-----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, MSdmmIptdFPlbzYwORncB5F/BCxsPH801cIwOSfedVTWCg9/BTdXLIij0FHE+MUM qmTmr8OAyzi0sZR9cUy3wQ== 0001405086-10-000017.txt : 20100212 0001405086-10-000017.hdr.sgml : 20100212 20100212121346 ACCESSION NUMBER: 0001405086-10-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100212 DATE AS OF CHANGE: 20100212 EFFECTIVENESS DATE: 20100212 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: 10596485 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: December 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 February 12, 2010 - ---------------------- ------------------------- --------------- [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: 742 Form 13F Information Table Value Total: $1,866,713 (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 X($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ACTUANT CORP SDCV 2.000%11/1 00508XAB0 99 94,000 SH DEFINED 1,5 94,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 195 184,000 SH DEFINED 1,2,5 184,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 29 27,000 SH DEFINED 1,3,5 27,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 577 546,000 SH DEFINED 1,4,5 546,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 118 112,000 SH DEFINED 1,6,5 112,000 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,015 73,343 SH DEFINED 1,5 73,343 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,929 70,213 SH DEFINED 1,2,5 70,213 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 285 10,357 SH DEFINED 1,3,5 10,357 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,725 208,329 SH DEFINED 1,4,5 208,329 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,337 48,667 SH DEFINED 1,6,5 48,667 0 0 AFFORDABLE RESIDENTIAL CMNT NOTE 7.500% 8/1 00828UAB9 655 601,000 SH DEFINED 1,5 601,000 0 0 AFFORDABLE RESIDENTIAL CMNT NOTE 7.500% 8/1 00828UAB9 982 901,000 SH DEFINED 1,2,5 901,000 0 0 AFFORDABLE RESIDENTIAL CMNT NOTE 7.500% 8/1 00828UAB9 145 133,000 SH DEFINED 1,3,5 133,000 0 0 AFFORDABLE RESIDENTIAL CMNT NOTE 7.500% 8/1 00828UAB9 2,905 2,665,000 SH DEFINED 1,4,5 2,665,000 0 0 AFFORDABLE RESIDENTIAL CMNT NOTE 7.500% 8/1 00828UAB9 763 700,000 SH DEFINED 1,6,5 700,000 0 0 ALCOA INC COM 013817101 533 33,051 SH DEFINED 1,5 33,051 0 0 ALCOA INC COM 013817101 510 31,612 SH DEFINED 1,2,5 31,612 0 0 ALCOA INC COM 013817101 75 4,669 SH DEFINED 1,3,5 4,669 0 0 ALCOA INC COM 013817101 1,511 93,720 SH DEFINED 1,4,5 93,720 0 0 ALCOA INC COM 013817101 354 21,948 SH DEFINED 1,6,5 21,948 0 0 ALKERMES INC COM 01642T108 1,381 146,802 SH DEFINED 1,5 146,802 0 0 ALKERMES INC COM 01642T108 1,318 140,089 SH DEFINED 1,2,5 140,089 0 0 ALKERMES INC COM 01642T108 195 20,732 SH DEFINED 1,3,5 20,732 0 0 ALKERMES INC COM 01642T108 3,910 415,496 SH DEFINED 1,4,5 415,496 0 0 ALKERMES INC COM 01642T108 911 96,848 SH DEFINED 1,6,5 96,848 0 0 ALLSTATE CORP COM 020002101 1,513 50,350 SH DEFINED 1,5 50,350 0 0 ALLSTATE CORP COM 020002101 1,448 48,210 SH DEFINED 1,2,5 48,210 0 0 ALLSTATE CORP COM 020002101 214 7,110 SH DEFINED 1,3,5 7,110 0 0 ALLSTATE CORP COM 020002101 4,296 143,020 SH DEFINED 1,4,5 143,020 0 0 ALLSTATE CORP COM 020002101 1,004 33,434 SH DEFINED 1,6,5 33,434 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,053 179,788 SH DEFINED 1,5 179,788 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,900 170,818 SH DEFINED 1,2,5 170,818 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 431 25,395 SH DEFINED 1,3,5 25,395 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,593 506,078 SH DEFINED 1,4,5 506,078 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,002 117,921 SH DEFINED 1,6,5 117,921 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1,872 83,553 SH DEFINED 1,5 83,553 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 467 20,831 SH DEFINED 1,2,5 20,831 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 69 3,072 SH DEFINED 1,3,5 3,072 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 324 14,444 SH DEFINED 1,6,5 14,444 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 363 30,728 SH DEFINED 1,5 30,728 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 348 29,426 SH DEFINED 1,2,5 29,426 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 51 4,339 SH DEFINED 1,3,5 4,339 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 1,032 87,303 SH DEFINED 1,4,5 87,303 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 241 20,404 SH DEFINED 1,6,5 20,404 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 441 31,085 SH DEFINED 1,5 31,085 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 341 23,999 SH DEFINED 1,2,5 23,999 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 46 3,229 SH DEFINED 1,3,5 3,229 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1,485 104,647 SH DEFINED 1,4,5 104,647 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 272 19,140 SH DEFINED 1,6,5 19,140 0 0 APPLE INC COM 037833100 4,709 22,346 SH DEFINED 1,5 22,346 0 0 APPLE INC COM 037833100 4,477 21,245 SH DEFINED 1,2,5 21,245 0 0 APPLE INC COM 037833100 664 3,152 SH DEFINED 1,3,5 3,152 0 0 APPLE INC COM 037833100 13,287 63,051 SH DEFINED 1,4,5 63,051 0 0 APPLE INC COM 037833100 3,072 14,577 SH DEFINED 1,6,5 14,577 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 738 28,954 SH DEFINED 1,5 28,954 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 706 27,711 SH DEFINED 1,2,5 27,711 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 104 4,088 SH DEFINED 1,3,5 4,088 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 2,095 82,178 SH DEFINED 1,4,5 82,178 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 490 19,215 SH DEFINED 1,6,5 19,215 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 832 72,122 SH DEFINED 1,5 72,122 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 795 68,911 SH DEFINED 1,2,5 68,911 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 117 10,190 SH DEFINED 1,3,5 10,190 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,354 204,176 SH DEFINED 1,4,5 204,176 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 552 47,894 SH DEFINED 1,6,5 47,894 0 0 ASHLAND INC