-----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, V+kNEMTXyWTZfX6QGkQ/inL8vhw1nB+TVH5KkoNO1a0maEkIvLP7Fz9J2gdkZb1/ ap9dlYHupoz3pwYL33v/2A== 0001405086-09-001058.txt : 20090813 0001405086-09-001058.hdr.sgml : 20090813 20090813131646 ACCESSION NUMBER: 0001405086-09-001058 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 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: 091009565 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: June 30, 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 August 13, 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: 676 Form 13F Information Table Value Total: $1,027,663 (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
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X1000) PRN AMT PRN CALL DISCRTN MGRS SOLE SHARED NONE 3 M CO COM 88579Y101 3,221 53,596 SH DEFINED 1,5 53,596 0 0 3 M CO COM 88579Y101 3,119 51,899 SH DEFINED 1,2,5 51,899 0 0 3 M CO COM 88579Y101 782 13,009 SH DEFINED 1,3,5 13,009 0 0 3 M CO COM 88579Y101 7,328 121,927 SH DEFINED 1,4,5 121,927 0 0 3 M CO COM 88579Y101 2,078 34,569 SH DEFINED 1,6,5 34,569 0 0 ABBOTT LABS COM 002824100 2,383 50,660 SH DEFINED 1,5 50,660 0 0 ABBOTT LABS COM 002824100 2,309 49,078 SH DEFINED 1,2,5 49,078 0 0 ABBOTT LABS COM 002824100 579 12,304 SH DEFINED 1,3,5 12,304 0 0 ABBOTT LABS COM 002824100 5,422 115,273 SH DEFINED 1,4,5 115,273 0 0 ABBOTT LABS COM 002824100 1,538 32,685 SH DEFINED 1,6,5 32,685 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4,674 370,091 SH DEFINED 1,5 370,091 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4,160 329,392 SH DEFINED 1,2,5 329,392 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1,043 82,563 SH DEFINED 1,3,5 82,563 0 0 ACTIVISION BLIZZARD INC COM 00507V109 9,777 774,128 SH DEFINED 1,4,5 774,128 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2,771 219,417 SH DEFINED 1,6,5 219,417 0 0 ACTUANT CORP CL A NEW 00508X203 1,554 127,340 SH DEFINED 1,5 127,340 0 0 ACTUANT CORP CL A NEW 00508X203 1,497 122,718 SH DEFINED 1,2,5 122,718 0 0 ACTUANT CORP CL A NEW 00508X203 375 30,767 SH DEFINED 1,3,5 30,767 0 0 ACTUANT CORP CL A NEW 00508X203 3,508 287,551 SH DEFINED 1,4,5 287,551 0 0 ACTUANT CORP CL A NEW 00508X203 997 81,724 SH DEFINED 1,6,5 81,724 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 71 76,000 SH DEFINED 1,5 76,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 203 217,000 SH DEFINED 1,2,5 217,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 51 54,000 SH DEFINED 1,3,5 54,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 473 504,000 SH DEFINED 1,4,5 504,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 105 112,000 SH DEFINED 1,6,5 112,000 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 531 12,807 SH DEFINED 1,5 12,807 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 515 12,404 SH DEFINED 1,2,5 12,404 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 129 3,110 SH DEFINED 1,3,5 3,110 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1,208 29,119 SH DEFINED 1,4,5 29,119 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 343 8,260 SH DEFINED 1,6,5 8,260 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 409 27,085 SH DEFINED 1,5 27,085 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 396 26,242 SH DEFINED 1,2,5 26,242 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 99 6,578 SH DEFINED 1,3,5 6,578 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 930 61,621 SH DEFINED 1,4,5 61,621 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 264 17,474 SH DEFINED 1,6,5 17,474 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9 533 517,000 SH DEFINED 1,5 517,000 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9 1,089 1,056,000 SH DEFINED 1,2,5 1,056,000 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9 272 264,000 SH DEFINED 1,3,5 264,000 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9 2,540 2,463,000 SH DEFINED 1,4,5 2,463,000 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9 722 700,000 SH DEFINED 1,6,5 700,000 0 0 AIR PRODS & CHEMS INC COM 009158106 845 13,078 SH DEFINED 1,5 13,078 0 0 AIR PRODS & CHEMS INC COM 009158106 818 12,667 SH DEFINED 1,2,5 12,667 0 0 AIR PRODS & CHEMS INC COM 009158106 205 3,175 SH DEFINED 1,3,5 3,175 0 0 AIR PRODS & CHEMS INC COM 009158106 1,923 29,771 SH DEFINED 1,4,5 29,771 0 0 AIR PRODS & CHEMS INC COM 009158106 545 8,438 SH DEFINED 1,6,5 8,438 0 0 AIRGAS INC COM 009363102 364 8,990 SH DEFINED 1,5 8,990 0 0 AIRGAS INC COM 009363102 353 8,706 SH DEFINED 1,2,5 8,706 0 0 AIRGAS INC COM 009363102 88 2,182 SH DEFINED 1,3,5 2,182 0 0 AIRGAS INC COM 009363102 829 20,457 SH DEFINED 1,4,5 20,457 0 0 AIRGAS INC COM 009363102 235 5,799 SH DEFINED 1,6,5 5,799 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 863 88,314 SH DEFINED 1,5 88,314 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 1,422 145,502 SH DEFINED 1,2,5 145,502 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 356 