0000919185-12-000002.txt : 20120515 0000919185-12-000002.hdr.sgml : 20120515 20120515162334 ACCESSION NUMBER: 0000919185-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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: 12845094 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 HCMNY_13F_03-31-12.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, 2012 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: 40 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 May 14, 2012 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 : 1 FORM 13F INFORMATION TABLE ENTRY TOTAL : 1,022 FORM 13F INFORMATION TABLE VALUE TOTAL (X$1000) : 8,752,207 LIST OF OTHER INCLUDED MANAGERS NO. 13F FILE# NAME 1 028-14525 Gavea Investimentos Ltda. FORM 13F INFORMATION TABLE TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHR ---- VOTING AUTHORITY --- NAME OF ISSUER CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE --------------------------------------- --------- --------- --------- ----------- --- ---- ------- ---- ----------- ---------- ---- 3M CO COMMON 88579Y101 2011 22547 SH DEFINED 22547 0 0 3M CO OPTION 88579Y101 268 3000 SH C DEFINED 3000 0 0 3M CO OPTION 88579Y101 393 4400 SH P DEFINED 4400 0 0 ABBOTT LABS OPTION 002824100 625 10200 SH C DEFINED 10200 0 0 ABBOTT LABS OPTION 002824100 987 16100 SH P DEFINED 16100 0 0 ABERCROMBIE & FITCH CO COMMON 002896207 2765 55739 SH DEFINED 55739 0 0 ABERCROMBIE & FITCH CO OPTION 002896207 1533 30900 SH C DEFINED 30900 0 0 ABERCROMBIE & FITCH CO OPTION 002896207 1806 36400 SH P DEFINED 36400 0 0 ABOVENET INC COMMON 00374N107 1372 16577 SH DEFINED 16577 0 0 ACACIA RESH CORP COMMON 003881307 6724 161113 SH DEFINED 161113 0 0 ACE LTD COMMON H0023R105 1315 17968 SH DEFINED 17968 0 0 ACI WORLDWIDE INC COMMON 004498101 592 14689 SH DEFINED 14689 0 0 ACME PACKET INC OPTION 004764106 240 8700 SH C DEFINED 8700 0 0 ACME PACKET INC OPTION 004764106 292 10600 SH P DEFINED 10600 0 0 ACORDA THERAPEUTICS INC COMMON 00484M106 3603 135709 SH DEFINED 135709 0 0 ACTIVISION BLIZZARD INC COMMON 00507V109 1836 143189 SH DEFINED 143189 0 0 ACTUATE CORP COMMON 00508B102 882 140529 SH DEFINED 140529 0 0 ACXIOM CORP COMMON 005125109 1426 97114 SH DEFINED 97114 0 0 ADA ES INC COMMON 005208103 394 16156 SH DEFINED 16156 0 0 ADAMS RES & ENERGY INC COMMON 006351308 314 5477 SH DEFINED 5477 0 0 ADOBE SYS INC COMMON 00724F101 10893 317498 SH DEFINED 317498 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 4306 48626 SH DEFINED 48626 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 29601 3690937 SH DEFINED 3690937 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 177 22100 SH C DEFINED 22100 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 155 19400 SH P DEFINED 19400 0 0 ADVENTRX PHARMACEUTICALS INC COMMON 00764X202 10 14226 SH DEFINED 14226 0 0 AECOM TECHNOLOGY CORP DELAWA COMMON 00766T100 201 8975 SH DEFINED 8975 0 0 AES CORP COMMON 00130H105 4556 348667 SH DEFINED 348667 0 0 AFFILIATED MANAGERS GROUP COMMON 008252108 536 4799 SH DEFINED 4799 0 0 AFFYMAX INC COMMON 00826A109 1862 158508 SH DEFINED 158508 0 0 AFLAC INC COMMON 001055102 8401 182676 SH DEFINED 182676 0 0 AGCO CORP COMMON 001084102 4098 86799 SH DEFINED 86799 0 0 AIRCASTLE LTD COMMON G0129K104 696 56866 SH DEFINED 56866 0 0 AK STL HLDG CORP OPTION 001547108 124 16400 SH C DEFINED 16400 0 0 AK STL HLDG CORP OPTION 001547108 127 16900 SH P DEFINED 16900 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 3568 97235 SH DEFINED 97235 0 0 ALCOA INC COMMON 013817101 420 41900 SH DEFINED 41900 0 0 ALCOA INC OPTION 013817101 195 19500 SH C DEFINED 19500 0 0 ALCOA INC OPTION 013817101 276 27600 SH P DEFINED 27600 0 0 ALCOA INC BOND 013817AT8 8331 5000000 PRN DEFINED 0 0 0 ALEXION PHARMACEUTICALS INC COMMON 015351109 2556 27518 SH DEFINED 27518 0 0 ALEXION PHARMACEUTICALS INC OPTION 015351109 510 5500 SH C DEFINED 5500 0 0 ALEXION PHARMACEUTICALS INC OPTION 015351109 603 6500 SH P DEFINED 6500 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 876 17475 SH DEFINED 17475 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COMMON 01988P108 25600 1542167 SH DEFINED 1542167 0 0 ALON USA ENERGY INC COMMON 020520102 918 101334 SH DEFINED 101334 0 0 ALPHA NATURAL RESOURCES INC BOND 02076XAA0 20015 22426000 PRN DEFINED 0 0 0 ALTERA CORP COMMON 021441100 557 14000 SH DEFINED 14000 0 0 AMARIN CORP PLC ADR 023111206 494 43642 SH DEFINED 43642 0 0 AMAZON COM INC OPTION 023135106 1722 8500 SH C DEFINED 8500 0 0 AMAZON COM INC OPTION 023135106 2147 10600 SH P DEFINED 10600 0 0 AMEDISYS INC COMMON 023436108 1472 101820 SH DEFINED 101820 0 0 AMERCO COMMON 023586100 386 3666 SH DEFINED 3666 0 0 AMERICAN EAGLE OUTFITTERS NE COMMON 02553E106 3007 174923 SH DEFINED 174923 0 0 AMERICAN ELEC PWR INC COMMON 025537101 1184 30689 SH DEFINED 30689 0 0 AMERICAN EXPRESS CO COMMON 025816109 49322 852440 SH DEFINED 852440 0 0 AMERICAN EXPRESS CO OPTION 025816109 319 5500 SH C DEFINED 5500 0 0 AMERICAN EXPRESS CO OPTION 025816109 586 10100 SH P DEFINED 10100 0 0 AMERICAN SCIENCE & ENGR INC COMMON 029429107 376 5601 SH DEFINED 5601 0 0 AMERICAN TOWER CORP NEW COMMON 03027X100 10075 159868 SH DEFINED 159868 0 0 AMERIGON INC COMMON 03070L300 451 27866 SH DEFINED 27866 0 0 AMERIPRISE FINL INC COMMON 03076C106 7881 137961 SH DEFINED 137961 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 641 16170 SH DEFINED 16170 0 0 AMERISTAR CASINOS INC COMMON 03070Q101 977 52469 SH DEFINED 52469 0 0 AMGEN INC OPTION 031162100 747 11000 SH C DEFINED 11000 0 0 AMGEN INC OPTION 031162100 1032 15200 SH P DEFINED 15200 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 2492 405620 SH DEFINED 405620 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 1065 42708 SH DEFINED 42708 0 0 ANADARKO PETE CORP COMMON 032511107 8057 102844 SH DEFINED 102844 0 0 ANALOGIC CORP COMMON 032657207 3686 54562 SH DEFINED 54562 0 0 ANGIODYNAMICS INC COMMON 03475V101 494 40400 SH DEFINED 40400 0 0 ANN INC COMMON 035623107 3039 106087 SH DEFINED 106087 0 0 ANNALY CAP MGMT INC OPTION 035710409 22557 1425800 SH P DEFINED 1425800 0 0 ANNALY CAP MGMT INC BOND 035710AA0 32177 27679000 PRN DEFINED 0 0 0 AOL INC COMMON 00184X105 756 39870 SH DEFINED 39870 0 0 APACHE CORP COMMON 037411105 44334 441412 SH DEFINED 441412 0 0 APACHE CORP OPTION 037411105 320 3200 SH C DEFINED 3200 0 0 APACHE CORP OPTION 037411105 382 3800 SH P DEFINED 3800 0 0 APOLLO GROUP INC OPTION 037604105 553 14300 SH C DEFINED 14300 0 0 APOLLO GROUP INC OPTION 037604105 715 18500 SH P DEFINED 18500 0 0 APPLE INC COMMON 037833100 87788 146423 SH DEFINED 146423 0 0 APPLE INC OPTION 037833100 1260 2100 SH P DEFINED 2100 0 0 APPLIED MATLS INC OPTION 038222105 331 26600 SH C DEFINED 26600 0 0 APPLIED MATLS INC OPTION 038222105 486 39100 SH P DEFINED 39100 0 0 ARBITRON INC COMMON 03875Q108 318 8591 SH DEFINED 8591 0 0 ARCH COAL INC COMMON 039380100 118 11000 SH DEFINED 11000 0 0 ARENA PHARMACEUTICALS INC COMMON 040047102 167 54260 SH DEFINED 54260 0 0 ARKANSAS BEST CORP DEL COMMON 040790107 1877 99795 SH DEFINED 99795 0 0 ARKANSAS BEST CORP DEL OPTION 040790107 222 11800 SH C DEFINED 11800 0 0 ARKANSAS BEST CORP DEL OPTION 040790107 294 15600 SH P DEFINED 15600 0 0 ARMOUR RESIDENTIAL REIT INC WARRANT 042315119 24 1405900 SH DEFINED 1405900 0 0 ARQULE INC COMMON 04269E107 1340 191200 SH DEFINED 191200 0 0 ARRAY BIOPHARMA INC COMMON 04269X105 37 10801 SH DEFINED 10801 0 0 ARRIS GROUP INC COMMON 04269Q100 1150 101824 SH DEFINED 101824 0 0 ARTHROCARE CORP COMMON 043136100 731 27260 SH DEFINED 27260 0 0 ARVINMERITOR INC BOND 043353AF8 5475 6000000 PRN DEFINED 0 0 0 ASCENA RETAIL GROUP INC COMMON 04351G101 4669 105376 SH DEFINED 105376 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 1006 49000 SH DEFINED 49000 0 0 ASSURED GUARANTY LTD COMMON G0585R106 253 15344 SH DEFINED 15344 0 0 ASTEC INDS INC COMMON 046224101 1329 36454 SH DEFINED 36454 0 0 AT&T INC COMMON 00206R102 256 8212 SH DEFINED 8212 0 0 ATMOS ENERGY CORP COMMON 049560105 1194 37954 SH DEFINED 37954 0 0 AUTODESK INC COMMON 052769106 67665 1598858 SH DEFINED 1598858 0 0 AUTODESK INC OPTION 052769106 846 20000 SH C DEFINED 20000 0 0 AUTODESK INC OPTION 052769106 1303 30800 SH P DEFINED 30800 0 0 AUTOMATIC DATA PROCESSING IN OPTION 053015103 574 10400 SH C DEFINED 10400 0 0 AUTOMATIC DATA PROCESSING IN OPTION 053015103 1673 30300 SH P DEFINED 30300 0 0 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 323 17423 SH DEFINED 17423 0 0 AVERY DENNISON CORP COMMON 053611109 368 12199 SH DEFINED 12199 0 0 AVIAT NETWORKS INC COMMON 05366Y102 529 187367 SH DEFINED 187367 0 0 AVNET INC COMMON 053807103 440 12100 SH DEFINED 12100 0 0 AVON PRODS INC COMMON 054303102 2474 127808 SH DEFINED 127808 0 0 AVON PRODS INC OPTION 054303102 730 37700 SH C DEFINED 37700 0 0 AVON PRODS INC OPTION 054303102 790 40800 SH P DEFINED 40800 0 0 BABCOCK & WILCOX CO NEW COMMON 05615F102 935 