NEW COM 044209104 1,821 45,974 SH DEFINED 1,5 45,974 0 0 ASHLAND INC NEW COM 044209104 1,561 39,389 SH DEFINED 1,2,5 39,389 0 0 ASHLAND INC NEW COM 044209104 230 5,809 SH DEFINED 1,3,5 5,809 0 0 ASHLAND INC NEW COM 044209104 4,630 116,849 SH DEFINED 1,4,5 116,849 0 0 ASHLAND INC NEW COM 044209104 1,082 27,311 SH DEFINED 1,6,5 27,311 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 740 13,461 SH DEFINED 1,5 13,461 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 707 12,874 SH DEFINED 1,2,5 12,874 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 104 1,901 SH DEFINED 1,3,5 1,901 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 2,097 38,164 SH DEFINED 1,4,5 38,164 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 491 8,927 SH DEFINED 1,6,5 8,927 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 3,061 306,124 SH DEFINED 1,5 306,124 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 1,044 104,384 SH DEFINED 1,2,5 104,384 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 154 15,392 SH DEFINED 1,3,5 15,392 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 3,097 309,696 SH DEFINED 1,4,5 309,696 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 560 56,005 SH DEFINED 1,6,5 56,005 0 0 AVERY DENNISON CORP COM 053611109 34,383 942,254 SH DEFINED 1,5 942,254 0 0 AVERY DENNISON CORP COM 053611109 8,319 227,972 SH DEFINED 1,2,5 227,972 0 0 AVERY DENNISON CORP COM 053611109 1,233 33,802 SH DEFINED 1,3,5 33,802 0 0 AVERY DENNISON CORP COM 053611109 5,723 156,850 SH DEFINED 1,6,5 156,850 0 0 AVERY DENNISON CORP COM 053611109 2,503 68,600 SH CALL DEFINED 1,5 68,600 0 0 AVERY DENNISON CORP COM 053611109 2,299 63,000 SH CALL DEFINED 1,2,5 63,000 0 0 AVERY DENNISON CORP COM 053611109 350 9,600 SH CALL DEFINED 1,3,5 9,600 0 0 AVERY DENNISON CORP COM 053611109 6,711 183,900 SH CALL DEFINED 1,4,5 183,900 0 0 AVERY DENNISON CORP COM 053611109 1,292 35,400 SH CALL DEFINED 1,6,5 35,400 0 0 AVNET INC COM 053807103 711 23,573 SH DEFINED 1,5 23,573 0 0 AVNET INC COM 053807103 432 14,311 SH DEFINED 1,2,5 14,311 0 0 AVNET INC COM 053807103 64 2,111 SH DEFINED 1,3,5 2,111 0 0 AVNET INC COM 053807103 1,280 42,455 SH DEFINED 1,4,5 42,455 0 0 AVNET INC COM 053807103 299 9,923 SH DEFINED 1,6,5 9,923 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 9,595 643,086 SH DEFINED 1,5 643,086 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 8,179 548,159 SH DEFINED 1,2,5 548,159 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 1,206 80,830 SH DEFINED 1,3,5 80,830 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 24,255 1,625,639 SH DEFINED 1,4,5 1,625,639 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 5,671 380,086 SH DEFINED 1,6,5 380,086 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 819 29,299 SH DEFINED 1,5 29,299 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 785 28,057 SH DEFINED 1,2,5 28,057 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 116 4,137 SH DEFINED 1,3,5 4,137 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 2,328 83,241 SH DEFINED 1,4,5 83,241 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 544 19,454 SH DEFINED 1,6,5 19,454 0 0 BELDEN INC COM 077454106 98 4,476 SH DEFINED 1,5 4,476 0 0 BELDEN INC COM 077454106 94 4,270 SH DEFINED 1,2,5 4,270 0 0 BELDEN INC COM 077454106 14 631 SH DEFINED 1,3,5 631 0 0 BELDEN INC COM 077454106 277 12,630 SH DEFINED 1,4,5 12,630 0 0 BELDEN INC COM 077454106 65 2,961 SH DEFINED 1,6,5 2,961 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 504 26,778 SH DEFINED 1,5 26,778 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 482 25,633 SH DEFINED 1,2,5 25,633 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 71 3,780 SH DEFINED 1,3,5 3,780 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,430 76,031 SH DEFINED 1,4,5 76,031 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 334 17,778 SH DEFINED 1,6,5 17,778 0 0 BIOVAIL CORP COM 09067J109 17,701 1,267,955 SH DEFINED 1,5 1,267,955 0 0 BIOVAIL CORP COM 09067J109 4,412 316,037 SH DEFINED 1,2,5 316,037 0 0 BIOVAIL CORP COM 09067J109 652 46,684 SH DEFINED 1,3,5 46,684 0 0 BIOVAIL CORP COM 09067J109 3,056 218,929 SH DEFINED 1,6,5 218,929 0 0 BRISTOW GROUP INC COM 110394103 1,750 45,505 SH DEFINED 1,5 45,505 0 0 BRISTOW GROUP INC COM 110394103 1,675 43,576 SH DEFINED 1,2,5 43,576 0 0 BRISTOW GROUP INC COM 110394103 247 6,426 SH DEFINED 1,3,5 6,426 0 0 BRISTOW GROUP INC COM 110394103 4,971 129,278 SH DEFINED 1,4,5 129,278 0 0 BRISTOW GROUP INC COM 110394103 1,162 30,215 SH DEFINED 1,6,5 30,215 0 0 CACI INTL INC CL A 127190304 1,248 25,553 SH DEFINED 1,5 25,553 0 0 CACI INTL INC CL A 127190304 1,194 24,451 SH DEFINED 1,2,5 24,451 0 0 CACI INTL INC CL A 127190304 176 3,608 SH DEFINED 1,3,5 3,608 0 0 CACI INTL INC CL A 127190304 3,541 72,496 SH DEFINED 1,4,5 72,496 0 0 CACI INTL INC CL A 127190304 828 16,953 SH DEFINED 1,6,5 16,953 0 0 CARNIVAL CORP PAIRED CTF 143658300 2,159 68,131 SH DEFINED 1,5 68,131 0 0 CARNIVAL CORP PAIRED CTF 143658300 2,029 64,013 SH DEFINED 1,2,5 64,013 0 0 CARNIVAL CORP PAIRED CTF 143658300 304 9,608 SH DEFINED 1,3,5 9,608 0 0 CARNIVAL CORP PAIRED CTF 143658300 6,016 189,838 SH DEFINED 1,4,5 189,838 0 0 CARNIVAL CORP PAIRED CTF 143658300 1,376 43,410 SH DEFINED 1,6,5 43,410 0 0 CELANESE CORP DEL COM SER A 150870103 7,657 238,542 SH DEFINED 1,5 238,542 0 0 CELANESE CORP DEL COM SER A 150870103 6,287 195,849 SH DEFINED 1,2,5 195,849 0 0 CELANESE CORP DEL COM SER A 150870103 927 28,884 SH DEFINED 1,3,5 28,884 0 0 CELANESE CORP DEL COM SER A 150870103 18,651 581,016 SH DEFINED 1,4,5 581,016 0 0 CELANESE CORP DEL COM SER A 150870103 4,360 135,818 SH DEFINED 1,6,5 135,818 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 1,648 58,002 SH DEFINED 1,5 58,002 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 1,578 55,536 SH DEFINED 1,2,5 55,536 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 233 8,190 SH DEFINED 1,3,5 8,190 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 4,681 164,754 SH DEFINED 1,4,5 164,754 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 1,094 38,518 SH DEFINED 1,6,5 38,518 0 0 CHARLES RIV LABS