-----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, MmX7XC5NDQr/MT5WtRZrMx2hj+xuiLMdHusLTX8omWL/phMxDKK8zwr+s9h8k2nz 9ptz3FlApw0+nnZUeVvR+w== 0001405086-10-000205.txt : 20100813 0001405086-10-000205.hdr.sgml : 20100813 20100813144204 ACCESSION NUMBER: 0001405086-10-000205 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 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: 101014795 BUSINESS ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 BUSINESS PHONE: (415) 217-8300 MAIL ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 13F-HR 1 f00644600.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 13, 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: 695 Form 13F Information Table Value Total: $1,560,191 (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 ACTIVISION BLIZZARD INC COM 00507V109 $7,431 708,425 SH DEFINED 1,5 708,425 0 0 ACTIVISION BLIZZARD INC COM 00507V109 $4,276 407,587 SH DEFINED 1,2,5 407,587 0 0 ACTIVISION BLIZZARD INC COM 00507V109 $305 29,104 SH DEFINED 1,3,5 29,104 0 0 ACTIVISION BLIZZARD INC COM 00507V109 $10,156 968,178 SH DEFINED 1,4,5 968,178 0 0 ACTIVISION BLIZZARD INC COM 00507V109 $1,588 151,367 SH DEFINED 1,6,5 151,367 0 0 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 $194 184,000 SH DEFINED 1,2,5 184,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $28 27,000 SH DEFINED 1,3,5 27,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $575 546,000 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 ADVANCE AUTO PARTS INC COM 00751Y106 $2,835 56,499 SH DEFINED 1,5 56,499 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 $1,694 33,757 SH DEFINED 1,2,5 33,757 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 $121 2,406 SH DEFINED 1,3,5 2,406 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 $4,011 79,937 SH DEFINED 1,4,5 79,937 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 $629 12,526 SH DEFINED 1,6,5 12,526 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 $628 31,443 SH DEFINED 1,5 31,443 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 $378 18,934 SH DEFINED 1,2,5 18,934 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 $27 1,327 SH DEFINED 1,3,5 1,327 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 $873 43,675 SH DEFINED 1,4,5 43,675 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 $142 7,101 SH DEFINED 1,6,5 7,101 0 0 AETNA INC NEW COM 00817Y108 $5,912 224,128 SH DEFINED 1,5 224,128 0 0 AETNA INC NEW COM 00817Y108 $3,531 133,848 SH DEFINED 1,2,5 133,848 0 0 AETNA INC NEW COM 00817Y108 $252 9,551 SH DEFINED 1,3,5 9,551 0 0 AETNA INC NEW COM 00817Y108 $8,366 317,145 SH DEFINED 1,4,5 317,145 0 0 AETNA INC NEW COM 00817Y108 $1,311 49,683 SH DEFINED 1,6,5 49,683 0 0 AIR PRODS & CHEMS INC COM 009158106 $8,509 131,287 SH DEFINED 1,5 131,287 0 0 AIR PRODS & CHEMS INC COM 009158106 $4,923 75,959 SH DEFINED 1,2,5 75,959 0 0 AIR PRODS & CHEMS INC COM 009158106 $351 5,419 SH DEFINED 1,3,5 5,419 0 0 AIR PRODS & CHEMS INC COM 009158106 $11,665 179,981 SH DEFINED 1,4,5 179,981 0 0 AIR PRODS & CHEMS INC COM 009158106 $1,827 28,194 SH DEFINED 1,6,5 28,194 0 0 AIRGAS INC COM 009363102 $2,167 34,835 SH DEFINED 1,5 34,835 0 0 AIRGAS INC COM 009363102 $1,294 20,801 SH DEFINED 1,2,5 20,801 0 0 AIRGAS INC COM 009363102 $92 1,484 SH DEFINED 1,3,5 1,484 0 0 AIRGAS INC COM 009363102 $3,071 49,373 SH DEFINED 1,4,5 49,373 0 0 AIRGAS INC COM 009363102 $480 7,723 SH DEFINED 1,6,5 7,723 0 0 ALKERMES INC COM 01642T108 $3,721 298,898 SH DEFINED 1,5 298,898 0 0 ALKERMES INC COM 01642T108 $2,223 178,523 SH DEFINED 1,2,5 178,523 0 0 ALKERMES INC COM 01642T108 $159 12,739 SH DEFINED 1,3,5 12,739 0 0 ALKERMES INC COM 01642T108 $5,275 423,660 SH DEFINED 1,4,5 423,660 0 0 ALKERMES INC COM 01642T108 $825 66,280 SH DEFINED 1,6,5 66,280 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $204 4,504 SH DEFINED 1,5 4,504 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $122 2,694 SH DEFINED 1,2,5 2,694 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $9 191 SH DEFINED 1,3,5 191 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $289 6,375 SH DEFINED 1,4,5 6,375 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $45 999 SH DEFINED 1,6,5 999 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 $579 23,397 SH DEFINED 1,5 23,397 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 $346 13,971 SH DEFINED 1,2,5 13,971 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 $25 998 SH DEFINED 1,3,5 998 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 $822 33,208 SH DEFINED 1,4,5 33,208 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 $128 5,189 SH DEFINED 1,6,5 5,189 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 $641 652,000 SH DEFINED 1,5 652,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 $935 952,000 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 $2,765 2,814,000 SH DEFINED 1,4,5 2,814,000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 $474 482,000 SH DEFINED 1,6,5 482,000 0 0 ANIXTER INTL INC COM 035290105 $1,921 45,104 SH DEFINED 1,5 45,104 0 0 ANIXTER INTL INC COM 035290105 $1,148 26,953 SH DEFINED 1,2,5 26,953 0 0 ANIXTER INTL INC COM 035290105 $82 1,920 SH DEFINED 1,3,5 1,920 0 0 ANIXTER INTL INC COM 035290105 $2,722 63,895 SH DEFINED 1,4,5 63,895 0 0 ANIXTER INTL INC COM 035290105 $426 10,003 SH DEFINED 1,6,5 10,003 0 0 APACHE CORP COM 037411105 $2,463 29,261 SH DEFINED 1,5 29,261 0 0 APACHE CORP COM 037411105 $1,471 17,472 SH DEFINED 1,2,5 17,472 0 0 APACHE CORP COM 037411105 $105 1,248 SH DEFINED 1,3,5 1,248 0 0 APACHE CORP COM 037411105 $3,496 41,529 SH DEFINED 1,4,5 41,529 0 0 APACHE CORP COM 037411105 $546 6,490 SH DEFINED 1,6,5 6,490 0 0 APPLE INC COM 037833100 $14,025 55,760 SH DEFINED 1,5 55,760 0 0 APPLE INC COM 037833100 $8,377 33,306 SH DEFINED 1,2,5 33,306 0 0 APPLE INC COM 037833100 $598 2,377 SH DEFINED 1,3,5 2,377 0 0 APPLE INC COM 037833100 $19,887 79,063 SH DEFINED 1,4,5 79,063 0 0 APPLE INC COM 037833100 $3,110 12,366 SH DEFINED 1,6,5 12,366 0 0 ASSURED GUARANTY LTD COM G0585R106 $2,584 194,762 SH DEFINED 1,5 194,762 0 0 ASSURED GUARANTY LTD COM G0585R106 $1,544 116,325 SH DEFINED 1,2,5 116,325 0 0 ASSURED GUARANTY LTD COM G0585R106 $110 8,297 SH DEFINED 1,3,5 8,297 0 0 ASSURED GUARANTY LTD COM G0585R106 $3,659 275,736 SH DEFINED 1,4,5 275,736 0 0 ASSURED GUARANTY LTD COM G0585R106 $573 43,179 SH DEFINED 1,6,5 43,179 0 0 AVERY DENNISON CORP COM 053611109 $43,478 