity
  COLVARD LTD        shares        159765106      39    10104 SH       DEFINED    1                     10104
CRA                Common equity
  INTERNATIONAL      shares
  INC                              12618T105    3887   196435 SH       DEFINED    1,2,6,8              196435
CHASE CORP         Common equity
                     shares        16150R104    2191   117705 SH       DEFINED    1,2                  117705
CHECKPOINT         Common equity
  SYSTEMS INC        shares        162825103    8155   759245 SH       DEFINED    1,2,5,6,8            759245
CHEESECAKE         Common equity
  FACTORY INC        shares        163072101   56146  1715814 SH       DEFINED    1,2,5,6,8,12,18     1715814
CHEMED CORP        Common equity
                     shares        16359R103   31545   459873 SH       DEFINED    1,2,5,6,8            459873
CHEMICAL           Common equity
  FINANCIAL          shares
  CORP                             163731102   14092   593142 SH       DEFINED    1,2,5,8              593142
CHENIERE           Common equity
  ENERGY INC         shares        16411R208   47485  2528337 SH       DEFINED    1,2,5,6,8,17        2524157          4180
CHEROKEE INC/DE    Common equity
                     shares        16444H102    1997   145789 SH       DEFINED    1,2,5                145789
CHESAPEAKE         Common equity
  UTILITIES          shares
  CORP                             165303108    8468   186489 SH       DEFINED    1,2,5,6,8,17         186489
BJ'S               Common equity
  RESTAURANTS        shares
  INC                              09180C106   15467   470195 SH       DEFINED    1,2,5,6,8            470195
CHILDRENS          Common equity
  PLACE RETAIL       shares
  STRS                             168905107   29915   675432 SH       DEFINED    1,2,5,6,8,17         675432
CHINA MOBILE       American
  LTD                Depository
                     Receipt       16941M109    1700    28952 SH       DEFINED    1,6                   28952
CHINA              American
  PETROLEUM &        Depository
  CHEM CORP          Receipt       16941R108    1880    16368 SH       DEFINED    4,5,6                 16368
CHINA UNICOM       American
  (HONG KONG)        Depository
  LTD                Receipt       16945R104     209    12827 SH       DEFINED    1,6                   12827
CHOICE HOTELS      Common equity
  INTL INC           shares        169905106   11376   338391 SH       DEFINED    1,2,5,6,8            338391
ECHO               Common equity
  THERAPEUTICS       shares
  INC                              27876L107      19    18200 SH       DEFINED    1                     18200
CHRISTOPHER &      Common equity
  BANKS CORP         shares        171046105     362    66678 SH       DEFINED    1,2,5                 66678
CHURCH &           Common equity
  DWIGHT INC         shares        171340102  243152  4538942 SH       DEFINED    1,2,5,6,8,10,12,18  4538942
CHURCHILL          Common equity
  DOWNS INC          shares        171484108   15736   236754 SH       DEFINED    1,2,5,6,8            236754
CIBER INC          Common equity
                     shares        17163B102    4504  1349302 SH       DEFINED    1,2,5,6,8           1349302
CIRCOR INTL INC    Common equity
                     shares        17273K109   13203   333426 SH       DEFINED    1,2,5,6,8            333426

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
CIRRUS LOGIC      Common equity
  INC               shares        172755100  38516  1329465 SH       DEFINED    1,2,5,6,8              1329465
READING INTL      Common Stock
  INC -CL A                       755408101   1173   195340 SH       DEFINED    1,2                     195340
CITIZENS &        Common equity
  NORTHERN CORP     shares        172922106   3712   196316 SH       DEFINED    1,2                     196316
CITIZENS          Common Stock
  REPUBLIC
  BANCORP                         174420307  34749  1831712 SH       DEFINED    1,2,5,6,8              1831712
CITIZENS INC      Common equity
                    shares        174740100   7131   645499 SH       DEFINED    1,2,5,6,8               645499
CITY HOLDING CO   Common equity
                    shares        177835105  14040   403004 SH       DEFINED    1,2,5,6,8,17            403004
CITY NATIONAL     Common equity
  CORP              shares        178566105 130642  2638129 SH       DEFINED    1,2,5,6,8,12,18        2638129
CLARCOR INC       Common equity
                    shares        179895107 153545  3213527 SH       DEFINED    1,2,5,6,8,12           3213527
BLACK DIAMOND     Common Stock
  INC                             09202G101   2310   281781 SH       DEFINED    1,2                     281781
CLEAN HARBORS     Common Stock
  INC                             184496107  81427  1480050 SH       DEFINED    1,2,5,6,8,12,17        1477735          2315
CLIFFS NATURAL    Common equity
  RESOURCES INC     shares        18683K101 276261  7164328 SH       DEFINED    1,2,5,6,8,10,12,18     7164328
COCA-COLA         Common equity
  BTLNG CONS        shares        191098102   6248    93905 SH       DEFINED    1,2,5,6,8                93905
COCA-COLA         American
  FEMSA SAB DE      Depository
  CV                Receipt       191241108  12658    84934 SH       DEFINED    1,4,6                    84934
COEUR D'ALENE     Common equity
  MINES CORP        shares        192108504  78267  3181408 SH       DEFINED    1,2,5,6,8,17           3181408
COGNEX CORP       Common equity
                    shares        192422103  34150   927483 SH       DEFINED    1,2,5,6,8,17            925584          1899
COGNIZANT TECH    Common equity
  SOLUTIONS         shares        192446102 893737 12069390 SH       DEFINED    1,2,5,6,8,10,12,18    12069390
COHERENT INC      Common Stock    192479103  24393   481981 SH       DEFINED    1,2,5,6,8               481981
COHU INC          Common equity
                    shares        192576106   5968   550600 SH       DEFINED    1,2,5,6,8               550600
COINSTAR INC      Common equity
                    shares        19259P300  36925   709946 SH       DEFINED    1,2,5,6,8               709946
COLDWATER         Common equity
  CREEK INC         shares        193068202    179    37446 SH       DEFINED    1,2                      37446
COLLECTORS        Common equity
  UNIVERSE INC      shares        19421R200    727    72616 SH       DEFINED    1,2                      72616
COLONIAL          Real Estate
  PROPERTIES        Investment
  TRUST             Trust         195872106  66698  3120959 SH       DEFINED    1,2,3,5,6,8            3120959
COBIZ             Common equity
  FINANCIAL INC     shares        190897108   4296   575223 SH       DEFINED    1,2,5                   575223
COLUMBIA          Common equity
  BANKING           shares
  SYSTEM INC                      197236102  24264  1352370 SH       DEFINED    1,2,5,6,8              1352370
KODIAK OIL &      Common Stock
  GAS CORP                        50015Q100  57644  6513176 SH       DEFINED    1,2,5,6,8              6513176
COLUMBIA          Common equity
  LABORATORIES      shares
  INC                             197779101     33    51280 SH       DEFINED    1                        51280
COLUMBIA          Common equity
  SPORTSWEAR CO     shares        198516106  12395   232323 SH       DEFINED    1,2,5,6,8               232323
COLUMBUS          Common equity
  MCKINNON CORP     shares        199333105   5863   355055 SH       DEFINED    1,2,5,8                 355055
COMFORT           Common equity
  SYSTEMS USA       shares
  INC                             199908104   9996   821861 SH       DEFINED    1,2,5,6,8               821861
COMCAST CORP      Common equity
  NEW               shares        20030N200 147392  4099913 SH       DEFINED    1,2,5,6,8,10,12,18     4099913
COMMERCE          Common equity
  BANCSHARES        shares
  INC                             200525103 227164  6479202 SH       DEFINED    1,2,5,6,8,12           6479202
COMMERCIAL        Common equity
  METALS            shares        201723103  76528  5150254 SH       DEFINED    1,2,5,6,8,12           5150254
NATIONAL          Real Estate
  RETAIL            Investment
  PROPERTIES        Trust         637417106 263776  8454734 SH       DEFINED    1,2,3,5,6,8,12,18      8454734
COMMUNITY BANK    Common equity
  SYSTEM INC        shares        203607106  29817  1089830 SH       DEFINED    1,2,5,6,8              1089830
COMMUNITY         Common equity
  TRUST             shares
  BANCORP INC                     204149108   7769   236931 SH       DEFINED    1,2,5,8                 236931
CIA ENERGETICA    American
  DE MINAS          Depository
                    Receipt       204409601  39095  3599997 SH       DEFINED    1,2,4,5,6,10           3599997
CIA BRASILEIRA    American
  DE DISTRIB        Depository
                    Receipt       20440T201   6841   154063 SH       DEFINED    1,2,5,6,10              154063
COMPANHIA         American
  SIDERURGICA       Depository
  NACION            Receipt       20440W105   9995  1693672 SH       DEFINED    1,2,4,5,6,8,10         1693672
VALE S A          American
                    Depository
                    Receipt       91912E204 125813  6197656 SH       DEFINED    1,2,4,5,6,8,10         6197656
COPEL-CIA         American
  PARANAENSE        Depository
  ENERGIA           Receipt       20441B407   3259   212181 SH       DEFINED    1,4,5,6,10              212181
COMPANHIA DE      American
  BEBIDAS DAS       Depository
  AME               Receipt       20441W104    263     6310 SH       DEFINED    1                         6310
CIA DE BEBIDAS    American
  DAS AMERICAS      Depository
                    Receipt       20441W203 139696  3326790 SH       DEFINED    1,2,4,5,6,8,10,18      3326790
COMPANIA          American
  CERVECERIAS       Depository
  UNIDAS            Receipt       204429104  13650   431576 SH       DEFINED    1,2,4,5,6,10            431576
COMPUTER TASK     Common Stock
  GROUP INC                       205477102   4881   267692 SH       DEFINED    1,2,5                   267692
COMPX             Common Stock
  INTERNATIONAL
  INC                             20563P101    222    15990 SH       DEFINED    1,2                      15990
COMSTOCK          Common equity
  RESOURCES INC     shares        205768203  24186  1598459 SH       DEFINED    1,2,5,6,8              1598459
COMTECH           Common equity
  TELECOMMUN        shares        205826209  10687   421070 SH       DEFINED    1,2,5,6,8,17            421070
CONCEPTUS INC     Common Stock    206016107  12023   572357 SH       DEFINED    1,2,5,6,8               572357
CONCUR            Common equity
  TECHNOLOGIES      shares
  INC                             206708109  86770  1285150 SH       DEFINED    1,2,5,6,8,12           1285150
CONMED CORP       Common equity
                    shares        207410101  17553   628116 SH       DEFINED    1,2,5,6,8               628116
CONNECTICUT       Common equity
  WATER SVC INC     shares        207797101   5317   178431 SH       DEFINED    1,2,5,17                178431
MAJESCO           Common equity
  ENTERTAINMENT     shares
  CO                              560690208     24    23557 SH       DEFINED    1                        23557
CONSOL ENERGY     Common equity
  INC               shares        20854P109 343918 10713650 SH       DEFINED    1,2,5,6,8,10,12,18    10713650
CONSOLIDATED      Common equity
  GRAPHICS INC      shares        209341106   6537   187389 SH       DEFINED    1,2,5,6,8               187389
CONSOLIDATED      Common equity
  TOMOKA LAND       shares
  CO                              210226106   2895    93273 SH       DEFINED    1,2,5                    93273
CONTANGO OIL &    Common equity
  GAS CO            shares        21075N204  18884   445842 SH       DEFINED    1,2,5,6,8               445842
COOPER            Common equity
  COMPANIES INC     shares        216648402 120990  1308307 SH       DEFINED    1,2,5,6,8,12,18        1308307
COPART INC        Common equity
                    shares        217204106  89175  3022750 SH       DEFINED    1,2,5,6,8,12,18        3022750
INGREDION INC     Common equity
                    shares        457187102 138527  2150053 SH       DEFINED    1,2,5,6,8,12,18        2150053
NEOSTEM INC       Common equity
                    shares        640650305     13    21800 SH       DEFINED    1                        21800
CORPORATE         Common Stock
  EXECUTIVE
  BRD CO                          21988R102  56841  1197724 SH       DEFINED    1,2,5,6,8,12,18        1197724
CORRECTIONS       Common equity
  CORP AMER         shares        22025Y407  92791  2616162 SH       DEFINED    1,2,5,6,8,12           2616162
CORVEL CORP       Common equity
                    shares        221006109   5286   117958 SH       DEFINED    1,2,5,6,8               117958
COSTAR GROUP      Common equity
  INC               shares        22160N109  51687   578316 SH       DEFINED    1,2,5,6,8               578316
COURIER CORP      Common equity
                    shares        222660102   3032   275591 SH       DEFINED    1,2                     275591
COUSINS           Real Estate
  PROPERTIES        Investment
  INC               Trust         222795106  24807  2971337 SH       DEFINED    1,2,3,5,6,8            2971337
COVENANT          Common equity
  TRANSPORTATION    shares
  GRP                             22284P105     72    13080 SH       DEFINED    1                        13080
CRAWFORD & CO     Common equity
                    shares        224633107   3725   466822 SH       DEFINED    1,2                     466822
CRAY INC          Common Stock    225223304  10520   659481 SH       DEFINED    1,2,5,6,8               659481
CREDIT            Common Stock
  ACCEPTANCE
  CORP                            225310101  16079   158177 SH       DEFINED    1,2,5,6,8               158177
CRESCENT          Common equity
  FINANCIAL         shares
  BANCSHRS                        225743103     81    17576 SH       DEFINED    1,2,6                    17576
CROSS (A.T.) &    Common equity
  CO -CL A          shares        227478104   1503   139561 SH       DEFINED    1,2                     139561
CROWN CASTLE      Common equity
  INTL CORP         shares        228227104 855562 11856495 SH       DEFINED    1,2,5,6,8,10,12,17,18 11854328          2167
CROWN HOLDINGS    Common equity
  INC               shares        228368106  98877  2686111 SH       DEFINED    1,2,5,6,8,10,12,18     2686111
AMERICA'S CAR-    Common equity
  MART INC          shares        03062T105   6235   153920 SH       DEFINED    1,2,5,6,8               153920
CROWN MEDIA       Common equity
  HOLDINGS INC      shares        228411104    914   492871 SH       DEFINED    1,2                     492871
CRYOLIFE INC      Common equity
                    shares        228903100   5581   895730 SH       DEFINED    1,2                     895730
CUBIC CORP        Common equity
                    shares        229669106  15926   331978 SH       DEFINED    1,2,5,6,8               331978
CUBIC ENERGY      Common equity
  INC               shares        229675103      5    23500 SH       DEFINED    1                        23500
CUBIST            Common equity
  PHARMACEUTICALS   shares
  INC                             229678107  77010  1830949 SH       DEFINED    1,2,5,6,8              1830949
CULLEN/FROST      Common equity
  BANKERS INC       shares        229899109 146775  2704531 SH       DEFINED    1,2,5,6,8,12           2704531
CULP INC          Common equity
                    shares        230215105   1852   123181 SH       DEFINED    1,2                     123181

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- ------------------ -------- ------ ------
CURIS INC         Common equity
                    shares        231269101   5013  1461519 SH       DEFINED    1,2,5,6,8           1461519
CURTISS-WRIGHT    Common equity
  CORP              shares        231561101  31478   958752 SH       DEFINED    1,2,5,6,8            958752
CYBERONICS INC    Common Stock    23251P102  28059   534081 SH       DEFINED    1,2,5,6,8            534081
CYMER INC         Common equity
                    shares        232572107  61796   683409 SH       DEFINED    1,2,5,6,8            683409
CYPRESS           Common Stock
  SEMICONDUCTOR
  CORP                            232806109  46454  4285521 SH       DEFINED    1,2,5,6,8,12        4285521
OPKO HEALTH INC   Common Stock    68375N103  15659  3256154 SH       DEFINED    1,2,5,6,8           3256154
AVIAT NETWORKS    Common Stock
  INC                             05366Y102   3929  1193962 SH       DEFINED    1,2,5               1193962
DSP GROUP INC     Common equity
                    shares        23332B106   2607   452017 SH       DEFINED    1,2                  452017
DXP               Common equity
  ENTERPRISES       shares
  INC                             233377407   7665   156150 SH       DEFINED    1,2,5,6,8            156150
DAILY JOURNAL     Common equity
  CORP              shares        233912104    953    10283 SH       DEFINED    1,2                   10283
DAKTRONICS INC    Common equity
                    shares        234264109   7838   708005 SH       DEFINED    1,2,5,8              708005
COVANTA           Common equity
  HOLDING CORP      shares        22282E102  24171  1312297 SH       DEFINED    1,2,5,6,8           1312297
DARLING           Common equity
  INTERNATIONAL     shares
  INC                             237266101  38295  2387747 SH       DEFINED    1,2,5,6,8           2387747
ACORN ENERGY      Common equity
  INC               shares        004848107   1988   254726 SH       DEFINED    1,2                  254726
DATALINK CORP     Common equity
                    shares        237934104   2109   246754 SH       DEFINED    1,2                  246754
DAVITA            Common equity
  HEALTHCARE        shares
  PARTNERS                        23918K108 416433  3767627 SH       DEFINED    1,2,5,6,8,10,12,18  3767627
DAWSON            Common equity
  GEOPHYSICAL       shares
  CO                              239359102   4285   162463 SH       DEFINED    1,2,5,8              162463
DECKERS           Common equity
  OUTDOOR CORP      shares        243537107  41876  1039981 SH       DEFINED    1,2,5,6,8,12        1039981
DELTA APPAREL     Common equity
  INC               shares        247368103   1364    97489 SH       DEFINED    1,2                   97489
DELTA NATURAL     Common Stock
  GAS CO INC                      247748106   2523   128982 SH       DEFINED    1,2                  128982
DELTIC TIMBER     Common equity
  CORP              shares        247850100  15456   218930 SH       DEFINED    1,2,5,6,8            218930
DENBURY           Common equity
  RESOURCES INC     shares        247916208 297281 18350919 SH       DEFINED    1,2,5,6,8,10,12,18 18350919
DENDREON CORP     Common Stock    24823Q107  32578  6169561 SH       DEFINED    1,2,5,6,8           6169561
DENTSPLY          Common equity
  INTERNATL INC     shares        249030107 221873  5601378 SH       DEFINED    1,2,5,6,8,10,12,18  5601378
DERMA SCIENCES    Common equity
  INC               shares        249827502   1189   107117 SH       DEFINED    1,2                  107117
DEPOMED INC       Common Stock    249908104   5937   958751 SH       DEFINED    1,2,5,6,8            958751
CASUAL MALE       Common equity
  RETAIL GRP        shares
  INC                             148711302   2832   674815 SH       DEFINED    1,2                  674815
DEVRY INC         Common equity
                    shares        251893103  42837  1805039 SH       DEFINED    1,2,5,6,8,10,12,18  1805039
DIAMOND           Common equity
  OFFSHRE           shares
  DRILLING INC                    25271C102 220090  3238466 SH       DEFINED    1,2,5,6,8,10,12,18  3238466
DIEBOLD INC       Common equity
                    shares        253651103 152035  4966809 SH       DEFINED    1,2,5,6,8,12,18     4966809
DIGI              Common equity
  INTERNATIONAL     shares
  INC                             253798102   4618   487897 SH       DEFINED    1,2,5,6,8            487897
DIGITAL RIVER     Common equity
  INC               shares        25388B104  12984   902379 SH       DEFINED    1,2,5,6,8            902379
DIGITAL           Common Stock
  GENERATION
  INC                             25400B108   5547   510735 SH       DEFINED    1,2,5,6,8            510735
DIME COMMUNITY    Common equity
  BANCSHARES        shares        253922108   8514   613271 SH       DEFINED    1,2,5,8              613271
ALLIANCE ONE      Common equity
  INTL INC          shares        018772103   5596  1537378 SH       DEFINED    1,2,5,6             1537378
DIODES INC        Common equity
                    shares        254543101  12665   730443 SH       DEFINED    1,2,5,6,8            730443
DISCOVERY         Common Stock
  LABORATORIES
  INC                             254668403   1082   512989 SH       DEFINED    1,2                  512989
INFINITY          Common Stock
  PHARMACEUTICALS
  INC                             45665G303  31148   889686 SH       DEFINED    1,2,5,6,8            889686
NAUTILUS INC      Common equity
                    shares        63910B102     56    16260 SH       DEFINED    1                     16260
DONALDSON CO      Common equity
  INC               shares        257651109 123683  3766061 SH       DEFINED    1,2,5,6,8,12,18     3766061
DOT HILL          Common equity
  SYSTEMS CORP      shares        25848T109     33    35984 SH       DEFINED    1                     35984
ASCENA RETAIL     Common equity
  GROUP INC         shares        04351G101  67269  3638315 SH       DEFINED    1,2,5,6,8,12,18     3638315
DREW              Common equity
  INDUSTRIES        shares
  INC                             26168L205  11911   369477 SH       DEFINED    1,2,5,6,8            369477
DRIL-QUIP INC     Common equity
                    shares        262037104 104611  1432057 SH       DEFINED    1,2,5,6,8,12        1432057
PACIFIC           Common Stock
  ETHANOL INC                     69423U206     34   106750 SH       DEFINED    1                    106750
DUCOMMUN INC      Common equity
                    shares        264147109    182    11278 SH       DEFINED    1,5                   11278
DURECT CORP       Common equity
                    shares        266605104     61    65376 SH       DEFINED    1,5                   65376
DYAX CORP         Common equity
                    shares        26746E103   5937  1706136 SH       DEFINED    1,2,5,6,8           1706136
DYCOM             Common equity
  INDUSTRIES        shares
  INC                             267475101  15040   759431 SH       DEFINED    1,2,5,6,8            759431
DYNAMIC           Common equity
  MATERIALS         shares
  CORP                            267888105   3514   252673 SH       DEFINED    1,2,5,8              252673
DYNEX CAPITAL     Real Estate
  INC               Investment
                    Trust         26817Q506   9732  1030613 SH       DEFINED    1,2,5,6,8           1030613
PERFUMANIA        Common equity
  HOLDINGS INC      shares        71376C100    287    58427 SH       DEFINED    1,2                   58427
EMC INSURANCE     Common equity
  GROUP INC         shares        268664109   1906    79838 SH       DEFINED    1,2                   79838
ENI SPA           American
                    Depository
                    Receipt       26874R108    672    13659 SH       DEFINED    1,2                   13659
EPIQ SYSTEMS      Common equity
  INC               shares        26882D109   7742   606032 SH       DEFINED    1,2,5,6,8            606032
ESB FINANCIAL     Common equity
  CORP              shares        26884F102   2411   173612 SH       DEFINED    1,2,5                173612
EAGLE BANCORP     Common equity
  INC/MD            shares        268948106   5806   290649 SH       DEFINED    1,2,6                290649
EARTHLINK INC     Common equity
                    shares        270321102  15555  2407751 SH       DEFINED    1,2,5,6,8,17        2407751
EAST WEST         Common equity
  BANCORP INC       shares        27579R104 152668  7104135 SH       DEFINED    1,2,5,6,8,12,18     7104135
EASTERN CO        Common Stock    276317104   1243    78589 SH       DEFINED    1,2                   78589
EATON VANCE       Common equity
  CORP              shares        278265103 251010  7880834 SH       DEFINED    1,2,5,6,8,10,12,18  7880834
EBIX INC          Common equity
                    shares        278715206   9501   591157 SH       DEFINED    1,2,5,6,8            591157
ECHELON CORP      Common Stock    27874N105   1652   673913 SH       DEFINED    1,2,6                673913
EDGEWATER         Common equity
  TECHNOLOGY        shares
  INC                             280358102     45    11719 SH       DEFINED    1                     11719
EL PASO           Common equity
  ELECTRIC CO       shares        283677854  31447   985436 SH       DEFINED    1,2,5,6,8            985436
ELAN CORP PLC     American
                    Depository
                    Receipt       284131208  12952  1268662 SH       DEFINED    1,19                1268662
ELECTRO RENT      Common equity
  CORP              shares        285218103   5913   384489 SH       DEFINED    1,2,5,8              384489
ELECTRO           Common equity
  SCIENTIFIC        shares
  INDS INC                        285229100   5074   509951 SH       DEFINED    1,2,5,8              509951
ELECTRONICS       Common equity
  FOR IMAGING       shares
  INC                             286082102  22578  1188864 SH       DEFINED    1,2,5,6,8           1188864
ELLIS PERRY       Common equity
  INTL INC          shares        288853104   4266   214434 SH       DEFINED    1,2,5,6,8            214434
MATTERSIGHT       Common equity
  CORP              shares        577097108    563   113930 SH       DEFINED    1,2                  113930
EMAGIN CORP       Common equity
                    shares        29076N206     42    11610 SH       DEFINED    1                     11610
EMBRAER SA        American
                    Depository
                    Receipt       29082A107   6809   238885 SH       DEFINED    1,2,4,5,6,10         238885
EMBOTELLADORA     American
  ANDINA S A        Depository
                    Receipt       29081P204    273     9114 SH       DEFINED    1                      9114
EMBOTELLADORA     American
  ANDINA SA         Depository
                    Receipt       29081P303    870    22903 SH       DEFINED    1,5                   22903
EMCORE CORP       Common equity
                    shares        290846203     64    14840 SH       DEFINED    1                     14840
EMCOR GROUP INC   Common equity
                    shares        29084Q100  53605  1548756 SH       DEFINED    1,2,5,6,8,12,17     1544274          4482
EMERITUS CORP     Common equity
                    shares        291005106  13324   539139 SH       DEFINED    1,2,5,6,8            539139
EMMIS             Common equity
  COMMUNICATIONS    shares
  CP-CL A                         291525103     48    24108 SH       DEFINED    1                     24108
EMPIRE            Common equity
  DISTRICT          shares
  ELECTRIC CO                     291641108  17462   856767 SH       DEFINED    1,2,5,6,8            856767
ENDESA-EMPR       American
  NAC ELEC          Depository
  (CHILE)           Receipt       29244T101  30608   627123 SH       DEFINED    1,2,4,5,6,10         627123
ENBRIDGE INC      Common equity
                    shares        29250N105    345     7936 SH       DEFINED    1                      7936

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
ENCORE WIRE       Common equity
  CORP              shares        292562105  10625   350582 SH       DEFINED    1,2,5,8                 350582
ENDO HEALTH       Common equity
  SOLUTIONS INC     shares        29264F205 100623  3830109 SH       DEFINED    1,2,5,6,8,12,18        3830109
ENERGEN CORP      Common equity
                    shares        29265N108 162486  3603479 SH       DEFINED    1,2,5,6,8,10,12,18     3603479
EPL OIL & GAS     Common Stock
  INC                             26883D108  21572   956582 SH       DEFINED    1,2,5,6,8               956582
ENERSIS SA        American
                    Depository
                    Receipt       29274F104  20180  1107506 SH       DEFINED    1,2,4,5,6,10           1107506
ENNIS INC         Common equity
                    shares        293389102   8915   576451 SH       DEFINED    1,2,5,8                 576451
ENSTAR GROUP      Common equity
  LTD               shares        G3075P101  16212   144746 SH       DEFINED    1,2,5,6,8               144746
ENTERCOM          Common equity
  COMMUNICATIONS    shares
  CORP                            293639100   3588   513987 SH       DEFINED    1,2                     513987
ENTERPRISE        Limited
  PRODS PRTNRS      Partnership
  -LP                             293792107  29259   584249 SH       DEFINED    1                       584249
EPR PROPERTIES    Real Estate
                    Investment
                    Trust         26884U109  52702  1142970 SH       DEFINED    1,2,3,5,6,8            1142970
ENTRAVISION       Common equity
  COMMUNICATIONS    shares        29382R107   1309   790898 SH       DEFINED    1,2                     790898
ENZON             Common Stock
  PHARMACEUTICALS
  INC                             293904108   4922  1109703 SH       DEFINED    1,2,5,6,8              1109703
ENZO BIOCHEM      Common equity
  INC               shares        294100102    171    63254 SH       DEFINED    1,2,5                    63254
EPLUS INC         Common Stock    294268107   3272    79171 SH       DEFINED    1,2                      79171
EQUINIX INC       Common equity
                    shares        29444U502 302516  1467099 SH       DEFINED    1,2,5,6,8,10,12,18     1467099
EQT CORP          Common equity
                    shares        26884L109 359687  6098527 SH       DEFINED    1,2,5,6,8,10,12,18     6098527
EQUITY ONE INC    Real Estate
                    Investment
                    Trust         294752100  52726  2509593 SH       DEFINED    1,2,3,5,6,8,12         2509593
ERICSSON          American
                    Depository
                    Receipt       294821608   4745   469831 SH       DEFINED    1,2                     469831
ERIE INDEMNITY    Common equity
  CO -CL A          shares        29530P102  25897   374093 SH       DEFINED    1,2,5,6,8,12            374093
ESCO              Common equity
  TECHNOLOGIES      shares
  INC                             296315104  19144   511778 SH       DEFINED    1,2,5,6,8               511778
BGC PARTNERS      Common equity
  INC               shares        05541T101   6045  1747488 SH       DEFINED    1,2,5,6,8              1747488
ESTERLINE         Common equity
  TECHNOLOGIES      shares
  CORP                            297425100  69303  1089488 SH       DEFINED    1,2,5,6,8,12           1089488
ETHAN ALLEN       Common equity
  INTERIORS INC     shares        297602104  54675  2126604 SH       DEFINED    1,2,5,6,8              2126604
NEWMARKET CORP    Common equity
                    shares        651587107  76294   290974 SH       DEFINED    1,2,5,6,8,12            290974
EURONET           Common equity
  WORLDWIDE INC     shares        298736109  25839  1094758 SH       DEFINED    1,2,5,6,8              1094758
EXACT SCIENCES    Common Stock
  CORP                            30063P105  19592  1850095 SH       DEFINED    1,2,5,6,8              1850095
EXAR CORP         Common equity
                    shares        300645108   6410   720241 SH       DEFINED    1,2,5,6,8               720241
EXACTECH INC      Common equity
                    shares        30064E109   2252   132869 SH       DEFINED    1,2,6                   132869
EXELIXIS INC      Common equity
                    shares        30161Q104  30076  6581917 SH       DEFINED    1,2,5,6,8              6581917
EXPONENT INC      Common equity
                    shares        30214U102  14860   266172 SH       DEFINED    1,2,5,6,8               266172
EZCORP INC        Common equity
  -CL A             shares        302301106  22033  1109249 SH       DEFINED    1,2,5,6,8              1109249
FBL FINANCIAL     Common equity
  GROUP INC-        shares
  CL A                            30239F106   6779   198229 SH       DEFINED    1,2,5,8                 198229
FEI CO            Common equity
                    shares        30241L109  48284   870597 SH       DEFINED    1,2,5,6,8,17            861313          9284
FLIR SYSTEMS      Common equity
  INC               shares        302445101 131116  5876922 SH       DEFINED    1,2,5,6,8,10,12,18     5876922
FMC CORP          Common equity
                    shares        302491303 333775  5703683 SH       DEFINED    1,2,5,6,8,10,12,18     5703683
FNB UNITED CORP   Common Stock    302519202   1584   136487 SH       DEFINED    1,2,6                   136487
F N B CORP/FL     Common equity
                    shares        302520101  49973  4705800 SH       DEFINED    1,2,5,6,8              4705800
FX ENERGY INC     Common Stock    302695101   3763   915568 SH       DEFINED    1,2,5,6,8               915568
OPPENHEIMER       Common equity
  HOLDINGS INC      shares        683797104   3413   197715 SH       DEFINED    1,2,8                   197715
FTI CONSULTING    Common equity
  INC               shares        302941109  45070  1365796 SH       DEFINED    1,2,5,6,8,12,18        1365796
FACTSET           Common equity
  RESEARCH          shares
  SYSTEMS INC                     303075105  99697  1132133 SH       DEFINED    1,2,5,6,8,12           1132133
FAIR ISAAC CORP   Common equity
                    shares        303250104  53517  1273408 SH       DEFINED    1,2,5,6,8,12,17,18     1273408
FAIRCHILD         Common equity
  SEMICONDUCTOR     shares
  INTL                            303726103  53010  3681382 SH       DEFINED    1,2,5,6,8,12           3681382
FARMER BROS CO    Common equity
                    shares        307675108   1727   119698 SH       DEFINED    1,2                     119698
FARMERS NATL      Common equity
  BANC CORP/OH      shares        309627107   1483   239032 SH       DEFINED    1,2                     239032
FARO              Common equity
  TECHNOLOGIES      shares
  INC                             311642102  11587   324811 SH       DEFINED    1,2,5,6,8               324811
FASTENAL CO       Common equity
                    shares        311900104 502344 10759180 SH       DEFINED    1,2,5,6,8,10,12,18    10759180
FEDERAL           Common equity
  AGRICULTURE       shares
  MTG CP                          313148306   5132   157806 SH       DEFINED    1,2,5                   157806
FEDERAL REALTY    Real Estate
  INVESTMENT TR     Investment
                    Trust         313747206 452341  4348637 SH       DEFINED    1,2,3,5,6,8,10,12,18   4348637
FEDERAL SIGNAL    Common equity
  CORP              shares        313855108   8966  1178405 SH       DEFINED    1,2,5,6,8              1178405
FELCOR LODGING    Real Estate
  TRUST INC         Investment
                    Trust         31430F101  18416  3944019 SH       DEFINED    1,2,3,5,6,8            3944019
FEMALE HEALTH     Common Stock
  CO                              314462102   2027   282059 SH       DEFINED    1,2                     282059
FERRELLGAS        Limited
  PARTNERS -LP      Partnership   315293100   1002    59461 SH       DEFINED    1                        59461
FERRO CORP        Common equity
                    shares        315405100   6526  1561708 SH       DEFINED    1,2,5,6,8              1561708
F5 NETWORKS INC   Common equity
                    shares        315616102 328256  3378883 SH       DEFINED    1,2,5,6,8,10,12,18     3378883
FIDELITY          Common equity
  SOUTHERN CORP     shares        316394105   1024   107293 SH       DEFINED    1,2                     107293
FINANCIAL         Common equity
  INSTITUTIONS      shares
  INC                             317585404   4260   228622 SH       DEFINED    1,2                     228622
FINISAR CORP      Common equity
                    shares        31787A507  27093  1662247 SH       DEFINED    1,2,5,6,8              1662247
FINISH LINE       Common equity
  INC -CL A         shares        317923100  26680  1409447 SH       DEFINED    1,2,5,6,8              1409447
GLEACHER &        Common Stock
  COMPANY INC                     377341102     36    48235 SH       DEFINED    1                        48235
CORELOGIC INC     Common equity
                    shares        21871D103  83352  3096320 SH       DEFINED    1,2,5,6,8,10,12,17,18  3088655          7665
FIRST BANCORP     Common equity
  P R               shares        318672706   5308  1158869 SH       DEFINED    1,2,6                  1158869
FIRST             Common equity
  BANCORP/NC        shares        318910106   3518   274552 SH       DEFINED    1,2,5,8                 274552
FIRST BUSEY       Common equity
  CORP              shares        319383105   5716  1229977 SH       DEFINED    1,2,5,6,8              1229977
FIRST CASH        Common equity
  FINANCIAL         shares
  SVCS                            31942D107  27445   553078 SH       DEFINED    1,2,5,6,8               553078
FIRST CITIZENS    Common equity
  BANCSH -CL A      shares        31946M103  11427    69875 SH       DEFINED    1,2,5,6,8                69875
FIRST             Common equity
  COMMONWLTH        shares
  FINL CP/PA                      319829107  23161  3396524 SH       DEFINED    1,2,5,6,8              3396524
FIRST CMNTY       Common equity
  BANCSHARES        shares
  INC                             31983A103   6180   386835 SH       DEFINED    1,2,5,8                 386835
PACWEST BANCORP   Common equity
                    shares        695263103  28524  1151040 SH       DEFINED    1,2,5,6,8              1151040
FIRST DEFIANCE    Common equity
  FINANCIAL CP      shares        32006W106   2955   154005 SH       DEFINED    1,2                     154005
FIRST FINL        Common equity
  BANCORP           shares
  INC/OH                          320209109  24540  1678916 SH       DEFINED    1,2,5,6,8              1678916
FIRST FEDERAL     Common equity
  BANCSHARES/AR     shares        32020F303    354    36112 SH       DEFINED    1,2                      36112
FIRST FINL        Common equity
  BANKSHARES        shares
  INC                             32020R109  34722   890047 SH       DEFINED    1,2,5,6,8               890047
FIRST             Common equity
  FINANCIAL         shares
  CORP/IN                         320218100   6155   203591 SH       DEFINED    1,2,5,8                 203591
FIRST             Common equity
  FINANCIAL         shares
  HOLDINGS INC                    320239106   4793   366593 SH       DEFINED    1,2                     366593
FIRST INDL        Real Estate
  REALTY TRUST      Investment
  INC               Trust         32054K103  38727  2750596 SH       DEFINED    1,2,3,5,6,8            2750596
FIRST LONG        Common equity
  ISLAND CORP       shares        320734106   3298   116428 SH       DEFINED    1,2                     116428
FIRST             Common equity
  MERCHANTS         shares
  CORP                            320817109   7682   517797 SH       DEFINED    1,2,5,8                 517797
FIRST MIDWEST     Common equity
  BANCORP INC       shares        320867104  34774  2777527 SH       DEFINED    1,2,5,6,8              2777527
SCBT FINANCIAL    Common equity
  CORP              shares        78401V102  11291   280988 SH       DEFINED    1,2,5,6,8               280988
FIRST BANCORP     Common equity
  INC/ME            shares        31866P102   2525   153078 SH       DEFINED    1,2                     153078
FIRST NIAGARA     Common equity
  FINANCIAL GRP     shares        33582V108 138349 17446175 SH       DEFINED    1,2,5,6,8,12,18       17446175

SSgA Confidential

                                                      SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer               Class             Cusip   Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------               -----           --------- ------ -------- --- ---- ---------- ------------------ -------- ------ ------
1ST SOURCE CORP      Common equity
                       shares        336901103   6168   279237 SH       DEFINED    1,2,5,6,8            279237
WINTHROP REALTY      Real Estate
  TRUST                Investment
                       Trust         976391300   5995   542780 SH       DEFINED    1,2,3,5,6,8          542780
FISHER               Common Stock
  COMMUNICATIONS INC                 337756209   3803   140998 SH       DEFINED    1,2,8                140998
FIRSTMERIT CORP      Common equity
                       shares        337915102  75767  5339754 SH       DEFINED    1,2,5,6,8,12        5339754
FLAGSTAR BANCORP INC Common equity
                       shares        337930705    462    23819 SH       DEFINED    1,5,8                 23819
FLEXSTEEL            Common Stock
  INDUSTRIES INC                     339382103   1217    56665 SH       DEFINED    1,2                   56665
FLOTEK INDUSTRIES    Common equity
  INC                  shares        343389102  10886   892401 SH       DEFINED    1,2,5,6,8            892401
FLOW INTL CORP       Common Stock    343468104   2851   814406 SH       DEFINED    1,2                  814406
FLOWERS FOODS INC    Common equity
                       shares        343498101  78944  3393020 SH       DEFINED    1,2,5,6,8,12,17     3393020
FLOWSERVE CORP       Common equity
                       shares        34354P105 302510  2060733 SH       DEFINED    1,2,5,6,8,10,12,18  2060733
FLUSHING FINANCIAL   Common equity
  CORP                 shares        343873105   9864   642869 SH       DEFINED    1,2,5,8              642869
FOMENTO ECONOMICO    American
  MEXICANO             Depository
                       Receipt       344419106  24934   247614 SH       DEFINED    1,2,4,5,6,18         247614
FOREST CITY ENTRPRS  Common equity
  -CL A                shares        345550107  37882  2345857 SH       DEFINED    1,2,3,5,6,8,10      2345857
FOREST OIL CORP      Common equity
                       shares        346091705  38677  5781810 SH       DEFINED    1,2,5,6,8,10,12     5781810
FORRESTER RESEARCH   Common equity
  INC                  shares        346563109   7471   278775 SH       DEFINED    1,2,5,6,8            278775
FOSSIL INC           Common equity
                       shares        349882100 200356  2152018 SH       DEFINED    1,2,5,6,8,10,12,18  2152018
FOSTER (LB) CO       Common equity
                       shares        350060109   9652   222202 SH       DEFINED    1,2,5,6,8            222202
FOSTER WHEELER AG    Common Stock    H27178104   9226   379442 SH       DEFINED    1,2,5,8,10,12        379442
FRANCE TELECOM       American
                       Depository
                       Receipt       35177Q105    143    13046 SH       DEFINED    1,2                   13046
FRANKLIN COVEY CO    Common equity
                       shares        353469109   2630   203816 SH       DEFINED    1,2                  203816
FRANKLIN ELECTRIC    Common equity
  CO INC               shares        353514102  27758   446500 SH       DEFINED    1,2,5,6,8            446500
FREDS INC            Common equity
                       shares        356108100  13154   987896 SH       DEFINED    1,2,5,6,8            987896
FRESENIUS MEDICAL    American
  CARE AG&CO           Depository
                       Receipt       358029106    268     7828 SH       DEFINED    1                      7828
ARLINGTON ASSET      Real Estate
  INVESTMENT           Investment
                       Trust         041356205   3577   172365 SH       DEFINED    1,2,5,8              172365
FRISCH'S             Common equity
  RESTAURANTS INC      shares        358748101    683    36815 SH       DEFINED    1,2                   36815
FUEL TECH INC        Common equity
                       shares        359523107     60    14240 SH       DEFINED    1,5                   14240
FUELCELL ENERGY INC  Common equity
                       shares        35952H106   2270  2480617 SH       DEFINED    1,2,6,8             2480617
FULLER (H. B.) CO    Common equity
                       shares        359694106  34201   982085 SH       DEFINED    1,2,5,6,8            982085
FULTON FINANCIAL     Common equity
  CORP                 shares        360271100 111421 11593934 SH       DEFINED    1,2,5,6,8,12       11593934
FURNITURE BRANDS     Common equity
  INTL INC             shares        360921100     33    30504 SH       DEFINED    1                     30504
G&K SERVICES INC     Common equity
  -CL A                shares        361268105  12090   354028 SH       DEFINED    1,2,5,6,8            354028
LADENBURG THALMANN   Common equity
  FINL SERV            shares        50575Q102   2392  1708404 SH       DEFINED    1,2,6               1708404
GP STRATEGIES CORP   Common equity
                       shares        36225V104   5018   243079 SH       DEFINED    1,2                  243079
GSE SYSTEMS INC      Common equity
                       shares        36227K106     23    10232 SH       DEFINED    1                     10232
GSI GROUP INC        Common Stock    36191C205   3785   437525 SH       DEFINED    1,2                  437525
G-III APPAREL GROUP  Common equity
  LTD                  shares        36237H101  10506   307034 SH       DEFINED    1,2,5,6,8            307034
GAMCO INVESTORS INC  Common equity
                       shares        361438104   6534   123077 SH       DEFINED    1,2,6,8              123077
GAIAM INC            Common equity
                       shares        36268Q103     48    14860 SH       DEFINED    1                     14860
ARTHUR J             Common equity
  GALLAGHER & CO       shares        363576109 127000  3665215 SH       DEFINED    1,2,5,6,8,12,18     3665215
GARDNER DENVER INC   Common equity
                       shares        365558105  85115  1242567 SH       DEFINED    1,2,5,6,8,12        1242567
GARTNER INC          Common equity
                       shares        366651107 116275  2526726 SH       DEFINED    1,2,5,6,8,12        2526726
GASTAR EXPLORATION   Common equity
  LTD                  shares        367299203   1081   893942 SH       DEFINED    1,2,6                893942
RYMAN HOSPITALITY    Common equity
  PPTYS INC            shares        78377T107  31004   806101 SH       DEFINED    1,2,5,6,8            806101
GENCORP INC          Common equity
                       shares        368682100  11218  1226163 SH       DEFINED    1,2,5,6,8           1226163
GENERAL CABLE        Common equity
  CORP/DE              shares        369300108  40206  1322173 SH       DEFINED    1,2,5,6,8,12        1322173
GENERAL              Common equity
  COMMUNICATION        shares
  -CL A                              369385109   7247   755782 SH       DEFINED    1,2,5,6,8            755782
GENESCO INC          Common equity
                       shares        371532102  36024   654768 SH       DEFINED    1,2,5,6,8            654768
GENESEE & WYOMING    Common equity
  INC -CL A            shares        371559105 115574  1519195 SH       DEFINED    1,2,5,6,8,12        1519195
INOVIO               Common equity
  PHARMACEUTICALS      shares
  INC                                45773H102     26    51951 SH       DEFINED    1                     51951
GENESIS ENERGY -LP   Misc Equity     371927104   2566    71841 SH       DEFINED    1                     71841
GENTIVA HEALTH       Common equity
  SERVICES INC         shares        37247A102   6237   621014 SH       DEFINED    1,2,5,6              621014
GEORGIA GULF CORP    Common equity
                       shares        373200302  26212   634999 SH       DEFINED    1,2,5,6,8            634999
GERDAU SA            American
                       Depository
                       Receipt       373737105  20738  2306990 SH       DEFINED    1,2,4,5,6,8,10      2306990
GERMAN AMERICAN      Common equity
  BANCORP INC          shares        373865104   4326   199199 SH       DEFINED    1,2                  199199
GERON CORP           Common Stock    374163103   3225  2287978 SH       DEFINED    1,2,6,8             2287978
GETTY REALTY CORP    Real Estate
                       Investment
                       Trust         374297109   9731   538824 SH       DEFINED    1,2,3,5,6,8          538824
GIBRALTAR            Common equity
  INDUSTRIES INC       shares        374689107   9696   609133 SH       DEFINED    1,2,5,6,8            609133
GLACIER BANCORP INC  Common equity
                       shares        37637Q105  32541  2211991 SH       DEFINED    1,2,5,6,8           2211991
GLATFELTER           Common equity
                       shares        377316104  16423   939566 SH       DEFINED    1,2,5,6,8            939566
GLAXOSMITHKLINE PLC  American
                       Depository
                       Receipt       37733W105 494265 11370265 SH       DEFINED    1                  11112997        257268
OUTDOOR CHANNEL      Common Stock
  HLDGS INC                          690027206   1697   223127 SH       DEFINED    1,2,8                223127
GLIMCHER REALTY      Real Estate
  TRUST                Investment
                       Trust         379302102  45950  4143741 SH       DEFINED    1,2,3,5,6,8         4143741
GLOBAL PAYMENTS INC  Common equity
                       shares        37940X102  95000  2097045 SH       DEFINED    1,2,5,6,8,12,18     2097045
GLOBECOMM SYSTEMS    Common equity
  INC                  shares        37956X103   4482   396580 SH       DEFINED    1,2,5,6              396580
GOLD FIELDS LTD      American
                       Depository
                       Receipt       38059T106   9873   790640 SH       DEFINED    1,2,4,5,6            790640
GOLD RESERVE INC     Common equity
                       shares        38068N108   2363   713939 SH       DEFINED    1,2,6                713939
GOLDCORP INC         Common equity
                       shares        380956409    657    17900 SH       DEFINED    1,18                  17900
GOLDEN STAR          Common equity
  RESOURCES LTD        shares        38119T104   8365  4546079 SH       DEFINED    1,2,6               4546079
PERNIX THERAPEUTICS  Real Estate
  HOLDINGS             Investment
                       Trust         71426V108   1089   140618 SH       DEFINED    1,2                  140618
GOODRICH PETROLEUM   Common equity
  CORP                 shares        382410405   4400   471980 SH       DEFINED    1,2,5,6,8            471980
GORMAN-RUPP CO       Common equity
                       shares        383082104   8271   277185 SH       DEFINED    1,2,5,6,8            277185
GRACE (W R) & CO     Common equity
                       shares        38388F108  64099   953438 SH       DEFINED    1,2,5,6,8,18         953438
GRACO INC            Common equity
                       shares        384109104  83065  1613272 SH       DEFINED    1,2,5,6,8,12        1613272
GRAHAM CORP          Common equity
                       shares        384556106   3664   187864 SH       DEFINED    1,2                  187864
GRANITE              Common equity
  CONSTRUCTION INC     shares        387328107  43892  1305454 SH       DEFINED    1,2,5,6,8,12,17     1303231          2223
GRAPHIC PACKAGING    Common equity
  HOLDING CO           shares        388689101  18533  2868320 SH       DEFINED    1,2,5,6,8           2868320
GRAY TELEVISION INC  Common equity
                       shares        389375106     93    41881 SH       DEFINED    1                     41881
GREAT SOUTHERN       Common equity
  BANCORP              shares        390905107   4716   185229 SH       DEFINED    1,2,5,6              185229
GREEN MTN COFFEE     Common equity
  ROASTERS             shares        393122106 171229  4140153 SH       DEFINED    1,2,5,6,8,10,12,18  4140153
GREENBRIER           Common equity
  COMPANIES INC        shares        393657101   6504   402275 SH       DEFINED    1,2,5,6,8            402275
GREIF INC -CL A      Common equity
                       shares        397624107  36268   814986 SH       DEFINED    1,2,5,6,8,12,18      814986
GRIFFIN LAND &       Common equity
  NURSERIES INC        shares        398231100   1215    44943 SH       DEFINED    1,2                   44943

