-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KSV6Ko0J3Fr10jRB6d5SzDf+Ux4MlNDqO7rm85p2e7o2p3Si7kc44oFtknMQ2Wsu 1JG6TVUtqKoEK+FXrWNWag== 0001405086-09-000636.txt : 20090514 0001405086-09-000636.hdr.sgml : 20090514 20090514105818 ACCESSION NUMBER: 0001405086-09-000636 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090514 DATE AS OF CHANGE: 20090514 EFFECTIVENESS DATE: 20090514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ASCEND CAPITAL LLC CENTRAL INDEX KEY: 0001165501 IRS NUMBER: 880440610 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10128 FILM NUMBER: 09824873 BUSINESS ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 BUSINESS PHONE: (415) 217-8300 MAIL ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 13F-HR 1 f00644600.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: March 31, 2009 Check here if Amendment [ ] Amendment Number: _________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holding entries. Institutional Investment Manager Filing this Report : Name: Ascend Capital, LLC Address: 50 California Street, Suite 2940, San Francisco, CA 94111 Form 13F File Number: 028-10128 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 the 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: Benjamin D. Slavet Title: Chief Financial Officer Phone: 415-217-8304 Signature, Place, and Date of Signing: /s/ Benjamin D. Slavet San Francisco, California May 14, 2009 - ---------------------- ------------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Six Form 13F Information Table Entry Total: 427 Form 13F Information Table Value Total: $456,438 (in thousands) List of Other Included Managers: No. 1 Form 13F File Number: 028-11218 Name: Ascend Capital Limited Partnership No. 2 Form 13F File Number: 028-11221 Name: Ascend Partners Fund II LP No. 3 Form 13F File Number: 028-11220 Name: Ascend Partners Fund I, Ltd. No. 4 Form 13F File Number: 028-11219 Name: Ascend Partners Fund II, Ltd. No. 5 Form 13F File Number: 028-11223 Name: Malcolm P. Fairbairn No. 6 Form 13F File Number: 028-12400 Name: Ascend Partners Fund II BPO Ltd 13F INFORMATION TABLE
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY X($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ABBOTT LABORATORIES COM 002824100 589 12,349 SH DEFINED 1,5 12,349 0 0 ABBOTT LABORATORIES COM 002824100 982 20,591 SH DEFINED 1,2,5 20,591 0 0 ABBOTT LABORATORIES COM 002824100 294 6,171 SH DEFINED 1,3,5 6,171 0 0 ABBOTT LABORATORIES COM 002824100 2,237 46,898 SH DEFINED 1,4,5 46,898 0 0 ABBOTT LABORATORIES COM 002824100 667 13,991 SH DEFINED 1,6,5 13,991 0 0 ACTIVISION BLIZZARD INC COM 00507V109 748 71,500 SH DEFINED 1,5 71,500 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1,247 119,208 SH DEFINED 1,2,5 119,208 0 0 ACTIVISION BLIZZARD INC COM 00507V109 374 35,722 SH DEFINED 1,3,5 35,722 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2,840 271,475 SH DEFINED 1,4,5 271,475 0 0 ACTIVISION BLIZZARD INC COM 00507V109 847 80,995 SH DEFINED 1,6,5 80,995 0 0 ADVANCE AUTO PTS INC COM 00751Y106 417 10,151 SH DEFINED 1,5 