-----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, GE9Az+6k21wUHqz1VEZhF0sBzKOVmNP6yB3YurdGnPaDzP6LHRV+aM51tsUcz/r7 AzdzsrbBtnFEDgvFu75eqQ== 0000919185-09-000014.txt : 20091110 0000919185-09-000014.hdr.sgml : 20091110 20091110150229 ACCESSION NUMBER: 0000919185-09-000014 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091110 DATE AS OF CHANGE: 20091110 EFFECTIVENESS DATE: 20091110 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: 091171694 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 hcm20090930.txt HIGHBRIDGE CAPITAL MANAGEMENT, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER END: SEPTEMBER 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 NOVEMBER 9, 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 : 1,430 FORM 13F INFORMATION TABLE VALUE TOTAL (X$1000) : 10,622,177 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 1028 51191 SH DEFINED 51191 0 0 ACCO BRANDS CORP COMMON 00081T108 752 104202 SH DEFINED 104202 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886309 4543 544754 SH DEFINED 544754 0 0 AEP INDS INC COMMON 001031103 253 6351 SH DEFINED 6351 0 0 AFLAC INC COMMON 001055102 2154 50409 SH DEFINED 50409 0 0 AGL RESOURCES INC COMMON 001204106 1209 34285 SH DEFINED 34285 0 0 AES CORP COMMON 00130H105 8166 551023 SH DEFINED 551023 0 0 AK STEEL HOLDINGS COMMON 001547108 34765 1762051 SH DEFINED 1762051 0 0 AMB PROPERTY CORP COMMON 00163T109 3373 146970 SH DEFINED 146970 0 0 AMN HEALTHCARE SERVICES INC COMMON 001744101 1898 199548 SH DEFINED 199548 0 0 AMR CORP COMMON 001765106 5239 659049 SH DEFINED 659049 0 0 AP PHARMA, INC COMMON 00202J203 791 930283 SH DEFINED 930283 0 0 AT&T INC COMMON 00206R102 22292 825319 SH DEFINED 825319 0 0 ASM INTERNATIONAL NV BOND 00207DAG7 3120 3000000 PRN DEFINED 0 0 0 ATC TECHNOLOGY CORP COMMON 00211W104 908 45933 SH DEFINED 45933 0 0 AVX CORP NEW COMMON 002444107 505 42345 SH DEFINED 42345 0 0 AZZ INC COMMON 002474104 482 12010 SH DEFINED 12010 0 0 AARONS INC COMMON 002535201 2838 107485 SH DEFINED 107485 0 0 ABAXIS INC COMMON 002567105 509 19043 SH DEFINED 19043 0 0 ABBOTT LABORATORIES COMMON 002824100 8932 180558 SH DEFINED 180558 0 0 ABERCROMBIE & FITCH CO COMMON 002896207 3565 108420 SH DEFINED 108420 0 0 ABOVENET INC COMMON 00374N107 340 6978 SH DEFINED 6978 0 0 ACACIA RESEARCH - ACACIA TEC COMMON 003881307 621 71295 SH DEFINED 71295 0 0 ACETO CORP COMMON 004446100 196 29655 SH DEFINED 29655 0 0 ACI WORLDWIDE INC. COMMON 004498101 330 21795 SH DEFINED 21795 0 0 ACME PACKET INC COMMON 004764106 276 27554 SH DEFINED 27554 0 0 ACTUATE CORP COMMON 00508B102 726 125746 SH DEFINED 125746 0 0 ADMINISTAFF COMMON 007094105 540 20543 SH DEFINED 20543 0 0 ADOBE SYSTEMS INC COMMON 00724F101 25092 759456 SH DEFINED 759456 0 0 ADVANCE AUTO PARTS COMMON 00751Y106 24368 620364 SH DEFINED 620364 0 0 ADVANCED ANALOGIC TECHNOLOGIES INC COMMON 00752J108 324 81697 SH DEFINED 81697 0 0 ADVENTRX PHARMACEUTICALS INC COMMON 00764X103 194 1292264 SH DEFINED 1292264 0 0 AECOM TECHNOLOGY CORP COMMON 00766T100 5334 196544 SH DEFINED 196544 0 0 ADVENT SOFTWARE COMMON 007974108 492 12219 SH DEFINED 12219 0 0 AEROVIRONMENT INC COMMON 008073108 666 23705 SH DEFINED 23705 0 0 AFFILIATED COMPUTER SERVICES INC COMMON 008190100 19070 352047 SH DEFINED 352047 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252108 3651 56158 SH DEFINED 56158 0 0 AFFYMETRIX INC COMMON 00826T108 1015 115621 SH DEFINED 115621 0 0 AIR METHODS CORP COMMON 009128307 500 15348 SH DEFINED 15348 0 0 AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 4866 62721 SH DEFINED 62721 0 0 AIRGAS INC COMMON 009363102 2897 59884 SH DEFINED 59884 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 1461 233680 SH DEFINED 233680 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 13278 674699 SH DEFINED 674699 0 0 ALASKA AIR COMMON 011659109 2053 76638 SH DEFINED 76638 0 0 ALCOA INC COMMON 013817101 2589 197345 SH DEFINED 197345 0 0 ALCOA INC BOND 013817AT8 6217 2826000 PRN DEFINED 0 0 0 ALEXION PHARMACEUTICALS COMMON 015351109 5553 124675 SH DEFINED 124675 0 0 ALIGN TECHNOLOGY COMMON 016255101 1912 134445 SH DEFINED 134445 0 0 ALLEGHANY CORP COMMON 017175100 696 2688 SH DEFINED 2688 0 0 ALLEGHENY ENERGY INC COMMON 017361106 4982 187876 SH DEFINED 187876 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 2054 58698 SH DEFINED 58698 0 0 ALLERGAN INC/UNITED STATES COMMON 018490102 3939 69390 SH DEFINED 69390 0 0 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 275 4500 SH DEFINED 4500 0 0 ALLIANCE DATA SYSTEMS CORP BOND 018581AD0 24063 25000000 PRN DEFINED 0 0 0 ALLIANT ENERGY CORP COMMON 018802108 4053 145547 SH DEFINED 145547 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 1612 20706 SH DEFINED 20706 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AH7 10500 10000000 PRN DEFINED 0 