SSgA Confidential

                                                  SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer          Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------          -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
GRIFFON CORP    Common equity
                  shares        398433102   10641   928772 SH       DEFINED    1,2,5,6,8               928772
GROUP 1         Common equity
  AUTOMOTIVE      shares
  INC                           398905109   34754   560645 SH       DEFINED    1,2,5,6,8,17            560249           396
WINMARK CORP    Common equity
                  shares        974250102    1873    32805 SH       DEFINED    1,2                      32805
GRUPO           American
  AEROPORTUARIO   Depository
  SURESTE         Receipt       40051E202    3271    28690 SH       DEFINED    1,5,6                    28690
GUESS INC       Common equity
                  shares        401617105   48130  1961174 SH       DEFINED    1,2,5,6,8,12           1961174
GULF ISLAND     Common equity
  FABRICATION     shares
  INC                           402307102    6834   284491 SH       DEFINED    1,2,5,6,8               284491
GULFMARK        Common equity
  OFFSHORE INC    shares        402629208   19219   557945 SH       DEFINED    1,2,5,6,8               557945
GULFPORT        Common equity
  ENERGY CORP     shares        402635304   50695  1326490 SH       DEFINED    1,2,5,6,8              1326490
CRIMSON         Common Stock
  EXPLORATION
  INC                           22662K207    1114   406138 SH       DEFINED    1,2                     406138
GYRODYNE CO OF  Common equity
  AMERICA INC     shares        403820103    1650    22939 SH       DEFINED    1,2                      22939
HCC INSURANCE   Common equity
  HOLDINGS INC    shares        404132102  105289  2829499 SH       DEFINED    1,2,5,6,8,12,18        2829499
COMMONWEALTH    Real Estate
  REIT            Investment
                  Trust         203233101   36154  2282257 SH       DEFINED    1,2,3,5,6,8,12         2282257
HSBC HLDGS PLC  American
                  Depository
                  Receipt       404280406    1488    28017 SH       DEFINED    1,2                      28017
HAEMONETICS     Common equity
  CORP            shares        405024100   47114  1153644 SH       DEFINED    1,2,5,6,8              1153644
HAIN CELESTIAL  Common equity
  GROUP INC       shares        405217100   46757   862333 SH       DEFINED    1,2,5,6,8               862333
HALLADOR        Common equity
  ENERGY CO       shares        40609P105     934   112914 SH       DEFINED    1,2                     112914
HALLMARK        Common equity
  FINANCIAL       shares
  SERVICES                      40624Q203    1869   198986 SH       DEFINED    1,2                     198986
HANCOCK         Common equity
  HOLDING CO      shares        410120109  151166  4762636 SH       DEFINED    1,2,5,6,8,12           4762636
HANGER INC      Common equity
                  shares        41043F208   19892   726954 SH       DEFINED    1,2,5,6,8               726954
HANMI           Common equity
  FINANCIAL       shares
  CORP                          410495204    7917   582755 SH       DEFINED    1,2,5                   582755
WALTER          Real Estate
  INVESTMENT      Investment
  MGMT CORP       Trust         93317W102   28870   671034 SH       DEFINED    1,2,5,6,8               671034
EXTERRAN        Common equity
  HOLDINGS INC    shares        30225X103   38936  1776379 SH       DEFINED    1,2,5,6,8              1776379
MONSTER         Common equity
  BEVERAGE CORP   shares        611740101  346715  6556602 SH       DEFINED    1,2,5,6,8,10,12,18     6556602
HARDINGE INC    Common equity
                  shares        412324303    1378   138565 SH       DEFINED    1,2                     138565
HARMONIC INC    Common equity
                  shares        413160102   11422  2252446 SH       DEFINED    1,2,5,6,8              2252446
HARMONY GOLD    American
  MINING CO LTD   Depository
                  Receipt       413216300    1535   171159 SH       DEFINED    1,4,5,6                 171159
HARRIS &        Common equity
  HARRIS GROUP    shares        413833104    1644   497449 SH       DEFINED    1,2                     497449
HARRIS          Common equity
  INTERACTIVE     shares
  INC                           414549105      18    14406 SH       DEFINED    1                        14406
HARSCO CORP     Common equity
                  shares        415864107   53866  2291885 SH       DEFINED    1,2,5,6,8,10,12        2291885
HARVARD         Common equity
  BIOSCIENCE      shares
  INC                           416906105    1710   390642 SH       DEFINED    1,2                     390642
HAVERTY         Common equity
  FURNITURE       shares        419596101    7192   441010 SH       DEFINED    1,2,5,6,8               441010
HAWAIIAN        Common Stock
  HOLDINGS INC                  419879101    6174   939015 SH       DEFINED    1,2,6                   939015
HAWAIIAN        Common equity
  ELECTRIC INDS   shares        419870100   71436  2841496 SH       DEFINED    1,2,5,6,8,12           2841496
HAWKINS INC     Common Stock    420261109    6629   171499 SH       DEFINED    1,2,5,6,8               171499
HEALTHCARE      Common equity
  SERVICES        shares
  GROUP                         421906108   30745  1323576 SH       DEFINED    1,2,5,6,8              1323576
HCP INC         Real Estate
                  Investment
                  Trust         40414L109 1320153 29219694 SH       DEFINED    1,2,3,5,6,8,10,12,18  29219694
HEALTHSOUTH     Common equity
  CORP            shares        421924309   39459  1869189 SH       DEFINED    1,2,5,6,8              1869189
HEALTHCARE      Real Estate
  REALTY TRUST    Investment
  INC             Trust         421946104   69190  2881775 SH       DEFINED    1,2,3,5,6,8            2881775
HEADWATERS INC  Common equity
                  shares        42210P102   10855  1268032 SH       DEFINED    1,2,5,6,8              1268032
HEALTH CARE     Real Estate
  REIT INC        Investment
                  Trust         42217K106  841603 13731479 SH       DEFINED    1,2,3,5,6,8,10,12,18  13731479
HMS HOLDINGS    Common equity
  CORP            shares        40425J101   78656  3034609 SH       DEFINED    1,2,5,6,8,12           3034609
HEALTHSTREAM    Common Stock
  INC                           42222N103    8450   347734 SH       DEFINED    1,2,5,6,8               347734
HEARTLAND       Common equity
  EXPRESS INC     shares        422347104   13454  1029276 SH       DEFINED    1,2,5,6,8              1029276
HEARTLAND       Common equity
  FINANCIAL       shares
  USA INC                       42234Q102    7404   283225 SH       DEFINED    1,2,5,6,8               283225
HECLA MINING CO Common equity
                  shares        422704106   69815 11974763 SH       DEFINED    1,2,5,6,8             11974763
HEICO CORP      Common equity
                  shares        422806109   39817   889542 SH       DEFINED    1,2,5,6,8               889542
HEICO CORP NEW  Common equity
                  shares        422806208    1163    36361 SH       DEFINED    1,6                      36361
HEIDRICK &      Common equity
  STRUGGLES       shares
  INTL                          422819102    5403   354012 SH       DEFINED    1,2,5,8                 354012
HELMERICH &     Common equity
  PAYNE           shares        423452101  262718  4690656 SH       DEFINED    1,2,5,6,8,10,12,17,18  4684487          6169
HEMISPHERX      Common equity
  BIOPHARMA INC   shares        42366C103      23    90710 SH       DEFINED    1                        90710
HENRY (JACK) &  Common equity
  ASSOCIATES      shares        426281101   87771  2235750 SH       DEFINED    1,2,5,6,8,12           2235750
ENERGY          Limited
  TRANSFER        Partnership
  PARTNERS -LP                  29273R109   10154   236594 SH       DEFINED    1,18                    236594
HERITAGE        Common equity
  COMMERCE CORP   shares        426927109    2022   289890 SH       DEFINED    1,2                     289890
HERITAGE        Common equity
  FINANCIAL       shares
  CORP                          42722X106    3602   245448 SH       DEFINED    1,2                     245448
HERITAGE OAKS   Common equity
  BANCORP         shares        42724R107    1442   248839 SH       DEFINED    1,2                     248839
HERSHA          Real Estate
  HOSPITALITY     Investment
  TRUST           Trust         427825104   25703  5138596 SH       DEFINED    1,2,3,5,6,8            5138596
HEXCEL CORP     Common equity
                  shares        428291108   49756  1845508 SH       DEFINED    1,2,5,6,8,17           1842366          3142
HI TECH         Common equity
  PHARMACAL CO    shares
  INC                           42840B101    9631   275610 SH       DEFINED    1,2,5,6,8               275610
HIBBETT SPORTS  Common equity
  INC             shares        428567101   33829   641889 SH       DEFINED    1,2,5,6,8               641889
HICKORY TECH    Common equity
  CORP            shares        429060106    1912   196223 SH       DEFINED    1,2                     196223
HIGHWOODS       Real Estate
  PROPERTIES      Investment
  INC             Trust         431284108  117682  3517995 SH       DEFINED    1,2,3,5,6,8,12         3517995
HINGHAM INSTN   Common equity
  FOR SAVINGS     shares        433323102     929    14811 SH       DEFINED    1,2                      14811
HOLLYFRONTIER   Common equity
  CORP            shares        436106108  333815  7171215 SH       DEFINED    1,2,5,6,8,10,12,17,18  7167695          3520
HOLLYWOOD       Common equity
  MEDIA CORP      shares        436233100      14    10485 SH       DEFINED    1                        10485
HOLOGIC INC     Common equity
                  shares        436440101  162357  8106012 SH       DEFINED    1,2,5,6,8,10,12,18     8106012
HOME            Real Estate
  PROPERTIES      Investment
  INC             Trust         437306103  129921  2118977 SH       DEFINED    1,2,3,5,6,8,12,18      2118977
MOVE INC        Common equity
                  shares        62458M207    5844   770035 SH       DEFINED    1,2,5,6,8               770035
HNI CORP        Common equity
                  shares        404251100   48427  1611068 SH       DEFINED    1,2,5,6,8,12           1611068
HOOKER          Common equity
  FURNITURE       shares
  CORP                          439038100    2202   151649 SH       DEFINED    1,2                     151649
HOOPER HOLMES   Common equity
  INC             shares        439104100      21    51132 SH       DEFINED    1                        51132
HORACE MANN     Common equity
  EDUCATORS       shares
  CORP                          440327104   20316  1017610 SH       DEFINED    1,2,5,6,8              1017610
HORIZON         Common equity
  BANCORP/IN      shares        440407104    1435    73039 SH       DEFINED    1,2                      73039
HORMEL FOODS    Common equity
  CORP            shares        440452100  316517 10141524 SH       DEFINED    1,2,5,6,8,10,12,17,18 10141524
HOT TOPIC INC   Common equity
                  shares        441339108   15976  1655481 SH       DEFINED    1,2,5,6,8              1655481
HOVNANIAN       Common equity
  ENTRPRS INC     shares
  -CL A                         442487203  102379 14625137 SH       DEFINED    1,2,5,6,8             14625137
HUANENG POWER   American
  INTERNATIONAL   Depository
                  Receipt       443304100     452    12157 SH       DEFINED    1,4,6                    12157
HUB GROUP INC   Common equity
  -CL A           shares        443320106   27403   815574 SH       DEFINED    1,2,5,6,8               815574
HUDSON CITY     Common equity
  BANCORP INC     shares        443683107  215015 26446591 SH       DEFINED    1,2,5,6,8,10,12,18    26446591
HUDSON VALLEY   Common equity
  HOLDING CORP    shares        444172100    3945   253338 SH       DEFINED    1,2                     253338
HUNT (JB)       Common equity
  TRANSPRT        shares
  SVCS INC                      445658107  171347  2869566 SH       DEFINED    1,2,5,6,8,10,12,17,18  2865320          4246
HURCO           Common equity
  COMPANIES INC   shares        447324104    2139    93017 SH       DEFINED    1,2                      93017
HUTCHINSON      Common equity
  TECHNOLOGY      shares
  INC                           448407106      33    16818 SH       DEFINED    1                        16818

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
IDERA             Common equity
  PHARMACEUTICALS   shares
  INC                             45168K306     15    17900 SH       DEFINED    1                        17900
HYPERDYNAMICS     Common Stock
  CORP                            448954107     53    89504 SH       DEFINED    1,6                      89504
ICU MEDICAL INC   Common equity
                    shares        44930G107  15024   246628 SH       DEFINED    1,2,5,6,8               246628
IGI               Common equity
  LABORATORIES      shares
  INC                             449575109     11    10100 SH       DEFINED    1                        10100
DINEEQUITY INC    Common equity
                    shares        254423106  20348   303645 SH       DEFINED    1,2,5,6,8               303645
MOSAIC CO         Common equity
                    shares        61945C103 680660 12019272 SH       DEFINED    1,2,5,6,8,10,12,17,18 12016332          2940
MIDWESTONE        Common equity
  FINANCIAL         shares
  GROUP                           598511103   1985    96738 SH       DEFINED    1,2                      96738
IXIA              Common equity
                    shares        45071R109  13985   823414 SH       DEFINED    1,2,5,6,8               823414
IBERIABANK CORP   Common equity
                    shares        450828108  46621   949115 SH       DEFINED    1,2,5,6,8               949115
ICON PLC          American
                    Depository
                    Receipt       45103T107   9413   339185 SH       DEFINED    5,19                    339185
ICICI BANK LTD    American
                    Depository
                    Receipt       45104G104  55450  1271456 SH       DEFINED    1,2,4,5,6,8,10         1271456
IDACORP INC       Common equity
                    shares        451107106  81707  1884902 SH       DEFINED    1,2,5,6,8,12,18        1884902
GENERAL MOLY      Common equity
  INC               shares        370373102   4776  1190561 SH       DEFINED    1,2,5,6,8              1190561
IDEXX LABS INC    Common equity
                    shares        45168D104 140097  1509640 SH       DEFINED    1,2,5,6,8,12,18        1509640
IGATE CORP        Common Stock    45169U105   9629   610393 SH       DEFINED    1,2,5,6,8               610393
ILLUMINA INC      Common equity
                    shares        452327109 118116  2124796 SH       DEFINED    1,2,5,6,8,10,12,18     2124796
IMATION CORP      Common equity
                    shares        45245A107   2557   547891 SH       DEFINED    1,2,5,6,8               547891
IMMERSION CORP    Common Stock    452521107   3348   487210 SH       DEFINED    1,2,5                   487210
IMMUNOGEN INC     Common Stock    45253H101  29680  2327891 SH       DEFINED    1,2,5,6,8              2327891
FUEL SYSTEMS      Common Stock
  SOLUTIONS INC                   35952W103   3865   263105 SH       DEFINED    1,2,5,6,8               263105
IMPAX             Common Stock
  LABORATORIES
  INC                             45256B101  34965  1706611 SH       DEFINED    1,2,5,6,8              1706611
IMMUNOMEDICS      Common equity
  INC               shares        452907108   3448  1181273 SH       DEFINED    1,2,5,6,8              1181273
IMPERIAL OIL      Common equity
  LTD               shares        453038408    663    15422 SH       DEFINED    1                        15422
INCYTE CORP       Common Stock    45337C102  41481  2497502 SH       DEFINED    1,2,5,6,8              2497502
INDEPENDENCE      Common equity
  HOLDING CO        shares        453440307    987   103955 SH       DEFINED    1,2                     103955
INDEPENDENT       Common equity
  BANK CORP/MA      shares        453836108  15814   546191 SH       DEFINED    1,2,5,6,8               546191
MIDDLEBURG        Common equity
  FINANCIAL         shares
  CORP                            596094102   1077    60965 SH       DEFINED    1,2                      60965
MAINSOURCE        Common equity
  FINL GROUP        shares
  INC                             56062Y102   5288   417396 SH       DEFINED    1,2                     417396
WISDOMTREE        Common Stock
  INVESTMENTS
  INC                             97717P104   5884   961262 SH       DEFINED    1,2,5,6,8               961262
ENGLOBAL CORP     Common equity
                    shares        293306106      7    12450 SH       DEFINED    1                        12450
INFORMATICA       Common equity
  CORP              shares        45666Q102  86958  2868153 SH       DEFINED    1,2,5,6,8,12           2868153
INGLES MARKETS    Common equity
  INC -CL A         shares        457030104   5528   320272 SH       DEFINED    1,2,5,8,17              320272
INGRAM MICRO      Common equity
  INC               shares        457153104  71453  4223160 SH       DEFINED    1,2,5,6,8,12,18        4223160
NEKTAR            Common equity
  THERAPEUTICS      shares        640268108  22978  3101332 SH       DEFINED    1,2,5,6,8              3101332
INNODATA INC      Common equity
                    shares        457642205   1071   283747 SH       DEFINED    1,2                     283747
ION               Common equity
  GEOPHYSICAL       shares
  CORP                            462044108  20236  3109029 SH       DEFINED    1,2,5,6,8              3109029
INSIGHT           Common equity
  ENTERPRISES       shares
  INC                             45765U103  17889  1029953 SH       DEFINED    1,2,5,6,8              1029953
AEGION CORP       Common equity
                    shares        00770F104  19840   894070 SH       DEFINED    1,2,5,6,8               894070
INSMED INC        Common equity
                    shares        457669307    167    24988 SH       DEFINED    1                        24988
INSTEEL           Common equity
  INDUSTRIES        shares        45774W108   4013   321740 SH       DEFINED    1,2                     321740
JOE'S JEANS INC   Common equity
                    shares        47777N101     28    28157 SH       DEFINED    1                        28157
INTEGRA           Common equity
  LIFESCIENCES      shares
  HLDGS                           457985208  15693   402711 SH       DEFINED    1,2,5,6,8               402711
INTEGRATED        Common equity
  DEVICE TECH       shares
  INC                             458118106  38237  5238001 SH       DEFINED    1,2,5,6,8,12           5238001
INTEGRATED        Common Stock
  SILICON
  SOLUTION                        45812P107   6766   751172 SH       DEFINED    1,2,5                   751172
INTER PARFUMS     Common equity
  INC               shares        458334109   5838   299906 SH       DEFINED    1,2,5,6,8               299906
INTERACTIVE       Common Stock
  INTELLIGENCE
  GRP                             45841V109   9148   272847 SH       DEFINED    1,2,5,6,8               272847
INTERFACE INC     Common Stock    458665304  18105  1125848 SH       DEFINED    1,2,5,6,8              1125848
INTERDIGITAL      Common equity
  INC               shares        45867G101  61367  1493191 SH       DEFINED    1,2,5,6,8,12           1493191
INTERNAP          Common equity
  NETWORK SVCS      shares
  CORP                            45885A300   6587   948827 SH       DEFINED    1,2,5,6,8               948827
INTERMUNE INC     Common equity
                    shares        45884X103  24720  2550715 SH       DEFINED    1,2,5,6,8              2550715
INTL FCSTONE      Common Stock
  INC                             46116V105   4388   252026 SH       DEFINED    1,2,5,8                 252026
INTL              Common equity
  BANCSHARES        shares
  CORP                            459044103  44014  2438363 SH       DEFINED    1,2,5,6,8,12           2438363
INTL RECTIFIER    Common equity
  CORP              shares        460254105  44153  2490506 SH       DEFINED    1,2,5,6,8,12           2490506
INTL              Common equity
  SHIPHOLDING       shares
  CORP                            460321201   1832   111121 SH       DEFINED    1,2,17                  111121
INTL SPEEDWAY     Common equity
  CORP -CL A        shares        460335201  24665   893056 SH       DEFINED    1,2,5,6,8,12,18         893056
ICG GROUP INC     Common Stock    44928D108   7877   689533 SH       DEFINED    1,2,5,6,8               689533
INTERSIL CORP     Common equity
  -CL A             shares        46069S109  39392  4751820 SH       DEFINED    1,2,5,6,8,10,12        4751820
INTEVAC INC       Common Stock    461148108   2097   459176 SH       DEFINED    1,2,5,6                 459176
INVACARE CORP     Common equity
                    shares        461203101  11128   682781 SH       DEFINED    1,2,5,6,8               682781
INTUITIVE         Common equity
  SURGICAL INC      shares        46120E602 765195  1560452 SH       DEFINED    1,2,5,6,8,10,12,18     1560452
INVESTMENT        Common equity
  TECHNOLOGY        shares
  GP INC                          46145F105   8605   956373 SH       DEFINED    1,2,5,6,8               956373
INVESTORS REAL    REIT
  ESTATE TRUST                    461730103  15589  1785543 SH       DEFINED    1,2,3,5,6,8            1785543
INVESTORS         Common equity
  TITLE CO          shares        461804106    851    14190 SH       DEFINED    1,2                      14190
IRON MOUNTAIN     Common equity
  INC               shares        462846106 207060  6668696 SH       DEFINED    1,2,5,6,8,10,12,18     6668696
ISIS              Common Stock
  PHARMACEUTICALS
  INC                             464330109  36528  3492291 SH       DEFINED    1,2,5,6,8              3492291
ISLE OF CAPRI     Common equity
  CASINOS INC       shares        464592104   2005   358125 SH       DEFINED    1,2,5                   358125
ISRAMCO INC       Common equity
                    shares        465141406   1739    16763 SH       DEFINED    1,2                      16763
ITRON INC         Common equity
                    shares        465741106  49754  1116701 SH       DEFINED    1,2,5,6,8,12,17        1116701
IXYS CORP         Common Stock    46600W106   4795   525033 SH       DEFINED    1,2,5,6,8               525033
J & J SNACK       Common equity
  FOODS CORP        shares        466032109  18835   294564 SH       DEFINED    1,2,5,6,8               294564
EPOCH HOLDING     Common Stock
  CORP                            29428R103   7415   265738 SH       DEFINED    1,2,5,6,8               265738
J2 GLOBAL INC     Common equity
                    shares        48123V102  33142  1083675 SH       DEFINED    1,2,5,6,8              1083675
JACK IN THE       Common equity
  BOX INC           shares        466367109  28793  1006701 SH       DEFINED    1,2,5,6,8              1006701
JACOBS            Common equity
  ENGINEERING       shares
  GROUP INC                       469814107 209627  4924298 SH       DEFINED    1,2,5,6,8,10,12,18     4924298
JAKKS PACIFIC     Common equity
  INC               shares        47012E106   5870   469019 SH       DEFINED    1,2,5,6,8               469019
JOHNSON           Common equity
  OUTDOORS INC      shares
  -CL A                           479167108   1756    88026 SH       DEFINED    1,2                      88026
JONES LANG        Common equity
  LASALLE INC       shares        48020Q107  99182  1181613 SH       DEFINED    1,2,5,6,8,12,18        1181613
JOS A BANK        Common equity
  CLOTHIERS INC     shares        480838101  29136   684241 SH       DEFINED    1,2,5,6,8               684241
KMG CHEMICALS     Common Stock
  INC                             482564101   1970   112036 SH       DEFINED    1,2                     112036
K-SWISS INC       Common equity
  -CL A             shares        482686102   1630   484558 SH       DEFINED    1,2                     484558
KVH INDUSTRIES    Common Stock
  INC                             482738101   3448   246810 SH       DEFINED    1,2                     246810
KAMAN CORP        Common Stock    483548103  19692   535145 SH       DEFINED    1,2,5,6,8               535145

SSgA Confidential

                                                      SHS/PRN SH/ Put/                                Sole   Shared   No
Issuer               Class             Cusip   Value    VAL   PRN Call Discretion      Managers      Voting  Voting Voting
------               -----           --------- ------ ------- --- ---- ---------- ------------------ ------- ------ ------
FURMANITE CORP       Common equity
                       shares        361086101   3240  603316 SH       DEFINED    1,2,6               603316
KANSAS CITY          Common equity
  LIFE INS CO          shares        484836101   4151  108718 SH       DEFINED    1,2,8,17            108718
GREAT PLAINS         Common equity
  ENERGY INC           shares        391164100  79563 3917499 SH       DEFINED    1,2,5,6,8,12,17,18 3917499
KANSAS CITY          Common equity
  SOUTHERN             shares        485170302 284179 3404232 SH       DEFINED    1,2,5,6,8,10,12,18 3404232
KAYDON CORP          Common equity
                       shares        486587108  15720  656910 SH       DEFINED    1,2,5,6,8           656910
KELLY SERVICES       Common equity
  INC -CL A            shares        488152208   9582  608820 SH       DEFINED    1,2,5,6,8           608820
KEMET CORP           Common Stock    488360207   4316  857299 SH       DEFINED    1,2,6,8             857299
KENNAMETAL INC       Common equity
                       shares        489170100  80300 2007624 SH       DEFINED    1,2,5,6,8,12       2007624
KENNEDY-WILSON       Common Stock
  HOLDINGS INC                       489398107   9454  676193 SH       DEFINED    1,2,5,6,8           676193
KERYX                Common equity
  BIOPHARMACEUTICALS   shares
  INC                                492515101   3114 1188362 SH       DEFINED    1,2,6              1188362
KEY TRONIC CORP      Common equity
                       shares        493144109   1427  139539 SH       DEFINED    1,2                 139539
KEYNOTE              Common Stock
  SYSTEMS INC                        493308100   4382  311089 SH       DEFINED    1,2,5,6,8           311089
KFORCE INC           Common equity
                       shares        493732101   8571  598012 SH       DEFINED    1,2,5,6,8           598012
MAGNUM HUNTER        Common Stock
  RESOURCES
  CORP                               55973B102  21636 5421577 SH       DEFINED    1,2,5,6,8          5421577
KIMBALL              Common equity
  INTERNATIONAL        shares
  -CL B                              494274103   7553  650585 SH       DEFINED    1,2,5,8             650585
KILROY REALTY        Real Estate
  CORP                 Investment
                       Trust         49427F108  98244 2073954 SH       DEFINED    1,2,3,5,6,8        2073954
KINDER MORGAN        Limited
  ENERGY -LP           Partnership   494550106  18442  231125 SH       DEFINED    1                   231125
KIRBY CORP           Common equity
                       shares        497266106  95642 1545330 SH       DEFINED    1,2,5,6,8,12       1545330
KNIGHT CAPITAL       Common Stock
  GROUP INC                          499005106  10114 2880793 SH       DEFINED    1,2,5,6,8          2880793
KNIGHT               Common equity
  TRANSPORTATION       shares
  INC                                499064103  19888 1359522 SH       DEFINED    1,2,5,6,8          1359522
XO GROUP INC         Common Stock    983772104   5759  619256 SH       DEFINED    1,2,5,6,8           619256
KOPIN CORP           Common Stock    500600101   4059 1219250 SH       DEFINED    1,2,6,8            1219250
KT CORP              American
                       Depository
                       Receipt       48268K101  12053  719988 SH       DEFINED    1,2,4,5,6           719988
KORN/FERRY           Common equity
  INTERNATIONAL        shares        500643200  14899  939439 SH       DEFINED    1,2,5,6,8           939439
KRISPY KREME         Common equity
  DOUGHNUTS INC        shares        501014104   9819 1046487 SH       DEFINED    1,2,5,6,8          1046487
SUNLINK HEALTH       Common equity
  SYSTEMS INC          shares        86737U102     14   11500 SH       DEFINED    1                    11500
KUBOTA CORP          American
                       Depository
                       Receipt       501173207    238    4140 SH       DEFINED    1                     4140
KULICKE &            Common Stock
  SOFFA
  INDUSTRIES                         501242101   2356  196399 SH       DEFINED    1,2,5,8             196399
LATAM AIRLINES       American
  GROUP SA             Depository
                       Receipt       51817R106  19158  813138 SH       DEFINED    1,2,4,5,6,10        813138
LCA VISION INC       Common equity
                       shares        501803308     31   10935 SH       DEFINED    1                    10935
LMI AEROSPACE        Common equity
  INC                  shares        502079106   2949  152258 SH       DEFINED    1,2                 152258
NEWBRIDGE            Common equity
  BANCORP              shares        65080T102     62   13538 SH       DEFINED    1                    13538
LSB INDUSTRIES       Common equity
  INC                  shares        502160104  12465  351874 SH       DEFINED    1,2,5,6,8           351874
LSI INDUSTRIES       Common equity
  INC                  shares        50216C108   2309  329284 SH       DEFINED    1,2                 329284
LTC PROPERTIES       Real Estate
  INC                  Investment
                       Trust         502175102  33172  942728 SH       DEFINED    1,2,3,5,6,8         942728
LA-Z-BOY INC         Common equity
                       shares        505336107  45892 3243430 SH       DEFINED    1,2,5,6,8          3243430
TRUEBLUE INC         Common equity
                       shares        89785X101  14823  941272 SH       DEFINED    1,2,5,6,8           941272
LACLEDE GROUP        Common equity
  INC                  shares        505597104  21158  547839 SH       DEFINED    1,2,5,6,8,17        547839
ENBRIDGE             Limited
  ENERGY               Partnership
  PRTNRS -LP                         29250R106   5429  194584 SH       DEFINED    1                   194584
LAKELAND             Common equity
  BANCORP INC          shares        511637100   4406  432978 SH       DEFINED    1,2,5,8             432978
LAKELAND             Common equity
  FINANCIAL            shares
  CORP                               511656100   7070  273496 SH       DEFINED    1,2,5,8             273496
LAKES                Common equity
  ENTERTAINMENT        shares
  INC                                51206P109     32   10600 SH       DEFINED    1                    10600
LAMAR                Common equity
  ADVERTISING          shares
  CO -CL A                           512815101  69920 1804302 SH       DEFINED    1,2,5,6,8,12       1804302
SNYDERS-LANCE        Common equity
  INC                  shares        833551104  20855  864994 SH       DEFINED    1,2,5,6,8           864994
LANDEC CORP          Common equity
                       shares        514766104   4692  494416 SH       DEFINED    1,2,5               494416
LANDAUER INC         Common equity
                       shares        51476K103  13426  219379 SH       DEFINED    1,2,5,6,8           219379
LANDSTAR             Common equity
  SYSTEM INC           shares        515098101  69822 1331003 SH       DEFINED    1,2,5,6,8,12,17    1330403           600
LANNETT CO INC       Common equity
                       shares        516012101   1083  218696 SH       DEFINED    1,2,6               218696
LATTICE              Common Stock
  SEMICONDUCTOR
  CORP                               518415104   9077 2275061 SH       DEFINED    1,2,5,6,8          2275061
LAYNE                Common equity
  CHRISTENSEN          shares
  CO                                 521050104   9639  397202 SH       DEFINED    1,2,5,6,8           397202
LENNOX               Common equity
  INTERNATIONAL        shares
  INC                                526107107 141850 2700786 SH       DEFINED    1,2,5,6,8,12,18    2700786
LEUCADIA             Common equity
  NATIONAL CORP        shares        527288104 191367 8043735 SH       DEFINED    1,2,5,6,8,10,12,18 8043735
LEXICON              Common Stock
  PHARMACEUTICALS
  INC                                528872104   8219 3703319 SH       DEFINED    1,2,5,6,8          3703319
LEXINGTON            Real Estate
  REALTY TRUST         Investment
                       Trust         529043101  38316 3666438 SH       DEFINED    1,2,3,5,6,8,17     3666438
LIBBEY INC           Common Stock    529898108   6749  348803 SH       DEFINED    1,2,5,6,8           348803
FIRST                Common equity
  ACCEPTANCE           shares
  CORP                               318457108     14   11846 SH       DEFINED    1                    11846
LIFEWAY FOODS        Common equity
  INC                  shares        531914109    657   75485 SH       DEFINED    1,2                  75485
LIFETIME             Common equity
  BRANDS INC           shares        53222Q103   1943  183164 SH       DEFINED    1,2                 183164
LIFEPOINT            Common equity
  HOSPITALS INC        shares        53219L109  54293 1438124 SH       DEFINED    1,2,5,6,8,12,18    1438124
LIGAND               Common equity
  PHARMACEUTICAL       shares
  INC                                53220K504   7173  345745 SH       DEFINED    1,2,5,6,8           345745
LIMONEIRA CO         Common equity
                       shares        532746104   2532  130473 SH       DEFINED    1,2                 130473
LINCOLN              Common equity
  ELECTRIC             shares
  HLDGS INC                          533900106 111239 2285136 SH       DEFINED    1,2,5,6,8,12       2285136
LINDSAY CORP         Common equity
                       shares        535555106  20427  255040 SH       DEFINED    1,2,5,6,8,17        254484           556
LIONS GATE           Common equity
  ENTERTAINMENT        shares
  CP                                 535919203  24641 1502765 SH       DEFINED    1,2,5,6,8          1502765
LIONBRIDGE           Common Stock
  TECHNOLOGIES
  INC                                536252109   4170 1036798 SH       DEFINED    1,2,5              1036798
LITHIA MOTORS        Common equity
  INC -CL A            shares        536797103  22399  598645 SH       DEFINED    1,2,5,6,8,17        598345           300
LITTELFUSE INC       Common equity
                       shares        537008104  31660  513011 SH       DEFINED    1,2,5,6,8           513011
LIVEPERSON INC       Common Stock    538146101  13441 1022817 SH       DEFINED    1,2,5,6,8          1022817
LOJACK CORP          Common equity
                       shares        539451104     31   11169 SH       DEFINED    1                    11169
LODGENET             Common equity
  INTERACTIVE          shares
  CORP                               540211109      1   15300 SH       DEFINED    1                    15300
LUBYS INC            Common equity
                       shares        549282101   1774  265205 SH       DEFINED    1,2                 265205
LUFKIN               Common equity
  INDUSTRIES           shares
  INC                                549764108  50208  863701 SH       DEFINED    1,2,5,6,8           863701
LUMINEX CORP         Common Stock    55027E102  13065  779359 SH       DEFINED    1,2,5,6,8           779359
LUXOTTICA            American
  GROUP SPA            Depository
                       Receipt       55068R202    210    5080 SH       DEFINED    1                     5080
LYDALL INC           Common equity
                       shares        550819106   4998  348621 SH       DEFINED    1,2                 348621
MB FINANCIAL         Common equity
  INC/MD               shares        55264U108  33802 1711472 SH       DEFINED    1,2,5,6,8          1711472
MDC HOLDINGS         Common equity
  INC                  shares        552676108 124333 3382176 SH       DEFINED    1,2,5,6,8,12       3382176
MDC PARTNERS         Common Stock
  INC                                552697104   4586  405774 SH       DEFINED    1,2,6               405774
MDU RESOURCES        Common equity
  GROUP INC            shares        552690109 207318 9760389 SH       DEFINED    1,2,5,6,8,10,12,18 9760389
ENCORE CAPITAL       Common equity
  GROUP INC            shares        292554102  12383  404459 SH       DEFINED    1,2,5,6,8           404459
MGM RESORTS          Common equity
  INTERNATIONAL        shares        552953101  72270 6209246 SH       DEFINED    1,2,5,8,10,12,18   6209246
BIOSCRIP INC         Common Stock    09069N108   8095  751740 SH       DEFINED    1,2,5,6,8           751740

SSgA Confidential

                                                 SHS/PRN SH/ Put/                                Sole   Shared   No
Issuer          Class             Cusip   Value    VAL   PRN Call Discretion      Managers      Voting  Voting Voting
------          -----           --------- ------ ------- --- ---- ---------- ------------------ ------- ------ ------
M/I HOMES INC   Common equity
                  shares        55305B101  47761 1802243 SH       DEFINED    1,2,5,6,8          1802243
MKS             Common equity
  INSTRUMENTS     shares
  INC                           55306N104  27774 1077413 SH       DEFINED    1,2,5,6,8          1077413
MSC INDUSTRIAL  Common equity
  DIRECT -CL A    shares        553530106  92704 1229856 SH       DEFINED    1,2,5,6,8,12       1229856
MTR GAMING      Common equity
  GROUP INC       shares        553769100   1234  295334 SH       DEFINED    1,2                 295334
MTS SYSTEMS     Common equity
  CORP            shares        553777103  16394  321834 SH       DEFINED    1,2,5,6,8           321834
MAC-GRAY CORP   Common equity
                  shares        554153106   2340  186517 SH       DEFINED    1,2                 186517
MACATAWA BANK   Common equity
  CORP            shares        554225102     40   13822 SH       DEFINED    1                    13822
MACK-CALI       Real Estate
  REALTY CORP     Investment
                  Trust         554489104  88754 3399168 SH       DEFINED    1,2,3,5,6,8,12,18  3399168
ROVI CORP       Common equity
                  shares        779376102  47663 3089070 SH       DEFINED    1,2,5,6,8,12       3089070
MADDEN STEVEN   Common equity
  LTD             shares        556269108  36407  861234 SH       DEFINED    1,2,5,6,8           861234
MGE ENERGY INC  Common equity
                  shares        55277P104  22792  447374 SH       DEFINED    1,2,5,6,8,17        447374
MAGELLAN        Common equity
  HEALTH          shares
  SERVICES INC                  559079207  42832  874108 SH       DEFINED    1,2,5,6,8           874108
MAGELLAN        Common equity
  PETROLEUM       shares
  CORP                          559091301     18   19023 SH       DEFINED    1                    19023
MAGNA           Common equity
  INTERNATIONAL   shares
  INC                           559222401    330    6600 SH       DEFINED    18                    6600
CENVEO INC      Common equity
                  shares        15670S105   2931 1085505 SH       DEFINED    1,2,5              1085505
MANITOWOC CO    Common equity
                  shares        563571108  32495 2072313 SH       DEFINED    1,2,5,6,8,10       2072313
EQUITY          Real Estate
  LIFESTYLE       Investment
  PROPERTIES      Trust         29472R108  73305 1089404 SH       DEFINED    1,2,3,5,6,8        1089404
MARCUS CORP     Common equity
                  shares        566330106   5297  425099 SH       DEFINED    1,2,5,8             425099
MARINEMAX INC   Common equity
                  shares        567908108   3325  371986 SH       DEFINED    1,2                 371986
MARINE          Common equity
  PRODUCTS CORP   shares        568427108    925  161564 SH       DEFINED    1,2                 161564
MARKEL CORP     Common equity
                  shares        570535104  67394  155506 SH       DEFINED    1,2,5,6,8,12,18     155506
MARTEN          Common equity
  TRANSPORT LTD   shares        573075108   5394  293178 SH       DEFINED    1,2,5,8             293178
MARTHA STEWART  Common equity
  LIVING OMNIMD   shares        573083102   1199  490045 SH       DEFINED    1,2,6               490045
MARTIN          Common equity
  MARIETTA        shares
  MATERIALS                     573284106 135490 1437014 SH       DEFINED    1,2,5,6,8,10,12,18 1437014
MASTEC INC      Common equity
                  shares        576323109  25720 1031853 SH       DEFINED    1,2,5,6,8,17       1023411          8442
MATRIX SERVICE  Common Stock
  CO                            576853105   6489  563662 SH       DEFINED    1,2,5,6,8           563662
PANASONIC CORP  American
                  Depository
                  Receipt       69832A205     64   10530 SH       DEFINED    1                    10530
MATTHEWS INTL   Common equity
  CORP -CL A      shares        577128101  32143 1001440 SH       DEFINED    1,2,5,6,8,12       1001440
MATTSON         Common equity
  TECHNOLOGY      shares
  INC                           577223100    577  685385 SH       DEFINED    1,2                 685385
MAXWELL         Common Stock
  TECHNOLOGIES
  INC                           577767106   4339  523178 SH       DEFINED    1,2,6,8             523178
MAXYGEN INC     Common Stock    577776107   2440  993237 SH       DEFINED    1,2,6               993237
MAXIMUS INC     Common equity
                  shares        577933104  48708  770412 SH       DEFINED    1,2,5,6,8           770412
MBT FINANCIAL   Common equity
  CORP            shares        578877102     35   14467 SH       DEFINED    1                    14467
MCCLATCHY CO    Common equity
  -CL A           shares        579489105   3349 1024123 SH       DEFINED    1,2,8              1024123
MCDERMOTT INTL  Common equity
  INC             shares        580037109  43306 3929553 SH       DEFINED    1,2,5,6,8,10,12    3929553
MCGRATH         Common equity
  RENTCORP        shares        580589109  13241  456183 SH       DEFINED    1,2,5,6,8           456183
MCMORAN         Common equity
  EXPLORATION     shares
  CO                            582411104  40326 2512486 SH       DEFINED    1,2,5,6,8          2512486
MEADOWBROOK     Common equity
  INS GROUP INC   shares        58319P108   7093 1227517 SH       DEFINED    1,2,5,6,8          1227517
MEASUREMENT     Common equity
  SPECIALTIES     shares
  INC                           583421102  10054  292668 SH       DEFINED    1,2,5,6,8           292668
MEDALLION       Common equity
  FINANCIAL       shares
  CORP                          583928106   3355  285713 SH       DEFINED    1,2                 285713
MEDIA GENERAL   Common equity
  -CL A           shares        584404107   1387  322319 SH       DEFINED    1,17                  9090        313229
MEDICAL ACTION  Common equity
  INDUSTRIES      shares        58449L100     34   12200 SH       DEFINED    1                    12200
PROASSURANCE    Common equity
  CORP            shares        74267C106  44155 1046473 SH       DEFINED    1,2,5,6,8          1046473
MEDICINES CO    Common equity
                  shares        584688105  34152 1424751 SH       DEFINED    1,2,5,6,8          1424751
MEDIFAST INC    Common equity
                  shares        58470H101   7316  277264 SH       DEFINED    1,2,5,6,8           277264
MENS WEARHOUSE  Common equity
  INC             shares        587118100  41795 1341221 SH       DEFINED    1,2,5,6,8          1341221
MENTOR          Common equity
  GRAPHICS CORP   shares        587200106  59848 3516196 SH       DEFINED    1,2,5,6,8,12,17,18 3510165          6031
MERCANTILE      Common equity
  BANK CORP       shares        587376104   1850  112069 SH       DEFINED    1,2                 112069
MERCER INTL INC Common Stock    588056101    128   17814 SH       DEFINED    1,5,8                17814
MERCHANTS       Common Stock
  BANCSHARES
  INC/VT                        588448100   2208   82639 SH       DEFINED    1,2,6,17             82639
MERCURY         Common equity
  SYSTEMS INC     shares        589378108   5533  601263 SH       DEFINED    1,2,5,6,8           601263
MERCURY         Common equity
  GENERAL CORP    shares        589400100  83209 2096413 SH       DEFINED    1,2,5,6,8,12       2096413
MERIDIAN        Common equity
  BIOSCIENCE      shares
  INC                           589584101  16575  818439 SH       DEFINED    1,2,5,6,8           818439
MERIT MEDICAL   Common equity
  SYSTEMS INC     shares        589889104  11311  813596 SH       DEFINED    1,2,5,6,8           813596
MERGE           Common Stock
  HEALTHCARE
  INC                           589499102   2274  920467 SH       DEFINED    1,2,6,8             920467
MERITAGE HOMES  Common equity
  CORP            shares        59001A102  22791  610294 SH       DEFINED    1,2,5,6,8           610294
MESA            Common equity
  LABORATORIES    shares
  INC                           59064R109   1706   34069 SH       DEFINED    1,2                  34069
MET-PRO CORP    Common equity
                  shares        590876306   2381  245512 SH       DEFINED    1,2                 245512
SILVER BULL     Common equity
  RESOURCES INC   shares        827458100     24   56400 SH       DEFINED    1                    56400
METHODE         Common equity
  ELECTRONICS     shares
  INC                           591520200   7977  795453 SH       DEFINED    1,2,5,8             795453
POWERSECURE     Common equity
  INTL INC        shares        73936N105    118   15100 SH       DEFINED    1                    15100
METROCORP       Common equity
  BANCSHARES      shares
  INC                           591650106   2504  227787 SH       DEFINED    1,2                 227787
MICREL INC      Common equity
                  shares        594793101   9857 1037261 SH       DEFINED    1,2,5,6,8          1037261
MICROVISION INC Common equity
                  shares        594960304     26   13296 SH       DEFINED    1                    13296
MICROSTRATEGY   Common equity
  INC             shares        594972408  15535  166363 SH       DEFINED    1,2,5,6,8           166363
MICROFINANCIAL  Common equity
  INC             shares        595072109    671   92101 SH       DEFINED    1,2                  92101
MICROSEMI CORP  Common equity
                  shares        595137100  42780 2033365 SH       DEFINED    1,2,5,6,8          2033365
MID-AMERICA     Real Estate
  APT CMNTYS      Investment
  INC             Trust         59522J103  76568 1182580 SH       DEFINED    1,2,3,5,6,8        1182580
MIDDLEBY CORP   Common equity
                  shares        596278101  49889  389119 SH       DEFINED    1,2,5,6,8           389119
MIDDLESEX       Common equity
  WATER CO        shares        596680108   5721  292496 SH       DEFINED    1,2,5,8             292496
MIDSOUTH        Common equity
  BANCORP INC     shares        598039105   1948  119094 SH       DEFINED    1,2                 119094
MILLER          Common equity
  (HERMAN) INC    shares        600544100  44731 2088328 SH       DEFINED    1,2,5,6,8,12       2088328
MILLER          Common equity
  INDUSTRIES      shares
  INC/TN                        600551204   3311  217147 SH       DEFINED    1,2                 217147
MILLER ENERGY   Common equity
  RESOURCES INC   shares        600527105   1828  461833 SH       DEFINED    1,2                 461833
MINE SAFETY     Common equity
  APPLIANCES CO   shares        602720104  44317 1037583 SH       DEFINED    1,2,5,6,8,12       1037583
MINERALS        Common equity
  TECHNOLOGIES    shares
  INC                           603158106  51002 1277581 SH       DEFINED    1,2,5,6,8,12       1277581
MINES           Common equity
  MANAGEMENT      shares
  INC                           603432105     15   14300 SH       DEFINED    1                    14300
MIPS            Common equity
  TECHNOLOGIES    shares
  INC                           604567107   7871 1006206 SH       DEFINED    1,2,5,6,8          1006206
MITCHAM         Common equity
  INDUSTRIES      shares
  INC                           606501104   2810  206363 SH       DEFINED    1,2                 206363
MITEK SYSTEMS   Common Stock
  INC                           606710200     39   12300 SH       DEFINED    1                    12300
MOBILE MINI INC Common equity
                  shares        60740F105  15433  740890 SH       DEFINED    1,2,5,6,8           740890
IGO INC         Common Stock    449593102      5   19476 SH       DEFINED    1                    19476

