13F-HR 1 HCMNY_13F_06-30-12.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: June 30, 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 August 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 : 1,130 FORM 13F INFORMATION TABLE VALUE TOTAL (X$1000) : 7,321,882 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 344 3839 SH DEFINED 3839 0 0 AAR CORP COMMON 000361105 2717 201592 SH DEFINED 201592 0 0 ABBOTT LABS OPTION 002824100 3010 46700 SH C DEFINED 46700 0 0 ABBOTT LABS OPTION 002824100 4706 73000 SH P DEFINED 73000 0 0 ABERCROMBIE & FITCH CO COMMON 002896207 8487 248620 SH DEFINED 248620 0 0 ACACIA RESH CORP COMMON 003881307 2803 75282 SH DEFINED 75282 0 0 ACCENTURE PLC IRELAND COMMON G1151C101 354 5884 SH DEFINED 5884 0 0 ACME PACKET INC COMMON 004764106 1935 103719 SH DEFINED 103719 0 0 ACTUATE CORP COMMON 00508B102 125 18160 SH DEFINED 18160 0 0 ACXIOM CORP COMMON 005125109 1307 86501 SH DEFINED 86501 0 0 ADOBE SYS INC COMMON 00724F101 1079 33335 SH 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0 0 ROVI CORP COMMON 779376102 5360 273087 SH DEFINED 273087 0 0 ROYAL BK SCOTLAND GROUP PLC PREF CONV 780097770 2583 149716 SH DEFINED 149716 0 0 RTI BIOLOGICS INC COMMON 74975N105 605 160758 SH DEFINED 160758 0 0 RYDER SYS INC COMMON 783549108 1625 45116 SH DEFINED 45116 0 0 SAIA INC COMMON 78709Y105 782 35716 SH DEFINED 35716 0 0 SALLY BEAUTY HLDGS INC COMMON 79546E104 630 24500 SH DEFINED 24500 0 0 SANDERSON FARMS INC COMMON 800013104 8141 177660 SH DEFINED 177660 0 0 SANDISK CORP OPTION 80004C101 905 24800 SH C DEFINED 24800 0 0 SANDISK CORP OPTION 80004C101 1112 30500 SH P DEFINED 30500 0 0 SANDISK CORP BOND 80004CAD3 7983 7760000 PRN DEFINED 0 0 0 SANMINA SCI CORP COMMON 800907206 1240 151360 SH DEFINED 151360 0 0 SANOFI ADR 80105N105 1662 44000 SH DEFINED 44000 0 0 SANOFI COMMON 80105N113 2344 1662600 SH DEFINED 1662600 0 0 SARA LEE CORP OPTION 803111103 2940 101400 SH C DEFINED 101400 0 0 SAUER-DANFOSS INC COMMON 804137107 829 23746 SH DEFINED 23746 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 1492 26158 SH DEFINED 26158 0 0 SBA COMMUNICATIONS CORP BOND 78388JAN6 30816 22250000 PRN DEFINED 0 0 0 SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 217 3179 SH DEFINED 3179 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 1038 148175 SH DEFINED 148175 0 0 SCIENTIFIC GAMES CORP COMMON 80874P109 1629 190442 SH DEFINED 190442 0 0 SCOTTS MIRACLE GRO CO COMMON 810186106 418 10177 SH DEFINED 10177 0 0 SCOTTS MIRACLE GRO CO OPTION 810186106 1086 26400 SH C DEFINED 26400 0 0 SCOTTS MIRACLE GRO CO OPTION 810186106 826 20100 SH P DEFINED 20100 0 0 SCRIPPS NETWORKS