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AK0 22975 20000000 PRN DEFINED 0 0 0 ALLIANT TECHSYSTEMS INC BOND 018804AN4 11773 11500000 PRN DEFINED 0 0 0 ALLSTATE CORP COMMON 020002101 513 16738 SH DEFINED 16738 0 0 ALON USA ENERGY INC COMMON 020520102 543 54708 SH DEFINED 54708 0 0 ALPHA NATURAL RESOURCES INC COMMON 02076X102 42729 1217357 SH DEFINED 1217357 0 0 ALTRA HOLDINGS INC COMMON 02208R106 305 27271 SH DEFINED 27271 0 0 AMAZON.COM INC COMMON 023135106 15261 163460 SH DEFINED 163460 0 0 AMEDISYS INC. COMMON 023436108 10209 233987 SH DEFINED 233987 0 0 AMEREN CORP COMMON 023608102 5287 209132 SH DEFINED 209132 0 0 AMERICA SVC GROUP INC COMMON 02364L109 194 11732 SH DEFINED 11732 0 0 AMERICAN DAIRY INC COMMON 025334103 1763 62237 SH DEFINED 62237 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 152 10833 SH DEFINED 10833 0 0 AMERICAN ECOLOGY CORP COMMON 025533407 753 40269 SH DEFINED 40269 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 9372 302418 SH DEFINED 302418 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 72845 4320582 SH DEFINED 4320582 0 0 AMERICAN EQUITY INVESTMENT LIFE HOLDING COMMON 025676206 284 40424 SH DEFINED 40424 0 0 AMERICAN FINANCIAL GROUP INC/OH COMMON 025932104 3335 130781 SH DEFINED 130781 0 0 AMERICAN ITALIAN PASTA CO COMMON 027070101 2359 86803 SH DEFINED 86803 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS INC COMMON 02744M108 10428 616334 SH DEFINED 616334 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS INC BOND 02744MAA6 9490 8995000 PRN DEFINED 0 0 0 AMERICAN ORIENTAL BIOENGINEERING INC COMMON 028731107 3445 708888 SH DEFINED 708888 0 0 AMERICAN PHYSICIANS CAPITAL INC COMMON 028884104 235 8149 SH DEFINED 8149 0 0 AMERICAN PUBLIC EDUCATION INC COMMON 02913V103 250 7209 SH DEFINED 7209 0 0 AMERICAN RAILCAR INDUSTRIES INC COMMON 02916P103 258 24359 SH DEFINED 24359 0 0 AMERICAN STS WTR CO COMMON 029899101 918 25368 SH DEFINED 25368 0 0 AMERICAN WATER WORKS CO INC COMMON 030420103 16490 827000 SH DEFINED 827000 0 0 AMERICREDIT CORP COMMON 03060R101 2372 150201 SH DEFINED 150201 0 0 AMERICREDIT CORP BOND 03060RAP6 1966 2250000 PRN DEFINED 0 0 0 AMERICREDIT CORP BOND 03060RAR2 17257 21775000 PRN DEFINED 0 0 0 AMERIGON INC COMMON 03070L300 275 37430 SH DEFINED 37430 0 0 AMERISTAR CASINOS INC COMMON 03070Q101 5004 317079 SH DEFINED 317079 0 0 AMERON INTL INC COMMON 030710107 514 7349 SH DEFINED 7349 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 25273 1129270 SH DEFINED 1129270 0 0 AMGEN INC COMMON 031162100 34200 567824 SH DEFINED 567824 0 0 AMGEN INC BOND 031162AL4 13097 17728000 PRN DEFINED 0 0 0 AMGEN INC BOND 031162AN0 13080 13113000 PRN DEFINED 0 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 5285 768123 SH DEFINED 768123 0 0 AMPHENOL CORP. -CL. A COMMON 032095101 1809 48011 SH DEFINED 48011 0 0 AMSURG CORP COMMON 03232P405 1184 55766 SH DEFINED 55766 0 0 AMTRUST FINANCIAL SERVICES INC COMMON 032359309 644 56458 SH DEFINED 56458 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 10331 164687 SH DEFINED 164687 0 0 ANAREN MICROWAVE INC COMMON 032744104 850 50028 SH DEFINED 50028 0 0 THE ANDERSONS, INC. COMMON 034164103 1754 49833 SH DEFINED 49833 0 0 ANIXTER INTERNATIONAL INC BOND 035290AJ4 6900 7699000 PRN DEFINED 0 0 0 ANN TAYLOR COMMON 036115103 3201 201472 SH DEFINED 201472 0 0 APACHE CORP COMMON 037411105 1257 13690 SH DEFINED 13690 0 0 APOGEE ENTERPRISES INC COMMON 037598109 545 36317 SH DEFINED 36317 0 0 APOLLO GROUP INC COMMON 037604105 69791 947341 SH DEFINED 947341 0 0 APPLE INC COMMON 037833100 16538 89225 SH DEFINED 89225 0 0 APPLIED MATERIALS INC COMMON 038222105 4015 300102 SH DEFINED 300102 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 506 50696 SH DEFINED 50696 0 0 APPLIED SIGNAL TECHNOLOGY INC COMMON 038237103 1599 68736 SH DEFINED 68736 0 0 ARCELORMITTAL BOND 03938LAK0 41869 29000000 PRN DEFINED 0 0 0 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 846 28964 SH DEFINED 28964 0 0 ARENA RESOURCES INC COMMON 040049108 8215 231422 SH DEFINED 231422 0 0 ARGON ST INC COMMON 040149106 650 34108 SH DEFINED 34108 0 0 ARIBA INC COMMON 04033V203 1158 99846 SH DEFINED 99846 0 0 ARMSTRONG WORLD INDUSTRIES INC COMMON 04247X102 2594 75274 SH DEFINED 75274 0 0 ARRIS GROUP INC COMMON 04269Q100 22366 1719113 SH DEFINED 1719113 0 0 ARRIS GROUP INC BOND 04269QAC4 12875 12500000 PRN DEFINED 0 0 0 ART TECHNOLOGY GROUP INC COMMON 04289L107 202 52308 SH DEFINED 52308 0 0 ARUBA NETWORKS INC COMMON 043176106 4866 550487 SH DEFINED 550487 0 0 ARVINMERITOR INC COMMON 043353101 922 117963 SH DEFINED 117963 0 0 ARVINMERITOR INC BOND 043353AF8 9030 12000000 PRN DEFINED 0 0 0 ASHLAND INC COMMON 044209104 12084 279589 SH DEFINED 279589 0 0 ASSURANT INC COMMON 04621X108 304 9494 SH DEFINED 9494 0 0 ATHEROS COMMUNICATIONS COMMON 04743P108 17686 666647 SH DEFINED 666647 0 0 ATMOS