SSgA Confidential

                                                       SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer               Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------               -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
MODINE               Common equity
  MANUFACTURING        shares
  CO                                 607828100    8428  1036627 SH       DEFINED    1,2,5,6,8              1036627
MOLEX INC            Common equity
                       shares        608554200    3350   150116 SH       DEFINED    1,2,5,8,12              150116
MONARCH              Common equity
  CASINO &             shares
  RESORT INC                         609027107    2326   213353 SH       DEFINED    1,2                     213353
MONMOUTH RE          REIT
  INVESTMENT CP                      609720107    7168   691685 SH       DEFINED    1,2,5,6,8               691685
MONRO MUFFLER        Common equity
  BRAKE INC            shares        610236101   27647   790632 SH       DEFINED    1,2,5,6,8               790632
MOOG INC -CL A       Common equity
                       shares        615394202   36487   889411 SH       DEFINED    1,2,5,6,8               889411
DESTINATION          Common Stock
  MATERNITY
  CORP                               25065D100    5786   268250 SH       DEFINED    1,2,5,6                 268250
MOVADO GROUP         Common equity
  INC                  shares        624580106   10648   347171 SH       DEFINED    1,2,5,6,8               347171
MUELLER              Common equity
  INDUSTRIES           shares        624756102   26025   520146 SH       DEFINED    1,2,5,6,8               520146
MULTI-COLOR          Common equity
  CORP                 shares        625383104    5137   214105 SH       DEFINED    1,2,5,6,8               214105
MULTIMEDIA           Common equity
  GAMES                shares
  HOLDING CO                         625453105    8887   604161 SH       DEFINED    1,2,5,6,8               604161
MURPHY OIL CORP      Common equity
                       shares        626717102  509860  8561912 SH       DEFINED    1,2,5,6,8,10,12,18     8561912
MYERS                Common equity
  INDUSTRIES           shares
  INC                                628464109   11215   740247 SH       DEFINED    1,2,5,8                 740247
N B T BANCORP        Common equity
  INC                  shares        628778102   18445   910105 SH       DEFINED    1,2,5,6,8               910105
NCI BUILDING         Common equity
  SYSTEMS INC          shares        628852204    5773   415204 SH       DEFINED    1,2,5                   415204
NASB FINANCIAL       Common equity
  INC                  shares        628968109     994    46503 SH       DEFINED    1,2                      46503
NL INDUSTRIES        Common equity
                       shares        629156407    2068   180541 SH       DEFINED    1,2                     180541
NN INC               Common equity
                       shares        629337106    2474   270221 SH       DEFINED    1,2,6                   270221
NTT DOCOMO INC       American
                       Depository
                       Receipt       62942M201     511    35420 SH       DEFINED    1,2                      35420
NVE CORP             Common equity
                       shares        629445206    4538    81748 SH       DEFINED    1,2,5,6,8                81748
NACCO                Common equity
  INDUSTRIES           shares
  -CL A                              629579103    7904   130297 SH       DEFINED    1,2,5,6,8               130297
NAM TAI              Common equity
  ELECTRONIC           shares        629865205     146    10586 SH       DEFINED    1                        10586
NANOMETRICS INC      Common Stock    630077105    5776   400594 SH       DEFINED    1,2,5,6,8               400594
NAPCO SECURITY       Common equity
  TECH INC             shares        630402105      44    12100 SH       DEFINED    1                        12100
BBCN BANCORP         Common equity
  INC                  shares        073295107   27309  2360279 SH       DEFINED    1,2,5,6,8              2360279
NASH FINCH CO        Common equity
                       shares        631158102    7033   330480 SH       DEFINED    1,2,5,8,17              330480
NATHAN'S             Common equity
  FAMOUS INC           shares        632347100    1074    31949 SH       DEFINED    1,2                      31949
NATIONAL BANK        American
  OF GREECE            Depository
                       Receipt       633643606      77    43088 SH       DEFINED    1,2                      43088
NATIONAL             Common equity
  BANKSHARES           shares
  INC VA                             634865109    3749   115825 SH       DEFINED    1,2                     115825
NATIONAL             Common equity
  BEVERAGE CORP        shares        635017106    2970   203677 SH       DEFINED    1,2,6,8                 203677
NATIONAL             Common equity
  HEALTHCARE           shares
  CORP                               635906100   10276   218437 SH       DEFINED    1,2,5,6,8,17            218437
NATIONAL FUEL        Common equity
  GAS CO               shares        636180101  209946  4141794 SH       DEFINED    1,2,5,6,8,12,18        4141794
NATIONAL             Real Estate
  HEALTH               Investment
  INVESTORS            Trust         63633D104   28890   511036 SH       DEFINED    1,2,3,5,6,8             511036
NIC INC              Common equity
                       shares        62914B100   20624  1262237 SH       DEFINED    1,2,5,6,8              1262237
FIRST CALIF          Common Stock
  FINL GROUP
  INC                                319395109    2641   342090 SH       DEFINED    1,2                     342090
NATIONAL             Common equity
  OILWELL              shares
  VARCO INC                          637071101 1262313 18468397 SH       DEFINED    1,2,5,6,8,10,12,17,18 18467030          1367
NATIONAL PENN        Common equity
  BANCSHARES           shares
  INC                                637138108   39212  4207010 SH       DEFINED    1,2,5,6,8              4207010
NATIONAL             Common equity
  PRESTO INDS          shares
  INC                                637215104    8344   120757 SH       DEFINED    1,2,5,6,8,17            120757
NATIONAL             Common Stock
  RESEARCH CORP                      637372103    1854    34254 SH       DEFINED    1,2                      34254
NATIONAL             Common equity
  TECHNICAL            shares
  SYS INC                            638104109     127    16478 SH       DEFINED    1,17                      4100         12378
NATIONAL             Common equity
  WESTERN LIFE         shares
  -CL A                              638522102    6700    42448 SH       DEFINED    1,2,5,8                  42448
NAVIGATORS           Common equity
  GROUP INC            shares        638904102   10532   206175 SH       DEFINED    1,2,5,6,8               206175
NATURES              Common Stock
  SUNSHINE
  PRODS INC                          639027101    2462   170064 SH       DEFINED    1,2,6                   170064
NAVARRE CORP         Common equity
                       shares        639208107      44    24656 SH       DEFINED    1                        24656
BPZ RESOURCES        Common Stock
  INC                                055639108    6031  1915186 SH       DEFINED    1,2,5,6,8              1915186
NAVIGANT             Common equity
  CONSULTING           shares
  INC                                63935N107   11506  1031206 SH       DEFINED    1,2,5,6,8              1031206
NEOGEN CORP          Common equity
                       shares        640491106   21416   472555 SH       DEFINED    1,2,5,6,8               472555
NAVIDEA              Common Stock
  BIOPHARMACEUTICALS                 63937X103    4174  1475311 SH       DEFINED    1,2,5,6                1475311
SPECTRUM             Common Stock
  PHARMACEUTICALS
  INC                                84763A108   30806  2753229 SH       DEFINED    1,2,5,6,8              2753229
NET 1 UEPS           Common equity
  TECHNOLOGIES         shares
  INC                                64107N206      62    12083 SH       DEFINED    1,5,8                    12083
NETEASE INC          American
                       Depository
                       Receipt       64110W102    9470   222544 SH       DEFINED    1,2                     222544
8X8 INC              Common equity
                       shares        282914100    8764  1186346 SH       DEFINED    1,2,5,6,8              1186346
NETSCOUT             Common equity
  SYSTEMS INC          shares        64115T104   18990   730810 SH       DEFINED    1,2,5,6,8               730810
FALCONSTOR           Common equity
  SOFTWARE INC         shares        306137100    1293   554106 SH       DEFINED    1,2                     554106
UNITED ONLINE        Common equity
  INC                  shares        911268100   11549  2065910 SH       DEFINED    1,2,5,6,8,17           2065910
NEUROCRINE           Common equity
  BIOSCIENCES          shares
  INC                                64125C109   11640  1556543 SH       DEFINED    1,2,5,6,8              1556543
NEVADA GOLD &        Common equity
  CASINOS INC          shares        64126Q206      12    14982 SH       DEFINED    1                        14982
NEW JERSEY           Common equity
  RESOURCES            shares
  CORP                               646025106   33993   857940 SH       DEFINED    1,2,5,6,8               857940
EINSTEIN NOAH        Common equity
  RESTAURANT           shares
  GRP                                28257U104    1492   122295 SH       DEFINED    1,2                     122295
NEWFIELD             Common equity
  EXPLORATION          shares
  CO                                 651290108  162235  6058204 SH       DEFINED    1,2,5,6,8,10,12,18     6058204
NEWPARK              Common equity
  RESOURCES            shares        651718504   15300  1948650 SH       DEFINED    1,2,5,6,8              1948650
NEWPORT CORP         Common equity
                       shares        651824104   10267   763343 SH       DEFINED    1,2,5,6,8               763343
APRICUS              Common equity
  BIOSCIENCES          shares
  INC                                03832V109      23    11498 SH       DEFINED    1                        11498
NICE SYSTEMS         American
  LTD                  Depository
                       Receipt       653656108     363    10849 SH       DEFINED    1                        10849
NICHOLAS             Common equity
  FINANCIAL INC        shares        65373J209    1654   133321 SH       DEFINED    1,2                     133321
NIPPON               American
  TELEGRAPH &          Depository
  TELEPHONE            Receipt       654624105     260    12370 SH       DEFINED    1                        12370
NOBLE ENERGY         Common equity
  INC                  shares        655044105  777990  7646850 SH       DEFINED    1,2,5,6,8,10,12,18     7646850
NOKIA CORP           American
                       Depository
                       Receipt       654902204    4684  1185764 SH       DEFINED    1,2                    1185764
NORDSON CORP         Common equity
                       shares        655663102  165050  2614906 SH       DEFINED    1,2,5,6,8,12,17        2612833          2073
ONEOK PARTNERS       Limited
  -LP                  Partnership   68268N103    7301   135236 SH       DEFINED    1                       135236
NORTHRIM             Common equity
  BANCORP INC          shares        666762109    1984    87618 SH       DEFINED    1,2                      87618
NORTHWEST            Common equity
  NATURAL GAS          shares
  CO                                 667655104   24303   549839 SH       DEFINED    1,2,5,6,8,17            549839
NORTHWEST PIPE       Common equity
  CO                   shares        667746101    3873   162280 SH       DEFINED    1,2,5,6,8               162280
NOVATEL              Common equity
  WIRELESS INC         shares        66987M604      50    38545 SH       DEFINED    1,2,5                    38545
NOVARTIS AG          American
                       Depository
                       Receipt       66987V109     914    14448 SH       DEFINED    1,5,12                   14448
NOVAVAX INC          Common Stock    670002104    3552  1880633 SH       DEFINED    1,2,5,6                1880633
NOVO NORDISK         American
  A/S                  Depository
                       Receipt       670100205     380     2330 SH       DEFINED    1                         2330
NU SKIN              Common equity
  ENTERPRISES          shares
  -CL A                              67018T105   28688   774296 SH       DEFINED    1,2,5,6,8,17            774296
NUMEREX CORP         Common equity
  -CL A                shares        67053A102    1790   136112 SH       DEFINED    1,2                     136112
NUTRACEUTICAL        Common equity
  INTL CORP            shares        67060Y101    2922   176618 SH       DEFINED    1,2                     176618
NUTRISYSTEM INC      Common equity
                       shares        67069D108    4601   562057 SH       DEFINED    1,2,5,8                 562057
OGE ENERGY CORP      Common equity
                       shares        670837103  171254  3041256 SH       DEFINED    1,2,5,6,8,10,12,18     3041256

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
OM GROUP INC      Common equity
                    shares        670872100  14601   657800 SH       DEFINED    1,2,5,6,8               657800
OSI SYSTEMS INC   Common Stock    671044105  25848   403640 SH       DEFINED    1,2,5,6,8               403640
GEOSPACE          Common equity
  TECHNOLOGIES      shares
  CORP                            37364X109  25449   286365 SH       DEFINED    1,2,5,6,8,17            285438           927
STERLING          Common equity
  CONSTRUCTION      shares
  CO INC                          859241101   2901   291904 SH       DEFINED    1,2                     291904
OCEANEERING       Common equity
  INTERNATIONAL     shares        675232102 189672  3526092 SH       DEFINED    1,2,5,6,8,10,12,17,18  3522956          3136
OCEANFIRST        Common equity
  FINANCIAL         shares
  CORP                            675234108   3793   275695 SH       DEFINED    1,2                     275695
INNOSPEC INC      Common equity
                    shares        45768S105  16682   483763 SH       DEFINED    1,2,5,6,8               483763
OCWEN             Common equity
  FINANCIAL         shares
  CORP                            675746309 110723  3201086 SH       DEFINED    1,2,5,6,8,18           3201086
ITERIS INC        Common equity
                    shares        46564T107     19    11165 SH       DEFINED    1                        11165
ODYSSEY MARINE    Common equity
  EXPLORATION       shares        676118102   3101  1044685 SH       DEFINED    1,2,6                  1044685
BRISTOW GROUP     Common equity
  INC               shares        110394103  46045   858089 SH       DEFINED    1,2,5,6,8               858089
OIL DRI CORP      Common equity
  AMERICA           shares        677864100   2523    91186 SH       DEFINED    1,2                      91186
OIL STATES        Common equity
  INTL INC          shares        678026105 107970  1509229 SH       DEFINED    1,2,5,6,8,12,17        1501729          7500
OLD DOMINION      Common equity
  FREIGHT           shares        679580100  54316  1584547 SH       DEFINED    1,2,5,6,8              1584547
OLD NATIONAL      Common equity
  BANCORP           shares        680033107  42476  3578369 SH       DEFINED    1,2,5,6,8              3578369
OLIN CORP         Common equity
                    shares        680665205 139718  6471262 SH       DEFINED    1,2,5,6,8,12,18        6471262
OLYMPIC STEEL     Common equity
  INC               shares        68162K106   5664   255852 SH       DEFINED    1,2,5,8                 255852
OMEGA             Real Estate
  HEALTHCARE        Investment
  INVS INC          Trust         681936100 103801  4352196 SH       DEFINED    1,2,3,5,6,8,12,18      4352196
OMEGA PROTEIN     Common equity
  CORP              shares        68210P107   2068   337704 SH       DEFINED    1,2                     337704
OMNIVISION        Common equity
  TECHNOLOGIES      shares
  INC                             682128103  16739  1188994 SH       DEFINED    1,2,5,6,8              1188994
OMNOVA            Common equity
  SOLUTIONS INC     shares        682129101   7432  1059890 SH       DEFINED    1,2,5,6,8              1059890
ON ASSIGNMENT     Common Stock
  INC                             682159108  16855   831134 SH       DEFINED    1,2,5,6,8               831134
ON                Common equity
  SEMICONDUCTOR     shares
  CORP                            682189105  39535  5608015 SH       DEFINED    1,2,5,6,8              5608015
ONE LIBERTY       Real Estate
  PROPERTIES        Investment
  INC               Trust         682406103   3503   172736 SH       DEFINED    1,2,5                   172736
1-800-            Common equity
  FLOWERS.COM       shares        68243Q106   2392   652712 SH       DEFINED    1,2                     652712
ONEOK INC         Common equity
                    shares        682680103 439896 10289856 SH       DEFINED    1,2,5,6,8,10,12,18    10289856
ONLINE            Common equity
  RESOURCES         shares
  CORP                            68273G101     37    16363 SH       DEFINED    1                        16363
ONYX              Common Stock
  PHARMACEUTICALS
  INC                             683399109  77662  1028271 SH       DEFINED    1,2,5,6,8,17,18        1028271
OPEN TEXT CORP    Common Stock    683715106    347     6207 SH       DEFINED    1,2,18                    6207
UNWIRED PLANET    Common equity
  INC               shares        91531F103   1741  1451898 SH       DEFINED    1,2                    1451898
OPLINK            Common Stock
  COMMUNICATIONS
  INC                             68375Q403   7168   460069 SH       DEFINED    1,2,5,6,8               460069
ORASURE           Common Stock
  TECHNOLOGIES
  INC                             68554V108   6736   937261 SH       DEFINED    1,2,5,6,8               937261
ORBITAL           Common equity
  SCIENCES CORP     shares        685564106  19386  1408002 SH       DEFINED    1,2,5,6,8              1408002
MEDIVATION INC    Common Stock    58501N101  68755  1343977 SH       DEFINED    1,2,5,6,8              1343977
O'REILLY          Common equity
  AUTOMOTIVE        shares
  INC                             67103H107 436912  4886096 SH       DEFINED    1,2,5,6,8,10,12,18     4886096
ORIENTAL          Common equity
  FINANCIAL         shares
  GROUP INC                       68618W100  21172  1585850 SH       DEFINED    1,2,5,6,8              1585850
OTTER TAIL CORP   Common equity
                    shares        689648103  17096   683628 SH       DEFINED    1,2,5,6,8               683628
OWENS & MINOR     Common equity
  INC               shares        690732102  66803  2343159 SH       DEFINED    1,2,5,6,8,12           2343159
OWENS-ILLINOIS    Common equity
  INC               shares        690768403 149875  7045684 SH       DEFINED    1,2,5,6,8,10,12,18     7045684
OXFORD            Common equity
  INDUSTRIES        shares
  INC                             691497309  12361   266621 SH       DEFINED    1,2,5,6,8               266621
VIRNETX           Common equity
  HOLDING CORP      shares        92823T108  22372   764068 SH       DEFINED    1,2,5,6,8               764068
PC CONNECTION     Common equity
  INC               shares        69318J100   3438   298817 SH       DEFINED    1,2                     298817
PCTEL INC         Common equity
                    shares        69325Q105   2019   280481 SH       DEFINED    1,2                     280481
ACADIA            Common Stock
  HEALTHCARE
  CO INC                          00404A109   9739   417417 SH       DEFINED    1,2,5,6,8               417417
PICO HOLDINGS     Common Stock
  INC                             693366205   8285   408761 SH       DEFINED    1,2,5,6,8               408761
PLX TECHNOLOGY    Common equity
  INC               shares        693417107   3097   853244 SH       DEFINED    1,2                     853244
PS BUSINESS       Real Estate
  PARKS             Investment
                    Trust         69360J107  36932   568498 SH       DEFINED    1,2,3,5,6,8,17          568498
PVF CAPITAL       Common equity
  CORP              shares        693654105     46    21290 SH       DEFINED    1                        21290
PSS WORLD         Common equity
  MEDICAL INC       shares        69366A100  29660  1027012 SH       DEFINED    1,2,5,6,8              1027012
PREMIERE          Common equity
  GLOBAL            shares
  SERVICES INC                    740585104  10224  1045118 SH       DEFINED    1,2,5,6,8              1045118
BANK OF HAWAII    Common equity
  CORP              shares        062540109 119445  2711606 SH       DEFINED    1,2,5,6,8,12           2711606
PACIFIC           Common equity
  CONTINENTAL       shares
  CORP                            69412V108   2931   300984 SH       DEFINED    1,2                     300984
PACIFIC           Common equity
  MERCANTILE        shares
  BANCORP                         694552100    774   123272 SH       DEFINED    1,2                     123272
PACIFIC           Common equity
  SUNWEAR           shares
  CALIF INC                       694873100     93    58575 SH       DEFINED    1                        58575
PAIN              Common Stock
  THERAPEUTICS
  INC                             69562K100   1703   628965 SH       DEFINED    1,2,6                   628965
PALATIN           Common equity
  TECHNOLOGIES      shares
  INC                             696077403     12    20020 SH       DEFINED    1                        20020
PALOMAR MED       Common equity
  TECHNOLOGIES      shares
  INC                             697529303   3425   371842 SH       DEFINED    1,2,6,8                 371842
PARAMOUNT GOLD    Common equity
  AND SILVER        shares        69924P102   4893  2109011 SH       DEFINED    1,2,5,6                2109011
PANHANDLE         Common equity
  OIL & GAS INC     shares        698477106   3309   117285 SH       DEFINED    1,2                     117285
PANTRY INC        Common equity
                    shares        698657103   5637   465252 SH       DEFINED    1,2,5,6,8               465252
PAPA JOHNS        Common equity
  INTERNATIONAL     shares
  INC                             698813102  24012   437132 SH       DEFINED    1,2,5,6,8               437132
PAREXEL           Common equity
  INTERNATIONAL     shares
  CORP                            699462107  34901  1179490 SH       DEFINED    1,2,5,6,8,17           1177628          1862
PARK              Common equity
  ELECTROCHEMICAL   shares
  CORP                            700416209  10732   417241 SH       DEFINED    1,2,5,6,8               417241
PARK NATIONAL     Common equity
  CORP              shares        700658107  21872   338480 SH       DEFINED    1,2,5,6,8               338480
PARK OHIO         Common equity
  HOLDINGS CORP     shares        700666100   3155   148037 SH       DEFINED    1,2                     148037
PARKER            Common equity
  DRILLING CO       shares        701081101  13285  2888462 SH       DEFINED    1,2,5,6,8              2888462
PARKERVISION      Common Stock
  INC                             701354102   2192  1079967 SH       DEFINED    1,2                    1079967
PARKWAY           Real Estate
  PROPERTIES        Investment
  INC               Trust         70159Q104  11439   817660 SH       DEFINED    1,2,3,5,6,8             817660
PATRICK           Common equity
  INDUSTRIES        shares
  INC                             703343103   1067    68631 SH       DEFINED    1,2                      68631
PATRIOT           Common equity
  NATIONAL          shares
  BANCORP INC                     70336F104     16    14400 SH       DEFINED    1                        14400
PATRIOT TRANSN    Common equity
  HOLDING INC       shares        70337B102   2695    94788 SH       DEFINED    1,2,6                    94788
PEAPACK-          Common equity
  GLADSTONE         shares
  FINL CORP                       704699107   1630   115757 SH       DEFINED    1,2,6                   115757
MEDNAX INC        Common equity
                    shares        58502B106 111254  1399081 SH       DEFINED    1,2,5,6,8,12,18        1399081
PMFG INC          Common Stock    69345P103   3024   332672 SH       DEFINED    1,2,6                   332672
PEGASYSTEMS INC   Common equity
                    shares        705573103   7029   309697 SH       DEFINED    1,2,5,6,8               309697
PENN NATIONAL     Common equity
  GAMING INC        shares        707569109  37679   767194 SH       DEFINED    1,2,5,6,8,12            767194
PENN VIRGINIA     Common equity
  CORP              shares        707882106   4935  1119996 SH       DEFINED    1,2,5,6,8              1119996
PENNS WOODS       Common equity
  BANCORP INC       shares        708430103   2169    57999 SH       DEFINED    1,2                      57999
METRO BANCORP     Common equity
  INC               shares        59161R101   3051   230889 SH       DEFINED    1,2                     230889
PENNSYLVANIA      Real Estate
  RE INVS TRUST     Investment
                    Trust         709102107  30307  1718150 SH       DEFINED    1,2,3,5,6,8            1718150
PEOPLES           Common equity
  BANCORP           shares
  INC/OH                          709789101   4276   209182 SH       DEFINED    1,2,5,8                 209182
PEOPLE'S          Common equity
  UNITED FINL       shares
  INC                             712704105 227209 18792862 SH       DEFINED    1,2,5,6,8,10,12,17,18 18792862

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
RENASANT CORP     Common equity
                    shares        75970E107    9284   485177 SH       DEFINED    1,2,5,8                 485177
PEP BOYS-MANNY    Common equity
  MOE & JACK        shares        713278109   15877  1614957 SH       DEFINED    1,2,5,6,8              1614957
BRF - BRASIL      American
  FOODS SA          Depository
                    Receipt       10552T107   18064   855622 SH       DEFINED    1,2,4,5,6,10            855622
PEREGRINE         Common equity
  PHARMACEUTICLS    shares
  INC                             713661304      98    74019 SH       DEFINED    1,5                      74019
PERFICIENT INC    Common equity
                    shares        71375U101    7202   611601 SH       DEFINED    1,2,5,6,8               611601
PERFORMANCE       Common equity
  TECHNOLOGIES      shares
  INC                             71376K102      11    13957 SH       DEFINED    1                        13957
PERICOM           Common equity
  SEMICONDUCTOR     shares
  CORP                            713831105    4424   550879 SH       DEFINED    1,2,6,8                 550879
TUTOR PERINI      Common equity
  CORP              shares        901109108    9331   681339 SH       DEFINED    1,2,5,6,8               681339
PERMA-FIX         Common equity
  ENVIRONMENTAL     shares
  SVCS                            714157104      24    33700 SH       DEFINED    1                        33700
PERRIGO CO        Common equity
                    shares        714290103  390159  3750533 SH       DEFINED    1,2,5,6,8,10,12,18     3750533
TELEKOMUNIKASI    American
  INDONESIA         Depository
                    Receipt       715684106   11174   302409 SH       DEFINED    1,2,4,6                 302409
PERVASIVE         Common Stock
  SOFTWARE INC                    715710109    1477   165612 SH       DEFINED    1,2,6                   165612
PETMED EXPRESS    Common equity
  INC               shares        716382106    5035   453469 SH       DEFINED    1,2,5,8                 453469
PETROCHINA CO     American
  LTD               Depository
                    Receipt       71646E100    4161    28939 SH       DEFINED    1,2,4,5,6                28939
PETROLEO          American
  BRASILEIRO        Depository
  SA PETRO          Receipt       71654V101  140390  7274139 SH       DEFINED    1,2,4,5,6,8,10,18      7274139
PETROBRAS-        American
  PETROLEO          Depository
  BRASILIER         Receipt       71654V408  153834  7901156 SH       DEFINED    1,2,4,5,6,8,10,18      7901156
PDC ENERGY INC    Common equity
                    shares        69327R101   29179   878679 SH       DEFINED    1,2,5,6,8               878679
PHI INC           Common equity
                    shares        69336T205    7960   237733 SH       DEFINED    1,2,5,6,8               237733
PETROQUEST        Common equity
  ENERGY INC        shares        716748108    5338  1078614 SH       DEFINED    1,2,5,6,8              1078614
PHARMACYCLICS     Common Stock
  INC                             716933106   81981  1415884 SH       DEFINED    1,2,5,6,8,17,18        1415884
ACCELRYS INC      Common Stock    00430U103    8908   984286 SH       DEFINED    1,2,5,6,8               984286
AQUA AMERICA      Common equity
  INC               shares        03836W103  202682  7973276 SH       DEFINED    1,2,5,6,8,10,12        7973276
PLDT-             American
  PHILIPPINE        Depository
  LNG DIST TEL      Receipt       718252604   25141   410070 SH       DEFINED    1,2,4,5,6,18            410070
PVH CORP          Common equity
                    shares        693656100  251273  2263473 SH       DEFINED    1,2,5,6,8,10,12,18     2263473
PHOTOMEDEX INC    Common Stock    719358301    2643   182266 SH       DEFINED    1,2,6                   182266
PHOTRONICS INC    Common equity
                    shares        719405102    6157  1033220 SH       DEFINED    1,2,5,6,8              1033220
PIEDMONT          Common equity
  NATURAL GAS       shares
  CO                              720186105  101323  3236090 SH       DEFINED    1,2,5,6,8              3236090
PIER 1 IMPORTS    Common equity
  INC/DE            shares        720279108  109519  5475909 SH       DEFINED    1,2,5,6,8              5475909
PINNACLE          Common equity
  ENTERTAINMENT     shares
  INC                             723456109   18777  1186312 SH       DEFINED    1,2,5,6,8              1186312
PINNACLE FINL     Common equity
  PARTNERS INC      shares        72346Q104   17914   951041 SH       DEFINED    1,2,5,6,8               951041
AGILYSYS INC      Common equity
                    shares        00847J105    2953   353136 SH       DEFINED    1,2,6                   353136
BRINKS CO         Common equity
                    shares        109696104   50695  1776753 SH       DEFINED    1,2,5,6,8,12,18        1776753
PIXELWORKS INC    Common equity
                    shares        72581M305      30    13163 SH       DEFINED    1                        13163
PLAINS ALL        Limited
  AMER              Partnership
  PIPELNE -LP                     726503105   15557   343881 SH       DEFINED    1                       343881
PLANAR SYSTEMS    Common equity
  INC               shares        726900103      22    15500 SH       DEFINED    1                        15500
PLANTRONICS INC   Common equity
                    shares        727493108   53053  1438929 SH       DEFINED    1,2,5,6,8,12           1438929
POLARIS           Common equity
  INDUSTRIES        shares
  INC                             731068102  177317  2107115 SH       DEFINED    1,2,5,6,8,10,12,18     2107115
RALPH LAUREN      Common equity
  CORP              shares        751212101  372518  2484727 SH       DEFINED    1,2,5,6,8,10,12,18     2484727
POLYCOM INC       Common equity
                    shares        73172K104   48049  4593453 SH       DEFINED    1,2,5,6,8,12           4593453
POLYONE CORP      Common equity
                    shares        73179P106   37931  1857301 SH       DEFINED    1,2,5,6,8              1857301
INVENTURE         Common Stock
  FOODS INC                       461212102    1201   184996 SH       DEFINED    1,2                     184996
POST              Real Estate
  PROPERTIES        Investment
  INC               Trust         737464107   76810  1537649 SH       DEFINED    1,2,3,5,6,8            1537649
POTASH CORP       Common equity
  SASK INC          shares        73755L107   22848   561540 SH       DEFINED    1,2,5,17,18             557622          3918
POTLATCH CORP     REIT            737630103   51961  1325904 SH       DEFINED    1,2,5,6,8,12,18        1325904
POWELL            Common equity
  INDUSTRIES        shares
  INC                             739128106    6870   165402 SH       DEFINED    1,2,5,8                 165402
POWER             Common equity
  INTEGRATIONS      shares
  INC                             739276103   19075   567476 SH       DEFINED    1,2,5,6,8               567476
POWERWAVE         Common equity
  TECHNOLOGIES      shares
  INC                             739363307       6    22627 SH       DEFINED    1                        22627
POZEN INC         Common Stock    73941U102    3073   612525 SH       DEFINED    1,2,5,6                 612525
PREFORMED LINE    Common Stock
  PRODUCTS CO                     740444104    3352    56352 SH       DEFINED    1,2                      56352
PRICELINE.COM     Common equity
  INC               shares        741503403 1307656  2105062 SH       DEFINED    1,2,5,6,8,10,12,18     2105062
PRICESMART INC    Common equity
                    shares        741511109   31829   413107 SH       DEFINED    1,2,5,6,8               413107
RADNET INC        Common equity
                    shares        750491102      47    19000 SH       DEFINED    1                        19000
PRIVATEBANCORP    Common equity
  INC               shares        742962103   42989  2806057 SH       DEFINED    1,2,5,6,8              2806057
PDI INC           Common equity
                    shares        69329V100     880   115597 SH       DEFINED    1,2                     115597
PRGX GLOBAL INC   Common Stock    69357C503    2065   320302 SH       DEFINED    1,2                     320302
PROGENICS         Common Stock
  PHARMACEUTICAL
  INC                             743187106    1824   613492 SH       DEFINED    1,2,6                   613492
PROGRESS          Common equity
  SOFTWARE CORP     shares        743312100   27210  1296378 SH       DEFINED    1,2,5,6,8              1296378
PROSPERITY        Common Stock
  BANCSHARES
  INC                             743606105  131091  3121141 SH       DEFINED    1,2,5,6,8,12           3121141
PROTECTIVE        Common equity
  LIFE CORP         shares        743674103   74678  2612973 SH       DEFINED    1,2,5,6,8,12,18        2612973
PDL BIOPHARMA     Common equity
  INC               shares        69329Y104   24094  3417431 SH       DEFINED    1,2,5,6,8,17           3417431
PROVIDENT NEW     Common Stock
  YORK BANCORP                    744028101    5985   642773 SH       DEFINED    1,2,5,8                 642773
PROVIDENT         Common equity
  FINANCIAL         shares
  HOLDINGS                        743868101    2482   141777 SH       DEFINED    1,2                     141777
PNM RESOURCES     Common equity
  INC               shares        69349H107   62552  3049906 SH       DEFINED    1,2,5,6,8,12,17,18     3049906
ARGAN INC         Common equity
                    shares        04010E109    2531   140596 SH       DEFINED    1,2                     140596
QUAKER            Common equity
  CHEMICAL CORP     shares        747316107   14744   273760 SH       DEFINED    1,2,5,6,8               273760
QUALITY           Common equity
  SYSTEMS INC       shares        747582104   14729   848574 SH       DEFINED    1,2,5,6,8               848574
QUANEX            Common equity
  BUILDING          shares
  PRODUCTS                        747619104   36880  1806778 SH       DEFINED    1,2,5,6,8              1806778
QUANTA            Common equity
  SERVICES INC      shares        74762E102  219468  8042188 SH       DEFINED    1,2,5,6,8,10,12,17,18  8036990          5198
QUANTUM CORP      Common equity
                    shares        747906204    5151  4154735 SH       DEFINED    1,2,5,6,8              4154735
MEETME INC        Common Stock    585141104     754   216317 SH       DEFINED    1,2                     216317
QUESTAR CORP      Common equity
                    shares        748356102  215787 10920191 SH       DEFINED    1,2,5,6,8,12          10920191
QUESTCOR          Common Stock
  PHARMACEUTICALS
  INC                             74835Y101   46418  1737099 SH       DEFINED    1,2,5,6,8              1737099
QUICKLOGIC CORP   Common equity
                    shares        74837P108    1036   477948 SH       DEFINED    1,2                     477948
QUICKSILVER       Common equity
  RESOURCES INC     shares        74837R104   20562  7189624 SH       DEFINED    1,2,5,6,8,12           7189624
QUIKSILVER INC    Common equity
                    shares        74838C106   10625  2500405 SH       DEFINED    1,2,5,6,8              2500405
QUIDEL CORP       Common Stock    74838J101    9275   496926 SH       DEFINED    1,2,5,6,8               496926
DORMAN            Common equity
  PRODUCTS INC      shares        258278100   15247   431452 SH       DEFINED    1,2,5,6,8               431452
RAIT FINANCIAL    Real Estate
  TRUST             Investment
                    Trust         749227609    4637   820435 SH       DEFINED    1,2,5,6,8               820435
RLI CORP          Common equity
                    shares        749607107  138508  2142073 SH       DEFINED    1,2,5,6,8              2142073
PREMIER           Common equity
  EXHIBITIONS       shares
  INC                             74051E102     803   295902 SH       DEFINED    1,2                     295902
RPC INC           Common equity
                    shares        749660106   14782  1207305 SH       DEFINED    1,2,5,6,8              1207305
RPM               Common equity
  INTERNATIONAL     shares
  INC                             749685103  215303  7333445 SH       DEFINED    1,2,5,6,8,12,18        7333445

SSgA Confidential

                                                        SHS/PRN  SH/ Put/                              Sole   Shared   No
Issuer                 Class             Cusip   Value    VAL    PRN Call Discretion    Managers      Voting  Voting Voting
------                 -----           --------- ------ -------- --- ---- ---------- --------------- -------- ------ ------
RTI INTL METALS        Common equity
  INC                    shares        74973W107  31381  1138556 SH       DEFINED    1,2,5,6,8        1138556
RF MICRO DEVICES       Common equity
  INC                    shares        749941100  45118 10071113 SH       DEFINED    1,2,5,6,8,12    10071113
ENDOLOGIX INC          Common Stock    29266S106  13741   965161 SH       DEFINED    1,2,5,6,8         965161
RADIO ONE INC          Common Stock    75040P405     20    26403 SH       DEFINED    1                  26403
RADISYS CORP           Common equity
                         shares        750459109   1330   446637 SH       DEFINED    1,2,5             446637
RALCORP HOLDINGS       Common equity                                                 1,2,5,6,8,10,
  INC                    shares        751028101 175810  1960973 SH       DEFINED    12,18            1960973
RANGE RESOURCES        Common equity                                                 1,2,5,6,8,10,
  CORP                   shares        75281A109 460136  7323421 SH       DEFINED    12,17,18         7322695           726
RAVEN INDUSTRIES       Common equity
  INC                    shares        754212108  17390   659718 SH       DEFINED    1,2,5,6,8         659718
RAYMOND JAMES          Common equity                                                 1,2,5,6,8,
  FINANCIAL CORP         shares        754730109 113695  2951003 SH       DEFINED    12,18            2951003
EVOLUTION              Common equity
  PETROLEUM CORP         shares        30049A107   1896   233376 SH       DEFINED    1,2               233376
REALNETWORKS INC       Common equity
                         shares        75605L708   3001   397125 SH       DEFINED    1,2,6,8           397125
REALTY INCOME          Real Estate
  CORP                   Investment                                                  1,2,3,5,6,8,10,
                         Trust         756109104 192013  4775431 SH       DEFINED    12,18            4775431
MIDWAY GOLD CORP       Common equity
                         shares        598153104   2310  1660504 SH       DEFINED    1,2,6            1660504
RED HAT INC            Common equity                                                 1,2,5,6,8,10,
                         shares        756577102 400461  7561581 SH       DEFINED    12,18            7561581
CRAFT BREW             Common equity
  ALLIANCE INC           shares        224122101    871   134655 SH       DEFINED    1,2               134655
REDWOOD TRUST INC      Real Estate
                         Investment
                         Trust         758075402  28401  1681579 SH       DEFINED    1,2,5,6,8        1681579
REGAL-BELOIT CORP      Common equity
                         shares        758750103  85534  1213869 SH       DEFINED    1,2,5,6,8,12,18  1213869
REGENERON              Common Stock                                                  1,2,5,6,8,10,
  PHARMACEUT                           75886F107 421203  2462182 SH       DEFINED    12,18            2462182
RTI BIOLOGICS INC      Common Stock    74975N105   5167  1209584 SH       DEFINED    1,2,5,6,8        1209584
RELIANCE STEEL &       Common equity
  ALUMINUM CO            shares        759509102 157366  2534035 SH       DEFINED    1,2,5,6,8,12     2534035
REPLIGEN CORP          Common Stock    759916109   3409   542248 SH       DEFINED    1,2               542248
RENTECH INC            Common equity
                         shares        760112102  19345  7355379 SH       DEFINED    1,2,5,6,8        7355379
RENTRAK CORP           Common equity
                         shares        760174102   3094   158780 SH       DEFINED    1,2,5             158780
REPUBLIC BANCORP       Common equity
  INC/KY                 shares        760281204   3904   184691 SH       DEFINED    1,2,6,8           184691
REPUBLIC FIRST         Common equity
  BANCORP INC            shares        760416107     29    13749 SH       DEFINED    1                  13749
RESEARCH               Common equity
  FRONTIERS INC          shares        760911107     50    13270 SH       DEFINED    1                  13270
RESEARCH IN            Common Stock
  MOTION LTD                           760975102    517    43535 SH       DEFINED    1,2,5,8,18         43535
RESMED INC             Common equity                                                 1,2,5,6,8,10,
                         shares        761152107 194056  4668110 SH       DEFINED    12,18            4668110
RESOURCE AMERICA       Common equity
  INC                    shares        761195205    919   137665 SH       DEFINED    1,2               137665
RESOURCES              Common equity
  CONNECTION INC         shares        76122Q105  12077  1011675 SH       DEFINED    1,2,5,6,8        1011675
REX AMERICAN           Common equity
  RESOURCES CORP         shares        761624105   4246   220089 SH       DEFINED    1,2               220089
RICHARDSON             Common Stock
  ELECTRONICS LTD                      763165107   2781   245607 SH       DEFINED    1,2,6             245607
RIGEL                  Common Stock
  PHARMACEUTICALS
  INC                                  766559603  14737  2267303 SH       DEFINED    1,2,5,6,8        2267303
RIO TINTO GROUP        American
  (GBP)                  Depository
                         Receipt       767204100    783    13461 SH       DEFINED    1                  13461
RITCHIE BROS           Common equity
  AUCTIONEERS INC        shares        767744105    276    13200 SH       DEFINED    1                  13200
RITE AID CORP          Common equity                                                 1,2,5,6,8,
                         shares        767754104  30246 22241270 SH       DEFINED    12,17           21801470        439800
RIVERVIEW              Common equity
  BANCORP INC            shares        769397100     22    12835 SH       DEFINED    1                  12835
ROBBINS & MYERS        Common equity
  INC                    shares        770196103  51642   868697 SH       DEFINED    1,2,5,6,8         868697
ROCHESTER              Common equity
  MEDICAL CORP           shares        771497104   1296   128811 SH       DEFINED    1,2               128811
ROCK-TENN CO           Common equity                                                 1,2,5,6,8,10,
                         shares        772739207 157069  2246645 SH       DEFINED    12,18            2246645
ROCKWELL MEDICAL       Common equity
  INC                    shares        774374102   2267   281612 SH       DEFINED    1,2               281612
ROFIN SINAR            Common equity
  TECHNOLOGIES           shares
  INC                                  775043102  12256   565179 SH       DEFINED    1,2,5,6,8         565179
ROGERS                 Common equity
  COMMUNICATIONS -CL B   shares        775109200   1107    24302 SH       DEFINED    1,2                24302
ROGERS CORP            Common equity
                         shares        775133101  15806   318194 SH       DEFINED    1,2,5,6,8         318194
ROLLINS INC            Common equity
                         shares        775711104  37398  1696845 SH       DEFINED    1,2,5,6,8,12     1696845
ROYAL BANK OF          Common equity
  CANADA                 shares        780087102    580     9638 SH       DEFINED    1                   9638
ROYAL GOLD INC         Common equity
                         shares        780287108 177894  2187856 SH       DEFINED    1,2,5,6,8,12,18  2187856
HARRIS TEETER          Common equity
  SUPERMARKETS           shares        414585109  69935  1813632 SH       DEFINED    1,2,5,6,8,12,18  1813632
RUDOLPH                Common equity
  TECHNOLOGIES           shares
  INC                                  781270103  10852   807089 SH       DEFINED    1,2,5,8           807089
KID BRANDS INC         Common equity
                         shares        49375T100     27    17747 SH       DEFINED    1                  17747
S & T BANCORP INC      Common equity
                         shares        783859101  12188   674562 SH       DEFINED    1,2,5,6,8         674562
NEONODE INC            Common Stock    64051M402   1407   289614 SH       DEFINED    1,2               289614
SBA                    Common equity
  COMMUNICATIONS         shares                                                      1,2,5,6,8,10,
  CORP                                 78388J106 168715  2375509 SH       DEFINED    12,18            2375509
IDENTIVE GROUP         Common equity
  INC                    shares        45170X106     39    26565 SH       DEFINED    1                  26565
POOL CORP              Common equity
                         shares        73278L105  45655  1078789 SH       DEFINED    1,2,5,6,8        1078789
SJW CORP               Common equity
                         shares        784305104   6608   248340 SH       DEFINED    1,2,5,8           248340
SABA SOFTWARE INC      Common equity
                         shares        784932600   4138   473860 SH       DEFINED    1,2,5,6           473860
S Y BANCORP INC        Common equity
                         shares        785060104   4712   210341 SH       DEFINED    1,2,5,8           210341
SMITH & WESSON         Common equity
  HOLDING CORP           shares        831756101   9480  1123114 SH       DEFINED    1,2,5,6,8        1123114
SAFEGUARD              Common equity
  SCIENTIFICS INC        shares        786449207   5201   352629 SH       DEFINED    1,2,5,6,8         352629
SM ENERGY CO           Common equity
                         shares        78454L100 103071  1974189 SH       DEFINED    1,2,5,6,8,12,18  1974189
SALEM                  Common equity
  COMMUNICATIONS         shares
  CORP                                 794093104    639   116652 SH       DEFINED    1,2               116652
GASCO ENERGY INC       Common equity
                         shares        367220100      6    80300 SH       DEFINED    1                  80300
SANDERSON FARMS        Common equity
  INC                    shares        800013104  20926   440020 SH       DEFINED    1,2,5,6,8         440020
SANDY SPRING           Common equity
  BANCORP INC            shares        800363103   8380   431552 SH       DEFINED    1,2,5,6,8         431552
SANFILIPPO JOHN        Common Stock
  B&SON                                800422107   2477   136109 SH       DEFINED    1,2               136109
SANGAMO                Common Stock
  BIOSCIENCES INC                      800677106   5463   908530 SH       DEFINED    1,2,5,6,8         908530
SAPIENT CORP           Common equity
                         shares        803062108  23178  2194805 SH       DEFINED    1,2,5,6,8        2194805
SAPPI LTD              American
                         Depository
                         Receipt       803069202    144    40156 SH       DEFINED    1,6                40156
SASOL LTD              American
                         Depository
                         Receipt       803866300  13737   317345 SH       DEFINED    1,2,4,5,6         317345
SAUER-DANFOSS INC      Common equity
                         shares        804137107  12455   233413 SH       DEFINED    1,2,5,6,8         233413
SAUL CENTERS INC       Real Estate
                         Investment
                         Trust         804395101  13113   306452 SH       DEFINED    1,2,3,5,6,8       306452
SCANSOURCE INC         Common equity
                         shares        806037107  17134   539379 SH       DEFINED    1,2,5,6,8         539379
NUANCE                 Common equity
  COMMUNICATIONS         shares                                                      1,2,5,6,8,10,
  INC                                  67020Y100  96478  4322359 SH       DEFINED    12,18            4322359
SCHAWK INC -CL A       Common equity
                         shares        806373106   3653   277569 SH       DEFINED    1,2,8             277569
SCHEIN (HENRY)         Common equity                                                 1,2,5,6,8,10,
  INC                    shares        806407102 243057  3020820 SH       DEFINED    12,18            3020820
SIRONA DENTAL          Common equity
  SYSTEMS INC            shares        82966C103  54694   848440 SH       DEFINED    1,2,5,6,8         848440
SCHNITZER STEEL        Common equity
  INDS -CL A             shares        806882106  37247  1228161 SH       DEFINED    1,2,5,6,8        1228161
SCHOLASTIC CORP        Common equity                                                 1,2,5,6,8,12,
                         shares        807066105  29625  1002091 SH       DEFINED    17,18            1002091
SCHOOL SPECIALTY       Common equity
  INC                    shares        807863105     14    14977 SH       DEFINED    1                  14977
SCHULMAN (A.) INC      Common equity
                         shares        808194104  20922   723174 SH       DEFINED    1,2,5,6,8         723174
SCHWEITZER-            Common equity
  MAUDUIT INTL           shares
  INC                                  808541106  24151   618733 SH       DEFINED    1,2,5,6           618733