1,353,197 SH DEFINED 1,5 1,353,197 0 0 AVERY DENNISON CORP COM 053611109 $10,559 328,646 SH DEFINED 1,2,5 328,646 0 0 AVERY DENNISON CORP COM 053611109 $754 23,473 SH DEFINED 1,3,5 23,473 0 0 AVERY DENNISON CORP COM 053611109 $3,922 122,064 SH DEFINED 1,6,5 122,064 0 0 BAIDU INC SPON ADR REP A 056752108 $4,950 72,708 SH DEFINED 1,5 72,708 0 0 BAIDU INC SPON ADR REP A 056752108 $2,957 43,435 SH DEFINED 1,2,5 43,435 0 0 BAIDU INC SPON ADR REP A 056752108 $211 3,094 SH DEFINED 1,3,5 3,094 0 0 BAIDU INC SPON ADR REP A 056752108 $6,988 102,650 SH DEFINED 1,4,5 102,650 0 0 BAIDU INC SPON ADR REP A 056752108 $1,097 16,113 SH DEFINED 1,6,5 16,113 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 $2,634 106,694 SH DEFINED 1,5 106,694 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 $1,573 63,709 SH DEFINED 1,2,5 63,709 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 $112 4,550 SH DEFINED 1,3,5 4,550 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 $3,738 151,385 SH DEFINED 1,4,5 151,385 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 $584 23,662 SH DEFINED 1,6,5 23,662 0 0 BAXTER INTL INC COM 071813109 $2,120 52,158 SH DEFINED 1,5 52,158 0 0 BAXTER INTL INC COM 071813109 $1,266 31,158 SH DEFINED 1,2,5 31,158 0 0 BAXTER INTL INC COM 071813109 $90 2,219 SH DEFINED 1,3,5 2,219 0 0 BAXTER INTL INC COM 071813109 $2,993 73,637 SH DEFINED 1,4,5 73,637 0 0 BAXTER INTL INC COM 071813109 $470 11,558 SH DEFINED 1,6,5 11,558 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 $55 3,000 SH DEFINED 1,5 3,000 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 $103 5,600 SH DEFINED 1,2,5 5,600 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 $7 400 SH DEFINED 1,3,5 400 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 $255 13,900 SH DEFINED 1,4,5 13,900 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 $39 2,100 SH DEFINED 1,6,5 2,100 0 0 BELDEN INC COM 077454106 $169 7,666 SH DEFINED 1,5 7,666 0 0 BELDEN INC COM 077454106 $101 4,578 SH DEFINED 1,2,5 4,578 0 0 BELDEN INC COM 077454106 $7 327 SH DEFINED 1,3,5 327 0 0 BELDEN INC COM 077454106 $239 10,881 SH DEFINED 1,4,5 10,881 0 0 BELDEN INC COM 077454106 $37 1,700 SH DEFINED 1,6,5 1,700 0 0 BEMIS INC COM 081437105 $1,092 40,441 SH DEFINED 1,5 40,441 0 0 BEMIS INC COM 081437105 $652 24,148 SH DEFINED 1,2,5 24,148 0 0 BEMIS INC COM 081437105 $47 1,725 SH DEFINED 1,3,5 1,725 0 0 BEMIS INC COM 081437105 $1,548 57,319 SH DEFINED 1,4,5 57,319 0 0 BEMIS INC COM 081437105 $242 8,967 SH DEFINED 1,6,5 8,967 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 $746 56,789 SH DEFINED 1,5 56,789 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 $321 24,418 SH DEFINED 1,2,5 24,418 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 $23 1,742 SH DEFINED 1,3,5 1,742 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 $762 57,984 SH DEFINED 1,4,5 57,984 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 $119 9,067 SH DEFINED 1,6,5 9,067 0 0 BIOVAIL CORP COM 09067J109 $11,966 621,934 SH DEFINED 1,5 621,934 0 0 BIOVAIL CORP COM 09067J109 $2,974 154,598 SH DEFINED 1,2,5 154,598 0 0 BIOVAIL CORP COM 09067J109 $212 11,022 SH DEFINED 1,3,5 11,022 0 0 BIOVAIL CORP COM 09067J109 $1,104 57,378 SH DEFINED 1,6,5 57,378 0 0 BOEING CO COM 097023105 $1,392 22,188 SH DEFINED 1,5 22,188 0 0 BOEING CO COM 097023105 $348 5,540 SH DEFINED 1,2,5 5,540 0 0 BOEING CO COM 097023105 $25 396 SH DEFINED 1,3,5 396 0 0 BOEING CO COM 097023105 $129 2,058 SH DEFINED 1,6,5 2,058 0 0 BRISTOW GROUP INC COM 110394103 $656 22,302 SH DEFINED 1,5 22,302 0 0 BRISTOW GROUP INC COM 110394103 $392 13,322 SH DEFINED 1,2,5 13,322 0 0 BRISTOW GROUP INC COM 110394103 $28 949 SH DEFINED 1,3,5 949 0 0 BRISTOW GROUP INC COM 110394103 $926 31,485 SH DEFINED 1,4,5 31,485 0 0 BRISTOW GROUP INC COM 110394103 $145 4,942 SH DEFINED 1,6,5 4,942 0 0 CA INC COM 12673P105 $1,685 91,580 SH DEFINED 1,5 91,580 0 0 CA INC COM 12673P105 $1,006 54,700 SH DEFINED 1,2,5 54,700 0 0 CA INC COM 12673P105 $72 3,900 SH DEFINED 1,3,5 3,900 0 0 CA INC COM 12673P105 $2,383 129,520 SH DEFINED 1,4,5 129,520 0 0 CA INC COM 12673P105 $374 20,300 SH DEFINED 1,6,5 20,300 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 $3,345 577,641 SH DEFINED 1,5 577,641 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 $1,631 281,624 SH DEFINED 1,2,5 281,624 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 $116 20,116 SH DEFINED 1,3,5 20,116 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 $3,876 669,397 SH DEFINED 1,4,5 669,397 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 $606 104,603 SH DEFINED 1,6,5 104,603 0 0 CARDINAL HEALTH INC COM 14149Y108 $8,572 255,054 SH DEFINED 1,5 255,054 0 0 CARDINAL HEALTH INC COM 14149Y108 $2,128 63,313 SH DEFINED 1,2,5 63,313 0 0 CARDINAL HEALTH INC COM 14149Y108 $152 4,515 SH DEFINED 1,3,5 4,515 0 0 CARDINAL HEALTH INC COM 14149Y108 $790 23,492 SH DEFINED 1,6,5 23,492 0 0 CELANESE CORP DEL COM SER A 150870103 $9,460 379,768 SH DEFINED 1,5 379,768 0 0 CELANESE CORP DEL COM SER A 150870103 $5,360 215,188 SH DEFINED 1,2,5 215,188 0 0 CELANESE CORP DEL COM SER A 150870103 $383 15,372 SH DEFINED 1,3,5 15,372 0 0 CELANESE CORP DEL COM SER A 150870103 $12,734 511,207 SH DEFINED 1,4,5 511,207 0 0 CELANESE CORP DEL COM SER A 150870103 $1,991 79,919 SH DEFINED 1,6,5 79,919 0 0 CHARLES RIV LABS INTL INC COM 159864107 $3,343 97,728 SH DEFINED 1,5 97,728 0 0 CHARLES RIV LABS INTL INC COM 159864107 $1,998 58,398 SH DEFINED 1,2,5 58,398 0 0 CHARLES RIV LABS INTL INC COM 159864107 $142 4,158 SH DEFINED 1,3,5 4,158 0 0 CHARLES RIV LABS INTL INC COM 159864107 $4,723 138,054 SH DEFINED 1,4,5 138,054 0 0 CHARLES RIV LABS INTL INC COM 159864107 $741 21,662 SH DEFINED 1,6,5 21,662 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $280 14,887 SH DEFINED 1,5 14,887 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $167 8,880 SH DEFINED 1,2,5 8,880 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $12 637 SH DEFINED 1,3,5 637 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $396 21,079 SH DEFINED 1,4,5 21,079 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $62 3,300 SH DEFINED 1,6,5 3,300 0 0 CISCO SYS INC COM 17275R102 $4,557 213,850 SH DEFINED 1,5 213,850 0 0 CISCO SYS INC COM 17275R102 $2,722 127,750 SH DEFINED 1,2,5 127,750 0 0 CISCO SYS INC COM 17275R102 $194 9,100 SH DEFINED 1,3,5 9,100 0 0 CISCO SYS INC COM 17275R102 $6,434 301,910 SH DEFINED 1,4,5 301,910 0 0 CISCO SYS INC