36292 SH DEFINED 36292 0 0 BAKER HUGHES INC COMMON 057224107 18147 432705 SH DEFINED 432705 0 0 BAKER HUGHES INC OPTION 057224107 331 7900 SH C DEFINED 7900 0 0 BAKER HUGHES INC OPTION 057224107 432 10300 SH P DEFINED 10300 0 0 BAKER MICHAEL CORP COMMON 057149106 511 21456 SH DEFINED 21456 0 0 BALLY TECHNOLOGIES INC OPTION 05874B107 294 6300 SH C DEFINED 6300 0 0 BALLY TECHNOLOGIES INC OPTION 05874B107 285 6100 SH P DEFINED 6100 0 0 BANCORPSOUTH INC COMMON 059692103 438 32569 SH DEFINED 32569 0 0 BANK OF AMERICA CORPORATION COMMON 060505104 733 76500 SH DEFINED 76500 0 0 BANNER CORP COMMON 06652V208 985 44717 SH DEFINED 44717 0 0 BARRETT BILL CORP COMMON 06846N104 4690 180298 SH DEFINED 180298 0 0 BASIC ENERGY SVCS INC NEW COMMON 06985P100 4257 245327 SH DEFINED 245327 0 0 BAXTER INTL INC OPTION 071813109 610 10200 SH C DEFINED 10200 0 0 BAXTER INTL INC OPTION 071813109 974 16300 SH P DEFINED 16300 0 0 BB&T CORP OPTION 054937107 314 10000 SH C DEFINED 10000 0 0 BB&T CORP OPTION 054937107 402 12800 SH P DEFINED 12800 0 0 BBCN BANCORP INC COMMON 073295107 115 10319 SH DEFINED 10319 0 0 BEAZER HOMES USA INC COMMON 07556Q105 69 21156 SH DEFINED 21156 0 0 BEAZER HOMES USA INC OPTION 07556Q105 163 50000 SH C DEFINED 50000 0 0 BED BATH & BEYOND INC COMMON 075896100 1148 17454 SH DEFINED 17454 0 0 BENCHMARK ELECTRS INC COMMON 08160H101 251 15240 SH DEFINED 15240 0 0 BERKSHIRE HATHAWAY INC DEL COMMON 084670702 203 2500 SH DEFINED 2500 0 0 BEST BUY INC COMMON 086516101 7156 302234 SH DEFINED 302234 0 0 BIG LOTS INC COMMON 089302103 15273 355047 SH DEFINED 355047 0 0 BIOGEN IDEC INC COMMON 09062X103 1130 8972 SH DEFINED 8972 0 0 BLACK BOX CORP DEL COMMON 091826107 311 12168 SH DEFINED 12168 0 0 BMC SOFTWARE INC COMMON 055921100 9172 228387 SH DEFINED 228387 0 0 BOB EVANS FARMS INC COMMON 096761101 2054 54455 SH DEFINED 54455 0 0 BOEING CO COMMON 097023105 4376 58865 SH DEFINED 58865 0 0 BOISE INC COMMON 09746Y105 433 52670 SH DEFINED 52670 0 0 BOSTON PRIVATE FINL HLDGS IN WARRANT 101119113 843 250000 SH DEFINED 250000 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 13472 2252854 SH DEFINED 2252854 0 0 BOVIE MEDICAL CORP COMMON 10211F100 34 12419 SH DEFINED 12419 0 0 BOYD GAMING CORP OPTION 103304101 166 21200 SH C DEFINED 21200 0 0 BOYD GAMING CORP OPTION 103304101 121 15400 SH P DEFINED 15400 0 0 BRADY CORP COMMON 104674106 256 7904 SH DEFINED 7904 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 441 13100 SH C DEFINED 13100 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 744 22000 SH P DEFINED 22000 0 0 BROADCOM CORP COMMON 111320107 50087 1274484 SH DEFINED 1274484 0 0 BROADSOFT INC COMMON 11133B409 497 13000 SH DEFINED 13000 0 0 BROCADE COMMUNICATIONS SYS I COMMON 111621306 17242 2998598 SH DEFINED 2998598 0 0 BROWN & BROWN INC COMMON 115236101 2340 98394 SH DEFINED 98394 0 0 BROWN FORMAN CORP COMMON 115637209 305 3655 SH DEFINED 3655 0 0 BRUKER CORP COMMON 116794108 989 64623 SH DEFINED 64623 0 0 CA INC COMMON 12673P105 215 7817 SH DEFINED 7817 0 0 CABLEVISION SYS CORP COMMON 12686C109 3944 268667 SH DEFINED 268667 0 0 CABOT MICROELECTRONICS CORP COMMON 12709P103 4061 104436 SH DEFINED 104436 0 0 CACI INTL INC COMMON 127190304 1623 26057 SH DEFINED 26057 0 0 CADENCE DESIGN SYSTEM INC COMMON 127387108 9010 760960 SH DEFINED 760960 0 0 CADENCE DESIGN SYSTEM INC BOND 127387AJ7 55660 33505000 PRN DEFINED 0 0 0 CAL DIVE INTL INC DEL COMMON 12802T101 1072 324695 SH DEFINED 324695 0 0 CALAMOS ASSET MGMT INC COMMON 12811R104 459 34953 SH DEFINED 34953 0 0 CALLON PETE CO DEL COMMON 13123X102 1267 201315 SH DEFINED 201315 0 0 CAMBREX CORP COMMON 132011107 915 130863 SH DEFINED 130863 0 0 CANADIAN NAT RES LTD COMMON 136385101 2382 71800 SH DEFINED 71800 0 0 CAPELLA EDUCATION COMPANY COMMON 139594105 220 6120 SH DEFINED 6120 0 0 CAPITAL ONE FINL CORP COMMON 14040H105 23064 413788 SH DEFINED 413788 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 379 6800 SH C DEFINED 6800 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 548 9800 SH P DEFINED 9800 0 0 CAPITALSOURCE INC COMMON 14055X102 702 106423 SH DEFINED 106423 0 0 CAREER EDUCATION CORP COMMON 141665109 287 35555 SH DEFINED 35555 0 0 CAREFUSION CORP COMMON 14170T101 3228 124535 SH DEFINED 124535 0 0 CARMIKE CINEMAS INC COMMON 143436400 784 56249 SH DEFINED 56249 0 0 CARTER INC COMMON 146229109 5196 104410 SH DEFINED 104410 0 0 CASELLA WASTE SYS INC COMMON 147448104 312 50094 SH DEFINED 50094 0 0 CASH AMER INTL INC COMMON 14754D100 3335 69573 SH DEFINED 69573 0 0 CATERPILLAR INC DEL COMMON 149123101 89873 843713 SH DEFINED 843713 0 0 CATERPILLAR INC DEL OPTION 149123101 565 5300 SH C DEFINED 5300 0 0 CATERPILLAR INC DEL OPTION 149123101 778 7300 SH P DEFINED 7300 0 0 CBS CORP NEW COMMON 124857202 3120 92000 SH DEFINED 92000 0 0 CEC ENTMT INC COMMON 125137109 2017 53227 SH DEFINED 53227 0 0 CELANESE CORP DEL COMMON 150870103 49131 1063858 SH DEFINED 1063858 0 0 CELANESE CORP DEL OPTION 150870103 4618 100000 SH C DEFINED 100000 0 0 CELGENE CORP COMMON 151020104 2730 35216 SH DEFINED 35216 0 0 CELLDEX THERAPEUTICS INC NEW COMMON 15117B103 700 137462 SH DEFINED 137462 0 0 CEL-SCI CORP COMMON 150837409 50 105108 SH DEFINED 105108 0 0 CEMEX SAB DE CV OPTION 151290889 7474 963100 SH P DEFINED 963100 0 0 CENTURY ALUM CO COMMON 156431108 201 22569 SH DEFINED 22569 0 0 CENVEO INC COMMON 15670S105 251 74448 SH DEFINED 74448 0 0 CF INDS HLDGS INC COMMON 125269100 10531 57651 SH DEFINED 57651 0 0 CHARLES RIV LABS INTL INC COMMON 159864107 754 20905 SH DEFINED 20905 0 0 CHARTER COMMUNICATIONS INC D COMMON 16117M305 4251 67000 SH DEFINED 67000 0 0 CHEESECAKE FACTORY INC COMMON 163072101 514 17478 SH DEFINED 17478 0 0 CHEMED CORP NEW COMMON 16359R103 533 8494 SH DEFINED 8494 0 0 CHEMED CORP NEW BOND 16359RAC7 7149 7000000 PRN DEFINED 0 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 7456 321800 SH P DEFINED 321800 0 0 CHEVRON CORP NEW COMMON 166764100 262 2446 SH DEFINED 2446 0 0 CHEVRON CORP NEW OPTION 166764100 257 2400 SH P DEFINED 2400 0 0 CHICOS FAS INC COMMON 168615102 3242 214764 SH DEFINED 214764 0 0 CHILDRENS PL RETAIL STORES I COMMON 168905107 566 10965 SH DEFINED 10965 0 0 CHINACAST EDU CORP COMMON 16946T109 102 23963 SH DEFINED 23963 0 0 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 1651 3949 SH DEFINED 3949 0 0 CHOICE HOTELS INTL INC COMMON 169905106 319 8533 SH DEFINED 8533 0 0 CHUBB CORP OPTION 171232101 491 7100 SH C DEFINED 7100 0 0 CHUBB CORP OPTION 171232101 1169 16900 SH P DEFINED 16900 0 0 CIBER INC COMMON 17163B102 44 10365 SH DEFINED 10365 0 0 CIENA CORP COMMON 171779309 2699 166726 SH DEFINED 166726 0 0 CIGNA CORPORATION COMMON 125509109 502 10200 SH DEFINED 10200 0 0 CINEMARK HOLDINGS INC COMMON 17243V102 2102 95758 SH DEFINED 95758 0 0 CINTAS CORP OPTION 172908105 907 23200 SH C DEFINED 23200 0 0 CINTAS CORP OPTION 172908105 1796 45900 SH P DEFINED 45900 0 0 CISCO SYS INC COMMON 17275R102 16045 758640 SH DEFINED 758640 0 0 CISCO SYS INC OPTION 17275R102 404 19100 SH C DEFINED 19100 0 0 CISCO SYS INC OPTION 17275R102 480 22700 SH P DEFINED 22700 0 0 CITIGROUP INC WARRANT 172967226 46 106840 SH DEFINED 106840 0 0 CITIGROUP INC WARRANT 172967234 50 584537 SH DEFINED 584537 0 0 CITIGROUP INC COMMON 172967424 224 6134 SH DEFINED 6134 0 0 CITIGROUP INC OPTION 172967424 482 13100 SH C DEFINED 13100 0 0 CITIGROUP INC OPTION 172967424 628 17000 SH P DEFINED 17000 0 0 CITIZENS REPUBLIC BANCORP IN COMMON 174420307 379 24332 SH DEFINED 24332 0 0 CITRIX SYS INC OPTION 177376100 221 2800 SH P DEFINED 2800 0 0 CLEARWIRE CORP NEW COMMON 18538Q105 17641 7737450 SH DEFINED 7737450 0 0 CLIFFS NATURAL RESOURCES INC OPTION 18683K101 258 3700 SH C DEFINED 3700 0 0 CLIFFS NATURAL RESOURCES INC OPTION 18683K101 284 4100 SH P DEFINED 4100 0 0 CMS ENERGY CORP BOND 125896BD1 27013 16936000 PRN DEFINED 0 0 0 COACH INC COMMON 189754104 7425 96085 SH DEFINED 96085 0 0 COACH INC OPTION 189754104 224 2900 SH P DEFINED 2900 0 0 COCA COLA CO COMMON 191216100 929 12548 SH DEFINED 12548 0 0 COCA COLA CO OPTION 191216100 681 9200 SH C DEFINED 9200 0 0 COCA COLA CO OPTION 191216100 1551 21000 SH P DEFINED 21000 0 0 COCA COLA ENTERPRISES INC NE COMMON 19122T109 1647 57606 SH DEFINED 57606 0 0 COEUR D ALENE MINES CORP IDA COMMON 192108504 3446 145143 SH DEFINED 145143 0 0 COINSTAR INC COMMON 19259P300 2283 35924 SH DEFINED 35924 0 0 COLGATE PALMOLIVE CO COMMON 194162103 8194 83807 SH DEFINED 83807 0 0 COLLECTIVE BRANDS INC COMMON 19421W100 480 24425 SH DEFINED 24425 0 0 COLUMBIA SPORTSWEAR CO COMMON 198516106 766 16148 SH DEFINED 16148 0 0 COLUMBUS MCKINNON CORP N Y COMMON 199333105 316 19348 SH DEFINED 19348 0 0 COMCAST CORP NEW COMMON 20030N101 21910 730100 SH DEFINED 730100 0 0 COMERICA INC COMMON 200340107 22652 700000 SH DEFINED 700000 0 0 COMFORT SYS USA INC COMMON 199908104 524 48071 SH DEFINED 48071 0 0 COMMERCIAL METALS CO COMMON 201723103 619 41820 SH DEFINED 