-----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, FNvGmAbSpWZ1U9lVdVwPP6aN/5KJoFETiU0MW0uSv1sbxdYSKu1ioYIKKMdV2Kgp JwD/m5EhuN+y5Ft9F16MHw== 0001405086-10-000280.txt : 20101112 0001405086-10-000280.hdr.sgml : 20101111 20101112163740 ACCESSION NUMBER: 0001405086-10-000280 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 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: 101187247 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: September 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 November 11, 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: 728 Form 13F Information Table Value Total: $1,713,058 (in thousands) List of Other Included Managers: No. 1 Form 13F File Number: 028-11218 Name: Ascend Capital Limited Partnership No. 2 Form 13F File Number: 028-11221 Name: Ascend Partners Fund II LP No. 3 Form 13F File Number: 028-11220 Name: Ascend Partners Fund I, Ltd. No. 4 Form 13F File Number: 028-11219 Name: Ascend Partners Fund II, Ltd. No. 5 Form 13F File Number: 028-11223 Name: Malcolm P. Fairbairn No. 6 Form 13F File Number: 028-12400 Name: Ascend Partners Fund II BPO Ltd 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $110 94,000 SH DEFINED 1,5 94,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $215 184,000 SH DEFINED 1,2,5 184,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $32 27,000 SH DEFINED 1,3,5 27,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $637 546,000 SH DEFINED 1,4,5 546,000 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $131 112,000 SH DEFINED 1,6,5 112,000 0 0 AETNA INC NEW COM 00817Y108 $5,893 186,415 SH DEFINED 1,5 186,415 0 0 AETNA INC NEW COM 00817Y108 $4,081 129,106 SH DEFINED 1,2,5 129,106 0 0 AETNA INC NEW COM 00817Y108 $174 5,492 SH DEFINED 1,3,5 5,492 0 0 AETNA INC NEW COM 00817Y108 $9,270 293,277 SH DEFINED 1,4,5 293,277 0 0 AETNA INC NEW COM 00817Y108 $2,274 71,945 SH DEFINED 1,6,5 71,945 0 0 AIR PRODS & CHEMS INC COM 009158106 $3,025 36,525 SH DEFINED 1,5 36,525 0 0 AIR PRODS & CHEMS INC COM 009158106 $1,900 22,936 SH DEFINED 1,2,5 22,936 0 0 AIR PRODS & CHEMS INC COM 009158106 $81 980 SH DEFINED 1,3,5 980 0 0 AIR PRODS & CHEMS INC COM 009158106 $4,310 52,043 SH DEFINED 1,4,5 52,043 0 0 AIR PRODS & CHEMS INC COM 009158106 $1,042 12,577 SH DEFINED 1,6,5 12,577 0 0 ALBEMARLE CORP COM 012653101 $651 13,915 SH DEFINED 1,5 13,915 0 0 ALBEMARLE CORP COM 012653101 $451 9,637 SH DEFINED 1,2,5 9,637 0 0 ALBEMARLE CORP COM 012653101 $19 410 SH DEFINED 1,3,5 410 0 0 ALBEMARLE CORP COM 012653101 $1,025 21,893 SH DEFINED 1,4,5 21,893 0 0 ALBEMARLE CORP COM 012653101 $252 5,375 SH DEFINED 1,6,5 5,375 0 0 ALERE INC COM 01449J105 $3,942 127,459 SH DEFINED 1,5 127,459 0 0 ALERE INC COM 01449J105 $2,731 88,297 SH DEFINED 1,2,5 88,297 0 0 ALERE INC COM 01449J105 $116 3,766 SH DEFINED 1,3,5 3,766 0 0 ALERE INC COM 01449J105 $6,200 200,466 SH DEFINED 1,4,5 200,466 0 0 ALERE INC COM 01449J105 $1,536 49,674 SH DEFINED 1,6,5 49,674 0 0 ALKERMES INC COM 01642T108 $3,495 238,565 SH DEFINED 1,5 238,565 0 0 ALKERMES INC COM 01642T108 $2,421 165,231 SH DEFINED 1,2,5 165,231 0 0 ALKERMES INC COM 01642T108 $103 7,044 SH DEFINED 1,3,5 7,044 0 0 ALKERMES INC COM 01642T108 $5,496 375,122 SH DEFINED 1,4,5 375,122 0 0 ALKERMES INC COM 01642T108 $1,342 91,638 SH DEFINED 1,6,5 91,638 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 $2,796 42,837 SH DEFINED 1,5 42,837 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 $1,936 29,670 SH DEFINED 1,2,5 29,670 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 $82 1,262 SH DEFINED 1,3,5 1,262 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 $4,398 67,386 SH DEFINED 1,4,5 67,386 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 $1,080 16,545 SH DEFINED 1,6,5 16,545 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 $936 952,000 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 $2,767 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 APACHE CORP COM 037411105 $2,739 28,018 SH DEFINED 1,5 28,018 0 0 APACHE CORP COM 037411105 $1,897 19,405 SH DEFINED 1,2,5 19,405 0 0 APACHE CORP COM 037411105 $81 827 SH DEFINED 1,3,5 827 0 0 APACHE CORP COM 037411105 $4,307 44,061 SH DEFINED 1,4,5 44,061 0 0 APACHE CORP COM 037411105 $1,045 10,689 SH DEFINED 1,6,5 10,689 0 0 APPLE INC COM 037833100 $12,002 42,299 SH DEFINED 1,5 42,299 0 0 APPLE INC COM 037833100 $8,312 29,295 SH DEFINED 1,2,5 29,295 0 0 APPLE INC COM 037833100 $354 1,246 SH DEFINED 1,3,5 1,246 0 0 APPLE INC COM 037833100 $18,883 66,547 SH DEFINED 1,4,5 66,547 0 0 APPLE INC COM 037833100 $4,636 16,337 SH DEFINED 1,6,5 16,337 0 0 ARROW ELECTRS INC COM 042735100 $3,380 126,449 SH DEFINED 1,5 126,449 0 0 ARROW ELECTRS INC COM 042735100 $2,340 87,555 SH DEFINED 1,2,5 87,555 0 0 ARROW ELECTRS INC COM 042735100 $100 3,728 SH DEFINED 1,3,5 3,728 0 0 ARROW ELECTRS INC COM 042735100 $5,314 198,810 SH DEFINED 1,4,5 198,810 0 0 ARROW ELECTRS INC COM 042735100 $1,298 48,545 SH