INTL INC COM 159864107 1,504 44,640 SH DEFINED 1,5 44,640 0 0 CHARLES RIV LABS INTL INC COM 159864107 1,439 42,717 SH DEFINED 1,2,5 42,717 0 0 CHARLES RIV LABS INTL INC COM 159864107 213 6,310 SH DEFINED 1,3,5 6,310 0 0 CHARLES RIV LABS INTL INC COM 159864107 4,268 126,674 SH DEFINED 1,4,5 126,674 0 0 CHARLES RIV LABS INTL INC COM 159864107 999 29,659 SH DEFINED 1,6,5 29,659 0 0 CHICOS FAS INC COM 168615102 1,447 102,999 SH DEFINED 1,5 102,999 0 0 CHICOS FAS INC COM 168615102 1,386 98,636 SH DEFINED 1,2,5 98,636 0 0 CHICOS FAS INC COM 168615102 204 14,552 SH DEFINED 1,3,5 14,552 0 0 CHICOS FAS INC COM 168615102 4,111 292,611 SH DEFINED 1,4,5 292,611 0 0 CHICOS FAS INC COM 168615102 961 68,424 SH DEFINED 1,6,5 68,424 0 0 CHIQUITA BRANDS INTL INC COM 170032809 5,760 319,278 SH DEFINED 1,5 319,278 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1,436 79,605 SH DEFINED 1,2,5 79,605 0 0 CHIQUITA BRANDS INTL INC COM 170032809 212 11,743 SH DEFINED 1,3,5 11,743 0 0 CHIQUITA BRANDS INTL INC COM 170032809 996 55,214 SH DEFINED 1,6,5 55,214 0 0 COMCAST CORP NEW CL A SPL 20030N200 9,219 575,835 SH DEFINED 1,5 575,835 0 0 COMCAST CORP NEW CL A SPL 20030N200 8,785 548,721 SH DEFINED 1,2,5 548,721 0 0 COMCAST CORP NEW CL A SPL 20030N200 1,302 81,329 SH DEFINED 1,3,5 81,329 0 0 COMCAST CORP NEW CL A SPL 20030N200 26,065 1,628,049 SH DEFINED 1,4,5 1,628,049 0 0 COMCAST CORP NEW CL A SPL 20030N200 6,054 378,127 SH DEFINED 1,6,5 378,127 0 0 COSTCO WHSL CORP NEW COM 22160K105 1,583 26,758 SH DEFINED 1,5 26,758 0 0 COSTCO WHSL CORP NEW COM 22160K105 1,517 25,632 SH DEFINED 1,2,5 25,632 0 0 COSTCO WHSL CORP NEW COM 22160K105 224 3,785 SH DEFINED 1,3,5 3,785 0 0 COSTCO WHSL CORP NEW COM 22160K105 4,499 76,029 SH DEFINED 1,4,5 76,029 0 0 COSTCO WHSL CORP NEW COM 22160K105 1,053 17,796 SH DEFINED 1,6,5 17,796 0 0 CROWN HOLDINGS INC COM 228368106 5,086 198,834 SH DEFINED 1,5 198,834 0 0 CROWN HOLDINGS INC COM 228368106 4,821 188,482 SH DEFINED 1,2,5 188,482 0 0 CROWN HOLDINGS INC COM 228368106 718 28,073 SH DEFINED 1,3,5 28,073 0 0 CROWN HOLDINGS INC COM 228368106 14,296 558,892 SH DEFINED 1,4,5 558,892 0 0 CROWN HOLDINGS INC COM 228368106 3,308 129,327 SH DEFINED 1,6,5 129,327 0 0 CVR ENERGY INC COM 12662P108 498 72,626 SH DEFINED 1,5 72,626 0 0 CVR ENERGY INC COM 12662P108 477 69,549 SH DEFINED 1,2,5 69,549 0 0 CVR ENERGY INC COM 12662P108 70 10,255 SH DEFINED 1,3,5 10,255 0 0 CVR ENERGY INC COM 12662P108 1,416 206,345 SH DEFINED 1,4,5 206,345 0 0 CVR ENERGY INC COM 12662P108 331 48,225 SH DEFINED 1,6,5 48,225 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 499 86,559 SH DEFINED 1,5 86,559 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 473 81,971 SH DEFINED 1,2,5 81,971 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 71 12,221 SH DEFINED 1,3,5 12,221 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 1,402 242,978 SH DEFINED 1,4,5 242,978 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 325 56,271 SH DEFINED 1,6,5 56,271 0 0 DELUXE CORP COM 248019101 1,217 82,300 SH DEFINED 1,5 82,300 0 0 DELUXE CORP COM 248019101 1,166 78,811 SH DEFINED 1,2,5 78,811 0 0 DELUXE CORP COM 248019101 172 11,621 SH DEFINED 1,3,5 11,621 0 0 DELUXE CORP COM 248019101 3,458 233,827 SH DEFINED 1,4,5 233,827 0 0 DELUXE CORP COM 248019101 808 54,649 SH DEFINED 1,6,5 54,649 0 0 DENBURY RES INC COM NEW 247916208 914 61,750 SH DEFINED 1,5 61,750 0 0 DENBURY RES INC COM NEW 247916208 859 58,040 SH DEFINED 1,2,5 58,040 0 0 DENBURY RES INC COM NEW 247916208 129 8,710 SH DEFINED 1,3,5 8,710 0 0 DENBURY RES INC COM NEW 247916208 2,547 172,119 SH DEFINED 1,4,5 172,119 0 0 DENBURY RES INC COM NEW 247916208 583 39,381 SH DEFINED 1,6,5 39,381 0 0 DEXCOM INC COM 252131107 1,036 128,388 SH DEFINED 1,5 128,388 0 0 DEXCOM INC COM 252131107 993 123,043 SH DEFINED 1,2,5 123,043 0 0 DEXCOM INC COM 252131107 146 18,131 SH DEFINED 1,3,5 18,131 0 0 DEXCOM INC COM 252131107 2,946 365,016 SH DEFINED 1,4,5 365,016 0 0 DEXCOM INC COM 252131107 689 85,422 SH DEFINED 1,6,5 85,422 0 0 DIGITALGLOBE INC COM NEW 25389M877 1,620 66,940 SH DEFINED 1,5 66,940 0 0 DIGITALGLOBE INC COM NEW 25389M877 1,551 64,081 SH DEFINED 1,2,5 64,081 0 0 DIGITALGLOBE INC COM NEW 25389M877 229 9,453 SH DEFINED 1,3,5 9,453 0 0 DIGITALGLOBE INC COM NEW 25389M877 4,600 190,075 SH DEFINED 1,4,5 190,075 0 0 DIGITALGLOBE INC COM NEW 25389M877 1,076 44,451 SH DEFINED 1,6,5 44,451 0 0 DISNEY WALT CO COM DISNEY 254687106 3,181 98,639 SH DEFINED 1,5 98,639 0 0 DISNEY WALT CO COM DISNEY 254687106 3,030 93,964 SH DEFINED 1,2,5 93,964 0 0 DISNEY WALT CO COM DISNEY 254687106 449 13,937 SH DEFINED 1,3,5 13,937 0 0 DISNEY WALT CO COM DISNEY 254687106 8,976 278,321 SH DEFINED 1,4,5 278,321 0 0 DISNEY WALT CO COM DISNEY 254687106 2,101 65,139 SH DEFINED 1,6,5 65,139 0 0 DOLE FOOD CO INC NEW COM 256603101 1,771 142,685 SH DEFINED 1,5 142,685 0 0 DOLE FOOD CO INC NEW COM 256603101 1,689 136,077 SH DEFINED 1,2,5 136,077 0 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767 37,591 SH DEFINED 1,2,5 37,591 0 0 INTEL CORP COM 458140100 114 5,564 SH DEFINED 1,3,5 5,564 0 0 INTEL CORP COM 458140100 2,271 111,322 SH DEFINED 1,4,5 111,322 0 0 INTEL CORP COM 458140100 533 26,149 SH DEFINED 1,6,5 26,149 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,859 205,615 SH DEFINED 1,5 205,615 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 962 51,264 SH DEFINED 1,2,5 51,264 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 142 7,563 SH DEFINED 1,3,5 7,563 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 667 35,558 SH DEFINED 1,6,5 35,558 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 388 19,673 SH DEFINED 1,5 19,673 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 370 18,794 SH DEFINED 1,2,5 18,794 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 55 2,779 SH DEFINED 1,3,5 2,779 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,097 55,682 SH DEFINED 1,4,5 55,682 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 258 13,072 SH DEFINED 1,6,5 13,072 0 0 JAMES RIVER COAL CO COM NEW 470355207 2,250 121,697 SH DEFINED 1,5 121,697 0 0 JAMES RIVER COAL CO COM NEW 470355207 2,155 