41820 0 0 COMMUNITY HEALTH SYS INC NEW COMMON 203668108 3130 140719 SH DEFINED 140719 0 0 COMPUTER PROGRAMS & SYS INC COMMON 205306103 318 5621 SH DEFINED 5621 0 0 COMPUTER SCIENCES CORP COMMON 205363104 30277 1011290 SH DEFINED 1011290 0 0 COMSTOCK RES INC OPTION 205768203 163 10300 SH P DEFINED 10300 0 0 COMTECH TELECOMMUNICATIONS C BOND 205826AF7 22699 20110000 PRN DEFINED 0 0 0 COMVERSE TECHNOLOGY INC COMMON 205862402 1554 226131 SH DEFINED 226131 0 0 CONOCOPHILLIPS COMMON 20825C104 322 4242 SH DEFINED 4242 0 0 CONVERGYS CORP COMMON 212485106 2544 190561 SH DEFINED 190561 0 0 CON-WAY INC COMMON 205944101 4369 133988 SH DEFINED 133988 0 0 CON-WAY INC OPTION 205944101 297 9100 SH C DEFINED 9100 0 0 CON-WAY INC OPTION 205944101 280 8600 SH P DEFINED 8600 0 0 COOPER TIRE & RUBR CO COMMON 216831107 4640 304880 SH DEFINED 304880 0 0 COPART INC COMMON 217204106 2712 104028 SH DEFINED 104028 0 0 CORELOGIC INC COMMON 21871D103 213 13063 SH DEFINED 13063 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 525 126561 SH DEFINED 126561 0 0 CORINTHIAN COLLEGES INC OPTION 218868107 136 32900 SH C DEFINED 32900 0 0 CORINTHIAN COLLEGES INC OPTION 218868107 116 28200 SH P DEFINED 28200 0 0 CORN PRODS INTL INC COMMON 219023108 927 16080 SH DEFINED 16080 0 0 CORNERSTONE ONDEMAND INC COMMON 21925Y103 262 12000 SH DEFINED 12000 0 0 COSAN LIMITED COMMON G25343107 470250 31666700 SH DEFINED 1 31666700 0 COST PLUS INC CALIF COMMON 221485105 184 10269 SH DEFINED 10269 0 0 COVANTA HLDG CORP COMMON 22282E102 1362 83937 SH DEFINED 83937 0 0 COVIDIEN PLC OPTION G2554F113 202 3700 SH C DEFINED 3700 0 0 COVIDIEN PLC OPTION G2554F113 350 6400 SH P DEFINED 6400 0 0 CRA INTL INC COMMON 12618T105 337 13362 SH DEFINED 13362 0 0 CRACKER BARREL OLD CTRY STOR COMMON 22410J106 2949 52863 SH DEFINED 52863 0 0 CRANE CO COMMON 224399105 741 15304 SH DEFINED 15304 0 0 CROCS INC COMMON 227046109 11619 555416 SH DEFINED 555416 0 0 CROWN CASTLE INTL CORP COMMON 228227104 5281 99000 SH DEFINED 99000 0 0 CSG SYS INTL INC COMMON 126349109 195 12813 SH DEFINED 12813 0 0 CSX CORP COMMON 126408103 1965 91336 SH DEFINED 91336 0 0 CUBIST PHARMACEUTICALS INC COMMON 229678107 2255 52125 SH DEFINED 52125 0 0 CUBIST PHARMACEUTICALS INC BOND 229678AC1 13597 9500000 PRN DEFINED 0 0 0 CUBIST PHARMACEUTICALS INC BOND 229678AD9 62787 39334000 PRN DEFINED 0 0 0 CUMMINS INC COMMON 231021106 1144 9537 SH DEFINED 9537 0 0 CVS CAREMARK CORPORATION COMMON 126650100 67200 1500000 SH DEFINED 1500000 0 0 CVS CAREMARK CORPORATION OPTION 126650100 237 5300 SH C DEFINED 5300 0 0 CVS CAREMARK CORPORATION OPTION 126650100 492 11000 SH P DEFINED 11000 0 0 CYBERONICS INC COMMON 23251P102 1467 38470 SH DEFINED 38470 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 4544 290785 SH DEFINED 290785 0 0 CYTEC INDS INC COMMON 232820100 3009 49511 SH DEFINED 49511 0 0 D R HORTON INC COMMON 23331A109 2050 135082 SH DEFINED 135082 0 0 DANA HLDG CORP COMMON 235825205 2650 170956 SH DEFINED 170956 0 0 DARDEN RESTAURANTS INC COMMON 237194105 3644 71214 SH DEFINED 71214 0 0 DEALERTRACK HLDGS INC COMMON 242309102 1589 52519 SH DEFINED 52519 0 0 DEAN FOODS CO NEW COMMON 242370104 5965 492577 SH DEFINED 492577 0 0 DECKERS OUTDOOR CORP COMMON 243537107 4478 71010 SH DEFINED 71010 0 0 DECKERS OUTDOOR CORP OPTION 243537107 1311 20800 SH C DEFINED 20800 0 0 DECKERS OUTDOOR CORP OPTION 243537107 1475 23400 SH P DEFINED 23400 0 0 DELEK US HLDGS INC COMMON 246647101 778 50093 SH DEFINED 50093 0 0 DELL INC COMMON 24702R101 9818 591610 SH DEFINED 591610 0 0 DELTA AIR LINES INC DEL COMMON 247361702 2223 224188 SH DEFINED 224188 0 0 DENBURY RES INC COMMON 247916208 10450 573270 SH DEFINED 573270 0 0 DEVELOPERS DIVERSIFIED RLTY BOND 251591AX1 10813 10000000 PRN DEFINED 0 0 0 DEVON ENERGY CORP NEW COMMON 25179M103 1779 25005 SH DEFINED 25005 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 661 9300 SH C DEFINED 9300 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 890 12500 SH P DEFINED 12500 0 0 DEVRY INC DEL COMMON 251893103 401 11870 SH DEFINED 11870 0 0 DIAGEO P L C ADR 25243Q205 9373 97128 SH DEFINED 97128 0 0 DIAMOND FOODS INC COMMON 252603105 224 9795 SH DEFINED 9795 0 0 DIANA SHIPPING INC COMMON Y2066G104 259 28973 SH DEFINED 28973 0 0 DICKS SPORTING GOODS INC COMMON 253393102 8911 185322 SH DEFINED 185322 0 0 DIGITAL GENERATION INC COMMON 25400B108 218 21400 SH DEFINED 21400 0 0 DIGITAL RIV INC COMMON 25388B104 5426 290050 SH DEFINED 290050 0 0 DILLARDS INC COMMON 254067101 4458 70739 SH DEFINED 70739 0 0 DIRECTV COMMON 25490A101 38287 775982 SH DEFINED 775982 0 0 DIRECTV OPTION 25490A101 267 5400 SH P DEFINED 5400 0 0 DISCOVER FINL SVCS COMMON 254709108 3602 108038 SH DEFINED 108038 0 0 DISCOVERY COMMUNICATNS NEW COMMON 25470F104 412 8159 SH DEFINED 8159 0 0 DISH NETWORK CORP COMMON 25470M109 183770 5580614 SH DEFINED 5580614 0 0 DISNEY WALT CO OPTION 254687106 203 4600 SH P DEFINED 4600 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 2273 28100 SH DEFINED 28100 0 0 DOLLAR TREE INC COMMON 256746108 4000 42329 SH DEFINED 42329 0 0 DOMINOS PIZZA INC COMMON 25754A201 6653 183274 SH DEFINED 183274 0 0 DOVER CORP COMMON 260003108 7109 112939 SH DEFINED 112939 0 0 DST SYS INC DEL COMMON 233326107 577 10643 SH DEFINED 10643 0 0 DTE ENERGY CO COMMON 233331107 4999 90858 SH DEFINED 90858 0 0 DU PONT E I DE NEMOURS & CO COMMON 263534109 724 13684 SH DEFINED 13684 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 364 6900 SH C DEFINED 6900 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 624 11800 SH P DEFINED 11800 0 0 DUN & BRADSTREET CORP DEL NE COMMON 26483E100 368 4349 SH DEFINED 4349 0 0 DUSA PHARMACEUTICALS INC COMMON 266898105 79 12506 SH DEFINED 12506 0 0 DXP ENTERPRISES INC NEW COMMON 233377407 427 9817 SH DEFINED 9817 0 0 E M C CORP MASS COMMON 268648102 1763 59000 SH DEFINED 59000 0 0 E M C CORP MASS OPTION 268648102 1073 35900 SH C DEFINED 35900 0 0 E M C CORP MASS OPTION 268648102 1495 50000 SH P DEFINED 50000 0 0 E M C CORP MASS BOND 268648AM4 52613 28023000 PRN DEFINED 0 0 0 E TRADE FINANCIAL CORP COMMON 269246401 119 10878 SH DEFINED 10878 0 0 EAST WEST BANCORP INC COMMON 27579R104 5209 225625 SH DEFINED 225625 0 0 EASTMAN CHEM CO COMMON 277432100 12019 232525 SH DEFINED 232525 0 0 EASTMAN CHEM CO OPTION 277432100 553 10700 SH C DEFINED 10700 0 0 EASTMAN CHEM CO OPTION 277432100 688 13300 SH P DEFINED 13300 0 0 EASYLINK SERVICES INTL CORP COMMON 277858106 58 11546 SH DEFINED 11546 0 0 EATON CORP COMMON 278058102 5796 116312 SH DEFINED 116312 0 0 EATON CORP OPTION 278058102 224 4500 SH P DEFINED 4500 0 0 EBAY INC COMMON 278642103 61681 1671600 SH DEFINED 1671600 0 0 ECHOSTAR CORP COMMON 278768106 36386 1292971 SH DEFINED 1292971 0 0 EDISON INTL COMMON 281020107 214 5026 SH DEFINED 5026 0 0 ELECTRONIC ARTS INC COMMON 285512109 33382 2025014 SH DEFINED 2025014 0 0 ELECTRONIC ARTS INC OPTION 285512109 707 42800 SH C DEFINED 42800 0 0 ELECTRONIC ARTS INC OPTION 285512109 809 49100 SH P DEFINED 49100 0 0 EMCORE CORP COMMON 290846203 53 11075 SH DEFINED 11075 0 0 EMERGENT BIOSOLUTIONS INC COMMON 29089Q105 1021 63802 SH DEFINED 63802 0 0 EMULEX CORP COMMON 292475209 422 40616 SH DEFINED 40616 0 0 ENCORE WIRE CORP COMMON 292562105 388 13024 SH DEFINED 13024 0 0 ENDO PHARMACEUTICALS HLDGS I COMMON 29264F205 6668 172167 SH DEFINED 172167 0 0 ENDO PHARMACEUTICALS HLDGS I BOND 29264FAB2 39123 27527000 PRN DEFINED 0 0 0 ENTEGRIS INC COMMON 29362U104 417 44677 SH DEFINED 44677 0 0 ENTERGY CORP NEW COMMON 29364G103 3530 52535 SH DEFINED 52535 0 0 ENZON PHARMACEUTICALS INC BOND 293904AE8 15727 15400000 PRN DEFINED 0 0 0 EOG RES INC COMMON 26875P101 2916 26241 SH DEFINED 26241 0 0 EPIQ SYS INC COMMON 26882D109 474 39220 SH DEFINED 39220 0 0 EQT CORP COMMON 26884L109 1901 39424 SH DEFINED 39424 0 0 EQUIFAX INC COMMON 294429105 362 8169 SH DEFINED 8169 0 0 EQUINIX INC COMMON 29444U502 367 2333 SH DEFINED 2333 0 0 ERESEARCHTECHNOLOGY INC COMMON 29481V108 122 15609 SH DEFINED 15609 0 0 ERIE INDTY CO COMMON 29530P102 1754 22500 SH DEFINED 22500 0 0 EURONET WORLDWIDE INC COMMON 298736109 233 11167 SH DEFINED 11167 0 0 EVERCORE PARTNERS INC COMMON 29977A105 754 25933 SH DEFINED 25933 0 0 EXCO RESOURCES INC COMMON 269279402 265 40000 SH DEFINED 40000 0 0 EXELON CORP COMMON 30161N101 3641 92854 SH DEFINED 92854 0 0 EXIDE TECHNOLOGIES BOND 302051AL1 2042 2401000 PRN DEFINED 0 0 0 EXPEDITORS INTL WASH INC COMMON 302130109 454 9753 SH DEFINED 9753 0 0 EXPRESS SCRIPTS INC COMMON 302182100 98529 1818558 SH DEFINED 1818558 0 0 EXPRESS SCRIPTS INC OPTION 302182100 12668 233800 SH C DEFINED 233800 0 0 EXTERRAN HLDGS INC COMMON 30225X103 1314 99647 SH DEFINED 99647 0 0 EXXON MOBIL CORP COMMON 30231G102 1312 15130 SH DEFINED 15130 0 0 EXXON MOBIL CORP OPTION 30231G102 1715 19800 SH C DEFINED 19800 0 0 EXXON MOBIL CORP OPTION 30231G102 3044 35100 SH P DEFINED 35100 0 0 F5 NETWORKS INC COMMON 315616102 