36,394 SH DEFINED 1,3,5 36,394 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 3,328 340,623 SH DEFINED 1,4,5 340,623 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 971 99,367 SH DEFINED 1,6,5 99,367 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 710 24,370 SH DEFINED 1,5 24,370 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 688 23,599 SH DEFINED 1,2,5 23,599 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 172 5,915 SH DEFINED 1,3,5 5,915 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1,617 55,455 SH DEFINED 1,4,5 55,455 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 458 15,721 SH DEFINED 1,6,5 15,721 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,146 28,977 SH DEFINED 1,5 28,977 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,110 28,060 SH DEFINED 1,2,5 28,060 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 278 7,034 SH DEFINED 1,3,5 7,034 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,608 65,937 SH DEFINED 1,4,5 65,937 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 739 18,692 SH DEFINED 1,6,5 18,692 0 0 APPLE INC COM 037833100 2,484 17,437 SH DEFINED 1,5 17,437 0 0 APPLE INC COM 037833100 2,406 16,889 SH DEFINED 1,2,5 16,889 0 0 APPLE INC COM 037833100 603 4,233 SH DEFINED 1,3,5 4,233 0 0 APPLE INC COM 037833100 5,653 39,691 SH DEFINED 1,4,5 39,691 0 0 APPLE INC COM 037833100 1,602 11,250 SH DEFINED 1,6,5 11,250 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 2,896 299,817 SH DEFINED 1,5 299,817 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 1,111 115,053 SH DEFINED 1,2,5 115,053 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 278 28,778 SH DEFINED 1,3,5 28,778 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 2,602 269,344 SH DEFINED 1,4,5 269,344 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 759 78,609 SH DEFINED 1,6,5 78,609 0 0 ATP OIL & GAS CORP COM 00208J108 161 23,124 SH DEFINED 1,5 23,124 0 0 ATP OIL & GAS CORP COM 00208J108 158 22,652 SH DEFINED 1,2,5 22,652 0 0 ATP OIL & GAS CORP COM 00208J108 40 5,743 SH DEFINED 1,3,5 5,743 0 0 ATP OIL & GAS CORP COM 00208J108 370 53,210 SH DEFINED 1,4,5 53,210 0 0 ATP OIL & GAS CORP COM 00208J108 105 15,090 SH DEFINED 1,6,5 15,090 0 0 AVERY DENNISON CORP COM 053611109 1,101 42,881 SH DEFINED 1,5 42,881 0 0 AVERY DENNISON CORP COM 053611109 1,067 41,534 SH DEFINED 1,2,5 41,534 0 0 AVERY DENNISON CORP COM 053611109 267 10,413 SH DEFINED 1,3,5 10,413 0 0 AVERY DENNISON CORP COM 053611109 2,504 97,512 SH DEFINED 1,4,5 97,512 0 0 AVERY DENNISON CORP COM 053611109 710 27,660 SH DEFINED 1,6,5 27,660 0 0 AVID TECHNOLOGY INC COM 05367P100 209 15,588 SH DEFINED 1,5 15,588 0 0 AVID TECHNOLOGY INC COM 05367P100 202 15,096 SH DEFINED 1,2,5 15,096 0 0 AVID TECHNOLOGY INC COM 05367P100 51 3,785 SH DEFINED 1,3,5 3,785 0 0 AVID TECHNOLOGY INC COM 05367P100 476 35,474 SH DEFINED 1,4,5 35,474 0 0 AVID TECHNOLOGY INC COM 05367P100 135 10,057 SH DEFINED 1,6,5 10,057 0 0 BANK NEW YORK MELLON CORP COM 064058100 523 17,845 SH DEFINED 1,5 17,845 0 0 BANK NEW YORK MELLON CORP COM 064058100 375 12,786 SH DEFINED 1,2,5 12,786 0 0 BANK NEW YORK MELLON CORP COM 064058100 94 3,205 SH DEFINED 1,3,5 3,205 0 0 BANK NEW YORK MELLON CORP COM 064058100 881 30,048 SH DEFINED 1,4,5 30,048 0 0 BANK NEW YORK MELLON CORP COM 064058100 250 8,516 SH DEFINED 1,6,5 8,516 0 0 BANK OF AMERICA CORPORATION COM 060505104 810 61,374 SH DEFINED 1,5 61,374 0 0 BANK OF AMERICA CORPORATION COM 060505104 785 59,441 SH DEFINED 1,2,5 59,441 0 0 BANK OF AMERICA CORPORATION COM 060505104 197 14,900 SH DEFINED 1,3,5 14,900 0 0 BANK OF AMERICA CORPORATION COM 060505104 1,844 139,689 SH DEFINED 1,4,5 139,689 0 0 BANK OF AMERICA CORPORATION COM 060505104 523 39,596 SH DEFINED 1,6,5 39,596 0 0 BAXTER INTL INC COM 071813109 745 14,074 SH DEFINED 1,5 14,074 0 0 BAXTER INTL INC COM 071813109 694 13,111 SH DEFINED 1,2,5 13,111 0 0 BAXTER INTL INC COM 071813109 174 3,290 SH DEFINED 1,3,5 3,290 0 0 BAXTER INTL INC COM 071813109 1,631 30,794 SH DEFINED 1,4,5 30,794 0 0 BAXTER INTL INC COM 071813109 462 8,731 SH DEFINED 1,6,5 8,731 0 0 BB&T CORP COM 054937107 1,210 55,043 SH DEFINED 1,5 55,043 0 0 BB&T CORP COM 054937107 1,172 53,311 SH DEFINED 1,2,5 53,311 0 0 BB&T CORP COM 054937107 294 13,365 SH DEFINED 1,3,5 13,365 0 0 BB&T CORP COM 054937107 2,752 125,189 SH DEFINED 1,4,5 125,189 0 0 BB&T CORP COM 054937107 780 35,505 SH DEFINED 1,6,5 35,505 0 0 BIOVAIL CORP COM 09067J109 1,468 109,171 SH DEFINED 1,5 109,171 0 0 BIOVAIL CORP COM 09067J109 1,422 105,695 SH DEFINED 1,2,5 105,695 0 0 BIOVAIL CORP COM 09067J109 356 26,494 SH DEFINED 1,3,5 26,494 0 0 BIOVAIL CORP COM 09067J109 3,339 248,243 SH DEFINED 1,4,5 248,243 0 0 BIOVAIL CORP COM 09067J109 947 70,397 SH DEFINED 1,6,5 70,397 0 0 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 1,157 1,193,000 SH DEFINED 1,5 1,193,000 0 0 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 457 471,000 SH DEFINED 1,2,5 471,000 0 