10,151 0 0 ADVANCE AUTO PTS INC COM 00751Y106 695 16,928 SH DEFINED 1,2,5 16,928 0 0 ADVANCE AUTO PTS INC COM 00751Y106 208 5,072 SH DEFINED 1,3,5 5,072 0 0 ADVANCE AUTO PTS INC COM 00751Y106 1,584 38,548 SH DEFINED 1,4,5 38,548 0 0 ADVANCE AUTO PTS INC COM 00751Y106 472 11,501 SH DEFINED 1,6,5 11,501 0 0 AGERE SYSTEMS INC NOTE 6.500%12/1 00845VAA8 75 75,000 PRN DEFINED 1,5 75,000 0 0 AGERE SYSTEMS INC NOTE 6.500%12/1 00845VAA8 219 218,000 PRN DEFINED 1,2,5 218,000 0 0 AGERE SYSTEMS INC NOTE 6.500%12/1 00845VAA8 65 65,000 PRN DEFINED 1,3,5 65,000 0 0 AGERE SYSTEMS INC NOTE 6.500%12/1 00845VAA8 498 496,000 PRN DEFINED 1,4,5 496,000 0 0 AGERE SYSTEMS INC NOTE 6.500%12/1 00845VAA8 149 148,000 PRN DEFINED 1,6,5 148,000 0 0 AIRGAS INC COM 009363102 626 18,525 SH DEFINED 1,5 18,525 0 0 AIRGAS INC COM 009363102 1,044 30,889 SH DEFINED 1,2,5 30,889 0 0 AIRGAS INC COM 009363102 313 9,256 SH DEFINED 1,3,5 9,256 0 0 AIRGAS INC COM 009363102 2,378 70,343 SH DEFINED 1,4,5 70,343 0 0 AIRGAS INC COM 009363102 710 20,987 SH DEFINED 1,6,5 20,987 0 0 ALTERNATIVE ASSET MANAGEMENT COM 02149U101 845 87,718 SH DEFINED 1,5 87,718 0 0 ALTERNATIVE ASSET MANAGEMENT COM 02149U101 1,408 146,245 SH DEFINED 1,2,5 146,245 0 0 ALTERNATIVE ASSET MANAGEMENT COM 02149U101 422 43,824 SH DEFINED 1,3,5 43,824 0 0 ALTERNATIVE ASSET MANAGEMENT COM 02149U101 3,207 333,046 SH DEFINED 1,4,5 333,046 0 0 ALTERNATIVE ASSET MANAGEMENT COM 02149U101 957 99,367 SH DEFINED 1,6,5 99,367 0 0 ALTRIA GROUP INC COM 02209S103 558 34,861 SH DEFINED 1,5 34,861 0 0 ALTRIA GROUP INC COM 02209S103 2,009 125,393 SH DEFINED 1,2,5 125,393 0 0 AMERICAN CAP STRATEGIES LTD COM 02503Y103 43 23,150 SH DEFINED 1,5 23,149 0 0 AMERICAN CAP STRATEGIES LTD COM 02503Y103 16 8,629 SH DEFINED 1,2,5 8,628 0 0 AMERICAN CAP STRATEGIES LTD COM 02503Y103 5 2,604 SH DEFINED 1,3,5 2,604 0 0 AMERICAN CAP STRATEGIES LTD COM 02503Y103 38 20,353 SH DEFINED 1,4,5 20,353 0 0 AMERICAN CAP STRATEGIES LTD COM 02503Y103 16 8,384 SH DEFINED 1,6,5 8,383 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 136 11,115 SH DEFINED 1,5 11,115 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 227 18,533 SH DEFINED 1,2,5 18,533 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 68 5,554 SH DEFINED 1,3,5 5,554 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 517 42,206 SH DEFINED 1,4,5 42,206 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 154 12,592 SH DEFINED 1,6,5 12,592 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 430 12,356 SH DEFINED 1,5 12,356 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 717 20,592 SH DEFINED 1,2,5 20,592 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 215 6,171 SH DEFINED 1,3,5 6,171 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1,632 46,889 SH DEFINED 1,4,5 46,889 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 487 13,992 SH DEFINED 1,6,5 13,992 0 0 AMERISOURCEBERGEN CORP T COM 03073E105 1,022 31,307 SH DEFINED 1,5 31,307 0 0 AMERISOURCEBERGEN CORP T COM 03073E105 1,705 52,217 SH DEFINED 1,2,5 52,217 0 0 AMERISOURCEBERGEN CORP T COM 