0000357235-11-000221.txt : 20111114
0000357235-11-000221.hdr.sgml : 20111111
20111114115224
ACCESSION NUMBER: 0000357235-11-000221
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LEGG MASON CAPITAL MANAGEMENT INC
CENTRAL INDEX KEY: 0000820330
IRS NUMBER: 521268629
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01701
FILM NUMBER: 111199530
BUSINESS ADDRESS:
STREET 1: 100 LIGHT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
MAIL ADDRESS:
STREET 1: 100 LIGHT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
13F-HR
1
lmcm3q1.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Legg Mason Capital Management, Inc.
Address: 100 International Drive
Baltimore, MD 21202
13F File Number: 028-1701
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.
Person Signing this Report on Behalf of Reporting Manager:
Name: Nick Milano
Title: Chief Compliance Officer
Phone: 410-539-0000
Signature, Place, and Date of Signing:
/s/ Nick Milano Baltimore, MD November 14, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 367
Form 13F Information Table Value Total: $7,468,588 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
1 028-1700 Legg Mason, Inc.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 31986 445542 SH DEFINED 1 445542 0 0
ABBOTT LABS COM 002824100 141949 2775687 SH DEFINED 1 2540437 0 235250
ACACIA RESH CORP ACACIA TCH COM 003881307 58 1602 SH DEFINED 1 1602 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 69 1292 SH DEFINED 1 1292 0 0
ACME PACKET INC COM 004764106 8653 203151 SH DEFINED 1 203151 0 0
ACTIVE NETWORK INC COM 00506D100 6726 455959 SH DEFINED 1 455959 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10 785 SH DEFINED 1 785 0 0
ACUITY BRANDS INC COM 00508Y102 32 880 SH DEFINED 1 880 0 0
ADOBE SYS INC COM 00724F101 82487 3412766 SH DEFINED 1 3232766 0 180000
ADVANCE AUTO PARTS INC COM 00751Y106 9 138 SH DEFINED 1 138 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 11554 653850 SH DEFINED 1 653850 0 0
AES CORP COM 00130H105 3256 333586 SH DEFINED 1 333586 0 0
AETNA INC NEW COM 00817Y108 102275 2814388 SH DEFINED 1 2277753 0 536635
AFLAC INC COM 001055102 86129 2464348 SH DEFINED 1 2121277 0 343071
AIR PRODS & CHEMS INC COM 009158106 3055 40000 SH DEFINED 1 40000 0 0
AIRCASTLE LTD COM G0129K104 16548 1738175 SH DEFINED 1 1738175 0 0
ALLEGIANT TRAVEL CO COM 01748X102 54 1144 SH DEFINED 1 1144 0 0
ALLIANCE ONE INTL INC COM 018772103 14 5581 SH DEFINED 1 5581 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 47 3390 SH DEFINED 1 3390 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 45 2443 SH DEFINED 1 2443 0 0
ALLSTATE CORP COM 020002101 1671 70500 SH DEFINED 1 70500 0 0
ALTRIA GROUP INC COM 02209S103 28 1011 SH DEFINED 1 1011 0 0
AMAZON COM INC COM 023135106 171883 794906 SH DEFINED 1 702895 0 92011
AMDOCS LTD ORD G02602103 9 295 SH DEFINED 1 295 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 15959 588890 SH DEFINED 1 588890 0 0
AMERICAN ELEC PWR INC COM 025537101 280 7356 SH DEFINED 1 7356 0 0
AMERICAN EXPRESS CO COM 025816109 102759 2288603 SH DEFINED 1 1971383 0 317220
AMGEN INC COM 031162100 55 990 SH DEFINED 1 990 0 0
ANALOG DEVICES INC COM 032654105 7 224 SH DEFINED 1 224 0 0