116,543 SH DEFINED 1,2,5 116,543 0 0 JAMES RIVER COAL CO COM NEW 470355207 318 17,184 SH DEFINED 1,3,5 17,184 0 0 JAMES RIVER COAL CO COM NEW 470355207 6,393 345,767 SH DEFINED 1,4,5 345,767 0 0 JAMES RIVER COAL CO COM NEW 470355207 1,494 80,809 SH DEFINED 1,6,5 80,809 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 293 294,000 SH DEFINED 1,5 294,000 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 580 582,000 SH DEFINED 1,2,5 582,000 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 86 86,000 SH DEFINED 1,3,5 86,000 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 1,718 1,724,000 SH DEFINED 1,4,5 1,724,000 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 402 404,000 SH DEFINED 1,6,5 404,000 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 1,680 44,633 SH DEFINED 1,5 44,633 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 1,608 42,720 SH DEFINED 1,2,5 42,720 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 237 6,302 SH DEFINED 1,3,5 6,302 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 4,771 126,716 SH DEFINED 1,4,5 126,716 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 1,116 29,629 SH DEFINED 1,6,5 29,629 0 0 KING PHARMACEUTICALS INC COM 495582108 2,485 202,546 SH DEFINED 1,5 202,546 0 0 KING PHARMACEUTICALS INC COM 495582108 2,369 193,057 SH DEFINED 1,2,5 193,057 0 0 KING PHARMACEUTICALS INC COM 495582108 351 28,622 SH DEFINED 1,3,5 28,622 0 0 KING PHARMACEUTICALS INC COM 495582108 7,017 571,844 SH DEFINED 1,4,5 571,844 0 0 KING PHARMACEUTICALS INC COM 495582108 1,643 133,931 SH DEFINED 1,6,5 133,931 0 0 KROGER CO COM 501044101 2,021 98,433 SH DEFINED 1,5 98,433 0 0 KROGER CO COM 501044101 1,929 93,978 SH DEFINED 1,2,5 93,978 0 0 KROGER CO COM 501044101 286 13,912 SH DEFINED 1,3,5 13,912 0 0 KROGER CO COM 501044101 5,714 278,305 SH DEFINED 1,4,5 278,305 0 0 KROGER CO COM 501044101 1,342 65,372 SH DEFINED 1,6,5 65,372 0 0 LEAR CORP COM NEW 521865204 3,976 58,778 SH DEFINED 1,5 58,778 0 0 LEAR CORP COM NEW 521865204 3,464 51,214 SH DEFINED 1,2,5 51,214 0 0 LEAR CORP COM NEW 521865204 511 7,552 SH DEFINED 1,3,5 7,552 0 0 LEAR CORP COM NEW 521865204 10,278 151,945 SH DEFINED 1,4,5 151,945 0 0 LEAR CORP COM NEW 521865204 2,402 35,511 SH DEFINED 1,6,5 35,511 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 3,179 328,795 SH DEFINED 1,5 328,795 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1,707 176,570 SH DEFINED 1,2,5 176,570 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 252 26,036 SH DEFINED 1,3,5 26,036 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 5,066 523,864 SH DEFINED 1,4,5 523,864 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 916 94,735 SH DEFINED 1,6,5 94,735 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 2,995 125,409 SH DEFINED 1,5 125,409 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 2,856 119,593 SH DEFINED 1,2,5 119,593 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 423 17,705 SH DEFINED 1,3,5 17,705 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 8,472 354,766 SH DEFINED 1,4,5 354,766 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 1,971 82,527 SH DEFINED 1,6,5 82,527 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2,347 216,544 SH DEFINED 1,5 216,544 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2,221 204,924 SH DEFINED 1,2,5 204,924 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 331 30,555 SH DEFINED 1,3,5 30,555 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 6,589 607,878 SH DEFINED 1,4,5 607,878 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1,519 140,099 SH DEFINED 1,6,5 140,099 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 1,431 1,424,000 SH DEFINED 1,5 1,424,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 1,755 1,746,000 SH DEFINED 1,2,5 1,746,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 258 257,000 SH DEFINED 1,3,5 257,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 5,195 5,169,000 SH DEFINED 1,4,5 5,169,000 0 0 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 1,058 1,053,000 SH DEFINED 1,6,5 1,053,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 815 812,000 SH DEFINED 1,5 812,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 1,212 1,207,000 SH DEFINED 1,2,5 1,207,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 179 178,000 SH DEFINED 1,3,5 178,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 3,586 3,573,000 SH DEFINED 1,4,5 3,573,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 732 729,000 SH DEFINED 1,6,5 729,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 1,406 1,422,000 SH DEFINED 1,5 1,422,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 2,546 2,575,000 SH DEFINED 1,2,5 2,575,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 376 380,000 SH DEFINED 1,3,5 380,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 7,537 7,623,000 SH DEFINED 1,4,5 7,623,000 0 0 MARINER ENERGY INC COM 56845T305 1,977 170,308 SH DEFINED 1,5 170,308 0 0 MARINER ENERGY INC COM 56845T305 1,876 161,574 SH DEFINED 1,2,5 161,574 0 0 MARINER ENERGY INC COM 56845T305 279 24,043 SH DEFINED 1,3,5 24,043 0 0 MARINER ENERGY INC COM 56845T305 5,562 479,045 SH DEFINED 1,4,5 479,045 0 0 MARINER ENERGY INC COM 56845T305 1,289 111,030 SH DEFINED 1,6,5 111,030 0 0 MARRIOTT INTL INC NEW CL A 571903202 4,891 179,499 SH DEFINED 1,5 179,499 0 0 MARRIOTT INTL INC NEW CL A 571903202 4,655 170,824 SH DEFINED 1,2,5 170,824 0 0 MARRIOTT INTL INC NEW CL A 571903202 690 25,337 SH DEFINED 1,3,5 25,337 0 0 MARRIOTT INTL INC NEW CL A 571903202 13,810 506,771 SH DEFINED 1,4,5 506,771 0 0 MARRIOTT INTL INC NEW CL A 571903202 3,204 117,569 SH DEFINED 1,6,5 117,569 0 0 MATTEL INC COM 577081102 8,299 415,351 SH DEFINED 1,5 415,351 0 0 MATTEL INC COM 577081102 7,930 396,916 SH DEFINED 1,2,5 396,916 0 0 MATTEL INC COM 577081102 1,172 58,648 SH DEFINED 1,3,5 58,648 0 0 MATTEL INC COM 577081102 23,524 1,177,393 SH DEFINED 1,4,5 1,177,393 0 0 MATTEL INC COM 577081102 5,488 274,692 SH DEFINED 1,6,5 274,692 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 681 675,000 SH DEFINED 1,5 675,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 