-----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, UmK9GHPfScKR+nurlq9NHW34fy/p35jSYOiIe9ZhXbmKbHxshkr/RiRJi7GqGZaM 034d+fkC4B4WlWercOJSMw== 0001405086-10-000136.txt : 20100514 0001405086-10-000136.hdr.sgml : 20100514 20100514102523 ACCESSION NUMBER: 0001405086-10-000136 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 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: 10831107 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, 2010 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, 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: 924 Form 13F Information Table Value Total: $2,588,695 (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 A D C TELECOMMUNICATIONS COM NEW 000886309 1,911 261,453 SH DEFINED 1,5 261,453 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1,058 144,714 SH DEFINED 1,2,5 144,714 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 92 12,588 SH DEFINED 1,3,5 12,588 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 2,893 395,767 SH DEFINED 1,4,5 395,767 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 484 66,278 SH DEFINED 1,6,5 66,278 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3,007 65,877 SH DEFINED 1,5 65,877 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1,662 36,412 SH DEFINED 1,2,5 36,412 0 0 ABERCROMBIE & FITCH CO CL A 002896207 145 3,172 SH DEFINED 1,3,5 3,172 0 0 ABERCROMBIE & FITCH CO CL A 002896207 4,535 99,359 SH DEFINED 1,4,5 99,359 0 0 ABERCROMBIE & FITCH CO CL A 002896207 761 16,680 SH DEFINED 1,6,5 16,680 0 0 ACE LTD SHS H0023R105 4,650 88,903 SH DEFINED 1,5 88,903 0 0 ACE LTD SHS H0023R105 2,563 49,012 SH DEFINED 1,2,5 49,012 0 0 ACE LTD SHS H0023R105 225 4,309 SH DEFINED 1,3,5 4,309 0 0 ACE LTD SHS H0023R105 7,049 134,773 SH DEFINED 1,4,5 134,773 0 0 ACE LTD SHS H0023R105 1,172 22,409 SH DEFINED 1,6,5 22,409 0 0 ACTIVISION BLIZZARD INC COM 00507V109 7,376 612,101 SH DEFINED 1,5 612,101 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4,069 337,668 SH DEFINED 1,2,5 337,668 0 0 ACTIVISION BLIZZARD INC COM 00507V109 359 29,790 SH DEFINED 1,3,5 29,790 0 0 ACTIVISION BLIZZARD INC COM 00507V109 11,179 927,706 SH DEFINED 1,4,5 927,706 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1,855 153,935 SH DEFINED 1,6,5 153,935 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 106 94,000 SH DEFINED 1,5 94,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 207 184,000 SH DEFINED 1,2,5 184,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 30 27,000 SH DEFINED 1,3,5 27,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 613 546,000 SH DEFINED 1,4,5 546,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 126 112,000 SH DEFINED 1,6,5 112,000 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3,508 123,601 SH DEFINED 1,5 123,601 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,935 68,167 SH DEFINED 1,2,5 68,167 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 171 6,011 SH DEFINED 1,3,5 6,011 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,318 187,393 SH DEFINED 1,4,5 187,393 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 883 31,098 SH DEFINED 1,6,5 31,098 0 0 AETNA INC NEW COM 00817Y108 3,978 113,288 SH DEFINED 1,5 113,288 0 0 AETNA INC NEW COM 00817Y108 2,199 62,623 SH DEFINED 1,2,5 62,623 0 0 AETNA INC NEW COM 00817Y108 194 5,533 SH DEFINED 1,3,5 5,533 0 0 AETNA INC NEW COM 00817Y108 6,022 171,532 SH DEFINED 1,4,5 171,532 0 0 AETNA INC NEW COM 00817Y108 998 28,424 SH DEFINED 1,6,5 28,424 0 0 AFFYMAX INC COM 00826A109 1,097 46,832 SH DEFINED 1,5 46,832 0 0 AFFYMAX INC COM 00826A109 607 25,928 SH DEFINED 1,2,5 25,928 0 0 AFFYMAX INC COM 00826A109 53 2,254 SH DEFINED 1,3,5 2,254 0 0 AFFYMAX INC COM 00826A109 1,660 70,869 SH DEFINED 1,4,5 70,869 0 0 AFFYMAX INC COM 00826A109 278 11,876 SH DEFINED 1,6,5 11,876 0 0 AIR PRODS & CHEMS INC COM 009158106 7,780 105,200 SH DEFINED 1,5 105,200 0 0 AIR PRODS & CHEMS INC COM 009158106 4,119 55,704 SH DEFINED 1,2,5 55,704 0 0 AIR PRODS & CHEMS INC COM 009158106 360 4,869 SH DEFINED 1,3,5 4,869 0 0 AIR PRODS & CHEMS INC COM 009158106 11,339 153,336 SH DEFINED 1,4,5 153,336 0 0 AIR PRODS & CHEMS INC COM 009158106 1,892 25,581 SH DEFINED 1,6,5 25,581 0 0 AIRGAS INC COM 009363102 7,074 111,198 SH DEFINED 1,5 111,198 0 0 AIRGAS INC COM 009363102 3,745 58,866 SH DEFINED 1,2,5 58,866 0 0 AIRGAS INC COM 009363102 328 5,160 SH DEFINED 1,3,5 5,160 0 0 AIRGAS INC COM 009363102 10,245 161,032 SH DEFINED 1,4,5 161,032 0 0 AIRGAS INC COM 009363102 1,708 26,844 SH DEFINED 1,6,5 26,844 0 0 ALKERMES INC COM 01642T108 3,044 234,676 SH DEFINED 1,5 234,676 0 0 ALKERMES INC COM 01642T108 1,686 129,968 SH DEFINED 1,2,5 129,968 0 0 ALKERMES INC COM 01642T108 148 11,413 SH DEFINED 1,3,5 11,413 0 0 ALKERMES INC COM 01642T108 4,603 354,871 SH DEFINED 1,4,5 354,871 0 0 ALKERMES INC COM 01642T108 766 59,072 SH DEFINED 1,6,5 59,072 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 333 14,863 SH DEFINED 1,5 14,863 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 184 8,217 SH DEFINED 1,2,5 8,217 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 16 715 SH DEFINED 1,3,5 715 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 503 22,440 SH DEFINED 1,4,5 22,440 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 84 3,765 SH DEFINED 1,6,5 3,765 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,090 166,826 SH DEFINED 1,5 166,826 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,487 80,303 SH DEFINED 1,2,5 80,303 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 130 7,023 SH DEFINED 1,3,5 7,023 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4,096 221,163 SH DEFINED 1,4,5 221,163 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 683 36,885 SH DEFINED 1,6,5 36,885 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 638 652,000 SH DEFINED 1,5 652,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 932 952,000 SH DEFINED 1,2,5 952,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 98 100,000 SH DEFINED 1,3,5 100,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 2,754 2,814,000 SH DEFINED 1,4,5 2,814,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 472 482,000 SH DEFINED 1,6,5 482,000 0 0 AMPHENOL CORP NEW CL A 032095101 3,299 78,183 SH DEFINED 1,5 78,183 0 0 AMPHENOL CORP NEW CL A 032095101 1,829 43,343 SH DEFINED 1,2,5 43,343 0 0 AMPHENOL CORP NEW CL A 032095101 159 3,771 SH DEFINED 1,3,5 3,771 0 0 AMPHENOL CORP NEW CL A 032095101 5,002 118,550 SH DEFINED 1,4,5 118,550 0 0 AMPHENOL CORP NEW CL A 032095101 838 19,853 SH DEFINED 1,6,5 19,853 0 0 ANIXTER INTL INC COM 035290105 