ENERGY COMMON 049560105 1370 48625 SH DEFINED 48625 0 0 AURIZON MINES LTD COMMON 05155P106 806 184874 SH DEFINED 184874 0 0 AUTOLIV INC COMMON 052800109 28075 835563 SH DEFINED 835563 0 0 AUTOLIV INC PREF CONV 052800208 51639 1076700 SH DEFINED 1076700 0 0 AUTONATION INC COMMON 05329W102 3876 214405 SH DEFINED 214405 0 0 AVERY DENNISON CORP COMMON 053611109 202 5610 SH DEFINED 5610 0 0 AVISTA CORP COMMON 05379B107 1512 74777 SH DEFINED 74777 0 0 AVNET COMMON 053807103 5678 218643 SH DEFINED 218643 0 0 AVON PRODUCTS INC COMMON 054303102 10190 300057 SH DEFINED 300057 0 0 BB&T CORP COMMON 054937107 7819 287024 SH DEFINED 287024 0 0 BGC PARTNERS INC COMMON 05541T101 679 158613 SH DEFINED 158613 0 0 BOK FINANCIAL CORPORATION COMMON 05561Q201 1060 22894 SH DEFINED 22894 0 0 BPW ACQUISITION CORP COMMON 055637102 1954 200000 SH DEFINED 200000 0 0 BPW ACQUISITION CORP WARRANT 055637110 720 1600000 SH DEFINED 1600000 0 0 BMC SOFTWARE INC COMMON 055921100 5514 146914 SH DEFINED 146914 0 0 MICHAEL BAKER CORP COMMON 057149106 976 26863 SH DEFINED 26863 0 0 BAKER HUGHES INC COMMON 057224107 5151 120755 SH DEFINED 120755 0 0 BALCHEM CORP COMMON 057665200 692 26306 SH DEFINED 26306 0 0 BALDOR ELECTRIC COMPANY COMMON 057741100 2174 79506 SH DEFINED 79506 0 0 BALL CORP COMMON 058498106 10899 221521 SH DEFINED 221521 0 0 BALLY TECHNOLOGIES INC COMMON 05874B107 7805 203422 SH DEFINED 203422 0 0 BANCO BRADESCO SA ADR 059460303 465 23356 SH DEFINED 23356 0 0 BANCORPSOUTH INC COMMON 059692103 1416 58001 SH DEFINED 58001 0 0 BANK OF AMERICA CORP COMMON 060505104 6475 382695 SH DEFINED 382695 0 0 BANK OF MONTREAL COMMON 063671101 2998 59200 SH DEFINED 59200 0 0 BANK MUT CORP COMMON 063750103 254 28712 SH DEFINED 28712 0 0 BANK OF THE OZARKS INC COMMON 063904106 359 13550 SH DEFINED 13550 0 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 13005 448602 SH DEFINED 448602 0 0 BARE ESCENTUALS INC COMMON 067511105 202 17020 SH DEFINED 17020 0 0 BARNES & NOBLE INC COMMON 067774109 4450 200252 SH DEFINED 200252 0 0 BARNES GROUP INC BOND 067806AB5 12166 11600000 PRN DEFINED 0 0 0 PLACER DOME INC COMMON 067901108 2403 63400 SH DEFINED 63400 0 0 PLACER DOME INC COMMON 067901108 22475 593000 SH DEFINED 593000 0 0 BILL BARRETT CORP COMMON 06846N104 12332 376105 SH DEFINED 376105 0 0 BASIC ENERGY SVC COMMON 06985P100 400 47098 SH DEFINED 47098 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 8720 152954 SH DEFINED 152954 0 0 BECKMAN COULTER INC COMMON 075811109 6498 94258 SH DEFINED 94258 0 0 BECTON DICKINSON & CO COMMON 075887109 22201 318295 SH DEFINED 318295 0 0 BELDEN INC COMMON 077454106 1938 83892 SH DEFINED 83892 0 0 BEMIS CO INC COMMON 081437105 3248 125351 SH DEFINED 125351 0 0 BIG LOTS INC COMMON 089302103 763 30484 SH DEFINED 30484 0 0 BIO-RAD LABORATORIES INC COMMON 090572207 867 9435 SH DEFINED 9435 0 0 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 4069 225065 SH DEFINED 225065 0 0 BIOMARIN PHARMACEUTICAL INC BOND 09061GAD3 19588 18700000 PRN DEFINED 0 0 0 BIOGEN IDEC INC COMMON 09062X103 9317 184426 SH DEFINED 184426 0 0 BITSTREAM INC. COMMON 091736108 997 185682 SH DEFINED 185682 0 0 BJS RESTAURANTS INC COMMON 09180C106 3363 224364 SH DEFINED 224364 0 0 BLACK BOX CORPORATION COMMON 091826107 345 13765 SH DEFINED 13765 0 0 BLACK HILLS CORP COMMON 092113109 4205 167057 SH DEFINED 167057 0 0 BLACKBAUD INC COMMON 09227Q100 1713 73820 SH DEFINED 73820 0 0 BLACKROCK INC COMMON 09247X101 12258 56537 SH DEFINED 56537 0 0 BLYTH INC COMMON 09643P207 208 5381 SH DEFINED 5381 0 0 BOISE INC COMMON 09746Y105 220 41614 SH DEFINED 41614 0 0 BOISE INC WARRANT 09746Y113 305 500000 SH DEFINED 500000 0 0 BORDERS GROUP INC COMMON 099709107 837 268988 SH DEFINED 268988 0 0 BOSTON BEER CO. COMMON 100557107 2029 54718 SH DEFINED 54718 0 0 BOSTON PRIVATE FINANCIAL HOLDINGS INC COMMON 101119105 1304 201486 SH DEFINED 201486 0 0 BOSTON PROPERTIES INC BOND 10112RAK0 16341 17000000 PRN DEFINED 0 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 19802 1869910 SH DEFINED 1869910 0 0 BOTTOMLINE TECH DEL INC COMMON 101388106 459 35565 SH DEFINED 35565 0 0 BRADY CORP COMMON 104674106 2619 91187 SH DEFINED 91187 0 0 BRNDYWINE OPRTNG BOND 105340AH6 20316 21246000 PRN DEFINED 0 0 0 BRIGGS & STRATTON COMMON 109043109 4390 226162 SH DEFINED 226162 0 0 BRIGHTPOINT INC COMMON 109473405 303 34631 SH DEFINED 34631 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 13347 848514 SH DEFINED 848514 0 0 BRINKS COMMON 109696104 4278 158967 SH DEFINED 158967 0 0 BRINK'S HOME SECURITY HOLDINGS INC COMMON 109699108 17212 559008 SH DEFINED 559008 0 0 BROADCOM CORP COMMON 111320107 34323 1118382 SH DEFINED 1118382 0 0 BROADRIDGE FINANCIAL COMMON 11133T103 5932 295123 SH DEFINED 295123 0 0 BRONCO DRILLING COMPANY, INC. COMMON 112211107 365 55749 SH DEFINED 55749 0 0 BROOKLINE BANCORP INC COMMON 