-----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, MpKJV+Y5vR8McgFxcVF9XVKuJ1hJYb0heAdNoZXIrFZgnAclPrt+Si3eSfd9i7gn RcRrEF7lSZ7S8IQ6fPivbA== 0000019617-11-000154.txt : 20110218 0000019617-11-000154.hdr.sgml : 20110218 20110218140826 ACCESSION NUMBER: 0000019617-11-000154 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20110218 DATE AS OF CHANGE: 20110218 EFFECTIVENESS DATE: 20110218 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04134 FILM NUMBER: 11623924 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/A 1 hcmny13f20090331v2.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: MARCH 31, 2009 CHECK HERE IF AMENDMENT {X}; AMENDMENT NUMBER: 2 THIS AMENDMENT (CHECK ONLY ONE); {X} 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 FEBRUARY 18, 2011 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 : 1,146 FORM 13F INFORMATION TABLE VALUE TOTAL (X$1000): 8,053,448 LIST OF OTHER INCLUDED MANAGERS NO. 13F FILE# NAME FORM 13F INFORMATION TABLE MARCH 31 2009 PAGE 1 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 AAR CORP COMMON 000361105 319 25454 SH DEFINED 25454 0 0 ADC TELECOMMUNICATIONS INC BOND 000886AE1 14416 30510000 PRN DEFINED 0 0 0 ADC TELECOMMUNICATIONS INC BOND 000886AF8 3133 7000000 PRN DEFINED 0 0 0 ABM INDS INC COMMON 000957100 555 33845 SH DEFINED 33845 0 0 AFLAC INC COMMON 001055102 12054 622645 SH DEFINED 622645 0 0 AGCO CORP COMMON 001084102 15925 812488 SH DEFINED 812488 0 0 AGCO CORP BOND 001084AM4 1668 2180000 PRN DEFINED 0 0 0 AGL RESOURCES INC COMMON 001204106 1102 41538 SH DEFINED 41538 0 0 AES CORP COMMON 00130H105 10254 1764912 SH DEFINED 1764912 0 0 AK STEEL HOLDINGS COMMON 001547108 1678 235649 SH DEFINED 235649 0 0 AMB PROPERTY CORP COMMON 00163T109 1156 80260 SH DEFINED 80260 0 0 AMERICAN AIRLINES COMMON 001765106 50 15780 SH DEFINED 15780 0 0 AP PHARMA, INC COMMON 00202J203 538 997037 SH DEFINED 997037 0 0 AT&T INC COMMON 00206R102 9264 367601 SH DEFINED 367601 0 0 ASM INTERNATIONAL NV BOND 00207DAG7 6975 10000000 PRN DEFINED 0 0 0 ATC TECHNOLOGY CORP COMMON 00211W104 183 16314 SH DEFINED 16314 0 0 AARONS INC COMMON 002535201 3686 138259 SH DEFINED 138259 0 0 ABBOTT LABORATORIES COMMON 002824100 21899 459093 SH DEFINED 459093 0 0 ABERCROMBIE & FITCH CO COMMON 002896207 7701 323576 SH DEFINED 323576 0 0 ACADIA REALTY TRUST BOND 004239AB5 884 1215000 PRN DEFINED 0 0 0 ACORDA THERAPEUTICS INC COMMON 00484M106 836 42217 SH DEFINED 42217 0 0 ACTIVISION BLIZZARD INC COMMON 00507V109 11508 1100170 SH DEFINED 1100170 0 0 ACTUANT CORP BOND 00508XAB0 4219 5000000 PRN DEFINED 0 0 0 ACUITY BRANDS INC COMMON 00508Y102 363 16119 SH DEFINED 16119 0 0 ACXIOM CORP COMMON 005125109 554 74898 SH DEFINED 74898 0 0 ADVANCE AUTO PARTS COMMON 00751Y106 27115 660051 SH DEFINED 660051 0 0 ADVENTRX PHARMACEUTICALS INC COMMON 00764X103 226 1292200 SH DEFINED 1292200 0 0 AEROPOSTALE INC. 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COMMON 023436108 375 13656 SH DEFINED 13656 0 0 AMEREN CORP COMMON 023608102 12468 537648 SH DEFINED 537648 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 5444 817390 SH DEFINED 817390 0 0 AMERICAN ECOLOGY CORP COMMON 025533407 249 17841 SH DEFINED 17841 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 12267 485641 SH DEFINED 485641 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 8569 700067 SH DEFINED 700067 0 0 AMERICAN EQUITY INVESTMENT LIFE HOL COMMON 025676206 