DEFINED 1,6,5 48,545 0 0 ATMEL CORP COM 049513104 $1,312 164,842 SH DEFINED 1,5 164,842 0 0 ATMEL CORP COM 049513104 $909 114,134 SH DEFINED 1,2,5 114,134 0 0 ATMEL CORP COM 049513104 $39 4,858 SH DEFINED 1,3,5 4,858 0 0 ATMEL CORP COM 049513104 $2,063 259,179 SH DEFINED 1,4,5 259,179 0 0 ATMEL CORP COM 049513104 $504 63,346 SH DEFINED 1,6,5 63,346 0 0 AVERY DENNISON CORP COM 053611109 $8,447 227,568 SH DEFINED 1,5 227,568 0 0 AVERY DENNISON CORP COM 053611109 $2,260 60,875 SH DEFINED 1,2,5 60,875 0 0 AVERY DENNISON CORP COM 053611109 $97 2,601 SH DEFINED 1,3,5 2,601 0 0 AVERY DENNISON CORP COM 053611109 $1,243 33,479 SH DEFINED 1,6,5 33,479 0 0 AVNET INC COM 053807103 $5,636 208,669 SH DEFINED 1,5 208,669 0 0 AVNET INC COM 053807103 $3,903 144,516 SH DEFINED 1,2,5 144,516 0 0 AVNET INC COM 053807103 $166 6,155 SH DEFINED 1,3,5 6,155 0 0 AVNET INC COM 053807103 $8,863 328,154 SH DEFINED 1,4,5 328,154 0 0 AVNET INC COM 053807103 $2,159 79,930 SH DEFINED 1,6,5 79,930 0 0 BOEING CO COM 097023105 $1,167 17,544 SH DEFINED 1,5 17,544 0 0 BOEING CO COM 097023105 $314 4,722 SH DEFINED 1,2,5 4,722 0 0 BOEING CO COM 097023105 $13 201 SH DEFINED 1,3,5 201 0 0 BOEING CO COM 097023105 $175 2,633 SH DEFINED 1,6,5 2,633 0 0 BP PLC SPONSORED ADR 055622104 $2,125 51,611 SH DEFINED 1,5 51,611 0 0 BP PLC SPONSORED ADR 055622104 $1,472 35,745 SH DEFINED 1,2,5 35,745 0 0 BP PLC SPONSORED ADR 055622104 $63 1,520 SH DEFINED 1,3,5 1,520 0 0 BP PLC SPONSORED ADR 055622104 $3,343 81,189 SH DEFINED 1,4,5 81,189 0 0 BP PLC SPONSORED ADR 055622104 $821 19,935 SH DEFINED 1,6,5 19,935 0 0 CARDINAL HEALTH INC COM 14149Y108 $14,540 440,085 SH DEFINED 1,5 440,085 0 0 CARDINAL HEALTH INC COM 14149Y108 $3,901 118,076 SH DEFINED 1,2,5 118,076 0 0 CARDINAL HEALTH INC COM 14149Y108 $166 5,023 SH DEFINED 1,3,5 5,023 0 0 CARDINAL HEALTH INC COM 14149Y108 $2,162 65,441 SH DEFINED 1,6,5 65,441 0 0 CARNIVAL CORP PAIRED CTF 143658300 $2,817 73,774 SH DEFINED 1,5 73,774 0 0 CARNIVAL CORP PAIRED CTF 143658300 $1,951 51,093 SH DEFINED 1,2,5 51,093 0 0 CARNIVAL CORP PAIRED CTF 143658300 $83 2,173 SH DEFINED 1,3,5 2,173 0 0 CARNIVAL CORP PAIRED CTF 143658300 $4,432 116,066 SH DEFINED 1,4,5 116,066 0 0 CARNIVAL CORP PAIRED CTF 143658300 $1,088 28,494 SH DEFINED 1,6,5 28,494 0 0 CARTER INC COM 146229109 $3,694 140,293 SH DEFINED 1,5 140,293 0 0 CARTER INC COM 146229109 $2,558 97,170 SH DEFINED 1,2,5 97,170 0 0 CARTER INC COM 146229109 $109 4,131 SH DEFINED 1,3,5 4,131 0 0 CARTER INC COM 146229109 $5,811 220,716 SH DEFINED 1,4,5 220,716 0 0 CARTER INC COM 146229109 $1,427 54,190 SH DEFINED 1,6,5 54,190 0 0 CELANESE CORP DEL COM SER A 150870103 $8,374 260,879 SH DEFINED 1,5 260,879 0 0 CELANESE CORP DEL COM SER A 150870103 $5,621 175,103 SH DEFINED 1,2,5 175,103 0 0 CELANESE CORP DEL COM SER A 150870103 $240 7,470 SH DEFINED 1,3,5 7,470 0 0 CELANESE CORP DEL COM SER A 150870103 $12,759 397,489 SH DEFINED 1,4,5 397,489 0 0 CELANESE CORP DEL COM SER A 150870103 $3,093 96,366 SH DEFINED 1,6,5 96,366 0 0 CENTURY ALUM CO COM 156431108 $716 54,360 SH DEFINED 1,5 54,360 0 0 CENTURY ALUM CO COM 156431108 $495 37,620 SH DEFINED 1,2,5 37,620 0 0 CENTURY ALUM CO COM 156431108 $21 1,600 SH DEFINED 1,3,5 1,600 0 0 CENTURY ALUM CO COM 156431108 $1,125 85,440 SH DEFINED 1,4,5 85,440 0 0 CENTURY ALUM CO COM 156431108 $276 20,980 SH DEFINED 1,6,5 20,980 0 0 CF INDS HLDGS INC COM 125269100 $5,527 57,874 SH DEFINED 1,5 57,874 0 0 CF INDS HLDGS INC COM 125269100 $3,827 40,075 SH DEFINED 1,2,5 40,075 0 0 CF INDS HLDGS INC COM 125269100 $163 1,704 SH DEFINED 1,3,5 1,704 0 0 CF INDS HLDGS INC COM 125269100 $8,693 91,028 SH DEFINED 1,4,5 91,028 0 0 CF INDS HLDGS INC COM 125269100 $2,135 22,351 SH DEFINED 1,6,5 22,351 0 0 CHARLES RIV LABS INTL INC COM 159864107 $1,805 54,456 SH DEFINED 1,5 54,456 0 0 CHARLES RIV LABS INTL INC COM 159864107 $1,249 37,690 SH DEFINED 1,2,5 37,690 0 0 CHARLES RIV LABS INTL INC COM 159864107 $53 1,610 SH DEFINED 1,3,5 1,610 0 0 CHARLES RIV LABS INTL INC COM 159864107 $2,834 85,494 SH DEFINED 1,4,5 85,494 0 0 CHARLES RIV LABS INTL INC COM 159864107 $688 20,750 SH DEFINED 1,6,5 20,750 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 $2,752 56,438 SH DEFINED 1,5 56,438 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 $1,906 39,090 SH DEFINED 1,2,5 39,090 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 $81 1,662 SH DEFINED 1,3,5 1,662 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 $4,331 88,810 SH DEFINED 1,4,5 88,810 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 $1,063 21,800 SH DEFINED 1,6,5 21,800 0 0 CISCO SYS INC COM 17275R102 $8,932 407,849 SH DEFINED 1,5 407,849 0 0 CISCO SYS INC COM 17275R102 $6,186 282,449 SH DEFINED 1,2,5 282,449 0 0 CISCO SYS INC COM 17275R102 $264 12,038 SH DEFINED 1,3,5 12,038 0 0 CISCO SYS INC COM 17275R102 $14,044 641,281 SH DEFINED 1,4,5 641,281 0 0 CISCO SYS INC COM 17275R102 $3,413 155,859 SH DEFINED 1,6,5 155,859 