1,148 1,138,000 SH DEFINED 1,2,5 1,138,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 168 167,000 SH DEFINED 1,3,5 167,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 3,391 3,362,000 SH DEFINED 1,4,5 3,362,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 640 634,000 SH DEFINED 1,6,5 634,000 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 725 26,800 SH PUT DEFINED 1,5 26,800 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 695 25,700 SH PUT DEFINED 1,2,5 25,700 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 103 3,800 SH PUT DEFINED 1,3,5 3,800 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2,053 75,900 SH PUT DEFINED 1,4,5 75,900 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 481 17,800 SH PUT DEFINED 1,6,5 17,800 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 1,179 1,237,000 SH DEFINED 1,5 1,237,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 1,824 1,914,000 SH DEFINED 1,2,5 1,914,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 269 282,000 SH DEFINED 1,3,5 282,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 5,399 5,665,000 SH DEFINED 1,4,5 5,665,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 415 424,000 SH DEFINED 1,5 424,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 822 840,000 SH DEFINED 1,2,5 840,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 121 124,000 SH DEFINED 1,3,5 124,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 2,433 2,486,000 SH DEFINED 1,4,5 2,486,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 441 451,000 SH DEFINED 1,6,5 451,000 0 0 MICROSOFT CORP COM 594918104 3,553 116,579 SH DEFINED 1,5 116,579 0 0 MICROSOFT CORP COM 594918104 3,381 110,930 SH DEFINED 1,2,5 110,930 0 0 MICROSOFT CORP COM 594918104 501 16,452 SH DEFINED 1,3,5 16,452 0 0 MICROSOFT CORP COM 594918104 10,033 329,168 SH DEFINED 1,4,5 329,168 0 0 MICROSOFT CORP COM 594918104 2,325 76,271 SH DEFINED 1,6,5 76,271 0 0 MOLEX INC COM 608554101 3,691 171,279 SH DEFINED 1,5 171,279 0 0 MOLEX INC COM 608554101 3,257 151,139 SH DEFINED 1,2,5 151,139 0 0 MOLEX INC COM 608554101 480 22,286 SH DEFINED 1,3,5 22,286 0 0 MOLEX INC COM 608554101 9,663 448,411 SH DEFINED 1,4,5 448,411 0 0 MOLEX INC COM 608554101 2,258 104,798 SH DEFINED 1,6,5 104,798 0 0 MOOG INC CL A 615394202 734 25,125 SH DEFINED 1,5 25,125 0 0 MOOG INC CL A 615394202 703 24,060 SH DEFINED 1,2,5 24,060 0 0 MOOG INC CL A 615394202 104 3,548 SH DEFINED 1,3,5 3,548 0 0 MOOG INC CL A 615394202 2,087 71,385 SH DEFINED 1,4,5 71,385 0 0 MOOG INC CL A 615394202 488 16,682 SH DEFINED 1,6,5 16,682 0 0 NBTY INC COM 628782104 4,476 102,811 SH DEFINED 1,5 102,811 0 0 NBTY INC COM 628782104 1,116 25,634 SH DEFINED 1,2,5 25,634 0 0 NBTY INC COM 628782104 165 3,780 SH DEFINED 1,3,5 3,780 0 0 NBTY INC COM 628782104 774 17,775 SH DEFINED 1,6,5 17,775 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 4,902 4,920,752 SH DEFINED 1,5 4,920,752 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 7,203 7,230,468 SH DEFINED 1,2,5 7,230,468 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 1,062 1,065,719 SH DEFINED 1,3,5 1,065,719 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 21,320 21,400,117 SH DEFINED 1,4,5 21,400,117 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 1,557 1,562,944 SH DEFINED 1,6,5 1,562,944 0 0 NORTHERN TR CORP COM 665859104 590 11,267 SH DEFINED 1,5 11,267 0 0 NORTHERN TR CORP COM 665859104 565 10,789 SH DEFINED 1,2,5 10,789 0 0 NORTHERN TR CORP COM 665859104 83 1,591 SH DEFINED 1,3,5 1,591 0 0 NORTHERN TR CORP COM 665859104 1,677 32,010 SH DEFINED 1,4,5 32,010 0 0 NORTHERN TR CORP COM 665859104 392 7,481 SH DEFINED 1,6,5 7,481 0 0 OCWEN FINL CORP COM NEW 675746309 2,810 293,582 SH DEFINED 1,5 293,582 0 0 OCWEN FINL CORP COM NEW 675746309 2,416 252,417 SH DEFINED 1,2,5 252,417 0 0 OCWEN FINL CORP COM NEW 675746309 356 37,220 SH DEFINED 1,3,5 37,220 0 0 OCWEN FINL CORP COM NEW 675746309 7,167 748,891 SH DEFINED 1,4,5 748,891 0 0 OCWEN FINL CORP COM NEW 675746309 1,675 175,022 SH DEFINED 1,6,5 175,022 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 898 863,000 SH DEFINED 1,5 863,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 1,216 1,169,000 SH DEFINED 1,2,5 1,169,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 179 172,000 SH DEFINED 1,3,5 172,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 3,593 3,455,000 SH DEFINED 1,4,5 3,455,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 731 703,000 SH DEFINED 1,6,5 703,000 0 0 PARKER HANNIFIN CORP COM 701094104 4,776 88,640 SH DEFINED 1,5 88,640 0 0 PARKER HANNIFIN CORP COM 701094104 4,557 84,572 SH DEFINED 1,2,5 84,572 0 0 PARKER HANNIFIN CORP COM 701094104 674 12,517 SH DEFINED 1,3,5 12,517 0 0 PARKER HANNIFIN CORP COM 701094104 13,509 250,731 SH DEFINED 1,4,5 250,731 0 0 PARKER HANNIFIN CORP COM 701094104 3,154 58,540 SH DEFINED 1,6,5 58,540 0 0 PENNANTPARK INVT CORP COM 708062104 114 12,758 SH DEFINED 1,5 12,758 0 0 PENNANTPARK INVT CORP COM 708062104 109 12,218 SH DEFINED 1,2,5 12,218 0 0 PENNANTPARK INVT CORP COM 708062104 16 1,804 SH DEFINED 1,3,5 1,804 0 0 PENNANTPARK INVT CORP COM 708062104 323 36,237 SH DEFINED 1,4,5 36,237 0 0 PENNANTPARK INVT CORP COM 708062104 76 8,472 SH DEFINED 1,6,5 8,472 0 0 PEPSICO INC COM 713448108 4,613 75,868 SH DEFINED 1,5 75,868 0 0 PEPSICO INC COM 713448108 4,416 72,628 SH DEFINED 1,2,5 72,628 0 0 PEPSICO INC COM 713448108 651 10,712 SH DEFINED 1,3,5 10,712 0 0 PEPSICO INC COM 713448108 13,098 215,424 SH DEFINED 1,4,5 215,424 0 0 PEPSICO INC COM 713448108 3,062 50,368 SH DEFINED 1,6,5 50,368 0 0 PETROHAWK ENERGY CORP COM 716495106 321 13,385 SH DEFINED 1,5 13,385 0 0 PETROHAWK ENERGY CORP COM 716495106 307 12,816 SH DEFINED 1,2,5 12,816 0 0 PETROHAWK ENERGY CORP COM 716495106 45 1,890 SH DEFINED 1,3,5 1,890 0 0 PETROHAWK ENERGY CORP COM 716495106 912 38,022 SH DEFINED 1,4,5 38,022 0 0 PETROHAWK ENERGY CORP COM 716495106 213 8,887 SH DEFINED 1,6,5 8,887 0 0 PFIZER INC COM 717081103 12,837 705,696 SH DEFINED 1,5 705,696 0 0 PFIZER INC COM 717081103 3,198 175,822 SH DEFINED 1,2,5 175,822 0 0 PFIZER INC COM 717081103 475 26,110 