-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, K6sfhQl5prnhKcbZA8LwnE9Mm95O799q6axZrOYxdrLrQrWGixyMn0seI+g9Zvgj +4vusIXOc1Uh4MsCP+EBFg== 0000919185-09-000009.txt : 20090813 0000919185-09-000009.hdr.sgml : 20090813 20090813152259 ACCESSION NUMBER: 0000919185-09-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HIGHBRIDGE CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000919185 IRS NUMBER: 133993048 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04134 FILM NUMBER: 091010277 BUSINESS ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 27TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2122874900 MAIL ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 27TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: HIGHBRIDGE CAPITAL MANAGEMENT INC /NY DATE OF NAME CHANGE: 19980610 FORMER COMPANY: FORMER CONFORMED NAME: DUBIN & SWIECA ASSET MANAGEMENT INC DATE OF NAME CHANGE: 19950817 13F-HR 1 hcm13f090630f.txt HIGHBRIDGE UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER END: JUNE 30, 2009 CHECK HERE IF AMENDMENT { }; AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONLY ONE); { } IS A RESTATEMENT { } ADDS NEW ENDINGS ENTRIES INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT NAME: Highbridge Capital Management, LLC ADDRESS: 9 West 57th Street New York, NY 10019 13F FILE NUMBER: 28-04134 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 THE PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER: NAME: John Oliva TITLE: Chief Compliance Officer PHONE: 212-287-4693 SIGNATURE, PLACE, AND DATE OF SIGNING: John Oliva New York, NY AUGUST 13, 2009 REPORT TYPE (CHECK ONLY ONE): {X} 13F HOLDINGS REPORT { } 13F NOTICE { } 13F COMBINATION REPORT I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS : 0 FORM 13F INFORMATION TABLE ENTRY TOTAL : 1,485 FORM 13F INFORMATION TABLE VALUE TOTAL : 9,698,663,000 LIST OF OTHER INCLUDED MANAGERS NO. 13F FILE# NAME FORM 13F INFORMATION TABLE TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT ----VOTING AUTHORITY--- NAME OF ISSUER CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - --------------------------------------- --------- --------- --------- ----------- --- ---- ------- -------- ----------- ------ ---- AAON INC COMMON 000360206 568 28538 SH DEFINED 28538 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886309 978 122827 SH DEFINED 122827 0 0 ADC TELECOMMUNICATIONS INC BOND 000886AE1 5902 9010000 PRN DEFINED 0 0 0 ABM INDS INC COMMON 000957100 523 28951 SH DEFINED 28951 0 0 AFLAC INC COMMON 001055102 11171 359318 SH DEFINED 359318 0 0 AGCO CORP BOND 001084AM4 2912 3200000 PRN DEFINED 0 0 0 AGL RESOURCES INC COMMON 001204106 5681 178633 SH DEFINED 178633 0 0 AES CORP COMMON 00130H105 12484 1075250 SH DEFINED 1075250 0 0 AK STEEL HOLDINGS COMMON 001547108 11147 580856 SH DEFINED 580856 0 0 AMB PROPERTY CORP COMMON 00163T109 435 23132 SH DEFINED 23132 0 0 AMN HEALTHCARE SERVICES INC COMMON 001744101 336 52696 SH DEFINED 52696 0 0 AMERICAN AIRLINES COMMON 001765106 3012 749146 SH DEFINED 