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
SCICLONE          Common Stock
  PHARMACEUTICALS
  INC                             80862K104   4650  1079139 SH       DEFINED    1,2,6                  1079139
SCOTTS            Common equity
  MIRACLE-GRO CO    shares        810186106  50910  1155779 SH       DEFINED    1,2,5,6,8,12           1155779
SEABOARD CORP     Common equity
                    shares        811543107  15114     5974 SH       DEFINED    1,2,5,6,8                 5974
SEACHANGE         Common Stock
  INTERNATIONAL
  INC                             811699107   4783   494500 SH       DEFINED    1,2,5,6                 494500
SEACOAST BANKING  Common equity
  CORP/FL           shares        811707306   1725  1072961 SH       DEFINED    1,2                    1072961
SEACOR HOLDINGS   Common equity
  INC               shares        811904101  26659   318124 SH       DEFINED    1,2,5,6,8               318124
SELECT COMFORT    Common equity
  CORP              shares        81616X103 102504  3916797 SH       DEFINED    1,2,5,6,8              3916797
SELECTIVE INS     Common equity
  GROUP INC         shares        816300107  24147  1252929 SH       DEFINED    1,2,5,6,8              1252929
SEMTECH CORP      Common equity
                    shares        816850101  70043  2419562 SH       DEFINED    1,2,5,6,8,12           2419562
SENECA FOODS CORP Common Stock    817070501   5228   172087 SH       DEFINED    1,2,5                   172087
SENIOR HOUSING    Real Estate
  PPTYS TRUST       Investment
                    Trust         81721M109 179099  7575716 SH       DEFINED    1,2,3,5,6,8,12         7575716
SENSIENT          Common equity
  TECHNOLOGIES      shares
  CORP                            81725T100  57621  1620335 SH       DEFINED    1,2,5,6,8,12,17        1620335
SEQUENOM INC      Common Stock    817337405   9611  2036000 SH       DEFINED    1,2,5,6,8              2036000
SERVICE CORP      Common equity
  INTERNATIONAL     shares        817565104  91755  6644174 SH       DEFINED    1,2,5,6,8,12,18        6644174
SHAW GROUP INC    Common equity
                    shares        820280105  88359  1895624 SH       DEFINED    1,2,5,6,8,12           1895624
SHENANDOAH        Common equity
  TELECOMMUN CO     shares        82312B106   6385   417194 SH       DEFINED    1,2,5,8                 417194
SHILOH            Common equity
  INDUSTRIES INC    shares        824543102    804    78168 SH       DEFINED    1,2,6                    78168
SHOE CARNIVAL INC Common equity
                    shares        824889109   5238   255691 SH       DEFINED    1,2,5,6,8               255691
NV ENERGY INC     Common equity
                    shares        67073Y106 121916  6720666 SH       DEFINED    1,2,5,6,8,12,18        6720666
SIFCO INDUSTRIES  Common equity
                    shares        826546103    421    26786 SH       DEFINED    1,2                      26786
SIGMA DESIGNS INC Common Stock    826565103   3200   621039 SH       DEFINED    1,2,5,6,8               621039
SIGA              Common Stock
  TECHNOLOGIES
  INC                             826917106   1668   636116 SH       DEFINED    1,2,6                   636116
SILICON           Common equity
  LABORATORIES      shares
  INC                             826919102  47518  1136549 SH       DEFINED    1,2,5,6,8,12           1136549
SILGAN HOLDINGS   Common equity
  INC               shares        827048109  53665  1290290 SH       DEFINED    1,2,5,6,8,12           1290290
SILICON IMAGE INC Common equity
                    shares        82705T102   7434  1499380 SH       DEFINED    1,2,5,6,8              1499380
SVB FINANCIAL     Common equity
  GROUP             shares        78486Q101 133871  2391749 SH       DEFINED    1,2,5,6,8,12           2391749
SILICONWARE       American
  PRECISION INDS    Depository
                    Receipt       827084864   3007   563039 SH       DEFINED    1,2,4,5,6,8             563039
SIMMONS FIRST     Common equity
  NATL CP -CL A     shares        828730200   8542   336846 SH       DEFINED    1,2,5,6,8,17            336846
STEC INC          Common equity
                    shares        784774101   3380   686190 SH       DEFINED    1,2,5,6,8               686190
SIMPSON           Common equity
  MANUFACTURING     shares
  INC                             829073105  52338  1596120 SH       DEFINED    1,2,5,6,8              1596120
SINCLAIR          Common equity
  BROADCAST         shares
  GP -CL A                        829226109  13069  1035697 SH       DEFINED    1,2,5,6,8              1035697
SINOPEC SHANGHAI  American
  PETROCHEM         Depository
                    Receipt       82935M109    422    11605 SH       DEFINED    1,6                      11605
SKECHERS U S A    Common equity
  INC               shares        830566105  13682   739405 SH       DEFINED    1,2,5,6,8               739405
SKYWEST INC       Common equity
                    shares        830879102  12710  1020587 SH       DEFINED    1,2,5,6,8              1020587
SMITH (A O) CORP  Common equity
                    shares        831865209 126079  1999028 SH       DEFINED    1,2,5,6,8,17           1998290           738
SMITH MICRO       Common equity
  SOFTWARE INC      shares        832154108     43    28588 SH       DEFINED    1,2                      28588
SMITHFIELD FOODS  Common equity
  INC               shares        832248108  83749  3882366 SH       DEFINED    1,2,5,6,8,12,18        3882366
SMUCKER (JM) CO   Common equity
                    shares        832696405 388837  4508850 SH       DEFINED    1,2,5,6,8,10,12,17,18  4508850
SOC QUIMICA Y     American
  MINERA DE CHI     Depository
                    Receipt       833635105  47387   822108 SH       DEFINED    1,2,4,5,6,10            822108
SOHU.COM INC      Common equity
                    shares        83408W103   5196   109796 SH       DEFINED    1,2                     109796
SOLITARIO         Common equity
  EXPLORATION &     shares
  RLTY                            8342EP107     24    14685 SH       DEFINED    1                        14685
SONIC CORP        Common equity
                    shares        835451105  12702  1220032 SH       DEFINED    1,2,5,6,8              1220032
SONIC AUTOMOTIVE  Common equity
  INC -CL A         shares        83545G102  23259  1113410 SH       DEFINED    1,2,5,6,8              1113410
SONOCO PRODUCTS   Common equity
  CO                shares        835495102 156052  5248821 SH       DEFINED    1,2,5,6,8,12,18        5248821
ONCOGENEX         Common Stock
  PHARMACEUTICALS                 68230A106   2851   217468 SH       DEFINED    1,2                     217468
SOTHEBY'S         Common equity
                    shares        835898107  79541  2365822 SH       DEFINED    1,2,5,6,8,12           2365822
SONUS NETWORKS    Common equity
  INC               shares        835916107   6942  4085119 SH       DEFINED    1,2,5,6,8              4085119
BANCTRUST         Common equity
  FINANCIAL GRP     shares
  INC                             05978R107     54    19648 SH       DEFINED    1                        19648
SOUTH JERSEY      Common equity
  INDUSTRIES INC    shares        838518108  34144   678496 SH       DEFINED    1,2,5,6,8,17            678496
PIONEER ENERGY    Common Stock
  SERVICES CORP                   723664108  11844  1631631 SH       DEFINED    1,2,5,6,8              1631631
SOUTHERN COPPER   Common equity
  CORP              shares        84265V105 227166  6000289 SH       DEFINED    1,2,4,5,6,8,10,12,18   6000289
SOUTHSIDE         Common equity
  BANCSHARES INC    shares        84470P109   6674   316798 SH       DEFINED    1,2,5,8                 316798
SOUTHWEST         Common equity
  BANCORP INC       shares        844767103   4301   384242 SH       DEFINED    1,2                     384242
SOUTHWEST GAS     Common equity
  CORP              shares        844895102  48632  1146722 SH       DEFINED    1,2,5,6,8              1146722
SWS GROUP INC     Common equity
                    shares        78503N107   3636   687038 SH       DEFINED    1,2,8                   687038
SOUTHWESTERN      Common equity
  ENERGY CO         shares        845467109 499292 14944383 SH       DEFINED    1,2,5,6,8,10,12,18    14944383
SOVRAN SELF       Real Estate
  STORAGE INC       Investment
                    Trust         84610H108  61591   991829 SH       DEFINED    1,2,3,5,6,8             991829
SPARTAN MOTORS    Common equity
  INC               shares        846819100   3249   658805 SH       DEFINED    1,2,8                   658805
SPARTAN STORES    Common equity
  INC               shares        846822104   6783   441617 SH       DEFINED    1,2,5,8                 441617
SPECTRANETICS     Common Stock
  CORP                            84760C107   9455   640270 SH       DEFINED    1,2,5,6,8               640270
SPEEDWAY          Common equity
  MOTORSPORTS INC   shares        847788106   3984   223125 SH       DEFINED    1,2,5,8,17              223125
STAAR SURGICAL CO Common equity
                    shares        852312305   3742   613766 SH       DEFINED    1,2,5,6                 613766
STAMPS.COM INC    Common Stock    852857200   6521   258650 SH       DEFINED    1,2,5,6,8               258650
STANDARD MOTOR    Common equity
  PRODS             shares        853666105  10047   452240 SH       DEFINED    1,2,5,6,8               452240
STANDARD PACIFIC  Common equity
  CORP              shares        85375C101  93571 12730898 SH       DEFINED    1,2,5,6,8             12730898
STANDARD          Common equity
  REGISTER CO       shares        853887107      7    10386 SH       DEFINED    1                        10386
STANDEX           Common equity
  INTERNATIONAL     shares
  CORP                            854231107  13056   254622 SH       DEFINED    1,2,5,8                 254622
STAR SCIENTIFIC   Common equity
  INC               shares        85517P101   5862  2186197 SH       DEFINED    1,2,5,6                2186197
STATE AUTO        Common equity
  FINANCIAL CORP    shares        855707105   3862   258699 SH       DEFINED    1,2,5,8                 258699
ELEPHANT TALK     Common equity
  COMM INC          shares        286202205     63    62800 SH       DEFINED    1                        62800
STEEL DYNAMICS    Common equity
  INC               shares        858119100 116622  8494135 SH       DEFINED    1,2,5,6,8,10,12        8494135
STEELCASE INC     Common equity
                    shares        858155203  20746  1628336 SH       DEFINED    1,2,5,6,8              1628336
STEIN MART INC    Common equity
                    shares        858375108   4162   551945 SH       DEFINED    1,2,5,8                 551945
STEINWAY MUSICAL  Common equity
  INSTRS INC        shares        858495104   2611   123400 SH       DEFINED    1,2                     123400
STEPAN CO         Common equity
                    shares        858586100  18930   340874 SH       DEFINED    1,2,5,6,8               340874
STERICYCLE INC    Common equity
                    shares        858912108 327076  3506637 SH       DEFINED    1,2,5,6,8,10,12,18     3506637
STERIS CORP       Common equity
                    shares        859152100  75044  2160834 SH       DEFINED    1,2,5,6,8,12,18        2160834
STERLING          Common equity
  BANCORP/NY        shares        859158107   5342   586752 SH       DEFINED    1,2,5,8                 586752
STERLING          Common Stock
  FINANCIAL
  CORP/WA                         859319303  19171   918199 SH       DEFINED    1,2,5,6,8               918199
STEWART           Common equity
  ENTERPRISES       shares
  -CL A                           860370105  12814  1677097 SH       DEFINED    1,2,5,6,8              1677097
STEWART           Common equity
  INFORMATION       shares
  SERVICES                        860372101   9891   380300 SH       DEFINED    1,2,5,6,8               380300
STIFEL FINANCIAL  Common equity
  CORP              shares        860630102  37307  1166875 SH       DEFINED    1,2,5,6,8              1166875

SSgA Confidential

                                                    SHS/PRN SH/ Put/                                   Sole   Shared   No
Issuer             Class             Cusip   Value    VAL   PRN Call Discretion       Managers        Voting  Voting Voting
------             -----           --------- ------ ------- --- ---- ---------- --------------------- ------- ------ ------
STILLWATER MINING  Common equity
  CO                 shares        86074Q102  63757 4988823 SH       DEFINED    1,2,5,6,8             4988823
STONE ENERGY CORP  Common equity
                     shares        861642106  32106 1564391 SH       DEFINED    1,2,5,6,8             1564391
STONERIDGE INC     Common equity
                     shares        86183P102   2104  411521 SH       DEFINED    1,2                    411521
STRATASYS LTD      Common Stock    M85548101  24718  308492 SH       DEFINED    1,2,6                  308492
STRAYER EDUCATION  Common equity
  INC                shares        863236105  22479  400269 SH       DEFINED    1,2,5,6,8,12,18        400269
STURM RUGER & CO   Common equity
  INC                shares        864159108  17259  380192 SH       DEFINED    1,2,5,6,8              380192
SUBURBAN PROPANE   Composition of
  PRTNRS -LP         more than 1
                     security      864482104   2013   51798 SH       DEFINED    1                       51798
SUFFOLK BANCORP    Common equity
                     shares        864739107   2712  207063 SH       DEFINED    1,2,6                  207063
SUN BANCORP INC/NJ Common equity
                     shares        86663B102   2012  568080 SH       DEFINED    1,2,8                  568080
SUN COMMUNITIES    Real Estate
  INC                Investment
                     Trust         866674104  33573  841639 SH       DEFINED    1,2,3,5,6,8            841639
SUN HYDRAULICS     Common equity
  CORP               shares        866942105   9413  360882 SH       DEFINED    1,2,5,6,8              360882
SUNRISE SENIOR     Common equity
  LIVING INC         shares        86768K106  15058 1047389 SH       DEFINED    1,2,5,6,8             1047389
SUPERCONDUCTOR     Common equity
  TECHNOLOGIES       shares        867931305      4   14700 SH       DEFINED    1                       14700
ASTEX              Common Stock
  PHARMACEUTICALS
  INC                              04624B103   4272 1467773 SH       DEFINED    1,2                   1467773
SUPERIOR ENERGY    Common equity
  SERVICES INC       shares        868157108 109300 5274787 SH       DEFINED    1,2,5,6,8,10,12,18    5274787
SUPERIOR           Common equity
  INDUSTRIES INTL    shares        868168105   9917  486363 SH       DEFINED    1,2,5,6,8              486363
SUPERTEX INC       Common equity
                     shares        868532102   3419  194805 SH       DEFINED    1,2,8                  194805
SUPPORT.COM INC    Common equity
                     shares        86858W101   3277  784020 SH       DEFINED    1,2                    784020
SURMODICS INC      Common equity
                     shares        868873100   6417  287094 SH       DEFINED    1,2,5,6,8              287094
SUSQUEHANNA        Common equity
  BANCSHARES INC     shares        869099101  69432 6625113 SH       DEFINED    1,2,5,6,8,17          6625113
SWIFT ENERGY CO    Common equity
                     shares        870738101  22951 1491204 SH       DEFINED    1,2,5,6,8             1491204
SYKES ENTERPRISES  Common equity
  INC                shares        871237103  14032  921914 SH       DEFINED    1,2,5,6,8              921914
SYMMETRICOM INC    Common Stock    871543104   5561  963075 SH       DEFINED    1,2,5,8                963075
SYNGENTA AG        American
                     Depository
                     Receipt       87160A100    243    3010 SH       DEFINED    1                        3010
SYNTEL INC         Common equity
                     shares        87162H103  15021  280302 SH       DEFINED    1,2,5,6,8              280302
OXYGEN             Common equity
  BIOTHERAPEUTICS    shares
  INC                              69207P209      8   12300 SH       DEFINED    1                       12300
SYNTROLEUM CORP    Common equity
                     shares        871630109     23   57875 SH       DEFINED    1                       57875
SYPRIS SOLUTIONS   Common equity
  INC                shares        871655106    734  185286 SH       DEFINED    1,2                    185286
SYSTEMAX INC       Common equity
                     shares        871851101   2108  218290 SH       DEFINED    1,2                    218290
CATAMARAN CORP     Common Stock    148887102  95585 2028935 SH       DEFINED    1,2,6                 2028935
TC PIPELINES LP    Misc Equity     87233Q108   1526   37800 SH       DEFINED    1                       37800
TESSCO             Common Stock
  TECHNOLOGIES INC                 872386107   1421   64333 SH       DEFINED    1,2                     64333
TGC INDUSTRIES INC Common equity
                     shares        872417308   2061  251486 SH       DEFINED    1,2                    251486
TRC COS INC        Common equity
                     shares        872625108   1478  254071 SH       DEFINED    1,2                    254071
TTM TECHNOLOGIES   Common equity
  INC                shares        87305R109   9756 1060480 SH       DEFINED    1,2,5,6,8             1060480
TAKE-TWO           Common equity
  INTERACTIVE        shares
  SFTWR                            874054109  20157 1830879 SH       DEFINED    1,2,5,6,8             1830879
TAUBMAN CENTERS    Real Estate
  INC                Investment
                     Trust         876664103 193347 2456212 SH       DEFINED    1,2,3,5,6,8,12,18     2456212
TEAM INC           Common Stock    878155100  13886  365009 SH       DEFINED    1,2,5,6,8              365009
TECH DATA CORP     Common equity
                     shares        878237106  48271 1060223 SH       DEFINED    1,2,5,6,8,12,17,18    1060223
TECHNE CORP        Common equity
                     shares        878377100  70010 1024341 SH       DEFINED    1,2,5,6,8,12          1024341
PULSE ELECTRONICS  Common equity
  CORP               shares        74586W106     11   35043 SH       DEFINED    1                       35043
TECUMSEH PRODUCTS  Common Stock
  CO -CL A                         878895200     86   18876 SH       DEFINED    1,2                     18876
TEJON RANCH CO     Common equity
                     shares        879080109   7001  249355 SH       DEFINED    1,2,5,6,8              249355
TIM PARTICIPACOES  American
  SA                 Depository
                     Receipt       88706P205   3462  174654 SH       DEFINED    1,2,4,5,6,10           174654
TELEFONICA BRASIL  American
  SA                 Depository
                     Receipt       87936R106  16419  682486 SH       DEFINED    1,2,4,5,6,10           682486
TELECOMMUNICATION  Common Stock
  SYS INC                          87929J103     84   34100 SH       DEFINED    1                       34100
TELEDYNE           Common equity
  TECHNOLOGIES INC   shares        879360105  53251  818275 SH       DEFINED    1,2,5,6,8              818275
TELULAR CORP       Common Stock    87970T208   2073  218598 SH       DEFINED    1,2                    218598
TELUS CORP         Common equity
                     shares        87971M202    389    5972 SH       DEFINED    2                        5972
TELETECH HOLDINGS  Common equity
  INC                shares        879939106   9336  524632 SH       DEFINED    1,2,5,6,8              524632
TENGASCO INC       Common equity
                     shares        88033R205      6   10300 SH       DEFINED    1                       10300
TENNANT CO         Common equity
                     shares        880345103  16270  370136 SH       DEFINED    1,2,5,6,8              370136
TENNECO INC        Common equity
                     shares        880349105  44910 1279063 SH       DEFINED    1,2,5,6,8             1279063
TEREX CORP         Common equity
                     shares        880779103  92915 3305292 SH       DEFINED    1,2,5,6,8,10,12       3305292
TESCO CORP         Common equity
                     shares        88157K101   5914  519160 SH       DEFINED    1,2,5,6,8              519160
TESORO CORP        Common equity
                     shares        881609101 307992 6991859 SH       DEFINED    1,2,5,6,8,10,12,17,18 6989114          2745
TEVA               Depository
  PHARMACEUTICALS    Receipt       881624209  24635  659779 SH       DEFINED    1,2,6,10,19            659779
TETRA              Common equity
  TECHNOLOGIES       shares
  INC/DE                           88162F105  14251 1877621 SH       DEFINED    1,2,5,6,8             1877621
TETRA TECH INC     Common equity
                     shares        88162G103  33540 1268043 SH       DEFINED    1,2,5,6,8             1268043
TEXAS INDUSTRIES   Common equity
  INC                shares        882491103  24932  488737 SH       DEFINED    1,2,5,6,8,17           485786          2951
THERAGENICS CORP   Common equity
                     shares        883375107     47   30281 SH       DEFINED    1                       30281
KADANT INC         Common equity
                     shares        48282T104   7495  282845 SH       DEFINED    1,2,5,8                282845
THESTREET INC      Common equity
                     shares        88368Q103     28   16700 SH       DEFINED    1                       16700
THOR INDUSTRIES    Common equity
  INC                shares        885160101  49018 1309597 SH       DEFINED    1,2,5,6,8,12          1309597
THORATEC CORP      Common equity
                     shares        885175307  66797 1780165 SH       DEFINED    1,2,5,6,8,12          1780165
3D SYSTEMS CORP    Common Stock    88554D205  55899 1047864 SH       DEFINED    1,2,5,6,8             1047864
TIBCO SOFTWARE INC Common equity
                     shares        88632Q103  89013 4044122 SH       DEFINED    1,2,5,6,8,12          4044122
TIDEWATER INC      Common equity
                     shares        886423102  66497 1488304 SH       DEFINED    1,2,5,6,8,12          1488304
OFFICIAL PAYMENTS  Common equity
  HLDGS INC          shares        67623R106     69   12300 SH       DEFINED    1                       12300
TIMKEN CO          Common equity
                     shares        887389104 112234 2346587 SH       DEFINED    1,2,5,6,8,12          2346587
TITAN              Common equity
  INTERNATIONAL      shares
  INC                              88830M102  19224  885121 SH       DEFINED    1,2,5,6,8              885121
TITANIUM METALS    Common equity
  CORP               shares        888339207   1992  120625 SH       DEFINED    1,2                    120625
TIVO INC           Common Stock    888706108  34128 2770057 SH       DEFINED    1,2,5,6,8             2770057
TOLL BROTHERS INC  Common equity
                     shares        889478103 216643 6701114 SH       DEFINED    1,2,5,6,8,10,12,18    6701114
TOMPKINS           Common equity
  FINANCIAL CORP     shares        890110109   7865  198396 SH       DEFINED    1,2,5,8,17             198396
TOOTSIE ROLL       Common equity
  INDUSTRIES INC     shares        890516107  20075  774596 SH       DEFINED    1,2,5,6,8,12           774596
ZAZA ENERGY CORP   Common equity
                     shares        98919T100    603  293774 SH       DEFINED    1,2                    293774
TORO CO            Common equity
                     shares        891092108  46694 1086422 SH       DEFINED    1,2,5,6,8             1086422
TOTAL SA           American
                     Depository
                     Receipt       89151E109    275    5276 SH       DEFINED    1                        5276
TOWNEBANK          Common equity
                     shares        89214P109   6882  444473 SH       DEFINED    1,2,5,6,8              444473
TRACTOR SUPPLY CO  Common equity
                     shares        892356106 194618 2202432 SH       DEFINED    1,2,5,6,8,10,12,18    2202432
ACI WORLDWIDE INC  Common equity
                     shares        004498101  61299 1403049 SH       DEFINED    1,2,5,6,8,12          1403049

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                   Sole   Shared   No
Issuer             Class             Cusip   Value    VAL    PRN Call Discretion       Managers        Voting  Voting Voting
------             -----           --------- ------ -------- --- ---- ---------- -------------------- -------- ------ ------
TRANSCANADA        Common equity
  CORP               shares        89353D107    241     5100 SH       DEFINED    5                        5100
TREDEGAR CORP      Common equity
                     shares        894650100   9383   459637 SH       DEFINED    1,2,5,6,8              459637
TREX CO INC        Common equity
                     shares        89531P105  10338   277669 SH       DEFINED    1,2,5,6,8              277669
WENDY'S CO         Common Stock    95058W100  38458  8182499 SH       DEFINED    1,2,5,6,8,12          8182499
TRICO              Common equity
  BANCSHARES         shares        896095106   4374   261066 SH       DEFINED    1,2                    261066
TRIMBLE            Common equity
  NAVIGATION         shares
  LTD                              896239100 235312  3936207 SH       DEFINED    1,2,5,6,8,10,12,18    3936207
SYNAGEVA           Common Stock
  BIOPHARMA
  CORP                             87159A103  14782   319291 SH       DEFINED    1,2,6                  319291
TRINITY            Common equity
  INDUSTRIES         shares        896522109  81417  2272916 SH       DEFINED    1,2,5,6,8,12          2272916
TRIQUINT           Common equity
  SEMICONDUCTOR      shares
  INC                              89674K103  19228  3972599 SH       DEFINED    1,2,5,6,8             3972599
TRIUMPH GROUP      Common equity
  INC                shares        896818101  88124  1349517 SH       DEFINED    1,2,5,6,8,12,18       1349517
TRUSTCO BANK       Common equity
  CORP/NY            shares        898349105   9387  1777829 SH       DEFINED    1,2,5,6,8             1777829
TRUSTMARK CORP     Common equity
                     shares        898402102  63963  2847929 SH       DEFINED    1,2,5,6,8,12          2847929
TUESDAY            Common equity
  MORNING CORP       shares        899035505   4947   791455 SH       DEFINED    1,2,5                  791455
TUPPERWARE         Common equity
  BRANDS CORP        shares        899896104  93367  1456611 SH       DEFINED    1,2,5,6,8,12,18       1456611
TURKCELL           American
  ILETISIM           Depository
  HIZMET             Receipt       900111204   1972   122197 SH       DEFINED    1,4,6                  122197
TWIN DISC INC      Common equity
                     shares        901476101   2451   140764 SH       DEFINED    1,2,6,8                140764
II-VI INC          Common equity
                     shares        902104108  18347  1004402 SH       DEFINED    1,2,5,6,8             1004402
TYLER              Common equity
  TECHNOLOGIES       shares
  INC                              902252105  28237   582892 SH       DEFINED    1,2,5,6,8              582892
GRAFTECH           Common equity
  INTERNATIONAL      shares
  LTD                              384313102  16287  1734390 SH       DEFINED    1,2,5,6,8             1734390
UFP                Common equity
  TECHNOLOGIES       shares
  INC                              902673102   1115    62193 SH       DEFINED    1,2                     62193
UGI CORP           Common equity
                     shares        902681105 210276  6428404 SH       DEFINED    1,2,5,6,8,12,18       6428404
UIL HOLDINGS       Common equity
  CORP               shares        902748102  44678  1247625 SH       DEFINED    1,2,5,6,8             1247625
UMB FINANCIAL      Common equity
  CORP               shares        902788108  44115  1006266 SH       DEFINED    1,2,5,6,8             1006266
U S GLOBAL         Common equity
  INVESTORS INC      shares        902952100     40    10140 SH       DEFINED    1                       10140
UQM                Common equity
  TECHNOLOGIES       shares
  INC                              903213106     16    21076 SH       DEFINED    1                       21076
URS CORP           Common equity
                     shares        903236107  79902  2035170 SH       DEFINED    1,2,5,6,8,12,18       2035170
USANA HEALTH       Common Stock
  SCIENCES INC                     90328M107   3879   117728 SH       DEFINED    1,2,5,6,8              117728
USA                Common equity
  TECHNOLOGIES       shares
  INC                              90328S500     21    11800 SH       DEFINED    1                       11800
USG CORP           Common equity
                     shares        903293405 119188  4245998 SH       DEFINED    1,2,5,6,8             4245998
CHINDEX INTL       Common Stock
  INC                              169467107   2424   231134 SH       DEFINED    1,2                    231134
USEC INC           Common equity
                     shares        90333E108     89   170430 SH       DEFINED    1,5                    170430
U S PHYSICAL       Common Stock
  THERAPY INC                      90337L108   6844   248580 SH       DEFINED    1,2,5,6,8              248580
ULTIMATE           Common Stock
  SOFTWARE
  GROUP INC                        90385D107  52514   556272 SH       DEFINED    1,2,5,6,8              556272
ULTRALIFE CORP     Common equity
                     shares        903899102     40    12476 SH       DEFINED    1                       12476
ULTRA              Common equity
  PETROLEUM          shares
  CORP                             903914109  56317  3106321 SH       DEFINED    1,2,5,6,8,10,12,18    3106321
ULTRAPAR           American
  PARTICIPACOES      Depository
  SA                 Receipt       90400P101  10263   460645 SH       DEFINED    1,2,4,5,6,10           460645
ULTRATECH INC      Common Stock    904034105  19920   534187 SH       DEFINED    1,2,5,6,8              534187
UMPQUA             Common equity
  HOLDINGS CORP      shares        904214103  47178  4001656 SH       DEFINED    1,2,5,6,8             4001656
UNIFI INC          Common equity
                     shares        904677200   3334   255969 SH       DEFINED    1,2,5,6                255969
UNIFIRST CORP      Common equity
                     shares        904708104  21695   295923 SH       DEFINED    1,2,5,6,8              295923
UNILEVER PLC       American
                     Depository
                     Receipt       904767704    392    10121 SH       DEFINED    1,17                     4450          5671
UNILEVER NV        Similar to ADR
                     Certificates
                     representing
                     ordinary
                     shares        904784709    304     7936 SH       DEFINED    1                        7936
UNION FIRST        Common equity
  MARKET             shares
  BANKSHARS                        90662P104   5711   361934 SH       DEFINED    1,2,5,8                361934
UNS ENERGY CORP    Common equity
                     shares        903119105  43486  1025237 SH       DEFINED    1,2,5,6,8             1025237
UNIT CORP          Common equity
                     shares        909218109  57933  1285794 SH       DEFINED    1,2,5,6,8,12,18       1285794
PENSKE             Common equity
  AUTOMOTIVE         shares
  GROUP INC                        70959W103  30386  1010024 SH       DEFINED    1,2,5,6,8             1010024
UNITED             Common equity
  COMMUNITY          shares
  FINL CORP                        909839102     68    23608 SH       DEFINED    1                       23608
UNITED             Common equity
  BANKSHARES         shares
  INC/WV                           909907107  39436  1621527 SH       DEFINED    1,2,5,6,8             1621527
UDR INC            Real Estate
                     Investment
                     Trust         902653104 248024 10430117 SH       DEFINED    1,2,3,5,6,8,10,12,18 10430117
UNITED FIRE        Common equity
  GROUP INC          shares        910340108   9046   414116 SH       DEFINED    1,2,5,6,8              414116
UNITED             American
  MICROELECTRONICS   Depository
  CORP               Receipt       910873405  18510  9302222 SH       DEFINED    1,2,4,5,6,8           9302222
UMH PROPERTIES     REIT
  INC                              903002103   2030   196682 SH       DEFINED    1,2,6                  196682
UNITED NATURAL     Common equity
  FOODS INC          shares        911163103  92134  1719108 SH       DEFINED    1,2,5,6,8,12          1719108
UNITED RENTALS     Common equity
  INC                shares        911363109 119789  2631566 SH       DEFINED    1,2,5,6,8,12,18       2631566
U S ANTIMONY       Common equity
  CORP               shares        911549103   1230   697747 SH       DEFINED    1,2                    697747
US CELLULAR        Common equity
  CORP               shares        911684108   6523   185098 SH       DEFINED    1,2,5,8                185098
U S ENERGY         Common equity
  CORP/WY            shares        911805109     23    14800 SH       DEFINED    1                       14800
U S LIME &         Common equity
  MINERALS           shares        911922102   1749    37115 SH       DEFINED    1,2,6                   37115
MCEWEN MINING      Common Stock
  INC                              58039P107  37622  9822641 SH       DEFINED    1,2,5,6,8             9822641
UNITED             Common equity
  STATIONERS         shares
  INC                              913004107  30928   997947 SH       DEFINED    1,2,5,6,8              997947
UNITED             Common equity
  THERAPEUTICS       shares
  CORP                             91307C102  88505  1656764 SH       DEFINED    1,2,5,6,8,12,18       1656764
UNITIL CORP        Common equity
                     shares        913259107   6772   261141 SH       DEFINED    1,2,5,6                261141
KEMPER CORP/DE     Common equity
                     shares        488401100  44803  1518628 SH       DEFINED    1,2,5,6,8,12          1518628
UNIVERSAL          Common equity
  AMERICAN CORP      shares        91338E101   5352   623446 SH       DEFINED    1,2,5,6,8              623446
UNIVERSAL          Common equity
  CORP/VA            shares        913456109  41085   823049 SH       DEFINED    1,2,5,6,12,17,18       823049
UNIVERSAL          Common Stock
  DISPLAY CORP                     91347P105  21133   824965 SH       DEFINED    1,2,5,6,8              824965
UNIVERSAL          Common equity
  ELECTRONICS        shares
  INC                              913483103   5831   301293 SH       DEFINED    1,2,5,8                301293
UNIVERSAL          Common equity
  FOREST PRODS       shares
  INC                              913543104  28818   757550 SH       DEFINED    1,2,5,6,8              757550
UNIVERSAL          Real Estate
  HEALTH RLTY        Investment
  INCOME             Trust         91359E105  19198   379427 SH       DEFINED    1,2,3,5,8              379427
UNIVERSAL          Common equity
  INSURANCE          shares
  HLDGS                            91359V107   1632   373096 SH       DEFINED    1,2                    373096
UNVL               Common equity
  STAINLESS &        shares
  ALLOY PRODS                      913837100   4313   117275 SH       DEFINED    1,2,5,6                117275
UNIVERSAL          Common equity
  HEALTH SVCS        shares
  INC                              913903100 123647  2557327 SH       DEFINED    1,2,5,6,8,12,18       2557327
UNIVEST CORP       Common equity
  OF                 shares
  PENNSYLVANIA                     915271100   5183   302925 SH       DEFINED    1,2,5,8                302925
INTERMEC INC       Common equity
                     shares        458786100  11210  1136612 SH       DEFINED    1,2,5,6,8             1136612
URANIUM            Common Stock
  RESOURCES INC                    916901507     16    50430 SH       DEFINED    1                       50430
UROPLASTY INC      Common equity
                     shares        917277204     36    11100 SH       DEFINED    1                       11100
URSTADT BIDDLE     Real Estate
  PROPERTIES         Investment
                     Trust         917286205  10300   523294 SH       DEFINED    1,2,3,5,8              523294
UTAH MEDICAL       Common equity
  PRODUCTS INC       shares        917488108   1632    45303 SH       DEFINED    1,2,6,17                45303
GEEKNET INC        Common equity
                     shares        36846Q203   1050    65236 SH       DEFINED    1,2                     65236
VSE CORP           Common Stock    918284100   1955    79847 SH       DEFINED    1,2                     79847
VAALCO ENERGY      Common equity
  INC                shares        91851C201  15100  1745278 SH       DEFINED    1,2,5,6,8             1745278
VAIL RESORTS       Common equity
  INC                shares        91879Q109  40148   742316 SH       DEFINED    1,2,5,6,8              742316

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                   Sole   Shared   No
Issuer             Class             Cusip    Value    VAL    PRN Call Discretion       Managers        Voting  Voting Voting
------             -----           --------- ------- -------- --- ---- ---------- -------------------- -------- ------ ------
VALASSIS           Common equity
  COMMUNICATIONS     shares
  INC                              918866104   39873  1546568 SH       DEFINED    1,2,5,6,8,12,18       1546568
VALHI INC          Common equity
                     shares        918905100     320    25671 SH       DEFINED    1,2                     25671
SYNERGETICS USA    Common equity
  INC                shares        87160G107      79    16600 SH       DEFINED    1                       16600
VALLEY NATIONAL    Common equity
  BANCORP            shares        919794107  108712 11689938 SH       DEFINED    1,2,5,6,8,12,18      11689938
VALMONT            Common equity
  INDUSTRIES INC     shares        920253101   85805   628382 SH       DEFINED    1,2,5,6,8,12           628382
VALSPAR CORP       Common equity
                     shares        920355104  230741  3697710 SH       DEFINED    1,2,5,6,8,12,18       3697710
VALUE LINE INC     Common equity
                     shares        920437100     169    18888 SH       DEFINED    1,2                     18888
VALUECLICK INC     Common equity
                     shares        92046N102   52114  2684793 SH       DEFINED    1,2,5,6,8,12          2684793
VALUEVISION MEDIA  Common equity
  INC -CL A          shares        92047K107      47    26260 SH       DEFINED    1                       26260
VASCO DATA SEC     Common equity
  INTL INC           shares        92230Y104    4372   535590 SH       DEFINED    1,2,5,6,8              535590
VASCULAR           Common Stock
  SOLUTIONS INC                    92231M109    4467   282645 SH       DEFINED    1,2                    282645
VECTREN CORP       Common equity
                     shares        92240G101  130844  4450291 SH       DEFINED    1,2,5,6,8,12,18       4450291
VECTOR GROUP LTD   Common equity
                     shares        92240M108   15320  1030247 SH       DEFINED    1,2,5,6,17            1030247
VEECO INSTRUMENTS  Common equity
  INC                shares        922417100   23279   788619 SH       DEFINED    1,2,5,6,8              788619
VENTAS INC         Real Estate
                     Investment
                     Trust         92276F100 1005131 15530461 SH       DEFINED    1,2,3,5,6,8,10,12,18 15530461
VERTEX             Common equity
  PHARMACEUTICALS    shares
  INC                              92532F100  298316  7112897 SH       DEFINED    1,2,5,6,8,10,12,18    7112897
VIAD CORP          Common equity
                     shares        92552R406   10640   391812 SH       DEFINED    1,2,5,6,8              391812
VIASAT INC         Common equity
                     shares        92552V100   33497   861094 SH       DEFINED    1,2,5,6,8              861094
VICAL INC          Common Stock    925602104    3872  1330348 SH       DEFINED    1,2,5,6               1330348
MULTIBAND CORP     Common equity
                     shares        62544X209      21    12300 SH       DEFINED    1                       12300
VICOR CORP         Common equity
                     shares        925815102    2080   383683 SH       DEFINED    1,2,8                  383683
TATA               American
  COMMUNICATIONS     Depository
  LTD                Receipt       876564105     118    13644 SH       DEFINED    1,8                     13644
VILLAGE SUPER      Common equity
  MARKET -CL A       shares        927107409    5586   169951 SH       DEFINED    1,2                    169951
VINA CONCHA Y      American
  TORO SA            Depository
                     Receipt       927191106    2700    70518 SH       DEFINED    1,2,5,6                 70518
VIRCO MFG. CORP    Common equity
                     shares        927651109      29    11061 SH       DEFINED    1                       11061
VIRGINIA COMM      Common equity
  BANCORP INC        shares        92778Q109    3873   432756 SH       DEFINED    1,2                    432756
STELLARONE CORP    Common equity
                     shares        85856G100    5581   394689 SH       DEFINED    1,2,5,8                394689
VISION-SCIENCES    Common equity
  INC                shares        927912105      13    11100 SH       DEFINED    1                       11100
VISTA GOLD CORP    Common equity
                     shares        927926303    2438   902332 SH       DEFINED    1,2,6                  902332
VIROPHARMA INC     Common equity
                     shares        928241108   48062  2111661 SH       DEFINED    1,2,5,6,8,17          2111661
VITESSE            Common equity
  SEMICONDUCTOR      shares
  CORP                             928497304      29    12919 SH       DEFINED    1                       12919
VIVUS INC          Common Stock    928551100   43499  3241421 SH       DEFINED    1,2,5,6,8             3241421
VODAFONE GROUP PLC Depository
                     Receipt       92857W209    7275   288795 SH       DEFINED    1                      288795
ALUMINA LTD        American
                     Depository
                     Receipt       022205108      84    21533 SH       DEFINED    1                       21533
FIBRIA CELULOSE SA American
                     Depository
                     Receipt       31573A109    6593   579985 SH       DEFINED    1,2,4,5,6,10           579985
WD-40 CO           Common equity
                     shares        929236107   15290   324561 SH       DEFINED    1,2,5,6,8              324561
WGL HOLDINGS INC   Common equity
                     shares        92924F106  135867  3466995 SH       DEFINED    1,2,5,6,8,12,17       3466995
WPP PLC            American
                     Depository
                     Receipt       92937A102     235     3222 SH       DEFINED    1                        3222
W P CAREY INC      Limited
                     Partnership   92936U109    2309    44293 SH       DEFINED    1,2                     44293
INTEGRYS ENERGY    Common equity
  GROUP INC          shares        45822P105  208201  3986952 SH       DEFINED    1,2,5,6,8,10,12,18    3986952
WSFS FINANCIAL     Common equity
  CORP               shares        929328102    5288   125106 SH       DEFINED    1,2,5,8                125106
WABASH NATIONAL    Common equity
  CORP               shares        929566107   10939  1219532 SH       DEFINED    1,2,5,6,8             1219532
WABTEC CORP        Common equity
                     shares        929740108  118388  1352384 SH       DEFINED    1,2,5,6,8,12,17       1349532          2852
GEO GROUP INC      Common equity
                     shares        36159R103   46204  1638397 SH       DEFINED    1,2,5,6,8             1638397
WADDELL&REED FINL  Common equity
  INC -CL A          shares        930059100   83777  2405966 SH       DEFINED    1,2,5,6,8,12          2405966
WALTER ENERGY INC  Common equity
                     shares        93317Q105   60584  1688589 SH       DEFINED    1,2,5,6,8,10          1688589
WASHINGTON         Common equity
  BANKING CO         shares        937303105    3408   250304 SH       DEFINED    1,2                    250304
WASHINGTON         Common equity
  FEDERAL INC        shares        938824109   52769  3128073 SH       DEFINED    1,2,5,6,8,12,18       3128073
WASHINGTON REIT    Real Estate
                     Investment
                     Trust         939653101   60208  2302412 SH       DEFINED    1,2,3,5,6,8           2302412
WASHINGTON TR      Common equity
  BANCORP INC        shares        940610108    6514   247396 SH       DEFINED    1,2,5,8                247396
WASTE CONNECTIONS  Common equity
  INC                shares        941053100  116245  3440362 SH       DEFINED    1,2,5,6,8,12,18       3440362
WATSCO INC         Common equity
                     shares        942622200   77281  1031801 SH       DEFINED    1,2,5,6,8,12          1031801
WATTS WATER        Common equity
  TECHNOLOGIES INC   shares        942749102   23776   552994 SH       DEFINED    1,2,5,6,8              552994
WAUSAU PAPER CORP  Common equity
                     shares        943315101    7933   916340 SH       DEFINED    1,2,5,8                916340
WAVE SYSTEMS CORP  Common Stock
  -CL A                            943526301      39    54129 SH       DEFINED    1                       54129
WEBSENSE INC       Common equity
                     shares        947684106   11991   797164 SH       DEFINED    1,2,5,6,8              797164
WEBSTER FINANCIAL  Common equity
  CORP               shares        947890109   77114  3752476 SH       DEFINED    1,2,5,6,8,12,18       3752476
WEINGARTEN REALTY  Real Estate
  INVST              Investment
                     Trust         948741103  121092  4523365 SH       DEFINED    1,2,3,5,6,8,12        4523365
WEIS MARKETS INC   Common equity
                     shares        948849104    8453   215774 SH       DEFINED    1,2,5,8,17             215774
WERNER             Common equity
  ENTERPRISES INC    shares        950755108   35343  1630972 SH       DEFINED    1,2,5,6,8,12,18       1630972
WESBANCO INC       Common equity
                     shares        950810101   11247   506016 SH       DEFINED    1,2,5,8                506016
WESCO INTL INC     Common equity
                     shares        95082P105   41157   610423 SH       DEFINED    1,2,5,6,8              610423
WEST               Common equity
  BANCORPORATION     shares
  INC                              95123P106    2790   259017 SH       DEFINED    1,2,6                  259017
WEST COAST         Common equity
  BANCORP/OR         shares        952145209    7575   342116 SH       DEFINED    1,2,5,8                342116
WEST MARINE INC    Common Stock    954235107    2953   274723 SH       DEFINED    1,2                    274723
WEST               Common equity
  PHARMACEUTICAL     shares
  SVSC INC                         955306105   42789   781479 SH       DEFINED    1,2,5,6,8              781479
WESTAMERICA        Common equity
  BANCORPORATION     shares        957090103   50981  1197004 SH       DEFINED    1,2,5,6,8,12          1197004
RED LION HOTELS    Common equity
  CORP               shares        756764106    1760   223132 SH       DEFINED    1,2                    223132
WESTELL TECH INC   Common equity
  -CL A              shares        957541105    1619   873729 SH       DEFINED    1,2                    873729
WESTERN DIGITAL    Common Stock
  CORP                             958102105  383825  9033603 SH       DEFINED    1,2,5,6,8,10,12,18    9033603
WESTAR ENERGY INC  Common equity
                     shares        95709T100  103383  3612213 SH       DEFINED    1,2,5,6,8,12,17,18    3612213
WESTMORELAND COAL  Common Stock
  CO                               960878106    1409   151067 SH       DEFINED    1,2,5                  151067
WESTPAC BANKING    American
                     Depository
                     Receipt       961214301     371     2690 SH       DEFINED    1                        2690
WET SEAL INC       Common Stock    961840105    5070  1837179 SH       DEFINED    1,2,5,6,8             1837179
WEYCO GROUP INC    Common equity
                     shares        962149100    2637   112848 SH       DEFINED    1,2                    112848
WIDEPOINT CORP     Common equity
                     shares        967590100      11    28400 SH       DEFINED    1                       28400
WILLBROS GROUP INC Common equity
                     shares        969203108    4012   748249 SH       DEFINED    1,2,5,6,8              748249
CLAYTON WILLIAMS   Common Stock
  ENERGY INC                       969490101    4419   110450 SH       DEFINED    1,2,5,6,8              110450
MAGELLAN           Limited
  MIDSTREAM          Partnership
  PRTNRS LP                        559080106   10606   245567 SH       DEFINED    1                      245567
WILLIAMS-SONOMA    Common equity
  INC                shares        969904101  171883  3927021 SH       DEFINED    1,2,5,6,8,12,18       3927021
WILLIS LEASE       Common equity
  FINANCE CORP       shares        970646105     949    66366 SH       DEFINED    1,2                     66366
WILSHIRE BANCORP   Common equity
  INC                shares        97186T108    8490  1446172 SH       DEFINED    1,2,5,6,8             1446172

SSgA Confidential

                                                   SHS/PRN SH/ Put/                                   Sole   Shared   No
Issuer            Class             Cusip   Value    VAL   PRN Call Discretion       Managers        Voting  Voting Voting
------            -----           --------- ------ ------- --- ---- ---------- --------------------- ------- ------ ------
WINNEBAGO         Common equity
  INDUSTRIES        shares        974637100   9545  557281 SH       DEFINED    1,2,5,6,8              557281
WIPRO LTD         American
                    Depository
                    Receipt       97651M109  13045 1488953 SH       DEFINED    1,2,4,5,6,8,10        1488953
GLOWPOINT INC     Common Stock    379887201     30   14900 SH       DEFINED    1                       14900
WIRELESS          Common equity
  TELECOM           shares
  GROUP INC                       976524108     12   10100 SH       DEFINED    1                       10100
KRATOS            Common equity
  DEFENSE &         shares
  SECURITY                        50077B207   3145  624567 SH       DEFINED    1,2,5                  624567
WOLVERINE         Common equity
  WORLD WIDE        shares        978097103  45040 1099101 SH       DEFINED    1,2,5,6,8             1099101
WOODWARD INC      Common equity
                    shares        980745103  85027 2229882 SH       DEFINED    1,2,5,6,8,12          2229882
WORLD             Common equity
  ACCEPTANCE        shares
  CORP/DE                         981419104  16834  225765 SH       DEFINED    1,2,5,6,8              225765
WORLD FUEL        Common equity
  SERVICES CORP     shares        981475106  95635 2322770 SH       DEFINED    1,2,5,6,8,12          2322770
WORLD             Common equity
  WRESTLING         shares
  ENTMT INC                       98156Q108   3915  495952 SH       DEFINED    1,2,5,6,8              495952
LIFEVANTAGE       Common equity
  CORP              shares        53222K106    146   66700 SH       DEFINED    1                       66700
YADKIN VALLEY     Common equity
  FINANCIAL         shares
  CORP                            984314104     37   12579 SH       DEFINED    1                       12579
YANZHOU COAL      American
  MINING CO LTD     Depository
                    Receipt       984846105    639   37397 SH       DEFINED    1,4,6                   37397
YORK WATER CO     Common equity
                    shares        987184108   3654  207769 SH       DEFINED    1,2,5                  207769
YOUNG             Common equity
  INNOVATIONS       shares
  INC                             987520103   5517  139926 SH       DEFINED    1,2,6                  139926
ZALE CORP         Common equity
                    shares        988858106    264   64402 SH       DEFINED    1,2                     64402
HARBINGER         Common equity
  GROUP INC         shares        41146A106   4774  620668 SH       DEFINED    1,2,6                  620668
ZEBRA             Common equity
  TECHNOLOGIES      shares
  CP -CL A                        989207105  53988 1374308 SH       DEFINED    1,2,5,6,8,12          1374308
ZIX CORP          Common Stock    98974P100   3130 1118092 SH       DEFINED    1,2,5                 1118092
REPROS            Common Stock
  THERAPEUTICS
  INC                             76028H209   3971  252179 SH       DEFINED    1,2                    252179
ZOLTEK COS INC    Common equity
                    shares        98975W104   3822  493089 SH       DEFINED    1,2,6,8                493089
ZYGO CORP         Common equity
                    shares        989855101   4433  282194 SH       DEFINED    1,2                    282194
AMDOCS LTD        Common equity
                    shares        G02602103  69793 2053265 SH       DEFINED    1,2,5,6,8,12          2053265
ARCH CAPITAL      Common equity
  GROUP LTD         shares        G0450A105 118477 2691553 SH       DEFINED    1,2,5,6,8,10,12,18    2691553
CENTRAL           Common Stock
  EUROPEAN
  MEDIA                           G20045202   3958  645719 SH       DEFINED    1,2,5,6                645719
CHINA YUCHAI      Common equity
  INTERNATIONAL     shares        G21082105    618   39186 SH       DEFINED    1,2                     39186
CONSOLIDATED      Common Stock
  WATER CO INC                    G23773107   1775  240176 SH       DEFINED    1,2,5                  240176
FRESH DEL         Common equity
  MONTE             shares
  PRODUCE INC                     G36738105  24556  931945 SH       DEFINED    1,2,5,6,8              931945
GARMIN LTD        Common equity
                    shares        H2906T109 182104 4461139 SH       DEFINED    1,2,5,6,8,10,12,18    4461139
GLOBAL SOURCES    Common equity
  LTD               shares        G39300101   2016  311333 SH       DEFINED    1,2                    311333
HELEN OF TROY     Common equity
  LTD               shares        G4388N106  40170 1203041 SH       DEFINED    1,2,5,6,8,17          1200434          2607
NORDIC            Common equity
  AMERICAN          shares
  TANKERS LTD                     G65773106   7922  905276 SH       DEFINED    1,2,5,6                905276
ORIENT-EXPRESS    Common equity
  HOTELS            shares        G67743107  23109 1976977 SH       DEFINED    1,2,5,6,8             1976977
PARTNERRE LTD     Common equity
                    shares        G6852T105 104123 1293729 SH       DEFINED    1,2,5,8,10,12,17,18   1293729
ARGO GROUP        Common equity
  INTL              shares
  HOLDINGS LTD                    G0464B107  20034  596287 SH       DEFINED    1,2,5,6,8              596287
SALIX             Common equity
  PHARMACEUTICALS   shares
  LTD                             795435106  47365 1170161 SH       DEFINED    1,2,5,6,8             1170161
SINA CORP         Common equity
                    shares        G81477104   5828  116061 SH       DEFINED    1,2                    116061
UTI WORLDWIDE     Common Stock
  INC                             G87210103  39273 2930723 SH       DEFINED    1,2,5,6,8,12          2930723
WHITE MTNS INS    Common Stock
  GROUP LTD                       G9618E107  43157   83784 SH       DEFINED    1,2,5,6,10,12           83784
XOMA CORP         Common equity
                    shares        98419J107   2860 1194011 SH       DEFINED    1,2                   1194011
UBS AG            Common equity
                    shares        H89231338  50096 3182740 SH       DEFINED    1                     3182740
AUDIOCODES LTD    Common equity
                    shares        M15342104    104   32230 SH       DEFINED    1                       32230
ALVARION LTD      Common Stock    M0861T100     16   42391 SH       DEFINED    1                       42391
CERAGON           Common Stock
  NETWORKS LTD                    M22013102    171   38902 SH       DEFINED    1                       38902
CHECK POINT       Common equity
  SOFTWARE          shares
  TECHN                           M22465104  25242  529807 SH       DEFINED    1,5,8,12,18,19         529807
MAGICJACK         Common equity
  VOCALTEC LTD      shares        M6787E101   5852  321329 SH       DEFINED    1,2,6                  321329
CHICAGO           Similar to ADR
  BRIDGE &          Certificates
  IRON CO           representing
                    ordinary
                    shares        167250109  49568 1069387 SH       DEFINED    1,2,5,6,17            1045759         23628
CNH GLOBAL NV     Common equity
                    shares        N20935206  12459  309356 SH       DEFINED    1,2,5                  309356
CORE              Common equity
  LABORATORIES      shares
  NV                              N22717107  40767  372907 SH       DEFINED    1,2,5,6,8,10,12,18     372907
ORTHOFIX          Common equity
  INTERNATIONAL     shares
  NV                              N6748L102  14651  372350 SH       DEFINED    1,2,5,6,8              372350
QIAGEN NV         Common Stock    N72482107  39992 2203533 SH       DEFINED    1,2,6                 2203533
SAPIENS           Common equity
  INTERNATIONAL     shares
  CORP                            N7716A151    613  153073 SH       DEFINED    1,2                    153073
STEINER           Common equity
  LEISURE LTD       shares        P8744Y102  12825  266158 SH       DEFINED    1,2,5,6,8              266158
ROYAL             Common equity
  CARIBBEAN         shares
  CRUISES LTD                     V7780T103 105350 3098416 SH       DEFINED    1,2,5,8,10,12,17,18   3098416
AFC               Common Stock
  ENTERPRISES
  INC                             00104Q107  11482  439380 SH       DEFINED    1,2,5,6,8              439380
SEATTLE           Common Stock
  GENETICS INC                    812578102  62964 2714009 SH       DEFINED    1,2,5,6,8             2714009
GMX RESOURCES     Common Stock
  INC                             38011M603     21   42951 SH       DEFINED    1                       42951
NUSTAR ENERGY     Limited
  LP                Partnership   67058H102   2708   63737 SH       DEFINED    1                       63737
DR REDDY'S        American
  LABORATORIES      Depository
  LTD               Receipt       256135203  12816  384969 SH       DEFINED    1,2,4,5,6,8            384969
PENDRELL CORP     Common Stock    70686R104   3132 2465746 SH       DEFINED    1,2,6                 2465746
DONEGAL GROUP     Common equity
  INC               shares        257701201   2255  160743 SH       DEFINED    1,2                    160743
ENTERPRISE        Common equity
  FINL              shares
  SERVICES CP                     293712105   3427  262045 SH       DEFINED    1,2                    262045
KINDRED           Common equity
  HEALTHCARE        shares
  INC                             494580103  11911 1100955 SH       DEFINED    1,2,5,6,8             1100955
RETRACTABLE       Common equity
  TECHNOLOGIES      shares
  INC                             76129W105     14   15700 SH       DEFINED    1                       15700
KINDER MORGAN     Common equity
  MANAGEMENT        shares
  LLC                             49455U100  70082  928703 SH       DEFINED    1,2,5,6,8,10,12,18     928703
ZHONE             Common Stock
  TECHNOLOGIES
  INC                             98950P884      7   16100 SH       DEFINED    1                       16100
GLOBAL POWER      Common Stock
  EQUIPMENT
  GROUP                           37941P306   4596  267937 SH       DEFINED    1,2,6                  267937
ACURA             Common equity
  PHARMACEUTICALS   shares
  INC                             00509L703    334  150788 SH       DEFINED    1,2                    150788
PREFERRED BANK    Common equity
  LOS ANGELES       shares        740367404   2326  163735 SH       DEFINED    1,2                    163735
BRIDGE CAPITAL    Common equity
  HOLDINGS          shares        108030107   2214  142099 SH       DEFINED    1,2                    142099
TASER             Common equity
  INTERNATIONAL     shares
  INC                             87651B104  11938 1335390 SH       DEFINED    1,2,5,6,8             1335390
ALLIANCE DATA     Common equity
  SYSTEMS CORP      shares        018581108 253265 1749585 SH       DEFINED    1,2,5,6,8,10,12,18    1749585
JOY GLOBAL INC    Common Stock    481165108 332803 5217772 SH       DEFINED    1,2,5,6,8,10,12,18,19 5217772
RAPTOR            Common equity
  PHARMACEUTICAL    shares
  CORP                            75382F106   4393  750322 SH       DEFINED    1,2,5,6                750322
BANNER CORP       Common equity
                    shares        06652V208  25878  842144 SH       DEFINED    1,2,5,8                842144
GRUPO TELEVISA    American
  SAB               Depository
                    Receipt       40049J206   3159  118861 SH       DEFINED    1,2,4,5,6              118861
SK TELECOM CO     American
  LTD               Depository
                    Receipt       78440P108   8488  536212 SH       DEFINED    1,2,4,5,6              536212
PHOENIX           Common equity
  COMPANIES INC     shares        71902E604   2700  109218 SH       DEFINED    1,2,6,8                109218
MOSYS INC         Common equity
                    shares        619718109   1651  473992 SH       DEFINED    1,2                    473992
WRIGHT MEDICAL    Common equity
  GROUP INC         shares        98235T107  15594  742844 SH       DEFINED    1,2,5,6,8              742844
INLAND REAL       Real Estate
  ESTATE CORP       Investment
                    Trust         457461200  19593 2338093 SH       DEFINED    1,2,3,5,6,8           2338093
HDFC BANK LTD     American
                    Depository
                    Receipt       40415F101  50549 1241427 SH       DEFINED    1,2,4,5,6,8           1241427