03073E105 511 15,647 SH DEFINED 1,3,5 15,647 0 0 AMERISOURCEBERGEN CORP T COM 03073E105 3,885 118,950 SH DEFINED 1,4,5 118,950 0 0 AMERISOURCEBERGEN CORP T COM 03073E105 1,159 35,479 SH DEFINED 1,6,5 35,479 0 0 ATLAS ACQUISITION COM 049162100 2,450 260,074 SH DEFINED 1,5 260,074 0 0 ATLAS ACQUISITION COM 049162100 881 93,507 SH DEFINED 1,2,5 93,507 0 0 ATLAS ACQUISITION COM 049162100 264 28,019 SH DEFINED 1,3,5 28,019 0 0 ATLAS ACQUISITION COM 049162100 2,006 212,967 SH DEFINED 1,4,5 212,967 0 0 ATLAS ACQUISITION COM 049162100 598 63,533 SH DEFINED 1,6,5 63,533 0 0 BAIDU ADR SPON ADR REP A 056752108 109 620 SH DEFINED 1,5 620 0 0 BAIDU ADR SPON ADR REP A 056752108 182 1,030 SH DEFINED 1,2,5 1,030 0 0 BAIDU ADR SPON ADR REP A 056752108 55 309 SH DEFINED 1,3,5 309 0 0 BAIDU ADR SPON ADR REP A 056752108 413 2,341 SH DEFINED 1,4,5 2,341 0 0 BAIDU ADR SPON ADR REP A 056752108 124 700 SH DEFINED 1,6,5 700 0 0 BAXTER INTL INC COM 071813109 1,897 37,043 SH DEFINED 1,5 37,043 0 0 BAXTER INTL INC COM 071813109 3,164 61,775 SH DEFINED 1,2,5 61,775 0 0 BAXTER INTL INC COM 071813109 948 18,511 SH DEFINED 1,3,5 18,511 0 0 BAXTER INTL INC COM 071813109 7,207 140,698 SH DEFINED 1,4,5 140,698 0 0 BAXTER INTL INC COM 071813109 2,150 41,973 SH DEFINED 1,6,5 41,973 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 343 27,787 SH DEFINED 1,5 27,787 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 572 46,332 SH DEFINED 1,2,5 46,332 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 171 13,884 SH DEFINED 1,3,5 13,884 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,303 105,516 SH DEFINED 1,4,5 105,516 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 389 31,481 SH DEFINED 1,6,5 31,481 0 0 BOEING CO USD5 COM COM 097023105 220 6,184 SH DEFINED 1,5 6,184 0 0 BOEING CO USD5 COM COM 097023105 366 10,297 SH DEFINED 1,2,5 10,297 0 0 BOEING CO USD5 COM COM 097023105 110 3,086 SH DEFINED 1,3,5 3,086 0 0 BOEING CO USD5 COM COM 097023105 834 23,435 SH DEFINED 1,4,5 23,435 0 0 BOEING CO USD5 COM COM 097023105 249 6,998 SH DEFINED 1,6,5 6,998 0 0 BP AMOCO PLC ADR SPONSORED ADR 055622104 1,078 26,889 SH DEFINED 1,5 26,889 0 0 BP AMOCO PLC ADR SPONSORED ADR 055622104 4,013 100,067 SH DEFINED 1,2,5 100,067 0 0 BPW ACQUISITION CORP COM COM 055637102 885 94,520 SH DEFINED 1,5 94,520 0 0 BPW ACQUISITION CORP COM COM 055637102 1,475 157,595 SH DEFINED 1,2,5 157,595 0 0 BPW ACQUISITION CORP COM COM 055637102 442 47,224 SH DEFINED 1,3,5 47,224 0 0 BPW ACQUISITION CORP COM COM 055637102 3,359 358,908 SH DEFINED 1,4,5 358,908 0 0 BPW ACQUISITION CORP COM COM 055637102 1,002 107,078 SH DEFINED 1,6,5 107,078 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,759 135,915 SH DEFINED 1,5 135,915 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,940 149,911 SH DEFINED 1,2,5 149,911 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 581 44,922 SH DEFINED 1,3,5 44,922 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,418 341,394 SH DEFINED 1,4,5 341,394 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,318 101,858 SH DEFINED 1,6,5 