SH DEFINED 1,3,5 26,110 0 0 PFIZER INC COM 717081103 2,212 121,605 SH DEFINED 1,6,5 121,605 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 3,257 80,067 SH DEFINED 1,5 80,067 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 3,119 76,675 SH DEFINED 1,2,5 76,675 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 460 11,308 SH DEFINED 1,3,5 11,308 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 9,254 227,478 SH DEFINED 1,4,5 227,478 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 2,163 53,172 SH DEFINED 1,6,5 53,172 0 0 PITNEY BOWES INC COM 724479100 5,579 245,112 SH DEFINED 1,5 245,112 0 0 PITNEY BOWES INC COM 724479100 4,799 210,855 SH DEFINED 1,2,5 210,855 0 0 PITNEY BOWES INC COM 724479100 711 31,219 SH DEFINED 1,3,5 31,219 0 0 PITNEY BOWES INC COM 724479100 14,239 625,599 SH DEFINED 1,4,5 625,599 0 0 PITNEY BOWES INC COM 724479100 3,309 145,385 SH DEFINED 1,6,5 145,385 0 0 POLYPORE INTL INC COM 73179V103 210 17,639 SH DEFINED 1,5 17,639 0 0 POLYPORE INTL INC COM 73179V103 200 16,828 SH DEFINED 1,2,5 16,828 0 0 POLYPORE INTL INC COM 73179V103 30 2,492 SH DEFINED 1,3,5 2,492 0 0 POLYPORE INTL INC COM 73179V103 593 49,855 SH DEFINED 1,4,5 49,855 0 0 POLYPORE INTL INC COM 73179V103 139 11,686 SH DEFINED 1,6,5 11,686 0 0 POWER-ONE INC COM 739308104 233 53,585 SH DEFINED 1,5 53,585 0 0 POWER-ONE INC COM 739308104 223 51,263 SH DEFINED 1,2,5 51,263 0 0 POWER-ONE INC COM 739308104 33 7,569 SH DEFINED 1,3,5 7,569 0 0 POWER-ONE INC COM 739308104 661 151,999 SH DEFINED 1,4,5 151,999 0 0 POWER-ONE INC COM 739308104 155 35,584 SH DEFINED 1,6,5 35,584 0 0 QUALCOMM INC COM 747525103 4,494 97,141 SH DEFINED 1,5 97,141 0 0 QUALCOMM INC COM 747525103 1,103 23,851 SH DEFINED 1,2,5 23,851 0 0 QUALCOMM INC COM 747525103 170 3,681 SH DEFINED 1,3,5 3,681 0 0 QUALCOMM INC COM 747525103 709 15,327 SH DEFINED 1,6,5 15,327 0 0 RADIOSHACK CORP COM 750438103 2,089 107,120 SH DEFINED 1,5 107,120 0 0 RADIOSHACK CORP COM 750438103 1,999 102,528 SH DEFINED 1,2,5 102,528 0 0 RADIOSHACK CORP COM 750438103 295 15,128 SH DEFINED 1,3,5 15,128 0 0 RADIOSHACK CORP COM 750438103 5,930 304,095 SH DEFINED 1,4,5 304,095 0 0 RADIOSHACK CORP COM 750438103 1,387 71,129 SH DEFINED 1,6,5 71,129 0 0 REDWOOD TR INC COM 758075402 310 21,417 SH DEFINED 1,5 21,417 0 0 REDWOOD TR INC COM 758075402 297 20,510 SH DEFINED 1,2,5 20,510 0 0 REDWOOD TR INC COM 758075402 44 3,024 SH DEFINED 1,3,5 3,024 0 0 REDWOOD TR INC COM 758075402 880 60,849 SH DEFINED 1,4,5 60,849 0 0 REDWOOD TR INC COM 758075402 206 14,220 SH DEFINED 1,6,5 14,220 0 0 ROCKWOOD HLDGS INC COM 774415103 2,013 85,461 SH DEFINED 1,5 85,461 0 0 ROCKWOOD HLDGS INC COM 774415103 1,928 81,814 SH DEFINED 1,2,5 81,814 0 0 ROCKWOOD HLDGS INC COM 774415103 284 12,070 SH DEFINED 1,3,5 12,070 0 0 ROCKWOOD HLDGS INC COM 774415103 5,718 242,689 SH DEFINED 1,4,5 242,689 0 0 ROCKWOOD HLDGS INC COM 774415103 1,337 56,750 SH DEFINED 1,6,5 56,750 0 0 ROSS STORES INC COM 778296103 3,068 71,839 SH DEFINED 1,5 71,839 0 0 ROSS STORES INC COM 778296103 2,918 68,326 SH DEFINED 1,2,5 68,326 0 0 ROSS STORES INC COM 778296103 433 10,139 SH DEFINED 1,3,5 10,139 0 0 ROSS STORES INC COM 778296103 8,659 202,732 SH DEFINED 1,4,5 202,732 0 0 ROSS STORES INC COM 778296103 2,006 46,964 SH DEFINED 1,6,5 46,964 0 0 ROVI CORP COM 779376102 1,128 35,380 SH DEFINED 1,5 35,380 0 0 ROVI CORP COM 779376102 1,073 33,660 SH DEFINED 1,2,5 33,660 0 0 ROVI CORP COM 779376102 159 4,992 SH DEFINED 1,3,5 4,992 0 0 ROVI CORP COM 779376102 3,184 99,895 SH DEFINED 1,4,5 99,895 0 0 ROVI CORP COM 779376102 737 23,122 SH DEFINED 1,6,5 23,122 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,845 349,875 SH DEFINED 1,5 349,875 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,072 81,970 SH DEFINED 1,2,5 81,970 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 310 12,265 SH DEFINED 1,3,5 12,265 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,413 55,890 SH DEFINED 1,6,5 55,890 0 0 S1 CORPORATION COM 78463B101 87 13,419 SH DEFINED 1,5 13,419 0 0 S1 CORPORATION COM 78463B101 84 12,850 SH DEFINED 1,2,5 12,850 0 0 S1 CORPORATION COM 78463B101 12 1,895 SH DEFINED 1,3,5 1,895 0 0 S1 CORPORATION COM 78463B101 249 38,126 SH DEFINED 1,4,5 38,126 0 0 S1 CORPORATION COM 78463B101 58 8,910 SH DEFINED 1,6,5 8,910 0 0 SANDRIDGE ENERGY INC COM 80007P307 2,102 222,904 SH DEFINED 1,5 222,904 0 0 SANDRIDGE ENERGY INC COM 80007P307 1,999 211,959 SH DEFINED 1,2,5 211,959 0 0 SANDRIDGE ENERGY INC COM 80007P307 297 31,454 SH DEFINED 1,3,5 31,454 0 0 SANDRIDGE ENERGY INC COM 80007P307 5,932 629,083 SH DEFINED 1,4,5 629,083 0 0 SANDRIDGE ENERGY INC COM 80007P307 1,372 145,500 SH DEFINED 1,6,5 145,500 0 0 SANMINA SCI CORP COM NEW 800907206 1,132 102,604 SH DEFINED 1,5 102,604 0 0 SANMINA SCI CORP COM NEW 800907206 1,084 98,258 SH DEFINED 1,2,5 98,258 0 0 SANMINA SCI CORP COM NEW 800907206 160 14,488 SH DEFINED 1,3,5 14,488 0 0 SANMINA SCI CORP COM NEW 800907206 3,215 291,520 SH DEFINED 1,4,5 291,520 0 0 SANMINA SCI CORP COM NEW 800907206 751 68,130 SH DEFINED 1,6,5 68,130 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 3,795 377,947 SH DEFINED 1,5 377,947 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 2,854 284,259 SH DEFINED 1,2,5 284,259 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 421 41,915 SH DEFINED 1,3,5 41,915 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 8,467 843,366 SH DEFINED 1,4,5 843,366 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 1,531 152,513 SH DEFINED 1,6,5 152,513 0 0 SCHLUMBERGER LTD COM 806857108 1,902 29,223 SH DEFINED 1,5 29,223 0 0 SCHLUMBERGER LTD COM 806857108 1,789 27,484 SH DEFINED 1,2,5 27,484 0 0 SCHLUMBERGER LTD COM 806857108 268 4,123 SH DEFINED 1,3,5 4,123 0 0 SCHLUMBERGER LTD COM 806857108 5,305 81,503 SH DEFINED 1,4,5 81,503 0 0 SCHLUMBERGER LTD COM 806857108 1,215 18,667 SH DEFINED 1,6,5 18,667 0 0 SCHWAB CHARLES CORP NEW COM 808513105 791 42,039 SH DEFINED 1,5 42,039 0 0 SCHWAB CHARLES CORP NEW COM 808513105 758 40,277 SH DEFINED 1,2,5 40,277 0 0 SCHWAB CHARLES CORP NEW COM 808513105 112 5,939 SH DEFINED 1,3,5 5,939 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2,249 