0001405086-11-000269.txt : 20110812
0001405086-11-000269.hdr.sgml : 20110812
20110812125458
ACCESSION NUMBER: 0001405086-11-000269
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
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: 111030268
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
f001.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, 2011
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 12, 2011
---------------------- ------------------------- ---------------
[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: Five (5)
Form 13F Information Table Entry Total: 644
Form 13F Information Table Value Total: $2,748,995 (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. 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
ABAXIS INC COM 002567105 $502 18,433 SH DEFINED 1,5 18,433 0 0
ABAXIS INC COM 002567105 $219 8,049 SH DEFINED 1,2,5 8,049 0 0
ABAXIS INC COM 002567105 $415 15,241 SH DEFINED 1,4,5 15,241 0 0
ABAXIS INC COM 002567105 $129 4,734 SH DEFINED 1,5,6 4,734 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $4,075 111,064 SH DEFINED 1,5 111,064 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $1,765 48,108 SH DEFINED 1,2,5 48,108 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $3,351 91,330 SH DEFINED 1,4,5 91,330 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $1,041 28,362 SH DEFINED 1,5,6 28,362 0 0
ACE LTD SHS H0023R105 $20,404 310,000 SH DEFINED 1,5 310,000 0 0
ACE LTD SHS H0023R105 $8,774 133,300 SH DEFINED 1,2,5 133,300 0 0
ACE LTD SHS H0023R105 $16,660 253,115 SH DEFINED 1,4,5 253,115 0 0
ACE LTD SHS H0023R105 $5,172 78,585 SH DEFINED 1,5,6 78,585 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $214 155,000 SH DEFINED 1,5 155,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $254 184,000 SH DEFINED 1,2,5 184,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $707 512,000 SH DEFINED 1,4,5 512,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $155 112,000 SH DEFINED 1,5,6 112,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 $834 14,253 SH DEFINED 1,5 14,253 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 $359 6,132 SH DEFINED 1,2,5 6,132 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 $666 11,389 SH DEFINED 1,4,5 11,389 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 $211 3,611 SH DEFINED 1,5,6 3,611 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 $2,243 2,182,000 SH DEFINED 1,5 2,182,000 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 $2,277 2,215,000 SH DEFINED 1,2,5 2,215,000 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 $5,045 4,908,000 SH DEFINED 1,4,5 4,908,000 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 $1,305 1,270,000 SH DEFINED 1,5,6 1,270,000 0 0
AETNA INC NEW COM 00817Y108 $8,652 196,232 SH DEFINED 1,5 196,232 0 0
AETNA INC NEW COM 00817Y108 $3,733 84,666 SH DEFINED 1,2,5 84,666 0 0
AETNA INC NEW COM 00817Y108 $7,088 160,753 SH DEFINED 1,4,5 160,753 0 0
AETNA INC NEW COM 00817Y108 $2,200 49,892 SH DEFINED 1,5,6 49,892 0 0
AFFYMAX INC COM 00826A109 $886 128,984 SH DEFINED 1,5 128,984 0 0
AFFYMAX INC COM 00826A109 $384 55,951 SH DEFINED 1,2,5 55,951 0 0
AFFYMAX INC COM 00826A109 $728 106,025 SH DEFINED 1,4,5 106,025 0 0
AFFYMAX INC COM 00826A109 $226 32,922 SH DEFINED 1,5,6 32,922 0 0