52 12395 SH DEFINED 12395 0 0 AMERICAN EQUITY INVESTMENT LIFE HOL BOND 025676AE7 3844 6200000 PRN DEFINED 0 0 0 AMERICAN FINANCIAL GROUP INC/OH COMMON 025932104 4481 279218 SH DEFINED 279218 0 0 AMERICAN INTERNATIONAL GROUP INC PREF CONV 026874115 4347 805000 SH DEFINED 805000 0 0 AMERICAN ITALIAN PASTA CO COMMON 027070101 299 8579 SH DEFINED 8579 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS I COMMON 02744M108 476 42657 SH DEFINED 42657 0 0 AMERICAN MEDICAL SYSTEMS HOLDINGS I BOND 02744MAA6 28382 34507000 PRN DEFINED 0 0 0 AMERICAN ORIENTAL BIOENGINEERING IN COMMON 028731107 199 51580 SH DEFINED 51580 0 0 AMERICREDIT CORP BOND 03060RAP6 6976 15854000 PRN DEFINED 0 0 0 AMERIGROUP CORP BOND 03073TAB8 18356 20510000 PRN DEFINED 0 0 0 AMERIPRISE FINANCIAL INC COMMON 03076C106 1933 94360 SH DEFINED 94360 0 0 AMGEN INC COMMON 031162100 24041 485478 SH DEFINED 485478 0 0 AMGEN INC BOND 031162AN0 22723 24400000 PRN DEFINED 0 0 0 AMGEN INC BOND 031162AQ3 28210 31000000 PRN DEFINED 0 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 1497 556394 SH DEFINED 556394 0 0 AMPHENOL CORP. -CL. A COMMON 032095101 1657 58152 SH DEFINED 58152 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 484 41172 SH DEFINED 41172 0 0 AMYLIN PHARMACEUTICALS INC BOND 032346AE8 7740 12900000 PRN DEFINED 0 0 0 AMYLIN PHARMACEUTICALS INC BOND 032346AF5 3988 6647000 PRN DEFINED 0 0 0 AMTRUST FINANCIAL SERVICES INC COMMON 032359309 349 36514 SH DEFINED 36514 0 0 THE ANDERSONS, INC. 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COMMON 12561E105 327 38981 SH DEFINED 38981 0 0 CMS ENERGY CORP COMMON 125896100 9071 766091 SH DEFINED 766091 0 0 CMS ENERGY CORP BOND 125896AW0 24429 23405000 PRN DEFINED 0 0 0 CMS ENERGY CORP BOND 125896AY6 17056 14500000 PRN DEFINED 0 0 0 CNA FINANCIAL CORP COMMON 126117100 2110 230383 SH DEFINED 230383 0 0 CSG SYSTEMS INTERNATIONAL INC BOND 126349AB5 14570 16394000 PRN DEFINED 0 0 0 CSX CORP COMMON 126408103 7451 288233 SH DEFINED 288233 0 0 CTC MEDIA INC COMMON 12642X106 86 18905 SH DEFINED 18905 0 0 CVB FINL CORP COMMON 126600105 139 20910 SH DEFINED 20910 0 0 CA INC COMMON 12673P105 2934 166612 SH DEFINED 166612 0 0 CABLEVISION SYSTEMS CORP COMMON 12686C109 1779 137454 SH DEFINED 137454 0 0 CABOT OIL & GAS CORP COMMON 127097103 8507 360908 SH DEFINED 360908 0 0 CACI INTERNATIONAL INC COMMON 127190304 1669 45743 SH DEFINED 45743 0 0 CACI INTERNATIONAL INC BOND 127190AD8 26801 31300000 PRN DEFINED 0 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2607 620680 SH DEFINED 620680 0 0 CADENCE DESIGN SYSTEMS INC BOND 127387AF5 1035 1800000 PRN DEFINED 0 0 0 HELIX ENERGY SOLUTIONS GROUP INC BOND 127914AB5 16969 36200000 PRN DEFINED 0 0 0 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 246 18831 SH DEFINED 18831 0 0 CAMERON INTERNATIONAL CORP COMMON 13342B105 12416 566167 SH DEFINED 566167 0 0 CAMPBELL SOUP CO COMMON 134429109 524 19140 SH DEFINED 19140 0 0 CARBO CERAMICS INC COMMON 140781105 651 22885 SH DEFINED 22885 0 0 CARDINAL HEALTH INC COMMON 14149Y108 508 16149 SH DEFINED 16149 0 0 CAREER EDUCATION CORP COMMON 141665109 2835 118336 SH DEFINED 118336 0 0 CARNIVAL CORP BOND 143658AV4 1018 1576000 PRN DEFINED 0 0 0 CARTER'S INC COMMON 146229109 7075 376156 SH DEFINED 376156 0 0 CASH AMER INTL INC COMMON 14754D100 556 35522 SH DEFINED 35522 0 0 CELL GENESYS INC BOND 150921AB0 3634 9000000 PRN DEFINED 0 0 0 CELL THERAPEUTICS