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 $868 13,581 SH DEFINED 1,5 13,581 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 $601 9,406 SH DEFINED 1,2,5 9,406 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 $26 400 SH DEFINED 1,3,5 400 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 $1,366 21,367 SH DEFINED 1,4,5 21,367 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 $335 5,246 SH DEFINED 1,6,5 5,246 0 0 COCA COLA ENTERPRISES INC COM 191219104 $5,059 163,187 SH DEFINED 1,5 163,187 0 0 COCA COLA ENTERPRISES INC COM 191219104 $3,504 113,028 SH DEFINED 1,2,5 113,028 0 0 COCA COLA ENTERPRISES INC COM 191219104 $149 4,817 SH DEFINED 1,3,5 4,817 0 0 COCA COLA ENTERPRISES INC COM 191219104 $7,956 256,641 SH DEFINED 1,4,5 256,641 0 0 COCA COLA ENTERPRISES INC COM 191219104 $1,932 62,327 SH DEFINED 1,6,5 62,327 0 0 COMCAST CORP NEW CL A SPL 20030N200 $18,871 1,109,406 SH DEFINED 1,5 1,109,406 0 0 COMCAST CORP NEW CL A SPL 20030N200 $13,069 768,335 SH DEFINED 1,2,5 768,335 0 0 COMCAST CORP NEW CL A SPL 20030N200 $556 32,680 SH DEFINED 1,3,5 32,680 0 0 COMCAST CORP NEW CL A SPL 20030N200 $29,689 1,745,373 SH DEFINED 1,4,5 1,745,373 0 0 COMCAST CORP NEW CL A SPL 20030N200 $7,286 428,339 SH DEFINED 1,6,5 428,339 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 $152 154,000 SH DEFINED 1,5 154,000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 $333 338,000 SH DEFINED 1,2,5 338,000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 $15 15,000 SH DEFINED 1,3,5 15,000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 $777 789,000 SH DEFINED 1,4,5 789,000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 $130 132,000 SH DEFINED 1,6,5 132,000 0 0 CONOCOPHILLIPS COM 20825C104 $1,181 20,571 SH DEFINED 1,5 20,571 0 0 CONOCOPHILLIPS COM 20825C104 $818 14,250 SH DEFINED 1,2,5 14,250 0 0 CONOCOPHILLIPS COM 20825C104 $35 608 SH DEFINED 1,3,5 608 0 0 CONOCOPHILLIPS COM 20825C104 $1,858 32,345 SH DEFINED 1,4,5 32,345 0 0 CONOCOPHILLIPS COM 20825C104 $449 7,814 SH DEFINED 1,6,5 7,814 0 0 COOPER COS INC COM NEW 216648402 $1,637 35,408 SH DEFINED 1,5 35,408 0 0 COOPER COS INC COM NEW 216648402 $1,134 24,531 SH DEFINED 1,2,5 24,531 0 0 COOPER COS INC COM NEW 216648402 $48 1,042 SH DEFINED 1,3,5 1,042 0 0 COOPER COS INC COM NEW 216648402 $2,576 55,740 SH DEFINED 1,4,5 55,740 0 0 COOPER COS INC COM NEW 216648402 $632 13,679 SH DEFINED 1,6,5 13,679 0 0 COSAN LTD SHS A G25343107 $3,030 261,396 SH DEFINED 1,5 261,396 0 0 COSAN LTD SHS A G25343107 $2,192 189,126 SH DEFINED 1,2,5 189,126 0 0 COSAN LTD SHS A G25343107 $96 8,287 SH DEFINED 1,3,5 8,287 0 0 COSAN LTD SHS A G25343107 $5,104 440,368 SH DEFINED 1,4,5 440,368 0 0 COSAN LTD SHS A G25343107 $1,169 100,823 SH DEFINED 1,6,5 100,823 0 0 CROCS INC COM 227046109 $5,197 399,784 SH DEFINED 1,5 399,784 0 0 CROCS INC COM 227046109 $3,599 276,876 SH DEFINED 1,2,5 276,876 0 0 CROCS INC COM 227046109 $153 11,776 SH DEFINED 1,3,5 11,776 0 0 CROCS INC COM 227046109 $8,175 628,854 SH DEFINED 1,4,5 628,854 0 0 CROCS INC COM 227046109 $2,007 154,410 SH DEFINED 1,6,5 154,410 0 0 CROWN HOLDINGS INC COM 228368106 $389 13,585 SH DEFINED 1,5 13,585 0 0 CROWN HOLDINGS INC COM 228368106 $270 9,406 SH DEFINED 1,2,5 9,406 0 0 CROWN HOLDINGS INC COM 228368106 $11 401 SH DEFINED 1,3,5 401 0 0 CROWN HOLDINGS INC COM 228368106 $612 21,362 SH DEFINED 1,4,5 21,362 0 0 CROWN HOLDINGS INC COM 228368106 $150 5,246 SH DEFINED 1,6,5 5,246 0 0 CUMMINS INC COM 231021106 $368 4,066 SH DEFINED 1,5 4,066 0 0 CUMMINS INC COM 231021106 $256 2,821 SH DEFINED 1,2,5 2,821 0 0 CUMMINS INC COM 231021106 $11 120 SH DEFINED 1,3,5 120 0 0 CUMMINS INC COM 231021106 $582 6,420 SH DEFINED 1,4,5 6,420 0 0 CUMMINS INC COM 231021106 $142 1,573 SH DEFINED 1,6,5 1,573 0 0 D DIGITALGLOBE INC COM STK PUT 25389M957 $1,213 39,900 SH PUT DEFINED 1,5 39,900 0 0 D DIGITALGLOBE INC COM STK PUT 25389M957 $863 28,400 SH PUT DEFINED 1,2,5 28,400 0 0 D DIGITALGLOBE INC COM STK PUT 25389M957 $36 1,200 SH PUT DEFINED 1,3,5 1,200 0 0 D DIGITALGLOBE INC COM STK PUT 25389M957 $1,964 64,600 SH PUT DEFINED 1,4,5 64,600 0 0 D DIGITALGLOBE INC COM STK PUT 25389M957 $483 15,900 SH PUT DEFINED 1,6,5 15,900 0 0 DANA HLDG CORP COM 235825205 $669 54,340 SH DEFINED 1,5 54,340 0 0 DANA HLDG CORP COM 235825205 $464 37,636 SH DEFINED 1,2,5 37,636 0 0 DANA HLDG CORP COM 235825205 $20 1,600 SH DEFINED 1,3,5 1,600 0 0 DANA HLDG CORP COM 235825205 $1,053 85,501 SH DEFINED 1,4,5 85,501 0 0 DANA HLDG CORP COM 235825205 $258 20,923 SH DEFINED 1,6,5 20,923 0 0 DELUXE CORP COM 248019101 $5,541 289,644 SH DEFINED 1,5 289,644 0 0 DELUXE CORP COM 248019101 $3,838 200,622 SH DEFINED 1,2,5 200,622 0 0 DELUXE CORP COM 248019101 $164 8,561 SH DEFINED 1,3,5 8,561 0 0 DELUXE CORP COM 248019101 $8,712 455,402 SH DEFINED 1,4,5 455,402 0 0 DELUXE CORP COM 248019101 $2,105 110,059 SH DEFINED 1,6,5 110,059 0 0 DEXCOM INC COM 252131107 $3,113 235,439 SH DEFINED 1,5 235,439 0 0 DEXCOM INC COM 252131107 $2,156 