AFLAC INC COM STK COM 001055102 $7,198 154,200 SH CALL DEFINED 1,5 154,200 0 0
AFLAC INC COM STK COM 001055102 $3,263 69,900 SH CALL DEFINED 1,2,5 69,900 0 0
AFLAC INC COM STK COM 001055102 $6,288 134,700 SH CALL DEFINED 1,4,5 134,700 0 0
AFLAC INC COM STK COM 001055102 $1,923 41,200 SH CALL DEFINED 1,5,6 41,200 0 0
AIR PRODS & CHEMS INC COM 009158106 $47,653 498,569 SH DEFINED 1,5 498,569 0 0
AIR PRODS & CHEMS INC COM 009158106 $20,492 214,393 SH DEFINED 1,2,5 214,393 0 0
AIR PRODS & CHEMS INC COM 009158106 $38,913 407,122 SH DEFINED 1,4,5 407,122 0 0
AIR PRODS & CHEMS INC COM 009158106 $12,081 126,392 SH DEFINED 1,5,6 126,392 0 0
ALBEMARLE CORP COM 012653101 $155 2,237 SH DEFINED 1,5 2,237 0 0
ALBEMARLE CORP COM 012653101 $67 962 SH DEFINED 1,2,5 962 0 0
ALBEMARLE CORP COM 012653101 $126 1,827 SH DEFINED 1,4,5 1,827 0 0
ALBEMARLE CORP COM 012653101 $39 567 SH DEFINED 1,5,6 567 0 0
ALERE INC COM 01449J105 $2,075 56,667 SH DEFINED 1,5 56,667 0 0
ALERE INC COM 01449J105 $892 24,371 SH DEFINED 1,2,5 24,371 0 0
ALERE INC COM 01449J105 $1,695 46,295 SH DEFINED 1,4,5 46,295 0 0
ALERE INC COM 01449J105 $526 14,367 SH DEFINED 1,5,6 14,367 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 $7,927 174,455 SH DEFINED 1,5 174,455 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 $3,453 75,988 SH DEFINED 1,2,5 75,988 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 $6,557 144,302 SH DEFINED 1,4,5 144,302 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 $2,036 44,817 SH DEFINED 1,5,6 44,817 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 $2,276 102,069 SH DEFINED 1,5 102,069 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 $979 43,889 SH DEFINED 1,2,5 43,889 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 $1,858 83,339 SH DEFINED 1,4,5 83,339 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 $577 25,874 SH DEFINED 1,5,6 25,874 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 $4,086 138,732 SH DEFINED 1,5 138,732 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 $1,783 60,546 SH DEFINED 1,2,5 60,546 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 $3,473 117,931 SH DEFINED 1,4,5 117,931 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 $1,049 35,629 SH DEFINED 1,5,6 35,629 0 0
ANADARKO PETE CORP COM 032511107 $4,360 56,803 SH DEFINED 1,5 56,803 0 0
ANADARKO PETE CORP COM 032511107 $1,903 24,798 SH DEFINED 1,2,5 24,798 0 0
ANADARKO PETE CORP COM 032511107 $3,606 46,977 SH DEFINED 1,4,5 46,977 0 0
ANADARKO PETE CORP COM 032511107 $1,119 14,583 SH DEFINED 1,5,6 14,583 0 0
ANIXTER INTL INC COM 035290105 $6,539 100,074 SH DEFINED 1,5 100,074 0 0
ANIXTER INTL INC COM 035290105 $2,809 42,990 SH DEFINED 1,2,5 42,990 0 0
ANIXTER INTL INC COM 035290105 $5,331 81,592 SH DEFINED 1,4,5 81,592 0 0
ANIXTER INTL INC COM 035290105 $1,656 25,344 SH DEFINED 1,5,6 25,344 0 0
APACHE CORP COM 037411105 $5,043 40,869 SH DEFINED 1,5 40,869 0 0
APACHE CORP COM 037411105 $2,201 17,841 SH DEFINED 1,2,5 17,841 0 0
APACHE CORP COM 037411105 $4,170 33,794 SH DEFINED 1,4,5 33,794 0 0
APACHE CORP COM 037411105 $1,295 10,496 SH DEFINED 1,5,6 10,496 0 0
ARROW ELECTRS INC COM 042735100 $2,031 48,951 SH DEFINED 1,5 48,951 0 0
ARROW ELECTRS INC COM 042735100 $884 21,298 SH DEFINED 1,2,5 21,298 0 0
ARROW ELECTRS INC COM 042735100 $1,679 40,452 SH DEFINED 1,4,5 40,452 0 0