749146 0 0 AP PHARMA, INC COMMON 00202J203 874 930283 SH DEFINED 930283 0 0 AT&T INC COMMON 00206R102 1143 46011 SH DEFINED 46011 0 0 ASM INTERNATIONAL NV BOND 00207DAG7 9113 10000000 PRN DEFINED 0 0 0 ATMI INC. COMMON 00207R101 211 13571 SH DEFINED 13571 0 0 AZZ INC COMMON 002474104 481 13991 SH DEFINED 13991 0 0 ACACIA RESEARCH - ACACIA TEC COMMON 003881307 194 24667 SH DEFINED 24667 0 0 ACME PACKET INC COMMON 004764106 707 69896 SH DEFINED 69896 0 0 ACTUANT CORP COMMON 00508X203 3391 277968 SH DEFINED 277968 0 0 ACXIOM CORP COMMON 005125109 267 30221 SH DEFINED 30221 0 0 ADMINISTAFF COMMON 007094105 1066 45823 SH DEFINED 45823 0 0 ADOBE SYSTEMS INC COMMON 00724F101 13133 464059 SH DEFINED 464059 0 0 ADTRAN INC COMMON 00738A106 2607 121423 SH DEFINED 121423 0 0 ADVANCE AMER CASH ADVANCE CT COMMON 00739W107 492 110975 SH DEFINED 110975 0 0 ADVANCE AUTO PARTS COMMON 00751Y106 30410 732949 SH DEFINED 732949 0 0 ADVANCED BATTERY TECHNOLOGIES INC COMMON 00752H102 329 81664 SH DEFINED 81664 0 0 ADVANCED ANALOGIC TECHNOLOGIES INC COMMON 00752J108 120 26062 SH DEFINED 26062 0 0 AMERICAN BUILDING CO. COMMON 00762W107 204 7936 SH DEFINED 7936 0 0 ADVENTRX PHARMACEUTICALS INC COMMON 00764X103 187 1292200 SH DEFINED 1292200 0 0 AEROPOSTALE INC. COMMON 007865108 9129 266393 SH DEFINED 266393 0 0 ADVANCED MICRO DEVICES INC BOND 007903AL1 11250 24000000 PRN DEFINED 0 0 0 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 576 64047 SH DEFINED 64047 0 0 ADVENT SOFTWARE COMMON 007974108 489 14903 SH DEFINED 14903 0 0 AETNA INC COMMON 00817Y108 8295 331151 SH DEFINED 331151 0 0 AFFILIATED COMPUTER SERVICES INC COMMON 008190100 19467 438248 SH DEFINED 438248 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252108 1922 33024 SH DEFINED 33024 0 0 AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 18022 279028 SH DEFINED 279028 0 0 AIRGAS INC COMMON 009363102 9669 238576 SH DEFINED 238576 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 902 145698 SH DEFINED 145698 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 2471 128850 SH DEFINED 128850 0 0 ALASKA COMMUNICATIONS SYSTEMS GROUP INC COMMON 01167P101 405 55352 SH DEFINED 55352 0 0 ALBANY INTERNATIONAL COMMON 012348108 156 13730 SH DEFINED 13730 0 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 289 34440 SH DEFINED 34440 0 0 ALCOA INC BOND 013817AT8 58362 33326000 PRN DEFINED 0 0 0 ALCATEL-LUCENT ADR 013904305 909 366433 SH DEFINED 366433 0 0 ALEXANDRIA REAL ESTATE EQUITIES INC COMMON 015271109 217 6069 SH DEFINED 6069 0 0 ALEXION PHARMACEUTICALS COMMON 015351109 7213 175444 SH DEFINED 175444 0 0 ALIGN TECHNOLOGY COMMON 016255101 1137 107280 SH DEFINED 107280 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 8023 229698 SH DEFINED 229698 0 0 ALLEGIANT TRAVEL CO COMMON 01748X102 9787 246908 SH DEFINED 246908 0 0 ALLERGAN INC/UNITED STATES COMMON 018490102 2466 51833 SH DEFINED 51833 0 0 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1102 26749 SH DEFINED 26749 0 0 ALLIANCE ONE INTERNATIONAL INC COMMON 018772103 