COM 17275R102 $1,010 47,390 SH DEFINED 1,6,5 47,390 0 0 COMCAST CORP NEW CL A SPL 20030N200 $20,472 1,246,005 SH DEFINED 1,5 1,246,005 0 0 COMCAST CORP NEW CL A SPL 20030N200 $12,225 744,039 SH DEFINED 1,2,5 744,039 0 0 COMCAST CORP NEW CL A SPL 20030N200 $873 53,125 SH DEFINED 1,3,5 53,125 0 0 COMCAST CORP NEW CL A SPL 20030N200 $29,030 1,766,862 SH DEFINED 1,4,5 1,766,862 0 0 COMCAST CORP NEW CL A SPL 20030N200 $4,540 276,303 SH DEFINED 1,6,5 276,303 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $1,843 61,570 SH DEFINED 1,5 61,570 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $1,101 36,782 SH DEFINED 1,2,5 36,782 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $79 2,624 SH DEFINED 1,3,5 2,624 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $2,613 87,319 SH DEFINED 1,4,5 87,319 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 $409 13,656 SH DEFINED 1,6,5 13,656 0 0 CONOCOPHILLIPS COM 20825C104 $3,462 70,530 SH DEFINED 1,5 70,530 0 0 CONOCOPHILLIPS COM 20825C104 $2,067 42,114 SH DEFINED 1,2,5 42,114 0 0 CONOCOPHILLIPS COM 20825C104 $148 3,008 SH DEFINED 1,3,5 3,008 0 0 CONOCOPHILLIPS COM 20825C104 $4,914 100,102 SH DEFINED 1,4,5 100,102 0 0 CONOCOPHILLIPS COM 20825C104 $768 15,642 SH DEFINED 1,6,5 15,642 0 0 COSAN LTD SHS A G25343107 $3,133 335,417 SH DEFINED 1,5 335,417 0 0 COSAN LTD SHS A G25343107 $1,871 200,300 SH DEFINED 1,2,5 200,300 0 0 COSAN LTD SHS A G25343107 $134 14,299 SH DEFINED 1,3,5 14,299 0 0 COSAN LTD SHS A G25343107 $4,442 475,604 SH DEFINED 1,4,5 475,604 0 0 COSAN LTD SHS A G25343107 $695 74,380 SH DEFINED 1,6,5 74,380 0 0 CROWN HOLDINGS INC COM 228368106 $7,961 317,930 SH DEFINED 1,5 317,930 0 0 CROWN HOLDINGS INC COM 228368106 $4,755 189,888 SH DEFINED 1,2,5 189,888 0 0 CROWN HOLDINGS INC COM 228368106 $339 13,549 SH DEFINED 1,3,5 13,549 0 0 CROWN HOLDINGS INC COM 228368106 $11,279 450,455 SH DEFINED 1,4,5 450,455 0 0 CROWN HOLDINGS INC COM 228368106 $1,765 70,496 SH DEFINED 1,6,5 70,496 0 0 CSX CORP COM 126408103 $3,137 63,215 SH DEFINED 1,5 63,215 0 0 CSX CORP COM 126408103 $1,875 37,777 SH DEFINED 1,2,5 37,777 0 0 CSX CORP COM 126408103 $133 2,689 SH DEFINED 1,3,5 2,689 0 0 CSX CORP COM 126408103 $4,432 89,305 SH DEFINED 1,4,5 89,305 0 0 CSX CORP COM 126408103 $696 14,014 SH DEFINED 1,6,5 14,014 0 0 DELUXE CORP COM 248019101 $4,159 221,837 SH DEFINED 1,5 221,837 0 0 DELUXE CORP COM 248019101 $2,484 132,473 SH DEFINED 1,2,5 132,473 0 0 DELUXE CORP COM 248019101 $177 9,461 SH DEFINED 1,3,5 9,461 0 0 DELUXE CORP COM 248019101 $5,900 314,681 SH DEFINED 1,4,5 314,681 0 0 DELUXE CORP COM 248019101 $923 49,209 SH DEFINED 1,6,5 49,209 0 0 DEXCOM INC COM 252131107 $3,455 298,869 SH DEFINED 1,5 298,869 0 0 DEXCOM INC COM 252131107 $2,063 178,467 SH DEFINED 1,2,5 178,467 0 0 DEXCOM INC COM 252131107 $147 12,747 SH DEFINED 1,3,5 12,747 0 0 DEXCOM INC COM 252131107 $4,901 423,947 SH DEFINED 1,4,5 423,947 0 0 DEXCOM INC COM 252131107 $766 66,278 SH DEFINED 1,6,5 66,278 0 0 DIGITALGLOBE INC COM NEW 25389M877 $2,205 83,829 SH DEFINED 1,5 83,829 0 0 DIGITALGLOBE INC COM NEW 25389M877 $1,317 50,058 SH DEFINED 1,2,5 50,058 0 0 DIGITALGLOBE INC COM NEW 25389M877 $94 3,575 SH DEFINED 1,3,5 3,575 0 0 DIGITALGLOBE INC COM NEW 25389M877 $3,128 118,946 SH DEFINED 1,4,5 118,946 0 0 DIGITALGLOBE INC COM NEW 25389M877 $489 18,592 SH DEFINED 1,6,5 18,592 0 0 DISCOVER FINL SVCS COM 254709108 $1,684 120,486 SH DEFINED 1,5 120,486 0 0 DISCOVER FINL SVCS COM 254709108 $1,006 71,948 SH DEFINED 1,2,5 71,948 0 0 DISCOVER FINL SVCS COM 254709108 $72 5,137 SH DEFINED 1,3,5 5,137 0 0 DISCOVER FINL SVCS COM 254709108 $2,389 170,917 SH DEFINED 1,4,5 170,917 0 0 DISCOVER FINL SVCS COM 254709108 $374 26,720 SH DEFINED 1,6,5 26,720 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $1,431 46,251 SH DEFINED 1,5 46,251 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $855 27,629 SH DEFINED 1,2,5 27,629 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $61 1,970 SH DEFINED 1,3,5 1,970 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $2,026 65,496 SH DEFINED 1,4,5 65,496 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $317 10,254 SH DEFINED 1,6,5 10,254 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $3,413 80,087 SH DEFINED 1,5 80,087 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $2,038 47,821 SH DEFINED 1,2,5 47,821 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $146 3,416 SH DEFINED 1,3,5 3,416 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $4,843 113,665 SH DEFINED 1,4,5 113,665 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 $757 17,762 SH DEFINED 1,6,5 17,762 0 0 DOMTAR CORP COM NEW 257559203 $1,126 22,911 SH DEFINED 1,5 22,911 0 0 DOMTAR CORP COM NEW 257559203 $673 13,688 SH DEFINED 1,2,5 13,688 0 0 DOMTAR CORP COM NEW 257559203 $48 975 SH DEFINED 1,3,5 975 0 0 DOMTAR CORP COM NEW 257559203 $1,590 32,348 SH DEFINED 1,4,5 32,348 0 0 DOMTAR CORP COM NEW 257559203 $250 5,078 SH DEFINED 1,6,5 5,078 0 0 EQUIFAX INC COM 294429105 $2,130 75,900 SH DEFINED 1,5 75,900 0 0 EQUIFAX INC COM 294429105 $1,273 45,350 SH DEFINED 1,2,5 45,350 0 0 EQUIFAX INC COM 294429105 $91 3,229 SH DEFINED 1,3,5 3,229 0 0 EQUIFAX INC COM 294429105 $3,008 107,199 SH DEFINED 1,4,5 107,199 0 0 EQUIFAX INC COM 294429105 $472 16,822 SH DEFINED 1,6,5 16,822 0 0 EXXON MOBIL CORP COM 30231G102 $5,577 97,728 SH DEFINED 1,5 97,728 0 0 EXXON MOBIL CORP COM 30231G102 $3,330 58,355 SH DEFINED 1,2,5 58,355 0 0 EXXON MOBIL CORP COM 30231G102 $238 4,167 SH DEFINED 1,3,5 4,167 0 0 EXXON MOBIL CORP COM 30231G102 $7,916 138,705 SH DEFINED 1,4,5 138,705 0 0 EXXON MOBIL CORP COM 30231G102 $1,237 21,675 SH DEFINED 1,6,5 21,675 0 0 FEDEX CORP COM 31428X106 $6,459 92,127 SH DEFINED 1,5 92,127 0 0 FEDEX CORP COM 31428X106 $3,859 55,044 SH DEFINED 1,2,5 55,044 0 0 FEDEX CORP COM 31428X106 $275 3,920 SH DEFINED 1,3,5 3,920 0 0 FEDEX CORP COM 31428X106 $9,121 130,089 SH DEFINED 1,4,5 130,089 0 0 FEDEX CORP COM 31428X106 $1,432 20,420 SH DEFINED 1,6,5 20,420 0 0 FOOT LOCKER INC COM 344849104 $5,793 459,004 SH DEFINED 1,5 459,004 0 0 FOOT LOCKER INC COM 344849104 $3,459 274,111 SH DEFINED 1,2,5 274,111 0 0 FOOT LOCKER INC COM 344849104 $247 19,567 SH DEFINED 1,3,5 19,567 0 0 FOOT LOCKER INC COM 344849104 $8,213 650,783 SH DEFINED 1,4,5 650,783 0 0 FOOT LOCKER INC COM 344849104 $1,285 101,785 SH DEFINED 1,6,5 101,785 0 0 FOREST OIL CORP COM PAR $0.01 346091705 $4,596 167,990 SH DEFINED 1,5 167,990 0 0 FOREST