ARROW ELECTRS INC COM 042735100 $521 12,558 SH DEFINED 1,5,6 12,558 0 0
ASHLAND INC NEW COM 044209104 $222 3,441 SH DEFINED 1,5 3,441 0 0
ASHLAND INC NEW COM 044209104 $97 1,499 SH DEFINED 1,2,5 1,499 0 0
ASHLAND INC NEW COM 044209104 $184 2,846 SH DEFINED 1,4,5 2,846 0 0
ASHLAND INC NEW COM 044209104 $57 884 SH DEFINED 1,5,6 884 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $2,454 2,454,000 SH DEFINED 1,5 2,454,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $2,020 2,020,000 SH DEFINED 1,2,5 2,020,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $3,836 3,835,000 SH DEFINED 1,4,5 3,835,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $1,191 1,191,000 SH DEFINED 1,5,6 1,191,000 0 0
AVERY DENNISON CORP COM 053611109 $5,876 152,119 SH DEFINED 1,5 152,119 0 0
AVERY DENNISON CORP COM 053611109 $2,569 66,502 SH DEFINED 1,2,5 66,502 0 0
AVERY DENNISON CORP COM 053611109 $4,980 128,917 SH DEFINED 1,4,5 128,917 0 0
AVERY DENNISON CORP COM 053611109 $1,465 37,916 SH DEFINED 1,5,6 37,916 0 0
AVNET INC COM 053807103 $12,733 399,408 SH DEFINED 1,5 399,408 0 0
AVNET INC COM 053807103 $5,475 171,748 SH DEFINED 1,2,5 171,748 0 0
AVNET INC COM 053807103 $10,397 326,128 SH DEFINED 1,4,5 326,128 0 0
AVNET INC COM 053807103 $3,228 101,251 SH DEFINED 1,5,6 101,251 0 0
BPZ RESOURCES INC COM 055639108 $3,670 1,119,050 SH DEFINED 1,5 1,119,050 0 0
BPZ RESOURCES INC COM 055639108 $1,603 488,656 SH DEFINED 1,2,5 488,656 0 0
BPZ RESOURCES INC COM 055639108 $3,035 925,255 SH DEFINED 1,4,5 925,255 0 0
BPZ RESOURCES INC COM 055639108 $943 287,371 SH DEFINED 1,5,6 287,371 0 0
CA INC COM 12673P105 $2,860 125,211 SH DEFINED 1,5 125,211 0 0
CA INC COM 12673P105 $1,249 54,677 SH DEFINED 1,2,5 54,677 0 0
CA INC COM 12673P105 $2,365 103,530 SH DEFINED 1,4,5 103,530 0 0
CA INC COM 12673P105 $734 32,156 SH DEFINED 1,5,6 32,156 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $10,863 300,000 SH DEFINED 1,5 300,000 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $4,671 129,000 SH DEFINED 1,2,5 129,000 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $8,870 244,950 SH DEFINED 1,4,5 244,950 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $2,754 76,050 SH DEFINED 1,5,6 76,050 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,475 1,473,843 SH DEFINED 1,5 1,473,843 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,365 1,363,307 SH DEFINED 1,2,5 1,363,307 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $2,893 2,890,004 SH DEFINED 1,4,5 2,890,004 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $774 772,846 SH DEFINED 1,5,6 772,846 0 0
CARRIAGE SVCS INC COM 143905107 $232 40,928 SH DEFINED 1,5 40,928 0 0
CARRIAGE SVCS INC COM 143905107 $101 17,878 SH DEFINED 1,2,5 17,878 0 0
CARRIAGE SVCS INC COM 143905107 $192 33,879 SH DEFINED 1,4,5 33,879 0 0
CARRIAGE SVCS INC COM 143905107 $60 10,515 SH DEFINED 1,5,6 10,515 0 0
CASH AMER INTL INC COM 14754D100 $5,034 86,985 SH DEFINED 1,5 86,985 0 0
CASH AMER INTL INC COM 14754D100 $2,198 37,990 SH DEFINED 1,2,5 37,990 0 0
CASH AMER INTL INC COM 14754D100 $4,163 71,942 SH DEFINED 1,4,5 71,942 0 0
CASH AMER INTL INC COM 14754D100 $1,293 22,343 SH DEFINED 1,5,6 22,343 0 0
CEMEX S.A.B DE C.V. ADR COM 151290889 $1,018 118,400 SH PUT DEFINED 1,5 118,400 0 0
CEMEX S.A.B DE C.V. ADR COM 151290889 $1,715 199,400 SH PUT DEFINED 1,2,5 199,400 0 0