11373M107 440 45231 SH DEFINED 45231 0 0 BROWN & BROWN INC COMMON 115236101 6049 315705 SH DEFINED 315705 0 0 BROWN-FORMAN CORP COMMON 115637209 2303 47754 SH DEFINED 47754 0 0 BRUKER CORP COMMON 116794108 3726 349237 SH DEFINED 349237 0 0 BRUSH WELLMAN COMMON 117421107 2715 110998 SH DEFINED 110998 0 0 BUCKEYE CELLULOSE COMMON 118255108 325 30314 SH DEFINED 30314 0 0 BUILDERS FIRSTSOURCE INC COMMON 12008R107 204 46723 SH DEFINED 46723 0 0 BWAY HOLDING CO COMMON 12429T104 1273 68750 SH DEFINED 68750 0 0 C&D TECHNOLOGIES INC BOND 124661AD1 7360 11500000 PRN DEFINED 0 0 0 CBIZ INC COMMON 124805102 136 18297 SH DEFINED 18297 0 0 CBIZ INC BOND 124805AB8 10656 11100000 PRN DEFINED 0 0 0 CF INDUSTRIES HOLDINGS INC COMMON 125269100 16510 191469 SH DEFINED 191469 0 0 CH ENERGY GROUP INC COMMON 12541M102 355 8009 SH DEFINED 8009 0 0 CIT GROUP INC PREF CONV 125581405 132 14000 SH DEFINED 14000 0 0 CIT GROUP INC PREF CONV 125581603 6174 997370 SH DEFINED 997370 0 0 CKE RESTAURANTS INC. COMMON 12561E105 732 69819 SH DEFINED 69819 0 0 CMS ENERGY CORP COMMON 125896100 17107 1276627 SH DEFINED 1276627 0 0 CMS ENERGY CORP BOND 125896AW0 38479 34705000 PRN DEFINED 0 0 0 CMS ENERGY CORP BOND 125896AY6 39186 29000000 PRN DEFINED 0 0 0 CMS ENERGY CORP BOND 125896BD1 8578 7500000 PRN DEFINED 0 0 0 CNA SURETY CORP COMMON 12612L108 238 14703 SH DEFINED 14703 0 0 CNX GAS CORP COMMON 12618H309 973 31695 SH DEFINED 31695 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 1256 78427 SH DEFINED 78427 0 0 CSX CORP COMMON 126408103 45778 1093589 SH DEFINED 1093589 0 0 CTC MEDIA INC COMMON 12642X106 2200 139964 SH DEFINED 139964 0 0 CTS CORP COMMON 126501105 175 18852 SH DEFINED 18852 0 0 CA INC COMMON 12673P105 1347 61276 SH DEFINED 61276 0 0 CABLEVISION SYSTEMS CORP COMMON 12686C109 5861 246794 SH DEFINED 246794 0 0 CABOT CORP. COMMON 127055101 3867 167336 SH DEFINED 167336 0 0 CABOT OIL & GAS CORP COMMON 127097103 6529 182626 SH DEFINED 182626 0 0 CABOT MICROELECTRONICS COMMON 12709P103 210 6012 SH DEFINED 6012 0 0 CACI INTERNATIONAL INC COMMON 127190304 1495 31626 SH DEFINED 31626 0 0 CACI INTERNATIONAL INC BOND 127190AD8 14525 13800000 PRN DEFINED 0 0 0 CAL DIVE INTERNATIONAL INC COMMON 12802T101 13679 1383111 SH DEFINED 1383111 0 0 CALAMOS ASSET MGMT INC COMMON 12811R104 1101 84329 SH DEFINED 84329 0 0 CALAVO GROWERS INC COMMON 128246105 660 34789 SH DEFINED 34789 0 0 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 995 63726 SH DEFINED 63726 0 0 CALLAWAY GOLF CO COMMON 131193104 2322 305083 SH DEFINED 305083 0 0 CAMDEN PROPERTY TRUST COMMON 133131102 513 12739 SH DEFINED 12739 0 0 CAMECO CORP COMMON 13321L108 1204 43315 SH DEFINED 43315 0 0 CANTEL MEDICAL CORP COMMON 138098108 583 38695 SH DEFINED 38695 0 0 CAPITALSOURCE INC COMMON 14055X102 349 80314 SH DEFINED 80314 0 0 CAPITAL FEDERAL FINANCIAL COMMON 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645 49942 SH DEFINED 49942 0 0 CENTENE CORP COMMON 15135B101 2557 134980 SH DEFINED 134980 0 0 CENTERPOINT ENERGY INC COMMON 15189T107 16146 1298971 SH DEFINED 1298971 0 0 CENTRAL GARDEN AND PET COMMON 153527106 1706 145174 SH DEFINED 145174 0 0 CENTRAL VT PUB SVC CORP COMMON 155771108 235 12159 SH DEFINED 12159 0 0 CENTURY ALUMINUM CO COMMON 156431108 2023 216388 SH DEFINED 216388 0 0 CEPHALON INC COMMON 156708109 27546 472980 SH DEFINED 472980 0 0 CEPHALON INC BOND 156708AP4 36538 27550000 PRN DEFINED 0 0 0 CEPHALON INC BOND 156708AR0 6986 6645000 PRN DEFINED 0 0 0 CHAMPION ENTERPRISES INC BOND 158496AC3 5325 30000000 PRN DEFINED 0 0 0 CHARLES RIVER LABORATORIES INTERNATIONA BOND 159864AB3 3955 4000000 PRN DEFINED 0 0 0 CHARMING SHOPPES INC COMMON 161133103 1234 250259 SH DEFINED 250259 0 0 CHART INDUSTRIES INC COMMON 16115Q308 1822 84380 SH DEFINED 84380 0 0 CHATTEM INC BOND 162456AP2 35815 29000000 PRN DEFINED 0 0 0 CHEESECAKE FACTORY INC/THE COMMON 163072101 9271 500620 SH DEFINED 500620 0 0 CHEMED CORP BOND 16359RAC7 12584 15300000 PRN DEFINED 0 0 0 CHENIERE ENERGY INC BOND 16411RAE9 2558 6200000 PRN DEFINED 0 0 0 CHEVRON CORP COMMON 166764100 413 5858 SH DEFINED 5858 0 0 CHICO'S FAS INC COMMON 168615102 13383 1029425 SH DEFINED 1029425 0 0 CHINA NATURAL GAS INC COMMON 168910206 208 17125 SH DEFINED 17125 0 0 CHINA NORTHEAST PETROLEUM HOLDINGS LTD COMMON 16941G102 2278 509698 SH DEFINED 509698 0 0 CHINA SUNERGY CO LTD ADR 16942X104 4028 930332 SH DEFINED 930332 0 0 CHIPOTLE MEXICAN GRILL INC COMMON 169656204 484 5818 SH DEFINED 5818 0 0 CHOICE HOTELS COMMON 169905106 8852 285001 SH DEFINED 285001 0 0 CHIQUITA BRANDS INTERNATIONAL INC COMMON 170032809 2822 174648 SH DEFINED 174648 0 0 CHURCHILL DOWNS INC COMMON 171484108 604 15686 SH DEFINED 15686 0 0 CIBER INC COMMON 17163B102 138 34391 SH DEFINED 34391 0 0 CINCINNATI BELL INC COMMON 171871106 162 46371 SH DEFINED 46371 0 0 CISCO SYSTEMS INC COMMON 