OIL CORP COM PAR $0.01 346091705 $1,138 41,610 SH DEFINED 1,2,5 41,610 0 0 FOREST OIL CORP COM PAR $0.01 346091705 $81 2,964 SH DEFINED 1,3,5 2,964 0 0 FOREST OIL CORP COM PAR $0.01 346091705 $422 15,436 SH DEFINED 1,6,5 15,436 0 0 FRANKLIN RES INC COM 354613101 $11,971 138,892 SH DEFINED 1,5 138,892 0 0 FRANKLIN RES INC COM 354613101 $7,148 82,938 SH DEFINED 1,2,5 82,938 0 0 FRANKLIN RES INC COM 354613101 $511 5,923 SH DEFINED 1,3,5 5,923 0 0 FRANKLIN RES INC COM 354613101 $16,990 197,119 SH DEFINED 1,4,5 197,119 0 0 FRANKLIN RES INC COM 354613101 $2,655 30,803 SH DEFINED 1,6,5 30,803 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 $555 21,369 SH DEFINED 1,5 21,369 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 $331 12,773 SH DEFINED 1,2,5 12,773 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 $24 908 SH DEFINED 1,3,5 908 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 $784 30,212 SH DEFINED 1,4,5 30,212 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 $123 4,738 SH DEFINED 1,6,5 4,738 0 0 GENERAL ELECTRIC CO COM 369604103 $5,298 367,384 SH DEFINED 1,5 367,384 0 0 GENERAL ELECTRIC CO COM 369604103 $3,165 219,464 SH DEFINED 1,2,5 219,464 0 0 GENERAL ELECTRIC CO COM 369604103 $225 15,634 SH DEFINED 1,3,5 15,634 0 0 GENERAL ELECTRIC CO COM 369604103 $7,481 518,772 SH DEFINED 1,4,5 518,772 0 0 GENERAL ELECTRIC CO COM 369604103 $1,174 81,416 SH DEFINED 1,6,5 81,416 0 0 GENUINE PARTS CO COM 372460105 $2,109 53,462 SH DEFINED 1,5 53,462 0 0 GENUINE PARTS CO COM 372460105 $1,260 31,937 SH DEFINED 1,2,5 31,937 0 0 GENUINE PARTS CO COM 372460105 $90 2,275 SH DEFINED 1,3,5 2,275 0 0 GENUINE PARTS CO COM 372460105 $2,978 75,478 SH DEFINED 1,4,5 75,478 0 0 GENUINE PARTS CO COM 372460105 $467 11,848 SH DEFINED 1,6,5 11,848 0 0 GENWORTH FINL INC COM CL A 37247D106 $2,566 196,356 SH DEFINED 1,5 196,356 0 0 GENWORTH FINL INC COM CL A 37247D106 $1,532 117,247 SH DEFINED 1,2,5 117,247 0 0 GENWORTH FINL INC COM CL A 37247D106 $109 8,375 SH DEFINED 1,3,5 8,375 0 0 GENWORTH FINL INC COM CL A 37247D106 $3,642 278,687 SH DEFINED 1,4,5 278,687 0 0 GENWORTH FINL INC COM CL A 37247D106 $569 43,549 SH DEFINED 1,6,5 43,549 0 0 GEOEYE INC COM 37250W108 $2,847 91,440 SH DEFINED 1,5 91,440 0 0 GEOEYE INC COM 37250W108 $1,700 54,600 SH DEFINED 1,2,5 54,600 0 0 GEOEYE INC COM 37250W108 $121 3,900 SH DEFINED 1,3,5 3,900 0 0 GEOEYE INC COM 37250W108 $4,041 129,780 SH DEFINED 1,4,5 129,780 0 0 GEOEYE INC COM 37250W108 $632 20,280 SH DEFINED 1,6,5 20,280 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $413 41,876 SH DEFINED 1,5 41,876 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $247 25,015 SH DEFINED 1,2,5 25,015 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $18 1,784 SH DEFINED 1,3,5 1,784 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $586 59,337 SH DEFINED 1,4,5 59,337 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $92 9,286 SH DEFINED 1,6,5 9,286 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 $2,414 242,892 SH DEFINED 1,5 242,892 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 $1,442 145,051 SH DEFINED 1,2,5 145,051 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 $103 10,352 SH DEFINED 1,3,5 10,352 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 $3,420 344,100 SH DEFINED 1,4,5 344,100 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 $535 53,854 SH DEFINED 1,6,5 53,854 0 0 GRACE W R & CO DEL NEW COM 38388F108 $4,491 213,464 SH DEFINED 1,5 213,464 0 0 GRACE W R & CO DEL NEW COM 38388F108 $2,682 127,471 SH DEFINED 1,2,5 127,471 0 0 GRACE W R & CO DEL NEW COM 38388F108 $192 9,102 SH DEFINED 1,3,5 9,102 0 0 GRACE W R & CO DEL NEW COM 38388F108 $6,367 302,628 SH DEFINED 1,4,5 302,628 0 0 GRACE W R & CO DEL NEW COM 38388F108 $996 47,335 SH DEFINED 1,6,5 47,335 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 $2,629 338,402 SH DEFINED 1,5 338,402 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 $1,570 202,101 SH DEFINED 1,2,5 202,101 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 $112 14,420 SH DEFINED 1,3,5 14,420 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 $3,723 479,145 SH DEFINED 1,4,5 479,145 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 $583 75,024 SH DEFINED 1,6,5 75,024 0 0 HEALTHSOUTH CORP COM NEW 421924309 $2,806 149,953 SH DEFINED 1,5 149,953 0 0 HEALTHSOUTH CORP COM NEW 421924309 $1,675 89,546 SH DEFINED 1,2,5 89,546 0 0 HEALTHSOUTH CORP COM NEW 421924309 $120 6,393 SH DEFINED 1,3,5 6,393 0 0 HEALTHSOUTH CORP COM NEW 421924309 $3,978 212,593 SH DEFINED 1,4,5 212,593 0 0 HEALTHSOUTH CORP COM NEW 421924309 $622 33,251 SH DEFINED 1,6,5 33,251 0 0 HOLOGIC INC COM 436440101 $1,960 140,737 SH DEFINED 1,5 140,737 0 0 HOLOGIC INC COM 436440101 $1,170 84,025 SH DEFINED 1,2,5 84,025 0 0 HOLOGIC INC COM 436440101 $84 6,001 SH DEFINED 1,3,5 6,001 0 0 HOLOGIC INC COM 436440101 $2,779 199,478 SH DEFINED 1,4,5 199,478 0 0 HOLOGIC INC COM 436440101 $435 31,205 SH DEFINED 1,6,5 31,205 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 $565 38,665 SH DEFINED 1,5 38,665 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 $337 23,082 SH DEFINED 1,2,5 23,082 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 $24 1,650 SH DEFINED 1,3,5 1,650 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 $801 54,849 SH DEFINED 1,4,5 54,849 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 $125 8,574 SH DEFINED 1,6,5 8,574 0 0 HUNT J B TRANS SVCS INC COM 445658107 $1,021 31,263 SH DEFINED 1,5 31,263 0 0 HUNT J B TRANS SVCS INC COM 445658107 $610 18,682 SH DEFINED 1,2,5 18,682 0 0 HUNT J B TRANS SVCS INC COM 445658107 $43 1,331 SH DEFINED 1,3,5 1,331 0 0 HUNT J B TRANS SVCS INC COM 445658107 $1,443 44,163 SH DEFINED 1,4,5 44,163 0 0 HUNT J B TRANS SVCS INC COM 445658107 $226 6,930 SH DEFINED 1,6,5 6,930 0 0 ILLINOIS TOOL WKS INC COM 452308109 $22,495 544,946 SH DEFINED 1,5 544,946 0 0 ILLINOIS TOOL WKS INC COM 452308109 $13,090 317,097 SH DEFINED 1,2,5 317,097 0 0 ILLINOIS TOOL WKS INC COM 452308109 $934 22,624 SH DEFINED 1,3,5 22,624 0 0 ILLINOIS TOOL WKS INC COM 452308109 $31,037 751,855 SH DEFINED 1,4,5 751,855 0 0 ILLINOIS TOOL WKS INC COM 452308109 $4,859 117,715 SH DEFINED 1,6,5 117,715 0 0 INGERSOLL-RAND PLC SHS G47791101 $3,688 106,925 SH DEFINED 1,5 106,925 0 0 INGERSOLL-RAND PLC SHS G47791101 $2,203 63,875 SH DEFINED 1,2,5 63,875 0 0 INGERSOLL-RAND PLC SHS G47791101 $157 4,550 SH DEFINED 1,3,5 4,550 0 0 INGERSOLL-RAND