0 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 114 118,000 SH DEFINED 1,3,5 118,000 0 0 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 1,064 1,097,000 SH DEFINED 1,4,5 1,097,000 0 0 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 234 241,000 SH DEFINED 1,6,5 241,000 0 0 BPW ACQUISITION CORP COM 055637102 1,308 136,498 SH DEFINED 1,5 136,498 0 0 BPW ACQUISITION CORP COM 055637102 1,771 184,851 SH DEFINED 1,2,5 184,851 0 0 BPW ACQUISITION CORP COM 055637102 443 46,237 SH DEFINED 1,3,5 46,237 0 0 BPW ACQUISITION CORP COM 055637102 4,146 432,743 SH DEFINED 1,4,5 432,743 0 0 BPW ACQUISITION CORP COM 055637102 1,215 126,793 SH DEFINED 1,6,5 126,793 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1,786 87,919 SH DEFINED 1,5 87,919 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1,730 85,179 SH DEFINED 1,2,5 85,179 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 434 21,352 SH DEFINED 1,3,5 21,352 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4,060 199,910 SH DEFINED 1,4,5 199,910 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1,152 56,715 SH DEFINED 1,6,5 56,715 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,549 182,829 SH DEFINED 1,5 182,829 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,591 133,501 SH DEFINED 1,2,5 133,501 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 650 33,464 SH DEFINED 1,3,5 33,464 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 6,090 313,767 SH DEFINED 1,4,5 313,767 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,726 88,929 SH DEFINED 1,6,5 88,929 0 0 CACI INTL INC CL A 127190304 905 21,199 SH DEFINED 1,5 21,199 0 0 CACI INTL INC CL A 127190304 876 20,515 SH DEFINED 1,2,5 20,515 0 0 CACI INTL INC CL A 127190304 220 5,144 SH DEFINED 1,3,5 5,144 0 0 CACI INTL INC CL A 127190304 2,058 48,175 SH DEFINED 1,4,5 48,175 0 0 CACI INTL INC CL A 127190304 584 13,667 SH DEFINED 1,6,5 13,667 0 0 CALGON CARBON CORP COM 129603106 122 8,769 SH DEFINED 1,5 8,769 0 0 CALGON CARBON CORP COM 129603106 118 8,494 SH DEFINED 1,2,5 8,494 0 0 CALGON CARBON CORP COM 129603106 30 2,130 SH DEFINED 1,3,5 2,130 0 0 CALGON CARBON CORP COM 129603106 277 19,949 SH DEFINED 1,4,5 19,949 0 0 CALGON CARBON CORP COM 129603106 79 5,658 SH DEFINED 1,6,5 5,658 0 0 CARDIONET INC PUT 14159L953 160 9,800 SH PUT DEFINED 1,5 9,800 0 0 CARDIONET INC PUT 14159L953 155 9,500 SH PUT DEFINED 1,2,5 9,500 0 0 CARDIONET INC PUT 14159L953 38 2,300 SH PUT DEFINED 1,3,5 2,300 0 0 CARDIONET INC PUT 14159L953 361 22,100 SH PUT DEFINED 1,4,5 22,100 0 0 CARDIONET INC PUT 14159L953 103 6,300 SH PUT DEFINED 1,6,5 6,300 0 0 CARNIVAL CORP PAIRED CTF 143658300 329 12,763 SH DEFINED 1,5 12,763 0 0 CARNIVAL CORP PAIRED CTF 143658300 319 12,360 SH DEFINED 1,2,5 12,360 0 0 CARNIVAL CORP PAIRED CTF 143658300 80 3,099 SH DEFINED 1,3,5 3,099 0 0 CARNIVAL CORP PAIRED CTF 143658300 748 29,044 SH DEFINED 1,4,5 29,044 0 0 CARNIVAL CORP PAIRED CTF 143658300 212 8,234 SH DEFINED 1,6,5 8,234 0 0 CARNIVAL CORP DBCV 0.500% 4.2 143658AV4 3,071 4,780,000 SH DEFINED 1,5 4,780,000 0 0 CARNIVAL CORP DBCV 0.500% 4.2 143658AV4 2,475 3,852,000 SH DEFINED 1,2,5 3,852,000 0 0 CARNIVAL CORP DBCV 0.500% 4.2 143658AV4 619 963,000 SH DEFINED 1,3,5 963,000 0 0 CARNIVAL CORP DBCV 0.500% 4.2 143658AV4 5,772 8,984,000 SH DEFINED 1,4,5 8,984,000 0 0 CARNIVAL CORP DBCV 0.500% 4.2 143658AV4 1,360 2,116,000 SH DEFINED 1,6,5 2,116,000 0 0 CEC ENTMT INC COM 125137109 919 31,172 SH DEFINED 1,5 31,172 0 0 CEC ENTMT INC COM 125137109 890 30,192 SH DEFINED 1,2,5 30,192 0 0 CEC ENTMT INC COM 125137109 223 7,567 SH DEFINED 1,3,5 7,567 0 0 CEC ENTMT INC COM 125137109 2,092 70,958 SH DEFINED 1,4,5 70,958 0 0 CEC ENTMT INC COM 125137109 593 20,111 SH DEFINED 1,6,5 20,111 0 0 CENTURY ALUM CO COM 156431108 47 7,538 SH DEFINED 1,5 7,538 0 0 CENTURY ALUM CO COM 156431108 46 7,302 SH DEFINED 1,2,5 7,302 0 0 CENTURY ALUM CO COM 156431108 11 1,830 SH DEFINED 1,3,5 1,830 0 0 CENTURY ALUM CO COM 156431108 107 17,166 SH DEFINED 1,4,5 17,166 0 0 CENTURY ALUM CO COM 156431108 30 4,864 SH DEFINED 1,6,5 4,864 0 0 CHARLES RIV LABS INTL INC COM 159864107 306 9,059 SH DEFINED 1,5 9,059 0 0 CHARLES RIV LABS INTL INC COM 159864107 351 10,400 SH DEFINED 1,2,5 10,400 0 0 CHARLES RIV LABS INTL INC COM 159864107 87 2,573 SH DEFINED 1,3,5 2,573 0 0 CHARLES RIV LABS INTL INC COM 159864107 843 24,976 SH DEFINED 1,4,5 24,976 0 0 CHARLES RIV LABS INTL INC COM 159864107 234 6,925 SH DEFINED 1,6,5 6,925 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1,599 155,857 SH DEFINED 1,5 155,857 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1,549 150,960 SH DEFINED 1,2,5 150,960 0 0 CHIQUITA BRANDS INTL INC COM 170032809 388 37,839 SH DEFINED 1,3,5 37,839 0 0 CHIQUITA BRANDS INTL INC COM 170032809 3,640 354,785 SH DEFINED 1,4,5 354,785 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1,032 100,559 SH DEFINED 1,6,5 100,559 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 252 247,000 SH