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
NATUS MEDICAL     Common Stock
  INC                             639050103   6532   584203 SH       DEFINED    1,2,5,6,8               584203
BIOSANTE          Common equity
  PHARMACEUTICALS   shares
  INC                             09065V302     16    13063 SH       DEFINED    1                        13063
INERGY LP         Misc Equity     456615103   2071   113820 SH       DEFINED    1                       113820
PDF SOLUTIONS     Common Stock
  INC                             693282105   4905   355978 SH       DEFINED    1,2,6                   355978
BUNGE LTD         Common equity
                    shares        G16962105 219791  3023705 SH       DEFINED    1,2,5,6,8,10,12,18     3023705
FRONTLINE LTD     Common equity
                    shares        G3682E127   2886   885904 SH       DEFINED    1,2,6                   885904
OMNICELL INC      Common equity
                    shares        68213N109  10275   690994 SH       DEFINED    1,2,5,6,8               690994
ALTERRA           Common Stock
  CAPITAL
  HOLDINGS LTD                    G0229R108  46439  1647369 SH       DEFINED    1,2,5,6,8              1647369
CANADIAN          Common equity
  PACIFIC           shares
  RAILWAY LTD                     13645T100    642     6320 SH       DEFINED    1,17                      5440           880
XPO LOGISTICS     Common equity
  INC               shares        983793100   5127   294923 SH       DEFINED    1,2,6                   294923
TIMBERLINE        Common equity
  RESOURCES         shares
  CORP                            887133106      5    24700 SH       DEFINED    1                        24700
GLADSTONE         Common equity
  CAPITAL CORP      shares        376535100   3614   442608 SH       DEFINED    1,2,8                   442608
GIVEN IMAGING     Common Stock    M52020100    212    12097 SH       DEFINED    1                        12097
CHARTER           Common Stock
  FINANCIAL
  CORP/GA                         16122M100   1056    99544 SH       DEFINED    1,2                      99544
DELCATH           Common equity
  SYSTEMS INC       shares        24661P104     35    28523 SH       DEFINED    1                        28523
CROSS COUNTRY     Common equity
  HEALTHCARE        shares
  INC                             227483104   2603   542178 SH       DEFINED    1,2                     542178
PVR PARTNERS LP   Composition of
                    more than 1
                    security      693665101   2291    88168 SH       DEFINED    1                        88168
MAHANAGAR         Depository
  TELEPHONE         Receipt
  NIGAM                           559778402     46    50035 SH       DEFINED    1                        50035
AMN HEALTHCARE    Common equity
  SERVICES INC      shares        001744101   8689   752362 SH       DEFINED    1,2,5,6,8               752362
ADVISORY BOARD    Common equity
  CO                shares        00762W107  28576   610748 SH       DEFINED    1,2,5,6,8               610748
ACUITY BRANDS     Common equity
  INC               shares        00508Y102 101566  1499557 SH       DEFINED    1,2,5,6,8,12,17        1497158          2399
WEIGHT            Common equity
  WATCHERS          shares
  INTL INC                        948626106  20068   383287 SH       DEFINED    1,2,5,6,8,12            383287
OI SA             American
                    Depository
                    Receipt       670851203  17704  4414767 SH       DEFINED    1,2,4,5,6,10           4414767
VCA ANTECH INC    Common equity
                    shares        918194101  52561  2496948 SH       DEFINED    1,2,5,6,8,12           2496948
ALERE INC         Common Stock    01449J105  21754  1175735 SH       DEFINED    1,2,5,6,8              1175735
STAGE STORES      Common equity
  INC               shares        85254C305  24419   985370 SH       DEFINED    1,2,5,6,8               985370
MCG CAPITAL       Common equity
  CORP              shares        58047P107   7669  1666828 SH       DEFINED    1,2,5,6,8              1666828
ALUMINUM CORP     American
  CHINA LTD         Depository
                    Receipt       022276109    653    54775 SH       DEFINED    4,6                      54775
CENTENE CORP      Common equity
                    shares        15135B101  47121  1149163 SH       DEFINED    1,2,5,6,8              1149163
FIVE STAR         Common Stock
  QUALITY CARE
  INC                             33832D106   3372   672710 SH       DEFINED    1,2                     672710
WESTFIELD         Common equity
  FINANCIAL INC     shares        96008P104   3685   509648 SH       DEFINED    1,2                     509648
BANCO DE CHILE    American
                    Depository
                    Receipt       059520106   2594    26872 SH       DEFINED    1,2,5                    26872
ENDEAVOUR         Common Stock
  INTERNATIONAL
  CORP                            29259G200   3842   741810 SH       DEFINED    1,2,5,6,8               741810
HOUSTON AMERN     Common equity
  ENERGY CORP       shares        44183U100      5    24165 SH       DEFINED    1,2                      24165
SYNAPTICS INC     Common equity
                    shares        87157D109  22409   747813 SH       DEFINED    1,2,5,6,8               747813
LORILLARD INC     Common equity
                    shares        544147101 583457  5000914 SH       DEFINED    1,2,5,6,8,10,12,17,18  5000914
COGENT            Common equity
  COMMUNICATIONS    shares
  GRP                             19239V302  19172   846695 SH       DEFINED    1,2,5,6,8               846695
SUNOCO            Composition of
  LOGISTICS         more than 1
  PARTNERS LP       security      86764L108   3635    73098 SH       DEFINED    1                        73098
ISHARES CORE      Investments
  S&P 500 ETF       that contain
                    a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287200   1213     8468 SH       DEFINED    6                         8468
ISHARES           Investments
  RUSSELL 1000      that contain
  INDEX FUND        a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287622    230     2900 SH       DEFINED    1                         2900
ISHARES CORE      Investments
  S&P SMALL-        that contain
  CAP ETF           a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287804 142856  1826560 SH       DEFINED    1,2                    1826560
MVC CAPITAL       Common equity
  INC.              shares        553829102   4530   372842 SH       DEFINED    1,2,5,8                 372842
MANTECH INTL      Common equity
  CORP              shares        564563104  21574   831531 SH       DEFINED    1,2,5,6,8,12,18         831531
AMBASSADORS       Common equity
  GROUP INC         shares        023177108     63    14769 SH       DEFINED    1                        14769
GAMESTOP CORP     Common equity
                    shares        36467W109 147361  5873162 SH       DEFINED    1,2,5,6,8,10,12,18     5873162
COMSTOCK          Common equity
  MINING INC        shares        205750102     28    12400 SH       DEFINED    1                        12400
ASBURY            Common equity
  AUTOMOTIVE        shares
  GROUP INC                       043436104  23315   727982 SH       DEFINED    1,2,5,6,8               727982
DOVER DOWNS       Common equity
  GAMING &          shares
  ENTMT                           260095104     31    13664 SH       DEFINED    1                        13664
CALAVO GROWERS    Common equity
  INC               shares        128246105   5609   222509 SH       DEFINED    1,2,5,6,8               222509
UNITED            Common equity
  COMMUNITY         shares
  BANKS INC                       90984P303   7037   746940 SH       DEFINED    1,2,5,6,8               746940
VALE SA           American
                    Depository
                    Receipt       91912E105 277335 13231502 SH       DEFINED    1,2,4,5,6,8,10,18     13231502
JETBLUE           Common equity
  AIRWAYS CORP      shares        477143101  46924  8217906 SH       DEFINED    1,2,5,6,12,17,18       8217906
LIN TV CORP       Common equity
                    shares        532774106   5023   667055 SH       DEFINED    1,2                     667055
REGAL             Common equity
  ENTERTAINMENT     shares
  GROUP                           758766109  17525  1256127 SH       DEFINED    1,2,5,6,8,12           1256127
CIA SANEAMENTO    American
  BASICO ESTADO     Depository
                    Receipt       20441A102  65667   785767 SH       DEFINED    1,2,4,5,6,10,18         785767
AEROPOSTALE INC   Common equity
                    shares        007865108  43412  3336454 SH       DEFINED    1,2,5,6,8,12,17        3336454
VERINT SYSTEMS    Common Stock
  INC                             92343X100  11349   386585 SH       DEFINED    1,2,5,6,8               386585
COMPUTER          Common equity
  PROGRAMS &        shares
  SYSTEMS                         205306103  11039   219315 SH       DEFINED    1,2,5,6,8               219315
MARKWEST          Limited
  ENERGY            Partnership
  PARTNERS LP                     570759100   6235   122230 SH       DEFINED    1                       122230
AU OPTRONICS      American
  CORP              Depository
                    Receipt       002255107   3948   877641 SH       DEFINED    1,2,4,5,6,8             877641
NETFLIX INC       Common equity
                    shares        64110L106 208714  2249379 SH       DEFINED    1,2,5,6,8,10,12,18     2249379
ENPRO             Common equity
  INDUSTRIES        shares
  INC                             29355X107  16401   401028 SH       DEFINED    1,2,5,6,8               401028
OVERSTOCK.COM     Common equity
  INC               shares        690370101   3246   227101 SH       DEFINED    1,2,6                   227101
PACER             Common equity
  INTERNATIONAL     shares
  INC                             69373H106   2558   655590 SH       DEFINED    1,2,6                   655590
WESTWOOD          Common equity
  HOLDINGS          shares
  GROUP INC                       961765104   4405   107679 SH       DEFINED    1,2                     107679
BIG 5 SPORTING    Common equity
  GOODS CORP        shares        08915P101   4630   353412 SH       DEFINED    1,2,5,8                 353412
NASDAQ OMX        Common equity
  GROUP INC         shares        631103108 131860  5271263 SH       DEFINED    1,2,5,6,8,10,12,18     5271263
SANOFI            American
                    Depository
                    Receipt       80105N105    993    20945 SH       DEFINED    1,2                      20945
RUSH              Common equity
  ENTERPRISES       shares
  INC                             781846209  12111   585855 SH       DEFINED    1,2,5,6,8               585855
KIRKLAND'S INC    Common Stock    497498105   3117   294559 SH       DEFINED    1,2,6,8                 294559
RANDGOLD          American
  RESOURCES LTD     Depository
                    Receipt       752344309    935     9425 SH       DEFINED    1                         9425
RED ROBIN         Common equity
  GOURMET           shares
  BURGERS                         75689M101   9560   270769 SH       DEFINED    1,2,5,6,8               270769
BIODELIVERY       Common equity
  SCIENCES INTL     shares        09060J106   1847   428592 SH       DEFINED    1,2                     428592
LEAPFROG          Common equity
  ENTERPRISES       shares
  INC                             52186N106   8203   950348 SH       DEFINED    1,2,5,6,8               950348
FIRST PACTRUST    Common equity
  BANCORP           shares        33589V101   1690   137882 SH       DEFINED    1,2                     137882
TRAVELZOO INC     Common equity
                    shares        89421Q106   2040   107236 SH       DEFINED    1,2,6,8                 107236
SAIA INC          Common equity
                    shares        78709Y105   6566   283916 SH       DEFINED    1,2,5                   283916
CIMAREX ENERGY    Common equity
  CO                shares        171798101 161747  2801679 SH       DEFINED    1,2,5,6,8,10,12,18     2801679
NEWCASTLE         Real Estate
  INVESTMENT        Investment
  CORP              Trust         65105M108   1324   152568 SH       DEFINED    1,5,8                   152568
MONTPELIER RE     Common equity
  HOLDINGS          shares        G62185106  27819  1217006 SH       DEFINED    1,2,5,6,8              1217006
ENBRIDGE          Common equity
  ENERGY MGMT       shares
  LLC                             29250X103   2501    86570 SH       DEFINED    1,5,6,8                  86570
NATURAL           Limited
  RESOURCE          Partnership
  PARTNERS LP                     63900P103   1277    68898 SH       DEFINED    1                        68898

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer             Class             Cusip   Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------             -----           --------- ------ -------- --- ---- ---------- ------------------ -------- ------ ------
DICKS SPORTING     Common equity
  GOODS INC          shares        253393102 142111  3124051 SH       DEFINED    1,2,5,6,8,10,12,18  3124051
TAYLOR CAPITAL     Common equity
  GROUP INC          shares        876851106   4634   256944 SH       DEFINED    1,2,5,6              256944
NATURAL GAS        Common equity
  SERVICES GROUP     shares        63886Q109   4232   257757 SH       DEFINED    1,2                  257757
WYNN RESORTS LTD   Common equity
                     shares        983134107 350293  3114125 SH       DEFINED    1,2,5,6,8,10,12,18  3114125
PLATINUM           Common equity
  UNDERWRITERS       shares
  HLDG                             G7127P100  30296   658591 SH       DEFINED    1,2,5,6,8,17         658591
MARTIN MIDSTREAM   Limited
  PARTNERS LP        Partnership   573331105    501    16116 SH       DEFINED    1                     16116
OVERHILL FARMS INC Common equity
                     shares        690212105     45    10520 SH       DEFINED    1                     10520
CEVA INC           Common Stock    157210105   7515   477164 SH       DEFINED    1,2,5,6,8            477164
PORTFOLIO RECOVRY  Common equity
  ASSOC INC          shares        73640Q105  37258   348699 SH       DEFINED    1,2,5,6,8,17         348699
CHINA TELECOM      American
  CORP LTD           Depository
                     Receipt       169426103    686    12080 SH       DEFINED    1,4,6                 12080
SENOMYX INC        Common equity
                     shares        81724Q107     41    24871 SH       DEFINED    1                     24871
NII HOLDINGS INC   Common equity
                     shares        62913F201  18938  2655916 SH       DEFINED    1,2,5,6,8,12        2655916
COSI INC           Common equity
                     shares        22122P101     28    36453 SH       DEFINED    1                     36453
SAFETY INSURANCE   Common equity
  GROUP INC          shares        78648T100  11336   245448 SH       DEFINED    1,2,5,6,8,17         245448
SEAGATE            Common equity
  TECHNOLOGY PLC     shares        G7945M107 379105 12437899 SH       DEFINED    1,2,5,6,8,10,12,18 12437899
CROSSTEX ENERGY LP Limited
                     Partnership   22765U102    723    49724 SH       DEFINED    1                     49724
GOLAR LNG LTD      Common Stock    G9456A100  15999   434980 SH       DEFINED    1,2,6                434980
ACACIA RESEARCH    Common Stock
  CORP                             003881307  38513  1501510 SH       DEFINED    1,2,5,6,8           1501510
PLAINS             Common equity
  EXPLORATION &      shares
  PROD CO                          726505100 204690  4360495 SH       DEFINED    1,2,5,6,8,10,12,18  4360495
PROVIDENT          Common equity
  FINANCIAL SVCS     shares
  INC                              74386T105  20221  1355417 SH       DEFINED    1,2,5,6,8           1355417
HALOZYME           Common Stock
  THERAPEUTICS INC                 40637H109  18001  2682902 SH       DEFINED    1,2,5,6,8           2682902
WARNACO GROUP INC  Common equity
                     shares        934390402 105485  1473867 SH       DEFINED    1,2,5,6,8,12        1473867
INFINITY           Common equity
  PROPERTY & CAS     shares
  CORP                             45665Q103  13736   235903 SH       DEFINED    1,2,5,6,8            235903
PROCERA NETWORKS   Common Stock
  INC                              74269U203   6651   358323 SH       DEFINED    1,2,5,6,8            358323
ENDURANCE          Common equity
  SPECIALTY          shares
  HOLDINGS                         G30397106  26466   666825 SH       DEFINED    1,2,5,6,8,12,17      666825
HUDSON GLOBAL INC  Common Stock    443787106   2384   532493 SH       DEFINED    1,2                  532493
INTERCONTINENTAL   American
  HOTELS GRP         Depository
                     Receipt       45857P400    292    10473 SH       DEFINED    1                     10473
TRUE RELIGION      Common Stock
  APPAREL INC                      89784N104  12766   502257 SH       DEFINED    1,2,5,6,8            502257
FORMFACTOR INC     Common equity
                     shares        346375108   4084   896304 SH       DEFINED    1,2,5,6,8            896304
MINDSPEED          Common Stock
  TECHNOLOGIES INC                 602682205   2754   588397 SH       DEFINED    1,2                  588397
CAVCO INDUSTRIES   Common equity
  INC                shares        149568107   5871   117468 SH       DEFINED    1,2,5,6              117468
AXIS CAPITAL       Common equity
  HOLDINGS LTD       shares        G0692U109  88217  2546885 SH       DEFINED    1,2,5,6,8,10,12,18  2546885
MOLINA HEALTHCARE  Common equity
  INC                shares        60855R100  15337   566819 SH       DEFINED    1,2,5,6,8            566819
DTS INC            Common equity
                     shares        23335C101   5930   355104 SH       DEFINED    1,2,5,6,8            355104
IPASS INC          Common equity
                     shares        46261V108   1207   659526 SH       DEFINED    1,2                  659526
NETGEAR INC        Common equity
                     shares        64111Q104  28667   727230 SH       DEFINED    1,2,5,6,8            727230
CAPITALSOURCE INC  Real Estate
                     Investment
                     Trust         14055X102  86658 11431931 SH       DEFINED    1,2,5,6,8,12       11431931
GLADSTONE          REIT
  COMMERCIAL CORP                  376536108   3042   169575 SH       DEFINED    1,2,5,6              169575
TEXAS CAPITAL      Common equity
  BANCSHARES INC     shares        88224Q107  59223  1321380 SH       DEFINED    1,2,5,6,8           1321380
PROVIDENCE         Common equity
  SERVICE CORP       shares        743815102   4331   254929 SH       DEFINED    1,2                  254929
ASHFORD            Real Estate
  HOSPITALITY        Investment
  TRUST              Trust         044103109  17888  1701978 SH       DEFINED    1,2,3,5,6,8         1701978
CYTORI             Common equity
  THERAPEUTICS INC   shares        23283K105   2251   798117 SH       DEFINED    1,2                  798117
TROVAGENE INC      Common equity
                     shares        897238309     92    13300 SH       DEFINED    1                     13300
ENTERTAINMENT      Common Stock
  GAMING ASIA                      29383V206     35    18025 SH       DEFINED    1                     18025
NATIONAL           Common equity
  FINANCIAL          shares
  PRTNRS CP                        63607P208  14736   859819 SH       DEFINED    1,2,5,6,8            859819
CHELSEA            Common equity
  THERAPEUTICS       shares
  INTL                             163428105     34    45146 SH       DEFINED    1,2                   45146
JOURNAL            Common equity
  COMMUNICATIONS     shares
  INC                              481130102   7552  1396084 SH       DEFINED    1,2,17               832097        563987
WOORI FINANCE      American
  HOLDINGS CO        Depository
                     Receipt       981063100    655    19651 SH       DEFINED    1,4,6                 19651
LKQ CORP           Common equity
                     shares        501889208 198473  9406217 SH       DEFINED    1,2,5,6,8,10,12,18  9406217
ADA-ES INC         Common equity
                     shares        005208103   2009   118950 SH       DEFINED    1,2                  118950
FIRST POTOMAC      Real Estate
  REALTY TRUST       Investment
                     Trust         33610F109  18692  1512242 SH       DEFINED    1,2,3,5,6,8         1512242
FIRST MARBLEHEAD   Common equity
  CORP               shares        320771108    828  1067320 SH       DEFINED    1,2                 1067320
QUALITY            Common equity
  DISTRIBUTION INC   shares        74756M102   2006   334459 SH       DEFINED    1,2,6                334459
CINEDIGM DIGITAL   Common equity
  CINEMA CORP        shares        172407108     24    17000 SH       DEFINED    1                     17000
MARLIN BUSINESS    Common equity
  SERVICES INC       shares        571157106   2640   131639 SH       DEFINED    1,2                  131639
TESSERA            Common equity
  TECHNOLOGIES INC   shares        88164L100  19371  1179708 SH       DEFINED    1,2,5,6,8           1179708
CALLIDUS SOFTWARE  Common equity
  INC                shares        13123E500   2379   524133 SH       DEFINED    1,2                  524133
WHITING PETROLEUM  Common equity
  CORP               shares        966387102  92317  2128626 SH       DEFINED    1,2,5,6,8,10,12,18  2128626
BUFFALO WILD       Common equity
  WINGS INC          shares        119848109  26251   360530 SH       DEFINED    1,2,5,6,8            360530
TICC CAPITAL CORP  Common equity
                     shares        87244T109   7193   711003 SH       DEFINED    1,2,5,8,17           711003
NEXSTAR            Common equity
  BROADCASTING       shares
  GROUP                            65336K103   1680   158474 SH       DEFINED    1,2                  158474
CONN'S INC         Common equity
                     shares        208242107  14723   479911 SH       DEFINED    1,2,5,6,8            479911
SYNNEX CORP        Common equity
                     shares        87162W100  19870   577983 SH       DEFINED    1,2,5,6,8            577983
CORINTHIAN         Common equity
  COLLEGES INC       shares        218868107   4253  1742475 SH       DEFINED    1,2,5,6,8           1742475
CORPBANCA          American
                     Depository
                     Receipt       21987A209   5360   264660 SH       DEFINED    1,2,4,5,6,10         264660
NRG ENERGY INC     Common equity
                     shares        629377508 363926 15830111 SH       DEFINED    1,2,5,6,8,10,12,18 15830111
AMERICAN EQTY      Common equity
  INVT LIFE HLDG     shares        025676206  14163  1160074 SH       DEFINED    1,2,5,6,8           1160074
ASPEN INSURANCE    Common equity
  HOLDINGS LTD       shares        G05384105  64145  1999514 SH       DEFINED    1,2,5,6,8,12,18     1999514
KRONOS WORLDWIDE   Common equity
  INC                shares        50105F105   4429   226814 SH       DEFINED    1,2,5,6,8            226814
NELNET INC         Common equity
                     shares        64031N108  14851   498417 SH       DEFINED    1,2,5,6,8            498417
COMPASS MINERALS   Common equity
  INTL INC           shares        20451N101 105053  1406181 SH       DEFINED    1,2,5,6,8,12        1406181
GLOBAL INDEMNITY   Common equity
  PLC                shares        G39319101   4497   203085 SH       DEFINED    1,2,8                203085
CHINA LIFE         American
  INSURANCE (CHN)    Depository
                     Receipt       16939P106   2447    49250 SH       DEFINED    1,4,5,6               49250
UNIVERSAL          Common equity
  TECHNICAL INST     shares        913915104   4289   427365 SH       DEFINED    1,2,8                427365
TEMPUR PEDIC INTL  Common equity
  INC                shares        88023U101 125592  3988245 SH       DEFINED    1,2,5,6,8,12,17     3988245
U S GEOTHERMAL INC Common equity
                     shares        90338S102     12    33200 SH       DEFINED    1                     33200
CROSSTEX ENERGY    Common equity
  INC                shares        22765Y104  11148   777336 SH       DEFINED    1,2,5,6,8            777336
GEOEYE INC         Common Stock    37250W108   9581   311768 SH       DEFINED    1,2,5,6,8            311768
BANCORP INC        Common equity
                     shares        05969A105   5529   503926 SH       DEFINED    1,2,5,8              503926
GTX INC            Common equity
                     shares        40052B108   2012   479899 SH       DEFINED    1,2                  479899
TRW AUTOMOTIVE     Common equity
  HOLDINGS CORP      shares        87264S106  97547  1819579 SH       DEFINED    1,2,5,6,8,10,12,18  1819579
ASSET ACCEPTANCE   Common equity
  CAPITL CP          shares        04543P100    842   186998 SH       DEFINED    1,2                  186998

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
ASSURANT INC      Common equity
                    shares        04621X108  137445  3961097 SH       DEFINED    1,2,5,6,8,10,12,18     3961097
HILLTOP           Common equity
  HOLDINGS INC      shares        432748101    9400   694072 SH       DEFINED    1,2,5,6,8               694072
DYNAVAX           Common Stock
  TECHNOLOGIES
  CORP                            268158102   26219  9168898 SH       DEFINED    1,2,5,6,8              9168898
CLIFTON           Common equity
  SAVINGS           shares
  BANCORP INC                     18712Q103    1691   149884 SH       DEFINED    1,2                     149884
TNS INC           Common equity
                    shares        872960109    9440   455423 SH       DEFINED    1,2,5,6,8               455423
CAPLEASE INC      Real Estate
                    Investment
                    Trust         140288101    7920  1422448 SH       DEFINED    1,2,3,5,8,17           1422448
SIGNATURE         Common equity
  BANK/NY           shares        82669G104  157104  2202162 SH       DEFINED    1,2,5,6,8,12           2202162
ULTRA CLEAN       Common equity
  HOLDINGS INC      shares        90385V107    2437   496618 SH       DEFINED    1,2                     496618
HORNBECK          Common equity
  OFFSHORE          shares
  SVCS INC                        440543106   30024   874432 SH       DEFINED    1,2,5,6,8               874432
CUTERA INC        Common equity
                    shares        232109108     111    12244 SH       DEFINED    1                        12244
SIMPLICITY        Common Stock
  BANCORP INC                     828867101    2133   142752 SH       DEFINED    1,2,6                   142752
MARCHEX INC       Common Stock    56624R108    1744   424189 SH       DEFINED    1,2                     424189
SANTARUS INC      Common Stock    802817304   16435  1496869 SH       DEFINED    1,2,5,6,8              1496869
APOLLO            Common equity
  INVESTMENT        shares
  CORP                            03761U106   58072  6946302 SH       DEFINED    1,2,5,6,8,12,18        6946302
ARBOR REALTY      Real Estate
  TRUST INC         Investment
                    Trust         038923108      95    15800 SH       DEFINED    1                        15800
CORCEPT           Common equity
  THERAPEUTICS      shares
  INC                             218352102    1027   717677 SH       DEFINED    1,2,6                   717677
EXIDE             Common Stock
  TECHNOLOGIES                    302051206    5847  1709386 SH       DEFINED    1,2,5,6,8              1709386
ASSURED           Common equity
  GUARANTY LTD      shares        G0585R106   34807  2446035 SH       DEFINED    1,2,5,6,8              2446035
CYTOKINETICS      Common Stock
  INC                             23282W100      24    35722 SH       DEFINED    1                        35722
INTERSECTIONS     Common equity
  INC               shares        460981301    2208   232748 SH       DEFINED    1,2                     232748
URANERZ ENERGY    Common equity
  CORP              shares        91688T104    1222   879278 SH       DEFINED    1,2,6                   879278
GREENHILL & CO    Common equity
  INC               shares        395259104   51786   996096 SH       DEFINED    1,2,5,6,8,12            996096
NUVASIVE INC      Common equity
                    shares        670704105   13506   873621 SH       DEFINED    1,2,5,6,8               873621
CENCOSUD SA       Depository
                    Receipt       15132H101    2322   142103 SH       DEFINED    1,5,6                   142103
BLUE NILE INC     Common equity
                    shares        09578R103   15919   413510 SH       DEFINED    1,2,5,6,8               413510
HALCON            Common Stock
  RESOURCES
  CORP                            40537Q209   23055  3332014 SH       DEFINED    1,2,5,6,8              3332014
GENWORTH          Common equity
  FINANCIAL INC     shares        37247D106  143862 19155239 SH       DEFINED    1,2,5,6,8,10,12       19155239
ACADIA            Common equity
  PHARMACEUTICALS   shares
  INC                             004225108     116    25160 SH       DEFINED    1                        25160
ANGIODYNAMICS     Common equity
  INC               shares        03475V101    5142   467819 SH       DEFINED    1,2,5,8                 467819
CORNERSTONE       Common equity
  THERAPEUTICS      shares
  INC                             21924P103     610   128755 SH       DEFINED    1,2                     128755
REPUBLIC          Common equity
  AIRWAYS           shares
  HLDGS INC                       760276105    5244   922780 SH       DEFINED    1,2,5,6                 922780
STANDARD          Common equity
  PARKING CORP      shares        853790103    5708   259565 SH       DEFINED    1,2,5,6,8               259565
ALNYLAM           Common Stock
  PHARMACEUTICALS
  INC                             02043Q107   21604  1183800 SH       DEFINED    1,2,5,6,8              1183800
CBRE GROUP INC    Common equity
                    shares        12504L109  250744 12599534 SH       DEFINED    1,2,5,6,8,10,12,18    12599534
MOMENTA           Common Stock
  PHARMACEUTICALS
  INC                             60877T100   16737  1420848 SH       DEFINED    1,2,5,6,8              1420848
MONEYGRAM         Common equity
  INTERNATIONAL     shares
  INC                             60935Y208    4415   332156 SH       DEFINED    1,2,5,6,8               332156
SALESFORCE.COM    Common equity
  INC               shares        79466L302  846168  5033690 SH       DEFINED    1,2,5,6,8,10,12,17,18  5033411           279
GOL LINHAS        American
  AEREAS            Depository
  INTELIGENT        Receipt       38045R107      71    10805 SH       DEFINED    1                        10805
NEW YORK          Real Estate
  MORTGAGE          Investment
  TRUST INC         Trust         649604501    4902   775059 SH       DEFINED    1,2,5,8                 775059
STRATEGIC         Real Estate
  HOTELS &          Investment
  RESORTS           Trust         86272T106   26487  4138640 SH       DEFINED    1,2,3,5,6,8            4138640
CABELAS INC       Common equity
                    shares        126804301   69030  1653406 SH       DEFINED    1,2,5,6,8,12           1653406
METALICO INC      Common equity
                    shares        591176102    1478   753719 SH       DEFINED    1,2                     753719
MULTI-FINELINE    Common equity
  ELECTRON INC      shares        62541B101    3481   172317 SH       DEFINED    1,2,6,8                 172317
DESARROLLADORA    American
  HOMEX SA          Depository
                    Receipt       25030W100     550    44100 SH       DEFINED    1                        44100
LIFE TIME         Common equity
  FITNESS INC       shares        53217R207   71169  1446208 SH       DEFINED    1,2,5,6,8,12           1446208
WELLCARE          Common equity
  HEALTH PLANS      shares
  INC                             94946T106   74793  1536070 SH       DEFINED    1,2,5,6,8,12           1536070
HILL              Common equity
  INTERNATIONAL     shares
  INC                             431466101    1473   402347 SH       DEFINED    1,2,6                   402347
HOLLY ENERGY      Limited
  PARTNERS LP       Partnership   435763107    1072    16295 SH       DEFINED    1                        16295
JAMES RIVER       Common Stock
  COAL CO                         470355207     166    51574 SH       DEFINED    1,6,8                    51574
VIRGIN MEDIA      Common equity
  INC               shares        92769L101  172463  4692969 SH       DEFINED    1,2,5,6,8,10,12,18     4692969
DOMINO'S PIZZA    Common equity
  INC               shares        25754A201   54707  1256139 SH       DEFINED    1,2,5,6,8,17           1251487          4652
ACCESS            Common equity
  NATIONAL CORP     shares        004337101    1182    90963 SH       DEFINED    1,2                      90963
ATLAS AIR         Common equity
  WORLDWIDE         shares
  HLDG INC                        049164205   21982   496087 SH       DEFINED    1,2,5,6,8               496087
SYNTHESIS         Common equity
  ENERGY            shares
  SYSTEMS INC                     871628103      25    23100 SH       DEFINED    1                        23100
BLACKBAUD INC     Common equity
                    shares        09227Q100   20687   906168 SH       DEFINED    1,2,5,6,8               906168
IDENIX            Common Stock
  PHARMACEUTICALS
  INC                             45166R204   17221  3550479 SH       DEFINED    1,2,5,6,8              3550479
LG DISPLAY CO     American
  LTD               Depository
                    Receipt       50186V102    2857   197293 SH       DEFINED    1,2,4,5,6,18            197293
AUXILIUM          Common Stock
  PHARMA INC                      05334D107   25510  1376487 SH       DEFINED    1,2,5,6,8              1376487
PROSPECT          Common equity
  CAPITAL CORP      shares        74348T102   38471  3539197 SH       DEFINED    1,2,5,6,8              3539197
GRAMERCY          Real Estate
  CAPITAL CORP      Investment
                    Trust         384871109    2604   884987 SH       DEFINED    1,2                     884987
MANNKIND CORP     Common equity
                    shares        56400P201    4341  1879288 SH       DEFINED    1,2,5,6,8              1879288
VOLTERRA          Common equity
  SEMICONDUCTOR     shares
  CORP                            928708106    8747   509594 SH       DEFINED    1,2,5,6,8               509594
ENERSYS INC       Common equity
                    shares        29275Y102   38734  1029256 SH       DEFINED    1,2,5,6,8,17           1029256
COMMERCIAL        Common equity
  VEHICLE           shares
  GROUP INC                       202608105    4355   530081 SH       DEFINED    1,2,6,8                 530081
BIOMED REALTY     Real Estate
  TRUST INC         Investment
                    Trust         09063H107  121925  6307570 SH       DEFINED    1,2,3,5,6,8,12         6307570
EMERALD OIL INC   Common Stock    29101U209     777   148326 SH       DEFINED    1,2                     148326
KITE REALTY       Real Estate
  GROUP TRUST       Investment
                    Trust         49803T102   11364  2033005 SH       DEFINED    1,2,3,5,6,8            2033005
WESTLAKE          Common equity
  CHEMICAL CORP     shares        960413102   18768   236652 SH       DEFINED    1,2,5,6,8               236652
AMERICAN          Real Estate
  CAMPUS            Investment
  COMMUNITIES       Trust         024835100  196560  4260965 SH       DEFINED    1,2,3,5,6,8,12,18      4260965
EXTRA SPACE       Real Estate
  STORAGE INC       Investment
                    Trust         30225T102  109080  2997535 SH       DEFINED    1,2,3,5,6,8            2997535
LEAP WIRELESS     Common equity
  INTL INC          shares        521863308    6915  1039484 SH       DEFINED    1,2,5,6,8              1039484
GOOGLE INC        Common equity
                    shares        38259P508 7525484 10608679 SH       DEFINED    1,2,5,6,8,10,12,17,18 10608371           308
COHEN & STEERS    Common equity
  INC               shares        19247A100   10024   329121 SH       DEFINED    1,2,5,6,8               329121
ZIOPHARM          Common equity
  ONCOLOGY INC      shares        98973P101    9316  2239041 SH       DEFINED    1,2,5,6,8              2239041
HAYNES            Common equity
  INTERNATIONAL     shares
  INC                             420877201   20555   396314 SH       DEFINED    1,2,5,6,8               396314
BEACON ROOFING    Common equity
  SUPPLY INC        shares        073685109   28346   851695 SH       DEFINED    1,2,5,6,8               851695
TATA MOTORS LTD   American
                    Depository
                    Receipt       876568502   28142   979820 SH       DEFINED    1,2,4,5,6,8             979820
CPFL ENERGIA SA   American
                    Depository
                    Receipt       126153105   11312   539725 SH       DEFINED    1,2,4,5,6,10            539725
51JOB INC -ADR    American
                    Depository
                    Receipt       316827104     826    17667 SH       DEFINED    1,2,17                   15623          2044
SI FINANCIAL      Common equity
  GROUP INC         shares        78425V104    1473   128165 SH       DEFINED    1,2                     128165
ARES CAPITAL      Common equity
  CORP              shares        04010L103   48655  2780293 SH       DEFINED    1,2,5,6,8              2780293
TEXAS             Common equity
  ROADHOUSE INC     shares        882681109   20266  1206341 SH       DEFINED    1,2,5,6,8              1206341

SSgA Confidential

                                                   SHS/PRN  SH/ Put/                                   Sole   Shared   No
Issuer            Class             Cusip   Value    VAL    PRN Call Discretion       Managers        Voting  Voting Voting
------            -----           --------- ------ -------- --- ---- ---------- -------------------- -------- ------ ------
THERAVANCE INC    Common Stock    88338T104  39905  1791961 SH       DEFINED    1,2,5,6,8             1791961
NEW YORK & CO     Common equity
  INC               shares        649295102   1804   473718 SH       DEFINED    1,2,6                  473718
THOMAS            Common Stock
  PROPERTIES
  GROUP                           884453101   2579   476737 SH       DEFINED    1,2,6                  476737
HURON             Common equity
  CONSULTING        shares
  GROUP INC                       447462102  13932   413602 SH       DEFINED    1,2,5,6,8              413602
LOCAL CORP        Common equity
                    shares        53954W104     65    31673 SH       DEFINED    1,2                     31673
SUNSTONE HOTEL    Real Estate
  INVESTORS INC     Investment
                    Trust         867892101  49170  4590939 SH       DEFINED    1,2,3,5,6,8           4590939
TOWER GROUP INC   Common equity
                    shares        891777104  12990   731078 SH       DEFINED    1,2,5,6,8              731078
CUBESMART         Real Estate
                    Investment
                    Trust         229663109  51624  3543097 SH       DEFINED    1,2,3,5,6,8           3543097
NORTHSTAR         Real Estate
  REALTY            Investment
  FINANCE CP        Trust         66704R100  19204  2727767 SH       DEFINED    1,2,5,6,8             2727767
BUILD-A-BEAR      Common equity
  WORKSHOP INC      shares        120076104     56    14500 SH       DEFINED    1                       14500
CALAMOS ASSET     Common equity
  MANAGEMENT        shares
  INC                             12811R104   4352   411975 SH       DEFINED    1,2,6,8                411975
DREAMWORKS        Common Stock
  ANIMATION INC                   26153C103  29714  1793327 SH       DEFINED    1,2,5,6,8,12          1793327
DIGITAL REALTY    Real Estate
  TRUST INC         Investment
                    Trust         253868103 259056  3815840 SH       DEFINED    1,2,3,5,6,8,10,12,18  3815840
NORTHWESTERN      Common equity
  CORP              shares        668074305  31698   912680 SH       DEFINED    1,2,5,6,8,17           912680
MARKETAXESS       Common equity
  HOLDINGS INC      shares        57060D108  24253   687002 SH       DEFINED    1,2,5,6,8              687002
COPANO ENERGY     Common equity
  LLC               shares        217202100   2709    85646 SH       DEFINED    1                       85646
NGP CAPITAL       Common equity
  RESOURCES CO.     shares        62912R107   2864   396820 SH       DEFINED    1,2                    396820
RAND LOGISTICS    Common equity
  INC               shares        752182105   1451   222933 SH       DEFINED    1,2                    222933
ORMAT             Common equity
  TECHNOLOGIES      shares
  INC                             686688102   6467   335406 SH       DEFINED    1,2,5,8                335406
SPDR GOLD TRUST   Investments
                    that contain
                    a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     78463V107 233695  1442470 SH       DEFINED    1,2,6,10              1442470
MONOLITHIC        Common Stock
  POWER
  SYSTEMS INC                     609839105  14159   635332 SH       DEFINED    1,2,5,6,8              635332
REXAHN            Common equity
  PHARMACEUTICALS   shares
  INC                             761640101     11    36000 SH       DEFINED    1                       36000
HOME FEDERAL      Common equity
  BANCORP INC       shares        43710G105   3283   264029 SH       DEFINED    1,2,5                  264029
SYMMETRY          Common equity
  MEDICAL INC       shares        871546206   7189   683430 SH       DEFINED    1,2,5,8                683430
BILL BARRETT      Common equity
  CORP              shares        06846N104  39569  2224133 SH       DEFINED    1,2,5,6,8,12,18       2224133
MARKET LEADER     Common equity
  INC               shares        57056R103   1890   288332 SH       DEFINED    1,2                    288332
BLUELINX          Common equity
  HOLDINGS INC      shares        09624H109    747   265589 SH       DEFINED    1,2                    265589
KNOLL INC         Common equity
                    shares        498904200  14269   928881 SH       DEFINED    1,2,5,6,8              928881
LAS VEGAS         Common equity
  SANDS CORP        shares        517834107 283865  6149634 SH       DEFINED    1,2,5,6,8,10,12,18    6149634
MACQUARIE         Closed end
  INFRASTRUCT       mutual fund
  CO LLC                          55608B105   1618    35512 SH       DEFINED    1,5,8                   35512
HERBALIFE LTD     Common equity
                    shares        G4412G101  80711  2450067 SH       DEFINED    1,2,5,6,8,10,12,18    2450067
WARREN            Common Stock
  RESOURCES INC                   93564A100   4114  1464247 SH       DEFINED    1,2,6,8               1464247
NAVIOS            Common equity
  MARITIME          shares
  HOLDINGS INC                    Y62196103     53    15693 SH       DEFINED    1                       15693
PHH CORP          Common equity
                    shares        693320202  29823  1311023 SH       DEFINED    1,2,5,6,8,12,17       1311023
CELANESE CORP     Common equity
                    shares        150870103 140053  3145056 SH       DEFINED    1,2,5,6,8,10,12,18    3145056
SEABRIGHT         Common Stock
  HOLDINGS INC                    811656107   4079   368489 SH       DEFINED    1,2,5,8                368489
EDUCATION         Real Estate
  REALTY TRUST      Investment
  INC               Trust         28140H104  34857  3275828 SH       DEFINED    1,2,3,5,6,8           3275828
GFI GROUP INC     Common Stock    361652209   4497  1387360 SH       DEFINED    1,2,8                 1387360
DFC GLOBAL CORP   Common equity
                    shares        23324T107  14953   807998 SH       DEFINED    1,2,5,6,8              807998
NATIONAL          Common Stock
  INTERSTATE
  CORP                            63654U100   3194   110748 SH       DEFINED    1,2                    110748
W&T OFFSHORE      Common equity
  INC               shares        92922P106  21028  1311780 SH       DEFINED    1,2,5,6,8             1311780
DRYSHIPS INC      Common equity
                    shares        Y2109Q101    471   297197 SH       DEFINED    1,2,5                  297197
ARC DOCUMENT      Common equity
  SOLUTIONS INC     shares        00191G103   1621   632177 SH       DEFINED    1,2,6,8                632177
CORE MARK         Common equity
  HOLDING CO        shares
  INC                             218681104   8490   179339 SH       DEFINED    1,2,5,8                179339
THRESHOLD         Common equity
  PHARMACEUTICALS   shares        885807206   3142   746600 SH       DEFINED    1,2,6                  746600
WINDSTREAM CORP   Common Stock    97381W104 206769 24971998 SH       DEFINED    1,2,5,6,8,10,12,18   24971998
PRESTIGE          Common equity
  BRANDS            shares
  HOLDINGS                        74112D101  19761   986789 SH       DEFINED    1,2,5,6,8              986789
HUNTSMAN CORP     Common equity
                    shares        447011107  45288  2848432 SH       DEFINED    1,2,5,6,8,10,12,17    2848432
UNIVERSAL         Common equity
  TRUCKLOAD         shares
  SERVICES                        91388P105   2266   124171 SH       DEFINED    1,2                    124171
ENTERPRISE        Common Stock
  BANCORP INC/
  MA                              293668109   1452    87767 SH       DEFINED    1,2                     87767
ALPHA NATURAL     Common equity
  RESOURCES INC     shares        02076X102  96644  9921743 SH       DEFINED    1,2,5,6,8,12          9921743
REVETT            Common equity
  MINERALS INC      shares        76150520     931   329604 SH       DEFINED    1,2                    329604
WEX INC           Common equity
                    shares        96208T104 104151  1381893 SH       DEFINED    1,2,5,6,8,12          1381893
DOLBY             Common equity
  LABORATORIES      shares
  INC                             25659T107  62656  2135983 SH       DEFINED    1,2,5,8,10,12,18,19   2135983
SARATOGA          Common equity
  RESOURCES INC     shares        803521103    851   240510 SH       DEFINED    1,2,6                  240510
KEARNY            Common equity
  FINANCIAL         shares
  CORP                            487169104   2572   263838 SH       DEFINED    1,2                    263838
TRIANGLE          Common equity
  PETROLEUM         shares
  CORP                            89600B201   3857   643717 SH       DEFINED    1,2,5,6                643717
BOFI HOLDING      Common Stock
  INC                             05566U108   5947   213300 SH       DEFINED    1,2,5,6                213300
DIANA SHIPPING    Common equity
  INC               shares        Y2066G104    734   100555 SH       DEFINED    1,2,5                  100555
FREIGHTCAR        Common equity
  AMERICA INC       shares        357023100   4915   219234 SH       DEFINED    1,2,5,8                219234
DEXCOM INC        Common Stock    252131107  16954  1245772 SH       DEFINED    1,2,5,6,8             1245772
VERIFONE          Common equity
  SYSTEMS INC       shares        92342Y109  97953  3300131 SH       DEFINED    1,2,5,6,8,10,12,18    3300131
MORNINGSTAR INC   Common equity
                    shares        617700109  19903   316806 SH       DEFINED    1,2,5,6,8              316806
LAZARD LTD        Common equity
                    shares        G54050102  35439  1187497 SH       DEFINED    1,2,5,6,17            1185379          2118
TEEKAY LNG        Limited
  PARTNERS LP       Partnership   Y8564M105   1554    41121 SH       DEFINED    1                       41121
ZUMIEZ INC        Common equity
                    shares        989817101  14099   726282 SH       DEFINED    1,2,5,6,8              726282
CITI TRENDS INC   Common equity
                    shares        17306X102   3647   264846 SH       DEFINED    1,2,5,6,8              264846
ROCKVILLE         Common equity
  FINANCIAL INC     shares        774188106   7225   560222 SH       DEFINED    1,2,5,6,8              560222
ISHARES MSCI      Investments
  BRAZIL            that contain
  (FREE) INDEX      a pool of
  FUND              securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286400   8440   150567 SH       DEFINED    1,10,12                150567
ISHARES MSCI      Investments
  CANADA INDEX      that contain
  FUND              a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286509  55707  1961500 SH       DEFINED    2                     1961500
ISHARES MSCI      Investments
  UNITED            that contain
  KINGDOM           a pool of
  INDEX FUND        securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286699  10254   571545 SH       DEFINED    1                      571545
ISHARES MSCI      Investments
  TAIWAN INDEX      that contain
  FUND              a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286731  65980  4844362 SH       DEFINED    1,6,10                4844362
ISHARES MSCI      Investments
  KOREA INDEX       that contain
  FUND              a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286772   3485    55009 SH       DEFINED    6,10,12                 55009
ISHARES MSCI      Investments
  SOUTH AFRICA      that contain
  INDEX FUND        a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286780   1209    16900 SH       DEFINED    10                      16900
ISHARES MSCI      Investments
  MEXICO            that contain
  (FREE) INDEX      a pool of
  FUND              securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286822    289     4100 SH       DEFINED    10                       4100
ISHARES MSCI      Investments
  MALAYSIA          that contain
  (FREE) INDEX      a pool of
  FUND              securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464286830    375    24800 SH       DEFINED    10                      24800
ISHARES           Investments
  BARCLAYS          that contain
  TIPS BOND         a pool of
  FUND              securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287176  88727   730806 SH       DEFINED    1,2                    730806
ISHARES FTSE      Investments
  CHINA 25          that contain
  INDEX FUND        a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287184   2732    67500 SH       DEFINED    10                      67500
ISHARES DJ        Investments
  TRANSPORTATION    that contain
  AVERAGE           a pool of
  INDEX FUND        securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287192    227     2406 SH       DEFINED    17                          0          2406
ISHARES CORE      Investments
  TOTAL U.S.        that contain
  BOND MARKET       a pool of
  ETF               securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287226   1313    11815 SH       DEFINED    1                       11815
ISHARES MSCI      Investments
  EMERGING          that contain
  MARKETS           a pool of
  INDEX FUND        securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     464287234  17110   385800 SH       DEFINED    1                      385800
ISHARES IBOXX     Investments
  $ INVESTOP        that contain
  INVESTMENT        a pool of
  GRADE BOND        securities
  FUND              representing
                    a specific
                    index and
                    are built
                    like mutu     464287242 318881  2635603 SH       DEFINED    1,2                   2635603