304 2255 SH DEFINED 2255 0 0 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 4873 331483 SH DEFINED 331483 0 0 FEDERAL SIGNAL CORP COMMON 313855108 98 17653 SH DEFINED 17653 0 0 FEDEX CORP COMMON 31428X106 663 7198 SH DEFINED 7198 0 0 FIDELITY NATIONAL FINANCIAL COMMON 31620R105 4567 253284 SH DEFINED 253284 0 0 FIDELITY NATL INFORMATION SV COMMON 31620M106 1840 55559 SH DEFINED 55559 0 0 FIFTH THIRD BANCORP COMMON 316773100 3360 239202 SH DEFINED 239202 0 0 FINISH LINE INC COMMON 317923100 531 25000 SH DEFINED 25000 0 0 FIRST AMERN FINL CORP COMMON 31847R102 328 19699 SH DEFINED 19699 0 0 FIRST CTZNS BANCSHARES INC N COMMON 31946M103 205 1125 SH DEFINED 1125 0 0 FIRST MIDWEST BANCORP DEL COMMON 320867104 183 15327 SH DEFINED 15327 0 0 FIRST SOLAR INC OPTION 336433107 323 12900 SH C DEFINED 12900 0 0 FIRST SOLAR INC OPTION 336433107 401 16000 SH P DEFINED 16000 0 0 FLOW INTL CORP COMMON 343468104 153 38008 SH DEFINED 38008 0 0 FLOWSERVE CORP COMMON 34354P105 1874 16225 SH DEFINED 16225 0 0 FLUOR CORP NEW COMMON 343412102 519 8634 SH DEFINED 8634 0 0 FOOT LOCKER INC COMMON 344849104 8556 275577 SH DEFINED 275577 0 0 FORD MTR CO DEL WARRANT 345370134 3307 950400 SH DEFINED 950400 0 0 FORMFACTOR INC COMMON 346375108 301 53852 SH DEFINED 53852 0 0 FOSSIL INC COMMON 349882100 356 2695 SH DEFINED 2695 0 0 FOSTER L B CO COMMON 350060109 509 17877 SH DEFINED 17877 0 0 FOSTER WHEELER AG COMMON H27178104 334 14686 SH DEFINED 14686 0 0 FRANKLIN RES INC COMMON 354613101 1333 10743 SH DEFINED 10743 0 0 FREEPORT-MCMORAN COPPER & GO COMMON 35671D857 9109 239452 SH DEFINED 239452 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 6787 178400 SH C DEFINED 178400 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 1281 33700 SH P DEFINED 33700 0 0 FREIGHTCAR AMER INC COMMON 357023100 4976 221267 SH DEFINED 221267 0 0 FRONTIER COMMUNICATIONS CORP COMMON 35906A108 6381 1530000 SH DEFINED 1530000 0 0 FRONTLINE LTD COMMON G3682E127 261 34012 SH DEFINED 34012 0 0 FTI CONSULTING INC COMMON 302941109 1364 36349 SH DEFINED 36349 0 0 FULLER H B CO COMMON 359694106 382 11612 SH DEFINED 11612 0 0 FULTON FINL CORP PA COMMON 360271100 204 19522 SH DEFINED 19522 0 0 GANNETT INC COMMON 364730101 2300 150000 SH DEFINED 150000 0 0 GAP INC DEL COMMON 364760108 853 32627 SH DEFINED 32627 0 0 GAP INC DEL OPTION 364760108 697 26600 SH C DEFINED 26600 0 0 GAP INC DEL OPTION 364760108 753 28800 SH P DEFINED 28800 0 0 GARDNER DENVER INC COMMON 365558105 300 4749 SH DEFINED 4749 0 0 GENERAL CABLE CORP DEL NEW COMMON 369300108 1763 60598 SH DEFINED 60598 0 0 GENERAL DYNAMICS CORP COMMON 369550108 5831 79469 SH DEFINED 79469 0 0 GENERAL ELECTRIC CO COMMON 369604103 33784 1683285 SH DEFINED 1683285 0 0 GENERAL MLS INC OPTION 370334104 659 16700 SH C DEFINED 16700 0 0 GENERAL MLS INC OPTION 370334104 722 18300 SH P DEFINED 18300 0 0 GENERAL MTRS CO COMMON 37045V100 1588 61900 SH DEFINED 61900 0 0 GENERAL MTRS CO WARRANT 37045V118 6721 404145 SH DEFINED 404145 0 0 GENTEX CORP COMMON 371901109 22051 900000 SH DEFINED 900000 0 0 GENTIVA HEALTH SERVICES INC COMMON 37247A102 89 10181 SH DEFINED 10181 0 0 GENUINE PARTS CO COMMON 372460105 1124 17911 SH DEFINED 17911 0 0 GENWORTH FINL INC COMMON 37247D106 13809 1659680 SH DEFINED 1659680 0 0 GEOEYE INC COMMON 37250W108 1269 52678 SH DEFINED 52678 0 0 GEOGLOBAL RESOURCES INC COMMON 37249T109 98 464306 SH DEFINED 464306 0 0 GEORGIA GULF CORP COMMON 373200302 523 15000 SH DEFINED 15000 0 0 GFI GROUP INC COMMON 361652209 167 44589 SH DEFINED 44589 0 0 GILEAD SCIENCES INC COMMON 375558103 30061 615214 SH DEFINED 615214 0 0 GILEAD SCIENCES INC OPTION 375558103 337 6900 SH C DEFINED 6900 0 0 GILEAD SCIENCES INC OPTION 375558103 410 8400 SH P DEFINED 8400 0 0 GILEAD SCIENCES INC BOND 375558AH6 18515 14000000 PRN DEFINED 0 0 0 GILEAD SCIENCES INC BOND 375558AN3 6113 5000000 PRN DEFINED 0 0 0 GLATFELTER COMMON 377316104 662 41901 SH DEFINED 41901 0 0 GLOBAL CASH ACCESS HLDGS INC COMMON 378967103 3632 465577 SH DEFINED 465577 0 0 GLOBAL EAGLE ACQUISITION COR COMMON 37951D102 9720 1000000 SH DEFINED 1000000 0 0 GLOBAL EAGLE ACQUISITION COR WARRANT 37951D110 490 1000000 SH DEFINED 1000000 0 0 GLOBAL PMTS INC COMMON 37940X102 4758 100149 SH DEFINED 100149 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 589 4738 SH DEFINED 4738 0 0 GOODYEAR TIRE & RUBR CO COMMON 382550101 3279 292319 SH DEFINED 292319 0 0 GOOGLE INC COMMON 38259P508 134522 209785 SH DEFINED 209785 0 0 GRACE W R & CO DEL NEW COMMON 38388F108 1045 18081 SH DEFINED 18081 0 0 GRAN TIERRA ENERGY INC COMMON 38500T101 5510 876119 SH DEFINED 876119 0 0 GRAPHIC PACKAGING HLDG CO COMMON 388689101 358 64956 SH DEFINED 64956 0 0 GREEN MTN COFFEE ROASTERS IN COMMON 393122106 262 5586 SH DEFINED 5586 0 0 GREENBRIER COS INC COMMON 393657101 677 34196 SH DEFINED 34196 0 0 GREENHILL & CO INC COMMON 395259104 1467 33603 SH DEFINED 33603 0 0 GT ADVANCED TECHNOLOGIES INC COMMON 36191U106 2239 270801 SH DEFINED 270801 0 0 GUIDANCE SOFTWARE INC COMMON 401692108 1238 112071 SH DEFINED 112071 0 0 GULFPORT ENERGY CORP COMMON 402635304 403 13833 SH DEFINED 13833 0 0 H & E EQUIPMENT SERVICES INC COMMON 404030108 1312 69376 SH DEFINED 69376 0 0 HALLIBURTON CO COMMON 406216101 19144 576814 SH DEFINED 576814 0 0 HALLIBURTON CO OPTION 406216101 624 18800 SH C DEFINED 18800 0 0 HALLIBURTON CO OPTION 406216101 836 25200 SH P DEFINED 25200 0 0 HANCOCK HLDG CO COMMON 410120109 1564 44043 SH DEFINED 44043 0 0 HANMI FINL CORP COMMON 410495204 1889 186634 SH DEFINED 186634 0 0 HANOVER INS GROUP INC COMMON 410867105 2139 52017 SH DEFINED 52017 0 0 HARMAN INTL INDS INC COMMON 413086109 562 12017 SH DEFINED 12017 0 0 HARMONIC INC COMMON 413160102 1047 191460 SH DEFINED 191460 0 0 HARSCO CORP COMMON 415864107 9439 402344 SH DEFINED 402344 0 0 HEALTH CARE REIT INC COMMON 42217K106 806 14663 SH DEFINED 14663 0 0 HEALTH CARE REIT INC BOND 42217KAQ9 7186 6445000 PRN DEFINED 0 0 0 HEALTH CARE REIT INC BOND 42217KAR7 19994 17500000 PRN DEFINED 0 0 0 HEALTH MGMT ASSOC INC NEW COMMON 421933102 9277 1380461 SH DEFINED 1380461 0 0 HEIDRICK & STRUGGLES INTL IN COMMON 422819102 393 17859 SH DEFINED 17859 0 0 HELIX ENERGY SOLUTIONS GRP I COMMON 42330P107 3254 182882 SH DEFINED 182882 0 0 HELMERICH & PAYNE INC COMMON 423452101 774 14343 SH DEFINED 14343 0 0 HERBALIFE LTD COMMON G4412G101 1241 18026 SH DEFINED 18026 0 0 HERCULES OFFSHORE INC COMMON 427093109 993 209830 SH DEFINED 209830 0 0 HERSHEY CO COMMON 427866108 1210 19714 SH DEFINED 19714 0 0 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 226280 15045200 SH DEFINED 15045200 0 0 HESS CORP COMMON 42809H107 17797 301908 SH DEFINED 301908 0 0 HEWLETT PACKARD CO COMMON 428236103 19742 828394 SH DEFINED 828394 0 0 HEWLETT PACKARD CO OPTION 428236103 1918 80500 SH C DEFINED 80500 0 0 HEWLETT PACKARD CO OPTION 428236103 2459 103200 SH P DEFINED 103200 0 0 HICKS ACQUISITION CO II INC WARRANT 429090111 620 999600 SH DEFINED 999600 0 0 HILL ROM HLDGS INC COMMON 431475102 9309 278646 SH DEFINED 278646 0 0 HOLLYFRONTIER CORP COMMON 436106108 4291 133444 SH DEFINED 133444 0 0 HONEYWELL INTL INC OPTION 438516106 201 3300 SH C DEFINED 3300 0 0 HONEYWELL INTL INC OPTION 438516106 402 6600 SH P DEFINED 6600 0 0 HORNBECK OFFSHORE SVCS INC N BOND 440543AE6 5416 5000000 PRN DEFINED 0 0 0 HOT TOPIC INC COMMON 441339108 4688 461919 SH DEFINED 461919 0 0 HOVNANIAN ENTERPRISES INC PREF CONV 44248W208 2010 150000 SH DEFINED 150000 0 0 HSN INC COMMON 404303109 1334 35084 SH DEFINED 35084 0 0 HUMAN GENOME SCIENCES INC OPTION 444903108 193 23400 SH C DEFINED 23400 0 0 HUMAN GENOME SCIENCES INC OPTION 444903108 182 22100 SH P DEFINED 22100 0 0 HUNTINGTON BANCSHARES INC COMMON 446150104 822 127466 SH DEFINED 127466 0 0 HUNTINGTON INGALLS INDS INC COMMON 446413106 1165 28949 SH DEFINED 28949 0 0 HUNTSMAN CORP COMMON 447011107 12544 895323 SH DEFINED 895323 0 0 HUNTSMAN CORP OPTION 447011107 637 45500 SH C DEFINED 45500 0 0 HURON CONSULTING GROUP INC COMMON 447462102 501 13326 SH DEFINED 13326 0 0 IAC INTERACTIVECORP COMMON 44919P508 2358 48025 SH DEFINED 48025 0 0 IAC INTERACTIVECORP OPTION 44919P508 432 8800 SH C DEFINED 8800 0 0 IAC INTERACTIVECORP OPTION 44919P508 471 9600 SH P DEFINED 9600 0 0 IDT CORP COMMON 448947507 788 84455 SH DEFINED 84455 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 813 37108 SH DEFINED 37108 0 0 INTEL CORP COMMON 458140100 20841 741277 SH DEFINED 741277 0 0 INTEL CORP OPTION 458140100 1610 57300 SH C DEFINED 57300 0 0 INTEL CORP OPTION 458140100 1811 64400 SH P DEFINED 64400 0 0 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 1402 10203 SH DEFINED 10203 0 0 INTERLINE BRANDS INC COMMON 458743101 208 9622 SH DEFINED 9622 0 0 INTERMEC INC COMMON 458786100 114 14759 SH DEFINED 14759 0 0 INTERNATIONAL BANCSHARES COR COMMON 459044103 326 15426 SH DEFINED 15426 0 0 INTERNATIONAL BUSINESS MACHS COMMON 459200101 604 2897 SH DEFINED 