119,518 SH DEFINED 1,4,5 119,518 0 0 SCHWAB CHARLES CORP NEW COM 808513105 526 27,927 SH DEFINED 1,6,5 27,927 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 940 13,362 SH DEFINED 1,5 13,362 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 902 12,816 SH DEFINED 1,2,5 12,816 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 133 1,890 SH DEFINED 1,3,5 1,890 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,677 38,046 SH DEFINED 1,4,5 38,046 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 625 8,886 SH DEFINED 1,6,5 8,886 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2,872 157,907 SH DEFINED 1,5 157,907 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2,748 151,091 SH DEFINED 1,2,5 151,091 0 0 SEAGATE TECHNOLOGY SHS G7945J104 406 22,303 SH DEFINED 1,3,5 22,303 0 0 SEAGATE TECHNOLOGY SHS G7945J104 8,150 448,045 SH DEFINED 1,4,5 448,045 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1,907 104,854 SH DEFINED 1,6,5 104,854 0 0 SELECT MED HLDGS CORP COM 81619Q105 534 50,243 SH DEFINED 1,5 50,243 0 0 SELECT MED HLDGS CORP COM 81619Q105 506 47,608 SH DEFINED 1,2,5 47,608 0 0 SELECT MED HLDGS CORP COM 81619Q105 75 7,091 SH DEFINED 1,3,5 7,091 0 0 SELECT MED HLDGS CORP COM 81619Q105 1,501 141,307 SH DEFINED 1,4,5 141,307 0 0 SELECT MED HLDGS CORP COM 81619Q105 346 32,558 SH DEFINED 1,6,5 32,558 0 0 SERVICE CORP INTL COM 817565104 2,564 313,016 SH DEFINED 1,5 313,016 0 0 SERVICE CORP INTL COM 817565104 2,449 298,983 SH DEFINED 1,2,5 298,983 0 0 SERVICE CORP INTL COM 817565104 362 44,203 SH DEFINED 1,3,5 44,203 0 0 SERVICE CORP INTL COM 817565104 7,263 886,755 SH DEFINED 1,4,5 886,755 0 0 SERVICE CORP INTL COM 817565104 1,695 206,943 SH DEFINED 1,6,5 206,943 0 0 SONOCO PRODS CO COM 835495102 11,506 393,362 SH DEFINED 1,5 393,362 0 0 SONOCO PRODS CO COM 835495102 2,868 98,045 SH DEFINED 1,2,5 98,045 0 0 SONOCO PRODS CO COM 835495102 423 14,470 SH DEFINED 1,3,5 14,470 0 0 SONOCO PRODS CO COM 835495102 1,986 67,907 SH DEFINED 1,6,5 67,907 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 255 2,373 SH DEFINED 1,5 2,373 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 265 2,474 SH DEFINED 1,2,5 2,474 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 39 366 SH DEFINED 1,3,5 366 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 790 7,364 SH DEFINED 1,4,5 7,364 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 185 1,723 SH DEFINED 1,6,5 1,723 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 95 9,557 SH DEFINED 1,5 9,557 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 123 12,401 SH DEFINED 1,2,5 12,401 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 19 1,928 SH DEFINED 1,3,5 1,928 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 344 34,638 SH DEFINED 1,4,5 34,638 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 91 9,176 SH DEFINED 1,6,5 9,176 0 0 STATE STR CORP COM 857477103 697 16,003 SH DEFINED 1,5 16,003 0 0 STATE STR CORP COM 857477103 667 15,321 SH DEFINED 1,2,5 15,321 0 0 STATE STR CORP COM 857477103 98 2,260 SH DEFINED 1,3,5 2,260 0 0 STATE STR CORP COM 857477103 1,979 45,449 SH DEFINED 1,4,5 45,449 0 0 STATE STR CORP COM 857477103 463 10,626 SH DEFINED 1,6,5 10,626 0 0 STEEL DYNAMICS INC COM 858119100 829 46,780 SH DEFINED 1,5 46,780 0 0 STEEL DYNAMICS INC COM 858119100 787 44,409 SH DEFINED 1,2,5 44,409 0 0 STEEL DYNAMICS INC COM 858119100 117 6,605 SH DEFINED 1,3,5 6,605 0 0 STEEL DYNAMICS INC COM 858119100 2,332 131,590 SH DEFINED 1,4,5 131,590 0 0 STEEL DYNAMICS INC COM 858119100 543 30,616 SH DEFINED 1,6,5 30,616 0 0 SUNCOR ENERGY INC NEW COM 867224107 2,623 74,286 SH DEFINED 1,5 74,286 0 0 SUNCOR ENERGY INC NEW COM 867224107 2,491 70,546 SH DEFINED 1,2,5 70,546 0 0 SUNCOR ENERGY INC NEW COM 867224107 370 10,490 SH DEFINED 1,3,5 10,490 0 0 SUNCOR ENERGY INC NEW COM 867224107 7,380 209,012 SH DEFINED 1,4,5 209,012 0 0 SUNCOR ENERGY INC NEW COM 867224107 1,718 48,666 SH DEFINED 1,6,5 48,666 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 3,519 3,637,000 SH DEFINED 1,5 3,637,000 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 5,863 6,060,000 SH DEFINED 1,2,5 6,060,000 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 865 894,000 SH DEFINED 1,3,5 894,000 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 17,355 17,938,000 SH DEFINED 1,4,5 17,938,000 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 2,391 2,471,000 SH DEFINED 1,6,5 2,471,000 0 0 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 3,978 4,028,000 SH DEFINED 1,5 4,028,000 0 0 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 4,891 4,953,000 SH DEFINED 1,2,5 4,953,000 0 0 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 721 730,000 SH DEFINED 1,3,5 730,000 0 0 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 14,479 14,662,000 SH DEFINED 1,4,5 14,662,000 0 0 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 1,739 1,761,000 SH DEFINED 1,6,5 1,761,000 0 0 TARGET CORP COM 87612E106 4,320 89,306 SH DEFINED 1,5 89,306 0 0 TARGET CORP COM 87612E106 4,133 85,437 SH DEFINED 1,2,5 85,437 0 0 TARGET CORP COM 87612E106 610 12,613 SH DEFINED 1,3,5 12,613 0 0 TARGET CORP COM 87612E106 12,254 253,337 SH DEFINED 1,4,5 253,337 0 0 TARGET CORP COM 87612E106 2,869 59,307 SH DEFINED 1,6,5 59,307 0 0 TENARIS S A SPONSORED ADR 88031M109 1,204 28,231 SH DEFINED 1,5 28,231 0 0 TENARIS S A SPONSORED ADR 88031M109 1,136 26,636 SH DEFINED 1,2,5 26,636 0 0 TENARIS S A SPONSORED ADR 88031M109 170 3,983 SH DEFINED 1,3,5 3,983 0 0 TENARIS S A SPONSORED ADR 88031M109 3,368 78,964 SH DEFINED 1,4,5 78,964 0 0 TENARIS S A SPONSORED ADR 88031M109 776 18,186 SH DEFINED 1,6,5 18,186 0 0 TERRA INDS INC COM 880915103 1,531 47,552 SH DEFINED 1,5 47,552 0 0 TERRA INDS INC COM 880915103 1,393 43,289 SH DEFINED 1,2,5 43,289 0 0 TERRA INDS INC COM 880915103 215 6,681 SH DEFINED 1,3,5 6,681 0 0 TERRA INDS INC COM 880915103 4,145 128,760 SH DEFINED 1,4,5 128,760 0 0 TERRA INDS INC COM 880915103 895 27,818 SH DEFINED 1,6,5 27,818 0 0 TIFFANY & CO NEW COM 886547108 1,976 45,942 SH DEFINED 1,5 45,942 0 0 TIFFANY & CO NEW COM 886547108 1,891 43,983 SH DEFINED 1,2,5 43,983 