SSgA Confidential

                                                      SHS/PRN SH/ Put/                                     Sole   Shared   No
Issuer               Class             Cusip   Value    VAL   PRN Call Discretion        Managers         Voting  Voting Voting
------               -----           --------- ------ ------- --- ---- ---------- ----------------------- ------- ------ ------
ISHARES MSCI EAFE    Investments
  INDEX FUND           that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464287465 543898 9572323 SH       DEFINED    1,2,6,12                9572323
ISHARES RUSSELL      Investments
  2000 INDEX FUND      that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464287655   3190   37843 SH       DEFINED    1,2,17                    13004         24839
SPDR S&P MIDCAP 400  USA: Common
  ETF TRUST            Stock         78467Y107  96728  520856 SH       DEFINED    1,2                      520856
MORGAN STANLEY       Closed end
  INDIA INVESTMENT     mutual fund
  FUND INC.                          61745C105    407   21956 SH       DEFINED    1                         21956
ENERGY SELECT        USA: Common
  SECTOR SPDR FUND     Stock         81369Y506   8528  119382 SH       DEFINED    2                        119382
UTILITIES SELECT     USA: Common
  SECTOR SPDR FUND     Stock         81369Y886   1539   44030 SH       DEFINED    6                         44030
SPDR STOXX EUROPE    Investments
  50 ETF               that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     78463X103   3099   92168 SH       DEFINED    2                         92168
SPDR EURO STOXX 50   Investments
  ETF                  that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     78463X202  10168  293349 SH       DEFINED    2,10                     293349
SPDR DOW JONES REIT  USA: Common
  ETF                  Stock         78464A607  53419  732071 SH       DEFINED    1,2,8                    732071
VANGUARD ETF REIT    Investments
                       that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     922908553 113208 1720483 SH       DEFINED    1,2                     1720483
ISHARES GOLD TRUST   Investments
                       that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464285105  30153 1853300 SH       DEFINED    2                       1853300
VANGUARD ETF         Investments
  EMERGING MARKETS     that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     922042858 243244 5462496 SH       DEFINED    1,2                     5462496
VANGUARD ETF         Investments
  EUROPEAN             that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     922042874 145183 2972629 SH       DEFINED    1,2                     2972629
MINAS BUENAVENTURA   American
  SA                   Depository
                       Receipt       204448104 153455 4268568 SH       DEFINED    1,2,4,5,6,8,10,12,18    4268568
BRASKEM SA           American
                       Depository
                       Receipt       105532105   2034  152357 SH       DEFINED    1,2,4,6,10               152357
INFOSYS LTD          Depository
                       Receipt       456788108  67406 1593533 SH       DEFINED    1,2,4,5,6,8,10          1593533
KEPCO-KOREA ELEC     American
  POWER CORP           Depository
                       Receipt       500631106   4094  292967 SH       DEFINED    1,2,4,6                  292967
POSCO                American
                       Depository
                       Receipt       693483109  23604  287333 SH       DEFINED    1,2,4,5,6,18             287333
RYANAIR HOLDINGS PLC American
                       Depository
                       Receipt       783513104   7373  215071 SH       DEFINED    1,2,5,6                  206204          8867
SAP AG               American
                       Depository
                       Receipt       803054204   4849   60322 SH       DEFINED    1,2                       60322
TAIWAN               American
  SEMICONDUCTOR MFG    Depository
  CO                   Receipt       874039100 123407 7191193 SH       DEFINED    1,2,4,5,6,8,10,17,18,19 7179795         11398
CREDICORP LTD        Common equity
                       shares        G2519Y108 240213 1638998 SH       DEFINED    1,2,4,5,6,8,10,12,18    1638998
INDOSAT TBK          American
                       Depository
                       Receipt       744383100    381   11554 SH       DEFINED    1,2,6                     11554
THOMSON-REUTERS CORP Common equity
                       shares        884903105  93895 3231059 SH       DEFINED    1,2,5,8,17,18           3231059
CHUNGHWA TELECOM LTD American
                       Depository
                       Receipt       17133Q502  17755  549057 SH       DEFINED    1,2,5,6,8,12             549057
SHINHAN FINANCIAL    American
  GROUP LTD            Depository
                       Receipt       824596100   5044  137646 SH       DEFINED    1,2,4,5,6                137646
CTRIP.COM INTL LTD   American
                       Depository
                       Receipt       22943F100   7411  325192 SH       DEFINED    1,2                      325192
DIAMONDROCK          Real Estate
  HOSPITALITY CO       Investment
                       Trust         252784301  57638 6403929 SH       DEFINED    1,2,3,5,6,8             6403929
FRANKLIN STREET      Real Estate
  PROPERTIES           Investment
                       Trust         35471R106  29807 2421409 SH       DEFINED    1,2,3,5,6,8             2421409
XENOPORT INC         Common Stock    98411C100   5830  750247 SH       DEFINED    1,2,5,6,8                750247
HERCULES TECHNOLOGY  Common Stock
  GROWTH CAPITAL
  INC.                               427096508  11661 1047424 SH       DEFINED    1,2,5,6,8               1047424
LHC GROUP INC        Common equity
                       shares        50187A107   6605  310226 SH       DEFINED    1,2,5,6,8                310226
SILICON GRAPHICS     Common equity
  INTL CORP            shares        82706L108   5715  558862 SH       DEFINED    1,2,5,6,8                558862
TREEHOUSE FOODS INC  Common equity
                       shares        89469A104  41807  801908 SH       DEFINED    1,2,5,6,8                801908
BUILDERS FIRSTSOURCE Common equity
                       shares        12008R107   4827  864867 SH       DEFINED    1,2,5                    864867
GLADSTONE            Common equity
  INVESTMENT CORP/DE   shares        376546107   2341  336324 SH       DEFINED    1,2                      336324
LINCOLN EDUCATIONAL  Common Stock
  SERVICES                           533535100   2341  418585 SH       DEFINED    1,2,6                    418585
EAGLE BULK SHIPPING  Common equity
  INC                  shares        Y2187A119     18   12026 SH       DEFINED    1                         12026
BANKFINANCIAL CORP   Common equity
                       shares        06643P104   2582  348086 SH       DEFINED    1,2                      348086
DSW INC              Common equity
                       shares        23334L102  34803  529748 SH       DEFINED    1,2,5,6,8                529748
CIFC CORP            Common Stock    12547R105    807  100873 SH       DEFINED    1                        100873
NEUSTAR INC          Common equity
                       shares        64126X201  77398 1845915 SH       DEFINED    1,2,5,6,8,12,18         1845915
HERITAGE FINANCIAL   Common equity
  GP INC               shares        42726X102   1413  102427 SH       DEFINED    1,2                      102427
SILICON MOTION TECH  American
  -ADR                 Depository
                       Receipt       82706C108    922   64824 SH       DEFINED    1,2                       64824
WESTERN ALLIANCE     Common equity
  BANCORP              shares        957638109  23655 2246885 SH       DEFINED    1,2,5,6,8               2246885
DISCOVERY            Common equity
  COMMUNICATIONS INC   shares        25470F104 562273 8857641 SH       DEFINED    1,2,5,6,8,10,12,18      8857641
GRAN TIERRA ENERGY   Common equity
  INC                  shares        38500T101     70   12622 SH       DEFINED    1,6                       12622
MEDICAL PROPERTIES   Real Estate
  TRUST                Investment
                       Trust         58463J304  34406 2876647 SH       DEFINED    1,2,3,5,6,8             2876647
API TECHNOLOGIES     Common equity
  CORP                 shares        00187E203   1074  365376 SH       DEFINED    1,2                      365376
FOCUS MEDIA HOLDING  American
  LTD                  Depository
                       Receipt       34415V109   5332  207652 SH       DEFINED    1,2                      207652
UNITED FINANCIAL     Common equity
  BANCORP INC          shares        91030T109   5235  332771 SH       DEFINED    1,2,5,17                 332771
ORCHIDS PAPER        Common equity
  PRODUCTS             shares        68572N104   1491   73869 SH       DEFINED    1,2                       73869
EXPEDIA INC          Common Stock    30212P303 238210 3876577 SH       DEFINED    1,2,5,6,8,10,12,17,18   3876577
ROYAL DUTCH SHELL    American
  PLC                  Depository
                       Receipt       780259206    262    3793 SH       DEFINED    1                          3793
DIAMOND FOODS INC    Common equity
                       shares        252603105   6136  448599 SH       DEFINED    1,2,5,6,8                448599
CONSOLIDATED COMM    Common Stock
  HLDGS INC                          209034107  10520  660882 SH       DEFINED    1,2,5,6,8,17             660882
HITTITE MICROWAVE    Common equity
  CORP                 shares        43365Y104  42643  686651 SH       DEFINED    1,2,5,6,8                686651
MAIDENFORM BRANDS    Common equity
  INC                  shares        560305104   8906  456890 SH       DEFINED    1,2,5,6,8                456890
GENCO SHIPPING &     Common equity
  TRADING              shares        Y2685T107   2404  689228 SH       DEFINED    1,2,5,6                  689228
ITC HOLDINGS CORP    Common equity
                       shares        465685105  55256  718428 SH       DEFINED    1,2,5,6,8                718428
PIKE ELECTRIC CORP   Common equity
                       shares        721283109   2660  278110 SH       DEFINED    1,2,5                    278110
ALON USA ENERGY INC  Common equity
                       shares        020520102   6731  372308 SH       DEFINED    1,2,5                    372308
JAMBA INC            Common equity
                       shares        47023A101   2513 1122885 SH       DEFINED    1,2                     1122885
OMEGA FLEX INC       Common equity
                       shares        682095104    483   39346 SH       DEFINED    1,2,6                     39346
MWI VETERINARY       Common equity
  SUPPLY               shares        55402X105  27646  251342 SH       DEFINED    1,2,5,6,8                251342
ATRICURE INC         Common equity
                       shares        04963C209   1631  236610 SH       DEFINED    1,2                      236610
BAIDU INC            American
                       Depository
                       Receipt       056752108  67117  669232 SH       DEFINED    1,2                      669232
DRESSER-RAND GROUP   Common equity
  INC                  shares        261608103 121293 2160588 SH       DEFINED    1,2,5,6,8,12            2160588
RUTHS HOSPITALITY    Common equity
  GROUP INC            shares        783332109   4539  624785 SH       DEFINED    1,2,5                    624785
RBC BEARINGS INC     Common equity
                       shares        75524B104  20356  406559 SH       DEFINED    1,2,5,6,8                406559
CF INDUSTRIES        Common equity
  HOLDINGS INC         shares        125269100 591912 2913500 SH       DEFINED    1,2,5,6,8,10,12,17,18   2912454          1046
HEARTLAND PAYMENT    Common equity
  SYSTEMS              shares        42235N108  23764  805580 SH       DEFINED    1,2,5,6,8                805580
HANDY & HARMAN LTD   Common equity
                       shares        410315105   1342   88715 SH       DEFINED    1,2                       88715
LORAL SPACE &        Common equity
  COMMUNICATIONS       shares        543881106  11869  217082 SH       DEFINED    1,2,5,6,8                217082
ROCKWOOD HOLDINGS    Common equity
  INC                  shares        774415103  40597  820764 SH       DEFINED    1,2,5,6,8,12             820764
ISHARES RUSSELL      Investments
  MICROCAP INDEX       that contain
  FUND                 a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464288869    666   12738 SH       DEFINED    17                            0         12738
WILLIAMS PARTNERS LP Limited
                       Partnership   96950F104   4252   87382 SH       DEFINED    1                         87382
ACCO BRANDS CORP     Common equity
                       shares        00081T108  14881 2027346 SH       DEFINED    1,2,5,6,8               2027346
LIBERTY GLOBAL INC   Common equity
                       shares        530555309  45666  777215 SH       DEFINED    1,5,6,8,10,12,18         777215
HOLLYSYS AUTOMATION  Common equity
  TECH LTD             shares        G45667105    144   12118 SH       DEFINED    17                            0         12118
KAPSTONE PAPER &     Common Stock
  PACKAGING                          48562P103  16647  750361 SH       DEFINED    1,2,5,6,8                750361
AMERIPRISE           Common equity
  FINANCIAL INC        shares        03076C106 567410 9059630 SH       DEFINED    1,2,5,6,8,10,12,17,18   9059630

SSgA Confidential

                                                              SHS/PRN  SH/ Put/                              Sole   Shared   No
Issuer                    Class               Cusip    Value    VAL    PRN Call Discretion    Managers      Voting  Voting Voting
------                    -----             --------- ------- -------- --- ---- ---------- --------------- -------- ------ ------
HSBC HLDGS PLC            Public preferred
                            instrument      404280604    2409    96251 SH       DEFINED    2                  96251
IKANOS COMMUNICATIONS INC Common Stock      45173E105      35    21937 SH       DEFINED    1                  21937
GLOBAL CASH ACCESS        Common equity
  HOLDINGS                  shares          378967103   11508  1467774 SH       DEFINED    1,2,5,6,8        1467774
SUNESIS PHARMACEUTICALS   Common Stock
  INC                                       867328601    1755   417937 SH       DEFINED    1,2               417937
ITURAN LOCATION & CONTROL Common Stock      M6158M104     173    12738 SH       DEFINED    1                  12738
CARIBOU COFFEE CO         Common Stock      142042209    4823   297803 SH       DEFINED    1,2,5             297803
GENOMIC HEALTH INC        Common Stock      37244C101   18003   660320 SH       DEFINED    1,2,5,6,8         660320
WEBMD HEALTH CORP         Common equity
                            shares          94770V102   15592  1087155 SH       DEFINED    1,2,5,6,8        1087155
SPORT CHALET INC          Common equity
                            shares          849163209      19    11800 SH       DEFINED    1                  11800
VISTAPRINT NV             Common Stock      N93540107   21667   659422 SH       DEFINED    1,2,5,6,8         659422
FIDELITY NATIONAL         Common equity                                                    1,2,5,6,8,
  FINANCIAL                 shares          31620R105  172589  7328488 SH       DEFINED    10,12,18         7328488
WATERSTONE FINANCIAL INC  Common equity
                            shares          941888109     728    93304 SH       DEFINED    1,2                93304
PHARMATHENE INC           Common equity
                            shares          71714G102      21    18600 SH       DEFINED    1                  18600
INVESTORS BANCORP INC     Common equity
                            shares          46146P102   21512  1210019 SH       DEFINED    1,2,5,6,8        1210019
TAL INTERNATIONAL GROUP   Common equity
  INC                       shares          874083108   20380   560105 SH       DEFINED    1,2,5,6,8         560105
NCI INC                   Common equity
                            shares          62886K104      55    11690 SH       DEFINED    1,2                11690
HERCULES OFFSHORE INC     Common equity
                            shares          427093109   25516  4128818 SH       DEFINED    1,2,5,6,8        4128818
NXSTAGE MEDICAL INC       Common Stock      67072V103    9712   863327 SH       DEFINED    1,2,5,6,8         863327
MELA SCIENCES INC         Common equity
                            shares          55277R100      28    15486 SH       DEFINED    1                  15486
CBEYOND INC               Common equity
                            shares          149847105    4853   536625 SH       DEFINED    1,2,5,6,8         536625
WEB.COM GROUP INC         Common Stock      94733A104    8697   587692 SH       DEFINED    1,2,5,6,8         587692
BOARDWALK PIPELINE        Limited
  PRTNRS-LP                 Partnership     096627104    2144    86091 SH       DEFINED    1                  86091
ZALICUS INC               Common equity
                            shares          98887C105      31    47500 SH       DEFINED    1                  47500
IROBOT CORP               Common Stock      462726100    9055   483257 SH       DEFINED    1,2,5,6,8         483257
CLEAR CHANNEL OUTDOOR     Common equity
  HLDGS                     shares          18451C109    3980   566621 SH       DEFINED    1,2,5,6,8         566621
IHS INC                   Common equity                                                    1,2,5,8,
                            shares          451734107   82709   861502 SH       DEFINED    10,12,18          861502
SPDR S&P DIVIDEND ETF     Investments that
                            contain a pool
                            of securities
                            representing a
                            specific index
                            and are built
                            like mutu       78464A763  192625  3311992 SH       DEFINED    2                3311992
SPDR S&P 600 SMALL CAP    Investments that
  ETF                       contain a pool
                            of securities
                            representing a
                            specific index
                            and are built
                            like mutu       78464A813   20580   273999 SH       DEFINED    1,2               273999
INTERCONTINENTALEXCHANGE  Common equity                                                    1,2,5,6,8,
  INC                       shares          45865V100  374664  3026072 SH       DEFINED    10,12,18         3026072
SUNPOWER CORP             Common equity
                            shares          867652406    5146   915370 SH       DEFINED    1,2,5,6,8         915370
AMERISAFE INC             Common equity
                            shares          03071H100    9053   332161 SH       DEFINED    1,2,5,8           332161
UNDER ARMOUR INC          Common equity                                                    1,2,5,6,8,
                            shares          904311107  118205  2435652 SH       DEFINED    10,12,18         2435652
BROOKDALE SENIOR LIVING   Common equity
  INC                       shares          112463104   34239  1352198 SH       DEFINED    1,2,5,6,8        1352198
DCP MIDSTREAM PARTNERS LP Limited
                            Partnership     23311P100    1679    40219 SH       DEFINED    1                  40219
VOCUS INC                 Common Stock      92858J108    6116   351885 SH       DEFINED    1,2,5,6,8         351885
VIACOM INC                Common Stock                                                     1,2,5,6,8,
                                            92553P201 1035826 19640142 SH       DEFINED    10,12,18,19     19640142
BASIC ENERGY SERVICES INC Common equity
                            shares          06985P100   13860  1214522 SH       DEFINED    1,2,5,6,8        1214522
CYNOSURE INC              Common Stock      232577205    4470   185463 SH       DEFINED    1,2,5,8           185463
DEALERTRACK TECHNOLOGIES  Common equity
  INC                       shares          242309102   24269   845019 SH       DEFINED    1,2,5,6,8         845019
LIVE NATION ENTERTAINMENT Common equity
                            shares          538034109   29669  3186964 SH       DEFINED    1,2,5,6,8        3186964
DELIAS INC                Common equity
                            shares          246911101      33    28364 SH       DEFINED    1                  28364
SUNTECH POWER HOLDINGS    American
  -ADR                      Depository
                            Receipt         86800C104     309   201819 SH       DEFINED    1,2               201819
COPA HOLDINGS SA          Common equity
                            shares          P31076105   32989   331689 SH       DEFINED    1,2,6             331689
URANIUM ENERGY CORP       Common equity
                            shares          916896103    2964  1158313 SH       DEFINED    1,2,6,8          1158313
LINN ENERGY LLC           Composition of
                            more than 1
                            security        536020100   13675   388049 SH       DEFINED    1,5,12            388049
WESTERN REFINING INC      Common equity
                            shares          959319104   41191  1461118 SH       DEFINED    1,2,5,6,8,18     1461118
AMERICAN RAILCAR INDS INC Common equity
                            shares          02916P103    5274   166225 SH       DEFINED    1,2,5             166225
BOULDER BRANDS INC        Common equity
                            shares          101405108   13993  1084723 SH       DEFINED    1,2,5,6,8        1084723
CALUMET SPECIALTY PRODS   Limited
  -LP                       Partnership     131476103    1269    41751 SH       DEFINED    1                  41751
CHIPOTLE MEXICAN GRILL    Common equity                                                    1,2,5,6,8,
  INC                       shares          169656105  388147  1304920 SH       DEFINED    10,12,18         1304920
UNITED CONTINENTAL HLDGS  Common Stock                                                     1,2,5,8,
  INC                                       910047109   99206  4243213 SH       DEFINED    10,12,18         4243213
H&E EQUIPMENT SERVICES    Common equity
  INC                       shares          404030108    7830   519405 SH       DEFINED    1,2,5,6,8         519405
REGENCY ENERGY PARTNERS   Misc Equity
  LP                                        75885Y107    3051   140711 SH       DEFINED    1                 140711
KOPPERS HOLDINGS INC      Common equity
                            shares          50060P106   16908   443106 SH       DEFINED    1,2,5,6,8         443106
TERNIUM SA -ADR           American
                            Depository
                            Receipt         880890108     559    23740 SH       DEFINED    1,2                23740
CARDICA INC               Common equity
                            shares          14141R101      12    10800 SH       DEFINED    1                  10800
ENERGY TRANSFER EQUITY LP Limited
                            Partnership     29273V100    9961   219017 SH       DEFINED    1,5               219017
POWERSHARES DB COMMODITY  USA: Common Stock
  INDEX FUND                                73935S105   21834   785972 SH       DEFINED    2                 785972
RESOURCE CAPITAL CORP     Common equity
                            shares          76120W302   10445  1865004 SH       DEFINED    1,2,5,8          1865004
SPDR S&P HOMEBUILDERS ETF Exchange Traded
                            Product         78464A888     234     8804 SH       DEFINED    17                     0          8804
CROCS INC                 Common equity
                            shares          227046109   27723  1926814 SH       DEFINED    1,2,5,6,8        1926814
EXCO RESOURCES INC        Common equity
                            shares          269279402   23399  3456058 SH       DEFINED    1,2,5,6,8        3456058
ACORDA THERAPEUTICS INC   Common Stock      00484M106   37976  1527628 SH       DEFINED    1,2,5,6,8        1527628
ROSETTA RESOURCES INC     Common equity
                            shares          777779307   94117  2074945 SH       DEFINED    1,2,5,6,8,12,18  2074945
MORGANS HOTEL GROUP CO    Common equity
                            shares          61748W108    2123   382834 SH       DEFINED    1,2               382834
SPARK NETWORKS INC        American
                            Depository
                            Receipt         84651P100    1055   135109 SH       DEFINED    1,2               135109
NORTHERN OIL & GAS INC    Common equity
                            shares          665531109   45569  2709243 SH       DEFINED    1,2,5,6,8,12     2709243
LIQUIDITY SERVICES INC    Common equity
                            shares          53635B107   18476   452176 SH       DEFINED    1,2,5,6,8         452176
GRUPO AEROPORTUARIO DEL   American
  PACI                      Depository
                            Receipt         400506101    2770    48464 SH       DEFINED    1,4,5,6            48464
AMERICAN APPAREL INC      Common equity
                            shares          023850100      17    17200 SH       DEFINED    1                  17200
NYSE EURONEXT             Common equity                                                    1,2,5,6,8,
                            shares          629491101  329901 10459929 SH       DEFINED    10,12,18        10459929
GREEN PLAINS RENEWABLE    Common Stock
  ENRGY                                     393222104    3936   497361 SH       DEFINED    1,2,6,8           497361
TRANSDIGM GROUP INC       Common equity                                                    1,2,5,6,8,
                            shares          893641100  113484   832248 SH       DEFINED    10,12,18          832248
TIM HORTONS INC           Common equity
                            shares          88706M103    3698    75166 SH       DEFINED    1,5,8              75166
HIMAX TECHNOLOGIES INC    American
                            Depository
                            Receipt         43289P106     907   377922 SH       DEFINED    1,2               377922
PORTLAND GENERAL          Common equity                                                    1,2,5,6,8,
  ELECTRIC CO               shares          736508847   47021  1718523 SH       DEFINED    12,17            1718523
SEALY CORP                Common equity
                            shares          812139301    1739   800369 SH       DEFINED    1,2,6             800369
TARGACEPT INC             Common Stock      87611R306    2139   487885 SH       DEFINED    1,2,6             487885
VANDA PHARMACEUTICALS INC Common equity
                            shares          921659108    1969   532356 SH       DEFINED    1,2               532356
BARCLAYS BK PLC           Public preferred
                            instrument      06739F390    2016    80642 SH       DEFINED    2                  80642
DELEK US HOLDINGS INC     Common equity
                            shares          246647101   19970   788678 SH       DEFINED    1,2,5,17          786968          1710
LIBERTY INTERACTIVE CORP  Common equity                                                    1,2,5,6,8,
                            shares          53071M104  205839 10459416 SH       DEFINED    10,12,18        10459416

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class             Cusip    Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----           --------- ------- -------- --- ---- ---------- --------------------- -------- ------ ------
LIBERTY MEDIA     Common equity
  CORP              shares        530322106  216410  1865481 SH       DEFINED    1,2,5,6,8,10,12,18     1865481
ALLIANCE          Limited
  HOLDINGS GP       Partnership
  LP                              01861G100     738    15504 SH       DEFINED    1                        15504
TRANSCEPT         Common equity
  PHARMACEUTICALS   shares        89354M106     685   154376 SH       DEFINED    1,2                     154376
COMPASS           Misc Equity
  DIVERSIFIED
  HOLDINGS                        20451Q104     387    26259 SH       DEFINED    1                        26259
BIOMIMETIC        Common Stock
  THERAPEUTICS
  INC                             09064X101     181    24956 SH       DEFINED    1,6                      24956
MARKET VECTORS    Exchange
  ETF GOLD          Traded
  MINERS            Product       57060U100    2904    62581 SH       DEFINED    2                        62581
VONAGE            Common equity
  HOLDINGS CORP     shares        92886T201    7692  3244259 SH       DEFINED    1,2,5,6,8              3244259
MASTERCARD INC    Common equity
                    shares        57636Q104 2014405  4100340 SH       DEFINED    1,2,5,6,8,10,12,18     4100340
MUELLER WATER     Common equity
  PRODUCTS INC      shares        624758108   16168  2882209 SH       DEFINED    1,2,5,6,8              2882209
CTC MEDIA INC     Common equity
                    shares        12642X106     339    43585 SH       DEFINED    1,2,5                    43585
ALPHATEC          Common Stock
  HOLDINGS INC                    02081G102    1321   802087 SH       DEFINED    1,2                     802087
TOWN SPORTS       Common equity
  INTL HOLDINGS     shares        89214A102    5487   515317 SH       DEFINED    1,2                     515317
HOUSTON WIRE &    Common equity
  CABLE CO          shares        44244K109    3523   287128 SH       DEFINED    1,2                     287128
KAISER            Common equity
  ALUMINUM CORP     shares        483007704   36684   594632 SH       DEFINED    1,2,5,6,8               594632
SYNCHRONOSS       Common Stock
  TECHNOLOGIES                    87157B103   11267   534215 SH       DEFINED    1,2,5,6,8               534215
VOLCANO CORP      Common Stock    928645100   26460  1120760 SH       DEFINED    1,2,5,6,8              1120760
EASTERN           Common Stock
  INSURANCE
  HLDGS INC                       276534104    1477    86554 SH       DEFINED    1,2                      86554
HOME              Common equity
  BANCSHARES        shares
  INC                             436893200   20547   622221 SH       DEFINED    1,2,5,6,8               622221
SPDR S&P          Investments
  METALS &          that contain
  MINING ETF        a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     78464A755    5750   127363 SH       DEFINED    2                       127363
PGT INC           Common equity
                    shares        69336V101    1047   232157 SH       DEFINED    1,2                     232157
CARDIOVASCULAR    Common equity
  SYSTEMS INC       shares        141619106    3063   244003 SH       DEFINED    1,2                     244003
ROMA FINANCIAL    Common equity
  CORP              shares        77581P109    1981   130931 SH       DEFINED    1,2                     130931
ALLIED WORLD      Common equity
  ASSURANCE CO      shares
  AG                              H01531104   39224   497741 SH       DEFINED    1,2,5,6,8,12,17         497741
NUSTAR GP         Composition of
  HOLDINGS LLC      more than 1
                    security      67059L102    1041    37612 SH       DEFINED    1                        37612
WYNDHAM           Common equity
  WORLDWIDE         shares
  CORP                            98310W108  321344  6039213 SH       DEFINED    1,2,5,6,8,10,12,17,18  6039213
ATLAS ENERGY LP   Limited
                    Partnership   04930A104    2480    71377 SH       DEFINED    1                        71377
CLEVELAND         Common Stock
  BIOLABS INC                     185860103      26    19300 SH       DEFINED    1                        19300
ISHARES GSCI      Investments
  COMMODITY         that contain
  INDEXED TRUST     a pool of
                    securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu     46428R107    5692   173586 SH       DEFINED    1,10                    173586
CHART             Common equity
  INDUSTRIES        shares
  INC                             16115Q308   41417   621282 SH       DEFINED    1,2,5,6,8               621282
OSIRIS            Common equity
  THERAPEUTICS      shares
  INC                             68827R108    2392   266681 SH       DEFINED    1,2,6                   266681
AIRCASTLE LTD     Common equity
                    shares        G0129K104   14426  1150553 SH       DEFINED    1,2,5,6,8              1150553
ASCENT SOLAR      Common equity
  TECHNOLOGIES      shares        043635101       7    12100 SH       DEFINED    1                        12100
EVERCORE          Common equity
  PARTNERS INC      shares        29977A105   15281   506317 SH       DEFINED    1,2,5,6,8,17            503264          3053
VIASYSTEMS        Common equity
  GROUP INC         shares        92553H803     625    51332 SH       DEFINED    1,2                      51332
HANESBRANDS INC   Common equity
                    shares        410345102  139756  3901496 SH       DEFINED    1,2,5,6,8,12,18,19     3901496
INNERWORKINGS     Common equity
  INC               shares        45773Y105    7348   533014 SH       DEFINED    1,2,5,6,8               533014
NEW ORIENTAL      American
  ED & TECH         Depository
                    Receipt       647581107    4267   219616 SH       DEFINED    1,2                     219616
GOLD RESOURCE     Common equity
  CORP              shares        38068T105    8502   551677 SH       DEFINED    1,2,5,6,8               551677
IMMUNOCELLULAR    Common equity
  THERAPEUTICS      shares        452536105    1100   572905 SH       DEFINED    1,2                     572905
WESTERN UNION     Common equity
  CO                shares        959802109  329320 24197078 SH       DEFINED    1,2,5,6,8,10,12,18    24197078
RIVERBED          Common equity
  TECHNOLOGY        shares
  INC                             768573107   84517  4285686 SH       DEFINED    1,2,5,6,8,12           4285686
TOWERSTREAM       Common equity
  CORP              shares        892000100    2194   673961 SH       DEFINED    1,2                     673961
WARNER            Common equity
  CHILCOTT PLC      shares        G94368100   68281  5670703 SH       DEFINED    1,2,5,8,10,12,18       5670703
COMMVAULT         Common equity
  SYSTEMS INC       shares        204166102   69797  1001228 SH       DEFINED    1,2,5,6,8,17            999257          1971
MINDRAY           American
  MEDICAL INTL      Depository
                    Receipt       602675100    5048   154398 SH       DEFINED    1,2                     154398
EV ENERGY         Limited
  PARTNERS LP       Partnership   26926V107    2153    38062 SH       DEFINED    1                        38062
ICF               Common equity
  INTERNATIONAL     shares
  INC                             44925C103    8525   363650 SH       DEFINED    1,2,5,6,8               363650
SHUTTERFLY INC    Common equity
                    shares        82568P304   27652   925605 SH       DEFINED    1,2,5,6,8               925605
FOX CHASE         Common Stock
  BANCORP INC                     35137T108    3769   226493 SH       DEFINED    1,2,6                   226493
VIEWPOINT         Common equity
  FINANCIAL         shares
  GROUP                           92672A101   13696   653950 SH       DEFINED    1,2,5,6,8               653950
BREITBURN         Limited
  ENERGY            Partnership
  PARTNERS LP                     106776107    1441    78008 SH       DEFINED    1                        78008
OWENS CORNING     Common equity
                    shares        690742101  152827  4131627 SH       DEFINED    1,2,5,6,8,12,17        4128772          2855
ARMSTRONG         Common equity
  WORLD             shares
  INDUSTRIES                      04247X102   85973  1694692 SH       DEFINED    1,2,5,6,8              1694692
ACME PACKET INC   Common Stock    004764106   17800   804919 SH       DEFINED    1,2,5,6,8               804919
EHEALTH INC       Common Stock    28238P109   10984   399892 SH       DEFINED    1,2,5,6,8               399892
SAIC INC          Common equity
                    shares        78390X101  131178 11587975 SH       DEFINED    1,2,5,6,8,10,12,18    11587975
EXTERRAN          Limited
  PARTNERS LP       Partnership   30225N105     629    31044 SH       DEFINED    1                        31044
SUSSER            Common Stock
  HOLDINGS CORP                   869233106   13843   401384 SH       DEFINED    1,2,5,6,8               401384
EXLSERVICE        Common equity
  HOLDINGS INC      shares        302081104   11519   434670 SH       DEFINED    1,2,5,6,8               434670
DOUGLAS EMMETT    Real Estate
  INC               Investment
                    Trust         25960P109   81998  3519060 SH       DEFINED    1,2,3,5,6,8            3519060
CADENCE           Common Stock
  PHARMACEUTICALS
  INC                             12738T100    4442   927097 SH       DEFINED    1,2,5,6,8               927097
PRIMORIS          Common equity
  SERVICES CORP     shares        74164F103    7962   529096 SH       DEFINED    1,2,5,6,8               529096
ACHILLION         Common equity
  PHARMACEUTICALS   shares        00448Q201   22938  2859889 SH       DEFINED    1,2,5,6,8              2859889
ASSISTED          Common equity
  LIVING            shares
  CONCEPTS INC                    04544X300    3795   389147 SH       DEFINED    1,2,5,8                 389147
HOME INNS &       American
  HOTELS MNGT       Depository
                    Receipt       43713W107    2697    93305 SH       DEFINED    1,2                      93305
GLOBALSTAR INC    Common Stock    378973408      12    41514 SH       DEFINED    1                        41514
INNOPHOS          Common Stock
  HOLDINGS INC                    45774N108   19962   429248 SH       DEFINED    1,2,5,6,8               429248
ORBCOMM INC       Common equity
                    shares        68555P100    1995   509116 SH       DEFINED    1,2                     509116
SYNERGY           Common equity
  PHARMACEUTICALS   shares
  INC                             871639308    3270   622162 SH       DEFINED    1,2,6                   622162
MIZUHO            American
  FINANCIAL         Depository
  GROUP INC         Receipt       60687Y109      61    16640 SH       DEFINED    1                        16640
KBW INC           Common equity
                    shares        482423100   10078   658845 SH       DEFINED    1,2,5,6,8               658845
ONEBEACON         Common equity
  INSURANCE         shares
  GROUP                           G67742109    5743   413090 SH       DEFINED    1,2,5,8                 413090
CAPELLA           Common equity
  EDUCATION CO      shares        139594105    7901   279940 SH       DEFINED    1,2,5,6,8               279940
METABOLIX INC     Common equity
                    shares        591018809      28    18902 SH       DEFINED    1                        18902
SOLTA MEDICAL     Common Stock
  INC                             83438K103    2427   909795 SH       DEFINED    1,2,6                   909795
AMTRUST           Common equity
  FINANCIAL         shares
  SERVICES                        032359309   13892   484353 SH       DEFINED    1,2,5,6,8               484353
SALLY BEAUTY      Common equity
  HOLDINGS INC      shares        79546E104   51244  2173920 SH       DEFINED    1,2,5,6,8,18           2173920
EMERGENT          Common equity
  BIOSOLUTIONS      shares
  INC                             29089Q105   11575   721644 SH       DEFINED    1,2,5,6,8               721644
HANSEN MEDICAL    Common equity
  INC               shares        411307101    1619   778293 SH       DEFINED    1,2                     778293
HERTZ GLOBAL      Common equity
  HOLDINGS INC      shares        42805T105   76613  4708310 SH       DEFINED    1,2,5,6,8,10,12,18     4708310
KBR INC           Common equity
                    shares        48242W106  156955  5245568 SH       DEFINED    1,2,5,6,8,10,12,17,18  5212415         33153
FIRST SOLAR INC   Common equity
                    shares        336433107   83889  2716687 SH       DEFINED    1,2,5,6,8,10,12        2716687

SSgA Confidential

                                                      SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer              Class             Cusip    Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------              -----           --------- ------- -------- --- ---- ---------- ------------------ -------- ------ ------
SPIRIT AEROSYSTEMS  Common equity
  HOLDINGS            shares        848574109   30093  1773241 SH       DEFINED    1,2,5,6,8           1773241
AERCAP HOLDINGS NV  Common equity
                      shares        N00985106    1434   104618 SH       DEFINED    1,2,5                104618
NETLIST INC         Common equity
                      shares        64118P109      11    14000 SH       DEFINED    1                     14000
ALLEGIANT TRAVEL CO Common equity
                      shares        01748X102   21421   291797 SH       DEFINED    1,2,5,6,8            291797
HEELYS INC          Common Stock    42279M107      25    11200 SH       DEFINED    1                     11200
AEGEAN MARINE       Common equity
  PETROLM NETWK       shares        Y0017S102      60    11364 SH       DEFINED    1                     11364
KCAP FINANCIAL INC  Common equity
                      shares        48668E101    3026   329539 SH       DEFINED    1,2                  329539
DCT INDUSTRIAL      Real Estate
  TRUST INC           Investment
                      Trust         233153105   53493  8242194 SH       DEFINED    1,2,3,5,6,8         8242194
GUIDANCE SOFTWARE   Common equity
  INC                 shares        401692108    2805   236281 SH       DEFINED    1,2                  236281
IPG PHOTONICS CORP  Common equity
                      shares        44980X109   25868   388104 SH       DEFINED    1,2,5,6,8,17         387047          1057
CAL DIVE            Common equity
  INTERNATIONAL INC   shares        12802T101    2736  1581153 SH       DEFINED    1,2,5,6             1581153
NEWSTAR FINANCIAL   Common Stock
  INC                               65251F105    6229   444760 SH       DEFINED    1,2,5,6,8            444760
OBAGI MEDICAL       Common equity
  PRODUCTS INC        shares        67423R108    4780   351460 SH       DEFINED    1,2,5,6              351460
SPECTRA ENERGY CORP Common equity
                      shares        847560109  787560 28763898 SH       DEFINED    1,2,5,6,8,10,12,18 28763898
TEEKAY OFFSHORE     Limited
  PARTNERS LP         Partnership   Y8565J101    1363    52422 SH       DEFINED    1                     52422
AFFYMAX INC         Common Stock    00826A109   26235  1380746 SH       DEFINED    1,2,5,6,8           1380746
ALTRA HOLDINGS INC  Common equity
                      shares        02208R106   10928   495592 SH       DEFINED    1,2,5,6,8            495592
CARROLS RESTAURANT  Common Stock
  GROUP INC                         14574X104    1620   270606 SH       DEFINED    1,2                  270606
MELCO CROWN ENTMT   Depository
  LTD                 Receipt       585464100     317    18797 SH       DEFINED    1,5                   18797
NEURALSTEM INC      Common equity
                      shares        64127R302      32    29000 SH       DEFINED    1                     29000
GREAT LAKES         Common Stock
  DREDGE & DOCK CP                  390607109    8233   921541 SH       DEFINED    1,2,5,6,8            921541
PARK STERLING CORP  Common equity
                      shares        70086Y105    2907   555767 SH       DEFINED    1,2                  555767
ZION OIL & GAS INC  Common equity
                      shares        989696109      51    29319 SH       DEFINED    1,2                   29319
TIME WARNER CABLE   Common Stock
  INC                               88732J207 1229017 12645555 SH       DEFINED    1,2,5,6,8,10,12,18 12645555
LEGACY RESERVES LP  Limited
                      Partnership   524707304    1116    46860 SH       DEFINED    1                     46860
AEROVIRONMENT INC   Common equity
                      shares        008073108    7034   323490 SH       DEFINED    1,2,5,6,8            323490
ORITANI FINANCIAL   Common equity
  CORP                shares        68633D103   13917   908468 SH       DEFINED    1,2,5,6,8            908468
OCULUS INNOVATIVE   Common equity
  SCIENCES            shares        67575P108       9    13800 SH       DEFINED    1                     13800
EMPLOYERS HOLDINGS  Common equity
  INC                 shares        292218104   12638   614164 SH       DEFINED    1,2,5,6,8            614164
HFF INC             Common equity
                      shares        40418F108    8663   581338 SH       DEFINED    1,2,5,6,8            581338
CENTRAL GARDEN &    Common equity
  PET CO              shares        153527205    8618   825336 SH       DEFINED    1,2,5,6,8            825336
SYNTA               Private
  PHARMACEUTICALS     company?no
  CORP                public
                      equity shares 87162T206    5274   584559 SH       DEFINED    1,2,5,6,8            584559
ACCURAY INC         Common Stock    004397105    7876  1224851 SH       DEFINED    1,2,5,6,8           1224851
NATIONAL CINEMEDIA  Common Stock
  INC                               635309107   14193  1004295 SH       DEFINED    1,2,5,6,8           1004295
FORTRESS            Common equity
  INVESTMENT GRP      shares
  LLC                               34958B106      87    19900 SH       DEFINED    1                     19900
OPTIMER             Common Stock
  PHARMACEUTICALS
  INC                               68401H104   11751  1298245 SH       DEFINED    1,2,5,6,8           1298245
TARGA RESOURCES     Misc Equity
  PARTNERS LP                       87611X105    3092    82710 SH       DEFINED    1                     82710
US AUTO PARTS       Common equity
  NETWORK INC         shares        90343C100     369   202618 SH       DEFINED    1,2                  202618
INFORMATION         Common equity
  SERVICES GROUP      shares        45675Y104      21    18200 SH       DEFINED    1                     18200
TRIANGLE CAPITAL    Common equity
  CORP                shares        895848109   13730   538688 SH       DEFINED    1,2,5,8              538688
COLEMAN CABLE INC   Common equity
                      shares        193459302    1143   123467 SH       DEFINED    1,2                  123467
DOMTAR CORP         Common equity
                      shares        257559203   81459   975343 SH       DEFINED    1,2,5,6,8,10,12,18   975343
CLEARWIRE CORP      Common equity
                      shares        18538Q105   10374  3590551 SH       DEFINED    1,2,5,6,8           3590551
SOURCEFIRE INC      Common Stock    83616T108   27489   582067 SH       DEFINED    1,2,5,6,8            582067
GAFISA SA           American
                      Depository
                      Receipt       362607301   22025  4736201 SH       DEFINED    1,2,18              4736201
CHENIERE ENERGY     Limited
  PARTNERS LP         Partnership   16411Q101     415    19522 SH       DEFINED    1                     19522
BROADRIDGE          Common equity
  FINANCIAL SOLUTNS   shares        11133T103   83641  3655697 SH       DEFINED    1,2,5,6,8,12,18     3655697
GLU MOBILE INC      Common Stock    379890106    1922   838440 SH       DEFINED    1,2,6                838440
ARUBA NETWORKS INC  Common Stock    043176106   48023  2314286 SH       DEFINED    1,2,5,6,8           2314286
GSI TECHNOLOGY INC  Common Stock    36241U106    2278   363396 SH       DEFINED    1,2                  363396
SUPER MICRO         Common Stock
  COMPUTER INC                      86800U104    5045   494859 SH       DEFINED    1,2,5,8              494859
ESSA BANCORP INC    Common equity
                      shares        29667D104    2195   201625 SH       DEFINED    1,2,6,17             201625
METROPCS            Common equity
  COMMUNICATIONS      shares
  INC                               591708102  133248 13404317 SH       DEFINED    1,2,5,6,8,10,12,18 13404317
PENNANTPARK         Common equity
  INVESTMENT CORP.    shares        708062104   12783  1162493 SH       DEFINED    1,2,5,6,8           1162493
TFS FINANCIAL CORP  Common equity
                      shares        87240R107    9847  1022983 SH       DEFINED    1,2,5,6,8,10        1022983
CINEMARK HOLDINGS   Common equity
  INC                 shares        17243V102   73792  2840160 SH       DEFINED    1,2,5,6,8,12        2840160
BAXTER              Common equity
  INTERNATIONAL INC   shares        071813109 1675672 25137387 SH       DEFINED    1,2,5,6,8,10,12,18 25137387
SPDR DJ             USA: Common
  INTERNATIONAL       Stock
  REAL ESTATE ETF                   78463X863   90073  2178312 SH       DEFINED    1,2                 2178312
POWERSHARES DB      Exchange
  ENERGY FUND         Traded
                      Product       73936B101    1543    55295 SH       DEFINED    2                     55295
POWERSHARES DB OIL  Exchange
  FUND                Traded
                      Product       73936B507     768    29599 SH       DEFINED    2                     29599
POWERSHARES DB      Investments
  GOLD FUND           that contain
                      a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     73936B606    6191   107942 SH       DEFINED    2                    107942
SPDR MSCI ACWI      USA: Common
  EX-US ETF           Stock         78463X848    3206    99594 SH       DEFINED    1                     99594
SPDR FTSE/          USA: Common
  MACQUARIE GLOBAL    Stock
  INFRASTRUCTURE
  100 ETF                           78463X855   39190   973417 SH       DEFINED    2,5                  973417
VANGUARD FTSE       Investments
  ALL-WORLD EX-US     that contain
  ETF                 a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     922042775   40640   888303 SH       DEFINED    1                    888303
SPDR S&P EMERGING   USA: Common
  MARKETS ETF         Stock         78463X509   31881   475088 SH       DEFINED    1,2,5,18             475088
VANGUARD TOTAL      Investments
  BOND MARKET ETF     that contain
                      a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     921937835  409319  4871100 SH       DEFINED    2                   4871100
ISHARES IBOXX $     USA: Common
  HIGH YIELD          Stock
  CORPORATE BOND
  FUND                              464288513   71862   769813 SH       DEFINED    2                    769813
DELTA AIR LINES INC Common equity
                      shares        247361702  129026 10869646 SH       DEFINED    1,2,5,8,10,12,18   10869646
EAGLE ROCK ENERGY   Limited
  PARTNRS LP          Partnership   26985R104     786    91081 SH       DEFINED    1                     91081
OREXIGEN            Common Stock
  THERAPEUTICS INC                  686164104    5412  1026837 SH       DEFINED    1,2,5,6,8           1026837
SPDR S&P            USA: Common
  INTERNATIONAL       Stock
  SMALL CAP ETF                     78463X871   89968  3162362 SH       DEFINED    1,2                 3162362
SPDR S&P WORLD      Investments
  EX-US ETF           that contain
                      a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     78463X889  125800  4966450 SH       DEFINED    1,2                 4966450
CAVIUM INC          Private
                      company?no
                      public
                      equity shares 14964U108   33352  1068700 SH       DEFINED    1,2,5,6,8           1068700
INTERACTIVE         Common equity
  BROKERS GROUP       shares        45841N107   11593   847256 SH       DEFINED    1,2,5,8              847256
ALLIED NEVADA GOLD  Common equity
  CORP                shares        019344100   71048  2358108 SH       DEFINED    1,2,5,6,8           2358108
AECOM TECHNOLOGY    Common equity
  CORP                shares        00766T100   69916  2937715 SH       DEFINED    1,2,5,6,8,12,18     2937715
JMP GROUP INC       Common equity
                      shares        46629U107    1532   252172 SH       DEFINED    1,2                  252172
SOLERA HOLDINGS INC Common equity
                      shares        83421A104   96762  1809627 SH       DEFINED    1,2,5,6,8,12        1809627
CONTINENTAL         Common equity
  RESOURCES INC       shares        212015101   69881   950934 SH       DEFINED    1,2,5,6,8,10,12,18   950934
INSULET CORP        Common Stock    45784P101   18742   883279 SH       DEFINED    1,2,5,6,8            883279
SKILLED HEALTHCARE  Common equity
  GROUP INC           shares        83066R107    2350   369201 SH       DEFINED    1,2,8                369201
CAI INTERNATIONAL   Common equity
  INC                 shares        12477X106    5064   230671 SH       DEFINED    1,2,5,6,8            230671