163,084 SH DEFINED 1,2,5 163,084 0 0 DEXCOM INC COM 252131107 $92 6,958 SH DEFINED 1,3,5 6,958 0 0 DEXCOM INC COM 252131107 $4,895 370,236 SH DEFINED 1,4,5 370,236 0 0 DEXCOM INC COM 252131107 $1,184 89,583 SH DEFINED 1,6,5 89,583 0 0 DIGITALGLOBE INC COM NEW 25389M877 $4,341 142,783 SH DEFINED 1,5 142,783 0 0 DIGITALGLOBE INC COM NEW 25389M877 $3,007 98,900 SH DEFINED 1,2,5 98,900 0 0 DIGITALGLOBE INC COM NEW 25389M877 $128 4,213 SH DEFINED 1,3,5 4,213 0 0 DIGITALGLOBE INC COM NEW 25389M877 $6,827 224,558 SH DEFINED 1,4,5 224,558 0 0 DIGITALGLOBE INC COM NEW 25389M877 $1,658 54,546 SH DEFINED 1,6,5 54,546 0 0 DINEEQUITY INC COM 254423106 $2,138 47,538 SH DEFINED 1,5 47,538 0 0 DINEEQUITY INC COM 254423106 $1,481 32,924 SH DEFINED 1,2,5 32,924 0 0 DINEEQUITY INC COM 254423106 $63 1,400 SH DEFINED 1,3,5 1,400 0 0 DINEEQUITY INC COM 254423106 $3,363 74,777 SH DEFINED 1,4,5 74,777 0 0 DINEEQUITY INC COM 254423106 $826 18,361 SH DEFINED 1,6,5 18,361 0 0 DISCOVER FINL SVCS COM 254709108 $2,994 179,519 SH DEFINED 1,5 179,519 0 0 DISCOVER FINL SVCS COM 254709108 $2,074 124,347 SH DEFINED 1,2,5 124,347 0 0 DISCOVER FINL SVCS COM 254709108 $89 5,307 SH DEFINED 1,3,5 5,307 0 0 DISCOVER FINL SVCS COM 254709108 $4,708 282,258 SH DEFINED 1,4,5 282,258 0 0 DISCOVER FINL SVCS COM 254709108 $1,137 68,184 SH DEFINED 1,6,5 68,184 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $2,945 77,126 SH DEFINED 1,5 77,126 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $2,040 53,415 SH DEFINED 1,2,5 53,415 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $87 2,272 SH DEFINED 1,3,5 2,272 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $4,634 121,340 SH DEFINED 1,4,5 121,340 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $1,138 29,788 SH DEFINED 1,6,5 29,788 0 0 DOW CHEM CO COM 260543103 $10,389 378,327 SH DEFINED 1,5 378,327 0 0 DOW CHEM CO COM 260543103 $7,195 262,002 SH DEFINED 1,2,5 262,002 0 0 DOW CHEM CO COM 260543103 $306 11,142 SH DEFINED 1,3,5 11,142 0 0 DOW CHEM CO COM 260543103 $16,342 595,115 SH DEFINED 1,4,5 595,115 0 0 DOW CHEM CO COM 260543103 $4,012 146,114 SH DEFINED 1,6,5 146,114 0 0 ENERGIZER HLDGS INC COM 29266R108 $5,558 82,669 SH DEFINED 1,5 82,669 0 0 ENERGIZER HLDGS INC COM 29266R108 $3,850 57,273 SH DEFINED 1,2,5 57,273 0 0 ENERGIZER HLDGS INC COM 29266R108 $164 2,436 SH DEFINED 1,3,5 2,436 0 0 ENERGIZER HLDGS INC COM 29266R108 $8,748 130,114 SH DEFINED 1,4,5 130,114 0 0 ENERGIZER HLDGS INC COM 29266R108 $2,138 31,808 SH DEFINED 1,6,5 31,808 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $541 781,000 SH DEFINED 1,5 781,000 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $570 823,000 SH DEFINED 1,2,5 823,000 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $24 35,000 SH DEFINED 1,3,5 35,000 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $1,296 1,870,000 SH DEFINED 1,4,5 1,870,000 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $319 460,000 SH DEFINED 1,6,5 460,000 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $1,075 68,455 SH DEFINED 1,5 68,455 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $745 47,419 SH DEFINED 1,2,5 47,419 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $32 2,016 SH DEFINED 1,3,5 2,016 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $1,692 107,721 SH DEFINED 1,4,5 107,721 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $415 26,443 SH DEFINED 1,6,5 26,443 0 0 FNB CORP PA COM 302520101 $74 8,628 SH DEFINED 1,5 8,628 0 0 FNB CORP PA COM 302520101 $58 6,783 SH DEFINED 1,2,5 6,783 0 0 FNB CORP PA COM 302520101 $2 288 SH DEFINED 1,3,5 288 0 0 FNB CORP PA COM 302520101 $132 15,419 SH DEFINED 1,4,5 15,419 0 0 FNB CORP PA COM 302520101 $32 3,782 SH DEFINED 1,6,5 3,782 0 0 FRANKLIN RES INC COM 354613101 $5,939 55,559 SH DEFINED 1,5 55,559 0 0 FRANKLIN RES INC COM 354613101 $4,113 38,476 SH DEFINED 1,2,5 38,476 0 0 FRANKLIN RES INC COM 354613101 $176 1,643 SH DEFINED 1,3,5 1,643 0 0 FRANKLIN RES INC COM 354613101 $9,335 87,327 SH DEFINED 1,4,5 87,327 0 0 FRANKLIN RES INC COM 354613101 $2,285 21,376 SH DEFINED 1,6,5 21,376 0 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DEFINED 1,4,5 344,032 0 0 GENERAL MARITIME CORP NEW SHS Y2693R101 $408 83,109 SH DEFINED 1,6,5 83,109 0 0 GEOEYE INC COM 37250W108 $2,754 68,038 SH DEFINED 1,5 68,038 0 0 GEOEYE INC COM 37250W108 $1,908 47,128 SH DEFINED 1,2,5 47,128 0 0 GEOEYE INC COM 37250W108 $81 2,011 SH DEFINED 1,3,5 2,011 0 0 GEOEYE INC COM 37250W108 $4,330 106,978 SH DEFINED 1,4,5 106,978 0 0 GEOEYE INC COM 37250W108 $1,046 25,845 SH DEFINED 1,6,5 25,845 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $703 56,160 SH DEFINED 1,5 56,160 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $487 38,900 SH DEFINED 1,2,5 38,900 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $21 1,660 SH DEFINED 1,3,5 1,660 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $1,106 88,300 SH DEFINED 1,4,5 88,300 