512 134799 SH DEFINED 134799 0 0 ALLIANT ENERGY CORP COMMON 018802108 6202 237366 SH DEFINED 237366 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 9580 116324 SH DEFINED 116324 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AH7 10713 10000000 PRN DEFINED 0 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AK0 25438 22000000 PRN DEFINED 0 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AN4 9524 9125000 PRN DEFINED 0 0 0 ALLSTATE CORP COMMON 020002101 4585 187892 SH DEFINED 187892 0 0 ALNYLAM PHARMACEUTICALS INC COMMON 02043Q107 486 21843 SH DEFINED 21843 0 0 ALON USA ENERGY INC COMMON 020520102 109 10565 SH DEFINED 10565 0 0 ALPHA NATURAL RESOURCES INC COMMON 02076X102 10658 405698 SH DEFINED 405698 0 0 ALTERA CORP COMMON 021441100 1739 106757 SH DEFINED 106757 0 0 ALTRA HOLDINGS INC COMMON 02208R106 368 49117 SH DEFINED 49117 0 0 AMEDISYS INC. COMMON 023436108 2020 61166 SH DEFINED 61166 0 0 AMEREN CORP COMMON 023608102 13676 549444 SH DEFINED 549444 0 0 AMERICAN DAIRY INC COMMON 025334103 2758 69550 SH DEFINED 69550 0 0 AMERICAN ECOLOGY CORP COMMON 025533407 1336 74548 SH DEFINED 74548 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 10401 360024 SH DEFINED 360024 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 21964 1550067 SH DEFINED 1550067 0 0 AMERICAN EQUITY INVESTMENT LIFE HOLDING COMMON 025676206 294 52753 SH DEFINED 52753 0 0 AMERICAN EQUITY INVESTMENT LIFE HOLDING BOND 025676AE7 3764 5200000 PRN DEFINED 0 0 0 AMERICAN EXPRESS CO COMMON 025816109 3148 135448 SH DEFINED 135448 0 0 AMERICAN FINANCIAL GROUP INC/OH COMMON 025932104 7173 332384 SH DEFINED 332384 0 0 AMERICAN GREETINGS CORP-CL A COMMON 026375105 442 37825 SH DEFINED 37825 0 0 AMERICAN ITALIAN PASTA CO COMMON 027070101 2650 90892 SH DEFINED 90892 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS INC COMMON 02744M108 6888 434860 SH DEFINED 434860 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS INC BOND 02744MAA6 33738 35007000 PRN DEFINED 0 0 0 AMERICAN PHYSICIANS CAPITAL INC COMMON 028884104 434 11072 SH DEFINED 11072 0 0 AMERICAN RAILCAR INDUSTRIES INC COMMON 02916P103 243 29362 SH DEFINED 29362 0 0 AMERICAN SCIENCE & ENGR INC COMMON 029429107 1021 14770 SH DEFINED 14770 0 0 AMERICAN TOWER CORP COMMON 029912201 2722 86333 SH DEFINED 86333 0 0 AMERICAN WATER WORKS CO INC COMMON 030420103 7224 378000 SH DEFINED 378000 0 0 AMERICAN WOODMARK CORP COMMON 030506109 223 9320 SH DEFINED 9320 0 0 AMERICREDIT CORP BOND 03060RAP6 2435 3199000 PRN DEFINED 0 0 0 AMERICAS CAR MART INC COMMON 03062T105 215 10494 SH DEFINED 10494 0 0 AMERISTAR CASINOS INC COMMON 03070Q101 7521 395237 SH DEFINED 395237 0 0 AMERON INTL INC COMMON 030710107 824 12297 SH DEFINED 12297 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 29214 1646801 SH DEFINED 1646801 0 0 AMERIGROUP CORP BOND 03073TAB8 7841 8785000 PRN DEFINED 0 0 0 AMERIPRISE FINANCIAL INC COMMON 03076C106 8809 362950 SH DEFINED 362950 0 0 AMETEK INC. COMMON 031100100 236 6839 SH DEFINED 6839 0 0 AMGEN INC COMMON 031162100 9681 