2897 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 983 4700 SH C DEFINED 4700 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 1627 7800 SH P DEFINED 7800 0 0 INTEROIL CORP COMMON 460951106 1568 30500 SH DEFINED 30500 0 0 INTERPUBLIC GROUP COS INC COMMON 460690100 2340 205113 SH DEFINED 205113 0 0 INTUIT COMMON 461202103 1534 25505 SH DEFINED 25505 0 0 INTUITIVE SURGICAL INC COMMON 46120E602 292 539 SH DEFINED 539 0 0 INVESCO LTD COMMON G491BT108 82725 3101789 SH DEFINED 3101789 0 0 ION GEOPHYSICAL CORP COMMON 462044108 5676 879899 SH DEFINED 879899 0 0 IPARTY CORP COMMON 46261R107 94 535900 SH DEFINED 535900 0 0 IPG PHOTONICS CORP OPTION 44980X109 224 4300 SH C DEFINED 4300 0 0 IPG PHOTONICS CORP OPTION 44980X109 203 3900 SH P DEFINED 3900 0 0 IRON MTN INC COMMON 462846106 2083 72340 SH DEFINED 72340 0 0 ISHARES TR OPTION 464287184 36665 1000000 SH C DEFINED 1000000 0 0 ISHARES TR OPTION 464287234 21159 492700 SH C DEFINED 492700 0 0 ITRON INC COMMON 465741106 13359 294169 SH DEFINED 294169 0 0 ITT CORP NEW COMMON 450911201 942 41047 SH DEFINED 41047 0 0 J2 GLOBAL INC COMMON 48123V102 250 8729 SH DEFINED 8729 0 0 JACOBS ENGR GROUP INC DEL COMMON 469814107 496 11168 SH DEFINED 11168 0 0 JACOBS ENGR GROUP INC DEL OPTION 469814107 302 6800 SH C DEFINED 6800 0 0 JACOBS ENGR GROUP INC DEL OPTION 469814107 545 12300 SH P DEFINED 12300 0 0 JANUS CAP GROUP INC COMMON 47102X105 2987 335210 SH DEFINED 335210 0 0 JAZZ PHARMACEUTICALS PLC COMMON G50871105 5770 119035 SH DEFINED 119035 0 0 JDA SOFTWARE GROUP INC COMMON 46612K108 360 13097 SH DEFINED 13097 0 0 JDS UNIPHASE CORP COMMON 46612J507 35486 2449000 SH DEFINED 2449000 0 0 JEFFERIES GROUP INC NEW OPTION 472319102 19893 1055800 SH P DEFINED 1055800 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 1523 311443 SH DEFINED 311443 0 0 JETBLUE AIRWAYS CORP BOND 477143AD3 10923 8800000 PRN DEFINED 0 0 0 JOHNSON & JOHNSON OPTION 478160104 349 5300 SH P DEFINED 5300 0 0 JONES LANG LASALLE INC COMMON 48020Q107 2459 29515 SH DEFINED 29515 0 0 JUNIPER NETWORKS INC OPTION 48203R104 424 18500 SH C DEFINED 18500 0 0 JUNIPER NETWORKS INC OPTION 48203R104 601 26300 SH P DEFINED 26300 0 0 K V PHARMACEUTICAL CO BOND 482740AC1 2328 9500000 PRN DEFINED 0 0 0 KADANT INC COMMON 48282T104 576 24165 SH DEFINED 24165 0 0 KANSAS CITY SOUTHERN COMMON 485170302 23155 323000 SH DEFINED 323000 0 0 KB HOME OPTION 48666K109 95 10600 SH C DEFINED 10600 0 0 KB HOME OPTION 48666K109 126 14200 SH P DEFINED 14200 0 0 KBR INC COMMON 48242W106 3351 94270 SH DEFINED 94270 0 0 KELLOGG CO OPTION 487836108 343 6400 SH C DEFINED 6400 0 0 KELLOGG CO OPTION 487836108 590 11000 SH P DEFINED 11000 0 0 KEMET CORP COMMON 488360207 3036 324398 SH DEFINED 324398 0 0 KENSEY NASH CORP COMMON 490057106 452 15457 SH DEFINED 15457 0 0 KIRKLANDS INC COMMON 497498105 217 13367 SH DEFINED 13367 0 0 KKR FINANCIAL HLDGS LLC BOND 48248AAD0 32606 23104000 PRN DEFINED 0 0 0 KOHLS CORP COMMON 500255104 19515 390064 SH DEFINED 390064 0 0 KOHLS CORP OPTION 500255104 585 11700 SH C DEFINED 11700 0 0 KOHLS CORP OPTION 500255104 1066 21300 SH P DEFINED 21300 0 0 KOPPERS HOLDINGS INC COMMON 50060P106 663 17205 SH DEFINED 17205 0 0 KRATOS DEFENSE & SEC SOLUTIO COMMON 50077B207 184 34434 SH DEFINED 34434 0 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 5139 72618 SH DEFINED 72618 0 0 LAM RESEARCH CORP COMMON 512807108 714 16000 SH DEFINED 16000 0 0 LAMAR ADVERTISING CO COMMON 512815101 22416 691600 SH DEFINED 691600 0 0 LAS VEGAS SANDS CORP COMMON 517834107 24763 430151 SH DEFINED 430151 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 368 57100 SH DEFINED 57100 0 0 LAUDER ESTEE COS INC OPTION 518439104 1518 24500 SH C DEFINED 24500 0 0 LAUDER ESTEE COS INC OPTION 518439104 2224 35900 SH P DEFINED 35900 0 0 LEGG MASON INC COMMON 524901105 372 13299 SH DEFINED 13299 0 0 LENDER PROCESSING SVCS INC COMMON 52602E102 5729 220370 SH DEFINED 220370 0 0 LEVEL 3 COMMUNICATIONS INC BOND 52729NBM1 27492 22862000 PRN DEFINED 0 0 0 LEXMARK INTL NEW COMMON 529771107 264 7927 SH DEFINED 7927 0 0 LHC GROUP INC COMMON 50187A107 242 13060 SH DEFINED 13060 0 0 LIBERTY INTERACTIVE CORPORAT COMMON 53071M104 1193 62502 SH DEFINED 62502 0 0 LIBERTY MEDIA CORP BOND 530715AN1 7547 12500000 PRN DEFINED 0 0 0 LILLY ELI & CO COMMON 532457108 4142 102873 SH DEFINED 102873 0 0 LILLY ELI & CO OPTION 532457108 249 6200 SH P DEFINED 6200 0 0 LINCOLN NATL CORP IND OPTION 534187109 398 15100 SH C DEFINED 15100 0 0 LINCOLN NATL CORP IND OPTION 534187109 491 18600 SH P DEFINED 18600 0 0 LIONS GATE ENTMT INC BOND 53626YAA6 18378 10332000 PRN DEFINED 0 0 0 LIVE NATION ENTERTAINMENT IN COMMON 538034109 322 34214 SH DEFINED 34214 0 0 LIZ CLAIBORNE INC COMMON 539320101 1468 109912 SH DEFINED 109912 0 0 LIZ CLAIBORNE INC OPTION 539320101 173 13000 SH C DEFINED 13000 0 0 LONE PINE RES INC COMMON 54222A106 2978 458026 SH DEFINED 458026 0 0 LORILLARD INC COMMON 544147101 789 6101 SH DEFINED 6101 0 0 LOWES COS INC COMMON 548661107 100417 3200000 SH DEFINED 3200000 0 0 LOWES COS INC OPTION 548661107 241 7700 SH C DEFINED 7700 0 0 LOWES COS INC OPTION 548661107 352 11200 SH P DEFINED 11200 0 0 LSB INDS INC COMMON 502160104 5001 128481 SH DEFINED 128481 0 0 LSI CORPORATION COMMON 502161102 41831 4819252 SH DEFINED 4819252 0 0 LUCENT TECHNOLOGIES INC BOND 549463AG2 12450 15000000 PRN DEFINED 0 0 0 LYONDELLBASELL INDUSTRIES N COMMON N53745100 10782 247000 SH DEFINED 247000 0 0 MACYS INC OPTION 55616P104 1487 37400 SH C DEFINED 37400 0 0 MACYS INC OPTION 55616P104 1726 43400 SH P DEFINED 43400 0 0 MAKO SURGICAL CORP COMMON 560879108 33795 801790 SH DEFINED 801790 0 0 MANITOWOC INC COMMON 563571108 5831 420679 SH DEFINED 420679 0 0 MANNKIND CORP BOND 56400PAC6 11305 19000000 PRN DEFINED 0 0 0 MANPOWERGROUP INC COMMON 56418H100 102720 2168457 SH DEFINED 2168457 0 0 MAP PHARMACEUTICALS INC COMMON 56509R108 240 16766 SH DEFINED 16766 0 0 MARATHON OIL CORP COMMON 565849106 1401 44215 SH DEFINED 44215 0 0 MARATHON OIL CORP OPTION 565849106 392 12400 SH C DEFINED 12400 0 0 MARATHON OIL CORP OPTION 565849106 561 17700 SH P DEFINED 17700 0 0 MARATHON PETE CORP COMMON 56585A102 15439 356073 SH DEFINED 356073 0 0 MARATHON PETE CORP OPTION 56585A102 552 12700 SH C DEFINED 12700 0 0 MARATHON PETE CORP OPTION 56585A102 636 14700 SH P DEFINED 14700 0 0 MARCUS CORP COMMON 566330106 298 23885 SH DEFINED 23885 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 7634 232820 SH DEFINED 232820 0 0 MASIMO CORP COMMON 574795100 459 19646 SH DEFINED 19646 0 0 MATERION CORP COMMON 576690101 408 14205 SH DEFINED 14205 0 0 MATTSON TECHNOLOGY INC COMMON 577223100 217 78305 SH DEFINED 78305 0 0 MAXIM INTEGRATED PRODS INC COMMON 57772K101 25856 904386 SH DEFINED 904386 0 0 MCDERMOTT INTL INC COMMON 580037109 381 29715 SH DEFINED 29715 0 0 MCDONALDS CORP COMMON 580135101 1017 10363 SH DEFINED 10363 0 0 MCDONALDS CORP OPTION 580135101 2364 24100 SH C DEFINED 24100 0 0 MCDONALDS CORP OPTION 580135101 2550 26000 SH P DEFINED 26000 0 0 MEDASSETS INC COMMON 584045108 1781 135438 SH DEFINED 135438 0 0 MEDIVATION INC COMMON 58501N101 6838 91539 SH DEFINED 91539 0 0 MEDTRONIC INC COMMON 585055106 568 14473 SH DEFINED 14473 0 0 MEDTRONIC INC OPTION 585055106 686 17500 SH C DEFINED 17500 0 0 MEDTRONIC INC OPTION 585055106 984 25100 SH P DEFINED 25100 0 0 MEMC ELECTR MATLS INC COMMON 552715104 39 10769 SH DEFINED 10769 0 0 MENTOR GRAPHICS CORP COMMON 587200106 3568 240149 SH DEFINED 240149 0 0 MERCER INTL INC COMMON 588056101 167 20762 SH DEFINED 20762 0 0 MERCK & CO INC NEW OPTION 58933Y105 304 7900 SH C DEFINED 7900 0 0 MERCK & CO INC NEW OPTION 58933Y105 603 15700 SH P DEFINED 15700 0 0 MERITOR INC COMMON 59001K100 115 14213 SH DEFINED 14213 0 0 METLIFE INC OPTION 59156R108 9454 253100 SH C DEFINED 253100 0 0 METLIFE INC OPTION 59156R108 6906 184900 SH P DEFINED 184900 0 0 METLIFE INC PREF CONV 59156R116 116787 1651400 SH DEFINED 1651400 0 0 METROPCS COMMUNICATIONS INC COMMON 591708102 7968 883304 SH DEFINED 883304 0 0 MICROCHIP TECHNOLOGY INC BOND 595017AB0 36570 26500000 PRN DEFINED 0 0 0 MICRON TECHNOLOGY INC COMMON 595112103 10202 1260297 SH DEFINED 1260297 0 0 MICRON TECHNOLOGY INC BOND 595112AK9 16400 16608000 PRN DEFINED 0 0 0 MICROSOFT CORP COMMON 594918104 4817 149332 SH DEFINED 149332 0 0 MICROSOFT CORP OPTION 594918104 1764 54700 SH C DEFINED 54700 0 0 MICROSOFT CORP OPTION 594918104 2497 77400 SH P DEFINED 77400 0 0 MICROSTRATEGY INC COMMON 594972408 1050 7502 SH DEFINED 7502 0 0 MILLER HERMAN INC COMMON 600544100 2211 96296 SH DEFINED 96296 0 0 MINERALS TECHNOLOGIES INC COMMON 603158106 1188 18168 SH DEFINED 18168 0 0 MITCHAM INDS INC COMMON 606501104 1171 52179 SH DEFINED 52179 0 0 MITEK SYS INC COMMON 606710200 394 34000 SH DEFINED 34000 0 0 MODINE MFG CO COMMON 607828100 646 73240 SH DEFINED 73240 0 0 MOLINA HEALTHCARE INC COMMON 60855R100 1150 34192 SH DEFINED 34192 0 0 MOLINA