INTERACT IN COMMON 811065101 10917 192000 SH DEFINED 192000 0 0 SEACHANGE INTL INC COMMON 811699107 320 38821 SH DEFINED 38821 0 0 SEADRILL LIMITED COMMON G7945E105 42366 1192750 SH DEFINED 1192750 0 0 SEAGATE TECHNOLOGY PLC OPTION G7945M107 223 9000 SH P DEFINED 9000 0 0 SEARS HLDGS CORP OPTION 812350106 430 7200 SH C DEFINED 7200 0 0 SEARS HLDGS CORP OPTION 812350106 609 10200 SH P DEFINED 10200 0 0 SEI INVESTMENTS CO COMMON 784117103 72403 3640123 SH DEFINED 3640123 0 0 SELECT COMFORT CORP COMMON 81616X103 1474 70486 SH DEFINED 70486 0 0 SELECT COMFORT CORP OPTION 81616X103 391 18700 SH C DEFINED 18700 0 0 SELECT COMFORT CORP OPTION 81616X103 479 22900 SH P DEFINED 22900 0 0 SELECT SECTOR SPDR TR OPTION 81369Y308 17051 490400 SH P DEFINED 490400 0 0 SELECT SECTOR SPDR TR OPTION 81369Y605 6586 450000 SH P DEFINED 450000 0 0 SELECT SECTOR SPDR TR COMMON 81369Y886 8582 232000 SH DEFINED 232000 0 0 SHAW GROUP INC COMMON 820280105 375 13726 SH DEFINED 13726 0 0 SHERWIN WILLIAMS CO COMMON 824348106 54688 413200 SH DEFINED 413200 0 0 SHIP FINANCE INTERNATIONAL L OPTION G81075106 1563 100000 SH P DEFINED 100000 0 0 SIEMENS A G ADR 826197501 6726 80000 SH DEFINED 80000 0 0 SIGNATURE BK NEW YORK N Y COMMON 82669G104 1105 18127 SH DEFINED 18127 0 0 SILICON LABORATORIES INC OPTION 826919102 757 20000 SH C DEFINED 20000 0 0 SILICON LABORATORIES INC OPTION 826919102 885 23400 SH P DEFINED 23400 0 0 SILVER WHEATON CORP COMMON 828336107 295 11000 SH DEFINED 11000 0 0 SIMON PPTY GROUP INC NEW COMMON 828806109 3471 22301 SH DEFINED 22301 0 0 SINA CORP OPTION G81477104 290 5600 SH C DEFINED 5600 0 0 SINA CORP OPTION G81477104 420 8100 SH P DEFINED 8100 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 317 35000 SH DEFINED 35000 0 0 SIRIUS XM RADIO INC COMMON 82967N108 740 400000 SH DEFINED 400000 0 0 SIRONA DENTAL SYSTEMS INC COMMON 82966C103 565 12551 SH DEFINED 12551 0 0 SKECHERS U S A INC COMMON 830566105 287 14122 SH DEFINED 14122 0 0 SKYWORKS SOLUTIONS INC OPTION 83088M102 388 14200 SH C DEFINED 14200 0 0 SKYWORKS SOLUTIONS INC OPTION 83088M102 469 17200 SH P DEFINED 17200 0 0 SLM CORP COMMON 78442P106 882 56150 SH DEFINED 56150 0 0 SM ENERGY CO COMMON 78454L100 11135 226713 SH DEFINED 226713 0 0 SMITH & WESSON HLDG CORP COMMON 831756101 2975 358378 SH DEFINED 358378 0 0 SMITHFIELD FOODS INC COMMON 832248108 6858 317069 SH DEFINED 317069 0 0 SMUCKER J M CO COMMON 832696405 1880 24900 SH DEFINED 24900 0 0 SMUCKER J M CO OPTION 832696405 717 9500 SH C DEFINED 9500 0 0 SMUCKER J M CO OPTION 832696405 1389 18400 SH P DEFINED 18400 0 0 SOHU COM INC COMMON 83408W103 257 5750 SH DEFINED 5750 0 0 SOLARWINDS INC COMMON 