DEFINED 1,5 247,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 297 291,000 SH DEFINED 1,2,5 291,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 75 73,000 SH DEFINED 1,3,5 73,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 691 677,000 SH DEFINED 1,4,5 677,000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 162 159,000 SH DEFINED 1,6,5 159,000 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 984 30,877 SH DEFINED 1,5 30,877 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 844 26,469 SH DEFINED 1,2,5 26,469 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 213 6,681 SH DEFINED 1,3,5 6,681 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,081 65,281 SH DEFINED 1,4,5 65,281 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 615 19,280 SH DEFINED 1,6,5 19,280 0 0 CONSOL ENERGY INC COM 20854P109 1,324 38,992 SH DEFINED 1,5 38,992 0 0 CONSOL ENERGY INC COM 20854P109 1,283 37,770 SH DEFINED 1,2,5 37,770 0 0 CONSOL ENERGY INC COM 20854P109 322 9,470 SH DEFINED 1,3,5 9,470 0 0 CONSOL ENERGY INC COM 20854P109 3,009 88,618 SH DEFINED 1,4,5 88,618 0 0 CONSOL ENERGY INC COM 20854P109 854 25,150 SH DEFINED 1,6,5 25,150 0 0 CVS CAREMARK CORPORATION COM 126650100 5,775 181,202 SH DEFINED 1,5 181,202 0 0 CVS CAREMARK CORPORATION COM 126650100 5,593 175,508 SH DEFINED 1,2,5 175,508 0 0 CVS CAREMARK CORPORATION COM 126650100 1,402 43,994 SH DEFINED 1,3,5 43,994 0 0 CVS CAREMARK CORPORATION COM 126650100 13,143 412,390 SH DEFINED 1,4,5 412,390 0 0 CVS CAREMARK CORPORATION COM 126650100 3,726 116,906 SH DEFINED 1,6,5 116,906 0 0 DIGITALGLOBE INC COM NEW 25389M877 748 38,968 SH DEFINED 1,5 38,968 0 0 DIGITALGLOBE INC COM NEW 25389M877 725 37,740 SH DEFINED 1,2,5 37,740 0 0 DIGITALGLOBE INC COM NEW 25389M877 182 9,460 SH DEFINED 1,3,5 9,460 0 0 DIGITALGLOBE INC COM NEW 25389M877 1,703 88,692 SH DEFINED 1,4,5 88,692 0 0 DIGITALGLOBE INC COM NEW 25389M877 483 25,140 SH DEFINED 1,6,5 25,140 0 0 ELECTRONIC ARTS INC COM 285512109 5,362 246,869 SH DEFINED 1,5 246,869 0 0 ELECTRONIC ARTS INC COM 285512109 4,840 222,831 SH DEFINED 1,2,5 222,831 0 0 ELECTRONIC ARTS INC COM 285512109 1,213 55,856 SH DEFINED 1,3,5 55,856 0 0 ELECTRONIC ARTS INC COM 285512109 11,370 523,490 SH DEFINED 1,4,5 523,490 0 0 ELECTRONIC ARTS INC COM 285512109 3,224 148,439 SH DEFINED 1,6,5 148,439 0 0 ENERGIZER HLDGS INC COM 29266R108 4,326 82,807 SH DEFINED 1,5 82,807 0 0 ENERGIZER HLDGS INC COM 29266R108 4,190 80,199 SH DEFINED 1,2,5 80,199 0 0 ENERGIZER HLDGS INC COM 29266R108 1,050 20,101 SH DEFINED 1,3,5 20,101 0 0 ENERGIZER HLDGS INC COM 29266R108 9,846 188,472 SH DEFINED 1,4,5 188,472 0 0 ENERGIZER HLDGS INC COM 29266R108 2,791 53,421 SH DEFINED 1,6,5 53,421 0 0 EQT CORP COM 26884L109 843 24,160 SH DEFINED 1,5 24,160 0 0 EQT CORP COM 26884L109 817 23,399 SH DEFINED 1,2,5 23,399 0 0 EQT CORP COM 26884L109 205 5,865 SH DEFINED 1,3,5 5,865 0 0 EQT CORP COM 26884L109 1,920 54,989 SH DEFINED 1,4,5 54,989 0 0 EQT CORP COM 26884L109 544 15,587 SH DEFINED 1,6,5 15,587 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 2,347 173,469 SH DEFINED 1,5 173,469 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,958 144,747 SH DEFINED 1,2,5 144,747 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 491 36,283 SH DEFINED 1,3,5 36,283 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 4,602 340,136 SH DEFINED 1,4,5 340,136 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,305 96,421 SH DEFINED 1,6,5 96,421 0 0 FLOWERS FOODS INC COM 343498101 916 41,927 SH DEFINED 1,5 41,927 0 0 FLOWERS FOODS INC COM 343498101 887 40,629 SH DEFINED 1,2,5 40,629 0 0 FLOWERS FOODS INC COM 343498101 222 10,187 SH DEFINED 1,3,5 10,187 0 0 FLOWERS FOODS INC COM 343498101 2,079 95,215 SH DEFINED 1,4,5 95,215 0 0 FLOWERS FOODS INC COM 343498101 591 27,042 SH DEFINED 1,6,5 27,042 0 0 FORCE PROTECTION INC CALL 345203902 128 14,500 SH CALL DEFINED 1,5 14,500 0 0 FORCE PROTECTION INC CALL 345203902 126 14,200 SH CALL DEFINED 1,2,5 14,200 0 0 FORCE PROTECTION INC CALL 345203902 32 3,600 SH CALL DEFINED 1,3,5 3,600 0 0 FORCE PROTECTION INC CALL 345203902 294 33,300 SH CALL DEFINED 1,4,5 33,300 0 0 FORCE PROTECTION INC CALL 345203902 83 9,400 SH CALL DEFINED 1,6,5 9,400 0 0 FORCE PROTECTION INC CALL 345203902 176 19,900 SH CALL DEFINED 1,5 19,900 0 0 FORCE PROTECTION INC CALL 345203902 171 19,400 SH CALL DEFINED 1,2,5 19,400 0 0 FORCE PROTECTION INC CALL 345203902 43 4,900 SH CALL DEFINED 1,3,5 4,900 0 0 FORCE PROTECTION INC CALL 345203902 401 45,400 SH CALL DEFINED 1,4,5 45,400 0 0 FORCE PROTECTION INC CALL 345203902 114 12,900 SH CALL DEFINED 1,6,5 12,900 0 0 FOREST OIL CORP COM PAR $0.01 346091705 3,234 216,754 SH DEFINED 1,5 216,754 0 0 FOREST OIL CORP COM PAR $0.01 346091705 3,132 209,933 SH DEFINED 1,2,5 209,933 0 0 FOREST OIL CORP COM PAR $0.01 346091705 785 52,622 SH DEFINED 1,3,5 52,622 0 0 FOREST OIL CORP COM PAR $0.01 346091705 7,361 493,371 SH DEFINED 1,4,5 493,371 0 0 FOREST OIL CORP COM