182871 SH DEFINED 182871 0 0 AMPCO-PITTSBURGH CORP COMMON 032037103 390 16629 SH DEFINED 16629 0 0 AMTRUST FINANCIAL SERVICES INC COMMON 032359309 835 73239 SH DEFINED 73239 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 3017 66460 SH DEFINED 66460 0 0 ANALOG DEVICES INC COMMON 032654105 4628 186760 SH DEFINED 186760 0 0 ANALOG CORP COMMON 032657207 514 13911 SH DEFINED 13911 0 0 AON CORP COMMON 037389103 702 18550 SH DEFINED 18550 0 0 APACHE CORP COMMON 037411105 6244 86541 SH DEFINED 86541 0 0 APARTMENT INVESTMENT AND MANAGEMENT CO COMMON 03748R101 909 102684 SH DEFINED 102684 0 0 APOGEE ENTERPRISES INC COMMON 037598109 688 56047 SH DEFINED 56047 0 0 APOLLO GROUP INC COMMON 037604105 48639 683898 SH DEFINED 683898 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 320 39401 SH DEFINED 39401 0 0 APPLIED SIGNAL TECHNOLOGY INC COMMON 038237103 373 14640 SH DEFINED 14640 0 0 AQUA AMERICA INC COMMON 03836W103 394 22039 SH DEFINED 22039 0 0 ARCELORMITTAL BOND 03938LAK0 33456 26500000 PRN DEFINED 0 0 0 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 12823 479025 SH DEFINED 479025 0 0 ARGON ST INC COMMON 040149106 538 26170 SH DEFINED 26170 0 0 ARIBA INC COMMON 04033V203 473 48050 SH DEFINED 48050 0 0 ARMSTRONG WORLD INDUSTRIES INC COMMON 04247X102 3087 187211 SH DEFINED 187211 0 0 AROTECH CORP COMMON 042682203 96 54362 SH DEFINED 54362 0 0 ARRIS GROUP INC COMMON 04269Q100 3053 250878 SH DEFINED 250878 0 0 ARRIS GROUP INC BOND 04269QAC4 19264 20500000 PRN DEFINED 0 0 0 ARROW ELECTRONICS INC COMMON 042735100 492 23180 SH DEFINED 23180 0 0 ART TECHNOLOGY GROUP INC COMMON 04289L107 1200 315833 SH DEFINED 315833 0 0 ARVINMERITOR INC BOND 043353AF8 13811 29000000 PRN DEFINED 0 0 0 ASBURY AUTOMOTIVE GROUP INC COMMON 043436104 676 66020 SH DEFINED 66020 0 0 ASCENT MEDIA CORP COMMON 043632108 471 17732 SH DEFINED 17732 0 0 ASHLAND INC COMMON 044209104 9952 354796 SH DEFINED 354796 0 0 ASTORIA FIN COMMON 046265104 344 40057 SH DEFINED 40057 0 0 ATLANTIC TELE-NETWORK INC COMMON 049079205 201 5106 SH DEFINED 5106 0 0 ATMOS ENERGY COMMON 049560105 7594 303285 SH DEFINED 303285 0 0 ATWOOD OCEANICS INC COMMON 050095108 592 23764 SH DEFINED 23764 0 0 AURIZON MINES LTD COMMON 05155P106 485 136674 SH DEFINED 136674 0 0 AUTOLIV INC COMMON 052800109 936 32550 SH DEFINED 32550 0 0 AUTOLIV INC OPTION 052800109 719 25000 SH P DEFINED 25000 0 0 AUTOLIV INC PREF CONV 052800208 34126 826900 SH DEFINED 826900 0 0 AUTOZONE INC COMMON 053332102 1393 9218 SH DEFINED 9218 0 0 AVNET COMMON 053807103 12197 580003 SH DEFINED 580003 0 0 AVOCENT CORP COMMON 053893103 527 37770 SH DEFINED 37770 0 0 BCE INC COMMON 05534B760 3364 162816 SH DEFINED 162816 0 0 BGC PARTNERS INC COMMON 05541T101 177 46570 SH DEFINED 46570 0 0 BJ SERVICES CO COMMON 055482103 2744 201319 SH DEFINED 201319 0 0 BJ WHOLESALERS COMMON 05548J106 3299 102356 SH DEFINED 102356 0 0 BOK FINANCIAL CORPORATION COMMON 05561Q201 438 11619 SH DEFINED 11619 0 0 BPW ACQUISITION CORP COMMON 055637102 13412 1400000 SH DEFINED 1400000 0 0 BPW ACQUISITION