CEMEX S.A.B DE C.V. ADR COM 151290889 $4,653 541,000 SH PUT DEFINED 1,4,5 541,000 0 0
CEMEX S.A.B DE C.V. ADR COM 151290959 $1,214 141,200 SH PUT DEFINED 1,5,6 141,200 0 0
CENTURY ALUM CO COM 156431108 $2,602 166,250 SH DEFINED 1,5 166,250 0 0
CENTURY ALUM CO COM 156431108 $1,136 72,579 SH DEFINED 1,2,5 72,579 0 0
CENTURY ALUM CO COM 156431108 $2,152 137,523 SH DEFINED 1,4,5 137,523 0 0
CENTURY ALUM CO COM 156431108 $668 42,683 SH DEFINED 1,5,6 42,683 0 0
CHEMTURA CORP COM NEW 163893209 $16,676 916,278 SH DEFINED 1,5 916,278 0 0
CHEMTURA CORP COM NEW 163893209 $7,201 395,671 SH DEFINED 1,2,5 395,671 0 0
CHEMTURA CORP COM NEW 163893209 $13,448 738,921 SH DEFINED 1,4,5 738,921 0 0
CHEMTURA CORP COM NEW 163893209 $4,232 232,520 SH DEFINED 1,5,6 232,520 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $6,689 225,301 SH DEFINED 1,5 225,301 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $2,878 96,924 SH DEFINED 1,2,5 96,924 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $5,464 184,041 SH DEFINED 1,4,5 184,041 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $1,696 57,137 SH DEFINED 1,5,6 57,137 0 0
CITIGROUP INC COM NEW 172967424 $10,830 260,079 SH DEFINED 1,5 260,079 0 0
CITIGROUP INC COM NEW 172967424 $4,712 113,169 SH DEFINED 1,2,5 113,169 0 0
CITIGROUP INC COM NEW 172967424 $8,949 214,910 SH DEFINED 1,4,5 214,910 0 0
CITIGROUP INC COM NEW 172967424 $2,779 66,744 SH DEFINED 1,5,6 66,744 0 0
CME GROUP INC COM 12572Q105 $16,474 56,496 SH DEFINED 1,5 56,496 0 0
CME GROUP INC COM 12572Q105 $7,078 24,273 SH DEFINED 1,2,5 24,273 0 0
CME GROUP INC COM 12572Q105 $13,386 45,908 SH DEFINED 1,4,5 45,908 0 0
CME GROUP INC COM 12572Q105 $4,176 14,323 SH DEFINED 1,5,6 14,323 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 $9,312 319,132 SH DEFINED 1,5 319,132 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 $4,029 138,063 SH DEFINED 1,2,5 138,063 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 $7,632 261,534 SH DEFINED 1,4,5 261,534 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 $2,371 81,271 SH DEFINED 1,5,6 81,271 0 0
COMCAST CORP NEW CL A SPL 20030N200 $9,692 400,000 SH DEFINED 1,5 400,000 0 0
COMCAST CORP NEW CL A SPL 20030N200 $4,168 172,000 SH DEFINED 1,2,5 172,000 0 0
COMCAST CORP NEW CL A SPL 20030N200 $7,914 326,600 SH DEFINED 1,4,5 326,600 0 0
COMCAST CORP NEW CL A SPL 20030N200 $2,457 101,400 SH DEFINED 1,5,6 101,400 0 0
CONAGRA FOODS INC COM 205887102 $2,439 94,493 SH DEFINED 1,5 94,493 0 0
CONAGRA FOODS INC COM 205887102 $1,062 41,160 SH DEFINED 1,2,5 41,160 0 0
CONAGRA FOODS INC COM 205887102 $2,018 78,172 SH DEFINED 1,4,5 78,172 0 0
CONAGRA FOODS INC COM 205887102 $627 24,276 SH DEFINED 1,5,6 24,276 0 0
CONCEPTUS INC COM 206016107 $1,186 101,649 SH DEFINED 1,5 101,649 0 0
CONCEPTUS INC COM 206016107 $518 44,371 SH DEFINED 1,2,5 44,371 0 0
CONCEPTUS INC COM 206016107 $1,010 86,552 SH DEFINED 1,4,5 86,552 0 0
CONCEPTUS INC COM 206016107 $305 26,107 SH DEFINED 1,5,6 26,107 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $235 231,000 SH DEFINED 1,5 231,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $343 338,000 SH DEFINED 1,2,5 338,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $738 727,000 SH DEFINED 1,4,5 727,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $134 132,000 SH DEFINED 1,5,6 132,000 0 0
