0001193125-13-050774.txt : 20130212 0001193125-13-050774.hdr.sgml : 20130212 20130212120836 ACCESSION NUMBER: 0001193125-13-050774 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130212 DATE AS OF CHANGE: 20130212 EFFECTIVENESS DATE: 20130212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET CORP CENTRAL INDEX KEY: 0000093751 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 042456637 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00399 FILM NUMBER: 13595588 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617 786-3000 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET Corp DATE OF NAME CHANGE: 20090218 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET CORP DATE OF NAME CHANGE: 19970424 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR 1 d482344d13fhr.txt FORM 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 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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 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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 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SSgA Confidential

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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 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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 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SSgA Confidential

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SSgA Confidential

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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. 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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 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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 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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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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 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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 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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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SSgA Confidential

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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 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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 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SSgA Confidential

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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 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12607 349220 SH DEFINED 1,2,5,6,8 349220

SSgA Confidential

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H. 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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 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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 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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. 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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 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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 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SSgA Confidential

SHS/PRN SH/ Put/ Sole Shared No Issuer Class Cusip Value VAL PRN Call Discretion Managers Voting Voting Voting ------ ----- --------- ------ -------- --- ---- ---------- --------------------- -------- ------ ------ GSV CAPITAL CORP. 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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 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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 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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 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