SSgA Confidential

                                                      SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer              Class             Cusip    Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------              -----           --------- ------- -------- --- ---- ---------- ------------------ -------- ------ ------
TECHTARGET INC      Common equity
                      shares        87874R100    1070   192473 SH       DEFINED    1,2                  192473
ENERNOC INC         Common Stock    292764107    4721   401705 SH       DEFINED    1,2,5,6,8            401705
TRIMAS CORP         Common Stock    896215209   16322   583722 SH       DEFINED    1,2,5,6,8            583722
B&G FOODS INC       Common equity
                      shares        05508R106   27798   982027 SH       DEFINED    1,2,5,6,8            982027
GREENLIGHT CAPITAL  Common equity
  RE LTD              shares        G4095J109   11795   511128 SH       DEFINED    1,2,5,6,8            511128
CLEAN ENERGY FUELS  Common Stock
  CORP                              184499101   24640  1979281 SH       DEFINED    1,2,5,6,8           1979281
AMICUS              Common equity
  THERAPEUTICS INC    shares        03152W109    1208   451463 SH       DEFINED    1,2,5                451463
JAZZ                Common Stock
  PHARMACEUTICALS
  PLC                               G50871105   74861  1405800 SH       DEFINED    1,2,5,6,8           1405800
LDK SOLAR CO LTD    American
                      Depository
                      Receipt       50183L107     135    93520 SH       DEFINED    1,2                   93520
ENERGY XXI          Common Stock
  (BERMUDA)                         G10082140   54115  1681062 SH       DEFINED    1,2,5,6,8           1681062
SWISHER HYGIENE INC Common equity
                      shares        870808102    3109  1776365 SH       DEFINED    1,2,6,8             1776365
INFINERA CORP       Common Stock    45667G103   11189  1926233 SH       DEFINED    1,2,5,6,8           1926233
FBR & CO            Common equity
                      shares        30247C301    2881   744572 SH       DEFINED    1,2                  744572
LIMELIGHT NETWORKS  Common Stock
  INC                               53261M104    2230  1003793 SH       DEFINED    1,2,6               1003793
VANTAGE DRILLING CO Common equity
                      shares        G93205113    5102  2789645 SH       DEFINED    1,2,5,6             2789645
DISCOVER FINANCIAL  Common equity                                                  1,2,5,6,8,10,12,
  SVCS INC            shares        254709108  814730 21134403 SH       DEFINED    17,18              21134403
COVIDIEN PLC        Common equity                                                  1,2,5,6,8,10,12,
                      shares        G2554F113 1081759 18734946 SH       DEFINED    17,18              18734946
TE CONNECTIVITY LTD Common equity
                      shares        H84989104  530975 14304169 SH       DEFINED    1,2,5,6,8,10,12,18 14304169
WESTWAY GROUP INC   Common equity
                      shares        96169B100     897   134374 SH       DEFINED    1,2                  134374
STERLITE            American
  INDUSTRIES          Depository
  (INDIA)             Receipt       859737207    8450   981476 SH       DEFINED    1,2,4,5,6,8          981476
BLACKROCK KELSO     Common equity
  CAPITAL CORP.       shares        092533108   15273  1518080 SH       DEFINED    1,2,5,6,8           1518080
COMSCORE INC        Common Stock    20564W105    9014   654221 SH       DEFINED    1,2,5,6,8            654221
SPECTRA ENERGY      Limited
  PARTNERS LP         Partnership   84756N109    1218    39003 SH       DEFINED    1                     39003
BOISE INC           Common equity
                      shares        09746Y105   18433  2319005 SH       DEFINED    1,2,5,6,8,17        1911405        407600
POLYPORE            Common equity
  INTERNATIONAL INC   shares        73179V103   29047   624626 SH       DEFINED    1,2,5,6,8            624626
PROS HOLDINGS INC   Common equity
                      shares        74346Y103    6678   365417 SH       DEFINED    1,2,5,6,8            365417
SHORETEL INC        Common Stock    825211105    3544   835928 SH       DEFINED    1,2,6,8              835928
BENEFICIAL MUTUAL   Common equity
  BANCORP             shares        08173R104    5338   562129 SH       DEFINED    1,2,5,6,8            562129
MARKET VECTORS      Investments
  RUSSIA ETF TRUST    that contain
                      a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     57060U506     923    30800 SH       DEFINED    10                    30800
IPATH CBOE S&P 500  Investments
  BUYWRITE INDEX      that contain
  ETN                 a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     06739F135     953    18354 SH       DEFINED    5                     18354
SPDR BARCLAYS       USA: Common
  AGGREGATE BOND      Stock
  ETF                               78464A649  214869  3656111 SH       DEFINED    1,2                 3656111
SPDR DB             Investments
  INTERNATIONAL       that contain
  GOVERNMENT          a pool of
  INFLATION-          securities
  PROTECTED BOND      representing
  ETF                 a specific
                      index and
                      are built
                      like mutu     78464A490   56565   890229 SH       DEFINED    1,2                  890229
SPDR BARCLAYS LONG  Exchange
  TERM TREASURY ETF   Traded
                      Product       78464A664    3987    56866 SH       DEFINED    2                     56866
WABCO HOLDINGS INC  Common equity
                      shares        92927K102   49326   756645 SH       DEFINED    1,2,5,6,8            756645
DICE HOLDINGS INC   Common equity
                      shares        253017107    9597  1045544 SH       DEFINED    1,2,5,6,8           1045544
PHARMERICA CORP     Common equity
                      shares        71714F104   10191   715638 SH       DEFINED    1,2,5,6,8            715638
HHGREGG INC         Common equity
                      shares        42833L108    2095   298076 SH       DEFINED    1,2,6,8              298076
ORBITZ WORLDWIDE    Common equity
  INC                 shares        68557K109    1371   505160 SH       DEFINED    1,2,6                505160
ZAGG INC            Common equity
                      shares        98884U108    2761   374846 SH       DEFINED    1,2,6                374846
MONOTYPE IMAGING    Common equity
  HOLDINGS            shares        61022P100   12535   784303 SH       DEFINED    1,2,5,6,8            784303
REX ENERGY CORP     Common Stock    761565100   20820  1599155 SH       DEFINED    1,2,5,6,8           1599155
VALIDUS HOLDINGS    Common equity
  LTD                 shares        G9319H102   54592  1578610 SH       DEFINED    1,2,5,6,8,12,17     1578610
LULULEMON           Common equity                                                  1,2,5,6,8,10,12,
  ATHLETICA INC       shares        550021109   54235   711515 SH       DEFINED    17,18                710005          1510
DOLAN CO            Common equity
                      shares        25659P402    2681   689072 SH       DEFINED    1,2,6                689072
SUCAMPO             Common equity
  PHARMACEUTICALS     shares
  INC                               864909106    1076   220206 SH       DEFINED    1,2                  220206
GENPACT LTD         Common equity
                      shares        G3922B107   20649  1331948 SH       DEFINED    1,2,5,6             1331948
CONCHO RESOURCES    Common equity
  INC                 shares        20605P101  158399  1966314 SH       DEFINED    1,2,5,6,8,10,12,18  1966314
VIRTUSA CORP        Common Stock    92827P102    5114   311219 SH       DEFINED    1,2,5,6              311219
CRESTWOOD           Limited
  MIDSTREAM PTNRS     Partnership
  LP                                226372100     371    17233 SH       DEFINED    1                     17233
E-HOUSE CHINA       American
  HOLDINGS -ADR       Depository
                      Receipt       26852W103     474   115500 SH       DEFINED    1,2                  115500
MASIMO CORP         Common Stock    574795100   38284  1822290 SH       DEFINED    1,2,5,6,8,12        1822290
WUXI PHARMATECH     American
  (CAYMAN)-ADR        Depository
                      Receipt       929352102    3632   230677 SH       DEFINED    1,2                  230677
HORSEHEAD HOLDING   Common equity
  CORP                shares        440694305   13463  1318973 SH       DEFINED    1,2,5,6,8           1318973
MERCADOLIBRE INC    Common Stock    58733R102    2113    26883 SH       DEFINED    1,5,6,8               26883
VMWARE INC -CL A    Common equity
                      shares        928563402  135519  1439553 SH       DEFINED    1,2,5,6,8,10,12,18  1439553
SPDR BARCLAYS TIPS  USA: Common
  ETF                 Stock         78464A656   92185  1518209 SH       DEFINED    1,2                 1518209
BARCLAYS BANK PLC   Public
                      preferred
                      instrument    06739H776    3674   146606 SH       DEFINED    2                    146606
TERADATA CORP       Common equity
                      shares        88076W103  428354  6921114 SH       DEFINED    1,2,5,6,8,10,12,18  6921114
ATHENAHEALTH INC    Common Stock    04685W103   55394   754211 SH       DEFINED    1,2,5,6,8            754211
DUFF & PHELPS CORP  Common equity
                      shares        26433B107    8360   535308 SH       DEFINED    1,2,5,6,8            535308
CONSTANT CONTACT    Common Stock
  INC                               210313102    7953   559635 SH       DEFINED    1,2,5,6,8            559635
MAIN STREET         Common equity
  CAPITAL CORP        shares        56035L104   15615   511802 SH       DEFINED    1,2,5,6,8            511802
MAP                 Common Stock
  PHARMACEUTICALS
  INC                               56509R108    9584   610087 SH       DEFINED    1,2,5,6,8            610087
SPDR BARCLAYS       Investments
  INTERNATIONAL       that contain
  TREASURY BOND ETF   a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     78464A516     218     3566 SH       DEFINED    1                      3566
RESOLUTE ENERGY     Common Stock
  CORP                              76116A108   11089  1363546 SH       DEFINED    1,2,5,6,8           1363546
FIRST FINANCIAL     Common equity
  NORTHWEST           shares        32022K102    1580   208955 SH       DEFINED    1,2                  208955
TEXTAINER GROUP     Common equity
  HOLDINGS LTD        shares        G8766E109    7710   245014 SH       DEFINED    1,2                  245014
ZEP INC             Common equity
                      shares        98944B108    6239   432305 SH       DEFINED    1,2,5,6,8            432305
DUPONT FABROS       Real Estate
  TECHNOLOGY INC      Investment
                      Trust         26613Q106   43076  1782995 SH       DEFINED    1,2,3,5,6,8         1782995
CVR ENERGY INC      Common equity
                      shares        12662P108   25978   532490 SH       DEFINED    1,2,5,6,8            532490
VANGUARD NATURAL    Limited
  RESOURCES           Partnership   92205F106    1462    56232 SH       DEFINED    1                     56232
AMERICAN DG ENERGY  Common equity
  INC                 shares        025398108     688   297278 SH       DEFINED    1,2                  297278
PZENA INVESTMENT    Common equity
  MANAGEMENT          shares        74731Q103     701   129259 SH       DEFINED    1,2                  129259
ULTA SALON          Common equity
  COSMETCS & FRAG     shares        90384S303  106544  1084320 SH       DEFINED    1,2,5,6,8,10,12,18  1084320
RETAIL OPPORTUNITY  REIT
  INVTS CP                          76131N101   14019  1089989 SH       DEFINED    1,2,3,5,6,8,17      1089989
GIANT INTERACTIVE   American
  GROUP -ADR          Depository
                      Receipt       374511103    1244   229867 SH       DEFINED    1,2                  229867
NANOSPHERE INC      Common equity
                      shares        63009F105      53    18400 SH       DEFINED    1                     18400
NEUTRAL TANDEM INC  Common Stock    64128B108    1425   554680 SH       DEFINED    1,2,6                554680
SANDRIDGE ENERGY    Common equity
  INC                 shares        80007P307   45545  7172745 SH       DEFINED    1,2,5,6,8           7172745
APPROACH RESOURCES  Common Stock
  INC                               03834A103   25960  1037649 SH       DEFINED    1,2,5,6,8           1037649
NORTHFIELD BANCORP  Common equity
  INC                 shares        66611L105    4333   284147 SH       DEFINED    1,2,5,6,8            284147
AMERICAN PUBLIC     Common Stock
  EDUCATION                         02913V103   12607   349220 SH       DEFINED    1,2,5,6,8            349220

SSgA Confidential

                                                       SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer               Class             Cusip    Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------               -----           --------- ------- -------- --- ---- ---------- ------------------ -------- ------ ------
ENSIGN GROUP INC     Common equity
                       shares        29358P101    9451   347670 SH       DEFINED    1,2,5,6,8            347670
LUMBER               Common equity
  LIQUIDATORS          shares
  HLDGS INC                          55003T107  102162  1933790 SH       DEFINED    1,2,5,6,8,17        1932960           830
ENERGYSOLUTIONS      Common equity
  INC                  shares        292756202    4358  1395826 SH       DEFINED    1,2,5,6,8           1395826
ENTEROMEDICS INC     Common equity
                       shares        29365M208     840   299505 SH       DEFINED    1,2                  299505
MSCI INC             Common equity
                       shares        55354G100   99141  3199133 SH       DEFINED    1,2,5,6,8,12        3199133
CHIMERA              Real Estate
  INVESTMENT CORP      Investment
                       Trust         16934Q109   37462 14353759 SH       DEFINED    1,2,5,6,8          14353759
EL PASO PIPELINE     Limited
  PARTNERS LP          Partnership   283702108    4594   124252 SH       DEFINED    1                    124252
RUBICON              Common Stock
  TECHNOLOGY INC                     78112T107    2345   383510 SH       DEFINED    1,2,6,8              383510
ISHARES MSCI BRIC    Investments
  INDEX FUND           that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464286657     862    21114 SH       DEFINED    6                     21114
HECKMANN CORP        Common Stock    422680108   15291  3794701 SH       DEFINED    1,2,5,6,8           3794701
INVESCO LTD          American
                       Depository
                       Receipt       G491BT108  494342 18947538 SH       DEFINED    1,2,5,6,8,10,12,18 18947538
BARCLAYS BANK PLC    Public
                       preferred
                       instrument    06739H511    3086   122548 SH       DEFINED    2                    122548
SPDR BARCLAYS        USA: Common
  HIGH YIELD BOND      Stock
  ETF                                78464A417  670487 16473895 SH       DEFINED    1,2,5,10,18        16473895
FEDERAL-MOGUL CORP   Common Stock    313549404    3027   377443 SH       DEFINED    1,2,8                377443
TITAN MACHINERY      Common Stock
  INC                                88830R101    6864   277917 SH       DEFINED    1,2,5,6,8            277917
ENTROPIC             Common Stock
  COMMUNICATIONS
  INC                                29384R105    9035  1708363 SH       DEFINED    1,2,5,6,8           1708363
TRIPLE-S             Common equity
  MANAGEMENT CORP      shares        896749108    9414   509650 SH       DEFINED    1,2,5,8              509650
APPLIED MICRO        Common equity
  CIRCUITS CORP        shares        03822W406    9877  1175760 SH       DEFINED    1,2,5,6,8           1175760
CARDTRONICS INC      Common Stock    14161H108   19632   827193 SH       DEFINED    1,2,5,6,8            827193
TWO HARBORS          Common equity
  INVESTMENT CORP      shares        90187B101   72162  6513051 SH       DEFINED    1,2,5,6,8           6513051
FORESTAR GROUP INC   Common equity
                       shares        346233109   11796   680724 SH       DEFINED    1,2,5,6,8            680724
ISHARES MSCI EAFE    Investments
  SMALL CAP INDEX      that contain
  FUND                 a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464288273   20339   499600 SH       DEFINED    1                    499600
K12 INC              Common Stock    48273U102    9740   476569 SH       DEFINED    1,2,5,6,8            476569
MEDASSETS INC        Common equity
                       shares        584045108   18946  1129663 SH       DEFINED    1,2,5,6,8           1129663
TEEKAY TANKERS LTD   Common equity
                       shares        Y8565N102    2650   913409 SH       DEFINED    1,2,6                913409
ORION ENERGY         Common Stock
  SYSTEMS INC                        686275108      24    14500 SH       DEFINED    1                     14500
ISHARES JPMORGAN     Investments
  USD EMERGING         that contain
  MARKETS BOND         a pool of
  FUND                 securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     464288281   71936   585803 SH       DEFINED    1,2                  585803
NETSUITE INC         Common equity
                       shares        64118Q107   23529   349623 SH       DEFINED    1,2,5,6,8            349623
ORION MARINE         Common Stock
  GROUP INC                          68628V308    3783   517615 SH       DEFINED    1,2,6,8              517615
NATIONAL AMERN       Common equity
  UNIV HLDG INC        shares        63245Q105     450   116379 SH       DEFINED    1,2                  116379
ECHOSTAR CORP        Common equity
                       shares        278768106   17497   511209 SH       DEFINED    1,2,5,6,8            511209
CALPINE CORP         Common equity
                       shares        131347304  119909  6613470 SH       DEFINED    1,2,5,6,8,10,12,18  6613470
BROOKFIELD INFRS     Limited
  PTRS LP              Partnership   G16252101    4754   134915 SH       DEFINED    1,5                  134915
A. H. BELO CORP      Common equity
                       shares        001282102     143    30806 SH       DEFINED    1                     30806
MERIDIAN             Common equity
  INTERSTATE           shares
  BANCORP                            58964Q104    2384   142162 SH       DEFINED    1,2,6                142162
SYNERGY RESOURCES    Common equity
  CORP                 shares        87164P103    2549   472909 SH       DEFINED    1,2                  472909
IPC THE              Common Stock
  HOSPITALIST CO
  INC                                44984A105   12802   322380 SH       DEFINED    1,2,5,6,8            322380
CAPE BANCORP INC     Common equity
                       shares        139209100    1347   155123 SH       DEFINED    1,2                  155123
DANA HOLDING CORP    Common equity
                       shares        235825205   55483  3564021 SH       DEFINED    1,2,5,6,8,12        3564021
MAKO SURGICAL CORP   Common equity
                       shares        560879108    8713   676726 SH       DEFINED    1,2,5,6,8            676726
SPDR S&P             Exchange
  INTERNATIONAL        Traded
  DIVIDEND ETF         Product       78463X772    4173    86864 SH       DEFINED    2                     86864
WISDOMTREE INDIA     Investments
  EARNINGS FUND        that contain
                       a pool of
                       securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     97717W422   54413  2809150 SH       DEFINED    2,10                2809150
HERITAGE-CRYSTAL     Common equity
  CLEAN INC            shares        42726M106    1503    99818 SH       DEFINED    1,2                   99818
GALENA BIOPHARMA     Common equity
  INC                  shares        363256108      90    58534 SH       DEFINED    1                     58534
PHILIP MORRIS        Common equity                                                  1,2,5,6,8,10,12,
  INTERNATIONAL        shares        718172109 6047909 72308831 SH       DEFINED    17,18              72308831
CARDIONET INC        Common equity
                       shares        14159L103      36    16000 SH       DEFINED    1                     16000
HILLENBRAND INC      Common equity
                       shares        431571108   31522  1394168 SH       DEFINED    1,2,5,6,8           1394168
VISA INC             Common equity                                                  1,2,5,6,8,10,12,
                       shares        92826C839 3040641 20059677 SH       DEFINED    17,18              20058308          1369
1ST UNITED           Common equity
  BANCORP INC          shares        33740N105    2818   450726 SH       DEFINED    1,2                  450726
IRIDIUM              Common equity
  COMMUNICATIONS       shares
  INC                                46269C102    5522   819724 SH       DEFINED    1,2,5,8              819724
BARCLAYS BANK PLC    Public
                       preferred
                       instrument    06739H362    7185   282549 SH       DEFINED    2                    282549
INTREPID POTASH      Common equity
  INC                  shares        46121Y102   31746  1491109 SH       DEFINED    1,2,5,6,8,12        1491109
AMERICAN WATER       Common equity
  WORKS CO INC         shares        030420103  142938  3849520 SH       DEFINED    1,2,5,6,8,10,12,18  3849520
HATTERAS             Common equity
  FINANCIAL CORP       shares        41902R103   36604  1475402 SH       DEFINED    1,2,5,6,8,17        1475402
DR PEPPER SNAPPLE    Common equity                                                  1,2,5,6,8,10,12,
  GROUP INC            shares        26138E109  400473  9064271 SH       DEFINED    17,18               9064271
PIONEER SOUTHWEST    Limited
  ENERGY -LP           Partnership   72388B106     450    19815 SH       DEFINED    1                     19815
MAIDEN HOLDINGS      Common equity
  LTD                  shares        G5753U112    9157   996242 SH       DEFINED    1,2,5,8              996242
COLFAX CORP          Common equity
                       shares        194014106   20640   511548 SH       DEFINED    1,2,5,6,8            511548
WESTERN GAS          Limited
  PARTNERS LP          Partnership   958254104    2770    58163 SH       DEFINED    1                     58163
GUARANTY BANCORP     Common equity
                       shares        40075T102    2080  1066791 SH       DEFINED    1,2                 1066791
INVERNESS MEDICAL    Public
  INNOVATIONS          preferred
                       instrument    01449J20     3143    15021 SH       DEFINED    1,2                   15021
SPDR DJ GLOBAL       USA: Common
  REAL ESTATE ETF      Stock         78463X749     768    18237 SH       DEFINED    5                     18237
AMERICAN CAPITAL     REIT
  AGENCY CORP                        02503X105  179668  6208301 SH       DEFINED    1,2,5,6,8,10,12,18  6208301
AMPIO                Common equity
  PHARMACEUTICALS      shares
  INC                                03209T109    1187   330653 SH       DEFINED    1,2,6                330653
AIR TRANSPORT        Common equity
  SERVICES GROUP       shares        00922R105    4217  1052126 SH       DEFINED    1,2,6               1052126
SAFE BULKERS INC     Common equity
                       shares        Y7388L103      36    10815 SH       DEFINED    1                     10815
FIFTH STREET         Common Stock
  FINANCE CORP                       31678A103   19219  1844595 SH       DEFINED    1,2,5,6,8           1844595
SCRIPPS NETWORKS     Common equity                                                  1,2,5,6,8,10,12,
  INTERACTIVE          shares        811065101  199314  3441121 SH       DEFINED    17,18               3439090          2031
TW TELECOM INC       Common equity
                       shares        87311L104  109226  4288294 SH       DEFINED    1,2,5,6,8,12        4288294
LENDER PROCESSING    Common equity                                                  1,2,5,6,8,10,12,
  SERVICES             shares        52602E102   62180  2525489 SH       DEFINED    17,18               2525489
ENERGY RECOVERY      Common Stock
  INC                                29270J100    2305   678427 SH       DEFINED    1,2                  678427
ACTIVISION           Common equity
  BLIZZARD INC         shares        00507V109  102350  9637705 SH       DEFINED    1,2,5,8,10,12,18    9637705
FUTUREFUEL CORP      Common equity
                       shares        36116M106    4201   354893 SH       DEFINED    1,2                  354893
ACE LTD              Common equity                                                  1,2,5,6,8,10,12,
                       shares        H0023R105 1122846 14070718 SH       DEFINED    17,18,19           14070718
JOHN BEAN            Common equity
  TECHNOLOGIES         shares        477839104   10796   607315 SH       DEFINED    1,2,5,6,8            607315
SPDR S&P             Investments
  INTERNATIONAL        that contain
  UTILITIES            a pool of
  SECTOR ETF           securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     78463X632    1441    86181 SH       DEFINED    6                     86181
SPDR S&P             Exchange
  INTERNATIONAL        Traded
  TELECOMMUNICATIONS   Product
  SECTOR ETF                         78463X640     733    33304 SH       DEFINED    2                     33304
SPDR S&P             Investments
  INTERNATIONAL        that contain
  ENERGY SECTOR        a pool of
  ETF                  securities
                       representing
                       a specific
                       index and
                       are built
                       like mutu     78463X715    3482   139507 SH       DEFINED    2                    139507
GT ADVANCED          Common equity
  TECHNOLOGIES INC     shares        36191U106    6841  2264773 SH       DEFINED    1,2,5,6,8           2264773
SEADRILL LTD         Common equity
                       shares        G7945E105     519    14088 SH       DEFINED    1,17                  11940          2148
SIRIUS XM RADIO      Common equity                                                  1,2,5,6,8,10,
  INC                  shares        82967N108  173469 60022765 SH       DEFINED    12,18              60022765
RACKSPACE HOSTING    Common equity                                                  1,2,5,6,8,10,
  INC                  shares        750086100  243636  3280385 SH       DEFINED    12,18               3280385

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer              Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------              -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
HSN INC             Common equity
                      shares        404303109  80673  1464614 SH       DEFINED    1,2,5,6,8,12,18        1464614
INTERVAL LEISURE    Common equity
  GROUP               shares        46113M108  16239   837533 SH       DEFINED    1,2,5,6,8               837533
MYR GROUP INC       Common Stock    55405W104   8192   368226 SH       DEFINED    1,2,5,6,8               368226
TREE.COM INC        Common equity
                      shares        894675107   1292    71675 SH       DEFINED    1,2                      71675
IBIO INC            Common Stock    451033104      8    13400 SH       DEFINED    1                        13400
SIGNET JEWELERS LTD Common equity
                      shares        G81276100 116784  2187001 SH       DEFINED    1,2,5,6,12             2187001
REINSURANCE GROUP   Common equity
  AMER INC            shares        759351604 110217  2059351 SH       DEFINED    1,2,5,6,8,12,18        2059351
REVLON INC -CL A    Common equity
                      shares        761525609   6065   418367 SH       DEFINED    1,2,6,8,17              211286        207081
HOMEOWNERS CHOICE   Common equity
  INC                 shares        43741E103   2325   111910 SH       DEFINED    1,2                     111910
ASCENT CAPITAL      Common Stock
  GROUP INC                         043632108  15778   254748 SH       DEFINED    1,2,5,6,8               254748
DISCOVERY           Common equity
  COMMUNICATNS NEW    shares        25470F302  50369   861026 SH       DEFINED    1,2,5,6,8,10,12,17,18   858498          2528
ECOPETROL SA        American
                      Depository
                      Receipt       279158109  64063  1073573 SH       DEFINED    1,2,4,5,6,8,10         1073573
POWERSHARES GLOBAL  Investments
  AGRICULTURE         that contain
  PORTFOLIO           a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     73936Q702   5233   170277 SH       DEFINED    2                       170277
KB FINANCIAL GROUP  American
                      Depository
                      Receipt       48241A105   5781   160992 SH       DEFINED    1,2,4,5,6               160992
MODUSLINK GLOBAL    Common equity
  SOLUTIONS           shares        60786L107   2291   788594 SH       DEFINED    1,2                     788594
HOME BANCORP INC    Common Stock    43689E107   1529    83796 SH       DEFINED    1,2                      83796
DIGIMARC CORP       Common equity
                      shares        25381B101   2330   112703 SH       DEFINED    1,2                     112703
GRAND CANYON        Common Stock
  EDUCATION INC                     38526M106  16459   701256 SH       DEFINED    1,2,5,6,8               701256
ELIZABETH ARDEN INC Common equity
                      shares        28660G106  21310   473346 SH       DEFINED    1,2,5,6,8               473346
IAC/                Common equity
  INTERACTIVECORP     shares        44919P508  56020  1184382 SH       DEFINED    1,2,5,6,8,12,17,18     1184382
CLEARWATER PAPER    Common Stock
  CORP                              18538R103  18496   472358 SH       DEFINED    1,2,5,6,8               472358
CRACKER BARREL OLD  Common equity
  CTRY STOR           shares        22410J106  31318   487363 SH       DEFINED    1,2,5,6,8,17,18         487363
VIRTUS INVESTMENT   Common Stock
  PTNRS INC                         92828Q109  13938   115271 SH       DEFINED    1,2,5,6,8               115271
GIGOPTIX INC        Common equity
                      shares        37517Y103     52    27300 SH       DEFINED    1                        27300
MARKET VECTORS      Exchange
  INDONESIA INDEX     Traded
  ETF                 Product       57060U753    281     9800 SH       DEFINED    10                        9800
SAGA                Common Stock
  COMMUNICATIONS
  -CL A                             786598300   2181    46879 SH       DEFINED    1,2                      46879
MEAD JOHNSON        Common equity
  NUTRITION CO        shares        582839106 536540  8142924 SH       DEFINED    1,2,5,6,8,10,12,18     8142924
SPDR BARCLAYS       Investments
  INTERMEDIATE        that contain
  TERM CORPORATE      a pool of
  BOND ETF            securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     78464A375  32244   926027 SH       DEFINED    2                       926027
IDT CORP            Common equity
                      shares        448947507   3332   349003 SH       DEFINED    1,2,5,6,8,17            349003
HEARTWARE           Common equity
  INTERNATIONAL INC   shares        422368100  20436   243411 SH       DEFINED    1,2,5,6,8               243411
SPDR BARCLAYS LONG  Exchange
  TERM CORPORATE      Traded
  BOND ETF            Product       78464A367   7956   193375 SH       DEFINED    2                       193375
ITAU UNIBANCO HLDG  American
  SA                  Depository
                      Receipt       465562106 104852  6370117 SH       DEFINED    1,2,4,5,6,8,10         6370117
BRIDGEPOINT         Common equity
  EDUCATION INC       shares        10807M105   3195   310435 SH       DEFINED    1,2,6,8                 310435
ROSETTA STONE INC   Common Stock    777780107   2019   163467 SH       DEFINED    1,2,6                   163467
SPDR BARCLAYS       USA: Common
  CONVERTIBLE         Stock
  SECURITIES ETF                    78464A359   1515    37585 SH       DEFINED    1,2                      37585
GOLDEN MINERALS CO  Common equity
                      shares        381119106   2275   494851 SH       DEFINED    1,2,6,8                 494851
DIGITALGLOBE INC    Common equity
                      shares        25389M877  15904   650796 SH       DEFINED    1,2,5,6,8,17            646164          4632
SOLARWINDS INC      Common equity
                      shares        83416B109  90917  1733480 SH       DEFINED    1,2,5,6,8,12,17        1730709          2771
OPENTABLE INC       Common Stock    68372A104  24167   495271 SH       DEFINED    1,2,5,6,8,17            494158          1113
GOVERNMENT PPTYS    Real Estate
  INCOME TR           Investment
                      Trust         38376A103  20063   837108 SH       DEFINED    1,2,3,5,6,8             837108
CYS INVESTMENTS INC Common equity
                      shares        12673A108  44951  3806360 SH       DEFINED    1,2,5,6,8,17           3806360
MYREXIS INC         Common Stock    62856H107     62    21754 SH       DEFINED    1                        21754
MEDIDATA SOLUTIONS  Common equity
  INC                 shares        58471A105  17121   436886 SH       DEFINED    1,2,5,6,8               436886
INVESCO MORTGAGE    Common equity
  CAPITAL INC         shares        46131B100  52800  2678925 SH       DEFINED    1,2,5,6,8              2678925
LOGMEIN INC         Common equity
                      shares        54142L109   9175   409455 SH       DEFINED    1,2,5,6,8               409455
ALUFP 2.875         A U S issuer
  06/15/25            issuing in
                      U S dollars
                      in the U S
                      capital
                      market        549463AH    6106  6098000 SH       DEFINED    2                      6098000
PRIMUS TELECOMM     Common equity
  GROUP INC           shares        741929301   1877   172713 SH       DEFINED    1,2                     172713
TERRITORIAL         Common equity
  BANCORP INC         shares        88145X108   4975   217778 SH       DEFINED    1,2,6,17                217778
GLOBE SPECIALTY     Common equity
  METALS INC          shares        37954N206  27108  1971027 SH       DEFINED    1,2,5,6,8              1971027
PENNYMAC MORTGAGE   Closed end
  INVEST TR           mutual fund   70931T103  31857  1259626 SH       DEFINED    1,2,5,6,8,17           1259626
ALTISOURCE          Common equity
  PORTFOLIO SOLTNS    shares        L0175J104   1415    16318 SH       DEFINED    1,5,6,8                  16318
AVAGO TECHNOLOGIES  Common equity
  LTD                 shares        Y0486S104 131784  4162501 SH       DEFINED    1,2,5,6,8,10,12,18     4162501
CUMBERLAND          Common equity
  PHARMACEUTICALS     shares        230770109    627   149277 SH       DEFINED    1,2                     149277
STARWOOD PROPERTY   Real Estate
  TRUST INC           Investment
                      Trust         85571B105  65695  2861169 SH       DEFINED    1,2,5,6,8,17           2861169
CAREFUSION CORP     Common Stock    14170T101 258161  9032999 SH       DEFINED    1,2,5,6,8,10,12,18     9032999
CREXUS INVESTMENT   Real Estate
  CORP                Investment
                      Trust         226553105  15137  1236050 SH       DEFINED    1,2,5,6,8              1236050
SPDR WELLS FARGO    Exchange
  PREFERRED STOCK     Traded
  ETF                 Product       78464A292   4667   103763 SH       DEFINED    2                       103763
SPECTRUM BRANDS     Common equity
  HOLDINGS INC        shares        84763R101  18466   411089 SH       DEFINED    1,2,5,6,8,17            411089
APOLLO COMMERCIAL   Real Estate
  RE FIN INC          Investment
                      Trust         03762U105   8755   539421 SH       DEFINED    1,2,5,8,17              539421
ARTIO GLOBAL        Common equity
  INVESTORS INC       shares        04315B107   1026   541588 SH       DEFINED    1,2                     541588
COLONY FINANCIAL    Common equity
  INC                 shares        19624R106  19815  1016244 SH       DEFINED    1,2,5,6,8              1016244
VITACOST.COM INC    Common equity
                      shares        92847A200   2124   313356 SH       DEFINED    1,2,6                   313356
SELECT MEDICAL      Common equity
  HOLDINGS CORP       shares        81619Q105   8537   905156 SH       DEFINED    1,2,5,8                 905156
ECHO GLOBAL         Common equity
  LOGISTICS INC       shares        27875T101   4290   238820 SH       DEFINED    1,2,5,6                 238820
EDUCATION           Common equity
  MANAGEMENT CORP     shares        28140M103   2361   539072 SH       DEFINED    1,2,6                   539072
BANCO SANTANDER     Depository
  BRASIL -ADR         Receipt       05967A107   9063  1246611 SH       DEFINED    1,2,4,5,6,8,10         1246611
VERISK ANALYTICS    Common equity
  INC                 shares        92345Y106 132055  2589266 SH       DEFINED    1,2,5,6,8,10,12,17,18  2580235          9031
MISTRAS GROUP INC   Common equity
                      shares        60649T107   6587   266780 SH       DEFINED    1,2,5,6,8               266780
OMEROS CORP         Common equity
                      shares        682143102   1923   370773 SH       DEFINED    1,2                     370773
DOLE FOOD CO INC    Common equity
                      shares        256603101   7667   668295 SH       DEFINED    1,2,5,6,8               668295
VITAMIN SHOPPE INC  Common equity
                      shares        92849E101  43592   760040 SH       DEFINED    1,2,5,6,8               760040
CENOVUS ENERGY INC  Common equity
                      shares        15135U109    253     7520 SH       DEFINED    1,5                       7520
HYATT HOTELS CORP   Common equity
                      shares        448579102  18701   484800 SH       DEFINED    1,2,5,18                484800
STR HOLDINGS INC    Common equity
                      shares        78478V100   1447   573923 SH       DEFINED    1,2,6                   573923
LEAR CORP           Common equity
                      shares        521865204  64640  1380005 SH       DEFINED    1,2,5,6,8,12,18        1380005
DOLLAR GENERAL CORP Common Stock    256677105 452257 10257769 SH       DEFINED    1,2,5,6,8,10,12,18    10257769
RUE21 INC           Common equity
                      shares        781295100  14047   494734 SH       DEFINED    1,2,5,6,8               494734
OI S.A.             Depository
                      Receipt       670851104    699   162714 SH       DEFINED    1,2,4,5,6,10            162714
FORTINET INC        Common equity
                      shares        34959E109  33626  1595597 SH       DEFINED    1,2,5,6,8              1595597
CLOUD PEAK ENERGY   Common equity
  INC                 shares        18911Q102  55905  2892171 SH       DEFINED    1,2,5,6,8              2892171
AOL INC             Common equity
                      shares        00184X105  76853  2595403 SH       DEFINED    1,2,5,6,8,10,12,17,18  2595403
CHARTER             Common equity
  COMMUNICATIONS      shares
  INC                               16117M305  66838   876736 SH       DEFINED    1,2,5,8,10,12,18        876736

SSgA Confidential

                                                    SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer            Class              Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------            -----            --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
ALCOA INC         USA: Bond        013817AT    7348  5168000 SH       DEFINED    2                      5168000
AMGEN INC         A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         031162AQ   23406 21133000 SH       DEFINED    2                     21133000
ARCHER DANIELS    A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         039483AW   10046 10017000 SH       DEFINED    2                     10017000
CHESAPEAKE        USA: Bond
  ENERGY CORP                      165167BZ   15962 17673000 SH       DEFINED    2                     17673000
CIENA CORP        A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         171779AE    3265  3800000 SH       DEFINED    2                      3800000
D.R. HORTON INC   USA: Bond
  DHI                              23331ABB    6596  4254000 SH       DEFINED    2                      4254000
EMC CORP          A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         268648AM   23142 14750000 SH       DEFINED    2                     14750000
GILEAD SCIENCES   A U S issuer
  INC               issuing in
                    U S dollars
                    in the U S
                    capital
                    market         375558AH   10238  5197000 SH       DEFINED    2                      5197000
HOLOGIC INC       A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         436440AA    6355  6381000 SH       DEFINED    2                      6381000
INTEL CORP        A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         458140AD   14243 13844000 SH       DEFINED    2                     13844000
L-3 COMMS HLDGS   USA: Bond
  INC                              502413AW    6155  6046000 SH       DEFINED    2                      6046000
LIBERTY MEDIA LLC A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         530718AF   13957  9690000 SH       DEFINED    2                      9690000
LIFEPOINT         A U S issuer
  HOSPITALS INC     issuing in
                    U S dollars
                    in the U S
                    capital
                    market         53219LAH    5038  4888000 SH       DEFINED    2                      4888000
LINEAR            Any issuer
  TECHNOLOGY        issuing in
  CORP A            any currency
                    offered in
                    all markets
                    simultaneously 535678AC    7494  7180000 SH       DEFINED    2                      7180000
MASSEY ENERGY CO  USA: Bond        576203AJ    2415  2500000 SH       DEFINED    2                      2500000
MEDTRONIC INC     Any issuer
                    issuing in
                    any currency
                    offered in
                    all markets
                    simultaneously 585055AM   18908 18787000 SH       DEFINED    2                     18787000
MICROCHIP         USA: Bond
  TECHNOLOGY INC                   595017AB   11885  9510000 SH       DEFINED    2                      9510000
MICRON            A U S issuer
  TECHNOLOGY INC    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         595112AH    8236  8285000 SH       DEFINED    2                      8285000
MOLSON COORS      An issue in
  BREWING CO        any currency
                    issued on a
                    private basis  60871RAA    5160  5044000 SH       DEFINED    2                      5044000
NETAPP INC        USA: Bond        64110DAB   11841 10649000 SH       DEFINED    2                     10649000
NEWMONT MINING    A U S issuer
  CORP              issuing in
                    U S dollars
                    in the U S
                    capital
                    market         651639AH    5717  4873000 SH       DEFINED    2                      4873000
NEWMONT MINING    USA: Bond
  CORP                             651639AJ    6173  4771000 SH       DEFINED    2                      4771000
PEABODY ENERGY    USA: Bond
  CORP                             704549AG    5320  5573000 SH       DEFINED    2                      5573000
SANDISK CORP      A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         80004CAC    7982  8008000 SH       DEFINED    2                      8008000
SUNTECH POWER     An issue in
  HLDGS CO          any currency
                    issued on a
                    private basis  86800CAE    1896  4370000 SH       DEFINED    2                      4370000
SYMANTEC CORP     USA: Bond        871503AF    9037  8502000 SH       DEFINED    2                      8502000
TEVA PHARM        A U S issuer
  FINANCE LLC C     issuing in
                    U S dollars
                    in the U S
                    capital
                    market         88163VAE    4339  4250000 SH       DEFINED    2                      4250000
USEC INC          An issue in
                    any currency
                    issued on a
                    private basis  90333EAC    1924  4825000 SH       DEFINED    2                      4825000
US STEEL CORP     USA: Bond        912909AE    7767  7232000 SH       DEFINED    2                      7232000
VERISIGN INC      A U S issuer
                    issuing in
                    U S dollars
                    in the U S
                    capital
                    market         92343EAD   13278 10498000 SH       DEFINED    2                     10498000
WACHOVIA CORP     Public
                    preferred
                    instrument     94974680   41837    34293 SH       DEFINED    2                        34293
XILINX INC        USA: Bond        983919AD    7439  5873000 SH       DEFINED    2                      5873000
PEBBLEBROOK       Common equity
  HOTEL TRUST       shares         70509V100  38343  1659778 SH       DEFINED    1,2,3,5,6,8            1659778
CIT GROUP INC     Common equity
                    shares         125581801 208832  5404580 SH       DEFINED    1,2,5,6,8,10,12,18     5404580
KAR AUCTION       Common equity
  SERVICES INC      shares         48238T109   6964   344186 SH       DEFINED    1,2,5,6,8               344186
ALLIANCE DATA     USA: Bond
  SYSTEMS CO 144A                  018581AD   12490  6826000 SH       DEFINED    2                      6826000
BANK OF AMERICA   USA: Bond
  CORP                             06050568   32396    28848 SH       DEFINED    1,2                      28848
INTEL CORP 144A   USA: Bond        458140AF   20274 17220000 SH       DEFINED    2                     17220000
INTL GAME         USA: Bond
  TECHNOLOGY 144A                  459902AQ    7534  7198000 SH       DEFINED    2                      7198000
AES TRUST III     Preferred
                    equity shares  00808N20    4347    87478 SH       DEFINED    2                        87478
SBA               USA: Bond
  COMMUNICATIONS
  CORP 144A                        78388JAN    8319  4939000 SH       DEFINED    2                      4939000
COBALT INTL       Common equity
  ENERGY INC        shares         19075F106  83038  3381028 SH       DEFINED    1,2,5,6,8,10,12,18     3381028
TEAM HEALTH       Common equity
  HOLDINGS INC      shares         87817A107  15126   525693 SH       DEFINED    1,2,5,6,8               525693
NAVISTAR INTL     USA: Bond
  CORP                             63934EAL    4621  5022000 SH       DEFINED    2                      5022000
KRATON            Common equity
  PERFORMANCE       shares
  POLYMERS                         50077C106  14327   596216 SH       DEFINED    1,2,5,6,8               596216
SPDR BARCLAYS     Investments
  SHORT TERM        that contain
  CORPORATE BOND    a pool of
  ETF               securities
                    representing
                    a specific
                    index and
                    are built
                    like mutu      78464A474 111186  3619343 SH       DEFINED    1,2                    3619343
STATE BANK        Common equity
  FINANCIAL CORP    shares         856190103  11431   719763 SH       DEFINED    1,2,5,6,8               719763
SUPERMEDIA INC    Common equity
                    shares         868447103     36    10513 SH       DEFINED    1                        10513
WILLIS GROUP      Common equity
  HOLDINGS PLC      shares         G96666105  42041  1253833 SH       DEFINED    1,2,5,6,8,10,12,18     1253833
FORD MOTOR        USA: Bond
  COMPANY                          345370CN   11991  7463000 SH       DEFINED    2                      7463000
OCZ TECHNOLOGY    Common equity
  GROUP INC         shares         67086E303   2103  1101788 SH       DEFINED    1,2,6                  1101788
OMNIAMERICAN      Common equity
  BANCORP INC       shares         68216R107   4057   175350 SH       DEFINED    1,2                     175350
CHESAPEAKE        Common equity
  LODGING TRUST     shares         165240102  15415   738202 SH       DEFINED    1,2,3,5,6,8             738202
SYMETRA           Common equity
  FINANCIAL CORP    shares         87151Q106  19437  1497437 SH       DEFINED    1,2,5,6,8,17           1497437
MADISON SQUARE    Common equity
  GARDEN CO         shares         55826P100  49896  1125011 SH       DEFINED    1,2,5,6,8,17           1120591          4420
STERLITE INDS     USA: Bond
  INDIA LTD NOTE
  4.000%10/3                       859737AB    4275  4450000 SH       DEFINED    2                      4450000
ATLANTIC POWER    Composition of
  CORP              more than 1
                    security       04878Q863  22746  1989986 SH       DEFINED    1,2,6                  1989986
NORTHWEST         Common equity
  BANCSHARES INC    shares         667340103  25308  2084547 SH       DEFINED    1,2,5,6,8,17           2084547
PILGRIM'S PRIDE   Common Stock
  CORP                             72147K108   7791  1074411 SH       DEFINED    1,2,5,6,8              1074411
ENSCO PLC         Common equity
                    shares         G3157S106 530431  8947859 SH       DEFINED    1,2,5,6,8,10,12,18,19  8947859
BIGLARI HOLDINGS  Common equity
  INC               shares         08986R101  11557    29627 SH       DEFINED    1,2,5,6,8                29627
SYCAMORE          Common equity
  NETWORKS INC      shares         871206405    799   356533 SH       DEFINED    1,2,5,6                 356533
TOWERS WATSON &   Common equity
  CO                shares         891894107  96644  1719317 SH       DEFINED    1,2,5,6,8,12,18        1719317
DEX ONE CORP      Common equity
                    shares         25212W100    165   104785 SH       DEFINED    1,5                     104785
CARMIKE CINEMAS   Common Stock
  INC                              143436400   4044   269198 SH       DEFINED    1,2                     269198
COWEN GROUP INC   Common equity
                    shares         223622101   3332  1360408 SH       DEFINED    1,2,8                  1360408
NATIONAL GRID     An issue in
                    any currency
                    issued on a
                    private basis  636274300    294     5132 SH       DEFINED    1                         5132
CACI INTL INC     Common equity
  -CL A             shares         127190304  26923   489117 SH       DEFINED    1,2,5,6,8               489117
PEABODY ENERGY    An issue in
  CORP              any currency
                    issued on a
                    private basis  704549104 340663 12801454 SH       DEFINED    1,2,5,6,8,10,12,18    12801454
NOMURA HOLDINGS   An issue in
  INC               any currency
                    issued on a
                    private basis  65535H208    298    50810 SH       DEFINED    1,2                      50810
CHIQUITA BRANDS   Common equity
  INTL INC          shares         170032809   7217   875078 SH       DEFINED    1,2,5,6,8               875078
NEWS CORP         An issue in
                    any currency
                    issued on a
                    private basis  65248E203 101188  3856338 SH       DEFINED    1,5,6,8,10,12,18       3856338
USA MOBILITY INC  An issue in
                    any currency
                    issued on a
                    private basis  90341G103   6828   584579 SH       DEFINED    1,2,5,6,8,17            584579
ARMOUR            Common equity
  RESIDENTIAL       shares
  REIT INC                         042315101  37100  5733536 SH       DEFINED    1,2,5,6,8              5733536
IRONWOOD          Common equity
  PHARMACEUTICALS   shares
  INC                              46333X108  24082  2171893 SH       DEFINED    1,2,5,6,8              2171893
SOLAR CAPITAL LTD Common equity
                    shares         83413U100  19123   799681 SH       DEFINED    1,2,5,6,8,17            799681
BACTERIN INTL     Common equity
  HOLDINGS INC      shares         05644R101     14    10800 SH       DEFINED    1                        10800
PIEDMONT OFFICE   Real Estate
  REALTY TRUST      Investment
                    Trust          720190206  77196  4276633 SH       DEFINED    1,2,3,5,6,8,12         4276633
TERRENO REALTY    Real Estate
  CORP              Investment
                    Trust          88146M101   3628   234868 SH       DEFINED    1,2                     234868
GENERAC HOLDINGS  Common equity
  INC               shares         368736104  15366   447954 SH       DEFINED    1,2,5,6,8,17            436447         11507
QUINSTREET INC    Common equity
                    shares         74874Q100   3757   558679 SH       DEFINED    1,2,6,8                 558679
UNILIFE CORP      Common equity
                    shares         90478E103   2925  1288926 SH       DEFINED    1,2,6,8                1288926