PAR $0.01 346091705 2,086 139,844 SH DEFINED 1,6,5 139,844 0 0 FTI CONSULTING INC COM 302941109 1,759 34,684 SH DEFINED 1,5 34,684 0 0 FTI CONSULTING INC COM 302941109 1,712 33,746 SH DEFINED 1,2,5 33,746 0 0 FTI CONSULTING INC COM 302941109 429 8,458 SH DEFINED 1,3,5 8,458 0 0 FTI CONSULTING INC COM 302941109 4,022 79,289 SH DEFINED 1,4,5 79,289 0 0 FTI CONSULTING INC COM 302941109 1,140 22,473 SH DEFINED 1,6,5 22,473 0 0 GENERAL ELECTRIC CO COM 369604103 457 39,014 SH DEFINED 1,5 39,014 0 0 GENERAL ELECTRIC CO COM 369604103 443 37,796 SH DEFINED 1,2,5 37,796 0 0 GENERAL ELECTRIC CO COM 369604103 111 9,479 SH DEFINED 1,3,5 9,479 0 0 GENERAL ELECTRIC CO COM 369604103 1,038 88,554 SH DEFINED 1,4,5 88,554 0 0 GENERAL ELECTRIC CO COM 369604103 295 25,157 SH DEFINED 1,6,5 25,157 0 0 GENESCO INC COM 371532102 774 41,233 SH DEFINED 1,5 41,233 0 0 GENESCO INC COM 371532102 750 39,934 SH DEFINED 1,2,5 39,934 0 0 GENESCO INC COM 371532102 188 10,010 SH DEFINED 1,3,5 10,010 0 0 GENESCO INC COM 371532102 1,762 93,849 SH DEFINED 1,4,5 93,849 0 0 GENESCO INC COM 371532102 499 26,602 SH DEFINED 1,6,5 26,602 0 0 GEN-PROBE INC NEW COM 36866T103 2,262 52,582 SH DEFINED 1,5 52,582 0 0 GEN-PROBE INC NEW COM 36866T103 2,191 50,950 SH DEFINED 1,2,5 50,950 0 0 GEN-PROBE INC NEW COM 36866T103 549 12,770 SH DEFINED 1,3,5 12,770 0 0 GEN-PROBE INC NEW COM 36866T103 5,151 119,760 SH DEFINED 1,4,5 119,760 0 0 GEN-PROBE INC NEW COM 36866T103 1,460 33,938 SH DEFINED 1,6,5 33,938 0 0 GEOEYE INC COM 37250W108 1,033 43,832 SH DEFINED 1,5 43,832 0 0 GEOEYE INC COM 37250W108 1,000 42,459 SH DEFINED 1,2,5 42,459 0 0 GEOEYE INC COM 37250W108 251 10,642 SH DEFINED 1,3,5 10,642 0 0 GEOEYE INC COM 37250W108 2,351 99,786 SH DEFINED 1,4,5 99,786 0 0 GEOEYE INC COM 37250W108 666 28,281 SH DEFINED 1,6,5 28,281 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 660 67,760 SH DEFINED 1,5 67,760 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 999 102,573 SH DEFINED 1,2,5 102,573 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 250 25,657 SH DEFINED 1,3,5 25,657 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 2,339 240,124 SH DEFINED 1,4,5 240,124 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 684 70,186 SH DEFINED 1,6,5 70,186 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 2,383 246,723 SH DEFINED 1,5 246,723 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 693 71,706 SH DEFINED 1,2,5 71,706 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 173 17,936 SH DEFINED 1,3,5 17,936 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 1,622 167,865 SH DEFINED 1,4,5 167,865 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 473 48,970 SH DEFINED 1,6,5 48,970 0 0 GOODRICH CORP COM 382388106 446 8,924 SH DEFINED 1,5 8,924 0 0 GOODRICH CORP COM 382388106 432 8,642 SH DEFINED 1,2,5 8,642 0 0 GOODRICH CORP COM 382388106 108 2,166 SH DEFINED 1,3,5 2,166 0 0 GOODRICH CORP COM 382388106 1,015 20,311 SH DEFINED 1,4,5 20,311 0 0 GOODRICH CORP COM 382388106 288 5,757 SH DEFINED 1,6,5 5,757 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1,623 144,170 SH DEFINED 1,5 144,170 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1,573 139,662 SH DEFINED 1,2,5 139,662 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 394 35,026 SH DEFINED 1,3,5 35,026 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 3,685 327,276 SH DEFINED 1,4,5 327,276 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1,047 92,966 SH DEFINED 1,6,5 92,966 0 0 GOOGLE INC CL A 38259P508 3,924 9,307 SH DEFINED 1,5 9,307 0 0 GOOGLE INC CL A 38259P508 3,476 8,246 SH DEFINED 1,2,5 8,246 0 0 GOOGLE INC CL A 38259P508 872 2,068 SH DEFINED 1,3,5 2,068 0 0 GOOGLE INC CL A 38259P508 8,173 19,387 SH DEFINED 1,4,5 19,387 0 0 GOOGLE INC CL A 38259P508 2,315 5,492 SH DEFINED 1,6,5 5,492 0 0 GUESS INC COM 401617105 753 29,226 SH DEFINED 1,5 29,226 0 0 GUESS INC COM 401617105 730 28,305 SH DEFINED 1,2,5 28,305 0 0 GUESS INC COM 401617105 183 7,095 SH DEFINED 1,3,5 7,095 0 0 GUESS INC COM 401617105 1,715 66,519 SH DEFINED 1,4,5 66,519 0 0 GUESS INC COM 401617105 486 18,855 SH DEFINED 1,6,5 18,855 0 0 HELEN OF TROY CORP LTD COM G4388N106 474 28,256 SH DEFINED 1,5 28,256 0 0 HELEN OF TROY CORP LTD COM G4388N106 460 27,398 SH DEFINED 1,2,5 27,398 0 0 HELEN OF TROY CORP LTD COM G4388N106 115 6,870 SH DEFINED 1,3,5 6,870 0 0 HELEN OF TROY CORP LTD COM G4388N106 1,079 64,240 SH DEFINED 1,4,5 64,240 0 0 HELEN OF TROY CORP LTD COM G4388N106 306 18,236 SH DEFINED 1,6,5 18,236 0 0 HESS CORP COM 42809H107 2,284 42,494 SH DEFINED 1,5 42,494 0 0 HESS CORP COM 42809H107 2,212 41,159 SH DEFINED 1,2,5 41,159 0 0 HESS CORP COM 42809H107 555 10,319 SH DEFINED 1,3,5 10,319 0 0 HESS CORP COM 42809H107 5,193 96,619 SH DEFINED 1,4,5 96,619 0 0 HESS CORP COM 42809H107 1,473 27,409 SH DEFINED 1,6,5 27,409 0 0 HEWLETT PACKARD CO COM 428236103 943 24,386 SH DEFINED 1,5 24,386 0 0 HEWLETT PACKARD CO COM 428236103 913 23,623 SH DEFINED 1,2,5 