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 $267 21,330 SH DEFINED 1,6,5 21,330 0 0 GOOGLE INC CL A 38259P508 $5,232 9,950 SH DEFINED 1,5 9,950 0 0 GOOGLE INC CL A 38259P508 $3,623 6,890 SH DEFINED 1,2,5 6,890 0 0 GOOGLE INC CL A 38259P508 $154 293 SH DEFINED 1,3,5 293 0 0 GOOGLE INC CL A 38259P508 $8,230 15,653 SH DEFINED 1,4,5 15,653 0 0 GOOGLE INC CL A 38259P508 $2,021 3,843 SH DEFINED 1,6,5 3,843 0 0 GRACE W R & CO DEL NEW COM 38388F108 $1,515 54,214 SH DEFINED 1,5 54,214 0 0 GRACE W R & CO DEL NEW COM 38388F108 $1,049 37,551 SH DEFINED 1,2,5 37,551 0 0 GRACE W R & CO DEL NEW COM 38388F108 $45 1,598 SH DEFINED 1,3,5 1,598 0 0 GRACE W R & CO DEL NEW COM 38388F108 $2,383 85,284 SH DEFINED 1,4,5 85,284 0 0 GRACE W R & CO DEL NEW COM 38388F108 $580 20,760 SH DEFINED 1,6,5 20,760 0 0 HANESBRANDS INC COM 410345102 $1,759 68,008 SH DEFINED 1,5 68,008 0 0 HANESBRANDS INC COM 410345102 $1,218 47,102 SH DEFINED 1,2,5 47,102 0 0 HANESBRANDS INC COM 410345102 $52 2,008 SH DEFINED 1,3,5 2,008 0 0 HANESBRANDS INC COM 410345102 $2,765 106,931 SH DEFINED 1,4,5 106,931 0 0 HANESBRANDS INC COM 410345102 $671 25,951 SH DEFINED 1,6,5 25,951 0 0 HASBRO INC COM 418056107 $1,210 27,189 SH DEFINED 1,5 27,189 0 0 HASBRO INC COM 418056107 $838 18,831 SH DEFINED 1,2,5 18,831 0 0 HASBRO INC COM 418056107 $36 801 SH DEFINED 1,3,5 801 0 0 HASBRO INC COM 418056107 $1,904 42,777 SH DEFINED 1,4,5 42,777 0 0 HASBRO INC COM 418056107 $467 10,502 SH DEFINED 1,6,5 10,502 0 0 HEALTHSOUTH CORP COM NEW 421924309 $990 51,579 SH DEFINED 1,5 51,579 0 0 HEALTHSOUTH CORP COM NEW 421924309 $686 35,707 SH DEFINED 1,2,5 35,707 0 0 HEALTHSOUTH CORP COM NEW 421924309 $29 1,526 SH DEFINED 1,3,5 1,526 0 0 HEALTHSOUTH CORP COM NEW 421924309 $1,555 81,010 SH DEFINED 1,4,5 81,010 0 0 HEALTHSOUTH CORP COM NEW 421924309 $377 19,617 SH DEFINED 1,6,5 19,617 0 0 HEWLETT PACKARD CO COM 428236103 $1,121 26,653 SH DEFINED 1,5 26,653 0 0 HEWLETT PACKARD CO COM 428236103 $759 18,044 SH DEFINED 1,2,5 18,044 0 0 HEWLETT PACKARD CO COM 428236103 $33 783 SH DEFINED 1,3,5 783 0 0 HEWLETT PACKARD CO COM 428236103 $1,754 41,694 SH DEFINED 1,4,5 41,694 0 0 HEWLETT PACKARD CO COM 428236103 $449 10,666 SH DEFINED 1,6,5 10,666 0 0 HOST HOTELS & RESORTS INC COM 44107P104 $983 67,906 SH DEFINED 1,5 67,906 0 0 HOST HOTELS & RESORTS INC COM 44107P104 $681 47,030 SH DEFINED 1,2,5 47,030 0 0 HOST HOTELS & RESORTS INC COM 44107P104 $29 2,000 SH DEFINED 1,3,5 2,000 0 0 HOST HOTELS & RESORTS INC COM 44107P104 $1,547 106,836 SH DEFINED 1,4,5 106,836 0 0 HOST HOTELS & RESORTS INC COM 44107P104 $380 26,228 SH DEFINED 1,6,5 26,228 0 0 HUNTSMAN CORP COM 447011107 $5,197 449,558 SH DEFINED 1,5 449,558 0 0 HUNTSMAN CORP COM 447011107 $3,599 311,362 SH DEFINED 1,2,5 311,362 0 0 HUNTSMAN CORP COM 447011107 $153 13,240 SH DEFINED 1,3,5 13,240 0 0 HUNTSMAN CORP COM 447011107 $8,175 707,213 SH DEFINED 1,4,5 707,213 0 0 HUNTSMAN CORP COM 447011107 $2,007 173,638 SH DEFINED 1,6,5 173,638 0 0 INGERSOLL-RAND PLC SHS G47791101 $3,226 90,352 SH DEFINED 1,5 90,352 0 0 INGERSOLL-RAND PLC SHS G47791101 $2,234 62,573 SH DEFINED 1,2,5 62,573 0 0 INGERSOLL-RAND PLC SHS G47791101 $95 2,662 SH DEFINED 1,3,5 2,662 0 0 INGERSOLL-RAND PLC SHS G47791101 $5,076 142,141 SH DEFINED 1,4,5 142,141 0 0 INGERSOLL-RAND PLC SHS G47791101 $1,245 34,872 SH DEFINED 1,6,5 34,872 0 0 IRON MTN INC COM 462846106 $5,866 262,574 SH DEFINED 1,5 262,574 0 0 IRON MTN INC COM 462846106 $4,063 181,853 SH DEFINED 1,2,5 181,853 0 0 IRON MTN INC COM 462846106 $173 7,733 SH DEFINED 1,3,5 7,733 0 0 IRON MTN INC COM 462846106 $9,227 413,025 SH DEFINED 1,4,5 413,025 0 0 IRON MTN INC COM 462846106 $2,266 101,415 SH DEFINED 1,6,5 101,415 0 0 J CREW GROUP INC COM 46612H402 $3,055 90,876 SH DEFINED 1,5 90,876 0 0 J CREW GROUP INC COM 46612H402 $2,116 62,942 SH DEFINED 1,2,5 62,942 0 0 J CREW GROUP INC COM 46612H402 $90 2,676 SH DEFINED 1,3,5 2,676 0 0 J CREW GROUP INC COM 46612H402 $4,807 142,995 SH DEFINED 1,4,5 142,995 0 0 J CREW GROUP INC COM 46612H402 $1,180 35,102 SH DEFINED 1,6,5 35,102 0 0 JARDEN CORP COM 471109108 $5,920 190,185 SH DEFINED 1,5 190,185 0 0 JARDEN CORP COM 471109108 $4,101 131,745 SH DEFINED 1,2,5 131,745 0 0 JARDEN CORP COM 471109108 $175 5,616 SH DEFINED 1,3,5 5,616 0 0 JARDEN CORP COM 471109108 $9,313 299,157 SH DEFINED 1,4,5 299,157 0 0 JARDEN CORP COM 471109108 $2,261 72,632 SH DEFINED 1,6,5 72,632 0 0 JO-ANN STORES INC COM 47758P307 $1,214 27,243 SH DEFINED 1,5 27,243 0 0 JO-ANN STORES INC COM 47758P307 $840 18,855 SH DEFINED 1,2,5 18,855 0 0 JO-ANN STORES INC COM 47758P307 $36 806 SH DEFINED 1,3,5 806 0 0 JO-ANN STORES INC COM 47758P307 $1,905 42,753 SH DEFINED 1,4,5 42,753 0 0 JO-ANN STORES INC COM 47758P307 $461 10,343 SH DEFINED 1,6,5 10,343 0 0 KEY ENERGY SVCS INC COM 492914106 $1,616 169,890 SH DEFINED 1,5 169,890 0 0 KEY ENERGY SVCS INC COM 492914106 $1,119 117,658 SH DEFINED 1,2,5 117,658 0 0 KEY ENERGY SVCS INC COM 492914106 $48 5,009 SH DEFINED 1,3,5 5,009 