HEALTHCARE INC BOND 60855RAA8 36266 28500000 PRN DEFINED 0 0 0 MONSANTO CO NEW COMMON 61166W101 32201 403710 SH DEFINED 403710 0 0 MONSANTO CO NEW OPTION 61166W101 248 3100 SH P DEFINED 3100 0 0 MONSTER BEVERAGE CORP COMMON 611740101 511 8230 SH DEFINED 8230 0 0 MOODYS CORP COMMON 615369105 372 8834 SH DEFINED 8834 0 0 MOTOROLA SOLUTIONS INC OPTION 620076307 234 4600 SH P DEFINED 4600 0 0 MOVADO GROUP INC COMMON 624580106 1199 48820 SH DEFINED 48820 0 0 MSC INDL DIRECT INC COMMON 553530106 335 4020 SH DEFINED 4020 0 0 MUELLER INDS INC COMMON 624756102 414 9135 SH DEFINED 9135 0 0 MUELLER WTR PRODS INC COMMON 624758108 231 69287 SH DEFINED 69287 0 0 MULTIMEDIA GAMES HLDG CO INC COMMON 625453105 1480 135046 SH DEFINED 135046 0 0 MURPHY OIL CORP COMMON 626717102 18753 333276 SH DEFINED 333276 0 0 MYERS INDS INC COMMON 628464109 355 24107 SH DEFINED 24107 0 0 MYLAN INC COMMON 628530107 625 26665 SH DEFINED 26665 0 0 MYR GROUP INC DEL COMMON 55405W104 3743 209549 SH DEFINED 209549 0 0 MYRIAD GENETICS INC COMMON 62855J104 2709 114509 SH DEFINED 114509 0 0 NABORS INDUSTRIES LTD COMMON G6359F103 14169 810078 SH DEFINED 810078 0 0 NABORS INDUSTRIES LTD OPTION G6359F103 720 41200 SH C DEFINED 41200 0 0 NABORS INDUSTRIES LTD OPTION G6359F103 771 44100 SH P DEFINED 44100 0 0 NASDAQ OMX GROUP INC COMMON 631103108 308 11920 SH DEFINED 11920 0 0 NASH FINCH CO COMMON 631158102 552 19455 SH DEFINED 19455 0 0 NATIONAL CINEMEDIA INC COMMON 635309107 272 17795 SH DEFINED 17795 0 0 NATIONAL FINL PARTNERS CORP COMMON 63607P208 452 29800 SH DEFINED 29800 0 0 NATIONAL OILWELL VARCO INC COMMON 637071101 1127 14180 SH DEFINED 14180 0 0 NATIONAL OILWELL VARCO INC OPTION 637071101 302 3800 SH P DEFINED 3800 0 0 NATIONAL RETAIL PPTYS INC BOND 637417AC0 12793 11247000 PRN DEFINED 0 0 0 NAVIGANT CONSULTING INC COMMON 63935N107 867 62406 SH DEFINED 62406 0 0 NCR CORP NEW COMMON 62886E108 3703 170594 SH DEFINED 170594 0 0 NETAPP INC COMMON 64110D104 293 6533 SH DEFINED 6533 0 0 NETFLIX INC COMMON 64110L106 18176 158000 SH DEFINED 158000 0 0 NETFLIX INC OPTION 64110L106 368 3200 SH C DEFINED 3200 0 0 NETFLIX INC OPTION 64110L106 369 3200 SH P DEFINED 3200 0 0 NETSCOUT SYS INC COMMON 64115T104 520 25594 SH DEFINED 25594 0 0 NEUSTAR INC COMMON 64126X201 1333 35808 SH DEFINED 35808 0 0 NEW YORK & CO INC COMMON 649295102 715 191781 SH DEFINED 191781 0 0 NEW YORK TIMES CO COMMON 650111107 93 13703 SH DEFINED 13703 0 0 NEWFIELD EXPL CO COMMON 651290108 2069 59678 SH DEFINED 59678 0 0 NEWMONT MINING CORP COMMON 651639106 11681 227832 SH DEFINED 227832 0 0 NEXEN INC COMMON 65334H102 281 15300 SH DEFINED 15300 0 0 NII HLDGS INC COMMON 62913F201 4580 250138 SH DEFINED 250138 0 0 NIKE INC COMMON 654106103 1836 16935 SH DEFINED 16935 0 0 NIKE INC OPTION 654106103 228 2100 SH C DEFINED 2100 0 0 NIKE INC OPTION 654106103 445 4100 SH P DEFINED 4100 0 0 NORDSTROM INC COMMON 655664100 363 6512 SH DEFINED 6512 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 718 11758 SH DEFINED 11758 0 0 NOVAVAX INC COMMON 670002104 111 87900 SH DEFINED 87900 0 0 NRG ENERGY INC COMMON 629377508 7836 500061 SH DEFINED 500061 0 0 NUANCE COMMUNICATIONS INC COMMON 67020Y100 1837 71792 SH DEFINED 71792 0 0 NUANCE COMMUNICATIONS INC OPTION 67020Y100 560 21900 SH C DEFINED 21900 0 0 NUANCE COMMUNICATIONS INC OPTION 67020Y100 673 26300 SH P DEFINED 26300 0 0 NUANCE COMMUNICATIONS INC BOND 67020YAB6 14563 10000000 PRN DEFINED 0 0 0 NUVASIVE INC COMMON 670704105 2562 152138 SH DEFINED 152138 0 0 NVIDIA CORP COMMON 67066G104 20820 1352389 SH DEFINED 1352389 0 0 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 988 73648 SH DEFINED 73648 0 0 OCCIDENTAL PETE CORP DEL COMMON 674599105 6593 69234 SH DEFINED 69234 0 0 OCWEN FINL CORP COMMON 675746309 741 47423 SH DEFINED 47423 0 0 OFFICE DEPOT INC COMMON 676220106 5981 1733581 SH DEFINED 1733581 0 0 OLD REP INTL CORP COMMON 680223104 1444 136922 SH DEFINED 136922 0 0 OLYMPIC STEEL INC COMMON 68162K106 608 25300 SH DEFINED 25300 0 0 OMNICOM GROUP INC COMMON 681919106 5139 101452 SH DEFINED 101452 0 0 ON SEMICONDUCTOR CORP COMMON 682189105 8229 913240 SH DEFINED 913240 0 0 ON SEMICONDUCTOR CORP BOND 682189AD7 9621 7200000 PRN DEFINED 0 0 0 ORACLE CORP COMMON 68389X105 26191 898165 SH DEFINED 898165 0 0 ORACLE CORP OPTION 68389X105 630 21600 SH C DEFINED 21600 0 0 ORACLE CORP OPTION 68389X105 793 27200 SH P DEFINED 27200 0 0 ORBITZ WORLDWIDE INC COMMON 68557K109 290 94874 SH DEFINED 94874 0 0 OREXIGEN THERAPEUTICS INC COMMON 686164104 306 74678 SH DEFINED 74678 0 0 ORION MARINE GROUP INC COMMON 68628V308 258 35657 SH DEFINED 35657 0 0 OSHKOSH CORP COMMON 688239201 3116 134480 SH DEFINED 134480 0 0 OVERSTOCK COM INC DEL COMMON 690370101 93 17805 SH DEFINED 17805 0 0 OWENS ILL INC COMMON 690768403 3219 137929 SH DEFINED 137929 0 0 PACWEST BANCORP DEL COMMON 695263103 591 24332 SH DEFINED 24332 0 0 PAREXEL INTL CORP COMMON 699462107 1243 46082 SH DEFINED 46082 0 0 PARKER DRILLING CO COMMON 701081101 2357 394914 SH DEFINED 394914 0 0 PARKER HANNIFIN CORP COMMON 701094104 950 11243 SH DEFINED 11243 0 0 PATRIOT COAL CORP COMMON 70336T104 123 19773 SH DEFINED 19773 0 0 PATRIOT COAL CORP OPTION 70336T104 544 87200 SH C DEFINED 87200 0 0 PATRIOT COAL CORP OPTION 70336T104 531 85000 SH P DEFINED 85000 0 0 PATTERSON UTI ENERGY INC COMMON 703481101 9905 572882 SH DEFINED 572882 0 0 PAYCHEX INC COMMON 704326107 293 9435 SH DEFINED 9435 0 0 PAYCHEX INC OPTION 704326107 294 9500 SH C DEFINED 9500 0 0 PAYCHEX INC OPTION 704326107 561 18100 SH P DEFINED 18100 0 0 PDL BIOPHARMA INC BOND 69329YAE4 39960 36000000 PRN DEFINED 0 0 0 PEABODY ENERGY CORP COMMON 704549104 8721 301161 SH DEFINED 301161 0 0 PENN VA CORP COMMON 707882106 951 209037 SH DEFINED 209037 0 0 PENNEY J C INC COMMON 708160106 26105 736809 SH DEFINED 736809 0 0 PENNEY J C INC OPTION 708160106 527 14900 SH C DEFINED 14900 0 0 PENNEY J C INC OPTION 708160106 879 24800 SH P DEFINED 24800 0 0 PENNYMAC MTG INVT TR COMMON 70931T103 40330 2160120 SH DEFINED 2160120 0 0 PEOPLES UNITED FINANCIAL INC COMMON 712704105 207 15668 SH DEFINED 15668 0 0 PEPSICO INC COMMON 713448108 3120 47029 SH DEFINED 47029 0 0 PEPSICO INC OPTION 713448108 1035 15600 SH C DEFINED 15600 0 0 PEPSICO INC OPTION 713448108 1858 28000 SH P DEFINED 28000 0 0 PETSMART INC COMMON 716768106 1459 25488 SH DEFINED 25488 0 0 PFIZER INC COMMON 717081103 6394 282393 SH DEFINED 282393 0 0 PHARMACYCLICS INC COMMON 716933106 5411 194972 SH DEFINED 194972 0 0 PHH CORP BOND 693320AN3 14400 15000000 PRN DEFINED 0 0 0 PHILIP MORRIS INTL INC COMMON 718172109 332 3743 SH DEFINED 3743 0 0 PHILIP MORRIS INTL INC OPTION 718172109 1418 16000 SH C DEFINED 16000 0 0 PHILIP MORRIS INTL INC OPTION 718172109 2826 31900 SH P DEFINED 31900 0 0 PIER 1 IMPORTS INC COMMON 720279108 21932 1206324 SH DEFINED 1206324 0 0 PINNACLE ENTMT INC COMMON 723456109 1410 122447 SH DEFINED 122447 0 0 PINNACLE WEST CAP CORP COMMON 723484101 997 20799 SH DEFINED 20799 0 0 PIONEER DRILLING CO COMMON 723655106 2657 301798 SH DEFINED 301798 0 0 PLAINS EXPL& PRODTN CO COMMON 726505100 2137 50099 SH DEFINED 50099 0 0 PLEXUS CORP COMMON 729132100 620 17762 SH DEFINED 17762 0 0 PMC-SIERRA INC COMMON 69344F106 3647 504298 SH DEFINED 504298 0 0 PNC FINL SVCS GROUP INC COMMON 693475105 273 4230 SH DEFINED 4230 0 0 POLYCOM INC COMMON 73172K104 11384 596928 SH DEFINED 596928 0 0 POLYCOM INC OPTION 73172K104 191 10000 SH C DEFINED 10000 0 0 POLYCOM INC OPTION 73172K104 252 13200 SH P DEFINED 13200 0 0 POLYONE CORP COMMON 73179P106 909 63135 SH DEFINED 63135 0 0 PORTFOLIO RECOVERY ASSOCS IN COMMON 73640Q105 1803 25136 SH DEFINED 25136 0 0 PORTLAND GEN ELEC CO COMMON 736508847 918 36756 SH DEFINED 36756 0 0 POTASH CORP SASK INC COMMON 73755L107 28922 633000 SH DEFINED 633000 0 0 POWER ONE INC NEW COMMON 73930R102 1347 296212 SH DEFINED 296212 0 0 POWERSHARES QQQ TRUST OPTION 73935A104 119307 1766200 SH P DEFINED 1766200 0 0 PPG INDS INC OPTION 693506107 335 3500 SH C DEFINED 3500 0 0 PPG INDS INC OPTION 693506107 441 4600 SH P DEFINED 4600 0 0 PRICELINE COM INC COMMON 741503403 789 1100 SH DEFINED 1100 0 0 PRINCIPAL FINL GROUP INC COMMON 74251V102 3041 103057 SH DEFINED 103057 0 0 PRIVATEBANCORP INC COMMON 742962103 246 16160 SH DEFINED 16160 0 0 PROCTER & GAMBLE CO COMMON 742718109 430 6401 SH DEFINED 6401 0 0 PROCTER & GAMBLE CO OPTION 742718109 436 6500 SH C DEFINED 6500 0 0 PROCTER & GAMBLE CO OPTION 742718109 741 11000 SH P DEFINED 11000 0 0 PROLOGIS BOND 74340XAT8 42422 37500000 PRN DEFINED 0 0 0 PROMOTORA DE INFORMACIONES S ADR 74343G204 423 131727 SH DEFINED 131727 0 0 PROMOTORA DE INFORMACIONES S PREF CONV 74343G303 12688 2916800 SH DEFINED 2916800 0 0 PRUDENTIAL FINL INC COMMON 744320102 1856 29259 SH DEFINED 29259 0 0 PUBLIC STORAGE COMMON 74460D109 3009 21771 SH DEFINED 21771 0 0 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 6014 196452 SH DEFINED 196452 0 0 PULTE GROUP