0 0 TIFFANY & CO NEW COM 886547108 279 6,488 SH DEFINED 1,3,5 6,488 0 0 TIFFANY & CO NEW COM 886547108 5,611 130,479 SH DEFINED 1,4,5 130,479 0 0 TIFFANY & CO NEW COM 886547108 1,312 30,508 SH DEFINED 1,6,5 30,508 0 0 TIME WARNER INC COM NEW 887317303 3,654 125,390 SH DEFINED 1,5 125,390 0 0 TIME WARNER INC COM NEW 887317303 3,485 119,598 SH DEFINED 1,2,5 119,598 0 0 TIME WARNER INC COM NEW 887317303 516 17,711 SH DEFINED 1,3,5 17,711 0 0 TIME WARNER INC COM NEW 887317303 10,329 354,478 SH DEFINED 1,4,5 354,478 0 0 TIME WARNER INC COM NEW 887317303 2,413 82,823 SH DEFINED 1,6,5 82,823 0 0 TJX COS INC NEW COM 872540109 3,914 107,091 SH DEFINED 1,5 107,091 0 0 TJX COS INC NEW COM 872540109 3,747 102,528 SH DEFINED 1,2,5 102,528 0 0 TJX COS INC NEW COM 872540109 553 15,125 SH DEFINED 1,3,5 15,125 0 0 TJX COS INC NEW COM 872540109 11,116 304,144 SH DEFINED 1,4,5 304,144 0 0 TJX COS INC NEW COM 872540109 2,599 71,112 SH DEFINED 1,6,5 71,112 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 4,839 5,021,000 SH DEFINED 1,5 5,021,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 7,450 7,730,000 SH DEFINED 1,2,5 7,730,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 1,099 1,140,000 SH DEFINED 1,3,5 1,140,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 22,049 22,878,000 SH DEFINED 1,4,5 22,878,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 4,560 4,731,000 SH DEFINED 1,6,5 4,731,000 0 0 TRIAN ACQUISITION I CORP COM 89582E108 6,071 616,974 SH DEFINED 1,5 616,974 0 0 TRIAN ACQUISITION I CORP COM 89582E108 6,502 660,758 SH DEFINED 1,2,5 660,758 0 0 TRIAN ACQUISITION I CORP COM 89582E108 959 97,433 SH DEFINED 1,3,5 97,433 0 0 TRIAN ACQUISITION I CORP COM 89582E108 19,290 1,960,395 SH DEFINED 1,4,5 1,960,395 0 0 TRIAN ACQUISITION I CORP COM 89582E108 3,832 389,440 SH DEFINED 1,6,5 389,440 0 0 TYCO INTERNATIONAL LTD SHS H89128104 2,067 57,922 SH DEFINED 1,5 57,922 0 0 TYCO INTERNATIONAL LTD SHS H89128104 1,931 54,127 SH DEFINED 1,2,5 54,127 0 0 TYCO INTERNATIONAL LTD SHS H89128104 291 8,164 SH DEFINED 1,3,5 8,164 0 0 TYCO INTERNATIONAL LTD SHS H89128104 5,731 160,620 SH DEFINED 1,4,5 160,620 0 0 TYCO INTERNATIONAL LTD SHS H89128104 1,298 36,367 SH DEFINED 1,6,5 36,367 0 0 UNUM GROUP COM 91529Y106 1,470 75,287 SH DEFINED 1,5 75,287 0 0 UNUM GROUP COM 91529Y106 1,407 72,094 SH DEFINED 1,2,5 72,094 0 0 UNUM GROUP COM 91529Y106 208 10,632 SH DEFINED 1,3,5 10,632 0 0 UNUM GROUP COM 91529Y106 4,175 213,883 SH DEFINED 1,4,5 213,883 0 0 UNUM GROUP COM 91529Y106 976 49,992 SH DEFINED 1,6,5 49,992 0 0 V F CORP COM 918204108 2,079 28,387 SH DEFINED 1,5 28,387 0 0 V F CORP COM 918204108 1,991 27,185 SH DEFINED 1,2,5 27,185 0 0 V F CORP COM 918204108 294 4,009 SH DEFINED 1,3,5 4,009 0 0 V F CORP COM 918204108 5,907 80,648 SH DEFINED 1,4,5 80,648 0 0 V F CORP COM 918204108 1,381 18,859 SH DEFINED 1,6,5 18,859 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2,236 133,475 SH DEFINED 1,5 133,475 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2,141 127,821 SH DEFINED 1,2,5 127,821 0 0 VALERO ENERGY CORP NEW COM 91913Y100 316 18,847 SH DEFINED 1,3,5 18,847 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6,352 379,228 SH DEFINED 1,4,5 379,228 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1,485 88,629 SH DEFINED 1,6,5 88,629 0 0 VERISIGN INC COM 92343E102 594 24,524 SH DEFINED 1,5 24,524 0 0 VERISIGN INC COM 92343E102 569 23,462 SH DEFINED 1,2,5 23,462 0 0 VERISIGN INC COM 92343E102 84 3,464 SH DEFINED 1,3,5 3,464 0 0 VERISIGN INC COM 92343E102 1,686 69,564 SH DEFINED 1,4,5 69,564 0 0 VERISIGN INC COM 92343E102 395 16,286 SH DEFINED 1,6,5 16,286 0 0 WABCO HLDGS INC COM 92927K102 1,682 65,212 SH DEFINED 1,5 65,212 0 0 WABCO HLDGS INC COM 92927K102 1,591 61,691 SH DEFINED 1,2,5 61,691 0 0 WABCO HLDGS INC COM 92927K102 237 9,201 SH DEFINED 1,3,5 9,201 0 0 WABCO HLDGS INC COM 92927K102 4,721 183,061 SH DEFINED 1,4,5 183,061 0 0 WABCO HLDGS INC COM 92927K102 1,086 42,120 SH DEFINED 1,6,5 42,120 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1,204 30,401 SH DEFINED 1,5 30,401 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1,143 28,864 SH DEFINED 1,2,5 28,864 0 0 WATSON PHARMACEUTICALS INC COM 942683103 170 4,293 SH DEFINED 1,3,5 4,293 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3,388 85,541 SH DEFINED 1,4,5 85,541 0 0 WATSON PHARMACEUTICALS INC COM 942683103 788 19,897 SH DEFINED 1,6,5 19,897 0 0 WELLPOINT INC COM 94973V107 1,835 31,472 SH DEFINED 1,5 31,472 0 0 WELLPOINT INC COM 94973V107 1,668 28,624 SH DEFINED 1,2,5 28,624 0 0 WELLPOINT INC COM 94973V107 246 4,221 SH DEFINED 1,3,5 4,221 0 0 WELLPOINT INC COM 94973V107 5,412 92,839 SH DEFINED 1,4,5 92,839 0 0 WELLPOINT INC COM 94973V107 1,157 19,844 SH DEFINED 1,6,5 19,844 0 0 WMS INDS INC COM 929297109 377 9,419 SH DEFINED 1,5 9,419 0 0 WMS INDS INC COM 929297109 360 9,000 SH DEFINED 1,2,5 9,000 0 0 WMS INDS INC COM 929297109 53 1,330 SH DEFINED 1,3,5 1,330 0 0 WMS INDS INC COM 929297109 1,066 26,661 SH DEFINED 1,4,5 26,661 0 0 WMS INDS INC COM 929297109 250 6,246 SH DEFINED 1,6,5 6,246 0 0 XTO ENERGY INC COM 98385X106 3,374 72,522 SH DEFINED 1,5 72,522 0 0 XTO ENERGY INC COM 98385X106 3,203 68,829 SH DEFINED 1,2,5 68,829 0 0 XTO ENERGY INC COM 98385X106 476 10,232 SH DEFINED 1,3,5 10,232 0 0 XTO ENERGY INC COM 98385X106 9,506 204,297 SH DEFINED 1,4,5 204,297 0 0 XTO ENERGY INC COM 98385X106 2,192 47,120 SH DEFINED 1,6,5 47,120 0 0 YAHOO INC COM 984332106 911 54,278 SH DEFINED 1,5 54,278 0 0 YAHOO INC COM 984332106 829 49,406 SH DEFINED 1,2,5 49,406 0 0 YAHOO INC COM 984332106 128 7,625 SH DEFINED 1,3,5 7,625 0 0 YAHOO INC COM 984332106 2,466 146,942 SH DEFINED 1,4,5 146,942 0 0 YAHOO INC COM 984332106 533 31,749 SH DEFINED 1,6,5 31,749 0 0 ZOLL MED CORP COM 989922109 1,984 74,249 SH DEFINED 1,5 74,249 0 0 ZOLL MED CORP COM 989922109 1,911 71,516 SH DEFINED 1,2,5 71,516 0 0 ZOLL MED CORP COM 989922109 282 10,541 SH DEFINED 1,3,5 10,541 0 0 ZOLL MED CORP COM 989922109 5,663 211,925 SH DEFINED 1,4,5 211,925 0 0 ZOLL MED CORP COM 989922109 1,333 49,883 SH DEFINED 1,6,5 49,883 0 0
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