CORP WARRANT 055637110 336 1600000 SH DEFINED 1600000 0 0 BPZ RESOURCES INC COMMON 055639108 86 17620 SH DEFINED 17620 0 0 BMC SOFTWARE INC COMMON 055921100 5098 150879 SH DEFINED 150879 0 0 BAIDU INC/CHINA OPTION 056752108 37305 123900 SH P DEFINED 123900 0 0 MICHAEL BAKER CORP COMMON 057149106 735 17354 SH DEFINED 17354 0 0 BALCHEM CORP COMMON 057665200 910 37093 SH DEFINED 37093 0 0 BALDOR ELECTRIC COMPANY COMMON 057741100 2408 101237 SH DEFINED 101237 0 0 BANK OF AMERICA CORP COMMON 060505104 55235 4184504 SH DEFINED 4184504 0 0 BANCORP HAWAII INC COMMON 062540109 3300 92110 SH DEFINED 92110 0 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 127646 4355035 SH DEFINED 4355035 0 0 CR BARD INC COMMON 067383109 5359 71981 SH DEFINED 71981 0 0 BARNES & NOBLE INC COMMON 067774109 1887 91458 SH DEFINED 91458 0 0 BARNES GROUP INC COMMON 067806109 203 17095 SH DEFINED 17095 0 0 BARNES GROUP INC BOND 067806AB5 21656 23700000 PRN DEFINED 0 0 0 BARRICK GOLD CORP COMMON 067901108 3630 108200 SH DEFINED 108200 0 0 BILL BARRETT CORP COMMON 06846N104 7827 285030 SH DEFINED 285030 0 0 BASIC ENERGY SVC COMMON 06985P100 758 111051 SH DEFINED 111051 0 0 EDDIE BAUER HOLDINGS INC BOND 071625AB3 907 9300000 PRN DEFINED 0 0 0 BEACON ROOFING SUPPLY INC COMMON 073685109 1433 99114 SH DEFINED 99114 0 0 BECKMAN COULTER INC COMMON 075811109 15763 275862 SH DEFINED 275862 0 0 BECTON DICKINSON & CO COMMON 075887109 5132 71962 SH DEFINED 71962 0 0 BED BATH & BEYOND INC COMMON 075896100 13872 451124 SH DEFINED 451124 0 0 BELDEN INC COMMON 077454106 1075 64379 SH DEFINED 64379 0 0 BEMIS CO INC COMMON 081437105 3367 133604 SH DEFINED 133604 0 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 845 58692 SH DEFINED 58692 0 0 BENEFICIAL MUTUAL BANCORP INC COMMON 08173R104 173 17983 SH DEFINED 17983 0 0 WR BERKLEY CORP COMMON 084423102 785 36554 SH DEFINED 36554 0 0 BEST BUY CO INC COMMON 086516101 4964 148233 SH DEFINED 148233 0 0 BIG FIVE SPORTING GOODS CORP COMMON 08915P101 671 60676 SH DEFINED 60676 0 0 BIG LOTS INC COMMON 089302103 13134 624558 SH DEFINED 624558 0 0 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 5745 368003 SH DEFINED 368003 0 0 BIOMARIN PHARMACEUTICAL INC BOND 09061GAD3 23646 26200000 PRN DEFINED 0 0 0 BIOGEN IDEC INC COMMON 09062X103 14769 327099 SH DEFINED 327099 0 0 BIOSCRIP INC COMMON 09069N108 86 14490 SH DEFINED 14490 0 0 BITSTREAM INC. COMMON 091736108 1154 221986 SH DEFINED 221986 0 0 BLACK & DECKER CORP COMMON 091797100 14332 500057 SH DEFINED 500057 0 0 BJS RESTAURANTS INC COMMON 09180C106 4346 257615 SH DEFINED 257615 0 0 BJS RESTAURANTS INC COMMON 09180C106 6073 360000 SH DEFINED 360000 0 0 BLACK BOX CORPORATION COMMON 091826107 1022 30544 SH DEFINED 30544 0 0 BLACK HILLS CORP COMMON 092113109 1530 66539 SH DEFINED 66539 0 0 BLACKROCK INC COMMON 09247X101 1890 10776 SH DEFINED 10776 0 0 H&R BLOCK INC COMMON 093671105 772 44834 SH DEFINED 44834 0 0 BLYTH INC COMMON 09643P207 892 27193 SH DEFINED 27193 0 0 BOB EVANS FARMS COMMON 096761101 2459 85545 SH DEFINED 