83416B109 786 18044 SH DEFINED 18044 0 0 SOLTA MED INC COMMON 83438K103 37 12540 SH DEFINED 12540 0 0 SONIC CORP COMMON 835451105 355 35475 SH DEFINED 35475 0 0 SOUTHWEST AIRLS CO COMMON 844741108 1214 131644 SH DEFINED 131644 0 0 SPDR GOLD TRUST COMMON 78463V107 1451 9350 SH DEFINED 9350 0 0 SPDR GOLD TRUST OPTION 78463V107 7760 50000 SH P DEFINED 50000 0 0 SPDR S&P 500 ETF TR OPTION 78462F103 1795416 13191400 SH P DEFINED 13191400 0 0 SPECTRA ENERGY CORP COMMON 847560109 2478 85256 SH DEFINED 85256 0 0 SPLUNK INC COMMON 848637104 13826 492000 SH DEFINED 492000 0 0 SPRINT NEXTEL CORP COMMON 852061100 704 215927 SH DEFINED 215927 0 0 ST JUDE MED INC COMMON 790849103 6626 165999 SH DEFINED 165999 0 0 STAMPS COM INC COMMON 852857200 243 9856 SH DEFINED 9856 0 0 STANDARD MICROSYSTEMS CORP COMMON 853626109 1419 38487 SH DEFINED 38487 0 0 STANDARD MTR PRODS INC COMMON 853666105 704 50016 SH DEFINED 50016 0 0 STANLEY BLACK & DECKER INC COMMON 854502101 2123 32956 SH DEFINED 32956 0 0 STARBUCKS CORP COMMON 855244109 225 4225 SH DEFINED 4225 0 0 STARBUCKS CORP OPTION 855244109 2778 52100 SH C DEFINED 52100 0 0 STARBUCKS CORP OPTION 855244109 3536 66300 SH P DEFINED 66300 0 0 STATE STR CORP COMMON 857477103 646 14460 SH DEFINED 14460 0 0 STEWART INFORMATION SVCS COR BOND 860372AB7 8025 6000000 PRN DEFINED 0 0 0 STONE ENERGY CORP COMMON 861642106 13702 540763 SH DEFINED 540763 0 0 SUPERIOR ENERGY SVCS INC COMMON 868157108 99788 4932652 SH DEFINED 4932652 0 0 SUPERIOR ENERGY SVCS INC OPTION 868157108 453 22400 SH C DEFINED 22400 0 0 SUPERIOR ENERGY SVCS INC OPTION 868157108 352 17400 SH P DEFINED 17400 0 0 SWIFT ENERGY CO COMMON 870738101 5781 310638 SH DEFINED 310638 0 0 SWIFT ENERGY CO OPTION 870738101 229 12300 SH C DEFINED 12300 0 0 SWIFT ENERGY CO OPTION 870738101 262 14100 SH P DEFINED 14100 0 0 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 298 3000 SH DEFINED 3000 0 0 SYMANTEC CORP COMMON 871503108 15591 1067047 SH DEFINED 1067047 0 0 SYMANTEC CORP OPTION 871503108 2128 145600 SH C DEFINED 145600 0 0 SYMANTEC CORP OPTION 871503108 1126 77100 SH P DEFINED 77100 0 0 SYNCHRONOSS TECHNOLOGIES INC COMMON 87157B103 606 32811 SH DEFINED 32811 0 0 SYNCHRONOSS TECHNOLOGIES INC OPTION 87157B103 237 12800 SH C DEFINED 12800 0 0 SYNCHRONOSS TECHNOLOGIES INC OPTION 87157B103 288 15600 SH P DEFINED 15600 0 0 SYNOPSYS INC COMMON 871607107 1637 55622 SH DEFINED 55622 0 0 SYNOVUS FINL CORP PREF CONV 87161C204 23547 1274200 SH DEFINED 1274200 0 0 SYNTA PHARMACEUTICALS CORP COMMON 87162T206 134 24625 SH DEFINED 24625 0 0 TAKE-TWO INTERACTIVE SOFTWAR COMMON 874054109 1078 113995 SH DEFINED 113995 0 0 TARGET CORP