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                 Sole   Shared   No
Issuer              Class             Cusip   Value    VAL    PRN Call Discretion      Managers       Voting  Voting Voting
------              -----           --------- ------ -------- --- ---- ---------- ------------------ -------- ------ ------
ANTHERA             Common equity
  PHARMACEUTCLS INC   shares        03674U102      8    12700 SH       DEFINED    1                     12700
ACCURIDE CORP       Common equity
                      shares        00439T206   2420   753754 SH       DEFINED    1,2                  753754
SENSATA             Common equity
  TECHNOLOGIES        shares
  HLDG NV                           N7902X106  14518   447097 SH       DEFINED    1,2,5,8,10,12,18     447097
AVEO                Common equity
  PHARMACEUTICALS     shares
  INC                               053588109   5119   636133 SH       DEFINED    1,2,5,6,8            636133
SEMGROUP CORP       Common equity
                      shares        81663A105  30717   786020 SH       DEFINED    1,2,5,6,8            786020
FINANCIAL ENGINES   Common equity
  INC                 shares        317485100  23694   853766 SH       DEFINED    1,2,5,6,8            853766
CALIX INC           Common equity
                      shares        13100M509   5056   657571 SH       DEFINED    1,2,5,6,8            657571
FIRST INTERSTATE    Common equity
  BANCSYSTEM          shares        32055Y201   4190   271489 SH       DEFINED    1,2,8                271489
MAXLINEAR INC       Common equity
                      shares        57776J100   1536   305106 SH       DEFINED    1,2,6                305106
SS&C TECHNOLOGIES   Common equity
  HLDGS INC           shares        78467J100  14016   606299 SH       DEFINED    1,2,5,6,8            606299
SCORPIO TANKERS INC Common equity
                      shares        Y7542C106   4086   574680 SH       DEFINED    1,2                  574680
VIRGIN MEDIA INC    An issue in
  144A                any currency
                      issued on a
                      private basis 92769LAB7  17239  8447000 SH       DEFINED    2                   8447000
PRIMERICA INC       Preferred
                      equity shares 74164M108  25072   835542 SH       DEFINED    1,2,5,6,8            835542
METALS USA          Common equity
  HOLDINGS CORP       shares        59132A104   3363   192542 SH       DEFINED    1,2,5                192542
GOLUB CAPITAL BDC   Common equity
  INC                 shares        38173M102   4261   266616 SH       DEFINED    1,2,5                266616
CHATHAM LODGING     Real Estate
  TRUST               Investment
                      Trust         16208T102   3315   215354 SH       DEFINED    1,2                  215354
VIMPELCOM LTD       An issue in
                      any currency
                      issued on a
                      private basis 92719A106   2320   221314 SH       DEFINED    1,2                  221314
CODEXIS INC         Common equity
                      shares        192005106    795   360578 SH       DEFINED    1,2                  360578
GLOBAL GEOPHYSICAL  Common equity
  SVCS INC            shares        37946S107   1299   337829 SH       DEFINED    1,2                  337829
SPS COMMERCE INC    Common equity
                      shares        78463M107   7044   189084 SH       DEFINED    1,2,5,8              189084
THL CREDIT INC      Closed end
                      mutual fund   872438106   4204   284490 SH       DEFINED    1,2,5                284490
EXCEL TRUST INC     Real Estate
                      Investment
                      Trust         30068C109   8468   668535 SH       DEFINED    1,2,3,5,8            668535
ALPHA AND OMEGA     Common equity
  SEMICONDUCTR        shares        G6331P104   2211   263031 SH       DEFINED    1,2                  263031
PAA NATURAL GAS     Limited
  STORAGE LP          Partnership   693139107    389    20409 SH       DEFINED    1                     20409
DRYSHIPS INC        USA: Bond       262498AB    4512  5866000 SH       DEFINED    2                   5866000
DOUGLAS DYNAMICS    Common equity
  INC                 shares        25960R105   5726   398043 SH       DEFINED    1,2,5,8              398043
MECHEL OAO          American
                      Depository
                      Receipt       583840509     44    22855 SH       DEFINED    10                    22855
SIX FLAGS           Common equity
  ENTERTAINMENT       shares
  CORP                              83001A102  54500   890557 SH       DEFINED    1,2,5,6,8            890557
EXPRESS INC         Common equity
                      shares        30219E103  34998  2319313 SH       DEFINED    1,2,5,6,8           2319313
ROADRUNNER TRANS    Common equity
  SVCS HLDGS          shares        76973Q105   3575   197148 SH       DEFINED    1,2,5,6              197148
TELENAV INC         Common equity
                      shares        879455103   2340   292920 SH       DEFINED    1,2,6                292920
SPDR NUVEEN         Mutual Fund
  BARCLAYS BUILD
  AMERICAN BOND ETF                 78464A276    504     8185 SH       DEFINED    2                      8185
NORANDA ALUMINUM    Common equity
  HOLDING CP          shares        65542W107   8289  1356522 SH       DEFINED    1,2,6,8             1356522
MPG OFFICE TRUST    Real Estate
  INC                 Investment
                      Trust         553274101    115    37369 SH       DEFINED    1                     37369
SPANSION INC        Common equity
                      shares        84649R200  13890   998457 SH       DEFINED    1,2,5,6,8            998457
ACCRETIVE HEALTH    Common equity
  INC                 shares        00438V103  11407   987064 SH       DEFINED    1,2,5,6,8            987064
REACHLOCAL INC      Common equity
                      shares        75525F104   1911   148239 SH       DEFINED    1,2,6                148239
SPDR BARCLAYS       Exchange
  INTERNATIONAL       Traded
  CORPORATE BOND      Product
  ETF                               78464A151   8265   233493 SH       DEFINED    1,2                  233493
FIRST AMERICAN      Common equity
  FINANCIAL CP        shares        31847R102  98784  4100467 SH       DEFINED    1,2,5,6,8,12,17,18  4100467
FURIEX              Common Stock
  PHARMACEUTICALS
  INC                               36106P101   3158   163760 SH       DEFINED    1,2,5                163760
GENMARK             Common equity
  DIAGNOSTICS INC     shares        372309104    195    21700 SH       DEFINED    1,6                   21700
TAHOE RESOURCES INC Common equity
                      shares        873868103  14407   786421 SH       DEFINED    1,2,6                786421
NORTEK INC          Common equity
                      shares        656559309   9694   146282 SH       DEFINED    1,2                  146282
CBOE HOLDINGS INC   Common equity
                      shares        12503M108  72585  2463739 SH       DEFINED    1,2,5,6,8,12,18     2463739
BROADSOFT INC       Common equity
                      shares        11133B409  19285   530894 SH       DEFINED    1,2,5,6,8            530894
QEP RESOURCES INC   Common equity
                      shares        74733V100 226819  7493287 SH       DEFINED    1,2,5,6,8,10,12,18  7493287
HIGHER ONE          Common equity
  HOLDINGS INC        shares        42983D104   6051   574184 SH       DEFINED    1,2,5,6,8            574184
OASIS PETROLEUM INC Common equity
                      shares        674215108  58930  1853254 SH       DEFINED    1,2,5,6,8           1853254
MOTRICITY INC       Common equity
                      shares        620107102     10    26300 SH       DEFINED    1                     26300
VISHAY PRECISION    Common equity
  GROUP INC           shares        92835K103   3114   235677 SH       DEFINED    1,2,5,6,8            235677
HUDSON PACIFIC      Common equity
  PPTYS INC           shares        444097109  14026   666028 SH       DEFINED    1,2,3,5,6,8          666028
FABRINET            Common equity
                      shares        G3323L100   4619   351381 SH       DEFINED    1,2,5,6,8            351381
TESLA MOTORS INC    Common equity
                      shares        88160R101  28842   851589 SH       DEFINED    1,2,5,6,8            851589
GOLDCORP INC 144A   USA: Bond       380956AB8   7930  7187000 SH       DEFINED    2                   7187000
HARTFORD FINL SVCS  USA: Bond
  GRP                               416515708   4472   219200 SH       DEFINED    2                    219200
MYLAN INC 144A      USA: Bond       628530AJ6  10287  4905000 SH       DEFINED    2                   4905000
PPL CORPORATION     USA: Bond       69351T601  10009   192474 SH       DEFINED    2                    192474
SBA COMMUNICATIONS  An issue in
  CORP 144A           any currency
                      issued on a
                      private basis 78388JAM8   9600  4085000 SH       DEFINED    2                   4085000
AUTONAVI HLDG LTD   American
                      Depository
                      Receipt       05330F106    290    25524 SH       DEFINED    1,2                   25524
QUAD/GRAPHICS INC   Common equity
                      shares        747301109   9313   456893 SH       DEFINED    1,2,5,6              456893
PEOPLES FEDERAL     Common equity
  BANCSHS INC         shares        711037101   1507    86628 SH       DEFINED    1,2,6                 86628
BABCOCK & WILCOX CO Common equity
                      shares        05615F102  49609  1893412 SH       DEFINED    1,2,5,6,8,10,12     1893412
QLIK TECHNOLOGIES   Common equity
  INC                 shares        74733T105  37623  1732279 SH       DEFINED    1,2,5,6,8           1732279
REALD INC           Common equity
                      shares        75604L105   7877   702861 SH       DEFINED    1,2,5,6,8            702861
CAMELOT INFO        American
  SYSTEMS INC-ADR     Depository
                      Receipt       13322V105     59    58688 SH       DEFINED    2                     58688
AMERESCO INC        Common equity
                      shares        02361E108   2840   289341 SH       DEFINED    1,2                  289341
GREEN DOT CORP      Common equity
                      shares        39304D102   5000   409838 SH       DEFINED    1,2,5,6,8            409838
VRINGO INC          Common equity
                      shares        92911N104    184    64300 SH       DEFINED    1,5,8                 64300
LYONDELLBASELL      Common equity
  INDUSTRIES NV       shares        N53745100 880667 15425937 SH       DEFINED    1,2,5,6,8,10,12,18 15425937
ENVESTNET INC       Common equity
                      shares        29404K106   4454   319263 SH       DEFINED    1,2,5,6              319263
MOLYCORP INC        Common equity
                      shares        608753109  39617  4196428 SH       DEFINED    1,2,5,6,8           4196428
TRIUS THERAPEUTICS  Common equity
  INC                 shares        89685K100   1412   296216 SH       DEFINED    1,2,6                296216
GORDMANS STORES INC Common equity
                      shares        38269P100   1649   109346 SH       DEFINED    1,2,6                109346
INTRALINKS          Common equity
  HOLDINGS INC        shares        46118H104   3495   566281 SH       DEFINED    1,2,5,6,8            566281
NXP SEMICONDUCTORS  Common equity
  NV                  shares        N6596X109    285    10807 SH       DEFINED    1,2,5,17,18            8121          2686
REALPAGE INC        Common equity
                      shares        75606N109  13272   615412 SH       DEFINED    1,2,5,6,8            615412
MARKET VECTORS      Exchange
  INDIA SMALL-CAP     Traded
  INDEX ETF           Product       57060U563   1034    93000 SH       DEFINED    4                     93000
WHITESTONE REIT     Common equity
                      shares        966084204   2610   185701 SH       DEFINED    1,2,17               185701
SPDR S&P GLOBAL     Exchange
  NATURAL             Traded
  RESOURCES ETF       Product       78463X541  46862   908886 SH       DEFINED    2                    908886
CORESITE REALTY     Real Estate
  CORP                Investment
                      Trust         21870Q105  10834   391679 SH       DEFINED    1,2,5,6,8            391679
SCIQUEST INC        Common equity
                      shares        80908T101   4037   254497 SH       DEFINED    1,2,5,6              254497
VISTEON CORP        Common equity
                      shares        92839U206  39128   727061 SH       DEFINED    1,2,5,6,8,12         727061

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer              Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------              -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
AMYRIS INC          Common equity
                      shares        03236M101   1281   410212 SH       DEFINED    1,2,6                   410212
CAMPUS CREST        Real Estate
  COMMUNITIES INC     Investment
                      Trust         13466Y105   8474   691243 SH       DEFINED    1,2,3,5,6,8             691243
KEYW HOLDING CORP   Common equity
                      shares        493723100   4164   328205 SH       DEFINED    1,2,5,6                 328205
SANDISK CORP        An issue in
                      any currency
                      issued on a
                      private basis 80004CAD    9432  8144000 SH       DEFINED    2                      8144000
ANGLOGOLD HLDGS     USA: Bond       03512Q20    5451   148112 SH       DEFINED    2                       148112
BODY CENTRAL CORP   Common equity
                      shares        09689U102   2417   242564 SH       DEFINED    1,2,6                   242564
TOWER               Common equity
  INTERNATIONAL INC   shares        891826109    762    94775 SH       DEFINED    1,2                      94775
NETSPEND HOLDINGS   Common equity
  INC                 shares        64118V106   6645   562017 SH       DEFINED    1,2,5,6,8               562017
BRAVO BRIO          Common equity
  RESTAURANT GP INC   shares        10567B109   4401   327654 SH       DEFINED    1,2,5,6,8               327654
VERA BRADLEY INC    Common equity
                      shares        92335C106   8729   347539 SH       DEFINED    1,2,5,6,8               347539
AEGERION            Common equity
  PHARMACEUTICALS     shares
  INC                               00767E102  10445   411327 SH       DEFINED    1,2,5,6,8               411327
CHEMTURA CORP       Common equity
                      shares        163893209  39419  1854097 SH       DEFINED    1,2,5,6,8              1854097
PACIFIC             Common equity
  BIOSCIENCES OF      shares
  CALIF                             69404D108    916   540093 SH       DEFINED    1,2,6                   540093
EXAMWORKS GROUP INC Common equity
                      shares        30066A105   6467   462028 SH       DEFINED    1,2,5,6,8               462028
SEACUBE CONTAINER   American
  LEASING             Depository
                      Receipt       G79978105   4173   221271 SH       DEFINED    1,2                     221271
HORIZON TECHNOLOGY  Common equity
  FINANCE             shares        44045A102   1312    88178 SH       DEFINED    1,2                      88178
FRESH MARKET INC    Common equity
                      shares        35804H106  24077   500669 SH       DEFINED    1,2,5,6,8               500669
HOWARD HUGHES CORP  Common equity
                      shares        44267D107  27409   375362 SH       DEFINED    1,2,5,6,8               375362
PRIMO WATER CORP    Common equity
                      shares        74165N105     15    12600 SH       DEFINED    1                        12600
SABRA HEALTH CARE   Common equity
  REIT INC            shares        78573L106  16372   753835 SH       DEFINED    1,2,3,5,6,8             753835
INPHI CORP          Common equity
                      shares        45772F107   3467   361693 SH       DEFINED    1,2,6                   361693
BOOZ ALLEN          Common equity
  HAMILTON HLDG CP    shares        099502106   4269   306683 SH       DEFINED    1,2,5,6,8               306683
GENERAL MOTORS CO   Common equity
                      shares        37045V100 344945 11965044 SH       DEFINED    1,2,5,6,8,10,12,18    11965044
LPL FINANCIAL       Common equity
  HOLDINGS INC        shares        50212V100  16210   575727 SH       DEFINED    1,2,5,6,8               575727
AEROFLEX HOLDING    Common equity
  CORP                shares        007767106   2054   293355 SH       DEFINED    1,2                     293355
ZOGENIX INC         Common equity
                      shares        98978L105    932   699406 SH       DEFINED    1,2                     699406
ANACOR              Common equity
  PHARMACEUTICALS     shares
  INC                               032420101    978   188143 SH       DEFINED    1,2                     188143
GENERAL MOTORS      USA: Bond       37045V209  36775   856227 SH       DEFINED    2                       856227
STANLEY BLACK &     USA: Bond
  DECKER I                          854502309   6960    56632 SH       DEFINED    2                        56632
TRONOX LTD          Common equity
                      shares        Q9235V101   1155    63270 SH       DEFINED    1,2,5,8                  63270
FXCM INC            Common equity
                      shares        302693106   3694   366948 SH       DEFINED    1,2,5                   366948
TILE SHOP HOLDINGS  Common equity
  INC                 shares        88677Q109    372    22100 SH       DEFINED    1                        22100
TARGA RESOURCES     Common equity
  CORP                shares        87612G101  28905   547031 SH       DEFINED    1,2,5,6,8               547031
E-COMMERCE CH       American
  DANGDANG -ADR       Depository
                      Receipt       26833A105    281    67430 SH       DEFINED    1,2                      67430
YOUKU TUDOU INC     American
                      Depository
                      Receipt       98742U100   3656   200462 SH       DEFINED    1,2                     200462
FIRST REPUBLIC BANK Investments
                      that contain
                      a pool of
                      securities
                      representing
                      a specific
                      index and
                      are built
                      like mutu     33616C100 114743  3500590 SH       DEFINED    1,2,5,6,8,10,12,18     3500590
HAWAIIAN TELCOM     Common equity
  HOLDCO INC          shares        420031106   2704   138587 SH       DEFINED    1,2                     138587
FLEETCOR            Common equity
  TECHNOLOGIES INC    shares        339041105  29315   546482 SH       DEFINED    1,2,5,6,8               546482
GAIN CAPITAL        Common equity
  HOLDINGS INC        shares        36268W100    923   225840 SH       DEFINED    1,2                     225840
RIGNET INC          Common equity
                      shares        766582100   3450   168987 SH       DEFINED    1,2,6                   168987
WALKER & DUNLOP INC Common equity
                      shares        93148P102   3523   211416 SH       DEFINED    1,2,5                   211416
QAD INC             Common equity
                      shares        74727D306   2243   155841 SH       DEFINED    1,2                     155841
SWIFT               Common equity
  TRANSPORTATION CO   shares        87074U101  14690  1611068 SH       DEFINED    1,2,5,6,8              1611068
FORTEGRA FINANCIAL  Closed end
  CORP                mutual fund   34954W104    747    83721 SH       DEFINED    1,2                      83721
VENTRUS             Common equity
  BIOSCIENCES INC     shares        922822101    413   191138 SH       DEFINED    1,2                     191138
AMERICAN ASSETS     Real Estate
  TRUST INC           Investment
                      Trust         024013104  19435   695826 SH       DEFINED    1,2,3,5,6,8             695826
MEDLEY CAPITAL CORP Common equity
                      shares        58503F106   7965   547084 SH       DEFINED    1,2,5,17                547084
FAIRPOINT           Common equity
  COMMUNICATIONS      shares
  INC                               305560302   2375   299070 SH       DEFINED    1,2                     299070
DEMAND MEDIA INC    Miscellaneous   24802N109   4422   476071 SH       DEFINED    1,2,5,6                 476071
NIELSEN HOLDINGS NV Common equity
                      shares        N63218106  62653  2048152 SH       DEFINED    1,2,5,8,10,12,18       2048152
BANKUNITED INC      Common equity
                      shares        06652K103  21967   898681 SH       DEFINED    1,2,5,6,8               898681
EPOCRATES INC       Common equity
                      shares        29429D103   2204   249777 SH       DEFINED    1,2,6,8                 249777
NEOPHOTONICS CORP   Common equity
                      shares        64051T100   1335   232477 SH       DEFINED    1,2                     232477
PACIRA              Common equity
  PHARMACEUTICALS     shares
  INC                               695127100   5456   312513 SH       DEFINED    1,2,5                   312513
TORNIER NV          Common equity
                      shares        N87237108   3749   223278 SH       DEFINED    1,2,5,6                 223278
BG MEDICINE INC     Common equity
                      shares        08861T107    325   140601 SH       DEFINED    1,2                     140601
ENDOCYTE INC        Common equity
                      shares        29269A102   4265   475034 SH       DEFINED    1,2,5,6                 475034
ACCESS MIDSTREAM    Limited
  PARTNERS LP         Partnership   00434L109   1716    51174 SH       DEFINED    1                        51174
IMPERIAL HOLDINGS   Common equity
  INC                 shares        452834104     61    13819 SH       DEFINED    1                        13819
GEVO INC            Common equity
                      shares        374396109    498   324557 SH       DEFINED    1,2                     324557
QR ENERGY LP        Limited
                      Partnership   74734R108    582    35124 SH       DEFINED    1                        35124
SUMMIT HOTEL        Common equity
  PROPERTIES INC      shares        866082100   5851   615811 SH       DEFINED    1,2,5,6,8               615811
FLUIDIGM CORP       Common equity
                      shares        34385P108   5429   379314 SH       DEFINED    1,2,5,6                 379314
KINDER MORGAN INC   Common equity
                      shares        49456B101 881397 24947573 SH       DEFINED    1,2,5,6,8,10,12,18    24947573
SPDR S&P EMERGING   Exchange
  MARKETS DIVIDEND    Traded
  ETF                 Product       78463X533   4244    89954 SH       DEFINED    2                        89954
SPDR BARCLAYS       Exchange
  EMERGING MARKETS    Traded
  LOCAL BOND ETF      Product       78464A391   1562    48383 SH       DEFINED    2                        48383
SOLAR SENIOR        Common equity
  CAPITAL LTD         shares        83416M105   2234   119770 SH       DEFINED    1,2                     119770
HCA HOLDINGS INC    Common equity
                      shares        40412C101  90690  3006231 SH       DEFINED    1,2,5,6,8,10,12,17,18  3006231
CORNERSTONE         Common equity
  ONDEMAND INC        shares        21925Y103  17641   597417 SH       DEFINED    1,2,5,6,8               597417
HUNTINGTON INGALLS  Common equity
  IND INC             shares        446413106  93873  2166033 SH       DEFINED    1,2,5,6,8,12,17,18     2166033
SERVICESOURCE INTL  Common equity
  INC                 shares        81763U100   4988   852563 SH       DEFINED    1,2,6,8                 852563
GNC HOLDINGS INC    Common equity
                      shares        36191G107  33254   999201 SH       DEFINED    1,2,5,6,8,17            998511           690
GOLAR LNG PARTNERS  Limited
  LP                  Partnership   Y2745C102    408    13667 SH       DEFINED    1                        13667
TMS INTERNATIONAL   Common equity
  CORP                shares        87261Q103   2766   220967 SH       DEFINED    1,2                     220967
ZIPCAR INC          Common equity
                      shares        98974X103   3400   412237 SH       DEFINED    1,2,5,6                 412237
ELLIE MAE INC       Common equity
                      shares        28849P100  12030   433561 SH       DEFINED    1,2,6                   433561
STAG INDUSTRIAL INC Real Estate
                      Investment
                      Trust         85254J102  11359   632166 SH       DEFINED    1,2,3,5,8               632166
FIRSTHAND           Closed end
  TECHNOLOGY VALUE    mutual fund
  FUND INC.                         33766Y100   1983   113703 SH       DEFINED    1,2                     113703
AIR LEASE CORP      Common equity
                      shares        00912X302  19665   914580 SH       DEFINED    1,2,5,6,8               914580
SAGENT              Common equity
  PHARMACEUTICALS     shares
  INC                               786692103   2284   141823 SH       DEFINED    1,2,6                   141823
RESPONSYS INC       Common equity
                      shares        761248103   3345   560877 SH       DEFINED    1,2,6                   560877
FRANKLIN FINANCIAL  Common equity
  CORP/VA             shares        35353C102   3361   202614 SH       DEFINED    1,2,6                   202614

SSgA Confidential

                                                     SHS/PRN  SH/ Put/                                    Sole   Shared   No
Issuer              Class             Cusip   Value    VAL    PRN Call Discretion       Managers         Voting  Voting Voting
------              -----           --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------
GSV CAPITAL CORP.   Common equity
                      shares        36191J101   2267   268842 SH       DEFINED    1,2                     268842
BOINGO WIRELESS INC Common equity
                      shares        09739C102   1463   193508 SH       DEFINED    1,2,6                   193508
RPX CORP            Common equity
                      shares        74972G103   2673   295612 SH       DEFINED    1,2,6                   295612
RENREN INC -ADR     American
                      Depository
                      Receipt       759892102    751   217588 SH       DEFINED    1,2                     217588
THERMON GROUP       Common equity
  HOLDINGS INC        shares        88362T103   5399   239489 SH       DEFINED    1,2,5,6,8,17            235685          3804
RLJ LODGING TRUST   Common equity
                      shares        74965L101  45789  2363919 SH       DEFINED    1,2,3,5,6,8            2363919
KOSMOS ENERGY LTD   Common equity
                      shares        G5315B107   8630   699065 SH       DEFINED    1,2,6                   699065
LINKEDIN CORP       Common equity
                      shares        53578A108 123123  1072423 SH       DEFINED    1,2,5,6,8,10,12,17,18  1071616           807
NEW MOUNTAIN        Common equity
  FINANCE CORP        shares        647551100   4004   268831 SH       DEFINED    1,2,5,17                268831
YANDEX NV           Common equity
                      shares        N97284108    754    34961 SH       DEFINED    1,2,18                   34961
ACTIVE NETWORK INC  Global
                      Depository
                      Receipt       00506D100   3193   650420 SH       DEFINED    1,2,6                   650420
SPIRIT AIRLINES INC Common equity
                      shares        848577102  14932   842687 SH       DEFINED    1,2,6                   842687
FREESCALE           Common equity
  SEMICONDUCTOR LTD   shares        G3727Q101   6622   601485 SH       DEFINED    1,2,5,6,8,17            601485
SOLAZYME INC        Common equity
                      shares        83415T101   4209   535309 SH       DEFINED    1,2,5,6,8               535309
FUSION-IO INC       Common equity
                      shares        36112J107  17233   751541 SH       DEFINED    1,2,5,6,8               751541
PANDORA MEDIA INC   Common equity
                      shares        698354107  10206  1111581 SH       DEFINED    1,2,5,6,8              1111581
AMC NETWORKS INC    Common equity
                      shares        00164V103  80498  1626133 SH       DEFINED    1,2,5,6,8,12,18        1626133
BANKRATE INC        Common equity
                      shares        06647F102   9705   779565 SH       DEFINED    1,2,5,6,8               779565
ISHARES FLOATING    Exchange
  RATE NOTE FUND      Traded
                      Product       46429B655    479     9476 SH       DEFINED    1                         9476
FIDUS INVESTMENT    Common equity
  CORP                shares        316500107   2495   151717 SH       DEFINED    1,2                     151717
VANGUARD HEALTH     Common equity
  SYSTEMS INC         shares        922036207   6162   502945 SH       DEFINED    1,2,5,6,8               502945
MARATHON PETROLEUM  Common equity
  CORP                shares        56585A102 930850 14775329 SH       DEFINED    1,2,5,6,8,10,12,17,18 14773776          1553
KIOR INC            Common equity
                      shares        497217109   2225   347439 SH       DEFINED    1,2,6                   347439
HOMEAWAY INC        Common equity
                      shares        43739Q100  14474   657905 SH       DEFINED    1,2,5,6,8               657905
AG MORTGAGE         Miscellaneous
  INVESTMENT TRUST                  001228105  11020   469292 SH       DEFINED    1,2,5,6,8               469292
FIRST CONNECTICUT   Common equity
  BANCORP             shares        319850103   3533   256773 SH       DEFINED    1,2,6                   256773
SKULLCANDY INC      Common equity
                      shares        83083J104   1778   228313 SH       DEFINED    1,2,6                   228313
ZILLOW INC          Common equity
                      shares        98954A107   2070    74622 SH       DEFINED    1,2,5,6,8                74622
SUNCOKE ENERGY INC  Common equity
                      shares        86722A103  39808  2553309 SH       DEFINED    1,2,5,6,8              2553309
APOLLO RESIDENTIAL  Real Estate
  MTG INC             Investment
                      Trust         03763V102  10560   523089 SH       DEFINED    1,2,5,6,8               523089
FRANCESCAS          Common equity
  HOLDINGS CORP       shares        351793104  22344   860672 SH       DEFINED    1,2,5,6,8               860672
DUNKIN' BRANDS      Common equity
  GROUP INC           shares        265504100  29861   900049 SH       DEFINED    1,2,5,6,8               900049
TANGOE INC          Common equity
                      shares        87582Y108   6547   551332 SH       DEFINED    1,2,5,6,8               551332
CHEFS' WAREHOUSE    Common equity
  INC                 shares        163086101   2658   168190 SH       DEFINED    1,2,6                   168190
HORIZON PHARMA INC  Common equity
                      shares        44047T109    888   380873 SH       DEFINED    1,2                     380873
TEAVANA HOLDINGS    Common equity
  INC                 shares        87819P102   2070   133547 SH       DEFINED    1,2,6                   133547
WESCO AIRCRAFT      Common equity
  HOLDINGS INC        shares        950814103   3794   287241 SH       DEFINED    1,2,5,6                 287241
C&J ENERGY          Common equity
  SERVICES INC        shares        12467B304  17155   800039 SH       DEFINED    1,2,5,6,8               800039
AMERICAN CAPITAL    Real Estate
  MTG INV CP          Investment
                      Trust         02504A104  16227   688307 SH       DEFINED    1,2,5,6,8               688307
CARBONITE INC       Common equity
                      shares        141337105   1299   139993 SH       DEFINED    1,2                     139993
FORBES ENERGY       Common equity
  SERVICES LTD        shares        345143101    424   167564 SH       DEFINED    1,2                     167564
FORTUNE BRANDS      Common equity
  HOME & SECUR        shares        34964C106 199921  6842129 SH       DEFINED    1,2,5,6,8,12,18        6842129
BSB BANCORP INC     Common equity
                      shares        05573H108   1159    94857 SH       DEFINED    1,2                      94857
EXELIS INC          Common equity
                      shares        30162A108  65009  5768336 SH       DEFINED    1,2,5,6,8,12,18        5768336
XYLEM INC           Common equity
                      shares        98419M100 201002  7416921 SH       DEFINED    1,2,5,6,8,10,12,18     7416921
UBIQUITI NETWORKS   Common equity
  INC                 shares        90347A100   1833   150960 SH       DEFINED    1,2,6                   150960
ZELTIQ AESTHETICS   Common equity
  INC                 shares        98933Q108    981   211742 SH       DEFINED    1,2                     211742
LUMOS NETWORKS CORP Common equity
                      shares        550283105   3120   310990 SH       DEFINED    1,2,6,8                 310990
GENIE ENERGY LTD    Common equity
                      shares        372284208   2215   312145 SH       DEFINED    1,2,6,8                 312145
GROUPON INC         Common equity
                      shares        399473107  10056  2061368 SH       DEFINED    1,2,5,6,8              2061368
MARRIOTT VACATIONS  Common equity
  WORLDWIDE           shares        57164Y107  26409   633665 SH       DEFINED    1,2,5,6,8,12            633665
IMPERVA INC         Common equity
                      shares        45321L100   4786   151775 SH       DEFINED    1,2,6                   151775
NEWLINK GENETICS    Common equity
  CORP                shares        651511107   2209   176604 SH       DEFINED    1,2,6                   176604
CLOVIS ONCOLOGY INC Common equity
                      shares        189464100   3380   211157 SH       DEFINED    1,2,6                   211157
INVENSENSE INC      Common equity
                      shares        46123D205   6970   627364 SH       DEFINED    1,2,5,6,8               627364
NTELOS HOLDINGS     An issue in
  CORP                any currency
                      issued on a
                      private basis 67020Q305   3945   300918 SH       DEFINED    1,2,5,6,8               300918
ANGIE'S LIST INC    Common equity
                      shares        034754101   7417   618321 SH       DEFINED    1,2,5,6                 618321
CORONADO            Common equity
  BIOSCIENCES INC     shares        21976U109    829   183647 SH       DEFINED    1,2                     183647
DELPHI AUTOMOTIVE   Common equity
  PLC                 shares        G27823106 461045 12053460 SH       DEFINED    1,2,5,6,8,10,12,18    12053460
INTERMOLECULAR INC  Common equity
                      shares        45882D109   1667   187478 SH       DEFINED    1,2                     187478
MANNING & NAPIER    Common equity
  INC                 shares        56382Q102   2893   229557 SH       DEFINED    1,2                     229557
MATTRESS FIRM       Common equity
  HOLDING CORP        shares        57722W106   4153   169321 SH       DEFINED    1,2,5,6,8               169321
TRIPADVISOR INC     Common equity
                      shares        896945201 157351  3750011 SH       DEFINED    1,2,5,6,8,10,12,17,18  3749011          1000
WPX ENERGY INC      Common equity
                      shares        98212B103 120960  8129650 SH       DEFINED    1,2,5,6,8,10,12        8129650
JIVE SOFTWARE INC   Common equity
                      shares        47760A108   3867   266075 SH       DEFINED    1,2,5,6                 266075
SANCHEZ ENERGY CORP Common equity
                      shares        79970Y105   3231   179518 SH       DEFINED    1,2,5,6                 179518
LAREDO PETROLEUM    Common equity
  HLDGS INC           shares        516806106  14925   821775 SH       DEFINED    1,2,5,6                 821775
MICHAEL KORS        Common equity
  HOLDINGS LTD        shares        G60754101  49943   978723 SH       DEFINED    1,2,5,18                978723
BONANZA CREEK       Common equity
  ENERGY INC          shares        097793103  15408   554451 SH       DEFINED    1,2,5                   554451
ORCHARD SUPPLY      Common equity
  HARDWARE STOR       shares        685691404    241    32701 SH       DEFINED    1,2                      32701
ZYNGA INC           Common equity
                      shares        98986T108   4352  1835702 SH       DEFINED    1,2,5,8                1835702
ROUSE PROPERTIES    Real Estate
  INC                 Investment
                      Trust         779287101  11421   674904 SH       DEFINED    1,2,3,5,8,12            674904
RENEWABLE ENERGY    Common equity
  GROUP INC           shares        75972A301    775   132127 SH       DEFINED    1,2                     132127
GUIDEWIRE SOFTWARE  Common equity
  INC                 shares        40171V100  11482   386282 SH       DEFINED    1,2,5,6,8               386282
POST HOLDINGS INC   Common equity
                      shares        737446104  33880   989148 SH       DEFINED    1,2,5,6,8,12            989148
VERASTEM INC        Common equity
                      shares        92337C104    646    73277 SH       DEFINED    1,2                      73277
U S SILICA          Common equity
  HOLDINGS INC        shares        90346E103   3120   186568 SH       DEFINED    1,2,6                   186568
GREENWAY MEDICAL    Common equity
  TECH INC            shares        39679B103   1922   125018 SH       DEFINED    1,2,5,6                 125018
MATADOR RESOURCES   Common equity
  CO                  shares        576485205   2020   246422 SH       DEFINED    1,2,5,6                 246422
AVG TECHNOLOGIES NV Common equity
                      shares        N07831105   2526   159616 SH       DEFINED    1,2                     159616
CEMPRA INC          Common equity
                      shares        15130J109    356    55715 SH       DEFINED    1,2                      55715
CAESARS             Common equity
  ENTERTAINMENT       shares
  CORP                              127686103   4290   620069 SH       DEFINED    1,2,5,6                 620069

SSgA Confidential

                                                      SHS/PRN  SH/  Put/                             Sole   Shared   No
Issuer              Class             Cusip    Value    VAL    PRN  Call  Discretion   Managers     Voting  Voting Voting
------              -----           --------- ------- -------- --- ------ ---------- ------------- -------- ------ ------
CHEMOCENTRYX INC    Common equity
                      shares        16383L106     850    77783 SH         DEFINED    1,2              77783
EPAM SYSTEMS INC    Common equity
                      shares        29414B104    1388    76715 SH         DEFINED    1,2,6            76715
ROUNDY'S INC        Common equity
                      shares        779268101    1434   322435 SH         DEFINED    1,2             322435
GSE HOLDING INC     Common equity
                      shares        36191X100     607    97949 SH         DEFINED    1,2              97949
HOMESTREET INC      Common equity
                      shares        43785V102    3235   126614 SH         DEFINED    1,2             126614
SYNACOR INC         Common equity
                      shares        871561106     765   139642 SH         DEFINED    1,2             139642
BRIGHTCOVE INC      Common equity
                      shares        10921T101     872    96361 SH         DEFINED    1,2,5,6          96361
CERES INC           Common equity
                      shares        156773103     340    74796 SH         DEFINED    1,2              74796
BAZAARVOICE INC     Common equity
                      shares        073271108    1946   208014 SH         DEFINED    1,2,5,6,8       208014
PROTO LABS INC      Common equity
                      shares        743713109    3456    87634 SH         DEFINED    1,2,5,6,8        87634
HOME LOAN           Common equity
  SERVICING SOLTNS    shares        G6648D109    9297   491798 SH         DEFINED    1,2,5,6,8       491798
AMERICAN REALTY     Common equity
  CAPITAL TR          shares        02917L101   41863  3624371 SH         DEFINED    1,2,3,5,6,8    3624371
YELP INC            Common equity
                      shares        985817105    2522   133783 SH         DEFINED    1,2,6           133783
SELECT INCOME REIT  Real Estate
                      Investment
                      Trust         81618T100    3544   143024 SH         DEFINED    1,2,5           143024
NATIONSTAR          Common equity
  MORTGAGE HOLDINGS   shares        63861C109   10799   348599 SH         DEFINED    1,2,5,6,8       348599
ALLISON             Common equity
  TRANSMISSION        shares
  HLDGS                             01973R101    6406   313807 SH         DEFINED    1,2,5,6,8       313807
DEMANDWARE INC      Common equity
                      shares        24802Y105    2817   103113 SH         DEFINED    1,2,5,6         103113
MA-COM TECHNOLOGY   Common equity
  SOLUTIONS           shares        55405Y100    1083    72551 SH         DEFINED    1,2,6            72551
SPDR BARCLAYS       Exchange
  SHORT TERM HIGH     Traded
  YIELD BOND ETF      Product       78468R408   86520  2832053 SH         DEFINED    2,10           2832053
EXACTTARGET INC     Common equity
                      shares        30064K105    3420   171011 SH         DEFINED    1,2,5,6,8       171011
VANTIV INC          Common equity
                      shares        92210H105    9079   444720 SH         DEFINED    1,2,6           444720
ANNIE'S INC         Common equity
                      shares        03600T104    2853    85388 SH         DEFINED    1,2,5,6,8        85388
REGIONAL            Common equity
  MANAGEMENT CORP     shares        75902K106     920    55668 SH         DEFINED    1,2              55668
VOCERA              Common equity
  COMMUNICATIONS      shares
  INC                               92857F107    2884   114855 SH         DEFINED    1,2,5,6         114855
CAFEPRESS INC       Common equity
                      shares        12769A103     302    52497 SH         DEFINED    1,2              52497
MERRIMACK           Common equity
  PHARMACEUTICALS     shares        590328100    1355   222567 SH         DEFINED    1,2,5,6,8       222567
MILLENNIAL MEDIA    Common equity
  INC                 shares        60040N105    2356   187879 SH         DEFINED    1,2,5,6,8,17    185672          2207
REXNORD CORP        Common equity
                      shares        76169B102   10628   498877 SH         DEFINED    1,2,5,6,8       498877
ENPHASE ENERGY INC  Common equity
                      shares        29355A107     359    98408 SH         DEFINED    1,2              98408
GASLOG LTD          Common equity
                      shares        G37585109    4054   326034 SH         DEFINED    1,2             326034
TCP CAPITAL CORP    Common equity
                      shares        87238Q103    1038    70398 SH         DEFINED    1,2,5            70398
RETAIL PPTYS OF     Real Estate
  AMERICA INC         Investment
                      Trust         76131V202   10761   899032 SH         DEFINED    1,2,3,6,17      899032
FORUM ENERGY TECH   Common equity
  INC                 shares        34984V100   15421   623064 SH         DEFINED    1,2,5,6,8       623064
MRC GLOBAL INC      Common equity
                      shares        55345K103    7716   277669 SH         DEFINED    1,2,6           277669
PHILLIPS 66         Common equity                                                    1,2,5,6,8,10,
                      shares        718546104 1395033 26271646 SH         DEFINED    12,18         26271646
SPLUNK INC          Common equity
                      shares        848637104    6234   214824 SH         DEFINED    1,2,5,6,8       214824
TUMI HOLDINGS INC   Common equity
                      shares        89969Q104    7951   381388 SH         DEFINED    1,2,5,6,8       381388
INFOBLOX INC        Common equity
                      shares        45672H104    2766   154043 SH         DEFINED    1,2,5,6,8       154043
MIDSTATES           Common equity
  PETROLEUM CO INC    shares        59804T100    2548   369808 SH         DEFINED    1,2,5           369808
PROOFPOINT INC      Common equity
                      shares        743424103     933    75958 SH         DEFINED    1,2,6            75958
ENVIVIO INC         Common equity
                      shares        29413T106     160    94634 SH         DEFINED    1,2              94634
ARES COMMERCIAL     Common equity
  REAL ESTATE         shares        04013V108    1781   108441 SH         DEFINED    1,2             108441
FIESTA RESTAURANT   Common equity
  GROUP INC           shares        31660B101    3632   236797 SH         DEFINED    1,2,5           236797
EDGEN GROUP INC     Common equity
                      shares        28014Q107    1597   226141 SH         DEFINED    1,2,6           226141
SUPERNUS            Common equity
  PHARMACEUTICALS     shares
  INC                               868459108     267    37183 SH         DEFINED    1,2              37183
EVERBANK FINANCIAL  Common equity
  CORP                shares        29977G102    5586   374589 SH         DEFINED    1,2,5,6         374589
TILLY'S INC         Common equity
                      shares        886885102    1625   120602 SH         DEFINED    1,2             120602
AUDIENCE INC        Common equity
                      shares        05070J102     880    84872 SH         DEFINED    1,2,17           75413          9459
WAGEWORKS INC       Common equity
                      shares        930427109    1954   109793 SH         DEFINED    1,2,5,6         109793
WESTERN ASSET MTG   Real Estate
  CAPITAL CP          Investment
                      Trust         95790D105    6297   318479 SH         DEFINED    1,2,5,8         318479
IGNITE RESTAURANT   Common equity
  GROUP INC           shares        451730105    1094    84025 SH         DEFINED    1,2              84025
FACEBOOK INC        Common equity                                                    1,2,5,6,8,10,
                      shares        30303M102  271302 10187755 SH         DEFINED    12,18         10187755
RESOLUTE FOREST     Common equity
  PRODUCTS INC        shares        76117W109   24008  1813305 SH         DEFINED    1,2,5,6,8,12   1813305
HEALTHCARE TRUST    Common equity
  OF AMERICA          shares        42225P105     513    51800 SH         DEFINED    1,2,5,6,8        51800
BLUCORA INC         Common equity
                      shares        095229100   14310   910832 SH         DEFINED    1,2,5,6,8       910832
ALEXANDER &         Common equity
  BALDWIN INC         shares        014491104   36073  1228178 SH         DEFINED    1,2,5,6,8,12   1228178
BURGER KING         Common equity
  WORLDWIDE INC       shares        121220107     802    48772 SH         DEFINED    1,2              48772
EXA CORP            Common equity
                      shares        300614500     269    27500 SH         DEFINED    1,2              27500
TESARO INC          Common equity
                      shares        881569107     628    37000 SH         DEFINED    1,2              37000
SERVICENOW INC      Common equity
                      shares        81762P102    4660   155266 SH         DEFINED    1,2,6           155266
ENGILITY HOLDINGS   Common equity
  INC                 shares        29285W104    5690   295711 SH         DEFINED    1,2,5,8,12      295711
HOMETRUST           Common equity
  BANCSHARES INC      shares        437872104    3614   267600 SH         DEFINED    1,2,5           267600
DURATA              Common equity
  THERAPEUTICS INC    shares        26658A107     224    29400 SH         DEFINED    1,2              29400
FIVE BELOW INC      Common equity
                      shares        33829M101    5853   182670 SH         DEFINED    1,2,6           182670
KAYAK SOFTWARE CORP Common equity
                      shares        486577109    2079    52300 SH         DEFINED    1,2              52300
PALO ALTO NETWORKS  Common equity
  INC                 shares        697435105    5083    95012 SH         DEFINED    1,2,5,6,8,17     92462          2550
CHUY'S HOLDINGS INC Common equity
                      shares        171604101    2098    94000 SH         DEFINED    1,2              94000
NATURAL GROCERS     Common equity
  VITAMIN CTGE        shares        63888U108    2180   114100 SH         DEFINED    1,2             114100
E2OPEN INC          Common equity
                      shares        29788A104     666    47200 SH         DEFINED    1,2              47200
HYPERION            Common equity
  THERAPEUTICS INC    shares        44915N101     152    13400 SH         DEFINED    1,2              13400
AMREIT INC          Common equity
                      shares        03216B208     385    22500 SH         DEFINED    1,2              22500
DEL FRISCOS         Common equity
  RESTURNT GRP LLC    shares        245077102     718    46000 SH         DEFINED    1,2              46000
ELOQUA INC          Common equity
                      shares        290139104    2671   113300 SH         DEFINED    1,2             113300
GLOBUS MEDICAL INC  Common equity
                      shares        379577208    1450   138300 SH         DEFINED    1,2             138300
BLOOMIN' BRANDS INC Common equity
                      shares        094235108    4441   283800 SH         DEFINED    1,2             283800
PEREGRINE           Common equity
  SEMICONDUCTOR       shares
  CORP                              71366R703    1334    87100 SH         DEFINED    1,2              87100
LIBERTY VENTURES    Common equity
                      shares        53071M880   61187   903008 SH         DEFINED    1,2,5,6,8,12    903008
PERFORMANT          Common equity
  FINANCIAL CORP      shares        71377E105    1092   108200 SH         DEFINED    1,2             108200
GENTHERM INC        Common equity
                      shares        37253A103    6609   496899 SH         DEFINED    1,2,5,6,8       496899
SAP JANUARY 13      Option on an
  PUTS ON SPX         index         784635104    1172     1500 SH  OPTION DEFINED    1                 1500
TOTAL MARKET
  VALUE:680044351

SSgA Confidential

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