PLC SHS G47791101 $5,206 150,955 SH DEFINED 1,4,5 150,955 0 0 INGERSOLL-RAND PLC SHS G47791101 $817 23,695 SH DEFINED 1,6,5 23,695 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $1,772 358,022 SH DEFINED 1,5 358,022 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $742 149,893 SH DEFINED 1,2,5 149,893 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $53 10,705 SH DEFINED 1,3,5 10,705 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $1,763 356,160 SH DEFINED 1,4,5 356,160 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 $276 55,670 SH DEFINED 1,6,5 55,670 0 0 INTL PAPER CO COM 460146103 $5,425 239,719 SH DEFINED 1,5 239,719 0 0 INTL PAPER CO COM 460146103 $3,240 143,174 SH DEFINED 1,2,5 143,174 0 0 INTL PAPER CO COM 460146103 $231 10,209 SH DEFINED 1,3,5 10,209 0 0 INTL PAPER CO COM 460146103 $7,668 338,827 SH DEFINED 1,4,5 338,827 0 0 INTL PAPER CO COM 460146103 $1,202 53,130 SH DEFINED 1,6,5 53,130 0 0 ISHARES TR INDEX RUSSELL 2000 464287655 $414 6,768 SH DEFINED 1,5 6,768 0 0 JARDEN CORP COM 471109108 $2,650 98,628 SH DEFINED 1,5 98,628 0 0 JARDEN CORP COM 471109108 $1,583 58,895 SH DEFINED 1,2,5 58,895 0 0 JARDEN CORP COM 471109108 $113 4,210 SH DEFINED 1,3,5 4,210 0 0 JARDEN CORP COM 471109108 $3,761 139,981 SH DEFINED 1,4,5 139,981 0 0 JARDEN CORP COM 471109108 $588 21,872 SH DEFINED 1,6,5 21,872 0 0 JO-ANN STORES INC COM 47758P307 $672 17,910 SH DEFINED 1,5 17,910 0 0 JO-ANN STORES INC COM 47758P307 $402 10,711 SH DEFINED 1,2,5 10,711 0 0 JO-ANN STORES INC COM 47758P307 $29 761 SH DEFINED 1,3,5 761 0 0 JO-ANN STORES INC COM 47758P307 $951 25,347 SH DEFINED 1,4,5 25,347 0 0 JO-ANN STORES INC COM 47758P307 $149 3,971 SH DEFINED 1,6,5 3,971 0 0 JPMORGAN CHASE & CO COM 46625H100 $9,100 248,565 SH DEFINED 1,5 248,565 0 0 JPMORGAN CHASE & CO COM 46625H100 $5,434 148,429 SH DEFINED 1,2,5 148,429 0 0 JPMORGAN CHASE & CO COM 46625H100 $388 10,599 SH DEFINED 1,3,5 10,599 0 0 JPMORGAN CHASE & CO COM 46625H100 $12,907 352,552 SH DEFINED 1,4,5 352,552 0 0 JPMORGAN CHASE & CO COM 46625H100 $2,018 55,123 SH DEFINED 1,6,5 55,123 0 0 KEY ENERGY SVCS INC COM 492914106 $2,496 271,882 SH DEFINED 1,5 271,882 0 0 KEY ENERGY SVCS INC COM 492914106 $1,490 162,344 SH DEFINED 1,2,5 162,344 0 0 KEY ENERGY SVCS INC COM 492914106 $106 11,596 SH DEFINED 1,3,5 11,596 0 0 KEY ENERGY SVCS INC COM 492914106 $3,542 385,879 SH DEFINED 1,4,5 385,879 0 0 KEY ENERGY SVCS INC COM 492914106 $554 60,299 SH DEFINED 1,6,5 60,299 0 0 KIMBERLY CLARK CORP COM 494368103 $6,793 112,034 SH DEFINED 1,5 112,034 0 0 KIMBERLY CLARK CORP COM 494368103 $4,056 66,903 SH DEFINED 1,2,5 66,903 0 0 KIMBERLY CLARK CORP COM 494368103 $290 4,777 SH DEFINED 1,3,5 4,777 0 0 KIMBERLY CLARK CORP COM 494368103 $9,634 158,901 SH DEFINED 1,4,5 158,901 0 0 KIMBERLY CLARK CORP COM 494368103 $1,506 24,846 SH DEFINED 1,6,5 24,846 0 0 KOHLS CORP COM 500255104 $9,167 192,991 SH DEFINED 1,5 192,991 0 0 KOHLS CORP COM 500255104 $5,476 115,276 SH DEFINED 1,2,5 115,276 0 0 KOHLS CORP COM 500255104 $390 8,221 SH DEFINED 1,3,5 8,221 0 0 KOHLS CORP COM 500255104 $12,975 273,153 SH DEFINED 1,4,5 273,153 0 0 KOHLS CORP COM 500255104 $2,032 42,788 SH DEFINED 1,6,5 42,788 0 0 KULICKE & SOFFA INDS INC COM 501242101 $583 83,045 SH DEFINED 1,5 83,045 0 0 KULICKE & SOFFA INDS INC COM 501242101 $348 49,577 SH DEFINED 1,2,5 49,577 0 0 KULICKE & SOFFA INDS INC COM 501242101 $25 3,543 SH DEFINED 1,3,5 3,543 0 0 KULICKE & SOFFA INDS INC COM 501242101 $827 117,814 SH DEFINED 1,4,5 117,814 0 0 KULICKE & SOFFA INDS INC COM 501242101 $129 18,414 SH DEFINED 1,6,5 18,414 0 0 LIMITED BRANDS INC COM 532716107 $3,472 157,312 SH DEFINED 1,5 157,312 0 0 LIMITED BRANDS INC COM 532716107 $2,073 93,941 SH DEFINED 1,2,5 93,941 0 0 LIMITED BRANDS INC COM 532716107 $148 6,707 SH DEFINED 1,3,5 6,707 0 0 LIMITED BRANDS INC COM 532716107 $4,922 223,033 SH DEFINED 1,4,5 223,033 0 0 LIMITED BRANDS INC COM 532716107 $770 34,884 SH DEFINED 1,6,5 34,884 0 0 MARATHON OIL CORP COM 565849106 $4,366 140,431 SH DEFINED 1,5 140,431 0 0 MARATHON OIL CORP COM 565849106 $2,608 83,884 SH DEFINED 1,2,5 83,884 0 0 MARATHON OIL CORP COM 565849106 $186 5,980 SH DEFINED 1,3,5 5,980 0 0 MARATHON OIL CORP COM 565849106 $6,174 198,575 SH DEFINED 1,4,5 198,575 0 0 MARATHON OIL CORP COM 565849106 $968 31,130 SH DEFINED 1,6,5 31,130 0 0 MARRIOTT INTL INC NEW CL A 571903202 $3,831 127,967 SH DEFINED 1,5 127,967 0 0 MARRIOTT INTL INC NEW CL A 571903202 $2,288 76,414 SH DEFINED 1,2,5 76,414 0 0 MARRIOTT INTL INC NEW CL A 571903202 $163 5,457 SH DEFINED 1,3,5 5,457 0 0 MARRIOTT INTL INC NEW CL A 571903202 $5,434 181,481 SH DEFINED 1,4,5 181,481 0 0 MARRIOTT INTL INC NEW CL A 571903202 $850 28,377 SH DEFINED 1,6,5 28,377 0 0 MASCO CORP NOTE 7/2 574599BB1 $957 1,923,000 SH DEFINED 1,5 1,923,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $662 1,330,000 SH DEFINED 1,2,5 1,330,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $70 140,000 SH DEFINED 1,3,5 140,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $1,957 3,933,000 SH DEFINED 1,4,5 3,933,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $335 674,000 SH DEFINED 1,6,5 674,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 $1,197 1,237,000 SH DEFINED 1,5 1,237,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 $1,853 1,914,000 SH DEFINED 1,2,5 1,914,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 $273 282,000 SH DEFINED 1,3,5 282,000 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 $5,484 5,665,000 SH DEFINED 1,4,5 5,665,000 0 0 METALS USA HLDGS CORP COM 59132A104 $442 29,533 SH DEFINED 1,5 29,533 0 0 METALS USA HLDGS CORP COM 59132A104 $263 17,620 SH DEFINED 1,2,5 17,620 0 0 METALS USA HLDGS CORP COM 59132A104 $19 1,262 SH DEFINED 1,3,5 1,262 0 0 METALS USA HLDGS CORP COM 59132A104 $625 41,828 SH DEFINED 1,4,5 41,828 0 0 METALS USA HLDGS CORP COM 59132A104 $98 6,546 SH DEFINED 1,6,5 6,546 0 0 MGIC INVT CORP WIS COM 552848103 $3,674 533,286 SH DEFINED 1,5 533,286 0 0 MGIC INVT CORP WIS COM 552848103 $2,013 292,163 SH DEFINED 1,2,5 292,163 0 0 MGIC INVT CORP WIS COM 552848103 $144 20,867 SH DEFINED 1,3,5 20,867 0 0 MGIC INVT CORP WIS COM 552848103 $4,784 694,325 SH DEFINED 1,4,5 694,325 0 0 MGIC INVT CORP WIS COM 552848103 $748 108,514 SH DEFINED 1,6,5 108,514 0 0 MICROSOFT CORP COM 594918104 $2,006 87,164 SH DEFINED 1,5 87,164 0 0 MICROSOFT CORP COM 594918104 $1,198 52,054 SH DEFINED 1,2,5 52,054 0 0 MICROSOFT CORP COM 594918104 $85 3,714 