CONSOL ENERGY INC COM 20854P109 $4,009 82,692 SH DEFINED 1,5 82,692 0 0
CONSOL ENERGY INC COM 20854P109 $1,751 36,110 SH DEFINED 1,2,5 36,110 0 0
CONSOL ENERGY INC COM 20854P109 $3,315 68,374 SH DEFINED 1,4,5 68,374 0 0
CONSOL ENERGY INC COM 20854P109 $1,030 21,236 SH DEFINED 1,5,6 21,236 0 0
CORN PRODS INTL INC COM 219023108 $8,777 158,782 SH DEFINED 1,5 158,782 0 0
CORN PRODS INTL INC COM 219023108 $3,828 69,247 SH DEFINED 1,2,5 69,247 0 0
CORN PRODS INTL INC COM 219023108 $7,254 131,220 SH DEFINED 1,4,5 131,220 0 0
CORN PRODS INTL INC COM 219023108 $2,253 40,751 SH DEFINED 1,5,6 40,751 0 0
COVIDIEN PLC SHS G2554F113 $3,609 67,799 SH DEFINED 1,5 67,799 0 0
COVIDIEN PLC SHS G2554F113 $1,562 29,343 SH DEFINED 1,2,5 29,343 0 0
COVIDIEN PLC SHS G2554F113 $2,961 55,630 SH DEFINED 1,4,5 55,630 0 0
COVIDIEN PLC SHS G2554F113 $920 17,282 SH DEFINED 1,5,6 17,282 0 0
CROCS INC COM 227046109 $4,188 162,660 SH DEFINED 1,5 162,660 0 0
CROCS INC COM 227046109 $1,801 69,943 SH DEFINED 1,2,5 69,943 0 0
CROCS INC COM 227046109 $3,420 132,811 SH DEFINED 1,4,5 132,811 0 0
CROCS INC COM 227046109 $1,062 41,234 SH DEFINED 1,5,6 41,234 0 0
CUMMINS INC COM 231021106 $2,070 20,000 SH DEFINED 1,5 20,000 0 0
CUMMINS INC COM 231021106 $890 8,600 SH DEFINED 1,2,5 8,600 0 0
CUMMINS INC COM 231021106 $1,690 16,330 SH DEFINED 1,4,5 16,330 0 0
CUMMINS INC COM 231021106 $525 5,070 SH DEFINED 1,5,6 5,070 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 $367 39,995 SH DEFINED 1,5 39,995 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 $158 17,200 SH DEFINED 1,2,5 17,200 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 $300 32,666 SH DEFINED 1,4,5 32,666 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 $93 10,139 SH DEFINED 1,5,6 10,139 0 0
DELUXE CORP COM 248019101 $6,982 282,553 SH DEFINED 1,5 282,553 0 0
DELUXE CORP COM 248019101 $3,049 123,396 SH DEFINED 1,2,5 123,396 0 0
DELUXE CORP COM 248019101 $5,775 233,695 SH DEFINED 1,4,5 233,695 0 0
DELUXE CORP COM 248019101 $1,793 72,570 SH DEFINED 1,5,6 72,570 0 0
DEXCOM INC COM 252131107 $1,612 111,254 SH DEFINED 1,5 111,254 0 0
DEXCOM INC COM 252131107 $702 48,454 SH DEFINED 1,2,5 48,454 0 0
DEXCOM INC COM 252131107 $1,330 91,785 SH DEFINED 1,4,5 91,785 0 0
DEXCOM INC COM 252131107 $413 28,507 SH DEFINED 1,5,6 28,507 0 0
DIGITALGLOBE INC COM NEW 25389M877 $763 30,019 SH DEFINED 1,5 30,019 0 0
DIGITALGLOBE INC COM NEW 25389M877 $333 13,102 SH DEFINED 1,2,5 13,102 0 0
DIGITALGLOBE INC COM NEW 25389M877 $630 24,789 SH DEFINED 1,4,5 24,789 0 0
DIGITALGLOBE INC COM NEW 25389M877 $196 7,705 SH DEFINED 1,5,6 7,705 0 0
DINEEQUITY INC COM 254423106 $3,115 59,593 SH DEFINED 1,5 59,593 0 0
DINEEQUITY INC COM 254423106 $1,357 25,959 SH DEFINED 1,2,5 25,959 0 0
DINEEQUITY INC COM 254423106 $2,570 49,175 SH DEFINED 1,4,5 49,175 0 0
DINEEQUITY INC COM 254423106 $798 15,273 SH DEFINED 1,5,6 15,273 0 0
DISCOVER FINL SVCS COM 254709108 $5,031 188,061 SH DEFINED 1,5 188,061 0 0
DISCOVER FINL SVCS COM 254709108 $2,191 81,913 SH DEFINED 1,2,5 81,913 0 0
DISCOVER FINL SVCS COM 254709108 $4,161 155,554 SH DEFINED 1,4,5 155,554 0 0
DISCOVER FINL SVCS COM 254709108 $1,292 48,311 SH DEFINED 1,5,6 48,311 0 0
DOLLAR FINL CORP COM 256664103 $8,247 380,942 SH DEFINED 1,5 380,942 0 0
DOLLAR FINL CORP COM 256664103 $3,601 166,339 SH DEFINED 1,2,5 166,339 0 0