101,858 0 0 CACI INTL INC CL A 127190304 1,610 44,117 SH DEFINED 1,5 44,117 0 0 CACI INTL INC CL A 127190304 2,685 73,573 SH DEFINED 1,2,5 73,573 0 0 CACI INTL INC CL A 127190304 804 22,046 SH DEFINED 1,3,5 22,046 0 0 CACI INTL INC CL A 127190304 6,115 167,575 SH DEFINED 1,4,5 167,575 0 0 CACI INTL INC CL A 127190304 1,824 49,989 SH DEFINED 1,6,5 49,989 0 0 CAPITOL ACQUISITION CO COM 14055E104 331 34,929 SH DEFINED 1,5 34,929 0 0 CAPITOL ACQUISITION CO COM 14055E104 552 58,234 SH DEFINED 1,2,5 58,234 0 0 CAPITOL ACQUISITION CO COM 14055E104 165 17,451 SH DEFINED 1,3,5 17,451 0 0 CAPITOL ACQUISITION CO COM 14055E104 1,257 132,618 SH DEFINED 1,4,5 132,618 0 0 CAPITOL ACQUISITION CO COM 14055E104 375 39,568 SH DEFINED 1,6,5 39,568 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 2,254 3,494,000 PRN DEFINED 1,5 3,494,000 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 2,700 4,186,000 PRN DEFINED 1,2,5 4,186,000 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 809 1,255,000 PRN DEFINED 1,3,5 1,255,000 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 6,220 9,644,000 PRN DEFINED 1,4,5 9,644,000 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 1,820 2,821,000 PRN DEFINED 1,6,5 2,821,000 0 0 CENTRAL GARDEN & PET COM 153527106 609 80,000 SH DEFINED 1,5 80,000 0 0 CF INDS HLDGS INC COM 125269100 717 10,080 SH DEFINED 1,5 10,080 0 0 CF INDS HLDGS INC COM 125269100 1,494 21,004 SH DEFINED 1,2,5 21,004 0 0 CF INDS HLDGS INC COM 125269100 476 6,694 SH DEFINED 1,3,5 6,694 0 0 CF INDS HLDGS INC COM 125269100 3,422 48,103 SH DEFINED 1,4,5 48,103 0 0 CF INDS HLDGS INC COM 125269100 1,004 14,119 SH DEFINED 1,6,5 14,119 0 0 CF INDS HLDGS INC CALL 125269900 2,475 34,800 SH CALL DEFINED 1,5 34,800 0 0 CF INDS HLDGS INC CALL 125269900 4,118 57,900 SH CALL DEFINED 1,2,5 57,900 0 0 CF INDS HLDGS INC CALL 125269900 1,238 17,400 SH CALL DEFINED 1,3,5 17,400 0 0 CF INDS HLDGS INC CALL 125269900 9,346 131,400 SH CALL DEFINED 1,4,5 131,400 0 0 CF INDS HLDGS INC CALL 125269900 2,795 39,300 SH CALL DEFINED 1,6,5 39,300 0 0 CHATTEM INC COM 162456107 830 14,811 SH DEFINED 1,5 14,811 0 0 CHATTEM INC COM 162456107 1,385 24,709 SH DEFINED 1,2,5 24,709 0 0 CHATTEM INC COM 162456107 415 7,403 SH DEFINED 1,3,5 7,403 0 0 CHATTEM INC COM 162456107 3,155 56,288 SH DEFINED 1,4,5 56,288 0 0 CHATTEM INC COM 162456107 941 16,789 SH DEFINED 1,6,5 16,789 0 0 COCA COLA ENTERPRISES COM 191219104 1,262 95,708 SH DEFINED 1,5 95,708 0 0 COCA COLA ENTERPRISES COM 191219104 2,105 159,587 SH DEFINED 1,2,5 159,587 0 0 COCA COLA ENTERPRISES COM 191219104 631 47,819 SH DEFINED 1,3,5 47,819 0 0 COCA COLA ENTERPRISES COM 191219104 4,794 363,456 SH DEFINED 1,4,5 363,456 0 0 COCA COLA ENTERPRISES COM 191219104 1,430 108,430 SH DEFINED 1,6,5 108,430 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 159 151,000 PRN DEFINED 1,5 151,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 335 318,000 PRN DEFINED 1,2,5 318,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 100 95,000 PRN DEFINED 1,3,5 95,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 