2,088 44,560 SH DEFINED 1,5 44,560 0 0 ANIXTER INTL INC COM 035290105 1,155 24,653 SH DEFINED 1,2,5 24,653 0 0 ANIXTER INTL INC COM 035290105 100 2,141 SH DEFINED 1,3,5 2,141 0 0 ANIXTER INTL INC COM 035290105 3,156 67,355 SH DEFINED 1,4,5 67,355 0 0 ANIXTER INTL INC COM 035290105 529 11,291 SH DEFINED 1,6,5 11,291 0 0 APACHE CORP COM 037411105 10,477 103,221 SH DEFINED 1,5 103,221 0 0 APACHE CORP COM 037411105 5,778 56,931 SH DEFINED 1,2,5 56,931 0 0 APACHE CORP COM 037411105 512 5,040 SH DEFINED 1,3,5 5,040 0 0 APACHE CORP COM 037411105 15,829 155,954 SH DEFINED 1,4,5 155,954 0 0 APACHE CORP COM 037411105 2,624 25,854 SH DEFINED 1,6,5 25,854 0 0 APPLE INC COM 037833100 5,720 24,339 SH DEFINED 1,5 24,339 0 0 APPLE INC COM 037833100 3,150 13,406 SH DEFINED 1,2,5 13,406 0 0 APPLE INC COM 037833100 276 1,173 SH DEFINED 1,3,5 1,173 0 0 APPLE INC COM 037833100 8,677 36,924 SH DEFINED 1,4,5 36,924 0 0 APPLE INC COM 037833100 1,447 6,158 SH DEFINED 1,6,5 6,158 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,087 43,743 SH DEFINED 1,5 43,743 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 605 24,334 SH DEFINED 1,2,5 24,334 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 55 2,219 SH DEFINED 1,3,5 2,219 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,643 66,108 SH DEFINED 1,4,5 66,108 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 267 10,741 SH DEFINED 1,6,5 10,741 0 0 ASHLAND INC NEW COM 044209104 7,142 135,347 SH DEFINED 1,5 135,347 0 0 ASHLAND INC NEW COM 044209104 3,728 70,639 SH DEFINED 1,2,5 70,639 0 0 ASHLAND INC NEW COM 044209104 326 6,169 SH DEFINED 1,3,5 6,169 0 0 ASHLAND INC NEW COM 044209104 10,245 194,140 SH DEFINED 1,4,5 194,140 0 0 ASHLAND INC NEW COM 044209104 1,711 32,421 SH DEFINED 1,6,5 32,421 0 0 ASTEC INDS INC COM 046224101 1,161 40,090 SH DEFINED 1,5 40,090 0 0 ASTEC INDS INC COM 046224101 639 22,072 SH DEFINED 1,2,5 22,072 0 0 ASTEC INDS INC COM 046224101 56 1,931 SH DEFINED 1,3,5 1,931 0 0 ASTEC INDS INC COM 046224101 1,760 60,768 SH DEFINED 1,4,5 60,768 0 0 ASTEC INDS INC COM 046224101 294 10,139 SH DEFINED 1,6,5 10,139 0 0 AVERY DENNISON CORP COM 053611109 53,990 1,482,825 SH DEFINED 1,5 1,482,825 0 0 AVERY DENNISON CORP COM 053611109 11,413 313,456 SH DEFINED 1,2,5 313,456 0 0 AVERY DENNISON CORP COM 053611109 997 27,384 SH DEFINED 1,3,5 27,384 0 0 AVERY DENNISON CORP COM 053611109 5,218 143,303 SH DEFINED 1,6,5 143,303 0 0 AVID TECHNOLOGY INC COM 05367P100 914 66,341 SH DEFINED 1,5 66,341 0 0 AVID TECHNOLOGY INC COM 05367P100 315 22,866 SH DEFINED 1,2,5 22,866 0 0 AVID TECHNOLOGY INC COM 05367P100 27 1,988 SH DEFINED 1,3,5 1,988 0 0 AVID TECHNOLOGY INC COM 05367P100 862 62,532 SH DEFINED 1,4,5 62,532 0 0 AVID TECHNOLOGY INC COM 05367P100 144 10,473 SH DEFINED 1,6,5 10,473 0 0 AVNET INC COM 053807103 3,227 107,581 SH DEFINED 1,5 107,581 0 0 AVNET INC COM 053807103 1,603 53,432 SH DEFINED 1,2,5 53,432 0 0 AVNET INC COM 053807103 143 4,752 SH DEFINED 1,3,5 4,752 0 0 AVNET INC COM 053807103 4,394 146,474 SH DEFINED 1,4,5 146,474 0 0 AVNET INC COM 053807103 726 24,210 SH DEFINED 1,6,5 24,210 0 0 BANK HAWAII CORP COM 062540109 2,863 63,690 SH DEFINED 1,5 63,690 0 0 BANK HAWAII CORP COM 062540109 1,589 35,359 SH DEFINED 1,2,5 35,359 0 0 BANK HAWAII CORP COM 062540109 145 3,222 SH DEFINED 1,3,5 3,222 0 0 BANK HAWAII CORP COM 062540109 4,337 96,483 SH DEFINED 1,4,5 96,483 0 0 BANK HAWAII CORP COM 062540109 704 15,664 SH DEFINED 1,6,5 15,664 0 0 BANK OF AMERICA CORPORATION COM 060505104 4,540 254,343 SH DEFINED 1,5 254,343 0 0 BANK OF AMERICA CORPORATION COM 060505104 2,502 140,153 SH DEFINED 1,2,5 140,153 0 0 BANK OF AMERICA CORPORATION COM 060505104 219 12,254 SH DEFINED 1,3,5 12,254 0 0 BANK OF AMERICA CORPORATION COM 060505104 6,886 385,761 SH DEFINED 1,4,5 385,761 0 0 BANK OF AMERICA CORPORATION COM 060505104 1,146 64,183 SH DEFINED 1,6,5 64,183 0 0 BAXTER INTL INC COM 071813109 2,766 47,518 SH DEFINED 1,5 47,518 0 0 BAXTER INTL INC COM 071813109 1,528 26,254 SH DEFINED 1,2,5 26,254 0 0 BAXTER INTL INC COM 071813109 134 2,310 SH DEFINED 1,3,5 2,310 0 0 BAXTER INTL INC COM 071813109 4,188 71,957 SH DEFINED 1,4,5 71,957 0 0 BAXTER INTL INC COM 071813109 696 11,961 SH DEFINED 1,6,5 11,961 0 0 BIOVAIL CORP COM 09067J109 26,781 1,596,948 SH DEFINED 1,5 1,596,948 0 0 BIOVAIL CORP COM 09067J109 5,868 349,899 SH DEFINED 1,2,5 349,899 0 0 BIOVAIL CORP COM 09067J109 513 30,580 SH DEFINED 1,3,5 30,580 0 0 BIOVAIL CORP COM 09067J109 2,693 160,573 SH DEFINED 1,6,5 160,573 0 0 BPW ACQUISITION CORP COM 055637102 2,707 217,428 SH DEFINED 1,5 217,428 0 0 BPW ACQUISITION CORP COM 055637102 1,766 141,824 SH DEFINED 1,2,5 141,824 0 0 BPW ACQUISITION CORP COM 055637102 159 12,774 SH DEFINED 1,3,5 12,774 0 0 BPW ACQUISITION CORP COM 055637102 4,814 386,638 SH DEFINED 1,4,5 386,638 0 0 BPW ACQUISITION CORP COM 055637102 789 63,336 SH DEFINED 1,6,5 63,336 0 0 BRISTOW GROUP INC COM 110394103 328 8,687 SH DEFINED 1,5 8,687 0 0 BRISTOW GROUP INC COM 110394103 179 4,752 SH DEFINED 1,2,5 4,752 0 0 BRISTOW GROUP INC COM 110394103 16 418 SH DEFINED 1,3,5 418 0 0 BRISTOW GROUP INC COM 110394103 491 13,016 SH DEFINED 1,4,5 13,016 0 0 BRISTOW GROUP INC COM 110394103 82 2,184 SH DEFINED 1,6,5 2,184 0 0 BROADCOM CORP CL A 111320107 3,639 109,623 SH DEFINED 1,5 109,623 0 0 BROADCOM CORP CL A 111320107 2,020 60,841 SH DEFINED 1,2,5 60,841 0 0 BROADCOM CORP CL A 111320107 184 5,546 SH DEFINED 1,3,5 5,546 0 0 BROADCOM CORP CL A 111320107 5,505 165,826 SH DEFINED 1,4,5 165,826 0 0 BROADCOM CORP CL A 111320107 895 26,964 SH DEFINED 1,6,5 26,964 0 0 BWAY HOLDING COMPANY COM 12429T104 1,476 73,453 SH DEFINED 1,5 73,453 0 0 BWAY HOLDING COMPANY COM 12429T104 817 40,629 SH DEFINED 1,2,5 40,629 0 0 BWAY HOLDING COMPANY COM 12429T104 71 3,532 SH DEFINED 1,3,5 3,532 0 0 BWAY HOLDING COMPANY COM 12429T104 2,231 110,978 SH DEFINED 1,4,5 110,978 0 0 BWAY HOLDING COMPANY COM 12429T104 374 18,608 SH DEFINED 1,6,5 18,608 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 5,552 230,004 SH DEFINED 1,5 230,004 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,066 127,007 SH DEFINED 1,2,5 127,007 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 268 11,118 SH DEFINED 1,3,5 11,118 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8,418 348,720 SH DEFINED 1,4,5 348,720 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,404 58,151 SH DEFINED 1,6,5 58,151 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 5,165 774,300 SH DEFINED 1,5 774,300 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2,364 354,402 SH DEFINED 1,2,5 354,402 