17275R102 93320 3964322 SH DEFINED 3964322 0 0 CINTAS CORP COMMON 172908105 3887 128258 SH DEFINED 128258 0 0 CITIZENS INC/TX COMMON 174740100 8214 1295540 SH DEFINED 1295540 0 0 CLOROX CO COMMON 189054109 5596 95130 SH DEFINED 95130 0 0 COACH INC COMMON 189754104 72463 2201184 SH DEFINED 2201184 0 0 COCA COLA BOTTLING CO CONS COMMON 191098102 544 11243 SH DEFINED 11243 0 0 COCA-COLA CO COMMON 191216100 239 4449 SH DEFINED 4449 0 0 COGENT COMMUNICATIONS GROUP COMMON 19239V302 816 72228 SH DEFINED 72228 0 0 COGENT INC COMMON 19239Y108 948 93859 SH DEFINED 93859 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CORP COMMON 192446102 53469 1383047 SH DEFINED 1383047 0 0 COINSTAR INC COMMON 19259P300 1094 33173 SH DEFINED 33173 0 0 COLLECTIVE BRANDS INC COMMON 19421W100 1259 72667 SH DEFINED 72667 0 0 COLUMBIA LABORATORIES INC COMMON 197779101 14 10590 SH DEFINED 10590 0 0 COLUMBIA SPORTSWEAR CO COMMON 198516106 8432 204858 SH DEFINED 204858 0 0 COMFORT SYS USA INC COMMON 199908104 236 20380 SH DEFINED 20380 0 0 COMCAST CORP COMMON 20030N101 25429 1506477 SH DEFINED 1506477 0 0 COMMERCIAL METALS CO COMMON 201723103 14650 818463 SH DEFINED 818463 0 0 COMMSCOPE INC COMMON 203372107 14678 490396 SH DEFINED 490396 0 0 COMMSCOPE INC BOND 203372AG2 3878 3000000 PRN DEFINED 0 0 0 COMMUNITY BANKERS TRUST CORP WARRANT 203612114 184 328929 SH DEFINED 328929 0 0 COMMUNITY HEALTH SYSTEM COMMON 203668108 3108 97329 SH DEFINED 97329 0 0 COMMVAULT SYSTEMS INC COMMON 204166102 1639 78966 SH DEFINED 78966 0 0 COMPANHIA ENERGETICA DE MINAS GERAIS CE ADR 204409601 1747 114947 SH DEFINED 114947 0 0 CIA DE SANEAMENTO BASICO DO ESTADO DE S COMMON 20441A102 474 12490 SH DEFINED 12490 0 0 CIA PARANAENSE DE ENERGIA COMMON 20441B407 609 34537 SH DEFINED 34537 0 0 COMPLETE PRODUCTION SERVICES COMMON 20453E109 1923 170176 SH DEFINED 170176 0 0 COMPUWARE CORP COMMON 205638109 13719 1871596 SH DEFINED 1871596 0 0 COMTECH TELECOMMUNICATIONS CORP COMMON 205826209 1617 48665 SH DEFINED 48665 0 0 COMVERGE INC COMMON 205859101 1201 98322 SH DEFINED 98322 0 0 CONAGRA FOODS INC COMMON 205887102 10409 480112 SH DEFINED 480112 0 0 CON-WAY INC COMMON 205944101 11881 310044 SH DEFINED 310044 0 0 CONCEPTUS INC COMMON 206016107 466 25134 SH DEFINED 25134 0 0 CONCHO RESOURCES INC/MIDLAND TX COMMON 20605P101 2132 58703 SH DEFINED 58703 0 0 CONCUR TECHNOLOGIES INC COMMON 206708109 516 12966 SH DEFINED 12966 0 0 CONOCOPHILLIPS COMMON 20825C104 19250 426268 SH DEFINED 426268 0 0 CONSOLIDATED GRAPHICS INC COMMON 209341106 324 13005 SH DEFINED 13005 0 0 CONSTELLATION ENERGY GROUP INC COMMON 210371100 31934 986536 SH DEFINED 986536 0 0 CONTINENTAL AIRLINES INC COMMON 210795308 2329 141658 SH DEFINED 141658 0 0 CONVERGYS CORP COMMON 212485106 15428 1552066 SH DEFINED 1552066 0 0 CONVERGYS CORP OPTION 212485106 2218 223100 SH C DEFINED 223100 0 0 CONVERGYS CORP OPTION 212485106 1903 191400 SH P DEFINED 191400 0 0 COOPER COS INC COMMON 216648402 5398 181557 SH DEFINED 181557 0 0 COOPER TIRE & RUBBER CO. COMMON 216831107 4526 257437 SH DEFINED 257437 0 0 CORE LABORATORIES NV BOND 21868FAB9 14717 12277000 PRN DEFINED 0 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 26921 1450463 SH DEFINED 1450463 0 0 CORN PRODS INTL INC COMMON 219023108 758 26582 SH DEFINED 26582 0 0 CORNELL COS INC COMMON 219141108 582 25923 SH DEFINED 25923 0 0 CORPORATE OFFICE PROPERTIES TRUST COMMON 22002T108 4202 113948 SH DEFINED 113948 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 2951 147837 SH DEFINED 147837 0 0 CRACKER BARREL OLD COUNTRY STORE INC COMMON 22410J106 1916 55690 SH DEFINED 55690 0 0 CREE INC COMMON 225447101 734 19960 SH DEFINED 19960 0 0 CROCS INC COMMON 227046109 2384 358517 SH DEFINED 358517 0 0 CROSS COUNTRY INC COMMON 227483104 364 39122 SH DEFINED 39122 0 0 CROSSHAIR EXPLORATION & MINING CORP COMMON 22763R101 68 295664 SH DEFINED 295664 0 0 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 15806 504019 SH DEFINED 504019 0 0 CRYOLIFE INC COMMON 228903100 103 12888 SH DEFINED 12888 0 0 CUBIC CORP COMMON 229669106 7910 200409 SH DEFINED 200409 0 0 CUBIST PHARMACEUTICALS INC COMMON 229678107 13515 669066 SH DEFINED 669066 0 0 CUBIST PHARMACEUTICALS INC BOND 229678AC1 9599 10185000 PRN DEFINED 0 0 0 CUMMINS INC COMMON 231021106 1083 24170 SH DEFINED 24170 0 0 CURAGEN CORP COMMON 23126R101 726 493954 SH DEFINED 493954 0 0 CYTEC INDUSTRIES INC COMMON 232820100 5021 154644 SH DEFINED 154644 0 0 CYTRX CORP COMMON 232828301 68 60919 SH DEFINED 60919 0 0 CYTOKINETICS INC COMMON 23282W100 229 43195 SH DEFINED 43195 0 0 DPL INC COMMON 233293109 4674 179064 SH DEFINED 179064 0 0 D R HORTON INC COMMON 23331A109 5140 450480 SH DEFINED 450480 0 0 D R HORTON INC BOND 23331ABB4 3418 3000000 PRN DEFINED 0 0 0 DST SYSTEMS INC COMMON 233326107 13702 305858 SH DEFINED 305858 0 0 DST SYSTEMS INC BOND 233326AB3 10750 