ANNALY CAP MGMT INC COM 035710409 116860 7027032 SH DEFINED 1 5809332 0 1217700
APACHE CORP COM 037411105 2793 34800 SH DEFINED 1 34800 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 87 6600 SH DEFINED 1 6600 0 0
APOLLO INVT CORP COM 03761U106 604 80260 SH DEFINED 1 80260 0 0
APPLE INC COM 037833100 227803 597404 SH DEFINED 1 536864 0 60540
APPLIED MATLS INC COM 038222105 14 1275 SH DEFINED 1 1275 0 0
ARCH COAL INC COM 039380100 10 668 SH DEFINED 1 668 0 0
ARES CAP CORP COM 04010L103 6507 472518 SH DEFINED 1 64988 0 407530
ASIAINFO-LINKAGE INC COM 04518A104 18 2401 SH DEFINED 1 2401 0 0
ASML HOLDING N V NY REG SHS N07059186 21 602 SH DEFINED 1 602 0 0
ASSURED GUARANTY LTD COM G0585R106 47715 4341607 SH DEFINED 1 3941607 0 400000
AT&T INC COM 00206R102 3945 138300 SH DEFINED 1 138300 0 0
ATHENAHEALTH INC COM 04685W103 53 881 SH DEFINED 1 881 0 0
AUTODESK INC COM 052769106 25151 904996 SH DEFINED 1 739996 0 165000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 29 1896 SH DEFINED 1 1896 0 0
AVNET INC COM 053807103 3646 139800 SH DEFINED 1 139800 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 7 254 SH DEFINED 1 254 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 12135 620708 SH DEFINED 1 620708 0 0
BAKER HUGHES INC COM 057224107 6692 145000 SH DEFINED 1 145000 0 0
BALL CORP COM 058498106 8 241 SH DEFINED 1 241 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 176 17700 SH DEFINED 1 17700 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53 736 SH DEFINED 1 736 0 0
BEST BUY INC COM 086516101 77031 3306044 SH DEFINED 1 2855494 0 450550
BG MEDICINE INC COM 08861T107 7402 2084850 SH DEFINED 1 2084850 0 0
BIG LOTS INC COM 089302103 12603 361838 SH DEFINED 1 361838 0 0
BIOGEN IDEC INC COM 09062X103 9 92 SH DEFINED 1 92 0 0
BLACKROCK DEBT STRAT FD INC COM 09255R103 77 20000 SH DEFINED 1 20000 0 0
BLACKROCK INC COM 09247X101 160254 1082724 SH DEFINED 1 980879 0 101845
BLACKROCK KELSO CAPITAL CORP COM 092533108 614 84000 SH DEFINED 1 84000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 3528 294417 SH DEFINED 1 294417 0 0
BOSTON SCIENTIFIC CORP COM 101137107 17916 3031320 SH DEFINED 1 3031320 0 0
BOYD GAMING CORP COM 103304101 30 6023 SH DEFINED 1 6023 0 0
BP PLC SPONSORED ADR 055622104 74624 2068863 SH DEFINED 1 1956363 0 112500
BRISTOL MYERS SQUIBB CO COM 110122108 22 671 SH DEFINED 1 671 0 0
BROADCOM CORP CL A 111320107 18 539 SH DEFINED 1 539 0 0
BROOKDALE SR LIVING INC COM 112463104 27 2139 SH DEFINED 1 2139 0 0
C&J ENERGY SVCS INC COM 12467B304 8 481 SH DEFINED 1 481 0 0
CA INC COM 12673P105 51 2577 SH DEFINED 1 2577 0 0
CABOT OIL & GAS CORP COM 127097103 28 441 SH DEFINED 1 441 0 0
CALPINE CORP COM NEW 131347304 23785 1689252 SH DEFINED 1 1289252 0 400000
CAMPBELL SOUP CO COM 134429109 9 272 SH DEFINED 1 272 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 404 35000 SH DEFINED 1 35000 0 0
CAREER EDUCATION CORP COM 141665109 15924 1220200 SH DEFINED 1 1220200 0 0
CARMIKE CINEMAS INC COM 143436400 22 3314 SH DEFINED 1 3314 0 0
CELGENE CORP COM 151020104 154405 2494005 SH DEFINED 1 2180538 0 313467
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 7 494 SH DEFINED 1 494 0 0
CHEVRON CORP NEW COM 166764100 124547 1345140 SH DEFINED 1 1079590 0 265550