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 210 31,559 SH DEFINED 1,3,5 31,559 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 6,442 965,828 SH DEFINED 1,4,5 965,828 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1,064 159,511 SH DEFINED 1,6,5 159,511 0 0 CAE INC COM 124765108 1,460 149,261 SH DEFINED 1,5 149,261 0 0 CAE INC COM 124765108 321 32,848 SH DEFINED 1,2,5 32,848 0 0 CAE INC COM 124765108 28 2,859 SH DEFINED 1,3,5 2,859 0 0 CAE INC COM 124765108 147 15,031 SH DEFINED 1,6,5 15,031 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 365 30,493 SH DEFINED 1,5 30,493 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 202 16,864 SH DEFINED 1,2,5 16,864 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 18 1,467 SH DEFINED 1,3,5 1,467 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 551 46,053 SH DEFINED 1,4,5 46,053 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 92 7,723 SH DEFINED 1,6,5 7,723 0 0 CARDINAL HEALTH INC COM 14149Y108 13,148 364,907 SH DEFINED 1,5 364,907 0 0 CARDINAL HEALTH INC COM 14149Y108 2,913 80,842 SH DEFINED 1,2,5 80,842 0 0 CARDINAL HEALTH INC COM 14149Y108 266 7,373 SH DEFINED 1,3,5 7,373 0 0 CARDINAL HEALTH INC COM 14149Y108 1,285 35,678 SH DEFINED 1,6,5 35,678 0 0 CARDTRONICS INC COM 14161H108 187 14,864 SH DEFINED 1,5 14,864 0 0 CARDTRONICS INC COM 14161H108 103 8,219 SH DEFINED 1,2,5 8,219 0 0 CARDTRONICS INC COM 14161H108 9 715 SH DEFINED 1,3,5 715 0 0 CARDTRONICS INC COM 14161H108 282 22,437 SH DEFINED 1,4,5 22,437 0 0 CARDTRONICS INC COM 14161H108 47 3,765 SH DEFINED 1,6,5 3,765 0 0 CARNIVAL CORP PAIRED CTF 143658300 1,981 50,946 SH DEFINED 1,5 50,946 0 0 CARNIVAL CORP PAIRED CTF 143658300 1,095 28,173 SH DEFINED 1,2,5 28,173 0 0 CARNIVAL CORP PAIRED CTF 143658300 95 2,451 SH DEFINED 1,3,5 2,451 0 0 CARNIVAL CORP PAIRED CTF 143658300 2,991 76,926 SH DEFINED 1,4,5 76,926 0 0 CARNIVAL CORP PAIRED CTF 143658300 502 12,904 SH DEFINED 1,6,5 12,904 0 0 CELANESE CORP DEL COM SER A 150870103 9,078 285,023 SH DEFINED 1,5 285,023 0 0 CELANESE CORP DEL COM SER A 150870103 4,475 140,495 SH DEFINED 1,2,5 140,495 0 0 CELANESE CORP DEL COM SER A 150870103 391 12,284 SH DEFINED 1,3,5 12,284 0 0 CELANESE CORP DEL COM SER A 150870103 12,316 386,701 SH DEFINED 1,4,5 386,701 0 0 CELANESE CORP DEL COM SER A 150870103 2,055 64,519 SH DEFINED 1,6,5 64,519 0 0 CENTURY ALUM CO COM 156431108 2,213 160,806 SH DEFINED 1,5 160,806 0 0 CENTURY ALUM CO COM 156431108 1,227 89,164 SH DEFINED 1,2,5 89,164 0 0 CENTURY ALUM CO COM 156431108 110 8,009 SH DEFINED 1,3,5 8,009 0 0 CENTURY ALUM CO COM 156431108 3,340 242,749 SH DEFINED 1,4,5 242,749 0 0 CENTURY ALUM CO COM 156431108 549 39,872 SH DEFINED 1,6,5 39,872 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,092 46,935 SH DEFINED 1,5 46,935 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 601 25,848 SH DEFINED 1,2,5 25,848 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 53 2,261 SH DEFINED 1,3,5 2,261 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,656 71,184 SH DEFINED 1,4,5 71,184 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 276 11,872 SH DEFINED 1,6,5 11,872 0 0 CHICOS FAS INC COM 168615102 8,027 556,670 SH DEFINED 1,5 556,670 0 0 CHICOS FAS INC COM 168615102 4,443 308,082 SH DEFINED 1,2,5 308,082 0 0 CHICOS FAS INC COM 168615102 397 27,498 SH DEFINED 1,3,5 27,498 0 0 CHICOS FAS INC COM 168615102 12,145 842,241 SH DEFINED 1,4,5 842,241 0 0 CHICOS FAS INC COM 168615102 2,002 138,813 SH DEFINED 1,6,5 138,813 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 3,364 75,505 SH DEFINED 1,5 75,505 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1,854 41,624 SH DEFINED 1,2,5 41,624 0 0 CHILDRENS 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COM 452308109 23,600 498,303 SH DEFINED 1,4,5 498,303 0 0 ILLINOIS TOOL WKS INC COM 452308109 3,950 83,412 SH DEFINED 1,6,5 83,412 0 0 INGERSOLL-RAND PLC SHS G47791101 6,956 199,482 SH DEFINED 1,5 199,482 0 0 INGERSOLL-RAND PLC SHS G47791101 3,846 110,290 SH DEFINED 1,2,5 110,290 0 0 INGERSOLL-RAND PLC SHS G47791101 335 9,597 SH DEFINED 1,3,5 9,597 0 0 INGERSOLL-RAND PLC SHS G47791101 10,508 301,347 SH DEFINED 1,4,5 301,347 0 0 INGERSOLL-RAND PLC SHS G47791101 1,761 50,516 SH DEFINED 1,6,5 50,516 0 0 INTEL CORP COM 458140100 1,679 75,343 SH DEFINED 1,5 75,343 0 0 INTEL CORP COM 458140100 926 41,545 SH DEFINED 1,2,5 41,545 0 0 INTEL CORP COM 458140100 82 3,662 SH DEFINED 1,3,5 3,662 0 0 INTEL CORP COM 458140100 2,545 114,193 SH DEFINED 1,4,5 114,193 0 0 INTEL CORP COM 458140100 423 18,957 SH DEFINED 1,6,5 18,957 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 12,553 680,356 SH DEFINED 1,5 680,356 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 2,763 149,758 SH DEFINED 1,2,5 149,758 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 241 13,036 SH DEFINED 1,3,5 13,036 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,265 68,586 SH DEFINED 1,6,5 68,586 0 0 INTL PAPER CO COM 460146103 4,463 181,346 SH DEFINED 1,5 181,346 0 0 INTL PAPER CO COM 460146103 2,468 100,280 SH DEFINED 1,2,5 100,280 0 0 INTL PAPER CO COM 460146103 215 8,723 SH DEFINED 1,3,5 8,723 0 0 INTL PAPER CO COM 460146103 6,739 273,819 SH DEFINED 1,4,5 273,819 0 0 INTL PAPER CO COM 460146103 1,130 45,932 SH DEFINED 1,6,5 45,932 0 0 JACK IN THE BOX INC COM 466367109 1,911 81,148 SH DEFINED 1,5 81,148 0 0 JACK IN THE BOX INC COM 466367109 1,052 44,683 SH DEFINED 1,2,5 44,683 0 0 JACK IN THE BOX INC COM 466367109 92 3,909 SH DEFINED 1,3,5 3,909 0 0 JACK IN THE BOX INC COM 466367109 2,898 123,046 SH DEFINED 1,4,5 123,046 0 0 JACK IN THE BOX INC COM 466367109 483 20,524 SH DEFINED 1,6,5 20,524 0 0 JAMES RIVER COAL CO COM NEW 470355207 2,826 177,720 SH DEFINED 1,5 177,720 0 0 JAMES RIVER COAL CO COM NEW 470355207 1,398 87,955 SH DEFINED 1,2,5 87,955 0 0 JAMES RIVER COAL CO COM NEW 470355207 122 7,693 SH DEFINED 1,3,5 7,693 0 0 JAMES RIVER COAL CO COM NEW 470355207 3,851 242,232 SH DEFINED 1,4,5 242,232 0 0 JAMES RIVER COAL CO COM NEW 470355207 642 40,400 SH DEFINED 1,6,5 40,400 0 0 JARDEN CORP COM 471109108 6,645 199,599 SH DEFINED 1,5 199,599 0 0 JARDEN CORP COM 471109108 3,662 110,013 SH DEFINED 1,2,5 110,013 0 0 JARDEN CORP COM 471109108 320 9,613 SH DEFINED 1,3,5 9,613 0 0 JARDEN CORP COM 471109108 10,074 302,615 SH DEFINED 1,4,5 302,615 0 0 JARDEN CORP COM 471109108 1,681 50,504 SH DEFINED 1,6,5 50,504 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 1,089 1,202,000 SH DEFINED 1,5 1,202,000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 754 832,000 SH DEFINED 1,2,5 832,000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 