10000000 PRN DEFINED 0 0 0 DST SYSTEMS INC BOND 233326AD9 7819 7500000 PRN DEFINED 0 0 0 DTE ENERGY CO COMMON 233331107 17319 492862 SH DEFINED 492862 0 0 DANA HOLDING CORP COMMON 235825205 4052 595000 SH DEFINED 595000 0 0 DANAHER CORP COMMON 235851102 10562 156888 SH DEFINED 156888 0 0 DARDEN RESTAURANTS INC COMMON 237194105 13655 400093 SH DEFINED 400093 0 0 DARLING INTERNATIONAL INC COMMON 237266101 486 66076 SH DEFINED 66076 0 0 DAWSON GEOPHYSICAL CO COMMON 239359102 219 8016 SH DEFINED 8016 0 0 DEALERTRACK HOKDINGS INC. COMMON 242309102 1399 74003 SH DEFINED 74003 0 0 DEAN FOODS CO COMMON 242370104 16883 948989 SH DEFINED 948989 0 0 DECODE GENETICS INC BOND 243586AB0 1328 9000000 PRN DEFINED 0 0 0 DEL MONTE FOODS CO COMMON 24522P103 8112 700521 SH DEFINED 700521 0 0 DELL INC COMMON 24702R101 16364 1072349 SH DEFINED 1072349 0 0 DELPHI FINANCIAL GROUP COMMON 247131105 6097 269402 SH DEFINED 269402 0 0 DELTA AIR LINES INC COMMON 247361702 8461 944352 SH DEFINED 944352 0 0 DELTA PETE CORP COMMON 247907207 1319 753900 SH DEFINED 753900 0 0 DENBURY MANAGEMENT INC COMMON 247916208 3020 199585 SH DEFINED 199585 0 0 DEVELOPERS DIVERSIFIED REALTY CORP BOND 251591AQ6 8269 9000000 PRN DEFINED 0 0 0 DEVELOPERS DIVERSIFIED REALTY CORP BOND 251591AS2 6609 7500000 PRN DEFINED 0 0 0 DEVON ENERGY CORP COMMON 25179M103 411 6102 SH DEFINED 6102 0 0 DEXCOM INC BOND 252131AD9 1104 1000000 PRN DEFINED 0 0 0 DIAMOND FOODS INC COMMON 252603105 286 9017 SH DEFINED 9017 0 0 DICK'S SPORTING GOODS INC COMMON 253393102 24167 1078873 SH DEFINED 1078873 0 0 DIGI INTL INC COMMON 253798102 170 19896 SH DEFINED 19896 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 1200 104956 SH DEFINED 104956 0 0 DILLARD'S INC COMMON 254067101 379 26881 SH DEFINED 26881 0 0 DINEEQUITY INC COMMON 254423106 245 9915 SH DEFINED 9915 0 0 DIODES INC COMMON 254543101 1870 103355 SH DEFINED 103355 0 0 DIRECTV GROUP INC/THE COMMON 25459L106 29553 1071532 SH DEFINED 1071532 0 0 DISCOVER FINANCIAL SERVICES COMMON 254709108 22847 1407698 SH DEFINED 1407698 0 0 DISH NETWORK CORP COMMON 25470M109 131633 6834549 SH DEFINED 6834549 0 0 DOLAN MEDIA CO COMMON 25659P402 741 61843 SH DEFINED 61843 0 0 DOLBY LABORATORIES INC COMMON 25659T107 5113 133876 SH DEFINED 133876 0 0 DOLLAR TREE INC COMMON 256746108 3196 65646 SH DEFINED 65646 0 0 DOMINO'S PIZZA INC COMMON 25754A201 256 28964 SH DEFINED 28964 0 0 DOMTAR CORP COMMON 257559203 3948 112090 SH DEFINED 112090 0 0 DONALDSON COMPANY INC COMMON 257651109 6571 189752 SH DEFINED 189752 0 0 RR DONNELLEY & SONS CO COMMON 257867101 17093 803995 SH DEFINED 803995 0 0 DOUBLE-TAKE SOFTWARE INC COMMON 258598101 140 13724 SH DEFINED 13724 0 0 DOVER CORP COMMON 260003108 4180 107855 SH DEFINED 107855 0 0 DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 6785 235992 SH DEFINED 235992 0 0 DREAMWORKS ANIMATION SKG INC COMMON 26153C103 14882 418377 SH DEFINED 418377 0 0 DRESS BARN INC BOND 261570AB1 18053 10250000 PRN DEFINED 0 0 0 DRESSER-RAND GROUP INC. COMMON 261608103 4997 160816 SH DEFINED 160816 0 0 DUKE REALTY CORP COMMON 264411505 9133 760472 SH DEFINED 760472 0 0 DUN & BRADSTREET CORP COMMON 26483E100 1737 23064 SH DEFINED 23064 0 0 DYCOM INDUSTRIES INC COMMON 267475101 1699 138104 SH DEFINED 138104 0 0 DYNCORP INTERNATIONAL INC COMMON 26817C101 12632 701799 SH DEFINED 701799 0 0 EMC CORP COMMON 268648102 34545 2027316 SH DEFINED 2027316 0 0 EMC CORP OPTION 268648102 19596 1150000 SH P DEFINED 1150000 0 0 EMC CORP BOND 268648AM4 5541 4500000 PRN DEFINED 0 0 0 EPIQ SYSTEMS INC COMMON 26882D109 410 28261 SH DEFINED 28261 0 0 E*TRADE FINANCIAL CORP COMMON 269246104 4395 2511542 SH DEFINED 2511542 0 0 EV3 INC COMMON 26928A200 3143 255348 SH DEFINED 255348 0 0 EARTHLINK INC COMMON 270321102 1794 213266 SH DEFINED 213266 0 0 EARTHLINK INC BOND 270321AA0 34634 31450000 PRN DEFINED 0 0 0 EAST WEST BANCORP INC COMMON 27579R104 1807 217739 SH DEFINED 217739 0 0 EASTMAN CHEMICAL CO COMMON 277432100 10550 197049 SH DEFINED 197049 0 0 EATON VANCE CORP COMMON 278265103 6584 235238 SH DEFINED 235238 0 0 EATON VANCE SENIOR INCOME COMMON 27826S103 62 11100 SH DEFINED 11100 0 0 EBAY INC COMMON 278642103 72954 3091263 SH DEFINED 3091263 0 0 ECHOSTAR CORP COMMON 278768106 4979 269734 SH DEFINED 269734 0 0 ECLIPSYS CORP COMMON 278856109 2554 132333 SH DEFINED 132333 0 0 EHEALTH INC COMMON 28238P109 862 59422 SH DEFINED 59422 0 0 EL PASO CORP COMMON 28336L109 3881 376023 SH DEFINED 376023 0 0 EL PASO ELECTRIC CO COMMON 283677854 1230 69603 SH DEFINED 69603 0 0 ELDORADO GOLD CORP COMMON 284902103 2127 186622 SH DEFINED 186622 0 0 ELLIS PERRY INTL INC COMMON 288853104 582 36281 SH DEFINED 36281 0 0 EMCORE CORP COMMON 290846104 58 44300 SH DEFINED 44300 0 0 EMCOR GROUP INC COMMON 29084Q100 9001 355479 SH DEFINED 355479 0 0 EDISON BROTHERS STORES INC. COMMON 29089Q105 2068 