COMMON 87612E106 5133 88220 SH DEFINED 88220 0 0 TEEKAY CORPORATION COMMON Y8564W103 440 15035 SH DEFINED 15035 0 0 TELEFLEX INC BOND 879369AA4 16202 13892000 PRN DEFINED 0 0 0 TELLABS INC COMMON 879664100 300 90000 SH DEFINED 90000 0 0 TEMPUR PEDIC INTL INC OPTION 88023U101 701 30000 SH C DEFINED 30000 0 0 TEMPUR PEDIC INTL INC OPTION 88023U101 770 32900 SH P DEFINED 32900 0 0 TERADATA CORP DEL COMMON 88076W103 3420 47500 SH DEFINED 47500 0 0 TERADATA CORP DEL OPTION 88076W103 887 12300 SH C DEFINED 12300 0 0 TERADATA CORP DEL OPTION 88076W103 1201 16700 SH P DEFINED 16700 0 0 TERADYNE INC COMMON 880770102 193 13714 SH DEFINED 13714 0 0 TEREX CORP NEW COMMON 880779103 424 23760 SH DEFINED 23760 0 0 TEREX CORP NEW OPTION 880779103 1561 87500 SH C DEFINED 87500 0 0 TEREX CORP NEW OPTION 880779103 1848 103600 SH P DEFINED 103600 0 0 TESORO CORP COMMON 881609101 5306 212602 SH DEFINED 212602 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5380 136416 SH DEFINED 136416 0 0 TEVA PHARMACEUTICAL INDS LTD OPTION 881624209 8578 217500 SH C DEFINED 217500 0 0 TEXAS INSTRS INC COMMON 882508104 732 25508 SH DEFINED 25508 0 0 TEXAS INSTRS INC OPTION 882508104 1141 39700 SH C DEFINED 39700 0 0 TEXAS INSTRS INC OPTION 882508104 1521 53000 SH P DEFINED 53000 0 0 TEXAS ROADHOUSE INC COMMON 882681109 287 15581 SH DEFINED 15581 0 0 TEXTRON INC OPTION 883203101 216 8700 SH C DEFINED 8700 0 0 TEXTRON INC OPTION 883203101 263 10600 SH P DEFINED 10600 0 0 THERAVANCE INC BOND 88338TAA2 24300 22371000 PRN DEFINED 0 0 0 THORATEC CORP COMMON 885175307 2789 83081 SH DEFINED 83081 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 1438 48044 SH DEFINED 48044 0 0 TIBCO SOFTWARE INC OPTION 88632Q103 242 8100 SH C DEFINED 8100 0 0 TIBCO SOFTWARE INC OPTION 88632Q103 299 10000 SH P DEFINED 10000 0 0 TIDEWATER INC OPTION 886423102 660 14200 SH C DEFINED 14200 0 0 TIDEWATER INC OPTION 886423102 562 12100 SH P DEFINED 12100 0 0 TIME WARNER CABLE INC COMMON 88732J207 11001 134000 SH DEFINED 134000 0 0 TIME WARNER INC OPTION 887317303 767 19900 SH C DEFINED 19900 0 0 TIME WARNER INC OPTION 887317303 1163 30200 SH P DEFINED 30200 0 0 TIMKEN CO COMMON 887389104 6334 138311 SH DEFINED 138311 0 0 TITANIUM METALS CORP COMMON 888339207 306 27170 SH DEFINED 27170 0 0 TJX COS INC NEW COMMON 872540109 561 13058 SH DEFINED 13058 0 0 TJX COS INC NEW OPTION 872540109 3151 73400 SH C DEFINED 73400 0 0 TJX COS INC NEW OPTION 872540109 5886 137100 SH P DEFINED 137100 0 0 TNS INC COMMON 872960109 408 22738 SH DEFINED 22738 0 0 TOP IMAGE SYSTEMS LTD COMMON M87896102 698 158227 SH DEFINED 158227 0 0 TOTAL SYS SVCS INC COMMON 891906109 1530 63949 