79 87,000 SH DEFINED 1,3,5 87,000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 2,228 2,458,000 SH DEFINED 1,4,5 2,458,000 0 0 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 382 421,000 SH DEFINED 1,6,5 421,000 0 0 JPMORGAN CHASE & CO COM 46625H100 1,499 33,499 SH DEFINED 1,5 33,499 0 0 JPMORGAN CHASE & CO COM 46625H100 830 18,547 SH DEFINED 1,2,5 18,547 0 0 JPMORGAN CHASE & CO COM 46625H100 72 1,614 SH DEFINED 1,3,5 1,614 0 0 JPMORGAN CHASE & CO COM 46625H100 2,271 50,746 SH DEFINED 1,4,5 50,746 0 0 JPMORGAN CHASE & CO COM 46625H100 380 8,494 SH DEFINED 1,6,5 8,494 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 3,828 80,062 SH DEFINED 1,5 80,062 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 2,118 44,306 SH DEFINED 1,2,5 44,306 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 186 3,891 SH DEFINED 1,3,5 3,891 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 5,789 121,084 SH DEFINED 1,4,5 121,084 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 964 20,157 SH DEFINED 1,6,5 20,157 0 0 KIRKLANDS INC COM 497498105 536 25,509 SH DEFINED 1,5 25,509 0 0 KOHLS CORP COM 500255104 11,169 203,894 SH DEFINED 1,5 203,894 0 0 KOHLS CORP COM 500255104 6,184 112,887 SH DEFINED 1,2,5 112,887 0 0 KOHLS CORP COM 500255104 538 9,821 SH DEFINED 1,3,5 9,821 0 0 KOHLS CORP COM 500255104 16,899 308,493 SH DEFINED 1,4,5 308,493 0 0 KOHLS CORP COM 500255104 2,832 51,705 SH DEFINED 1,6,5 51,705 0 0 KROGER CO COM 501044101 9,193 424,419 SH DEFINED 1,5 424,419 0 0 KROGER CO COM 501044101 5,086 234,804 SH DEFINED 1,2,5 234,804 0 0 KROGER CO COM 501044101 456 21,039 SH DEFINED 1,3,5 21,039 0 0 KROGER CO COM 501044101 13,921 642,706 SH DEFINED 1,4,5 642,706 0 0 KROGER CO COM 501044101 2,288 105,632 SH DEFINED 1,6,5 105,632 0 0 LAS VEGAS SANDS CORP COM 517834107 5,886 278,311 SH DEFINED 1,5 278,311 0 0 LAS VEGAS SANDS CORP COM 517834107 916 43,293 SH DEFINED 1,2,5 43,293 0 0 LAS VEGAS SANDS CORP COM 517834107 80 3,769 SH DEFINED 1,3,5 3,769 0 0 LAS VEGAS SANDS CORP COM 517834107 419 19,827 SH DEFINED 1,6,5 19,827 0 0 LEAR CORP COM NEW 521865204 6,382 80,425 SH DEFINED 1,5 80,425 0 0 LEAR CORP COM NEW 521865204 3,335 42,033 SH DEFINED 1,2,5 42,033 0 0 LEAR CORP COM NEW 521865204 292 3,676 SH DEFINED 1,3,5 3,676 0 0 LEAR CORP COM NEW 521865204 9,185 115,759 SH DEFINED 1,4,5 115,759 0 0 LEAR CORP COM NEW 521865204 1,532 19,307 SH DEFINED 1,6,5 19,307 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 3,248 328,795 SH DEFINED 1,5 328,795 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1,745 176,570 SH DEFINED 1,2,5 176,570 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 257 26,036 SH DEFINED 1,3,5 26,036 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 5,176 523,864 SH DEFINED 1,4,5 523,864 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 936 94,735 SH DEFINED 1,6,5 94,735 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 1,620 44,545 SH DEFINED 1,5 44,545 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 893 24,554 SH DEFINED 1,2,5 24,554 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 79 2,161 SH DEFINED 1,3,5 2,161 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 2,456 67,519 SH DEFINED 1,4,5 67,519 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 408 11,221 SH DEFINED 1,6,5 11,221 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 6,083 397,607 SH DEFINED 1,5 397,607 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 3,365 219,949 SH DEFINED 1,2,5 219,949 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 302 19,713 SH DEFINED 1,3,5 19,713 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 9,211 602,008 SH DEFINED 1,4,5 602,008 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1,514 98,923 SH DEFINED 1,6,5 98,923 0 0 LIMITED BRANDS INC COM 532716107 4,494 182,527 SH DEFINED 1,5 182,527 0 0 LIMITED BRANDS INC COM 532716107 2,476 100,570 SH DEFINED 1,2,5 100,570 0 0 LIMITED BRANDS INC COM 532716107 217 8,822 SH DEFINED 1,3,5 8,822 0 0 LIMITED BRANDS INC COM 532716107 6,815 276,802 SH DEFINED 1,4,5 276,802 0 0 LIMITED BRANDS INC COM 532716107 1,135 46,081 SH DEFINED 1,6,5 46,081 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 812 812,000 SH DEFINED 1,5 812,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 1,207 1,207,000 SH DEFINED 1,2,5 1,207,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 178 178,000 SH DEFINED 1,3,5 178,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 3,573 3,573,000 SH DEFINED 1,4,5 3,573,000 0 0 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 729 729,000 SH DEFINED 1,6,5 729,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 848 849,000 SH DEFINED 1,5 849,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 2,713 2,716,000 SH DEFINED 1,2,5 2,716,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 395 395,000 SH DEFINED 1,3,5 395,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 8,030 8,040,000 SH DEFINED 1,4,5 8,040,000 0 0 MARINER ENERGY INC COM 56845T305 4,492 300,085 SH DEFINED 1,5 300,085 0 0 MARINER ENERGY INC COM 56845T305 2,475 165,332 SH DEFINED 1,2,5 165,332 0 0 MARINER ENERGY INC COM 56845T305 216 14,421 SH DEFINED 1,3,5 14,421 0 0 MARINER ENERGY INC COM 56845T305 6,812 455,030 SH DEFINED 1,4,5 455,030 0 0 MARINER ENERGY INC COM 56845T305 1,138 76,032 SH DEFINED 1,6,5 76,032 0 0 MARRIOTT INTL INC NEW CL A 571903202 17,018 539,925 SH DEFINED 1,5 539,925 0 0 MARRIOTT INTL INC NEW CL A 571903202 9,371 297,313 SH DEFINED 1,2,5 297,313 0 0 MARRIOTT INTL INC NEW CL A 571903202 820 26,006 SH DEFINED 1,3,5 26,006 0 0 MARRIOTT INTL INC NEW CL A 571903202 25,808 818,776 SH DEFINED 1,4,5 818,776 0 0 MARRIOTT INTL INC NEW CL A 571903202 4,305 136,566 SH DEFINED 1,6,5 136,566 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,861 189,066 SH DEFINED 1,5 189,066 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,133 104,480 SH DEFINED 1,2,5 104,480 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 188 9,201 SH DEFINED 1,3,5 9,201 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,838 285,906 SH DEFINED 1,4,5 285,906 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 971 47,547 SH DEFINED 1,6,5 47,547 0 0 MASCO CORP NOTE 7/2 574599BB1 952 1,923,000 SH DEFINED 1,5 1,923,000 0 0 MASCO CORP NOTE 7/2 574599BB1 658 1,330,000 SH DEFINED 1,2,5 1,330,000 0 0 MASCO CORP NOTE 7/2 574599BB1 69 140,000 SH DEFINED 1,3,5 140,000 0 0 MASCO CORP NOTE 7/2 574599BB1 1,946 3,933,000 SH DEFINED 1,4,5 3,933,000 0 0 MASCO CORP NOTE 7/2 574599BB1 333 674,000 SH DEFINED 1,6,5 674,000 0 0 MATTEL INC COM 577081102 19,724 867,374 SH