0 0 KEY ENERGY SVCS INC COM 492914106 $2,541 267,190 SH DEFINED 1,4,5 267,190 0 0 KEY ENERGY SVCS INC COM 492914106 $621 65,253 SH DEFINED 1,6,5 65,253 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 $726 58,629 SH DEFINED 1,5 58,629 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 $503 40,594 SH DEFINED 1,2,5 40,594 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 $21 1,730 SH DEFINED 1,3,5 1,730 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 $1,142 92,168 SH DEFINED 1,4,5 92,168 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 $278 22,440 SH DEFINED 1,6,5 22,440 0 0 KOHLS CORP COM 500255104 $7,688 145,947 SH DEFINED 1,5 145,947 0 0 KOHLS CORP COM 500255104 $5,325 101,080 SH DEFINED 1,2,5 101,080 0 0 KOHLS CORP COM 500255104 $226 4,298 SH DEFINED 1,3,5 4,298 0 0 KOHLS CORP COM 500255104 $12,096 229,604 SH DEFINED 1,4,5 229,604 0 0 KOHLS CORP COM 500255104 $2,970 56,371 SH DEFINED 1,6,5 56,371 0 0 KROGER CO COM 501044101 $3,977 183,625 SH DEFINED 1,5 183,625 0 0 KROGER CO COM 501044101 $2,755 127,170 SH DEFINED 1,2,5 127,170 0 0 KROGER CO COM 501044101 $117 5,422 SH DEFINED 1,3,5 5,422 0 0 KROGER CO COM 501044101 $6,253 288,708 SH DEFINED 1,4,5 288,708 0 0 KROGER CO COM 501044101 $1,518 70,075 SH DEFINED 1,6,5 70,075 0 0 LAM RESEARCH CORP COM 512807108 $568 13,581 SH DEFINED 1,5 13,581 0 0 LAM RESEARCH CORP COM 512807108 $394 9,406 SH DEFINED 1,2,5 9,406 0 0 LAM RESEARCH CORP COM 512807108 $17 400 SH DEFINED 1,3,5 400 0 0 LAM RESEARCH CORP COM 512807108 $894 21,367 SH DEFINED 1,4,5 21,367 0 0 LAM RESEARCH CORP COM 512807108 $220 5,246 SH DEFINED 1,6,5 5,246 0 0 LANCE INC COM 514606102 $1,449 68,037 SH DEFINED 1,5 68,037 0 0 LANCE INC COM 514606102 $1,004 47,126 SH DEFINED 1,2,5 47,126 0 0 LANCE INC COM 514606102 $43 2,011 SH DEFINED 1,3,5 2,011 0 0 LANCE INC COM 514606102 $2,279 106,973 SH DEFINED 1,4,5 106,973 0 0 LANCE INC COM 514606102 $551 25,853 SH DEFINED 1,6,5 25,853 0 0 LAS VEGAS SANDS CORP COM 517834107 $8,531 244,783 SH DEFINED 1,5 244,783 0 0 LAS VEGAS SANDS CORP COM 517834107 $1,895 54,379 SH DEFINED 1,2,5 54,379 0 0 LAS VEGAS SANDS CORP COM 517834107 $81 2,312 SH DEFINED 1,3,5 2,312 0 0 LAS VEGAS SANDS CORP COM 517834107 $1,057 30,326 SH DEFINED 1,6,5 30,326 0 0 LIBERTY GLOBAL INC COM SER A 530555101 $5,375 174,462 SH DEFINED 1,5 174,462 0 0 LIBERTY GLOBAL INC COM SER A 530555101 $1,447 46,955 SH DEFINED 1,2,5 46,955 0 0 LIBERTY GLOBAL INC COM SER A 530555101 $62 1,997 SH DEFINED 1,3,5 1,997 0 0 LIBERTY GLOBAL INC COM SER A 530555101 $807 26,186 SH DEFINED 1,6,5 26,186 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $3,952 75,911 SH DEFINED 1,5 75,911 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $2,737 52,578 SH DEFINED 1,2,5 52,578 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $117 2,243 SH DEFINED 1,3,5 2,243 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $6,215 119,372 SH DEFINED 1,4,5 119,372 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $1,507 28,945 SH DEFINED 1,6,5 28,945 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $3,727 271,816 SH DEFINED 1,5 271,816 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $2,580 188,151 SH DEFINED 1,2,5 188,151 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $110 8,005 SH DEFINED 1,3,5 8,005 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $5,858 427,312 SH DEFINED 1,4,5 427,312 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $1,436 104,716 SH DEFINED 1,6,5 104,716 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 $5,738 88,365 SH DEFINED 1,5 88,365 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 $3,972 61,175 SH DEFINED 1,2,5 61,175 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 $169 2,601 SH DEFINED 1,3,5 2,601 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 $9,022 138,955 SH DEFINED 1,4,5 138,955 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 $2,215 34,116 SH DEFINED 1,6,5 34,116 0 0 LIMITED BRANDS INC COM 532716107 $3,908 145,926 SH DEFINED 1,5 145,926 0 0 LIMITED BRANDS INC COM 532716107 $2,705 100,996 SH DEFINED 1,2,5 100,996 0 0 LIMITED BRANDS INC COM 532716107 $115 4,296 SH DEFINED 1,3,5 4,296 0 0 LIMITED BRANDS INC COM 532716107 $6,143 229,376 SH DEFINED 1,4,5 229,376 0 0 LIMITED BRANDS INC COM 532716107 $1,508 56,325 SH DEFINED 1,6,5 56,325 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $1,571 1,731,000 SH DEFINED 1,5 1,731,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $1,645 1,812,000 SH DEFINED 1,2,5 1,812,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $71 78,000 SH DEFINED 1,3,5 78,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $3,844 4,234,000 SH DEFINED 1,4,5 4,234,000 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $930 1,025,000 SH DEFINED 1,6,5 1,025,000 0 0 MARRIOTT INTL INC NEW CL A 571903202 $4,177 116,568 SH DEFINED 1,5 116,568 0 0 MARRIOTT INTL INC NEW CL A 571903202 $2,893 80,740 SH DEFINED 1,2,5 80,740 0 0 MARRIOTT INTL INC