SH DEFINED 63949 0 0 TOWERS WATSON & CO COMMON 891894107 1508 25176 SH DEFINED 25176 0 0 TOWN SPORTS INTL HLDGS INC COMMON 89214A102 139 10447 SH DEFINED 10447 0 0 TRAVELERS COMPANIES INC OPTION 89417E109 314 4900 SH P DEFINED 4900 0 0 TRIUMPH GROUP INC NEW COMMON 896818101 3237 57506 SH DEFINED 57506 0 0 TRUE RELIGION APPAREL INC COMMON 89784N104 1532 52864 SH DEFINED 52864 0 0 TRUE RELIGION APPAREL INC OPTION 89784N104 466 16100 SH C DEFINED 16100 0 0 TRUE RELIGION APPAREL INC OPTION 89784N104 516 17800 SH P DEFINED 17800 0 0 TRW AUTOMOTIVE HLDGS CORP COMMON 87264S106 8787 239022 SH DEFINED 239022 0 0 TRW AUTOMOTIVE INC BOND 87264MAH2 10913 7500000 PRN DEFINED 0 0 0 TSAKOS ENERGY NAVIGATION LTD COMMON G9108L108 139 28557 SH DEFINED 28557 0 0 TYSON FOODS INC COMMON 902494103 221 11732 SH DEFINED 11732 0 0 U S AIRWAYS GROUP INC OPTION 90341W108 787 59000 SH C DEFINED 59000 0 0 U S AIRWAYS GROUP INC OPTION 90341W108 752 56400 SH P DEFINED 56400 0 0 UDR INC COMMON 902653104 339 13126 SH DEFINED 13126 0 0 UGI CORP NEW COMMON 902681105 1519 51575 SH DEFINED 51575 0 0 UIL HLDG CORP COMMON 902748102 1660 46300 SH DEFINED 46300 0 0 ULTRA CLEAN HLDGS INC COMMON 90385V107 187 29102 SH DEFINED 29102 0 0 UNDER ARMOUR INC OPTION 904311107 603 6400 SH C DEFINED 6400 0 0 UNDER ARMOUR INC OPTION 904311107 772 8200 SH P DEFINED 8200 0 0 UNIFIRST CORP MASS COMMON 904708104 1058 16584 SH DEFINED 16584 0 0 UNION PAC CORP COMMON 907818108 1328 11130 SH DEFINED 11130 0 0 UNISYS CORP COMMON 909214306 6784 346977 SH DEFINED 346977 0 0 UNIT CORP COMMON 909218109 2221 60227 SH DEFINED 60227 0 0 UNITED FIRE GROUP INC COMMON 910340108 464 21736 SH DEFINED 21736 0 0 UNITED PARCEL SERVICE INC OPTION 911312106 1908 24200 SH C DEFINED 24200 0 0 UNITED PARCEL SERVICE INC OPTION 911312106 3198 40600 SH P DEFINED 40600 0 0 UNITED RENTALS INC COMMON 911363109 92691 2722972 SH DEFINED 2722972 0 0 UNITED STATES STL CORP NEW OPTION 912909108 539 26200 SH C DEFINED 26200 0 0 UNITED STATES STL CORP NEW OPTION 912909108 597 29000 SH P DEFINED 29000 0 0 UNITED THERAPEUTICS CORP DEL COMMON 91307C102 5505 111470 SH DEFINED 111470 0 0 UNUM GROUP COMMON 91529Y106 1159 60568 SH DEFINED 60568 0 0 URS CORP NEW COMMON 903236107 12979 372099 SH DEFINED 372099 0 0 USEC INC BOND 90333EAC2 5187 10695000 PRN DEFINED 0 0 0 VALEANT PHARMACEUTICALS INTL COMMON 91911K102 331 7400 SH DEFINED 7400 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 217 9000 SH C DEFINED 9000 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 207 8600 SH P DEFINED 8600 0 0 VALUECLICK INC COMMON 92046N102 1173 71579 SH DEFINED 71579 0 0 VALUECLICK INC OPTION 92046N102 577 