INC BOND 150934AK3 770 3500000 PRN DEFINED 0 0 0 APPLERA CORP - 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COMMON 224399105 1448 85755 SH DEFINED 85755 0 0 CRAWFORD & CO COMMON 224633107 72 10698 SH DEFINED 10698 0 0 CRAY INC COMMON 225223304 1120 320029 SH DEFINED 320029 0 0 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 22168 1086119 SH DEFINED 1086119 0 0 CROWN HOLDINGS INC COMMON 228368106 6178 271794 SH DEFINED 271794 0 0 CUBIST PHARMACEUTICALS INC COMMON 229678107 430 26292 SH DEFINED 26292 0 0 CUBIST PHARMACEUTICALS INC BOND 229678AC1 32447 40750000 PRN DEFINED 0 0 0 CURAGEN CORP COMMON 23126R101 1134 1259716 SH DEFINED 1259716 0 0 CURTISS WRIGHT CORP COMMON 231561101 1796 64015 SH DEFINED 64015 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 3019 445978 SH DEFINED 445978 0 0 CYTEC INDUSTRIES INC COMMON 232820100 2122 141308 SH DEFINED 141308 0 0 CYTRX CORP COMMON 232828301 21 60919 SH DEFINED 60919 0 0 DPL INC COMMON 233293109 7050 312779 SH DEFINED 312779 0 0 D R HORTON INC COMMON 23331A109 5461 562986 SH DEFINED 562986 0 0 DST SYSTEMS INC COMMON 233326107 9054 261521 SH DEFINED 261521 0 0 DST SYSTEMS INC BOND 233326AD9 2629 3000000 PRN DEFINED 0 0 0 DTE ENERGY CO COMMON 233331107 7835 282869 SH DEFINED 282869 0 0 DAKTRONICS INC COMMON 234264109 81 12418 SH DEFINED 12418 0 0 DANAHER CORP COMMON 235851102 597 11002 SH DEFINED 11002 0 0 DARDEN RESTAURANTS INC COMMON 237194105 1381 40317 SH DEFINED 40317 0 0 DEALERTRACK HOKDINGS INC. COMMON 242309102 148 11311 SH DEFINED 11311 0 0 DEAN FOODS CO COMMON 242370104 13632 753998 SH DEFINED 753998 0 0 DECODE GENETICS INC BOND 243586AB0 270 9000000 PRN DEFINED 0 0 0 DEL MONTE FOODS CO COMMON 24522P103 5562 762982 SH DEFINED 762982 0 0 DEVELOPERS DIVERSIFIED REALTY CORP BOND 251591AQ6 6885 13500000 PRN DEFINED 0 0 0 DEVELOPERS DIVERSIFIED REALTY CORP BOND 251591AS2 6557 13950000 PRN DEFINED 0 0 0 DEVON ENERGY CORP COMMON 25179M103 13431 300548 SH DEFINED 300548 0 0 DEXCOM INC COMMON 252131107 104 25162 SH DEFINED 25162 0 0 DIEBOLD INC COMMON 253651103 3387 158629 SH DEFINED 158629 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 235 25090 SH DEFINED 25090 0 0 DILLARD'S INC COMMON 254067101 214 37568 SH DEFINED 37568 0 0 DIRECTV GROUP INC/THE COMMON 25459L106 17005 746171 SH DEFINED 746171 0 0 DISCOVER FINANCIAL SERVICES COMMON 254709108 2116 335357 SH DEFINED 335357 0 0 DISH NETWORK CORP COMMON 25470M109 22949 2065643 SH DEFINED 2065643 0 0 DOLBY LABORATORIES INC COMMON 25659T107 903 26482 SH DEFINED 26482 0 0 DOLLAR TREE INC COMMON 256746108 22002 493873 SH DEFINED 493873 0 0 DOMINION RESOURCES INC COMMON 25746U109 7801 251714 SH DEFINED 251714 0 0 DOMINO'S PIZZA INC COMMON 25754A201 262 39984 SH DEFINED 39984 0 0 RR DONNELLEY & SONS CO COMMON 257867101 5916 807103 SH DEFINED 807103 0 0 DOVER CORP COMMON 260003108 14266 540807 SH DEFINED 540807 0 0 DOW CHEMICAL CO COMMON 260543103 5202 617115 SH DEFINED 617115 0 0 DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 8528 504340 SH DEFINED 504340 0 0 DREAMWORKS ANIMATION SKG INC COMMON 26153C103 25818 1193084 SH DEFINED 1193084 0 0 DRESS BARN INC BOND 261570AB1 9875 7900000 PRN DEFINED 0 0 0 DRESSER-RAND GROUP INC. COMMON 261608103 2190 99113 SH DEFINED 99113 0 0 E I DU PONT DE NEMOURS AND CO COMMON 263534109 14443 646806 SH DEFINED 646806 0 0 DUKE ENERGY CORP COMMON 26441C105 3960 276519 SH DEFINED 276519 0 0 DYCOM INDUSTRIES