DEFINED 1,5 867,374 0 0 MATTEL INC COM 577081102 10,906 479,617 SH DEFINED 1,2,5 479,617 0 0 MATTEL INC COM 577081102 949 41,749 SH DEFINED 1,3,5 41,749 0 0 MATTEL INC COM 577081102 29,833 1,311,939 SH DEFINED 1,4,5 1,311,939 0 0 MATTEL INC COM 577081102 4,992 219,521 SH DEFINED 1,6,5 219,521 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 677 675,000 SH DEFINED 1,5 675,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 1,141 1,138,000 SH DEFINED 1,2,5 1,138,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 167 167,000 SH DEFINED 1,3,5 167,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 3,370 3,362,000 SH DEFINED 1,4,5 3,362,000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 636 634,000 SH DEFINED 1,6,5 634,000 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 3,814 73,296 SH DEFINED 1,5 73,296 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2,103 40,428 SH DEFINED 1,2,5 40,428 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 184 3,530 SH DEFINED 1,3,5 3,530 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 5,785 111,192 SH DEFINED 1,4,5 111,192 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 965 18,554 SH DEFINED 1,6,5 18,554 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 1,218 1,237,000 SH DEFINED 1,5 1,237,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 1,885 1,914,000 SH DEFINED 1,2,5 1,914,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 278 282,000 SH DEFINED 1,3,5 282,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 5,580 5,665,000 SH DEFINED 1,4,5 5,665,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 411 424,000 SH DEFINED 1,5 424,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 815 840,000 SH DEFINED 1,2,5 840,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 120 124,000 SH DEFINED 1,3,5 124,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 2,411 2,486,000 SH DEFINED 1,4,5 2,486,000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 437 451,000 SH DEFINED 1,6,5 451,000 0 0 MICRON TECHNOLOGY INC COM 595112103 31 2,969 SH DEFINED 1,5 2,969 0 0 MICRON TECHNOLOGY INC COM 595112103 17 1,635 SH DEFINED 1,2,5 1,635 0 0 MICRON TECHNOLOGY INC COM 595112103 1 143 SH DEFINED 1,3,5 143 0 0 MICRON TECHNOLOGY INC COM 595112103 47 4,503 SH DEFINED 1,4,5 4,503 0 0 MICRON TECHNOLOGY INC COM 595112103 8 750 SH DEFINED 1,6,5 750 0 0 MICROSOFT CORP COM 594918104 2,997 102,334 SH DEFINED 1,5 102,334 0 0 MICROSOFT CORP COM 594918104 1,668 56,940 SH DEFINED 1,2,5 56,940 0 0 MICROSOFT CORP COM 594918104 154 5,256 SH DEFINED 1,3,5 5,256 0 0 MICROSOFT CORP COM 594918104 4,518 154,266 SH DEFINED 1,4,5 154,266 0 0 MICROSOFT CORP COM 594918104 729 24,904 SH DEFINED 1,6,5 24,904 0 0 NASDAQ OMX GROUP INC COM 631103108 2,508 118,753 SH DEFINED 1,5 118,753 0 0 NASDAQ OMX GROUP INC COM 631103108 1,381 65,395 SH DEFINED 1,2,5 65,395 0 0 NASDAQ OMX GROUP INC COM 631103108 121 5,720 SH DEFINED 1,3,5 5,720 0 0 NASDAQ OMX GROUP INC COM 631103108 3,804 180,094 SH DEFINED 1,4,5 180,094 0 0 NASDAQ OMX GROUP INC COM 631103108 634 30,038 SH DEFINED 1,6,5 30,038 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 620 707,000 SH DEFINED 1,5 707,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 881 1,004,000 SH DEFINED 1,2,5 1,004,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 76 87,000 SH DEFINED 1,3,5 87,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 2,406 2,742,000 SH DEFINED 1,4,5 2,742,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 404 460,000 SH DEFINED 1,6,5 460,000 0 0 NEWELL RUBBERMAID INC COM 651229106 5,414 356,178 SH DEFINED 1,5 356,178 0 0 NEWELL RUBBERMAID INC COM 651229106 2,806 184,587 SH DEFINED 1,2,5 184,587 0 0 NEWELL RUBBERMAID INC COM 651229106 246 16,153 SH DEFINED 1,3,5 16,153 0 0 NEWELL RUBBERMAID INC COM 651229106 7,727 508,331 SH DEFINED 1,4,5 508,331 0 0 NEWELL RUBBERMAID INC COM 651229106 1,288 84,751 SH DEFINED 1,6,5 84,751 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 23,787 25,272,000 SH DEFINED 1,5 25,272,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 6,370 6,768,000 SH DEFINED 1,2,5 6,768,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 670 712,000 SH DEFINED 1,3,5 712,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 3,227 3,428,000 SH DEFINED 1,6,5 3,428,000 0 0 NOBLE ENERGY INC COM 655044105 4,794 65,668 SH DEFINED 1,5 65,668 0 0 NOBLE ENERGY INC COM 655044105 2,644 36,222 SH DEFINED 1,2,5 36,222 0 0 NOBLE ENERGY INC COM 655044105 231 3,162 SH DEFINED 1,3,5 3,162 0 0 NOBLE ENERGY INC COM 655044105 7,265 99,525 SH DEFINED 1,4,5 99,525 0 0 NOBLE ENERGY INC COM 655044105 1,213 16,623 SH DEFINED 1,6,5 16,623 0 0 NORDSTROM INC COM 655664100 11,459 280,516 SH DEFINED 1,5 280,516 0 0 NORDSTROM INC COM 655664100 6,317 154,629 SH DEFINED 1,2,5 154,629 0 0 NORDSTROM INC COM 655664100 552 13,513 SH DEFINED 1,3,5 13,513 0 0 NORDSTROM INC COM 655664100 17,375 425,325 SH DEFINED 1,4,5 425,325 0 0 NORDSTROM INC COM 655664100 2,900 70,987 SH DEFINED 1,6,5 70,987 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 8,634 102,126 SH DEFINED 1,5 102,126 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4,754 56,238 SH DEFINED 1,2,5 56,238 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 416 4,919 SH DEFINED 1,3,5 4,919 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 13,094 154,885 SH DEFINED 1,4,5 154,885 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2,184 25,832 SH DEFINED 1,6,5 25,832 0 0 OCWEN FINL CORP COM NEW 675746309 1,112 100,303 SH DEFINED 1,5 100,303 0 0 OCWEN FINL CORP COM NEW 675746309 612 55,201 SH DEFINED 1,2,5 55,201 0 0 OCWEN FINL CORP COM NEW 675746309 54 4,834 SH DEFINED 1,3,5 4,834 0 0 OCWEN FINL CORP COM NEW 675746309 1,685 151,912 SH DEFINED 1,4,5 151,912 0 0 OCWEN FINL CORP COM NEW 675746309 281 25,359 SH DEFINED 1,6,5 25,359 0 0 ON SEMICONDUCTOR CORP COM 682189105 1,928 241,038 SH DEFINED 1,5 241,038 0 0 ON SEMICONDUCTOR CORP COM 682189105 1,066 133,191 SH DEFINED 1,2,5 133,191 0 0 ON SEMICONDUCTOR CORP COM 682189105 95 11,874 SH DEFINED 1,3,5 11,874 0 0 ON SEMICONDUCTOR CORP COM 682189105 2,922 365,192 SH DEFINED 1,4,5 365,192 0 0 ON SEMICONDUCTOR CORP COM 682189105 482 60,205 SH DEFINED 1,6,5 60,205 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 860 863,000 SH DEFINED 1,5 863,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 1,165 1,169,000 SH DEFINED 1,2,5 1,169,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 171 172,000 SH DEFINED 1,3,5 172,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 3,444 3,455,000 SH DEFINED 1,4,5 3,455,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 