35200 SH C DEFINED 35200 0 0 VALUECLICK INC OPTION 92046N102 645 39400 SH P DEFINED 39400 0 0 VECTOR GROUP LTD BOND 92240MAS7 14824 11753000 PRN DEFINED 0 0 0 VECTREN CORP COMMON 92240G101 224 7597 SH DEFINED 7597 0 0 VEECO INSTRS INC DEL OPTION 922417100 213 6200 SH C DEFINED 6200 0 0 VEECO INSTRS INC DEL OPTION 922417100 247 7200 SH P DEFINED 7200 0 0 VERIFONE SYS INC OPTION 92342Y109 661 20000 SH C DEFINED 20000 0 0 VERIFONE SYS INC OPTION 92342Y109 826 25000 SH P DEFINED 25000 0 0 VERISIGN INC COMMON 92343E102 411 9441 SH DEFINED 9441 0 0 VERISK ANALYTICS INC COMMON 92345Y106 296 6000 SH DEFINED 6000 0 0 VERTEX PHARMACEUTICALS INC COMMON 92532F100 4995 89326 SH DEFINED 89326 0 0 VERTEX PHARMACEUTICALS INC OPTION 92532F100 380 6800 SH C DEFINED 6800 0 0 VERTEX PHARMACEUTICALS INC OPTION 92532F100 487 8700 SH P DEFINED 8700 0 0 VIACOM INC NEW COMMON 92553P201 372 7919 SH DEFINED 7919 0 0 VIRGIN MEDIA INC BOND 92769LAB7 35731 23900000 PRN DEFINED 0 0 0 VIROPHARMA INC OPTION 928241108 414 17500 SH C DEFINED 17500 0 0 VIROPHARMA INC OPTION 928241108 313 13200 SH P DEFINED 13200 0 0 VIRTUSA CORP COMMON 92827P102 598 44811 SH DEFINED 44811 0 0 VISA INC OPTION 92826C839 506 4100 SH C DEFINED 4100 0 0 VISA INC OPTION 92826C839 630 5100 SH P DEFINED 5100 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 5775 612500 SH DEFINED 612500 0 0 VMWARE INC COMMON 928563402 5959 65452 SH DEFINED 65452 0 0 VONAGE HLDGS CORP COMMON 92886T201 27 13256 SH DEFINED 13256 0 0 VOXX INTL CORP COMMON 91829F104 866 92854 SH DEFINED 92854 0 0 VRINGO INC COMMON 92911N104 181 46814 SH DEFINED 46814 0 0 W & T OFFSHORE INC COMMON 92922P106 1438 93950 SH DEFINED 93950 0 0 WABASH NATL CORP COMMON 929566107 606 91347 SH DEFINED 91347 0 0 WADDELL & REED FINL INC COMMON 930059100 588 19427 SH DEFINED 19427 0 0 WALGREEN CO COMMON 931422109 6966 235512 SH DEFINED 235512 0 0 WALGREEN CO OPTION 931422109 228 7700 SH C DEFINED 7700 0 0 WALGREEN CO OPTION 931422109 301 10200 SH P DEFINED 10200 0 0 WAL-MART STORES INC COMMON 931142103 1504 21566 SH DEFINED 21566 0 0 WAL-MART STORES INC OPTION 931142103 2259 32400 SH C DEFINED 32400 0 0 WAL-MART STORES INC OPTION 931142103 3583 51400 SH P DEFINED 51400 0 0 WALTER ENERGY INC COMMON 93317Q105 9955 225430 SH DEFINED 225430 0 0 WARNER CHILCOTT PLC IRELAND COMMON G94368100 3336 186045 SH DEFINED 186045 0 0 WATSON PHARMACEUTICALS INC COMMON 942683103 15151 204770 SH DEFINED 204770 0 0 WATSON PHARMACEUTICALS INC OPTION 942683103 525 7100 SH C DEFINED 7100 0 0 WATSON PHARMACEUTICALS INC OPTION 942683103 851 11500 SH P DEFINED 11500 0 0 WEATHERFORD INTERNATIONAL LT COMMON H27013103 1137 90047 SH