INC COMMON 267475101 61 10513 SH DEFINED 10513 0 0 DYNCORP INTERNATIONAL INC COMMON 26817C101 287 21546 SH DEFINED 21546 0 0 EMC CORP/MASSACHUSETTS OPTION 268648102 13110 1150000 SH P DEFINED 1150000 0 0 EMC CORP/MASSACHUSETTS COMMON 268648102 6647 583035 SH DEFINED 583035 0 0 EMC CORP/MASSACHUSETTS BOND 268648AK8 8521 8500000 PRN DEFINED 0 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 8144 308494 SH DEFINED 308494 0 0 EOG RESOURCES INC COMMON 26875P101 6904 126072 SH DEFINED 126072 0 0 EPIX PHARMACEUTICALS INC COMMON 26881Q309 129 223900 SH DEFINED 223900 0 0 EPIX PHARMACEUTICALS INC BOND 26881QAB7 4192 13099000 PRN DEFINED 0 0 0 E TRADE FINANCIAL CORP COMMON 269246104 124 100000 SH DEFINED 100000 0 0 EXCO RESOURCES INC COMMON 269279402 5509 550930 SH DEFINED 550930 0 0 EARTHLINK INC COMMON 270321102 470 71533 SH DEFINED 71533 0 0 EARTHLINK INC BOND 270321AA0 29536 31050000 PRN DEFINED 0 0 0 EASTMAN CHEMICAL CO COMMON 277432100 11262 420222 SH DEFINED 420222 0 0 EASTMAN KODAK CO COMMON 277461109 338 89018 SH DEFINED 89018 0 0 EASTMAN KODAK CO BOND 277461BE8 23862 30990000 PRN DEFINED 0 0 0 EATON VANCE SENIOR INCOME COMMON 27826S103 39 11100 SH DEFINED 11100 0 0 ECOLAB INC COMMON 278865100 14101 406026 SH DEFINED 406026 0 0 EHEALTH INC COMMON 28238P109 486 30362 SH DEFINED 30362 0 0 EL PASO CORP COMMON 28336L109 6292 1006664 SH DEFINED 1006664 0 0 EL PASO ELECTRIC CO COMMON 283677854 230 16319 SH DEFINED 16319 0 0 ELECTRONIC ARTS INC COMMON 285512109 593 32626 SH DEFINED 32626 0 0 EMCORE CORP COMMON 290846104 36 47829 SH DEFINED 47829 0 0 EMCOR GROUP INC COMMON 29084Q100 7460 434493 SH DEFINED 434493 0 0 EDISON BROTHERS STORES INC. COMMON 29089Q105 647 47900 SH DEFINED 47900 0 0 EMERGENCY MEDICAL SERVICES COMMON 29100P102 368 11730 SH DEFINED 11730 0 0 EMPIRE RESORTS INC BOND 292052AB3 1524 5080000 PRN DEFINED 0 0 0 EMPLOYERS HOLDINGS INC COMMON 292218104 1144 119951 SH DEFINED 119951 0 0 ENDEAVOUR INTERNATIONAL CORP COMMON 29259G101 273 313430 SH DEFINED 313430 0 0 ENDO PHARMACEUTICALS HOLDINGS INC COMMON 29264F205 12030 680425 SH DEFINED 680425 0 0 ENDO PHARMACEUTICALS HOLDINGS INC BOND 29264FAA4 48592 62800000 PRN DEFINED 0 0 0 ENERGY CONVERSION DEVICES INC COMMON 292659109 4553 343111 SH DEFINED 343111 0 0 ENERGY CONVERSION DEVICES INC BOND 292659AA7 2010 3820000 PRN DEFINED 0 0 0 ENERGEN CORP COMMON 29265N108 7541 258888 SH DEFINED 258888 0 0 ENERSYS COMMON 29275Y102 287 23720 SH DEFINED 23720 0 0 ENERSYS BOND 29275YAA0 1920 3000000 PRN DEFINED 0 0 0 ENERNOC INC COMMON 292764107 239 16440 SH DEFINED 16440 0 0 ENPRO INDUSTRIES INC COMMON 29355X107 258 15100 SH DEFINED 15100 0 0 ENTERGY CORP COMMON 29364G103 2547 37407 SH DEFINED 37407 0 0 ENZON PHARMACEUTICALS INC BOND 293904AE8 9517 12300000 PRN DEFINED 0 0 0 EPICOR SOFTWARE CORP BOND 29426LAA6 10083 18500000 PRN DEFINED 0 0 0 EQUIFAX INC COMMON 294429105 9563 391118 SH DEFINED 391118 0 0 EQUINIX INC BOND 29444UAG1 10633 14950000 PRN DEFINED 0 0 0 EQUITY RESIDENTIAL COMMON 29476L107 317 17289 SH DEFINED 17289 0 0 ERIE INDTY CO COMMON 29530P102 1613 47189 SH DEFINED 47189 0 0 ESSEX PROPERTY TRUST INC COMMON 297178105 716 12488 SH DEFINED 12488 0 0 ESTERLINE CORP. COMMON 297425100 1590 78760 SH DEFINED 78760 0 0 EVERGREEN ENERGY INC COMMON 30024B104 1502 1078684 SH DEFINED 1078684 0 0 EVERGREEN SOLAR INC BOND 30033RAC2 6523 21300000 PRN DEFINED 0 0 0 EXELON CORP COMMON 30161N101 23765 