85545 0 0 BOISE INC WARRANT 09746Y113 65 654295 SH DEFINED 654295 0 0 BORDERS GROUP INC COMMON 099709107 755 205231 SH DEFINED 205231 0 0 BOSTON PRIVATE FINANCIAL HOLDINGS INC COMMON 101119105 329 73387 SH DEFINED 73387 0 0 BOSTON PROPERTIES INC COMMON 101121101 5808 121758 SH DEFINED 121758 0 0 BOSTON PROPERTIES INC BOND 10112RAK0 22783 26000000 PRN DEFINED 0 0 0 BOTTOMLINE TECH DEL INC COMMON 101388106 105 11696 SH DEFINED 11696 0 0 BRADY CORP COMMON 104674106 3034 120781 SH DEFINED 120781 0 0 BRNDYWINE OPRTNG BOND 105340AH6 18989 21246000 PRN DEFINED 0 0 0 BRIGGS & STRATTON COMMON 109043109 321 24080 SH DEFINED 24080 0 0 BRIGHAM EXPLORATION CO COMMON 109178103 67 19211 SH DEFINED 19211 0 0 BRIGHTPOINT INC COMMON 109473405 601 95905 SH DEFINED 95905 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 8008 470257 SH DEFINED 470257 0 0 BRINKS COMMON 109696104 3659 126038 SH DEFINED 126038 0 0 BRINK'S HOME SECURITY HOLDINGS INC COMMON 109699108 9915 350230 SH DEFINED 350230 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 7929 390422 SH DEFINED 390422 0 0 BROADRIDGE FINANCIAL COMMON 11133T103 10413 628028 SH DEFINED 628028 0 0 BROOKDALE SENIOR LIVING COMMON 112463104 982 100851 SH DEFINED 100851 0 0 BROOKFIELD ASSET MANAGEMENT INC COMMON 112585104 889 52100 SH DEFINED 52100 0 0 BROOKLINE BANCORP INC COMMON 11373M107 119 12723 SH DEFINED 12723 0 0 BROWN & BROWN INC COMMON 115236101 3651 183195 SH DEFINED 183195 0 0 BROWN-FORMAN CORP COMMON 115637209 1680 39099 SH DEFINED 39099 0 0 BRUKER CORP COMMON 116794108 390 42087 SH DEFINED 42087 0 0 BRUNSWICK CORP COMMON 117043109 1252 289754 SH DEFINED 289754 0 0 BRUSH WELLMAN COMMON 117421107 248 14826 SH DEFINED 14826 0 0 BUCKEYE CELLULOSE COMMON 118255108 197 43861 SH DEFINED 43861 0 0 THE BUCKLES INC COMMON 118440106 11689 367920 SH DEFINED 367920 0 0 BUCYRUS INTERNATIONAL INC COMMON 118759109 4747 166197 SH DEFINED 166197 0 0 BURGER KING HOLDINGS INC COMMON 121208201 1127 65237 SH DEFINED 65237 0 0 BWAY HOLDING CO COMMON 12429T104 1049 59857 SH DEFINED 59857 0 0 C&D TECHNOLOGIES INC BOND 124661AD1 7202 11500000 PRN DEFINED 0 0 0 CBIZ INC BOND 124805AB8 14289 16100000 PRN DEFINED 0 0 0 CEC ENTERTAINMENT INC COMMON 125137109 2895 98214 SH DEFINED 98214 0 0 CF INDUSTRIES HOLDINGS INC COMMON 125269100 12364 166769 SH DEFINED 166769 0 0 CIT GROUP INC COMMON 125581108 22 10078 SH DEFINED 10078 0 0 CKE RESTAURANTS INC. COMMON 12561E105 1218 143659 SH DEFINED 143659 0 0 CMS ENERGY CORP COMMON 125896100 18642 1543251 SH DEFINED 1543251 0 0 CMS ENERGY CORP BOND 125896AW0 39317 38405000 PRN DEFINED 0 0 0 CMS ENERGY CORP BOND 125896AY6 34945 29000000 PRN DEFINED 0 0 0 CMS ENERGY CORP BOND 125896BD1 7800 7500000 PRN DEFINED 0 0 0 CNX GAS CORP COMMON 12618H309 1932 73552 SH DEFINED 73552 0 0 CRA INTERNATIONAL INC COMMON 12618T105 243 8752 SH DEFINED 8752 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 425 32117 SH DEFINED 32117 0 0 CSG SYSTEMS INTERNATIONAL INC BOND 126349AB5 14304 16394000 PRN DEFINED 0 0 0 CSX CORP COMMON 126408103 