764 724,000 PRN DEFINED 1,4,5 724,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 224 212,000 PRN DEFINED 1,6,5 212,000 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 283 9,880 SH DEFINED 1,5 9,880 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 472 16,473 SH DEFINED 1,2,5 16,473 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 141 4,936 SH DEFINED 1,3,5 4,936 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1,075 37,518 SH DEFINED 1,4,5 37,518 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 321 11,193 SH DEFINED 1,6,5 11,193 0 0 CVS CAREMARK CORP COM 126650100 1,188 43,228 SH DEFINED 1,5 43,228 0 0 CVS CAREMARK CORP COM 126650100 1,981 72,072 SH DEFINED 1,2,5 72,072 0 0 CVS CAREMARK CORP COM 126650100 594 21,597 SH DEFINED 1,3,5 21,597 0 0 CVS CAREMARK CORP COM 126650100 4,512 164,133 SH DEFINED 1,4,5 164,133 0 0 CVS CAREMARK CORP COM 126650100 1,346 48,970 SH DEFINED 1,6,5 48,970 0 0 DECKERS OUTDOOR CORP COM 243537107 183 3,458 SH DEFINED 1,5 3,458 0 0 DECKERS OUTDOOR CORP COM 243537107 306 5,766 SH DEFINED 1,2,5 5,766 0 0 DECKERS OUTDOOR CORP COM 243537107 92 1,728 SH DEFINED 1,3,5 1,728 0 0 DECKERS OUTDOOR CORP COM 243537107 696 13,131 SH DEFINED 1,4,5 13,131 0 0 DECKERS OUTDOOR CORP COM 243537107 208 3,917 SH DEFINED 1,6,5 3,917 0 0 EBAY INC COM 278642103 101 8,038 SH DEFINED 1,5 8,038 0 0 EBAY INC COM 278642103 168 13,406 SH DEFINED 1,2,5 13,406 0 0 EBAY INC COM 278642103 50 4,017 SH DEFINED 1,3,5 4,017 0 0 EBAY INC COM 278642103 383 30,531 SH DEFINED 1,4,5 30,531 0 0 EBAY INC COM 278642103 114 9,108 SH DEFINED 1,6,5 9,108 0 0 EL PASO CORP COM COM 28336L109 154 24,700 SH DEFINED 1,5 24,700 0 0 EL PASO CORP COM COM 28336L109 257 41,184 SH DEFINED 1,2,5 41,184 0 0 EL PASO CORP COM COM 28336L109 77 12,342 SH DEFINED 1,3,5 12,342 0 0 EL PASO CORP COM COM 28336L109 586 93,792 SH DEFINED 1,4,5 93,792 0 0 EL PASO CORP COM COM 28336L109 175 27,982 SH DEFINED 1,6,5 27,982 0 0 EZCORP INC CL A NON VTG 302301106 591 51,115 SH DEFINED 1,5 51,115 0 0 EZCORP INC CL A NON VTG 302301106 214 18,533 SH DEFINED 1,2,5 18,533 0 0 EZCORP INC CL A NON VTG 302301106 64 5,554 SH DEFINED 1,3,5 5,554 0 0 EZCORP INC CL A NON VTG 302301106 488 42,206 SH DEFINED 1,4,5 42,206 0 0 EZCORP INC CL A NON VTG 302301106 146 12,592 SH DEFINED 1,6,5 12,592 0 0 FLOWERS FOODS INC COM 343498101 725 30,869 SH DEFINED 1,5 30,869 0 0 FLOWERS FOODS INC COM 343498101 1,209 51,480 SH DEFINED 1,2,5 51,480 0 0 FLOWERS FOODS INC COM 343498101 362 15,425 SH DEFINED 1,3,5 15,425 0 0 FLOWERS FOODS INC COM 343498101 2,753 117,249 SH DEFINED 1,4,5 117,249 0 0 FLOWERS FOODS INC COM 343498101 821 34,977 SH DEFINED 1,6,5 34,977 0 0 GATX CORP COM 361448103 924 45,657 SH DEFINED 1,5 45,657 0 0 GATX CORP COM 361448103 1,000 49,455 SH DEFINED 1,2,5 49,455 0 0 GATX CORP COM 361448103 300 14,820 SH DEFINED 1,3,5 14,820 0 0 GATX CORP COM 361448103 2,279 112,634 SH DEFINED 1,4,5 112,634 0 0 GATX CORP COM 361448103 680 33,603 SH DEFINED 1,6,5 33,603 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 189 184,000 PRN DEFINED 1,5 184,000 