SH DEFINED 1,3,5 3,714 0 0 MICROSOFT CORP COM 594918104 $2,841 123,478 SH DEFINED 1,4,5 123,478 0 0 MICROSOFT CORP COM 594918104 $445 19,326 SH DEFINED 1,6,5 19,326 0 0 MOLSON COORS BREWING CO CL B 60871R209 $2,582 60,959 SH DEFINED 1,5 60,959 0 0 MOLSON COORS BREWING CO CL B 60871R209 $1,542 36,401 SH DEFINED 1,2,5 36,401 0 0 MOLSON COORS BREWING CO CL B 60871R209 $110 2,600 SH DEFINED 1,3,5 2,600 0 0 MOLSON COORS BREWING CO CL B 60871R209 $3,665 86,520 SH DEFINED 1,4,5 86,520 0 0 MOLSON COORS BREWING CO CL B 60871R209 $573 13,520 SH DEFINED 1,6,5 13,520 0 0 MOSAIC CO COM 61945A107 $1,291 33,121 SH DEFINED 1,5 33,121 0 0 MOSAIC CO COM 61945A107 $771 19,779 SH DEFINED 1,2,5 19,779 0 0 MOSAIC CO COM 61945A107 $55 1,411 SH DEFINED 1,3,5 1,411 0 0 MOSAIC CO COM 61945A107 $1,826 46,848 SH DEFINED 1,4,5 46,848 0 0 MOSAIC CO COM 61945A107 $286 7,341 SH DEFINED 1,6,5 7,341 0 0 NASDAQ OMX GROUP INC COM 631103108 $4,344 244,303 SH DEFINED 1,5 244,303 0 0 NASDAQ OMX GROUP INC COM 631103108 $2,594 145,900 SH DEFINED 1,2,5 145,900 0 0 NASDAQ OMX GROUP INC COM 631103108 $185 10,411 SH DEFINED 1,3,5 10,411 0 0 NASDAQ OMX GROUP INC COM 631103108 $6,153 346,043 SH DEFINED 1,4,5 346,043 0 0 NASDAQ OMX GROUP INC COM 631103108 $963 54,166 SH DEFINED 1,6,5 54,166 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 $1,134 1,192,000 SH DEFINED 1,5 1,192,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 $1,582 1,663,000 SH DEFINED 1,2,5 1,663,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 $129 136,000 SH DEFINED 1,3,5 136,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 $4,081 4,290,000 SH DEFINED 1,4,5 4,290,000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 $684 719,000 SH DEFINED 1,6,5 719,000 0 0 NETEASE COM INC SPONSORED ADR 64110W102 $3,331 105,031 SH DEFINED 1,5 105,031 0 0 NETEASE COM INC SPONSORED ADR 64110W102 $1,990 62,755 SH DEFINED 1,2,5 62,755 0 0 NETEASE COM INC SPONSORED ADR 64110W102 $142 4,469 SH DEFINED 1,3,5 4,469 0 0 NETEASE COM INC SPONSORED ADR 64110W102 $4,704 148,340 SH DEFINED 1,4,5 148,340 0 0 NETEASE COM INC SPONSORED ADR 64110W102 $738 23,280 SH DEFINED 1,6,5 23,280 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $9,235 9,798,000 SH DEFINED 1,5 9,798,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $223 237,000 SH DEFINED 1,2,5 237,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $24 25,000 SH DEFINED 1,3,5 25,000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $113 120,000 SH DEFINED 1,6,5 120,000 0 0 NORANDA ALUM HLDG CORP COM 65542W107 $1,171 182,095 SH DEFINED 1,5 182,095 0 0 NORANDA ALUM HLDG CORP COM 65542W107 $699 108,731 SH DEFINED 1,2,5 108,731 0 0 NORANDA ALUM HLDG CORP COM 65542W107 $50 7,767 SH DEFINED 1,3,5 7,767 0 0 NORANDA ALUM HLDG CORP COM 65542W107 $1,662 258,446 SH DEFINED 1,4,5 258,446 0 0 NORANDA ALUM HLDG CORP COM 65542W107 $260 40,386 SH DEFINED 1,6,5 40,386 0 0 NORDSTROM INC COM 655664100 $5,988 186,011 SH DEFINED 1,5 186,011 0 0 NORDSTROM INC COM 655664100 $3,576 111,099 SH DEFINED 1,2,5 111,099 0 0 NORDSTROM INC COM 655664100 $255 7,927 SH DEFINED 1,3,5 7,927 0 0 NORDSTROM INC COM 655664100 $8,483 263,530 SH DEFINED 1,4,5 263,530 0 0 NORDSTROM INC COM 655664100 $1,328 41,248 SH DEFINED 1,6,5 41,248 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 $1,968 25,512 SH DEFINED 1,5 25,512 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 $1,175 15,230 SH DEFINED 1,2,5 15,230 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 $84 1,088 SH DEFINED 1,3,5 1,088 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 $2,792 36,190 SH DEFINED 1,4,5 36,190 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 $436 5,657 SH DEFINED 1,6,5 5,657 0 0 OCWEN FINL CORP COM NEW 675746309 $434 42,631 SH DEFINED 1,5 42,631 0 0 OCWEN FINL CORP COM NEW 675746309 $259 25,456 SH DEFINED 1,2,5 25,456 0 0 OCWEN FINL CORP COM NEW 675746309 $19 1,818 SH DEFINED 1,3,5 1,818 0 0 OCWEN FINL CORP COM NEW 675746309 $617 60,506 SH DEFINED 1,4,5 60,506 0 0 OCWEN FINL CORP COM NEW 675746309 $96 9,455 SH DEFINED 1,6,5 9,455 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $805 863,000 SH DEFINED 1,5 863,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $1,090 1,169,000 SH DEFINED 1,2,5 1,169,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $160 172,000 SH DEFINED 1,3,5 172,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $3,222 3,455,000 SH DEFINED 1,4,5 3,455,000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $656 703,000 SH DEFINED 1,6,5 703,000 0 0 OWENS ILL INC COM NEW 690768403 $1,809 68,399 SH DEFINED 1,5 68,399 0 0 OWENS ILL INC COM NEW 690768403 $1,081 40,862 SH DEFINED 1,2,5 40,862 0 0 OWENS ILL INC COM NEW 690768403 $77 2,911 SH DEFINED 1,3,5 2,911 0 0 OWENS ILL INC COM NEW 690768403 $2,554 96,570 SH DEFINED 1,4,5 96,570 0 0 OWENS ILL INC COM NEW 690768403 $401 15,158 SH DEFINED 1,6,5 15,158 0 0 PACTIV CORP COM 695257105 $1,231 44,192 SH DEFINED 1,5 44,192 0 0 PACTIV CORP COM 695257105 $735 26,400 SH DEFINED 1,2,5 26,400 0 0 PACTIV CORP COM 695257105 $52 1,880 SH DEFINED 1,3,5 1,880 0 0 PACTIV CORP COM 695257105 $1,738 62,397 SH DEFINED 1,4,5 62,397 0 0 PACTIV CORP COM 695257105 $273 9,794 SH DEFINED 1,6,5 9,794 0 0 PANTRY INC COM 698657103 $1,290 91,457 SH DEFINED 1,5 91,457 0 0 PANTRY INC COM 698657103 $771 54,613 SH DEFINED 1,2,5 54,613 0 0 PANTRY INC COM 698657103 $55 3,900 SH DEFINED 1,3,5 3,900 0 0 PANTRY INC COM 698657103 $1,831 129,747 SH DEFINED 1,4,5 129,747 0 0 PANTRY INC COM 698657103 $286 20,283 SH DEFINED 1,6,5 20,283 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 $401 433,000 SH DEFINED 1,5 433,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 $500 540,000 SH DEFINED 1,2,5 540,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 $43 47,000 SH DEFINED 1,3,5 47,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 $1,371 1,482,000 SH DEFINED 1,4,5 1,482,000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 $229 248,000 SH DEFINED 1,6,5 248,000 0 0 PETROHAWK ENERGY CORP COM 716495106 $3,481 205,130 SH DEFINED 1,5 205,130 0 0 PETROHAWK ENERGY CORP COM 716495106 $2,079 122,486 SH DEFINED 1,2,5 122,486 0 0 PETROHAWK ENERGY CORP COM 716495106 $148 8,749 SH DEFINED 1,3,5 8,749 0 0 PETROHAWK ENERGY CORP COM 716495106 $4,941 291,140 SH DEFINED 1,4,5 291,140 0 0 PETROHAWK ENERGY CORP COM 716495106 $772 45,495 SH DEFINED 1,6,5 45,495 0 0 PFIZER INC COM 717081103 $16,564 1,161,557 SH DEFINED 1,5 1,161,557 0 0 PFIZER