23,623 0 0 HEWLETT PACKARD CO COM 428236103 229 5,924 SH DEFINED 1,3,5 5,924 0 0 HEWLETT PACKARD CO COM 428236103 2,139 55,344 SH DEFINED 1,4,5 55,344 0 0 HEWLETT PACKARD CO COM 428236103 608 15,723 SH DEFINED 1,6,5 15,723 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 294 30,240 SH DEFINED 1,5 30,240 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 485 49,827 SH DEFINED 1,2,5 49,827 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 121 12,463 SH DEFINED 1,3,5 12,463 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 1,135 116,643 SH DEFINED 1,4,5 116,643 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 331 34,027 SH DEFINED 1,6,5 34,027 0 0 HUB GROUP INC CL A 443320106 407 19,738 SH DEFINED 1,5 19,738 0 0 HUB GROUP INC CL A 443320106 395 19,117 SH DEFINED 1,2,5 19,117 0 0 HUB GROUP INC CL A 443320106 99 4,792 SH DEFINED 1,3,5 4,792 0 0 HUB GROUP INC CL A 443320106 927 44,920 SH DEFINED 1,4,5 44,920 0 0 HUB GROUP INC CL A 443320106 263 12,733 SH DEFINED 1,6,5 12,733 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 3,922 3,977,000 SH DEFINED 1,5 3,977,000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 5,007 5,077,000 SH DEFINED 1,2,5 5,077,000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 1,253 1,270,000 SH DEFINED 1,3,5 1,270,000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 11,681 11,844,000 SH DEFINED 1,4,5 11,844,000 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 2,603 2,639,000 SH DEFINED 1,6,5 2,639,000 0 0 JARDEN CORP COM 471109108 1,188 63,335 SH DEFINED 1,5 63,335 0 0 JARDEN CORP COM 471109108 1,150 61,350 SH DEFINED 1,2,5 61,350 0 0 JARDEN CORP COM 471109108 288 15,379 SH DEFINED 1,3,5 15,379 0 0 JARDEN CORP COM 471109108 2,701 144,078 SH DEFINED 1,4,5 144,078 0 0 JARDEN CORP COM 471109108 766 40,858 SH DEFINED 1,6,5 40,858 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 515 66,675 SH DEFINED 1,5 66,675 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 837 108,379 SH DEFINED 1,2,5 108,379 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 209 27,109 SH DEFINED 1,3,5 27,109 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 1,952 252,822 SH DEFINED 1,4,5 252,822 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 571 74,015 SH DEFINED 1,6,5 74,015 0 0 KING PHARMACEUTICALS INC COM 495582108 1,032 107,166 SH DEFINED 1,5 107,166 0 0 KING PHARMACEUTICALS INC COM 495582108 999 103,790 SH DEFINED 1,2,5 103,790 0 0 KING PHARMACEUTICALS INC COM 495582108 251 26,017 SH DEFINED 1,3,5 26,017 0 0 KING PHARMACEUTICALS INC COM 495582108 2,349 243,891 SH DEFINED 1,4,5 243,891 0 0 KING PHARMACEUTICALS INC COM 495582108 666 69,136 SH DEFINED 1,6,5 69,136 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 695 27,453 SH DEFINED 1,5 27,453 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 719 28,417 SH DEFINED 1,2,5 28,417 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 180 7,108 SH DEFINED 1,3,5 7,108 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 1,678 66,292 SH DEFINED 1,4,5 66,292 0 0 LEGG MASON INC UNIT 99/99/9999 524901303 525 20,730 SH DEFINED 1,6,5 20,730 0 0 LEXMARK INTL NEW CL A 529771107 262 16,544 SH DEFINED 1,5 16,544 0 0 LEXMARK INTL NEW CL A 529771107 254 16,041 SH DEFINED 1,2,5 16,041 0 0 LEXMARK INTL NEW CL A 529771107 64 4,022 SH DEFINED 1,3,5 4,022 0 0 LEXMARK INTL NEW CL A 529771107 604 38,107 SH DEFINED 1,4,5 38,107 0 0 LEXMARK INTL NEW CL A 529771107 169 10,677 SH DEFINED 1,6,5 10,677 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 2,882 318,067 SH DEFINED 1,5 318,067 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1,762 194,525 SH DEFINED 1,2,5 194,525 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 441 48,656 SH DEFINED 1,3,5 48,656 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 4,126 455,386 SH DEFINED 1,4,5 455,386 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1,208 133,366 SH DEFINED 1,6,5 133,366 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 260 19,166 SH DEFINED 1,5 19,166 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 247 18,240 SH DEFINED 1,2,5 18,240 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 62 4,571 SH DEFINED 1,3,5 4,571 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 581 42,874 SH DEFINED 1,4,5 42,874 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 165 12,149 SH DEFINED 1,6,5 12,149 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 807 30,742 SH DEFINED 1,5 30,742 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 782 29,778 SH DEFINED 1,2,5 29,778 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 196 7,465 SH DEFINED 1,3,5 7,465 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 1,837 69,980 SH DEFINED 1,4,5 69,980 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 521 19,835 SH DEFINED 1,6,5 19,835 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 1,233 1,271,000 SH DEFINED 1,5 1,271,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 2,030 