523581 SH DEFINED 523581 0 0 EXIDE TECHNOLOGIES BOND 302051AL1 4094 14000000 PRN DEFINED 0 0 0 EXPEDIA INC COMMON 30212P105 10443 1150092 SH DEFINED 1150092 0 0 EXPRESS SCRIPTS INC COMMON 302182100 15156 328267 SH DEFINED 328267 0 0 EXTERRAN HOLDINGS INC COMMON 30225X103 5479 342034 SH DEFINED 342034 0 0 FEI COMPANY COMMON 30241L109 166 10759 SH DEFINED 10759 0 0 FLIR SYSTEMS INC COMMON 302445101 3554 173543 SH DEFINED 173543 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 9987 318350 SH DEFINED 318350 0 0 FTI CONSULTING COMMON 302941109 4432 89581 SH DEFINED 89581 0 0 FACET BIOTECH CORP COMMON 30303Q103 258 27147 SH DEFINED 27147 0 0 FAIR ISAAC CORP COMMON 303250104 411 29190 SH DEFINED 29190 0 0 FAIRCHILD SEMICONDUCTOR CORP COMMON 303726103 252 67488 SH DEFINED 67488 0 0 FEDERATED INVESTORS INC. COMMON 314211103 3249 145942 SH DEFINED 145942 0 0 FEDEX CORP COMMON 31428X106 1070 24051 SH DEFINED 24051 0 0 F5 NETWORKS COMMON 315616102 12968 619004 SH DEFINED 619004 0 0 FIDELITY NATIONAL INFORMATION SERVI COMMON 31620M106 7276 399753 SH DEFINED 399753 0 0 FIDEL NATL FINL COMMON 31620R105 70895 3633769 SH DEFINED 3633769 0 0 FIRST BANCORP P R COMMON 318672102 64 15067 SH DEFINED 15067 0 0 FIRST CITIZENS BANCSHARES INC/NC COMMON 31946M103 884 6704 SH DEFINED 6704 0 0 FIRST HORIZON NATIONAL CORP COMMON 320517105 5436 506135 SH DEFINED 506135 0 0 FIRST MERCURY FINANCIAL CORP COMMON 320841109 305 21094 SH DEFINED 21094 0 0 FIRST NIAGARA FINL GROUP INC COMMON 33582V108 1298 119157 SH DEFINED 119157 0 0 FIRST TRUST/FOUR CRNS SR FLT COMMON 33733Q107 225 29200 SH DEFINED 29200 0 0 FISERV INC COMMON 337738108 1383 37925 SH DEFINED 37925 0 0 FIRSTMERIT CORP COMMON 337915102 3550 195039 SH DEFINED 195039 0 0 FIRSTENERGY CORP COMMON 337932107 21032 544876 SH DEFINED 544876 0 0 FIVE STAR QUALITY CARE INC BOND 33832DAB2 1602 4300000 PRN DEFINED 0 0 0 FLEXTRONICS INTERNATIONAL LTD BOND 33938EAL1 3423 3731000 PRN DEFINED 0 0 0 FLOTEK INDUSTRIES INC COMMON 343389102 195 123962 SH DEFINED 123962 0 0 FLOTEK INDUSTRIES INC BOND 343389AA0 1814 7500000 PRN DEFINED 0 0 0 FLUOR CORP COMMON 343412102 10951 316967 SH DEFINED 316967 0 0 FLOWSERVE CORPORATION COMMON 34354P105 19319 344238 SH DEFINED 344238 0 0 FOOTLOCKER COMMON 344849104 11571 1104122 SH DEFINED 1104122 0 0 FORCE PROTECTION INC COMMON 345203202 264 55002 SH DEFINED 55002 0 0 FORD MOTOR CO BOND 345370CF5 40517 116177000 PRN DEFINED 0 0 0 FOREST CITY ENTERPRISES INC COMMON 345550107 66 18404 SH DEFINED 18404 0 0 FOREST LABORATORIES INC COMMON 345838106 22772 1036989 SH DEFINED 1036989 0 0 FOREST OIL CORP COMMON 346091705 3802 289148 SH DEFINED 289148 0 0 FORESTAR GROUP INC COMMON 346233109 2620 342512 SH DEFINED 342512 0 0 FORTRESS INVESTMENT GROUP LLC COMMON 34958B106 80 31951 SH DEFINED 31951 0 0 FOUNDATION COAL HOLDINGS INC. COMMON 35039W100 523 36440 SH DEFINED 36440 0 0 FRANKLIN UNIVERSAL TRUST COMMON 355145103 187 49100 SH DEFINED 49100 0 0 FREDS INC COMMON 356108100 289 25621 SH DEFINED 25621 0 0 FREEPORT-MCMORAN COPPER & GOLD INC COMMON 35671D857 20963 550069 SH DEFINED 550069 0 0 FRONTIER OIL CORP COMMON 35914P105 5662 442683 SH DEFINED 442683 0 0 GFI GROUP INC COMMON 361652209 51 15959 SH DEFINED 15959 0 0 GHL ACQUISITION CORP COMMON 36172H108 14055 1500000 SH DEFINED 1500000 0 0 GHL ACQUISITION CORP WARRANT 36172H116 360 2000000 SH DEFINED 2000000 0 0 GSI GROUP INC COMMON 36229U102 1259 1325136 SH