INC COM 717081103 $4,009 281,168 SH DEFINED 1,2,5 281,168 0 0 PFIZER INC COM 717081103 $286 20,040 SH DEFINED 1,3,5 20,040 0 0 PFIZER INC COM 717081103 $1,488 104,329 SH DEFINED 1,6,5 104,329 0 0 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 $1,044 1,027,000 SH DEFINED 1,5 1,027,000 0 0 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 $792 779,000 SH DEFINED 1,2,5 779,000 0 0 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 $59 58,000 SH DEFINED 1,3,5 58,000 0 0 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 $1,860 1,830,000 SH DEFINED 1,4,5 1,830,000 0 0 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 $311 306,000 SH DEFINED 1,6,5 306,000 0 0 PITNEY BOWES INC COM 724479100 $8,096 368,663 SH DEFINED 1,5 368,663 0 0 PITNEY BOWES INC COM 724479100 $4,835 220,159 SH DEFINED 1,2,5 220,159 0 0 PITNEY BOWES INC COM 724479100 $345 15,715 SH DEFINED 1,3,5 15,715 0 0 PITNEY BOWES INC COM 724479100 $11,476 522,577 SH DEFINED 1,4,5 522,577 0 0 PITNEY BOWES INC COM 724479100 $1,795 81,747 SH DEFINED 1,6,5 81,747 0 0 PSS WORLD MED INC COM 69366A100 $840 39,715 SH DEFINED 1,5 39,715 0 0 PSS WORLD MED INC COM 69366A100 $502 23,725 SH DEFINED 1,2,5 23,725 0 0 PSS WORLD MED INC COM 69366A100 $36 1,690 SH DEFINED 1,3,5 1,690 0 0 PSS WORLD MED INC COM 69366A100 $1,186 56,069 SH DEFINED 1,4,5 56,069 0 0 PSS WORLD MED INC COM 69366A100 $186 8,801 SH DEFINED 1,6,5 8,801 0 0 QLOGIC CORP COM 747277101 $1,268 76,323 SH DEFINED 1,5 76,323 0 0 QLOGIC CORP COM 747277101 $758 45,587 SH DEFINED 1,2,5 45,587 0 0 QLOGIC CORP COM 747277101 $54 3,250 SH DEFINED 1,3,5 3,250 0 0 QLOGIC CORP COM 747277101 $1,794 107,922 SH DEFINED 1,4,5 107,922 0 0 QLOGIC CORP COM 747277101 $281 16,918 SH DEFINED 1,6,5 16,918 0 0 RADIAN GROUP INC COM 750236101 $1,998 275,987 SH DEFINED 1,5 275,987 0 0 RADIAN GROUP INC COM 750236101 $1,193 164,799 SH DEFINED 1,2,5 164,799 0 0 RADIAN GROUP INC COM 750236101 $85 11,771 SH DEFINED 1,3,5 11,771 0 0 RADIAN GROUP INC COM 750236101 $2,836 391,708 SH DEFINED 1,4,5 391,708 0 0 RADIAN GROUP INC COM 750236101 $443 61,210 SH DEFINED 1,6,5 61,210 0 0 RALCORP HLDGS INC NEW COM 751028101 $2,555 46,621 SH DEFINED 1,5 46,621 0 0 RALCORP HLDGS INC NEW COM 751028101 $1,526 27,840 SH DEFINED 1,2,5 27,840 0 0 RALCORP HLDGS INC NEW COM 751028101 $109 1,988 SH DEFINED 1,3,5 1,988 0 0 RALCORP HLDGS INC NEW COM 751028101 $3,623 66,115 SH DEFINED 1,4,5 66,115 0 0 RALCORP HLDGS INC NEW COM 751028101 $567 10,338 SH DEFINED 1,6,5 10,338 0 0 REGAL BELOIT CORP COM 758750103 $2,609 46,774 SH DEFINED 1,5 46,774 0 0 REGAL BELOIT CORP COM 758750103 $1,559 27,958 SH DEFINED 1,2,5 27,958 0 0 REGAL BELOIT CORP COM 758750103 $111 1,989 SH DEFINED 1,3,5 1,989 0 0 REGAL BELOIT CORP COM 758750103 $3,688 66,111 SH DEFINED 1,4,5 66,111 0 0 REGAL BELOIT CORP COM 758750103 $578 10,368 SH DEFINED 1,6,5 10,368 0 0 REPUBLIC SVCS INC COM 760759100 $1,940 65,248 SH DEFINED 1,5 65,248 0 0 REPUBLIC SVCS INC COM 760759100 $1,158 38,961 SH DEFINED 1,2,5 38,961 0 0 REPUBLIC SVCS INC COM 760759100 $83 2,783 SH DEFINED 1,3,5 2,783 0 0 REPUBLIC SVCS INC COM 760759100 $2,753 92,606 SH DEFINED 1,4,5 92,606 0 0 REPUBLIC SVCS INC COM 760759100 $430 14,472 SH DEFINED 1,6,5 14,472 0 0 RYLAND GROUP INC COM 783764103 $1,292 81,697 SH DEFINED 1,5 81,697 0 0 RYLAND GROUP INC COM 783764103 $772 48,784 SH DEFINED 1,2,5 48,784 0 0 RYLAND GROUP INC COM 783764103 $55 3,484 SH DEFINED 1,3,5 3,484 0 0 RYLAND GROUP INC COM 783764103 $1,834 115,916 SH DEFINED 1,4,5 115,916 0 0 RYLAND GROUP INC COM 783764103 $287 18,119 SH DEFINED 1,6,5 18,119 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 $724 744,000 SH DEFINED 1,5 744,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 $1,058 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 $3,129 3,213,000 SH DEFINED 1,4,5 3,213,000 0 0 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 $537 551,000 SH DEFINED 1,6,5 551,000 0 0 SANDRIDGE ENERGY INC COM 80007P307 $1,079 185,134 SH DEFINED 1,5 185,134 0 0 SANDRIDGE ENERGY INC COM 80007P307 $644 110,547 SH DEFINED 1,2,5 110,547 0 0 SANDRIDGE ENERGY INC COM 80007P307 $46 7,896 SH DEFINED 1,3,5 7,896 0 0 SANDRIDGE ENERGY INC COM 80007P307 $1,532 262,760 SH DEFINED 1,4,5 262,760 0 0 SANDRIDGE ENERGY INC COM 80007P307 $239 41,060 SH DEFINED 1,6,5 41,060 0 0 SEADRILL LIMITED SHS G7945E105 $2,510 137,316 SH DEFINED 1,5 137,316 0 0 SEADRILL LIMITED SHS G7945E105 $1,499 82,013 SH DEFINED 1,2,5 82,013 0 0 SEADRILL LIMITED SHS G7945E105 $107 5,850 SH DEFINED 1,3,5 5,850 0 0 SEADRILL LIMITED SHS G7945E105 $3,553 194,378 SH DEFINED 1,4,5 194,378 0 0 SEADRILL LIMITED SHS G7945E105 $556 30,443 SH DEFINED 1,6,5 30,443 0 0 SEAGATE TECHNOLOGY SHS G7945J104 $981 75,258 SH DEFINED 1,5 75,258 0 0 SEAGATE TECHNOLOGY SHS G7945J104 $527 40,402 SH DEFINED 1,2,5 40,402 0 0 SEAGATE TECHNOLOGY SHS G7945J104 $38 2,887 SH DEFINED 1,3,5 2,887 0 0 SEAGATE TECHNOLOGY SHS G7945J104 $1,252 96,030 SH DEFINED 1,4,5 96,030 0 0 SEAGATE TECHNOLOGY SHS G7945J104 $196 15,006 SH DEFINED 1,6,5 15,006 0 0 SELECT MED HLDGS CORP COM 81619Q105 $1,168 172,251 SH DEFINED 1,5 172,251 0 0 SELECT MED HLDGS CORP COM 81619Q105 $697 102,858 SH DEFINED 1,2,5 102,858 0 0 SELECT MED HLDGS CORP COM 81619Q105 $50 7,346 SH DEFINED 1,3,5 7,346 0 0 SELECT MED HLDGS CORP COM 81619Q105 $1,656 244,248 SH DEFINED 1,4,5 244,248 0 0 SELECT MED HLDGS CORP COM 81619Q105 $259 38,197 SH DEFINED 1,6,5 38,197 0 0 SERVICE CORP INTL COM 817565104 $2,482 335,438 SH DEFINED 1,5 335,438 0 0 SERVICE CORP INTL COM 817565104 $1,482 200,301 SH DEFINED 1,2,5 200,301 0 0 SERVICE CORP INTL COM 817565104 $106 14,303 SH DEFINED 1,3,5 14,303 0 0 SERVICE CORP INTL COM 817565104 $3,519 475,576 SH DEFINED 1,4,5 475,576 0 0 SERVICE CORP INTL COM 817565104 $550 74,382 SH DEFINED 1,6,5 74,382 0 0 SIGNET JEWELERS LIMITED SHS G81276100 $4,039 146,871 SH DEFINED 1,5 146,871 0 0 SIGNET JEWELERS LIMITED SHS G81276100 $2,412 87,723 SH DEFINED 1,2,5 87,723 0 0 SIGNET JEWELERS LIMITED SHS G81276100 $172 6,262 SH DEFINED 1,3,5 6,262 0 0 SIGNET JEWELERS LIMITED SHS G81276100 $5,725 208,197 SH DEFINED 1,4,5 208,197 0 0 SIGNET JEWELERS LIMITED SHS G81276100 $896 32,586 SH DEFINED 1,6,5 32,586 0 0 SOLUTIA INC COM NEW 834376501 $5,825 444,683 SH DEFINED 1,5 444,683 0 0 SOLUTIA INC COM NEW 834376501 $3,009 229,702 SH DEFINED 1,2,5 229,702 0 0 SOLUTIA INC COM NEW 834376501 $215 16,408 SH DEFINED 1,3,5 16,408 0 0 SOLUTIA INC COM NEW 834376501 $7,152 545,981 SH DEFINED 