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 433 422,000 PRN DEFINED 1,2,5 422,000 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 129 126,000 PRN DEFINED 1,3,5 126,000 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 984 960,000 PRN DEFINED 1,4,5 960,000 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 290 283,000 PRN DEFINED 1,6,5 283,000 0 0 GEN-PROBE INC NEW COM 36866T103 1,179 25,860 SH DEFINED 1,5 25,860 0 0 GEN-PROBE INC NEW COM 36866T103 1,967 43,154 SH DEFINED 1,2,5 43,154 0 0 GEN-PROBE INC NEW COM 36866T103 589 12,929 SH DEFINED 1,3,5 12,929 0 0 GEN-PROBE INC NEW COM 36866T103 4,481 98,321 SH DEFINED 1,4,5 98,321 0 0 GEN-PROBE INC NEW COM 36866T103 1,336 29,318 SH DEFINED 1,6,5 29,318 0 0 GENZYME CORP COM 372917104 147 2,470 SH DEFINED 1,5 2,470 0 0 GENZYME CORP COM 372917104 245 4,119 SH DEFINED 1,2,5 4,119 0 0 GENZYME CORP COM 372917104 73 1,234 SH DEFINED 1,3,5 1,234 0 0 GENZYME CORP COM 372917104 557 9,379 SH DEFINED 1,4,5 9,379 0 0 GENZYME CORP COM 372917104 166 2,798 SH DEFINED 1,6,5 2,798 0 0 GEOEYE INC COM COM 37250W108 487 24,680 SH DEFINED 1,5 24,680 0 0 GEOEYE INC COM COM 37250W108 813 41,182 SH DEFINED 1,2,5 41,182 0 0 GEOEYE INC COM COM 37250W108 244 12,339 SH DEFINED 1,3,5 12,339 0 0 GEOEYE INC COM COM 37250W108 1,853 93,818 SH DEFINED 1,4,5 93,818 0 0 GEOEYE INC COM COM 37250W108 553 27,981 SH DEFINED 1,6,5 27,981 0 0 GILDAN ACTIVEWEAR INC COM 375916103 150 18,514 SH DEFINED 1,5 18,514 0 0 GILDAN ACTIVEWEAR INC COM 375916103 250 30,886 SH DEFINED 1,2,5 30,886 0 0 GILDAN ACTIVEWEAR INC COM 375916103 75 9,255 SH DEFINED 1,3,5 9,255 0 0 GILDAN ACTIVEWEAR INC COM 375916103 570 70,361 SH DEFINED 1,4,5 70,361 0 0 GILDAN ACTIVEWEAR INC COM 375916103 170 20,984 SH DEFINED 1,6,5 20,984 0 0 GLOBAL BRANDS ACQUISITION COM 378982102 347 36,477 SH DEFINED 1,5 36,477 0 0 GLOBAL BRANDS ACQUISITION COM 378982102 492 51,645 SH DEFINED 1,2,5 51,645 0 0 GLOBAL BRANDS ACQUISITION COM 378982102 147 15,476 SH DEFINED 1,3,5 15,476 0 0 GLOBAL BRANDS ACQUISITION COM 378982102 1,120 117,612 SH DEFINED 1,4,5 117,612 0 0 GLOBAL BRANDS ACQUISITION COM 378982102 334 35,090 SH DEFINED 1,6,5 35,090 0 0 GLOBAL CONSUMER ACQUISITION COM 378983100 883 93,230 SH DEFINED 1,5 93,230 0 0 GLOBAL CONSUMER ACQUISITION COM 378983100 683 72,072 SH DEFINED 1,2,5 72,072 0 0 GLOBAL CONSUMER ACQUISITION COM 378983100 205 21,597 SH DEFINED 1,3,5 21,597 0 0 GLOBAL CONSUMER ACQUISITION COM 378983100 1,554 164,131 SH DEFINED 1,4,5 164,131 0 0 GLOBAL CONSUMER ACQUISITION COM 378983100 464 48,970 SH DEFINED 1,6,5 48,970 0 0 GOODRICH CORP COM 382388106 234 6,176 SH DEFINED 1,5 6,176 0 0 GOODRICH CORP COM 382388106 390 10,296 SH DEFINED 1,2,5 10,296 0 0 GOODRICH CORP COM 382388106 117 3,085 SH DEFINED 1,3,5 3,085 0 0 GOODRICH CORP COM 382388106 888 23,447 SH DEFINED 1,4,5 23,447 0 0 GOODRICH CORP COM 382388106 265 6,996 SH DEFINED 1,6,5 6,996 0 0 GUESS INC COM 401617105 618 29,317 SH DEFINED 1,5 29,317 0 0 GUESS INC COM 401617105 1,031 48,895 SH DEFINED 1,2,5 48,895 0 0 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