NEW CL A 571903202 $123 3,442 SH DEFINED 1,3,5 3,442 0 0 MARRIOTT INTL INC NEW CL A 571903202 $6,569 183,342 SH DEFINED 1,4,5 183,342 0 0 MARRIOTT INTL INC NEW CL A 571903202 $1,599 44,623 SH DEFINED 1,6,5 44,623 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $1,798 102,683 SH DEFINED 1,5 102,683 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $1,245 71,114 SH DEFINED 1,2,5 71,114 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $53 3,024 SH DEFINED 1,3,5 3,024 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $2,828 161,520 SH DEFINED 1,4,5 161,520 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $694 39,659 SH DEFINED 1,6,5 39,659 0 0 MASCO CORP NOTE 7/2 574599BB1 $998 1,923,000 SH DEFINED 1,5 1,923,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $691 1,330,000 SH DEFINED 1,2,5 1,330,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $73 140,000 SH DEFINED 1,3,5 140,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $2,042 3,933,000 SH DEFINED 1,4,5 3,933,000 0 0 MASCO CORP NOTE 7/2 574599BB1 $350 674,000 SH DEFINED 1,6,5 674,000 0 0 MASTEC INC COM 576323109 $1,122 108,736 SH DEFINED 1,5 108,736 0 0 MASTEC INC COM 576323109 $777 75,326 SH DEFINED 1,2,5 75,326 0 0 MASTEC INC COM 576323109 $33 3,208 SH DEFINED 1,3,5 3,208 0 0 MASTEC INC COM 576323109 $1,766 171,078 SH DEFINED 1,4,5 171,078 0 0 MASTEC INC COM 576323109 $430 41,652 SH DEFINED 1,6,5 41,652 0 0 MCDERMOTT INTL INC COM 580037109 $2,279 154,182 SH DEFINED 1,5 154,182 0 0 MCDERMOTT INTL INC 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DEFINED 1,2,5 75,248 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 $38 3,200 SH DEFINED 1,3,5 3,200 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 $2,013 170,937 SH DEFINED 1,4,5 170,937 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 $494 41,964 SH DEFINED 1,6,5 41,964 0 0 SERVICE CORP INTL COM 817565104 $1,880 218,045 SH DEFINED 1,5 218,045 0 0 SERVICE CORP INTL COM 817565104 $1,302 151,025 SH DEFINED 1,2,5 151,025 0 0 SERVICE CORP INTL COM 817565104 $55 6,434 SH DEFINED 1,3,5 6,434 0 0 SERVICE CORP INTL COM 817565104 $2,956 342,962 SH DEFINED 1,4,5 342,962 0 0 SERVICE CORP INTL COM 817565104 $720 83,522 SH DEFINED 1,6,5 83,522 0 0 SILGAN HOLDINGS INC COM 827048109 $1,383 43,625 SH DEFINED 1,5 43,625 0 0 SILGAN HOLDINGS INC COM 827048109 $958 30,209 SH DEFINED 1,2,5 30,209 0 0 SILGAN HOLDINGS INC COM 827048109 $41 1,286 SH DEFINED 1,3,5 1,286 0 0 SILGAN HOLDINGS INC COM 827048109 $2,175 68,618 SH DEFINED 1,4,5 68,618 0 0 SILGAN HOLDINGS INC COM 827048109 $534 16,847 SH DEFINED 1,6,5 16,847 0 0 SOLUTIA 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88033G100 $1,224 259,406 SH DEFINED 1,6,5 259,406 0 0 TEREX CORP NEW COM 880779103 $1,038 45,275 SH DEFINED 1,5 45,275 0 0 TEREX CORP NEW COM 880779103 $719 31,359 SH DEFINED 1,2,5 31,359 0 0 TEREX CORP NEW COM 880779103 $31 1,333 SH DEFINED 1,3,5 1,333 0 0 TEREX CORP NEW COM 880779103 $1,633 71,245 SH DEFINED 1,4,5 71,245 0 0 TEREX CORP NEW COM 880779103 $401 17,488 SH DEFINED 1,6,5 17,488 0 0 TEXTRON INC COM 883203101 $325 15,797 SH DEFINED 1,5 15,797 0 0 TEXTRON INC COM 883203101 $87 4,251 SH DEFINED 1,2,5 4,251 0 0 TEXTRON INC COM 883203101 $4 181 SH DEFINED 1,3,5 181 0 0 TEXTRON INC COM 883203101 $49 2,371 SH DEFINED 1,6,5 2,371 0 0 TIMKEN CO COM 887389104 $521 13,581 SH DEFINED 1,5 13,581 0 0 TIMKEN CO COM 887389104 $361 9,406 SH DEFINED 1,2,5 9,406 0 0 TIMKEN CO COM 887389104 $15 400 SH DEFINED 1,3,5 400 0 0 TIMKEN CO COM 887389104 $820 21,367 SH DEFINED 1,4,5 21,367 0 0 TIMKEN CO COM 887389104 $201 5,246 SH DEFINED 1,6,5 5,246 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $1,095 369,796 SH DEFINED 1,5 369,796 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $811 274,046 SH DEFINED 1,2,5 274,046 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $35 11,692 SH DEFINED 1,3,5 11,692 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $1,841 622,096 SH DEFINED 1,4,5 622,096 0 0 TRANSATLANTIC PETROLEUM LTD SHS G89982105 $445 150,491 SH DEFINED 1,6,5 150,491 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $4,390 4,417,000 SH DEFINED 1,5 4,417,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $6,796 6,838,000 SH DEFINED 1,2,5 6,838,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $391 393,000 SH DEFINED 1,3,5 393,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $15,660 15,758,000 SH DEFINED 1,4,5 15,758,000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 $2,896 2,914,000 SH DEFINED 1,6,5 2,914,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $3,395 3,480,000 SH DEFINED 1,5 3,480,000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $2,929 3,003,000 SH DEFINED 1,2,5 3,003,000 0 0 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SHS H8912P106 $1,052 36,003 SH DEFINED 1,6,5 36,003 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $499 13,581 SH DEFINED 1,5 13,581 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $345 