CHICOS FAS INC COM 168615102 3867 338300 SH DEFINED 1 338300 0 0
CHIMERA INVT CORP COM 16934Q109 469 169002 SH DEFINED 1 169002 0 0
CHUBB CORP COM 171232101 9 141 SH DEFINED 1 141 0 0
CIGNA CORP COM 125509109 23 529 SH DEFINED 1 529 0 0
CISCO SYS INC COM 17275R102 159194 10270562 SH DEFINED 1 9258432 0 1012130
CITI TRENDS INC COM 17306X102 28 2365 SH DEFINED 1 2365 0 0
CITIGROUP INC COM NEW 172967424 94027 3670744 SH DEFINED 1 3165284 0 505460
CITY NATL CORP COM 178566105 30 776 SH DEFINED 1 776 0 0
CMS ENERGY CORP COM 125896100 30 1470 SH DEFINED 1 1470 0 0
COACH INC COM 189754104 26 498 SH DEFINED 1 498 0 0
COCA COLA CO COM 191216100 10 135 SH DEFINED 1 135 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 25682 409597 SH DEFINED 1 409597 0 0
COLGATE PALMOLIVE CO COM 194162103 43 480 SH DEFINED 1 480 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 573 39000 SH DEFINED 1 39000 0 0
COMFORT SYS USA INC COM 199908104 20 2306 SH DEFINED 1 2306 0 0
COMMERCE BANCSHARES INC COM 200525103 8 214 SH DEFINED 1 214 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 366 30000 SH DEFINED 1 30000 0 0
COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 275 300000 PRN DEFINED 1 300000 0 0
CONAGRA FOODS INC COM 205887102 21 827 SH DEFINED 1 827 0 0
CONOCOPHILLIPS COM 20825C104 120954 1910201 SH DEFINED 1 1634772 0 275429
CONSOL ENERGY INC COM 20854P109 65399 1927447 SH DEFINED 1 1797447 0 130000
COPART INC COM 217204106 3902 99731 SH DEFINED 1 99731 0 0
CORNING INC COM 219350105 14 1060 SH DEFINED 1 1060 0 0
COSTAR GROUP INC COM 22160N109 46 885 SH DEFINED 1 885 0 0
COVANTA HLDG CORP COM 22282E102 43 2776 SH DEFINED 1 2776 0 0
COVIDIEN PLC SHS G2554F113 21 459 SH DEFINED 1 459 0 0
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 136 45900 SH DEFINED 1 45900 0 0
CREXUS INVT CORP COM 226553105 222 25000 SH DEFINED 1 25000 0 0
CULLEN FROST BANKERS INC COM 229899109 20 423 SH DEFINED 1 423 0 0
CVS CAREMARK CORPORATION COM 126650100 108060 3217023 SH DEFINED 1 2794798 0 422225
CYS INVTS INC COM 12673A108 786 65000 SH DEFINED 1 65000 0 0
DELL INC COM 24702R101 20 1363 SH DEFINED 1 1363 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4690 625300 SH DEFINED 1 625300 0 0
DENDREON CORP COM 24823Q107 51 5620 SH DEFINED 1 5620 0 0
DEVON ENERGY CORP NEW COM 25179M103 2805 50583 SH DEFINED 1 50583 0 0
DEXCOM INC COM 252131107 34 2796 SH DEFINED 1 2796 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 41316 544125 SH DEFINED 1 544125 0 0
DISH NETWORK CORP CL A 25470M109 42 1672 SH DEFINED 1 1672 0 0
E M C CORP MASS COM 268648102 169812 8090139 SH DEFINED 1 7140843 0 949296
EASTMAN CHEM CO COM 277432100 2605 38000 SH DEFINED 1 38000 0 0
EBAY INC COM 278642103 222596 7548177 SH DEFINED 1 6791022 0 757155
ELAN PLC ADR 284131208 14 1298 SH DEFINED 1 1298 0 0
ELLINGTON FINANCIAL LLC COM 288522303 516 30000 SH DEFINED 1 30000 0 0
EMERSON ELEC CO COM 291011104 3866 93567 SH DEFINED 1 93567 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 7 227 SH DEFINED 1 227 0 0
ENERGEN CORP COM 29265N108 18 429 SH DEFINED 1 429 0 0
ENERGIZER HLDGS INC COM 29266R108 27833 418915 SH DEFINED 1 418915 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 361 8800 SH DEFINED 1 8800 0 0