9800 282996 SH DEFINED 282996 0 0 CTC MEDIA INC COMMON 12642X106 3508 296501 SH DEFINED 296501 0 0 CVB FINL CORP COMMON 126600105 62 10383 SH DEFINED 10383 0 0 CA INC COMMON 12673P105 20863 1196966 SH DEFINED 1196966 0 0 CABOT CORP. COMMON 127055101 4118 327337 SH DEFINED 327337 0 0 CABOT OIL & GAS CORP COMMON 127097103 4542 148236 SH DEFINED 148236 0 0 CACI INTERNATIONAL INC COMMON 127190304 7773 181993 SH DEFINED 181993 0 0 CACI INTERNATIONAL INC BOND 127190AD8 20235 21300000 PRN DEFINED 0 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2238 379336 SH DEFINED 379336 0 0 CAL DIVE INTERNATIONAL INC COMMON 12802T101 4618 535085 SH DEFINED 535085 0 0 CAL-MAINE FOODS, INC. 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EDUCATION CORP COMMON 141665109 1409 56607 SH DEFINED 56607 0 0 CARLISLE COS INC COMMON 142339100 2832 117789 SH DEFINED 117789 0 0 CARNIVAL CORP UNIT 143658300 774 30017 SH DEFINED 30017 0 0 CARRIZO OIL & GAS INC COMMON 144577103 689 40203 SH DEFINED 40203 0 0 CARROLS RESTAURANT GROUP INC COMMON 14574X104 73 10907 SH DEFINED 10907 0 0 CARTER'S INC COMMON 146229109 9806 398472 SH DEFINED 398472 0 0 CASH AMERICA INTERNATIONAL INC COMMON 14754D100 490 20930 SH DEFINED 20930 0 0 CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 3547 142228 SH DEFINED 142228 0 0 CATERPILLAR INC COMMON 149123101 1027 31072 SH DEFINED 31072 0 0 CATO CORP COMMON 149205106 1177 67505 SH DEFINED 67505 0 0 CEL-SCI CORP COMMON 150837409 12 30000 SH DEFINED 30000 0 0 CELADON GROUP INC COMMON 150838100 298 35566 SH DEFINED 35566 0 0 CELL GENESYS INC COMMON 150921104 60 205882 SH DEFINED 205882 0 0 APPLERA CORP - CELERA GROUP COMMON 15100E106 305 39993 SH DEFINED 39993 0 0 CELGENE CORP COMMON 151020104 9318 194767 SH 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COMMON 64111Q104 234 16268 SH DEFINED 16268 0 0 NETSCOUT SYS INC COMMON 64115T104 1075 114639 SH DEFINED 114639 0 0 NEUSTAR INC COMMON 64126X201 3458 156062 SH DEFINED 156062 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 1123 30329 SH DEFINED 30329 0 0 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 1257 117633 SH DEFINED 117633 0 0 NEWALLIANCE BANCSHARES INC COMMON 650203102 1358 118129 SH DEFINED 118129 0 0 NEWFIELD EXPLORATION CO COMMON 651290108 13650 417811 SH DEFINED 417811 0 0 NEWMARKET CORP COMMON 651587107 7815 116074 SH DEFINED 116074 0 0 NEWMONT MINING CORP COMMON 651639106 26197 640975 SH DEFINED 640975 0 0 NEWMONT MINING CORP OPTION 651639106 605 14800 SH P DEFINED 14800 0 0 NEWMONT MINING CORP BOND 651639AK2 10148 9000000 PRN DEFINED 0 0 0 NEWPARK RES INC COMMON 651718504 136 47648 SH DEFINED 47648 0 0 NEWS CORP COMMON 65248E104 921 101135 SH DEFINED 101135 0 0 NEXEN INC COMMON 65334H102 2229 102965 SH DEFINED 102965 0 0 NICOR INC COMMON 654086107 2882 83249 SH DEFINED 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MED TECHNOLOGIES INC COMMON 697529303 813 55224 SH DEFINED 55224 0 0 PANERA BREAD CO. 