DEFINED 1325136 0 0 GSI COMMERCE INC COMMON 36238G102 196 14984 SH DEFINED 14984 0 0 GSI COMMERCE INC BOND 36238GAD4 8127 13863000 PRN DEFINED 0 0 0 GAMESTOP CORP COMMON 36467W109 2761 98544 SH DEFINED 98544 0 0 GANNETT CO INC COMMON 364730101 1583 719547 SH DEFINED 719547 0 0 GAP INC/THE COMMON 364760108 4453 342821 SH DEFINED 342821 0 0 GARDNER DENVER MACHINERY COMMON 365558105 1958 90052 SH DEFINED 90052 0 0 GARTNER INC COMMON 366651107 1960 178012 SH DEFINED 178012 0 0 GEN-PROBE INC COMMON 36866T103 494 10849 SH DEFINED 10849 0 0 GENCORP INC BOND 368682AL4 720 2000000 PRN DEFINED 0 0 0 GENERAL CABLE CORP COMMON 369300108 236 11900 SH DEFINED 11900 0 0 GENERAL DYNAMICS CORP COMMON 369550108 25300 608320 SH DEFINED 608320 0 0 GENERAL MILLS INC COMMON 370334104 24966 500528 SH DEFINED 500528 0 0 GENERAL MOTORS CORP COMMON 370442105 61 31478 SH DEFINED 31478 0 0 GENERAL MOTORS CORP PREF CONV 370442717 4943 1945965 SH DEFINED 1945965 0 0 GENERAL MOTORS CORP PREF CONV 370442733 945 372100 SH DEFINED 372100 0 0 GENEREX BIOTECHNOLOGY CORP COMMON 371485103 231 797748 SH DEFINED 797748 0 0 GENESCO INC BOND 371532AN2 8098 7900000 PRN DEFINED 0 0 0 GENTEX CORP COMMON 371901109 10990 1103399 SH DEFINED 1103399 0 0 GENTIVA HEALTH SERVICES COMMON 37247A102 351 23073 SH DEFINED 23073 0 0 GENZYME CORP COMMON 372917104 23234 391211 SH DEFINED 391211 0 0 GERON CORP. COMMON 374163103 84 18888 SH DEFINED 18888 0 0 GILEAD SCIENCES INC COMMON 375558103 24468 528242 SH DEFINED 528242 0 0 GILEAD SCIENCES INC BOND 375558AG8 25671 20414000 PRN DEFINED 0 0 0 GILEAD SCIENCES INC BOND 375558AH6 57600 45000000 PRN DEFINED 0 0 0 GLATFELTER COMMON 377316104 135 21575 SH DEFINED 21575 0 0 GLOBAL CASH ACCESS HOLDINGS INC COMMON 378967103 64 16768 SH DEFINED 16768 0 0 GLOBALSTAR INC COMMON 378973408 252 720038 SH DEFINED 720038 0 0 GLOBAL BRANDS ACQUISITION CORP WARRANT 378982110 30 1000000 SH DEFINED 1000000 0 0 GLOBAL CONSUMER ACQUISITION CORP WARRANT 378983118 168 1200000 SH DEFINED 1200000 0 0 GLOBAL INDUSTRIES LTD BOND 379336AE0 6351 19100000 PRN DEFINED 0 0 0 GLOBAL PMTS INC COMMON 37940X102 8478 253743 SH DEFINED 253743 0 0 GMX RESOURCES INC COMMON 38011M108 366 56358 SH DEFINED 56358 0 0 GOLDEN POND HEALTHCARE INC WARRANT 38116J117 30 1000000 SH DEFINED 1000000 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 77490 730900 SH DEFINED 730900 0 0 GOODRICH CORP COMMON 382388106 3265 86163 SH DEFINED 86163 0 0 GOOGLE INC COMMON 38259P508 11466 32944 SH DEFINED 32944 0 0 GRAN TIERRA ENERGY INC COMMON 38500T101 54 21483 SH DEFINED 21483 0 0 GRANITE CONSTR INC COMMON 387328107 1553 41437 SH DEFINED 41437 0 0 GREAT ATLANTIC & PACIFIC TEA CO INC BOND 390064AK9 15593 30500000 PRN DEFINED 0 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 8293 615657 SH DEFINED 615657 0 0 GREATBATCH INC BOND 39153LAB2 19624 25949000 PRN DEFINED 0 0 0 GREENHILL & CO INC COMMON 395259104 254 3444 SH DEFINED 3444 0 0 GROUP 1 AUTOMOTIVE, INC BOND 398905AE9 175 338000 PRN DEFINED 0 0 0 GULFMARK OFFSHORE INC COMMON 402629109 317 13294 SH DEFINED 13294 0 0 HCP INC COMMON 40414L109 6702 375442 SH DEFINED 375442 0 0 HSN INC COMMON 404303109 6729 1309168 SH DEFINED 1309168 0 0 HALLIBURTON CO COMMON 406216101 6631 428614 SH DEFINED 428614 0 0 JOHN HANCOCK PATRIOT PREMIUM DIV FU COMMON 41013T105 192 30317 SH DEFINED 30317 0 0 HANOVER INSURANCE GROUP INC. COMMON 410867105 6713 232919 SH DEFINED 232919 0 0 HANSEN NATURAL CORP COMMON 411310105 18406 511289 SH DEFINED 511289 0 0 HARLEYSVILLE GROUP INC COMMON 412824104 290 9131 SH DEFINED 9131 0 0 HARRIS CORP. 