2,093,000 SH DEFINED 1,2,5 2,093,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 518 534,000 SH DEFINED 1,3,5 534,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 4,557 4,698,000 SH DEFINED 1,4,5 4,698,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 1,021 1,053,000 SH DEFINED 1,6,5 1,053,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 695 706,000 SH DEFINED 1,5 706,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 1,423 1,447,000 SH DEFINED 1,2,5 1,447,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 363 369,000 SH DEFINED 1,3,5 369,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 3,195 3,248,000 SH DEFINED 1,4,5 3,248,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 717 729,000 SH DEFINED 1,6,5 729,000 0 0 MARRIOTT INTL INC NEW CL A 571903202 426 19,294 SH DEFINED 1,5 19,294 0 0 MARRIOTT INTL INC NEW CL A 571903202 412 18,687 SH DEFINED 1,2,5 18,687 0 0 MARRIOTT INTL INC NEW CL A 571903202 103 4,686 SH DEFINED 1,3,5 4,686 0 0 MARRIOTT INTL INC NEW CL A 571903202 969 43,886 SH DEFINED 1,4,5 43,886 0 0 MARRIOTT INTL INC NEW CL A 571903202 275 12,447 SH DEFINED 1,6,5 12,447 0 0 MATTEL INC COM 577081102 967 60,235 SH DEFINED 1,5 60,235 0 0 MATTEL INC COM 577081102 936 58,344 SH DEFINED 1,2,5 58,344 0 0 MATTEL INC COM 577081102 235 14,623 SH DEFINED 1,3,5 14,623 0 0 MATTEL INC COM 577081102 2,201 137,128 SH DEFINED 1,4,5 137,128 0 0 MATTEL INC COM 577081102 624 38,864 SH DEFINED 1,6,5 38,864 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 76 76,000 SH DEFINED 1,5 76,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 216 217,000 SH DEFINED 1,2,5 217,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 54 54,000 SH DEFINED 1,3,5 54,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 502 505,000 SH DEFINED 1,4,5 505,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 110 111,000 SH DEFINED 1,6,5 111,000 0 0 MCKESSON CORP COM 58155Q103 1,540 35,011 SH DEFINED 1,5 35,011 0 0 MCKESSON CORP COM 58155Q103 1,393 31,667 SH DEFINED 1,2,5 31,667 0 0 MCKESSON CORP COM 58155Q103 350 7,953 SH DEFINED 1,3,5 7,953 0 0 MCKESSON CORP COM 58155Q103 3,269 74,292 SH DEFINED 1,4,5 74,292 0 0 MCKESSON CORP COM 58155Q103 927 21,077 SH DEFINED 1,6,5 21,077 0 0 MICROSOFT CORP COM 594918104 2,060 86,684 SH DEFINED 1,5 86,684 0 0 MICROSOFT CORP COM 594918104 1,996 83,953 SH DEFINED 1,2,5 83,953 0 0 MICROSOFT CORP COM 594918104 500 21,044 SH DEFINED 1,3,5 21,044 0 0 MICROSOFT CORP COM 594918104 4,690 197,295 SH DEFINED 1,4,5 197,295 0 0 MICROSOFT CORP COM 594918104 1,329 55,924 SH DEFINED 1,6,5 55,924 0 0 MOLSON COORS BREWING CO CL B 60871R209 2,474 58,451 SH DEFINED 1,5 58,451 0 0 MOLSON COORS BREWING CO CL B 60871R209 2,396 56,610 SH DEFINED 1,2,5 56,610 0 0 MOLSON COORS BREWING CO CL B 60871R209 601 14,190 SH DEFINED 1,3,5 14,190 0 0 MOLSON COORS BREWING CO CL B 60871R209 5,631 133,038 SH DEFINED 1,4,5 133,038 0 0 MOLSON COORS BREWING CO CL B 60871R209 1,596 37,711 SH DEFINED 1,6,5 37,711 0 0 MYLAN INC PFD CONV 628530206 217 254 SH DEFINED 1,5 254 0 0 MYLAN INC PFD CONV 628530206 354 413 SH DEFINED 1,2,5 413 0 0 MYLAN INC PFD CONV 628530206 88 103 SH DEFINED 1,3,5 103 0 0 MYLAN INC PFD CONV 628530206 825 963 SH DEFINED 1,4,5 963 0 0 MYLAN INC PFD CONV 628530206 229 267 SH DEFINED 1,6,5 267 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,856 27,548 SH DEFINED 1,5 27,548 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,797 26,682 SH DEFINED 1,2,5 26,682 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 451 6,688 SH DEFINED 1,3,5 6,688 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,224 62,708 SH DEFINED 1,4,5 62,708 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,197 17,774 SH DEFINED 1,6,5 17,774 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 3,809 3,862,000 SH DEFINED 1,5 3,862,000 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 7,355 7,458,000 SH DEFINED 1,2,5 7,458,000 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 1,840 1,866,000 SH DEFINED 1,3,5 1,866,000 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 17,167 17,406,000 SH DEFINED 1,4,5 17,406,000 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 2,833 2,872,000 SH DEFINED 1,6,5 2,872,000 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 784 838,000 SH DEFINED 1,5 838,000 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 1,421 1,520,000 SH DEFINED 1,2,5 1,520,000 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 357 382,000 SH DEFINED 1,3,5 382,000 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 3,367 3,601,000 SH DEFINED 1,4,5 3,601,000 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 317 339,000 SH DEFINED 1,6,5 339,000 0 0 NORTHERN TR CORP COM 665859104 1,044 19,455 SH DEFINED 1,5 19,455 0 0 NORTHERN TR CORP COM 665859104 1,013 18,870 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341,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 3,031 3,182,000 SH DEFINED 1,4,5 