INC COMMON 745867101 8931 1009113 SH DEFINED 1009113 0 0 PULTE GROUP INC OPTION 745867101 928 104900 SH C DEFINED 104900 0 0 PULTE GROUP INC OPTION 745867101 696 78600 SH P DEFINED 78600 0 0 PVH CORP COMMON 693656100 1292 14455 SH DEFINED 14455 0 0 QEP RES INC COMMON 74733V100 10856 355961 SH DEFINED 355961 0 0 QUEST DIAGNOSTICS INC OPTION 74834L100 1167 19100 SH C DEFINED 19100 0 0 QUEST DIAGNOSTICS INC OPTION 74834L100 1797 29400 SH P DEFINED 29400 0 0 QUEST SOFTWARE INC COMMON 74834T103 1482 63676 SH DEFINED 63676 0 0 QUESTCOR PHARMACEUTICALS INC COMMON 74835Y101 4005 106454 SH DEFINED 106454 0 0 RACKSPACE HOSTING INC COMMON 750086100 306 5295 SH DEFINED 5295 0 0 RADIOSHACK CORP COMMON 750438103 63 10118 SH DEFINED 10118 0 0 RADIOSHACK CORP OPTION 750438103 98 15700 SH C DEFINED 15700 0 0 RADIOSHACK CORP OPTION 750438103 102 16400 SH P DEFINED 16400 0 0 RAMCO-GERSHENSON PPTYS TR PREF CONV 751452608 3686 75000 SH DEFINED 75000 0 0 RAPTOR PHARMACEUTICAL CORP COMMON 75382F106 171 25364 SH DEFINED 25364 0 0 RAYONIER TRS HLDGS INC BOND 75508AAC0 13593 9779000 PRN DEFINED 0 0 0 RAYTHEON CO OPTION 755111507 681 12900 SH C DEFINED 12900 0 0 RAYTHEON CO OPTION 755111507 1863 35300 SH P DEFINED 35300 0 0 RED HAT INC COMMON 756577102 18534 309456 SH DEFINED 309456 0 0 RED ROBIN GOURMET BURGERS IN COMMON 75689M101 334 8957 SH DEFINED 8957 0 0 REGENCY CTRS CORP COMMON 758849103 217 4901 SH DEFINED 4901 0 0 REGENERON PHARMACEUTICALS COMMON 75886F107 21453 183957 SH DEFINED 183957 0 0 REGIONS FINANCIAL CORP NEW COMMON 7591EP100 16921 2567708 SH DEFINED 2567708 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 243 4296 SH DEFINED 4296 0 0 REPUBLIC AWYS HLDGS INC COMMON 760276105 1026 207475 SH DEFINED 207475 0 0 RESOLUTE ENERGY CORP WARRANT 76116A116 967 648500 SH DEFINED 648500 0 0 RITE AID CORP COMMON 767754104 81 46799 SH DEFINED 46799 0 0 RIVERBED TECHNOLOGY INC COMMON 768573107 840 29927 SH DEFINED 29927 0 0 ROBBINS & MYERS INC COMMON 770196103 10293 197760 SH DEFINED 197760 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 25424 319000 SH DEFINED 319000 0 0 ROCKWELL AUTOMATION INC OPTION 773903109 319 4000 SH C DEFINED 4000 0 0 ROCKWELL AUTOMATION INC OPTION 773903109 399 5000 SH P DEFINED 5000 0 0 ROCKWOOD HLDGS INC COMMON 774415103 4299 82434 SH DEFINED 82434 0 0 ROI ACQUISITION CORP UNIT 74966A203 4200 420000 SH DEFINED 420000 0 0 ROSETTA RESOURCES INC COMMON 777779307 222 4558 SH DEFINED 4558 0 0 ROSS STORES INC OPTION 778296103 994 17100 SH C DEFINED 17100 0 0 ROSS STORES INC OPTION 778296103 1388 23900 SH P DEFINED 23900 0 0 ROVI CORP COMMON 779376102 1417 43495 SH DEFINED 43495 0 0 ROVI CORP OPTION 779376102 225 6900 SH P DEFINED 6900 0 0 ROYAL BK SCOTLAND GROUP PLC PREF CONV 780097770 5654 349889 SH DEFINED 349889 0 0 RTI BIOLOGICS INC COMMON 74975N105 661 178627 SH DEFINED 178627 0 0 RUTHS HOSPITALITY GROUP INC COMMON 783332109 312 41114 SH DEFINED 41114 0 0 RYDER SYS INC COMMON 783549108 754 14293 SH DEFINED 14293 0 0 SAFEWAY INC COMMON 786514208 13106 648508 SH DEFINED 648508 0 0 SAFEWAY INC OPTION 786514208 307 15200 SH C DEFINED 15200 0 0 SAFEWAY INC OPTION 786514208 493 24400 SH P DEFINED 24400 0 0 SAIA INC COMMON 78709Y105 1091 64142 SH DEFINED 64142 0 0 SAIC INC COMMON 78390X101 4704 356418 SH DEFINED 356418 0 0 SALESFORCE COM INC COMMON 79466L302 19922 128936 SH DEFINED 128936 0 0 SALIX PHARMACEUTICALS INC COMMON 795435106 7616 145060 SH DEFINED 145060 0 0 SANMINA SCI CORP COMMON 800907206 191 16724 SH DEFINED 16724 0 0 SANOFI COMMON 80105N113 1809 1340000 SH DEFINED 1340000 0 0 SARA LEE CORP OPTION 803111103 2153 100000 SH C DEFINED 100000 0 0 SAUER-DANFOSS INC COMMON 804137107 1883 40086 SH DEFINED 40086 0 0 SAVIENT PHARMACEUTICALS INC BOND 80517QAA8 2905 7000000 PRN DEFINED 0 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 3597 70800 SH DEFINED 70800 0 0 SBA COMMUNICATIONS CORP BOND 78388JAN6 32825 26000000 PRN DEFINED 0 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 26584 1850000 SH DEFINED 1850000 0 0 SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 237 3421 SH DEFINED 3421 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 378 59836 SH DEFINED 59836 0 0 SEACHANGE INTL INC COMMON 811699107 89 11514 SH DEFINED 11514 0 0 SEADRILL LIMITED COMMON G7945E105 3751 100000 SH DEFINED 100000 0 0 SEADRILL LIMITED OPTION G7945E105 7502 200000 SH P DEFINED 200000 0 0 SEALED AIR CORP NEW COMMON 81211K100 292 15123 SH DEFINED 15123 0 0 SEARS HLDGS CORP COMMON 812350106 239 3602 SH DEFINED 3602 0 0 SEI INVESTMENTS CO COMMON 784117103 89793 4339973 SH DEFINED 4339973 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 727 32976 SH DEFINED 32976 0 0 SERVICESOURCE INTL LLC COMMON 81763U100 495 32000 SH DEFINED 32000 0 0 SHAW GROUP INC COMMON 820280105 332 10445 SH DEFINED 10445 0 0 SHUFFLE MASTER INC COMMON 825549108 433 24615 SH DEFINED 24615 0 0 SHUTTERFLY INC OPTION 82568P304 608 19400 SH C DEFINED 19400 0 0 SHUTTERFLY INC OPTION 82568P304 805 25700 SH P DEFINED 25700 0 0 SIEMENS A G ADR 826197501 5042 50000 SH DEFINED 50000 0 0 SILICON GRAPHICS INTL CORP OPTION 82706L108 98 10100 SH C DEFINED 10100 0 0 SINA CORP OPTION G81477104 547 8400 SH C DEFINED 8400 0 0 SINA CORP OPTION G81477104 716 11000 SH P DEFINED 11000 0 0 SMITH & WESSON HLDG CORP COMMON 831756101 2027 261518 SH DEFINED 261518 0 0 SMITH A O COMMON 831865209 4988 110967 SH DEFINED 110967 0 0 SMITHFIELD FOODS INC COMMON 832248108 17797 807819 SH DEFINED 807819 0 0 SMUCKER J M CO OPTION 832696405 619 7600 SH C DEFINED 7600 0 0 SMUCKER J M CO OPTION 832696405 1074 13200 SH P DEFINED 13200 0 0 SOHU COM INC COMMON 83408W103 6104 110645 SH DEFINED 110645 0 0 SONIC AUTOMOTIVE INC BOND 83545GAQ5 27188 17887000 PRN DEFINED 0 0 0 SOTHEBYS COMMON 835898107 1525 38759 SH DEFINED 38759 0 0 SOTHEBYS OPTION 835898107 496 12600 SH C DEFINED 12600 0 0 SOTHEBYS OPTION 835898107 626 15900 SH P DEFINED 15900 0 0 SOTHEBYS BOND 835898AC1 21312 16798000 PRN DEFINED 0 0 0 SPDR S&P 500 ETF TR OPTION 78462F103 14081 100000 SH C DEFINED 100000 0 0 SPDR S&P 500 ETF TR OPTION 78462F103 1872815 13300300 SH P DEFINED 13300300 0 0 SPDR SERIES TRUST OPTION 78464A888 8541 400000 SH P DEFINED 400000 0 0 ST JUDE MED INC COMMON 790849103 13478 304164 SH DEFINED 304164 0 0 ST JUDE MED INC OPTION 790849103 222 5000 SH P DEFINED 5000 0 0 STANDARD MTR PRODS INC COMMON 853666105 359 20213 SH DEFINED 20213 0 0 STANLEY BLACK & DECKER INC COMMON 854502101 1597 20751 SH DEFINED 20751 0 0 STANLEY BLACK & DECKER INC OPTION 854502101 300 3900 SH P DEFINED 3900 0 0 STARBUCKS CORP COMMON 855244109 10090 180518 SH DEFINED 180518 0 0 STATE STR CORP OPTION 857477103 241 5300 SH C DEFINED 5300 0 0 STATE STR CORP OPTION 857477103 420 9200 SH P DEFINED 9200 0 0 STEEL DYNAMICS INC COMMON 858119100 770 52967 SH DEFINED 52967 0 0 STERLING CONSTRUCTION CO INC COMMON 859241101 102 10465 SH DEFINED 10465 0 0 STEWART INFORMATION SVCS COR BOND 860372AB7 7620 6000000 PRN DEFINED 0 0 0 STONE ENERGY CORP COMMON 861642106 27576 964537 SH DEFINED 964537 0 0 STRYKER CORP COMMON 863667101 8324 150032 SH DEFINED 150032 0 0 SUN HEALTHCARE GROUP INC NEW COMMON 86677E100 109 15899 SH DEFINED 15899 0 0 SUN HYDRAULICS CORP COMMON 866942105 372 14204 SH DEFINED 14204 0 0 SUNOCO INC COMMON 86764P109 900 23587 SH DEFINED 23587 0 0 SUNTRUST BKS INC COMMON 867914103 3303 136632 SH DEFINED 136632 0 0 SUPERIOR ENERGY SVCS INC COMMON 868157108 126449 4796972 SH DEFINED 4796972 0 0 SVB FINL GROUP COMMON 78486Q101 1003 15598 SH DEFINED 15598 0 0 SWIFT ENERGY CO COMMON 870738101 1286 44297 SH DEFINED 44297 0 0 SYMANTEC CORP COMMON 871503108 9069 484944 SH DEFINED 484944 0 0 SYMANTEC CORP OPTION 871503108 935 50000 SH C DEFINED 50000 0 0 SYMMETRY MED INC COMMON 871546206 85 12087 SH DEFINED 12087 0 0 SYNOPSYS INC COMMON 871607107 1030 33586 SH DEFINED 33586 0 0 SYNOVUS FINL CORP PREF CONV 87161C204 33018 1724200 SH DEFINED 1724200 0 0 TARGET CORP COMMON 87612E106 26222 450000 SH DEFINED 450000 0 0 TAUBMAN CTRS INC COMMON 876664103 251 3435 SH DEFINED 3435 0 0 TECH DATA CORP COMMON 878237106 1620 29851 SH DEFINED 29851 0 0 TEEKAY CORPORATION COMMON Y8564W103 555 15978 SH DEFINED 15978 0 0 TELECOMMUNICATION SYS INC COMMON 87929J103 298 107416 SH DEFINED 107416 0 0 TENET HEALTHCARE CORP COMMON 88033G100 6015 1132980 SH DEFINED 1132980 0 0 TENNECO INC COMMON 880349105 2976 80100 SH DEFINED 80100 0 0 TERADATA CORP DEL COMMON 88076W103 51658 758000 SH DEFINED 758000 0 0 TERADYNE INC COMMON 880770102 2804 166000 SH DEFINED 166000 0 0 TEREX CORP NEW OPTION 880779103 1024 45500 SH C DEFINED 45500 0 0 TEREX CORP NEW OPTION 880779103 1240 55100 SH P DEFINED 55100 0 0 TESORO CORP COMMON 881609101 1898 70729 SH DEFINED 70729 0 0 TESSERA TECHNOLOGIES INC COMMON 88164L100 205 11890 SH DEFINED 11890 0 0 TETRA TECH INC NEW COMMON 88162G103 341 12945 SH DEFINED 12945 0 0 TETRA TECHNOLOGIES INC DEL COMMON 88162F105 221 23499 