DOLLAR FINL CORP COM 256664103 $6,819 314,988 SH DEFINED 1,4,5 314,988 0 0
DOLLAR FINL CORP COM 256664103 $2,118 97,830 SH DEFINED 1,5,6 97,830 0 0
DOVER CORP COM 260003108 $3,845 56,707 SH DEFINED 1,5 56,707 0 0
DOVER CORP COM 260003108 $1,678 24,748 SH DEFINED 1,2,5 24,748 0 0
DOVER CORP COM 260003108 $3,180 46,906 SH DEFINED 1,4,5 46,906 0 0
DOVER CORP COM 260003108 $988 14,565 SH DEFINED 1,5,6 14,565 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $696 27,446 SH DEFINED 1,5 27,446 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $304 11,985 SH DEFINED 1,2,5 11,985 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $576 22,705 SH DEFINED 1,4,5 22,705 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $179 7,064 SH DEFINED 1,5,6 7,064 0 0
EATON CORP COM 278058102 $12,345 239,938 SH DEFINED 1,5 239,938 0 0
EATON CORP COM 278058102 $5,310 103,215 SH DEFINED 1,2,5 103,215 0 0
EATON CORP COM 278058102 $10,084 196,001 SH DEFINED 1,4,5 196,001 0 0
EATON CORP COM 278058102 $3,131 60,846 SH DEFINED 1,5,6 60,846 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 $1,926 62,575 SH DEFINED 1,5 62,575 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 $835 27,129 SH DEFINED 1,2,5 27,129 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 $1,578 51,277 SH DEFINED 1,4,5 51,277 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 $491 15,952 SH DEFINED 1,5,6 15,952 0 0
ENSCO PLC SPONSORED ADR 29358Q109 $10,316 193,537 SH DEFINED 1,5 193,537 0 0
ENSCO PLC SPONSORED ADR 29358Q109 $4,446 83,416 SH DEFINED 1,2,5 83,416 0 0
ENSCO PLC SPONSORED ADR 29358Q109 $8,306 155,842 SH DEFINED 1,4,5 155,842 0 0
ENSCO PLC SPONSORED ADR 29358Q109 $2,618 49,115 SH DEFINED 1,5,6 49,115 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 $3,605 108,205 SH DEFINED 1,5 108,205 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 $1,757 52,741 SH DEFINED 1,2,5 52,741 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 $3,334 100,069 SH DEFINED 1,4,5 100,069 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 $1,036 31,079 SH DEFINED 1,5,6 31,079 0 0
EXPRESS INC COM 30219E103 $6,847 314,063 SH DEFINED 1,5 314,063 0 0
EXPRESS INC COM 30219E103 $2,985 136,925 SH DEFINED 1,2,5 136,925 0 0
EXPRESS INC COM 30219E103 $5,663 259,775 SH DEFINED 1,4,5 259,775 0 0
EXPRESS INC COM 30219E103 $1,758 80,659 SH DEFINED 1,5,6 80,659 0 0
EXTERRAN HLDGS INC COM 30225X103 $1,071 54,018 SH DEFINED 1,5 54,018 0 0
EXTERRAN HLDGS INC COM 30225X103 $467 23,528 SH DEFINED 1,2,5 23,528 0 0
EXTERRAN HLDGS INC COM 30225X103 $886 44,680 SH DEFINED 1,4,5 44,680 0 0
EXTERRAN HLDGS INC COM 30225X103 $275 13,877 SH DEFINED 1,5,6 13,877 0 0
GARDNER DENVER INC COM 365558105 $4,425 52,648 SH DEFINED 1,5 52,648 0 0
GARDNER DENVER INC COM 365558105 $1,903 22,638 SH DEFINED 1,2,5 22,638 0 0
GARDNER DENVER INC COM 365558105 $3,613 42,986 SH DEFINED 1,4,5 42,986 0 0
GARDNER DENVER INC COM 365558105 $1,122 13,346 SH DEFINED 1,5,6 13,346 0 0
GENERAL ELECTRIC CO COM 369604103 $24,598 1,304,261 SH DEFINED 1,5 1,304,261 0 0
GENERAL ELECTRIC CO COM 369604103 $10,562 560,016 SH DEFINED 1,2,5 560,016 0 0
GENERAL ELECTRIC CO COM 369604103 $20,055 1,063,379 SH DEFINED 1,4,5 1,063,379 0 0
GENERAL ELECTRIC CO COM 369604103 $6,227 330,149 SH DEFINED 1,5,6 330,149 0 0