701 703,000 SH DEFINED 1,6,5 703,000 0 0 PACTIV CORP COM 695257105 2,603 103,377 SH DEFINED 1,5 103,377 0 0 PACTIV CORP COM 695257105 1,441 57,216 SH DEFINED 1,2,5 57,216 0 0 PACTIV CORP COM 695257105 125 4,977 SH DEFINED 1,3,5 4,977 0 0 PACTIV CORP COM 695257105 3,936 156,325 SH DEFINED 1,4,5 156,325 0 0 PACTIV CORP COM 695257105 660 26,205 SH DEFINED 1,6,5 26,205 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 382 433,000 SH DEFINED 1,5 433,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 477 540,000 SH DEFINED 1,2,5 540,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 41 47,000 SH DEFINED 1,3,5 47,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 1,308 1,482,000 SH DEFINED 1,4,5 1,482,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 219 248,000 SH DEFINED 1,6,5 248,000 0 0 PENNEY J C INC COM 708160106 4,816 149,690 SH DEFINED 1,5 149,690 0 0 PENNEY J C INC COM 708160106 2,663 82,775 SH DEFINED 1,2,5 82,775 0 0 PENNEY J C INC COM 708160106 232 7,200 SH DEFINED 1,3,5 7,200 0 0 PENNEY J C INC COM 708160106 7,271 226,021 SH DEFINED 1,4,5 226,021 0 0 PENNEY J C INC COM 708160106 1,220 37,914 SH DEFINED 1,6,5 37,914 0 0 PEPSICO INC COM 713448108 4,055 61,286 SH DEFINED 1,5 61,286 0 0 PEPSICO INC COM 713448108 2,231 33,722 SH DEFINED 1,2,5 33,722 0 0 PEPSICO INC COM 713448108 196 2,961 SH DEFINED 1,3,5 2,961 0 0 PEPSICO INC COM 713448108 6,133 92,695 SH DEFINED 1,4,5 92,695 0 0 PEPSICO INC COM 713448108 1,021 15,436 SH DEFINED 1,6,5 15,436 0 0 PETROHAWK ENERGY CORP COM 716495106 5,527 272,534 SH DEFINED 1,5 272,534 0 0 PETROHAWK ENERGY CORP COM 716495106 3,044 150,078 SH DEFINED 1,2,5 150,078 0 0 PETROHAWK ENERGY CORP COM 716495106 266 13,126 SH DEFINED 1,3,5 13,126 0 0 PETROHAWK ENERGY CORP COM 716495106 8,382 413,328 SH DEFINED 1,4,5 413,328 0 0 PETROHAWK ENERGY CORP COM 716495106 1,398 68,934 SH DEFINED 1,6,5 68,934 0 0 PFIZER INC COM 717081103 22,874 1,333,777 SH DEFINED 1,5 1,333,777 0 0 PFIZER INC COM 717081103 5,017 292,564 SH DEFINED 1,2,5 292,564 0 0 PFIZER INC COM 717081103 445 25,970 SH DEFINED 1,3,5 25,970 0 0 PFIZER INC COM 717081103 2,267 132,189 SH DEFINED 1,6,5 132,189 0 0 PITNEY BOWES INC COM 724479100 7,485 306,122 SH DEFINED 1,5 306,122 0 0 PITNEY BOWES INC COM 724479100 3,745 153,157 SH DEFINED 1,2,5 153,157 0 0 PITNEY BOWES INC COM 724479100 328 13,395 SH DEFINED 1,3,5 13,395 0 0 PITNEY BOWES INC COM 724479100 10,313 421,803 SH DEFINED 1,4,5 421,803 0 0 PITNEY BOWES INC COM 724479100 1,720 70,349 SH DEFINED 1,6,5 70,349 0 0 PLAINS EXPL& PRODTN CO COM 726505100 4,901 163,426 SH DEFINED 1,5 163,426 0 0 PLAINS EXPL& PRODTN CO COM 726505100 2,700 90,035 SH DEFINED 1,2,5 90,035 0 0 PLAINS EXPL& PRODTN CO COM 726505100 236 7,867 SH DEFINED 1,3,5 7,867 0 0 PLAINS EXPL& PRODTN CO COM 726505100 7,418 247,344 SH DEFINED 1,4,5 247,344 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1,239 41,328 SH DEFINED 1,6,5 41,328 0 0 PMI GROUP INC COM 69344M101 2,541 468,849 SH DEFINED 1,5 468,849 0 0 PMI GROUP INC COM 69344M101 1,399 258,168 SH DEFINED 1,2,5 258,168 0 0 PMI GROUP INC COM 69344M101 122 22,584 SH DEFINED 1,3,5 22,584 0 0 PMI GROUP INC COM 69344M101 3,853 710,961 SH DEFINED 1,4,5 710,961 0 0 PMI GROUP INC COM 69344M101 643 118,584 SH DEFINED 1,6,5 118,584 0 0 POLYPORE INTL INC COM 73179V103 1,133 64,867 SH DEFINED 1,5 64,867 0 0 POLYPORE INTL INC COM 73179V103 624 35,722 SH DEFINED 1,2,5 35,722 0 0 POLYPORE INTL INC COM 73179V103 55 3,124 SH DEFINED 1,3,5 3,124 0 0 POLYPORE INTL INC COM 73179V103 1,718 98,380 SH DEFINED 1,4,5 98,380 0 0 POLYPORE INTL INC COM 73179V103 286 16,407 SH DEFINED 1,6,5 16,407 0 0 PRICELINE COM INC COM NEW 741503403 3,126 12,259 SH DEFINED 1,5 12,259 0 0 PRICELINE COM INC COM NEW 741503403 1,730 6,783 SH DEFINED 1,2,5 6,783 0 0 PRICELINE COM INC COM NEW 741503403 151 591 SH DEFINED 1,3,5 591 0 0 PRICELINE COM INC COM NEW 741503403 4,733 18,560 SH DEFINED 1,4,5 18,560 0 0 PRICELINE COM INC COM NEW 741503403 792 3,107 SH DEFINED 1,6,5 3,107 0 0 RADIOSHACK CORP COM 750438103 1,421 62,789 SH DEFINED 1,5 62,789 0 0 RADIOSHACK CORP COM 750438103 782 34,577 SH DEFINED 1,2,5 34,577 0 0 RADIOSHACK CORP COM 750438103 68 3,024 SH DEFINED 1,3,5 3,024 0 0 RADIOSHACK CORP COM 750438103 2,155 95,228 SH DEFINED 1,4,5 95,228 0 0 RADIOSHACK CORP COM 750438103 359 15,882 SH DEFINED 1,6,5 15,882 0 0 RAILAMERICA INC COM 750753402 1,044 88,461 SH DEFINED 1,5 88,461 0 0 RAILAMERICA INC COM 750753402 578 49,020 SH DEFINED 1,2,5 49,020 0 0 RAILAMERICA INC COM 750753402 51 4,354 SH DEFINED 1,3,5 4,354 0 0 RAILAMERICA INC COM 750753402 1,577 133,653 SH DEFINED 1,4,5 133,653 0 0 RAILAMERICA INC COM 750753402 261 22,112 SH DEFINED 1,6,5 22,112 0 0 RALCORP HLDGS INC NEW COM 751028101 4,741 69,953 SH DEFINED 1,5 69,953 0 0 RALCORP HLDGS INC NEW COM 751028101 2,612 38,540 SH DEFINED 1,2,5 38,540 0 0 RALCORP HLDGS INC NEW COM 751028101 228 3,369 SH DEFINED 1,3,5 3,369 0 0 RALCORP HLDGS INC NEW COM 751028101 7,188 106,044 SH DEFINED 1,4,5 106,044 0 0 RALCORP HLDGS INC NEW COM 751028101 1,199 17,694 SH DEFINED 1,6,5 17,694 0 0 REPUBLIC SVCS INC COM 760759100 2,360 81,313 SH DEFINED 1,5 81,313 0 0 REPUBLIC SVCS INC COM 760759100 1,312 45,217 SH DEFINED 1,2,5 45,217 0 0 REPUBLIC SVCS INC COM 760759100 121 4,183 SH DEFINED 1,3,5 4,183 0 0 REPUBLIC SVCS INC COM 760759100 3,565 122,838 SH DEFINED 1,4,5 122,838 0 0 REPUBLIC SVCS INC COM 760759100 574 19,781 SH DEFINED 1,6,5 19,781 0 0 ROSS STORES INC COM 778296103 5,564 104,055 SH DEFINED 1,5 104,055 0 0 ROSS STORES INC COM 778296103 3,073 57,466 SH DEFINED 1,2,5 57,466 0 0 ROSS STORES INC COM 778296103 268 5,016 SH DEFINED 1,3,5 5,016 0 0 ROSS STORES INC COM 778296103 8,438 157,799 SH DEFINED 1,4,5 157,799 0 0 ROSS STORES INC COM 778296103 1,410 26,364 SH DEFINED 1,6,5 26,364 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 723 744,000 SH DEFINED 1,5 744,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 1,056 1,087,000 SH DEFINED 1,2,5 1,087,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 112 115,000 SH DEFINED 1,3,5 115,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 3,121 3,213,000 SH DEFINED 1,4,5 3,213,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 535 551,000 SH DEFINED 1,6,5 551,000 0 0 SANDERSON FARMS INC COM 800013104 1,909 35,607 SH DEFINED 1,5 35,607 0 0 SANDERSON FARMS INC COM 800013104 1,116 20,817 SH DEFINED 1,2,5 20,817 0 0 SANDERSON FARMS INC COM 800013104 83 1,553 SH DEFINED 1,3,5 1,553 0 0 SANDERSON FARMS INC COM 800013104 2,619 48,857 SH DEFINED 1,4,5 48,857 0 0 SANDERSON FARMS INC COM 800013104 438 8,166 SH DEFINED 