9,406 SH DEFINED 1,2,5 9,406 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $15 400 SH DEFINED 1,3,5 400 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $785 21,367 SH DEFINED 1,4,5 21,367 0 0 TYCO INTERNATIONAL LTD SHS H89128104 $193 5,246 SH DEFINED 1,6,5 5,246 0 0 UAL CORP DBCV 5.000% 2/0 902549AE4 $1,054 1,050,000 SH DEFINED 1,5 1,050,000 0 0 UAL CORP DBCV 5.000% 2/0 902549AE4 $1,110 1,106,000 SH DEFINED 1,2,5 1,106,000 0 0 UAL CORP DBCV 5.000% 2/0 902549AE4 $47 47,000 SH DEFINED 1,3,5 47,000 0 0 UAL CORP DBCV 5.000% 2/0 902549AE4 $2,520 2,510,000 SH DEFINED 1,4,5 2,510,000 0 0 UAL CORP DBCV 5.000% 2/0 902549AE4 $619 617,000 SH DEFINED 1,6,5 617,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $467 467,000 SH DEFINED 1,5 467,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $600 600,000 SH DEFINED 1,2,5 600,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $57 57,000 SH DEFINED 1,3,5 57,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $1,618 1,618,000 SH DEFINED 1,4,5 1,618,000 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $258 258,000 SH DEFINED 1,6,5 258,000 0 0 UNITED STATIONERS INC COM 913004107 $2,409 45,019 SH DEFINED 1,5 45,019 0 0 UNITED STATIONERS INC COM 913004107 $1,671 31,223 SH DEFINED 1,2,5 31,223 0 0 UNITED STATIONERS INC COM 913004107 $71 1,321 SH DEFINED 1,3,5 1,321 0 0 UNITED STATIONERS INC COM 913004107 $3,801 71,035 SH DEFINED 1,4,5 71,035 0 0 UNITED STATIONERS INC COM 913004107 $932 17,408 SH DEFINED 1,6,5 17,408 0 0 UNITED TECHNOLOGIES CORP COM 913017109 $1,441 20,227 SH DEFINED 1,5 20,227 0 0 UNITED TECHNOLOGIES CORP COM 913017109 $998 14,006 SH DEFINED 1,2,5 14,006 0 0 UNITED TECHNOLOGIES CORP COM 913017109 $43 597 SH DEFINED 1,3,5 597 0 0 UNITED TECHNOLOGIES CORP COM 913017109 $2,265 31,802 SH DEFINED 1,4,5 31,802 0 0 UNITED TECHNOLOGIES CORP COM 913017109 $551 7,736 SH DEFINED 1,6,5 7,736 0 0 VCA ANTECH INC COM 918194101 $3,442 163,194 SH DEFINED 1,5 163,194 0 0 VCA ANTECH INC COM 918194101 $2,384 113,028 SH DEFINED 1,2,5 113,028 0 0 VCA ANTECH INC COM 918194101 $102 4,818 SH DEFINED 1,3,5 4,818 0 0 VCA ANTECH INC COM 918194101 $5,412 256,634 SH DEFINED 1,4,5 256,634 0 0 VCA ANTECH INC COM 918194101 $1,314 62,326 SH DEFINED 1,6,5 62,326 0 0 VISA INC COM CL A 92826C839 $3,024 40,716 SH DEFINED 1,5 40,716 0 0 VISA INC COM CL A 92826C839 $2,092 28,178 SH DEFINED 1,2,5 28,178 0 0 VISA INC COM CL A 92826C839 $89 1,201 SH DEFINED 1,3,5 1,201 0 0 VISA INC COM CL A 92826C839 $4,748 63,944 SH DEFINED 1,4,5 63,944 0 0 VISA INC COM CL A 92826C839 $1,163 15,661 SH DEFINED 1,6,5 15,661 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 $2,542 87,770 SH DEFINED 1,5 87,770 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 $1,761 60,793 SH DEFINED 1,2,5 60,793 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 $75 2,587 SH DEFINED 1,3,5 2,587 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 $3,999 138,078 SH DEFINED 1,4,5 138,078 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 $891 30,772 SH DEFINED 1,6,5 30,772 0 0 WERNER ENTERPRISES INC COM 950755108 $2,366 115,474 SH DEFINED 1,5 115,474 0 0 WERNER ENTERPRISES INC COM 950755108 $1,639 79,990 SH DEFINED 1,2,5 79,990 0 0 WERNER ENTERPRISES INC COM 950755108 $70 3,400 SH DEFINED 1,3,5 3,400 0 0 WERNER ENTERPRISES INC COM 950755108 $3,724 181,733 SH DEFINED 1,4,5 181,733 0 0 WERNER ENTERPRISES INC COM 950755108 $914 44,609 SH DEFINED 1,6,5 44,609 0 0 WILLIAMS COS INC DEL COM 969457100 $6,428 336,365 SH DEFINED 1,5 336,365 0 0 WILLIAMS COS INC DEL COM 969457100 $4,452 232,989 SH DEFINED 1,2,5 232,989 0 0 WILLIAMS COS INC DEL COM 969457100 $190 9,942 SH DEFINED 1,3,5 9,942 0 0 WILLIAMS COS INC DEL COM 969457100 $10,107 528,868 SH DEFINED 1,4,5 528,868 0 0 WILLIAMS COS INC DEL COM 969457100 $2,441 127,758 SH DEFINED 1,6,5 127,758 0 0 WORTHINGTON INDS INC COM 981811102 $1,551 103,226 SH DEFINED 1,5 103,226 0 0 WORTHINGTON INDS INC COM 981811102 $1,075 71,491 SH DEFINED 1,2,5 71,491 0 0 WORTHINGTON INDS INC COM 981811102 $46 3,053 SH DEFINED 1,3,5 3,053 0 0 WORTHINGTON INDS INC COM 981811102 $2,439 162,256 SH DEFINED 1,4,5 162,256 0 0 WORTHINGTON INDS INC COM 981811102 $589 39,203 SH DEFINED 1,6,5 39,203 0 0 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 $501 435,000 SH DEFINED 1,5 435,000 0 0 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 $431 374,000 SH DEFINED 1,2,5 374,000 0 0 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 $1,176 1,020,000 SH DEFINED 1,4,5 1,020,000 0 0 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 $197 171,000 SH DEFINED 1,6,5 171,000 0 0 ZOLL MED CORP COM 989922109 $800 24,794 SH DEFINED 1,5 24,794 0 0 ZOLL MED CORP COM 989922109 $554 17,166 SH DEFINED 1,2,5 17,166 0 0 ZOLL MED CORP COM 989922109 $24 733 SH DEFINED 1,3,5 733 0 0 ZOLL MED CORP COM 989922109 $1,257 38,952 SH DEFINED 1,4,5 38,952 0 0 ZOLL MED CORP COM 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