GENERAL MLS INC COM 370334104 $11,216 301,333 SH DEFINED 1,5 301,333 0 0
GENERAL MLS INC COM 370334104 $4,823 129,586 SH DEFINED 1,2,5 129,586 0 0
GENERAL MLS INC COM 370334104 $9,160 246,105 SH DEFINED 1,4,5 246,105 0 0
GENERAL MLS INC COM 370334104 $2,843 76,393 SH DEFINED 1,5,6 76,393 0 0
GEOEYE INC COMMON STOCK 37250W108 $4,221 112,873 SH DEFINED 1,5 112,873 0 0
GEOEYE INC COMMON STOCK 37250W108 $1,839 49,179 SH DEFINED 1,2,5 49,179 0 0
GEOEYE INC COMMON STOCK 37250W108 $3,492 93,369 SH DEFINED 1,4,5 93,369 0 0
GEOEYE INC COMMON STOCK 37250W108 $1,084 28,985 SH DEFINED 1,5,6 28,985 0 0
HCA HOLDINGS INC COM 40412C101 $6,793 205,836 SH DEFINED 1,5 205,836 0 0
HCA HOLDINGS INC COM 40412C101 $2,952 89,460 SH DEFINED 1,2,5 89,460 0 0
HCA HOLDINGS INC COM 40412C101 $5,605 169,857 SH DEFINED 1,4,5 169,857 0 0
HCA HOLDINGS INC COM 40412C101 $1,740 52,740 SH DEFINED 1,5,6 52,740 0 0
HERSHEY CO COM 427866108 $10,350 182,062 SH DEFINED 1,5 182,062 0 0
HERSHEY CO COM 427866108 $4,466 78,557 SH DEFINED 1,2,5 78,557 0 0
HERSHEY CO COM 427866108 $8,347 146,829 SH DEFINED 1,4,5 146,829 0 0
HERSHEY CO COM 427866108 $2,628 46,233 SH DEFINED 1,5,6 46,233 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 $3,474 218,758 SH DEFINED 1,5 218,758 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 $1,517 95,518 SH DEFINED 1,2,5 95,518 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 $2,872 180,844 SH DEFINED 1,4,5 180,844 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 $892 56,174 SH DEFINED 1,5,6 56,174 0 0
HOLOGIC INC COM 436440101 $5,338 264,662 SH DEFINED 1,5 264,662 0 0
HOLOGIC INC COM 436440101 $2,296 113,811 SH DEFINED 1,2,5 113,811 0 0
HOLOGIC INC COM 436440101 $4,359 216,131 SH DEFINED 1,4,5 216,131 0 0
HOLOGIC INC COM 436440101 $1,353 67,096 SH DEFINED 1,5,6 67,096 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $3,686 3,830,000 SH DEFINED 1,5 3,830,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $3,188 3,313,000 SH DEFINED 1,2,5 3,313,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $5,724 5,948,000 SH DEFINED 1,4,5 5,948,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $1,837 1,909,000 SH DEFINED 1,5,6 1,909,000 0 0
HUNTSMAN CORP COM 447011107 $26,875 1,425,711 SH DEFINED 1,5 1,425,711 0 0
HUNTSMAN CORP COM 447011107 $11,599 615,315 SH DEFINED 1,2,5 615,315 0 0
HUNTSMAN CORP COM 447011107 $21,688 1,150,532 SH DEFINED 1,4,5 1,150,532 0 0
HUNTSMAN CORP COM 447011107 $6,824 362,004 SH DEFINED 1,5,6 362,004 0 0
INNOSPEC INC COM 45768S105 $1,376 40,938 SH DEFINED 1,5 40,938 0 0
INNOSPEC INC COM 45768S105 $592 17,614 SH DEFINED 1,2,5 17,614 0 0
INNOSPEC INC COM 45768S105 $1,124 33,428 SH DEFINED 1,4,5 33,428 0 0
INNOSPEC INC COM 45768S105 $349 10,384 SH DEFINED 1,5,6 10,384 0 0
INVESCO LTD SHS G491BT108 $1,694 72,402 SH DEFINED 1,5 72,402 0 0
INVESCO LTD SHS G491BT108 $738 31,544 SH DEFINED 1,2,5 31,544 0 0
INVESCO LTD SHS G491BT108 $1,401 59,881 SH DEFINED 1,4,5 59,881 0 0
INVESCO LTD SHS G491BT108 $435 18,591 SH DEFINED 1,5,6 18,591 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 $2,557 121,011 SH DEFINED 1,5 121,011 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 $1,102 52,130 SH DEFINED 1,2,5 52,130 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 $2,092 98,986 SH DEFINED 1,4,5 98,986 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 $649 30,732 SH DEFINED 1,5,6 30,732 0 0