EPOCRATES INC COM 29429D103 20 2189 SH DEFINED 1 2189 0 0
EQUIFAX INC COM 294429105 20 636 SH DEFINED 1 636 0 0
EURONET WORLDWIDE INC COM 298736109 34 2097 SH DEFINED 1 2097 0 0
EXCO RESOURCES INC COM 269279402 10829 1010125 SH DEFINED 1 1010125 0 0
EXELON CORP COM 30161N101 10 215 SH DEFINED 1 215 0 0
EXPEDIA INC DEL COM 30212P105 16078 624372 SH DEFINED 1 624372 0 0
EXPEDITORS INTL WASH INC COM 302130109 7 166 SH DEFINED 1 166 0 0
EXTERRAN HLDGS INC COM 30225X103 15 1488 SH DEFINED 1 1488 0 0
EXXON MOBIL CORP COM 30231G102 6428 88496 SH DEFINED 1 88496 0 0
F5 NETWORKS INC COM 315616102 56632 797070 SH DEFINED 1 757070 0 40000
FEDERATED INVS INC PA CL B 314211103 21 1191 SH DEFINED 1 1191 0 0
FEDEX CORP COM 31428X106 11 149 SH DEFINED 1 149 0 0
FIFTH STREET FINANCE CORP COM 31678A103 410 43930 SH DEFINED 1 43930 0 0
FIFTH THIRD BANCORP COM 316773100 25206 2495609 SH DEFINED 1 2095609 0 400000
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13062 1219541 SH DEFINED 1 1219541 0 0
FIRST SOLAR INC COM 336433107 21965 347494 SH DEFINED 1 347494 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3188 121387 SH DEFINED 1 1387 0 120000
FORD MTR CO DEL COM PAR $0.01 345370860 77650 8029955 SH DEFINED 1 6504255 0 1525700
FOREST LABS INC COM 345838106 20046 651033 SH DEFINED 1 651033 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 22261 7395417 SH DEFINED 1 6495417 0 900000
FREEPORT-MCMORAN COPPER & GO COM 35671D857 26 837 SH DEFINED 1 837 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 184 30000 SH DEFINED 1 30000 0 0
FTI CONSULTING INC COM 302941109 12095 328572 SH DEFINED 1 198572 0 130000
FXCM INC COM CL A 302693106 21 1490 SH DEFINED 1 1490 0 0
GANNETT INC COM 364730101 18 1882 SH DEFINED 1 1882 0 0
GAP INC DEL COM 364760108 7 392 SH DEFINED 1 392 0 0
GARMIN LTD SHS H2906T109 23 718 SH DEFINED 1 718 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 29 1235 SH DEFINED 1 1235 0 0
GENERAL DYNAMICS CORP COM 369550108 31 536 SH DEFINED 1 536 0 0
GENERAL ELECTRIC CO COM 369604103 128935 8471376 SH DEFINED 1 6964384 0 1506992
GENERAL MTRS CO COM 37045V100 1154 57182 SH DEFINED 1 57182 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 58802 1676217 SH DEFINED 1 1435041 0 241176
GEN-PROBE INC NEW COM 36866T103 31242 545699 SH DEFINED 1 545699 0 0
GENWORTH FINL INC COM CL A 37247D106 23583 4108367 SH DEFINED 1 3758367 0 350000
GILEAD SCIENCES INC COM 375558103 18939 488113 SH DEFINED 1 216713 0 271400
GOLDMAN SACHS GROUP INC COM 38141G104 6 61 SH DEFINED 1 61 0 0
GOLUB CAP BDC INC COM 38173M102 207 13900 SH DEFINED 1 13900 0 0
GOODRICH CORP COM 382388106 966 8000 SH DEFINED 1 8000 0 0
GOOGLE INC CL A 38259P508 4130 8017 SH DEFINED 1 17 0 8000
HARTFORD FINL SVCS GROUP INC COM 416515104 16633 1030530 SH DEFINED 1 1030530 0 0
HATTERAS FINL CORP COM 41902R103 917 36422 SH DEFINED 1 36422 0 0
HCA HOLDINGS INC COM 40412C101 31 1490 SH DEFINED 1 1490 0 0
HCC INS HLDGS INC COM 404132102 17 605 SH DEFINED 1 605 0 0
HENRY JACK & ASSOC INC COM 426281101 36 1225 SH DEFINED 1 1225 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3026 340000 SH DEFINED 1 340000 0 0
HHGREGG INC COM 42833L108 14 1342 SH DEFINED 1 1342 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 909 62000 SH DEFINED 1 62000 0 0