SH DEFINED 23499 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6147 136416 SH DEFINED 136416 0 0 TEXAS INSTRS INC COMMON 882508104 23191 690000 SH DEFINED 690000 0 0 TEXAS INSTRS INC OPTION 882508104 1651 49100 SH C DEFINED 49100 0 0 TEXAS INSTRS INC OPTION 882508104 2507 74600 SH P DEFINED 74600 0 0 TEXAS ROADHOUSE INC COMMON 882681109 1728 103851 SH DEFINED 103851 0 0 TEXTRON INC COMMON 883203101 3644 130927 SH DEFINED 130927 0 0 TEXTRON INC OPTION 883203101 311 11200 SH C DEFINED 11200 0 0 TEXTRON INC OPTION 883203101 378 13600 SH P DEFINED 13600 0 0 TEXTRON INC BOND 883203BN0 21413 10000000 PRN DEFINED 0 0 0 THERAVANCE INC BOND 88338TAA2 8344 8121000 PRN DEFINED 0 0 0 THERMO FISHER SCIENTIFIC INC OPTION 883556102 208 3700 SH P DEFINED 3700 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 549 18000 SH DEFINED 18000 0 0 TIBCO SOFTWARE INC OPTION 88632Q103 238 7800 SH C DEFINED 7800 0 0 TIBCO SOFTWARE INC OPTION 88632Q103 290 9500 SH P DEFINED 9500 0 0 TIDEWATER INC COMMON 886423102 1567 29000 SH DEFINED 29000 0 0 TIFFANY & CO NEW OPTION 886547108 311 4500 SH C DEFINED 4500 0 0 TIFFANY & CO NEW OPTION 886547108 269 3900 SH P DEFINED 3900 0 0 TIME WARNER CABLE INC COMMON 88732J207 6129 75200 SH DEFINED 75200 0 0 TIME WARNER CABLE INC OPTION 88732J207 301 3700 SH C DEFINED 3700 0 0 TIME WARNER CABLE INC OPTION 88732J207 652 8000 SH P DEFINED 8000 0 0 TIME WARNER INC COMMON 887317303 207 5491 SH DEFINED 5491 0 0 TIME WARNER INC OPTION 887317303 241 6400 SH C DEFINED 6400 0 0 TIME WARNER INC OPTION 887317303 454 12000 SH P DEFINED 12000 0 0 TIME WARNER TELECOM INC BOND 887319AC5 15484 12500000 PRN DEFINED 0 0 0 TIMKEN CO COMMON 887389104 12026 237015 SH DEFINED 237015 0 0 TNS INC COMMON 872960109 680 31294 SH DEFINED 31294 0 0 TOP IMAGE SYSTEMS LTD COMMON M87896102 649 158227 SH DEFINED 158227 0 0 TOTAL SYS SVCS INC COMMON 891906109 2603 112825 SH DEFINED 112825 0 0 TOWN SPORTS INTL HLDGS INC COMMON 89214A102 228 18055 SH DEFINED 18055 0 0 TPC GROUP INC COMMON 89236Y104 1580 35746 SH DEFINED 35746 0 0 TRANSOCEAN LTD COMMON H8817H100 1176 21481 SH DEFINED 21481 0 0 TRAVELERS COMPANIES INC OPTION 89417E109 379 6400 SH C DEFINED 6400 0 0 TRAVELERS COMPANIES INC OPTION 89417E109 652 11000 SH P DEFINED 11000 0 0 TRIMAS CORP COMMON 896215209 5021 224280 SH DEFINED 224280 0 0 TRUE RELIGION APPAREL INC COMMON 89784N104 502 18322 SH DEFINED 18322 0 0 TRUE RELIGION APPAREL INC OPTION 89784N104 249 9100 SH P DEFINED 9100 0 0 TRW AUTOMOTIVE HLDGS CORP COMMON 87264S106 132190 2845841 SH DEFINED 2845841 0 0 TSAKOS ENERGY NAVIGATION LTD COMMON G9108L108 278 32085 SH DEFINED 32085 0 0 TYSON FOODS INC COMMON 902494103 2250 117465 SH DEFINED 117465 0 0 TYSON FOODS INC BOND 902494AP8 12772 10290000 PRN DEFINED 0 0 0 U S AIRWAYS GROUP INC OPTION 90341W108 565 74400 SH C DEFINED 74400 0 0 U S AIRWAYS GROUP INC OPTION 90341W108 487 64200 SH P DEFINED 64200 0 0 UGI CORP NEW COMMON 902681105 2962 108685 SH DEFINED 108685 0 0 ULTA SALON COSMETCS & FRAG I COMMON 90384S303 9305 100174 SH DEFINED 100174 0 0 ULTRA CLEAN HLDGS INC COMMON 90385V107 340 45034 SH DEFINED 45034 0 0 UNDER ARMOUR INC OPTION 904311107 545 5800 SH C DEFINED 5800 0 0 UNDER ARMOUR INC OPTION 904311107 864 9200 SH P DEFINED 9200 0 0 UNISYS CORP COMMON 909214306 2864 145198 SH DEFINED 145198 0 0 UNIT CORP COMMON 909218109 3477 81311 SH DEFINED 81311 0 0 UNITED PARCEL SERVICE INC COMMON 911312106 911 11283 SH DEFINED 11283 0 0 UNITED PARCEL SERVICE INC OPTION 911312106 1389 17200 SH C DEFINED 17200 0 0 UNITED PARCEL SERVICE INC OPTION 911312106 2800 34700 SH P DEFINED 34700 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 241 2900 SH P DEFINED 2900 0 0 UNITED THERAPEUTICS CORP DEL COMMON 91307C102 9661 205002 SH DEFINED 205002 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 301 5100 SH DEFINED 5100 0 0 UNUM GROUP COMMON 91529Y106 1062 43365 SH DEFINED 43365 0 0 URS CORP NEW COMMON 903236107 5634 132502 SH DEFINED 132502 0 0 US AIRWAYS GROUP INC BOND 911905AC1 15374 8500000 PRN DEFINED 0 0 0 USEC INC COMMON 90333E108 19 18326 SH DEFINED 18326 0 0 USEC INC BOND 90333EAC2 5294 10695000 PRN DEFINED 0 0 0 Utilities Select Sector SPDR COMMON 81369Y886 14161 404092 SH DEFINED 1 404092 0 V F CORP OPTION 918204108 394 2700 SH C DEFINED 2700 0 0 V F CORP OPTION 918204108 467 3200 SH P DEFINED 3200 0 0 VAALCO ENERGY INC COMMON 91851C201 1812 191818 SH DEFINED 191818 0 0 VALASSIS COMMUNICATIONS INC COMMON 918866104 431 18721 SH DEFINED 18721 0 0 VALERO ENERGY CORP NEW COMMON 91913Y100 1727 67000 SH DEFINED 67000 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 224 8700 SH P DEFINED 8700 0 0 VALIDUS HOLDINGS LTD COMMON G9319H102 302 9731 SH DEFINED 9731 0 0 VECTOR GROUP LTD BOND 92240MAS7 15338 11753000 PRN DEFINED 0 0 0 VEECO INSTRS INC DEL OPTION 922417100 200 7000 SH P DEFINED 7000 0 0 VENTAS INC COMMON 92276F100 329 5750 SH DEFINED 5750 0 0 VERIFONE SYS INC COMMON 92342Y109 13557 261366 SH DEFINED 261366 0 0 VERISIGN INC COMMON 92343E102 217 5669 SH DEFINED 5669 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 269 7000 SH P DEFINED 7000 0 0 VERTEX PHARMACEUTICALS INC COMMON 92532F100 7287 177690 SH DEFINED 177690 0 0 VIACOM INC NEW COMMON 92553P201 445 9374 SH DEFINED 9374 0 0 VIRGIN MEDIA INC COMMON 92769L101 1242 49725 SH DEFINED 49725 0 0 VIROPHARMA INC COMMON 928241108 599 19924 SH DEFINED 19924 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 4255 349837 SH DEFINED 349837 0 0 VMWARE INC COMMON 928563402 18366 163452 SH DEFINED 163452 0 0 VOCUS INC COMMON 92858J108 614 46370 SH DEFINED 46370 0 0 VONAGE HLDGS CORP COMMON 92886T201 734 332079 SH DEFINED 332079 0 0 VRINGO INC COMMON 92911N104 77 46814 SH DEFINED 46814 0 0 WABTEC CORP COMMON 929740108 742 9853 SH DEFINED 9853 0 0 WADDELL & REED FINL INC COMMON 930059100 906 27954 SH DEFINED 27954 0 0 WAL MART STORES INC COMMON 931142103 3725 60860 SH DEFINED 60860 0 0 WAL MART STORES INC OPTION 931142103 948 15500 SH C DEFINED 15500 0 0 WAL MART STORES INC OPTION 931142103 1841 30100 SH P DEFINED 30100 0 0 WALGREEN CO COMMON 931422109 2537 75762 SH DEFINED 75762 0 0 WALTER ENERGY INC COMMON 93317Q105 296 5000 SH DEFINED 5000 0 0 WARNER CHILCOTT PLC IRELAND COMMON G94368100 4654 276878 SH DEFINED 276878 0 0 WARREN RES INC COMMON 93564A100 122 37645 SH DEFINED 37645 0 0 WATSON PHARMACEUTICALS INC COMMON 942683103 25668 382762 SH DEFINED 382762 0 0 WEATHERFORD INTERNATIONAL LT COMMON H27013103 4418 292854 SH DEFINED 292854 0 0 WEBSENSE INC COMMON 947684106 569 27000 SH DEFINED 27000 0 0 WELLPOINT INC OPTION 94973V107 1298 17600 SH C DEFINED 17600 0 0 WELLPOINT INC OPTION 94973V107 1387 18800 SH P DEFINED 18800 0 0 WELLS FARGO & CO NEW COMMON 949746101 25892 758420 SH DEFINED 758420 0 0 WESCO INTL INC COMMON 95082P105 921 14103 SH DEFINED 14103 0 0 WESCO INTL INC BOND 95082PAH8 40940 16970000 PRN DEFINED 0 0 0 WESTERN ALLIANCE BANCORP COMMON 957638109 162 19100 SH DEFINED 19100 0 0 WESTERN DIGITAL CORP COMMON 958102105 27640 667814 SH DEFINED 667814 0 0 WESTERN REFNG INC COMMON 959319104 2120 112693 SH DEFINED 112693 0 0 WESTERN UN CO COMMON 959802109 2773 157519 SH DEFINED 157519 0 0 WEYERHAEUSER CO COMMON 962166104 14468 660000 SH DEFINED 660000 0 0 WHIRLPOOL CORP COMMON 963320106 354 4598 SH DEFINED 4598 0 0 WHITING PETE CORP NEW COMMON 966387102 2561 47181 SH DEFINED 47181 0 0 WILEY JOHN & SONS INC COMMON 968223206 293 6163 SH DEFINED 6163 0 0 WILLBROS GROUP INC DEL COMMON 969203108 335 103390 SH DEFINED 103390 0 0 WILLIAMS CLAYTON ENERGY INC COMMON 969490101 288 3621 SH DEFINED 3621 0 0 WILLIAMS COS INC DEL COMMON 969457100 5537 179728 SH DEFINED 179728 0 0 WILLIAMS COS INC DEL OPTION 969457100 351 11400 SH C DEFINED 11400 0 0 WILLIAMS COS INC DEL OPTION 969457100 493 16000 SH P DEFINED 16000 0 0 WILLIAMS SONOMA INC COMMON 969904101 9289 247823 SH DEFINED 247823 0 0 WILSHIRE BANCORP INC COMMON 97186T108 60 12292 SH DEFINED 12292 0 0 WOLVERINE WORLD WIDE INC COMMON 978097103 1888 50771 SH DEFINED 50771 0 0 WYNDHAM WORLDWIDE CORP COMMON 98310W108 468 10060 SH DEFINED 10060 0 0 WYNN RESORTS LTD COMMON 983134107 15923 127513 SH DEFINED 127513 0 0 XILINX INC COMMON 983919101 29549 810000 SH DEFINED 810000 0 0 XILINX INC OPTION 983919101 252 6900 SH P DEFINED 6900 0 0 XILINX INC BOND 983919AD3 31549 24842000 PRN DEFINED 0 0 0 XILINX INC BOND 983919AF8 2196 1631000 PRN DEFINED 0 0 0 XO GROUP INC COMMON 983772104 184 19652 SH DEFINED 19652 0 0 XOMA CORP DEL COMMON 98419J107 129 46591 SH DEFINED 46591 0 0 YAMANA GOLD INC COMMON 98462Y100 1890 121000 SH DEFINED 121000 0 0 YUM BRANDS INC COMMON 988498101 221 3100 SH DEFINED 3100 0 0 ZIMMER HLDGS INC COMMON 98956P102 4864 75678 SH DEFINED 75678 0 0 ZIONS BANCORPORATION COMMON 989701107 8188 381585 SH DEFINED 381585 0 0 ZIONS BANCORPORATION WARRANT 989701115 687 138806 SH DEFINED 138806 0 0 ZOLTEK COS INC COMMON 98975W104 250 22066 SH DEFINED 22066 0 0