1,4,5 545,981 0 0 SOLUTIA INC COM NEW 834376501 $1,118 85,317 SH DEFINED 1,6,5 85,317 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 $1,179 137,723 SH DEFINED 1,5 137,723 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 $704 82,238 SH DEFINED 1,2,5 82,238 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 $50 5,873 SH DEFINED 1,3,5 5,873 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 $1,672 195,324 SH DEFINED 1,4,5 195,324 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 $261 30,542 SH DEFINED 1,6,5 30,542 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $6,421 336,879 SH DEFINED 1,5 336,879 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $3,834 201,175 SH DEFINED 1,2,5 201,175 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $274 14,362 SH DEFINED 1,3,5 14,362 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $9,104 477,658 SH DEFINED 1,4,5 477,658 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $1,424 74,704 SH DEFINED 1,6,5 74,704 0 0 STANLEY BLACK & DECKER INC COM 854502101 $3,277 64,861 SH DEFINED 1,5 64,861 0 0 STANLEY BLACK & DECKER INC COM 854502101 $1,957 38,746 SH DEFINED 1,2,5 38,746 0 0 STANLEY BLACK & DECKER INC COM 854502101 $140 2,767 SH DEFINED 1,3,5 2,767 0 0 STANLEY BLACK & DECKER INC COM 854502101 $4,645 91,938 SH DEFINED 1,4,5 91,938 0 0 STANLEY BLACK & DECKER INC COM 854502101 $727 14,384 SH DEFINED 1,6,5 14,384 0 0 STATE STR CORP COM 857477103 $2,072 61,279 SH DEFINED 1,5 61,279 0 0 STATE STR CORP COM 857477103 $1,238 36,591 SH DEFINED 1,2,5 36,591 0 0 STATE STR CORP COM 857477103 $88 2,613 SH DEFINED 1,3,5 2,613 0 0 STATE STR CORP COM 857477103 $2,941 86,950 SH DEFINED 1,4,5 86,950 0 0 STATE STR CORP COM 857477103 $460 13,590 SH DEFINED 1,6,5 13,590 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $3,098 3,141,435 SH DEFINED 1,5 3,141,435 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $5,289 5,362,904 SH DEFINED 1,2,5 5,362,904 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $692 702,032 SH DEFINED 1,3,5 702,032 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $14,938 15,145,871 SH DEFINED 1,4,5 15,145,871 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $2,118 2,147,758 SH DEFINED 1,6,5 2,147,758 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $2,054 2,409,000 SH DEFINED 1,5 2,409,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $1,323 1,552,000 SH DEFINED 1,2,5 1,552,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $140 164,000 SH DEFINED 1,3,5 164,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $3,912 4,589,000 SH DEFINED 1,4,5 4,589,000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $670 786,000 SH DEFINED 1,6,5 786,000 0 0 SYMANTEC CORP COM 871503108 $3,413 245,858 SH DEFINED 1,5 245,858 0 0 SYMANTEC CORP COM 871503108 $2,038 146,826 SH DEFINED 1,2,5 146,826 0 0 SYMANTEC CORP COM 871503108 $145 10,479 SH DEFINED 1,3,5 10,479 0 0 SYMANTEC CORP COM 871503108 $4,835 348,372 SH DEFINED 1,4,5 348,372 0 0 SYMANTEC CORP COM 871503108 $757 54,514 SH DEFINED 1,6,5 54,514 0 0 SYNOPSYS INC COM 871607107 $944 45,256 SH DEFINED 1,5 45,256 0 0 SYNOPSYS INC COM 871607107 $564 27,023 SH DEFINED 1,2,5 27,023 0 0 SYNOPSYS INC COM 871607107 $40 1,930 SH DEFINED 1,3,5 1,930 0 0 SYNOPSYS INC COM 871607107 $1,341 64,231 SH DEFINED 1,4,5 64,231 0 0 SYNOPSYS INC COM 871607107 $209 10,037 SH DEFINED 1,6,5 10,037 0 0 TENET HEALTHCARE CORP COM 88033G100 $2,718 626,282 SH DEFINED 1,5 626,282 0 0 TENET HEALTHCARE CORP COM 88033G100 $673 155,125 SH DEFINED 1,2,5 155,125 0 0 TENET HEALTHCARE CORP COM 88033G100 $48 11,049 SH DEFINED 1,3,5 11,049 0 0 TENET HEALTHCARE CORP COM 88033G100 $250 57,544 SH DEFINED 1,6,5 57,544 0 0 TEREX CORP NEW COM 880779103 $3,006 160,392 SH DEFINED 1,5 160,392 0 0 TEREX CORP NEW COM 880779103 $1,796 95,813 SH DEFINED 1,2,5 95,813 0 0 TEREX CORP NEW COM 880779103 $128 6,825 SH DEFINED 1,3,5 6,825 0 0 TEREX CORP NEW COM 880779103 $4,243 226,425 SH DEFINED 1,4,5 226,425 0 0 TEREX CORP NEW COM 880779103 $666 35,545 SH DEFINED 1,6,5 35,545 0 0 TEXTRON INC COM 883203101 $2,359 138,986 SH DEFINED 1,5 138,986 0 0 TEXTRON INC COM 883203101 $584 34,425 SH DEFINED 1,2,5 34,425 0 0 TEXTRON INC COM 883203101 $42 2,451 SH DEFINED 1,3,5 2,451 0 0 TEXTRON INC COM 883203101 $217 12,770 SH DEFINED 1,6,5 12,770 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $1,458 459,974 SH DEFINED 1,5 459,974 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $871 274,659 SH DEFINED 1,2,5 274,659 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $62 19,618 SH DEFINED 1,3,5 19,618 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $2,069 652,839 SH DEFINED 1,4,5 652,839 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $323 102,016 SH DEFINED 1,6,5 102,016 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $1,474 1,529,000 SH DEFINED 1,5 1,529,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $2,058 2,135,000 SH DEFINED 1,2,5 2,135,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $146 152,000 SH DEFINED 1,3,5 152,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $4,708 4,885,000 SH DEFINED 1,4,5 4,885,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $770 799,000 SH DEFINED 1,6,5 799,000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $2,547 72,305 SH DEFINED 1,5 72,305 0 0 TYCO INTERNATIONAL LTD 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$1,042 81,044 SH DEFINED 1,2,5 81,044 0 0 WORTHINGTON INDS INC COM 981811102 $74 5,789 SH DEFINED 1,3,5 5,789 0 0 WORTHINGTON INDS INC COM 981811102 $2,476 192,565 SH DEFINED 1,4,5 192,565 0 0 WORTHINGTON INDS INC COM 981811102 $387 30,100 SH DEFINED 1,6,5 30,100 0 0 XEROX CORP COM 984121103 $6,218 773,399 SH DEFINED 1,5 773,399 0 0 XEROX CORP COM 984121103 $3,714 461,930 SH DEFINED 1,2,5 461,930 0 0 XEROX CORP COM 984121103 $265 32,941 SH DEFINED 1,3,5 32,941 0 0 XEROX CORP COM 984121103 $8,798 1,094,239 SH DEFINED 1,4,5 1,094,239 0 0 XEROX CORP COM 984121103 $1,378 171,445 SH DEFINED 1,6,5 171,445 0 0 YAHOO INC COM 984332106 $6,566 474,414 SH DEFINED 1,5 474,414 0 0 YAHOO INC COM 984332106 $3,921 283,311 SH DEFINED 1,2,5 283,311 0 0 YAHOO INC COM 984332106 $280 20,234 SH DEFINED 1,3,5 20,234 0 0 YAHOO INC COM 984332106 $9,311 672,734 SH DEFINED 1,4,5 672,734 0 0 YAHOO INC COM 984332106 $1,457 105,254 SH DEFINED 1,6,5 105,254 0 0 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 $489 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