DEFINED 90047 0 0 WEATHERFORD INTERNATIONAL LT OPTION H27013103 601 47500 SH C DEFINED 47500 0 0 WEATHERFORD INTERNATIONAL LT OPTION H27013103 605 47900 SH P DEFINED 47900 0 0 WEIGHT WATCHERS INTL INC NEW OPTION 948626106 897 17400 SH C DEFINED 17400 0 0 WEIGHT WATCHERS INTL INC NEW OPTION 948626106 1093 21200 SH P DEFINED 21200 0 0 WELLCARE HEALTH PLANS INC COMMON 94946T106 7654 144421 SH DEFINED 144421 0 0 WELLS FARGO & CO NEW COMMON 949746101 84119 2515501 SH DEFINED 2515501 0 0 WESCO INTL INC COMMON 95082P105 4173 72491 SH DEFINED 72491 0 0 WESCO INTL INC BOND 95082PAH8 49558 22970000 PRN DEFINED 0 0 0 WESTERN ALLIANCE BANCORP COMMON 957638109 208 22269 SH DEFINED 22269 0 0 WESTERN DIGITAL CORP COMMON 958102105 15951 523363 SH DEFINED 523363 0 0 WESTERN DIGITAL CORP OPTION 958102105 564 18500 SH C DEFINED 18500 0 0 WESTERN DIGITAL CORP OPTION 958102105 698 22900 SH P DEFINED 22900 0 0 WESTERN UN CO COMMON 959802109 4963 294730 SH DEFINED 294730 0 0 WEYERHAEUSER CO COMMON 962166104 1688 75500 SH DEFINED 75500 0 0 WHITING PETE CORP NEW COMMON 966387102 13068 317811 SH DEFINED 317811 0 0 WHOLE FOODS MKT INC COMMON 966837106 241 2526 SH DEFINED 2526 0 0 WILEY JOHN & SONS INC COMMON 968223206 675 13785 SH DEFINED 13785 0 0 WILLBROS GROUP INC DEL COMMON 969203108 764 118123 SH DEFINED 118123 0 0 WILLIAMS CLAYTON ENERGY INC COMMON 969490101 1293 26715 SH DEFINED 26715 0 0 WILLIAMS COS INC DEL COMMON 969457100 17438 605102 SH DEFINED 605102 0 0 WILLIAMS SONOMA INC COMMON 969904101 45476 1300400 SH DEFINED 1300400 0 0 WILSHIRE BANCORP INC COMMON 97186T108 111 20150 SH DEFINED 20150 0 0 WMS INDS INC COMMON 929297109 1831 91800 SH DEFINED 91800 0 0 WPX ENERGY INC COMMON 98212B103 509 31449 SH DEFINED 31449 0 0 WYNN RESORTS LTD COMMON 983134107 4460 43001 SH DEFINED 43001 0 0 XILINX INC COMMON 983919101 3707 110418 SH DEFINED 110418 0 0 XILINX INC BOND 983919AD3 32009 26842000 PRN DEFINED 0 0 0 XL GROUP PLC COMMON G98290102 638 30365 SH DEFINED 30365 0 0 XO GROUP INC COMMON 983772104 284 32076 SH DEFINED 32076 0 0 YUM BRANDS INC COMMON 988498101 1053 16350 SH DEFINED 16350 0 0 YUM BRANDS INC OPTION 988498101 2229 34600 SH C DEFINED 34600 0 0 YUM BRANDS INC OPTION 988498101 2770 43000 SH P DEFINED 43000 0 0 ZIMMER HLDGS INC COMMON 98956P102 3522 54725 SH DEFINED 54725 0 0 ZIONS BANCORPORATION COMMON 989701107 439 22613 SH DEFINED 22613 0 0 ZIONS BANCORPORATION OPTION 989701107 262 13500 SH C DEFINED 13500 0 0 ZIONS BANCORPORATION OPTION 989701107 334 17200 SH P DEFINED 17200 0 0 ZIONS BANCORPORATION WARRANT 989701115 409 138806 SH DEFINED 138806 0 0 ZOLTEK COS INC COMMON 98975W104 159 17581 SH DEFINED 17581 0 0