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1949 52375 SH DEFINED 52375 0 0 PUBLIC SERVICE ENTERPRISE GROUP INC COMMON 744573106 15815 484682 SH DEFINED 484682 0 0 PUBLIC STORAGE COMMON 74460D109 1153 17609 SH DEFINED 17609 0 0 PULTE HOMES INC COMMON 745867101 372 42184 SH DEFINED 42184 0 0 PUTNAM MANAGED MUNICIPAL INCOME TRUST COMMON 746823103 323 55377 SH DEFINED 55377 0 0 PUTNAM PREMIER INCOME TRUST COMMON 746853100 543 108869 SH DEFINED 108869 0 0 PUTNAM MASTER INTERMEDIATE INCOME TRUST COMMON 746909100 233 46079 SH DEFINED 46079 0 0 QLOGIC CORP COMMON 747277101 8525 672327 SH DEFINED 672327 0 0 QAD INC COMMON 74727D108 1246 383397 SH DEFINED 383397 0 0 QUAKER CHEM CORP COMMON 747316107 169 12688 SH DEFINED 12688 0 0 QUALCOMM INC COMMON 747525103 69959 1547771 SH DEFINED 1547771 0 0 QUANEX BUILDING PRODUCTS CORP COMMON 747619104 154 13715 SH DEFINED 13715 0 0 QUANTA SERVICES INC COMMON 74762E102 6241 269813 SH DEFINED 269813 0 0 QUEST SOFTWARE COMMON 74834T103 5828 418067 SH DEFINED 418067 0 0 QUESTAR CORP COMMON 748356102 13311 428547 SH DEFINED 428547 0 0 QUESTCOR PHARMACEUTICALS INC COMMON 74835Y101 1007 201380 SH DEFINED 201380 0 0 QUICKSILVER RESOURCES INC COMMON 74837R104 3680 396129 SH DEFINED 396129 0 0 QUIKSILVER INC COMMON 74838C106 161 87120 SH DEFINED 87120 0 0 QWEST COMMUNICATIONS INTERNATIONAL INC COMMON 749121109 769 185296 SH DEFINED 185296 0 0 QWEST COMMUNICATIONS INTERNATIONAL INC BOND 749121BY4 52224 53019000 PRN DEFINED 0 0 0 RC2 CORP COMMON 749388104 525 39676 SH DEFINED 39676 0 0 RPC INC COMMON 749660106 368 44113 SH DEFINED 44113 0 0 RPM INTERNATIONAL INC COMMON 749685103 173 12342 SH DEFINED 12342 0 0 RRI ENERGY INC COMMON 74971X107 9039 1804184 SH DEFINED 1804184 0 0 RF MICRO DEVICES INC COMMON 749941100 2932 779767 SH DEFINED 779767 0 0 RF MICRO DEVICES INC BOND 749941AJ9 3807 5400000 PRN DEFINED 0 0 0 RADIOSHACK CORP COMMON 750438103 22031 1578151 SH DEFINED 1578151 0 0 RADISYS CORP BOND 750459AE9 2971 3500000 PRN DEFINED 0 0 0 RAMBUS INC COMMON 750917106 725 46848 SH DEFINED 46848 0 0 RAVEN INDS INC COMMON 754212108 841 32853 SH DEFINED 32853 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 288 16720 SH DEFINED 16720 0 0 RAYONIER INC COMMON 754907103 1803 49589 SH DEFINED 49589 0 0 RAYTHEON CO WARRANT 755111119 7673 803500 SH DEFINED 803500 0 0 RAYTHEON CO COMMON 755111507 27907 628104 SH DEFINED 628104 0 0 REALTY INCOME CORP COMMON 756109104 527 24023 SH DEFINED 24023 0 0 RED HAT INC COMMON 756577102 13969 693964 SH DEFINED 693964 0 0 REGAL-BELOIT CORP BOND 758750AB9 43141 27500000 PRN DEFINED 0 0 0 REGENCY CENTERS CORP COMMON 758849103 460 13163 SH DEFINED 13163 0 0 REGIS CORP COMMON 758932107 884 50796 SH DEFINED 50796 0 0 REHABCARE GROUP INC COMMON 759148109 208 8675 SH DEFINED 8675 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 11088 2744488 SH DEFINED 2744488 0 0 REINSURANCE GROUP OF AMERICA INC COMMON 759351604 496 14199 SH DEFINED 14199 0 0 RELIANCE STEEL & ALIMUNIUM COMMON 759509102 12927 336740 SH DEFINED 336740 0 0 RENT-A-CENTER COMMON 76009N100 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