1,6,5 8,166 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 1,014 1,172,800 SH DEFINED 1,5 1,172,800 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 744 860,400 SH DEFINED 1,2,5 860,400 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 102 118,400 SH DEFINED 1,3,5 118,400 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2,086 2,411,600 SH DEFINED 1,4,5 2,411,600 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 378 436,800 SH DEFINED 1,6,5 436,800 0 0 SANDRIDGE ENERGY INC COM 80007P307 3,770 489,609 SH DEFINED 1,5 489,609 0 0 SANDRIDGE ENERGY INC COM 80007P307 2,076 269,619 SH DEFINED 1,2,5 269,619 0 0 SANDRIDGE ENERGY INC COM 80007P307 182 23,581 SH DEFINED 1,3,5 23,581 0 0 SANDRIDGE ENERGY INC COM 80007P307 5,718 742,549 SH DEFINED 1,4,5 742,549 0 0 SANDRIDGE ENERGY INC COM 80007P307 954 123,842 SH DEFINED 1,6,5 123,842 0 0 SAP AG SPON ADR 803054204 2,568 53,301 SH DEFINED 1,5 53,301 0 0 SAP AG SPON ADR 803054204 1,426 29,613 SH DEFINED 1,2,5 29,613 0 0 SAP AG SPON ADR 803054204 128 2,665 SH DEFINED 1,3,5 2,665 0 0 SAP AG SPON ADR 803054204 3,883 80,606 SH DEFINED 1,4,5 80,606 0 0 SAP AG SPON ADR 803054204 637 13,215 SH DEFINED 1,6,5 13,215 0 0 SCHNITZER STL INDS CL A 806882106 1,685 32,079 SH DEFINED 1,5 32,079 0 0 SCHNITZER STL INDS CL A 806882106 927 17,656 SH DEFINED 1,2,5 17,656 0 0 SCHNITZER STL INDS CL A 806882106 81 1,545 SH DEFINED 1,3,5 1,545 0 0 SCHNITZER STL INDS CL A 806882106 2,554 48,612 SH DEFINED 1,4,5 48,612 0 0 SCHNITZER STL INDS CL A 806882106 426 8,108 SH DEFINED 1,6,5 8,108 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2,488 133,102 SH DEFINED 1,5 133,102 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1,371 73,345 SH DEFINED 1,2,5 73,345 0 0 SCHWAB CHARLES CORP NEW COM 808513105 120 6,438 SH DEFINED 1,3,5 6,438 0 0 SCHWAB CHARLES CORP NEW COM 808513105 3,772 201,827 SH DEFINED 1,4,5 201,827 0 0 SCHWAB CHARLES CORP NEW COM 808513105 628 33,588 SH DEFINED 1,6,5 33,588 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,233 46,956 SH DEFINED 1,5 46,956 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,237 26,002 SH DEFINED 1,2,5 26,002 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 108 2,262 SH DEFINED 1,3,5 2,262 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,380 71,071 SH DEFINED 1,4,5 71,071 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 566 11,909 SH DEFINED 1,6,5 11,909 0 0 SEAGATE TECHNOLOGY SHS G7945J104 5,692 311,733 SH DEFINED 1,5 311,733 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2,850 156,093 SH DEFINED 1,2,5 156,093 0 0 SEAGATE TECHNOLOGY SHS G7945J104 255 13,992 SH DEFINED 1,3,5 13,992 0 0 SEAGATE TECHNOLOGY SHS G7945J104 7,780 426,072 SH DEFINED 1,4,5 426,072 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1,279 70,058 SH DEFINED 1,6,5 70,058 0 0 SELECT MED HLDGS CORP COM 81619Q105 1,090 129,205 SH DEFINED 1,5 129,205 0 0 SELECT MED HLDGS CORP COM 81619Q105 601 71,226 SH DEFINED 1,2,5 71,226 0 0 SELECT MED HLDGS CORP COM 81619Q105 53 6,243 SH DEFINED 1,3,5 6,243 0 0 SELECT MED HLDGS CORP COM 81619Q105 1,653 195,867 SH DEFINED 1,4,5 195,867 0 0 SELECT MED HLDGS CORP COM 81619Q105 275 32,622 SH DEFINED 1,6,5 32,622 0 0 SERVICE CORP INTL COM 817565104 4,877 531,243 SH DEFINED 1,5 531,243 0 0 SERVICE CORP INTL COM 817565104 2,454 267,281 SH DEFINED 1,2,5 267,281 0 0 SERVICE CORP INTL COM 817565104 215 23,391 SH DEFINED 1,3,5 23,391 0 0 SERVICE CORP INTL COM 817565104 6,755 735,853 SH DEFINED 1,4,5 735,853 0 0 SERVICE CORP INTL COM 817565104 1,126 122,682 SH DEFINED 1,6,5 122,682 0 0 SHAW GROUP INC COM 820280105 1,380 40,106 SH DEFINED 1,5 40,106 0 0 SHAW GROUP INC COM 820280105 764 22,186 SH DEFINED 1,2,5 22,186 0 0 SHAW GROUP INC COM 820280105 66 1,931 SH DEFINED 1,3,5 1,931 0 0 SHAW GROUP INC COM 820280105 2,086 60,615 SH DEFINED 1,4,5 60,615 0 0 SHAW GROUP INC COM 820280105 350 10,162 SH DEFINED 1,6,5 10,162 0 0 SIGNET JEWELERS LIMITED SHS G81276100 3,868 119,609 SH DEFINED 1,5 119,609 0 0 SIGNET JEWELERS LIMITED SHS G81276100 2,131 65,892 SH DEFINED 1,2,5 65,892 0 0 SIGNET JEWELERS LIMITED SHS G81276100 186 5,760 SH DEFINED 1,3,5 5,760 0 0 SIGNET JEWELERS LIMITED SHS G81276100 5,866 181,381 SH DEFINED 1,4,5 181,381 0 0 SIGNET JEWELERS LIMITED SHS G81276100 979 30,258 SH DEFINED 1,6,5 30,258 0 0 SINA CORP ORD G81477104 5,057 134,180 SH DEFINED 1,5 134,180 0 0 SINA CORP ORD G81477104 2,797 74,203 SH DEFINED 1,2,5 74,203 0 0 SINA CORP ORD G81477104 243 6,456 SH DEFINED 1,3,5 6,456 0 0 SINA CORP ORD G81477104 7,635 202,571 SH DEFINED 1,4,5 202,571 0 0 SINA CORP ORD G81477104 1,281 33,990 SH DEFINED 1,6,5 33,990 0 0 SOLUTIA INC COM NEW 834376501 7,180 445,690 SH DEFINED 1,5 445,690 0 0 SOLUTIA INC COM NEW 834376501 3,607 223,917 SH DEFINED 1,2,5 223,917 0 0 SOLUTIA INC COM NEW 834376501 317 19,698 SH DEFINED 1,3,5 19,698 0 0 SOLUTIA INC COM NEW 834376501 9,902 614,656 SH DEFINED 1,4,5 614,656 0 0 SOLUTIA INC COM NEW 834376501 1,646 102,177 SH DEFINED 1,6,5 102,177 0 0 SOUTHWESTERN ENERGY CO COM 845467109 5,380 132,112 SH DEFINED 1,5 132,112 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2,962 72,752 SH DEFINED 1,2,5 72,752 0 0 SOUTHWESTERN ENERGY CO COM 845467109 259 6,362 SH DEFINED 1,3,5 6,362 0 0 SOUTHWESTERN ENERGY CO COM 845467109 8,159 200,359 SH DEFINED 1,4,5 200,359 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1,361 33,415 SH DEFINED 1,6,5 33,415 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5,834 249,522 SH DEFINED 1,5 249,522 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,223 137,873 SH DEFINED 1,2,5 137,873 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 281 12,013 SH DEFINED 1,3,5 12,013 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,831 377,718 SH DEFINED 1,4,5 377,718 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,477 63,179 SH DEFINED 1,6,5 63,179 0 0 STANLEY BLACK & DECKER INC COM 854502101 6,101 106,265 SH DEFINED 1,5 106,265 0 0 STANLEY BLACK & DECKER INC COM 854502101 3,361 58,543 SH DEFINED 1,2,5 58,543 0 0 STANLEY BLACK & DECKER INC COM 854502101 294 5,116 SH DEFINED 1,3,5 5,116 0 0 STANLEY BLACK & DECKER INC COM 854502101 9,248 161,093 SH DEFINED 1,4,5 161,093 0 0 STANLEY BLACK & DECKER INC COM 854502101 1,543 26,883 SH DEFINED 1,6,5 26,883 0 0 STAPLES INC COM 855030102 2,432 103,889 SH DEFINED 1,5 103,889 0 0 STAPLES INC COM 855030102 1,339 57,218 SH DEFINED 1,2,5 57,218 0 0 STAPLES INC COM 855030102 117 5,004 SH DEFINED 1,3,5 5,004 0 0 STAPLES INC COM 855030102 3,689 157,610 SH DEFINED 1,4,5 157,610 0 0 STAPLES INC COM 855030102 615 26,279 SH DEFINED 1,6,5 26,279 0 0 STEEL DYNAMICS