HUBBELL INC CL B 443510201 7 129 SH DEFINED 1 129 0 0
HUDSON CITY BANCORP COM 443683107 13 2165 SH DEFINED 1 2165 0 0
HUMAN GENOME SCIENCES INC COM 444903108 17188 1354412 SH DEFINED 1 1204412 0 150000
HUNTINGTON BANCSHARES INC COM 446150104 4239 883095 SH DEFINED 1 883095 0 0
ICF INTL INC COM 44925C103 34 1797 SH DEFINED 1 1797 0 0
IMPAX LABORATORIES INC COM 45256B101 80 4412 SH DEFINED 1 4412 0 0
INGRAM MICRO INC CL A 457153104 8 476 SH DEFINED 1 476 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 32508 6312223 SH DEFINED 1 5412223 0 900000
INTEL CORP COM 458140100 120448 5645534 SH DEFINED 1 4845434 0 800100
INTERMUNE INC COM 45884X103 3 123 SH DEFINED 1 123 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 132720 758963 SH DEFINED 1 620490 0 138473
INTL PAPER CO COM 460146103 7 297 SH DEFINED 1 297 0 0
INVESCO VAN KAMP DYN CRDT OP COM 46132R104 54 5000 SH DEFINED 1 5000 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 39 1074 SH DEFINED 1 1074 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 8 710 SH DEFINED 1 710 0 0
JABIL CIRCUIT INC COM 466313103 8977 504608 SH DEFINED 1 279608 0 225000
JOHNSON & JOHNSON COM 478160104 141125 2215804 SH DEFINED 1 2003604 0 212200
JPMORGAN CHASE & CO COM 46625H100 109105 3622319 SH DEFINED 1 2991194 0 631125
KBR INC COM 48242W106 15 633 SH DEFINED 1 633 0 0
KENNAMETAL INC COM 489170100 28 843 SH DEFINED 1 843 0 0
KEY ENERGY SVCS INC COM 492914106 28 2938 SH DEFINED 1 2938 0 0
KIMBERLY CLARK CORP COM 494368103 10 138 SH DEFINED 1 138 0 0
KKR & CO L P DEL COM UNITS 48248M102 172 16500 SH DEFINED 1 16500 0 0
KKR FINANCIAL HLDGS LLC COM 48248A306 39077 5259302 SH DEFINED 1 5259302 0 0
KNOLOGY INC COM 499183804 26 1960 SH DEFINED 1 1960 0 0
KOHLS CORP COM 500255104 5022 102271 SH DEFINED 1 102271 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 23 358 SH DEFINED 1 358 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10 126 SH DEFINED 1 126 0 0
LANDSTAR SYS INC COM 515098101 38 947 SH DEFINED 1 947 0 0
LENDER PROCESSING SVCS INC COM 52602E102 2871 209671 SH DEFINED 1 209671 0 0
LENNAR CORP CL A 526057104 22743 1679675 SH DEFINED 1 1679675 0 0
LILLY ELI & CO COM 532457108 13 329 SH DEFINED 1 329 0 0
LOCKHEED MARTIN CORP COM 539830109 20 263 SH DEFINED 1 263 0 0
LORILLARD INC COM 544147101 10 87 SH DEFINED 1 87 0 0
LOWES COS INC COM 548661107 40715 2105198 SH DEFINED 1 2105198 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 266 500000 PRN DEFINED 1 500000 0 0
MARATHON OIL CORP COM 565849106 7 283 SH DEFINED 1 283 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 33196 2286984 SH DEFINED 1 2286984 0 0
MASCO CORP COM 574599106 15418 2165350 SH DEFINED 1 2165350 0 0
MASTERCARD INC CL A 57636Q104 7010 22100 SH DEFINED 1 22100 0 0
MATTEL INC COM 577081102 26 995 SH DEFINED 1 995 0 0
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MCG CAPITAL CORP COM 58047P107 149 37500 SH DEFINED 1 37500 0 0
MCGRAW HILL COS INC COM 580645109 10 225 SH DEFINED 1 225 0 0
MCKESSON CORP COM 58155Q103 4701 64659 SH DEFINED 1 64659 0 0
MEDASSETS INC COM 584045108 16244 1690250 SH DEFINED 1 1690250 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 15698 430299 SH DEFINED 1 430299 0 0