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HUNT TRANSPORTATION SVCS COMMON 445658107 565 23432 SH DEFINED 23432 0 0 HUNTSMAN CORP COMMON 447011107 918 293184 SH DEFINED 293184 0 0 HURON CONSULTING GROUP INC COMMON 447462102 712 16788 SH DEFINED 16788 0 0 HUTCHINSON TECHNOLOGY INC BOND 448407AF3 8434 33074000 PRN DEFINED 0 0 0 HYTHIAM INC COMMON 44919F104 9 28713 SH DEFINED 28713 0 0 IAC/INTERACTIVECORP COMMON 44919P508 24658 1619020 SH DEFINED 1619020 0 0 IMS HEALTH INC COMMON 449934108 8653 693907 SH DEFINED 693907 0 0 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 316 2600 SH DEFINED 2600 0 0 ITT CORP COMMON 450911102 12243 318255 SH DEFINED 318255 0 0 ICONIX BRAND GROUP INC BOND 451055AB3 1159 1790000 PRN DEFINED 0 0 0 IDACORP INC COMMON 451107106 446 19113 SH DEFINED 19113 0 0 IDEATION ACQUISITION CORP WARRANT 451665111 50 500000 SH DEFINED 500000 0 0 ILLUMINA INC COMMON 452327109 1596 42870 SH DEFINED 42870 0 0 ILLUMINA INC BOND 452327AB5 37551 21737000 PRN DEFINED 0 0 0 IMMUNOGEN INC COMMON 45253H101 219 30882 SH DEFINED 30882 0 0 INCYTE CORP BOND 45337CAE2 8947 18075000 PRN DEFINED 0 0 0 INFORMATICA CORP COMMON 45666Q102 3796 286307 SH DEFINED 286307 0 0 INFORMATION SERVICES GROUP, INC. WARRANT 45675Y112 69 1149058 SH DEFINED 1149058 0 0 INLAND REAL ESTATE CORP BOND 457461AB7 4436 6500000 PRN DEFINED 0 0 0 INSITUFORM TECHNOLOGIES INC COMMON 457667103 14436 923049 SH DEFINED 923049 0 0 INTEGRA LIFESCIENCES HOLDINGS CORP OPTION 457985208 324 13100 SH P DEFINED 13100 0 0 INTEGRATED DEVICE TECHNOLOGIES COMMON 458118106 2169 476690 SH DEFINED 476690 0 0 INTEL CORP COMMON 458140100 1391 92530 SH DEFINED 92530 0 0 INTERDIGITAL INC COMMON 45867G101 7262 281271 SH DEFINED 281271 0 0 INTERLINE BRANDS COMMON 458743101 99 11686 SH DEFINED 11686 0 0 INTERNATIONAL BANCSHARES CORP COMMON 459044103 1962 251572 SH DEFINED 251572 0 0 INTERNATIONAL BUSINESS MACHINES COR COMMON 459200101 6481 66890 SH DEFINED 66890 0 0 INTERNATIONAL COAL GROUP INC OPTION 45928H106 23 14300 SH P DEFINED 14300 0 0 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 4658 505176 SH DEFINED 505176 0 0 INTERNATIONAL GAME TECHNOLOGY BOND 459902AP7 484 500000 PRN DEFINED 0 0 0 INTERNATIONAL PAPER CO COMMON 460146103 548 77869 SH DEFINED 77869 0 0 INTERNATIONAL RECTIFIER CORP COMMON 460254105 152 11255 SH DEFINED 11255 0 0 INTERPUBLIC GROUP OF COS INC COMMON 460690100 9422 2286944 SH DEFINED 2286944 0 0 INTERPUBLIC GROUP OF COS INC BOND 460690BE9 5636 8381000 PRN DEFINED 0 0 0 INTERSIL CORP COMMON 46069S109 1164 101199 SH DEFINED 101199 0 0 INVACARE CORP COMMON 461203101 561 35028 SH DEFINED 35028 0 0 INVACARE CORP BOND 461203AD3 8069 9900000 PRN DEFINED 0 0 0 INVENTIV HEALTH INC COMMON 46122E105 161 19728 SH DEFINED 19728 0 0 INVERNESS MEDICAL INNOVATIONS INC COMMON 46126P106 3739 140392 SH DEFINED 140392 0 0 LIFE TECHNOLOGIES CORP BOND 46185RAJ9 16073 14900000 PRN DEFINED 0 0 0 LIFE TECHNOLOGIES CORP BOND 46185RAK6 28208 31650000 PRN DEFINED 0 0 0 IPARTY CORP COMMON 46261R107 38 535900 SH DEFINED 535900 0 0 ISHARES MSCI EMERGING MARKETS INDEX OPTION 464287234 3722 150000 SH C DEFINED 150000 0 0 ISIS PHARMACEUTICALS INC BOND 464337AE4 36840 32140000 PRN DEFINED 0 0 0 ITC HOLDINGS CORP COMMON 465685105 403 9244 SH DEFINED 