3,182,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 670 703,000 SH DEFINED 1,6,5 703,000 0 0 OSHKOSH CORP PUT 688239951 141 9,700 SH PUT DEFINED 1,5 9,700 0 0 OSHKOSH CORP PUT 688239951 138 9,500 SH PUT DEFINED 1,2,5 9,500 0 0 OSHKOSH CORP PUT 688239951 35 2,400 SH PUT DEFINED 1,3,5 2,400 0 0 OSHKOSH CORP PUT 688239951 321 22,100 SH PUT DEFINED 1,4,5 22,100 0 0 OSHKOSH CORP PUT 688239951 92 6,300 SH PUT DEFINED 1,6,5 6,300 0 0 PENNEY J C INC COM 708160106 1,540 53,649 SH DEFINED 1,5 53,649 0 0 PENNEY J C INC COM 708160106 1,492 51,970 SH DEFINED 1,2,5 51,970 0 0 PENNEY J C INC COM 708160106 374 13,033 SH DEFINED 1,3,5 13,033 0 0 PENNEY J C INC COM 708160106 3,496 121,757 SH DEFINED 1,4,5 121,757 0 0 PENNEY J C INC COM 708160106 993 34,591 SH DEFINED 1,6,5 34,591 0 0 PEPSI BOTTLING GROUP INC CALL 713409900 2,656 78,500 SH CALL DEFINED 1,5 78,500 0 0 PEPSI BOTTLING GROUP INC CALL 713409900 2,552 75,400 SH CALL DEFINED 1,2,5 75,400 0 0 PEPSI BOTTLING GROUP INC CALL 713409900 643 19,000 SH CALL DEFINED 1,3,5 19,000 0 0 PEPSI BOTTLING GROUP INC CALL 713409900 5,983 176,800 SH CALL DEFINED 1,4,5 176,800 0 0 PEPSI BOTTLING GROUP INC CALL 713409900 1,702 50,300 SH CALL DEFINED 1,6,5 50,300 0 0 PEPSICO INC COM 713448108 2,545 46,307 SH DEFINED 1,5 46,307 0 0 PEPSICO INC COM 713448108 3,693 67,187 SH DEFINED 1,2,5 67,187 0 0 PERDIGAO S A SPONSORED ADR 71361V303 1,188 31,106 SH DEFINED 1,5 31,106 0 0 PERDIGAO S A SPONSORED ADR 71361V303 1,151 30,153 SH DEFINED 1,2,5 30,153 0 0 PERDIGAO S A SPONSORED ADR 71361V303 289 7,557 SH DEFINED 1,3,5 7,557 0 0 PERDIGAO S A SPONSORED ADR 71361V303 2,707 70,901 SH DEFINED 1,4,5 70,901 0 0 PERDIGAO S A SPONSORED ADR 71361V303 767 20,083 SH DEFINED 1,6,5 20,083 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,880 116,319 SH DEFINED 1,5 116,319 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,758 112,654 SH DEFINED 1,2,5 112,654 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 942 28,238 SH DEFINED 1,3,5 28,238 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 8,832 264,746 SH DEFINED 1,4,5 264,746 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,503 75,043 SH DEFINED 1,6,5 75,043 0 0 PHILIP MORRIS INTL INC COM 718172109 5,579 127,889 SH DEFINED 1,5 127,889 0 0 PHILIP MORRIS INTL INC COM 718172109 7,967 182,648 SH DEFINED 1,2,5 182,648 0 0 PITNEY BOWES INC COM 724479100 684 31,174 SH DEFINED 1,5 31,174 0 0 PITNEY BOWES INC COM 724479100 662 30,192 SH DEFINED 1,2,5 30,192 0 0 PITNEY BOWES INC COM 724479100 166 7,568 SH DEFINED 1,3,5 7,568 0 0 PITNEY BOWES INC COM 724479100 1,556 70,954 SH DEFINED 1,4,5 70,954 0 0 PITNEY BOWES INC COM 724479100 441 20,112 SH DEFINED 1,6,5 20,112 0 0 PROSPECT AQUISITION CORP COM 74347T103 1,034 106,877 SH DEFINED 1,5 106,877 0 0 PROSPECT AQUISITION CORP COM 74347T103 906 93,711 SH DEFINED 1,2,5 93,711 0 0 PROSPECT AQUISITION CORP COM 74347T103 227 23,440 SH DEFINED 1,3,5 23,440 0 0 PROSPECT AQUISITION CORP COM 74347T103 2,121 219,377 SH DEFINED 1,4,5 219,377 0 0 PROSPECT AQUISITION CORP COM 74347T103 619 63,995 SH DEFINED 1,6,5 63,995 0 0 PRUDENTIAL FINL INC COM 744320102 1,450 38,968 SH DEFINED 1,5 38,968 0 0 PRUDENTIAL FINL INC COM 744320102 1,405 37,740 SH DEFINED 1,2,5 37,740 0 0 PRUDENTIAL FINL INC COM 744320102 352 9,460 SH DEFINED 1,3,5 9,460 0 0 PRUDENTIAL FINL INC COM 744320102 3,301 88,692 SH DEFINED 1,4,5 88,692 0 0 PRUDENTIAL FINL INC COM 744320102 936 25,140 SH DEFINED 1,6,5 25,140 0 0 RALCORP HLDGS INC NEW COM 751028101 3,562 58,464 SH DEFINED 1,5 58,464 0 0 RALCORP HLDGS INC NEW COM 751028101 3,450 56,624 SH DEFINED 1,2,5 56,624 0 0 RALCORP HLDGS INC NEW COM 751028101 865 14,195 SH DEFINED 1,3,5 14,195 0 0 RALCORP HLDGS INC NEW COM 751028101 8,103 133,003 SH DEFINED 1,4,5 133,003 0 0 RALCORP HLDGS INC NEW COM 751028101 2,298 37,714 SH DEFINED 1,6,5 37,714 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 548 29,213 SH DEFINED 1,5 29,213 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 531 28,304 SH DEFINED 1,2,5 28,304 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 133 7,093 SH DEFINED 1,3,5 7,093 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 1,248 66,538 SH DEFINED 1,4,5 66,538 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 353 18,852 SH DEFINED 1,6,5 18,852 0 0 REYNOLDS AMERICAN INC COM 761713106 632 16,371 SH DEFINED 1,5 16,371 0 0 REYNOLDS AMERICAN INC COM 761713106 848 21,960 SH DEFINED 1,2,5 21,960 0 0 REYNOLDS AMERICAN INC COM 761713106 29 749 SH DEFINED 1,3,5 749 0 0 REYNOLDS AMERICAN INC COM 761713106 270 6,997 SH DEFINED 1,4,5 6,997 0 0 REYNOLDS AMERICAN INC COM 761713106 77 1,987 SH DEFINED 1,6,5 1,987 0 0 SANDERSON FARMS INC COM 800013104 438 9,727 SH DEFINED 1,5 9,727 0 0 SANDERSON FARMS INC COM 800013104 425 9,435 SH DEFINED 1,2,5 9,435 0 0 SANDERSON FARMS INC COM 800013104 106 2,365 SH DEFINED 1,3,5 2,365 0 0 SANDERSON FARMS INC COM 800013104 998 22,188 SH DEFINED 1,4,5 22,188 0 0 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