MEDTRONIC INC COM 585055106 147104 4425493 SH DEFINED 1 3870747 0 554746
MERCK & CO INC NEW COM 58933Y105 8280 253198 SH DEFINED 1 253198 0 0
MERITOR INC COM 59001K100 15 2059 SH DEFINED 1 2059 0 0
METLIFE INC COM 59156R108 86724 3096150 SH DEFINED 1 2683500 0 412650
MGIC INVT CORP WIS COM 552848103 66 35000 SH DEFINED 1 35000 0 0
MICRON TECHNOLOGY INC COM 595112103 18565 3683500 SH DEFINED 1 3683500 0 0
MICROS SYS INC COM 594901100 22181 504905 SH DEFINED 1 504905 0 0
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MONSANTO CO NEW COM 61166W101 26687 444486 SH DEFINED 1 444486 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 26 1442 SH DEFINED 1 1442 0 0
MORGAN STANLEY COM NEW 617446448 51395 3804212 SH DEFINED 1 3296512 0 507700
MOTOROLA SOLUTIONS INC COM NEW 620076307 9 195 SH DEFINED 1 195 0 0
MURPHY OIL CORP COM 626717102 19 425 SH DEFINED 1 425 0 0
MYLAN INC COM 628530107 15 842 SH DEFINED 1 842 0 0
MYRIAD GENETICS INC COM 62855J104 21569 1150913 SH DEFINED 1 1150913 0 0
NABORS INDUSTRIES LTD SHS G6359F103 25272 2061347 SH DEFINED 1 2061347 0 0
NALCO HOLDING COMPANY COM 62985Q101 11 311 SH DEFINED 1 311 0 0
NATIONAL OILWELL VARCO INC COM 637071101 3253 63500 SH DEFINED 1 63500 0 0
NAVISTAR INTL CORP NEW COM 63934E108 13022 405415 SH DEFINED 1 405415 0 0
NEKTAR THERAPEUTICS COM 640268108 8212 1693085 SH DEFINED 1 1693085 0 0
NETSPEND HLDGS INC COM 64118V106 21 4082 SH DEFINED 1 4082 0 0
NEUSTAR INC CL A 64126X201 35 1380 SH DEFINED 1 1380 0 0
NEWELL RUBBERMAID INC COM 651229106 6 469 SH DEFINED 1 469 0 0
NEWS CORP CL A 65248E104 8 504 SH DEFINED 1 504 0 0
NII HLDGS INC CL B NEW 62913F201 11361 421545 SH DEFINED 1 421545 0 0
NIKE INC CL B 654106103 28880 337729 SH DEFINED 1 337729 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 42 1415 SH DEFINED 1 1415 0 0
NOBLE ENERGY INC COM 655044105 2145 30290 SH DEFINED 1 30290 0 0
NORFOLK SOUTHERN CORP COM 655844108 69919 1145828 SH DEFINED 1 983103 0 162725
NORTHROP GRUMMAN CORP COM 666807102 2546 48800 SH DEFINED 1 48800 0 0
NOVARTIS A G SPONSORED ADR 66987V109 33 580 SH DEFINED 1 580 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 8048 395633 SH DEFINED 1 395633 0 0
NUCOR CORP COM 670346105 15 471 SH DEFINED 1 471 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4248 300794 SH DEFINED 1 300794 0 0
OCH ZIFF CAP MGMT GROUP CL A 67551U105 458 50100 SH DEFINED 1 50100 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2517 86876 SH DEFINED 1 86876 0 0
OMNICARE INC COM 681904108 17 633 SH DEFINED 1 633 0 0
OMNICOM GROUP INC COM 681919106 20 533 SH DEFINED 1 533 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 11 785 SH DEFINED 1 785 0 0
ORACLE CORP COM 68389X105 35 1210 SH DEFINED 1 1210 0 0
OSHKOSH CORP COM 688239201 11 661 SH DEFINED 1 661 0 0
OWENS CORNING NEW COM 690742101 13233 610355 SH DEFINED 1 610355 0 0
P F CHANGS CHINA BISTRO INC COM 69333Y108 14753 541572 SH DEFINED 1 411572 0 130000
PARKER HANNIFIN CORP COM 701094104 33420 529378 SH DEFINED 1 454134 0 75244
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PENNANTPARK INVT CORP COM 708062104 424 47460 SH DEFINED 1 47460 0 0
PENNYMAC MTG INVT TR COM 70931T103 20258 1274035 SH DEFINED 1 1274035 0 0
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