9244 0 0 ITRON INC COMMON 465741106 9729 205478 SH DEFINED 205478 0 0 JDS UNIPHASE CORP COMMON 46612J507 1071 329477 SH DEFINED 329477 0 0 JDS UNIPHASE CORP BOND 46612JAD3 6101 9940000 PRN DEFINED 0 0 0 JABIL CIRCUIT INC COMMON 466313103 344 61783 SH DEFINED 61783 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 13127 339539 SH DEFINED 339539 0 0 JAMBA INC WARRANT 47023A119 1 54000 SH DEFINED 54000 0 0 JARDEN CORP COMMON 471109108 6263 494305 SH DEFINED 494305 0 0 JEFFERIES GROUP INC COMMON 472319102 171 12377 SH DEFINED 12377 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 6351 1739878 SH DEFINED 1739878 0 0 JETBLUE AIRWAYS CORP BOND 477143AD3 11954 12075000 PRN DEFINED 0 0 0 JETBLUE AIRWAYS CORP BOND 477143AE1 9722 9638000 PRN DEFINED 0 0 0 JO-ANN STORES INC COMMON 47758P307 227 13902 SH DEFINED 13902 0 0 JOHNSON & JOHNSON COMMON 478160104 835 15875 SH DEFINED 15875 0 0 JOHNSON CONTROLS INC OPTION 478366107 3120 260000 SH P DEFINED 260000 0 0 JONES APPAREL GROUP INC COMMON 480074103 103 24345 SH DEFINED 24345 0 0 JONES LANG LASALLE INC COMMON 48020Q107 916 39395 SH DEFINED 39395 0 0 JOY GLOBAL INC COMMON 481165108 2419 113558 SH DEFINED 113558 0 0 JUNIPER NETWORKS INC COMMON 48203R104 2135 141828 SH DEFINED 141828 0 0 KBL HEALTHCARE ACQUISITION CORP III WARRANT 48241N115 67 950000 SH DEFINED 950000 0 0 KLA TENCOR CORP COMMON 482480100 9020 451000 SH DEFINED 451000 0 0 KKR FINANCIAL HOLDINGS LLC BOND 48248AAB4 1450 5250000 PRN DEFINED 0 0 0 KAISER ALUMINUM CORP COMMON 483007704 426 18431 SH DEFINED 18431 0 0 KANSAS CITY SOUTHERN COMMON 485170302 6420 505132 SH DEFINED 505132 0 0 KB HOME COMMON 48666K109 2945 223427 SH DEFINED 223427 0 0 KELLY SERVICES INC COMMON 488152208 129 16081 SH DEFINED 16081 0 0 KEY ENERGY SERVICES INC COMMON 492914106 339 117652 SH DEFINED 117652 0 0 KEYCORP COMMON 493267108 192 24370 SH DEFINED 24370 0 0 KIMBERLY-CLARK CORP COMMON 494368103 8981 194781 SH DEFINED 194781 0 0 KIMCO REALTY CORP COMMON 49446R109 4437 582295 SH DEFINED 582295 0 0 KINDRED HEALTHCARE COMMON 494580103 237 15857 SH DEFINED 15857 0 0 KING PHARMACEUTICALS INC COMMON 495582108 1263 178707 SH DEFINED 178707 0 0 KINROSS GOLD CORP COMMON 496902404 7148 400000 SH DEFINED 400000 0 0 KINROSS GOLD CORP OPTION 496902404 958 53600 SH P DEFINED 53600 0 0 KNOLL INC. 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DEFINED 16002 0 0 SUSQUEHANNA BANCSHARES INC COMMON 869099101 300 32186 SH DEFINED 32186 0 0 SWITCH AND DATA FACILITIES INC COMMON 871043105 6295 717831 SH DEFINED 717831 0 0 SYBASE INC BOND 871130AB6 36884 29100000 PRN DEFINED 0 0 0 SYMANTEC CORP OPTION 871503108 8610 576300 SH P DEFINED 576300 0 0 SYMANTEC CORP COMMON 871503108 24428 1635049 SH DEFINED 1635049 0 0 SYMANTEC CORP BOND 871503AD0 55090 56000000 PRN DEFINED 0 0 0 SYNOVUS FINANCIAL CORP COMMON 87161C105 1091 335773 SH DEFINED 335773 0 0 SYNTEL INC COMMON 87162H103 475 23099 SH DEFINED 23099 0 0 SYNIVERSE HOLDINGS INC COMMON 87163F106 3920 248748 SH DEFINED 248748 0 0 SYSCO CORP COMMON 871829107 351 15411 SH DEFINED 15411 0 0 TCF FINANCIAL COMMON 872275102 2912 247637 SH DEFINED 247637 0 0 AMERITRADE HOLDINGS CORP COMMON 87236Y108 2658 192469 SH DEFINED 192469 0 0 TECO ENERGY INC COMMON 872375100 159 14242 SH DEFINED 14242 0 0 TFS FINANCIAL CORP COMMON 87240R107 350 28874 SH DEFINED 28874 0 0 TRW INC COMMON 87264S106 115 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