INC COM 858119100 4,704 269,285 SH DEFINED 1,5 269,285 0 0 STEEL DYNAMICS INC COM 858119100 2,605 149,132 SH DEFINED 1,2,5 149,132 0 0 STEEL DYNAMICS INC COM 858119100 231 13,234 SH DEFINED 1,3,5 13,234 0 0 STEEL DYNAMICS INC COM 858119100 7,104 406,620 SH DEFINED 1,4,5 406,620 0 0 STEEL DYNAMICS INC COM 858119100 1,176 67,329 SH DEFINED 1,6,5 67,329 0 0 SUNCOR ENERGY INC NEW COM 867224107 2,782 85,501 SH DEFINED 1,5 85,501 0 0 SUNCOR ENERGY INC NEW COM 867224107 1,532 47,083 SH DEFINED 1,2,5 47,083 0 0 SUNCOR ENERGY INC NEW COM 867224107 134 4,118 SH DEFINED 1,3,5 4,118 0 0 SUNCOR ENERGY INC NEW COM 867224107 4,220 129,672 SH DEFINED 1,4,5 129,672 0 0 SUNCOR ENERGY INC NEW COM 867224107 704 21,626 SH DEFINED 1,6,5 21,626 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 2,497 2,522,435 SH DEFINED 1,5 2,522,435 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 4,161 4,202,904 SH DEFINED 1,2,5 4,202,904 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 614 620,032 SH DEFINED 1,3,5 620,032 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 12,316 12,440,871 SH DEFINED 1,4,5 12,440,871 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 1,697 1,713,758 SH DEFINED 1,6,5 1,713,758 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 2,162 2,409,000 SH DEFINED 1,5 2,409,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 1,393 1,552,000 SH DEFINED 1,2,5 1,552,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 147 164,000 SH DEFINED 1,3,5 164,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 4,119 4,589,000 SH DEFINED 1,4,5 4,589,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 705 786,000 SH DEFINED 1,6,5 786,000 0 0 TALBOTS INC COM 874161102 1,867 144,027 SH DEFINED 1,5 144,027 0 0 TALBOTS INC COM 874161102 1,034 79,808 SH DEFINED 1,2,5 79,808 0 0 TALBOTS INC COM 874161102 93 7,184 SH DEFINED 1,3,5 7,184 0 0 TALBOTS INC COM 874161102 2,823 217,812 SH DEFINED 1,4,5 217,812 0 0 TALBOTS INC COM 874161102 463 35,704 SH DEFINED 1,6,5 35,704 0 0 TELLABS INC COM 879664100 2,292 302,832 SH DEFINED 1,5 302,832 0 0 TELLABS INC COM 879664100 505 66,715 SH DEFINED 1,2,5 66,715 0 0 TELLABS INC COM 879664100 44 5,799 SH DEFINED 1,3,5 5,799 0 0 TELLABS INC COM 879664100 231 30,554 SH DEFINED 1,6,5 30,554 0 0 TERADYNE INC COM 880770102 1,604 143,623 SH DEFINED 1,5 143,623 0 0 TERADYNE INC COM 880770102 887 79,420 SH DEFINED 1,2,5 79,420 0 0 TERADYNE INC COM 880770102 77 6,907 SH DEFINED 1,3,5 6,907 0 0 TERADYNE INC COM 880770102 2,422 216,868 SH DEFINED 1,4,5 216,868 0 0 TERADYNE INC COM 880770102 406 36,376 SH DEFINED 1,6,5 36,376 0 0 TEXTRON INC COM 883203101 2,812 132,442 SH DEFINED 1,5 132,442 0 0 TEXTRON INC COM 883203101 620 29,181 SH DEFINED 1,2,5 29,181 0 0 TEXTRON INC COM 883203101 54 2,540 SH DEFINED 1,3,5 2,540 0 0 TEXTRON INC COM 883203101 284 13,367 SH DEFINED 1,6,5 13,367 0 0 TIFFANY & CO NEW COM 886547108 165 3,472 SH DEFINED 1,5 3,472 0 0 TIFFANY & CO NEW COM 886547108 91 1,920 SH DEFINED 1,2,5 1,920 0 0 TIFFANY & CO NEW COM 886547108 8 167 SH DEFINED 1,3,5 167 0 0 TIFFANY & CO NEW COM 886547108 250 5,262 SH DEFINED 1,4,5 5,262 0 0 TIFFANY & CO NEW COM 886547108 42 879 SH DEFINED 1,6,5 879 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 20 5,758 SH DEFINED 1,5 5,758 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 1,131 324,858 SH DEFINED 1,2,5 324,858 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 175 50,290 SH DEFINED 1,3,5 50,290 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 3,372 969,094 SH DEFINED 1,4,5 969,094 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 8,330 303,131 SH DEFINED 1,5 303,131 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 4,620 168,109 SH DEFINED 1,2,5 168,109 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 418 15,217 SH DEFINED 1,3,5 15,217 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 12,601 458,566 SH DEFINED 1,4,5 458,566 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 2,058 74,886 SH DEFINED 1,6,5 74,886 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 460 467,000 SH DEFINED 1,5 467,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 591 600,000 SH DEFINED 1,2,5 600,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 56 57,000 SH DEFINED 1,3,5 57,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 1,593 1,618,000 SH DEFINED 1,4,5 1,618,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 254 258,000 SH DEFINED 1,6,5 258,000 0 0 URBAN OUTFITTERS INC COM 917047102 2,537 66,649 SH DEFINED 1,5 66,649 0 0 URBAN OUTFITTERS INC COM 917047102 1,397 36,702 SH DEFINED 1,2,5 36,702 0 0 URBAN OUTFITTERS INC COM 917047102 122 3,210 SH DEFINED 1,3,5 3,210 0 0 URBAN OUTFITTERS INC COM 917047102 3,848 101,081 SH DEFINED 1,4,5 101,081 0 0 URBAN OUTFITTERS INC COM 917047102 642 16,858 SH DEFINED 1,6,5 16,858 0 0 VULCAN MATLS CO COM 929160109 1,856 39,297 SH DEFINED 1,5 39,297 0 0 VULCAN MATLS CO COM 929160109 1,028 21,758 SH DEFINED 1,2,5 21,758 0 0 VULCAN MATLS CO COM 929160109 92 1,956 SH DEFINED 1,3,5 1,956 0 0 VULCAN MATLS CO COM 929160109 2,808 59,438 SH DEFINED 1,4,5 59,438 0 0 VULCAN MATLS CO COM 929160109 461 9,751 SH DEFINED 1,6,5 9,751 0 0 WABCO HLDGS INC COM 92927K102 766 25,588 SH DEFINED 1,5 25,588 0 0 WABCO HLDGS INC COM 92927K102 423 14,149 SH DEFINED 1,2,5 14,149 0 0 WABCO HLDGS INC COM 92927K102 37 1,231 SH DEFINED 1,3,5 1,231 0 0 WABCO HLDGS INC COM 92927K102 1,156 38,635 SH DEFINED 1,4,5 38,635 0 0 WABCO HLDGS INC COM 92927K102 194 6,480 SH DEFINED 1,6,5 6,480 0 0 WALGREEN CO COM 931422109 4,172 112,494 SH DEFINED 1,5 112,494 0 0 WALGREEN CO COM 931422109 2,306 62,165 SH DEFINED 1,2,5 62,165 0 0 WALGREEN CO COM 931422109 202 5,436 SH DEFINED 1,3,5 5,436 0 0 WALGREEN CO COM 931422109 6,329 170,637 SH DEFINED 1,4,5 170,637 0 0 WALGREEN CO COM 931422109 1,056 28,468 SH DEFINED 1,6,5 28,468 0 0 WASTE MGMT INC DEL COM 94106L109 1,022 29,689 SH DEFINED 1,5 29,689 0 0 WASTE MGMT INC DEL COM 94106L109 563 16,348 SH DEFINED 1,2,5 16,348 0 0 WASTE MGMT INC DEL COM 94106L109 49 1,430 SH DEFINED 1,3,5 1,430 0 0 WASTE MGMT INC DEL COM 94106L109 1,550 45,026 SH DEFINED 1,4,5 45,026 0 0 WASTE MGMT INC DEL COM 94106L109 258 7,507 SH DEFINED 1,6,5 7,507 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 4,364 275,174 SH DEFINED 1,5 275,174 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 2,413 152,118 SH DEFINED 1,2,5 152,118 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 210 13,243 SH DEFINED 1,3,5 13,243 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 6,599 416,096 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