117102 SH DEFINED 117102 0 0 EMERGENCY MEDICAL SERVICES COMMON 29100P102 3914 84178 SH DEFINED 84178 0 0 EMERSON ELECTRIC CO COMMON 291011104 1265 31563 SH DEFINED 31563 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON 291641108 531 29365 SH DEFINED 29365 0 0 EMPIRE RESORTS INC BOND 292052AB3 1524 5080000 PRN DEFINED 0 0 0 EMULEX CORP COMMON 292475209 3626 352393 SH DEFINED 352393 0 0 ENCANA CORP COMMON 292505104 2552 44300 SH DEFINED 44300 0 0 ENCORE CAPITAL GROUP INC COMMON 292554102 207 15390 SH DEFINED 15390 0 0 ENCORE AQUISITION CO COMMON 29255W100 5898 157710 SH DEFINED 157710 0 0 ENDO PHARMACEUTICALS HOLDINGS INC COMMON 29264F205 17997 795287 SH DEFINED 795287 0 0 ENDO PHARMACEUTICALS HOLDINGS INC BOND 29264FAA4 17244 17800000 PRN DEFINED 0 0 0 ENERGEN CORP COMMON 29265N108 1371 31815 SH DEFINED 31815 0 0 ENERSIS SA ADR 29274F104 1526 82689 SH DEFINED 82689 0 0 ENERGYSOLUTIONS INC COMMON 292756202 213 23136 SH DEFINED 23136 0 0 ENERSYS COMMON 29275Y102 8979 405944 SH DEFINED 405944 0 0 ENGLOBAL CORP COMMON 293306106 44 10662 SH DEFINED 10662 0 0 ENTEGRIS INC COMMON 29362U104 752 151910 SH DEFINED 151910 0 0 ENTERGY CORP COMMON 29364G103 12209 152880 SH DEFINED 152880 0 0 ENTROPIC COMMUNICATIONS INC COMMON 29384R105 51 18532 SH DEFINED 18532 0 0 ENZON PHARMACEUTICALS INC BOND 293904AE8 34504 32900000 PRN DEFINED 0 0 0 EPICOR SOFTWARE CORP COMMON 29426L108 361 56618 SH DEFINED 56618 0 0 EQUIFAX INC COMMON 294429105 806 27647 SH DEFINED 27647 0 0 EQUINIX INC COMMON 29444U502 1263 13730 SH DEFINED 13730 0 0 EQUINIX INC BOND 29444UAH9 11273 8500000 PRN DEFINED 0 0 0 ERESEARCHTECHNOLOGY INC COMMON 29481V108 388 55429 SH DEFINED 55429 0 0 ERIE INDTY CO COMMON 29530P102 705 18815 SH DEFINED 18815 0 0 ESTERLINE CORP. COMMON 297425100 2680 68360 SH DEFINED 68360 0 0 EURONET WORLDWIDE INC BOND 298736AF6 8402 8950000 PRN DEFINED 0 0 0 EVERGREEN SOLAR INC BOND 30033RAC2 5720 14300000 PRN DEFINED 0 0 0 EXELON CORP COMMON 30161N101 19884 400720 SH DEFINED 400720 0 0 EXIDE TECHNOLOGIES COMMON 302051206 2942 369178 SH DEFINED 369178 0 0 EXIDE TECHNOLOGIES BOND 302051AL1 4170 6000000 PRN DEFINED 0 0 0 EXPEDIA INC COMMON 30212P105 5828 243347 SH DEFINED 243347 0 0 EXPEDITORS INTERNATIONAL OF WASHINGTON COMMON 302130109 12084 343798 SH DEFINED 343798 0 0 EXTERRAN HOLDINGS INC COMMON 30225X103 5754 242370 SH DEFINED 242370 0 0 EXTERRAN HOLDINGS INC BOND 30225XAA1 23854 19160000 PRN DEFINED 0 0 0 EXTREME NETWORKS COMMON 30226D106 166 59420 SH DEFINED 59420 0 0 EZCORP INC COMMON 302301106 215 15742 SH DEFINED 15742 0 0 FBL FINL GROUP INC COMMON 30239F106 383 19731 SH DEFINED 19731 0 0 FEI CO COMMON 30241L109 746 30278 SH DEFINED 30278 0 0 FEI CO BOND 30241LAF6 19377 18109000 PRN DEFINED 0 0 0 FNB CORP/PA COMMON 302520101 121 17036 SH DEFINED 17036 0 0 FPL GROUP INC COMMON 302571104 11827 214142 SH DEFINED 214142 0 0 FTI CONSULTING INC COMMON 302941109 715 16769 SH DEFINED 16769 0 0 FTI CONSULTING INC BOND 302941AB5 10978 7500000 PRN DEFINED 0 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 3444 51994 SH DEFINED 51994 0 0 FAIR ISAAC CORP COMMON 303250104 4546 211554 SH DEFINED 211554 0 0 FAIRCHILD SEMICONDUCTOR CORP COMMON 303726103 8707 851098 SH DEFINED 851098 0 0 FEDERAL REALTY INVESTMENT TRUST COMMON 313747206 2270 36995 SH DEFINED 36995 0 0 FEDERAL SIGNAL CORP. COMMON 313855108 456 63433 SH DEFINED 63433 0 0 FEDERATED INVESTORS INC. COMMON 314211103 6196 234950 SH DEFINED 234950 0 0 FEDEX CORP COMMON 31428X106 12592 167398 SH DEFINED 167398 0 0 FIDELITY NATIONAL TITLE INSURANCE CO. 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FULLER CO. 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COMMON 56418H100 69858 1231845 SH DEFINED 1231845 0 0 MANTECH INTL CORP COMMON 564563104 12557 266612 SH DEFINED 266612 0 0 MANULIFE FINANCIAL CORP COMMON 56501R106 1533 73200 SH DEFINED 73200 0 0 MARATHON OIL CORP COMMON 565849106 15980 500941 SH DEFINED 500941 0 0 MARCUS CORP COMMON 566330106 181 14152 SH DEFINED 14152 0 0 MARINEMAX INC COMMON 567908108 104 13303 SH DEFINED 13303 0 0 MARINER ENERGY INC COMMON 56845T305 12386 873507 SH DEFINED 873507 0 0 MARSHALL & ILSLEY CORP COMMON 571837103 11839 1466982 SH DEFINED 1466982 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 2432 107676 SH DEFINED 107676 0 0 MARTEN TRANS LTD COMMON 573075108 1417 83051 SH DEFINED 83051 0 0 MASCO CORP COMMON 574599106 4852 375572 SH DEFINED 375572 0 0 MASCO CORP BOND 574599BB1 19518 45391000 PRN DEFINED 0 0 0 MASSEY ENERGY CO COMMON 576206106 2456 88059 SH DEFINED 88059 0 0 MASTEC INC BOND 576323AG4 10935 10390000 PRN DEFINED 0 0 0 MASTERCARD INC COMMON 57636Q104 26095 129087 SH DEFINED 129087 0 0 MATRIX SERVICE COMMON 576853105 1042 95833 SH DEFINED 95833 0 0 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 11429 630050 SH DEFINED 630050 0 0 MAXYGEN CORP COMMON 577776107 241 36048 SH DEFINED 36048 0 0 MCAFEE INC COMMON 579064106 251 5727 SH DEFINED 5727 0 0 MCDERMOTT INTERNATIONAL INC COMMON 580037109 48569 1922000 SH DEFINED 1922000 0 0 MCDONALD'S CORP COMMON 580135101 1381 24205 SH DEFINED 24205 0 0 MCG CAPITAL CORP COMMON 58047P107 69 16487 SH DEFINED 16487 0 0 MCGRAW-HILL COMPANIES INC COMMON 580645109 13206 525281 SH DEFINED 525281 0 0 MCKESSON CORP COMMON 58155Q103 16376 274991 SH DEFINED 274991 0 0 MCMORAN EXPLORATION CO COMMON 582411104 3260 431851 SH DEFINED 431851 0 0 MEADOWBROOK INS. CO. COMMON 58319P108 354 47886 SH DEFINED 47886 0 0 MEDASSETS INC COMMON 584045108 348 15398 SH DEFINED 15398 0 0 MEDCATH CORP COMMON 58404W109 266 30323 SH DEFINED 30323 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 20125 363856 SH DEFINED 363856 0 0 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 486 84452 SH DEFINED 84452 0 0 THE MEDICINES COMPANY COMMON 584688105 1075 97607 SH DEFINED 97607 0 0 MEDTRONIC INC COMMON 585055106 13219 359209 SH DEFINED 359209 0 0 MEDTRONIC INC BOND 585055AM8 27946 28300000 PRN DEFINED 0 0 0 MENS WEARHOUSE INC COMMON 587118100 3817 154524 SH DEFINED 154524 0 0 MENTOR GRAPHICS GROUP COMMON 587200106 1723 185093 SH DEFINED 185093 0 0 MERCADOLIBRE INC COMMON 58733R102 727 18910 SH DEFINED 18910 0 0 MERCURY GENERAL CORP COMMON 589400100 232 6399 SH DEFINED 6399 0 0 MERITAGE CORP COMMON 59001A102 3514 173099 SH DEFINED 173099 0 0 MERIX CORP BOND 590049AB8 6950 12637000 PRN DEFINED 0 0 0 METALICO INC COMMON 591176102 64 15363 SH DEFINED 15363 0 0 METROPCS COMMUNICATIONS INC COMMON 591708102 2430 259589 SH DEFINED 259589 0 0 MICREL INC COMMON 594793101 756 92814 SH DEFINED 92814 0 0 MICROS SYS INC COMMON 594901100 7897 261571 SH DEFINED 261571 0 0 MICROSTRATEGY INC COMMON 594972408 1573 21992 SH DEFINED 21992 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 7235 273012 SH DEFINED 273012 0 0 MICROCHIP TECHNOLOGY INC BOND 595017AB0 2313 2500000 PRN DEFINED 0 0 0 MICRON TECHNOLOGY INC COMMON 595112103 5080 619476 SH DEFINED 619476 0 0 MICRON TECHNOLOGY INC BOND 595112AH6 18731 22500000 PRN DEFINED 0 0 0 MICROSEMI CORP COMMON 595137100 2825 178886 SH DEFINED 178886 0 0 MICRUS ENDOVASCULAR CORP COMMON 59518V102 176 13598 SH DEFINED 13598 0 0 MILLIPORE CORP COMMON 601073109 11495 163439 SH DEFINED 163439 0 0 MILLIPORE CORP BOND 601073AD1 10400 10000000 PRN DEFINED 0 0 0 MINEFINDERS CORP BOND 602900AB8 11992 11800000 PRN DEFINED 0 0 0 MINERALS TECHNOLOGIES INC COMMON 603158106 262 5500 SH DEFINED 5500 0 0 MIRANT CORP COMMON 60467R100 1595 97107 SH DEFINED 97107 0 0 MOHAWK INDUSTRIES INC COMMON 608190104 3768 79017 SH DEFINED 79017 0 0 MOLEX INC COMMON 608554101 3553 170148 SH DEFINED 170148 0 0 MOLINA HEALTHCARE INC COMMON 60855R100 245 11846 SH DEFINED 11846 0 0 MOLINA HEALTHCARE INC BOND 60855RAA8 7503 9095000 PRN DEFINED 0 0 0 MONOLITHIC POWER SYSTEMS INC COMMON 609839105 753 32117 SH DEFINED 32117 0 0 MOODY'S CORP COMMON 615369105 2824 138034 SH DEFINED 138034 0 0 MOSAIC CO/THE COMMON 61945A107 11766 244762 SH DEFINED 244762 0 0 MUELLER INDS INC COMMON 624756102 1406 58907 SH DEFINED 58907 0 0 MULTI FINELINE ELECTRONIX IN COMMON 62541B101 959 33415 SH DEFINED 33415 0 0 MURPHY OIL CORP COMMON 626717102 15045 261327 SH DEFINED 261327 0 0 MYERS INDS INC COMMON 628464109 393 36528 SH DEFINED 36528 0 0 MYLAN INC COMMON 628530107 10771 672763 SH DEFINED 672763 0 0 MYRIAD GENETICS INC COMMON 62855J104 24076 878353 SH DEFINED 878353 0 0 MYRIAD PHARMACEUTICALS INC COMMON 62856H107 323 55155 SH DEFINED 55155 0 0 NIC INC COMMON 62914B100 684 76981 SH DEFINED 76981 0 0 NRG ENERGY INC COMMON 629377508 7115 252393 SH DEFINED 252393 0 0 NVE CORP COMMON 629445206 322 6053 SH DEFINED 6053 0 0 NYSE EURONEXT COMMON 629491101 6001 207714 SH DEFINED 207714 0 0 NACCO INDS INC COMMON 629579103 1351 22486 SH DEFINED 22486 0 0 NASDAQ OMX GROUP INC COMMON 631103108 6438 305839 SH DEFINED 305839 0 0 NATIONAL OILWELL VARCO INC COMMON 637071101 824 19116 SH DEFINED 19116 0 0 NATIONAL PENN BANCSHARES INC COMMON 637138108 256 41952 SH DEFINED 41952 0 0 NATIONAL RETAIL PROPERTIES INC BOND 637417AC0 10586 10010000 PRN DEFINED 0 0 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 395 27693 SH DEFINED 27693 0 0 NATIONWIDE HEALTH PROPERTIES INC COMMON 638620104 4109 132596 SH DEFINED 132596 0 0 NATUS MEDICAL INC DEL COMMON 639050103 457 29625 SH DEFINED 29625 0 0 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 12790 341787 SH DEFINED 341787 0 0 NAVIGANT CONSULTING INC COMMON 63935N107 614 45445 SH DEFINED 45445 0 0 NET1 UEPS TECHNOLOGIES COMMON 64107N206 3462 165177 SH DEFINED 165177 0 0 NET SERVICOS DE COMUNICACAO SA COMMON 64109T201 249 21619 SH DEFINED 21619 0 0 NETAPP INC COMMON 64110D104 41325 1548909 SH DEFINED 1548909 0 0 NETGEAR INC. 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