JAMES RIVER COAL CO COM NEW 470355207 $2,749 132,055 SH DEFINED 1,5 132,055 0 0
JAMES RIVER COAL CO COM NEW 470355207 $1,225 58,848 SH DEFINED 1,2,5 58,848 0 0
JAMES RIVER COAL CO COM NEW 470355207 $2,320 111,430 SH DEFINED 1,4,5 111,430 0 0
JAMES RIVER COAL CO COM NEW 470355207 $721 34,609 SH DEFINED 1,5,6 34,609 0 0
JARDEN CORP COM 471109108 $5,246 152,016 SH DEFINED 1,5 152,016 0 0
JARDEN CORP COM 471109108 $2,256 65,380 SH DEFINED 1,2,5 65,380 0 0
JARDEN CORP COM 471109108 $4,286 124,184 SH DEFINED 1,4,5 124,184 0 0
JARDEN CORP COM 471109108 $1,330 38,544 SH DEFINED 1,5,6 38,544 0 0
JPMORGAN CHASE & CO COM 46625H100 $23,222 567,217 SH DEFINED 1,5 567,217 0 0
JPMORGAN CHASE & CO COM 46625H100 $9,985 243,903 SH DEFINED 1,2,5 243,903 0 0
JPMORGAN CHASE & CO COM 46625H100 $18,961 463,132 SH DEFINED 1,4,5 463,132 0 0
JPMORGAN CHASE & CO COM 46625H100 $5,887 143,789 SH DEFINED 1,5,6 143,789 0 0
KBR INC COM 48242W106 $4,101 108,799 SH DEFINED 1,5 108,799 0 0
KBR INC COM 48242W106 $1,790 47,486 SH DEFINED 1,2,5 47,486 0 0
KBR INC COM 48242W106 $3,391 89,962 SH DEFINED 1,4,5 89,962 0 0
KBR INC COM 48242W106 $1,053 27,941 SH DEFINED 1,5,6 27,941 0 0
KELLOGG CO COM 487836108 $6,638 120,000 SH DEFINED 1,5 120,000 0 0
KELLOGG CO COM 487836108 $2,855 51,600 SH DEFINED 1,2,5 51,600 0 0
KELLOGG CO COM 487836108 $5,420 97,980 SH DEFINED 1,4,5 97,980 0 0
KELLOGG CO COM 487836108 $1,683 30,420 SH DEFINED 1,5,6 30,420 0 0
KINDRED HEALTHCARE INC COM 494580103 $854 39,761 SH DEFINED 1,5 39,761 0 0
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KINDRED HEALTHCARE INC COM 494580103 $216 10,080 SH DEFINED 1,5,6 10,080 0 0
KRAFT FOODS INC CL A 50075N104 $8,455 240,000 SH DEFINED 1,5 240,000 0 0
KRAFT FOODS INC CL A 50075N104 $3,636 103,200 SH DEFINED 1,2,5 103,200 0 0
KRAFT FOODS INC CL A 50075N104 $6,904 195,960 SH DEFINED 1,4,5 195,960 0 0
KRAFT FOODS INC CL A 50075N104 $2,143 60,840 SH DEFINED 1,5,6 60,840 0 0
KRONOS WORLDWIDE INC COM 50105F105 $1,383 43,989 SH DEFINED 1,5 43,989 0 0
KRONOS WORLDWIDE INC COM 50105F105 $585 18,587 SH DEFINED 1,2,5 18,587 0 0
KRONOS WORLDWIDE INC COM 50105F105 $1,102 35,040 SH DEFINED 1,4,5 35,040 0 0
KRONOS WORLDWIDE INC COM 50105F105 $343 10,919 SH DEFINED 1,5,6 10,919 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $26,931 27,433,000 SH DEFINED 1,5 27,433,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $20,130 20,505,000 SH DEFINED 1,2,5 20,505,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $38,495 39,213,000 SH DEFINED 1,4,5 39,213,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $11,864 12,085,000 SH DEFINED 1,5,6 12,085,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 $12,380 321,395 SH DEFINED 1,5 321,395 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 $5,324 138,209 SH DEFINED 1,2,5 138,209 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 $10,110 262,472 SH DEFINED 1,4,5 262,472 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 $3,139 81,478 SH DEFINED 1,5,6 81,478 0 0
MARATHON OIL CORP COM 565849106 $13,658 259,269 SH DEFINED 1,5 259,269 0 0
MARATHON OIL CORP COM 565849106 $5,900 111,994 SH DEFINED 1,2,5 111,994 0 0
MARATHON OIL CORP COM 565849106 $11,013 209,064 SH DEFINED 1,4,5 209,064 0 0
MARATHON OIL CORP COM 565849106 $3,466 65,792 SH DEFINED 1,5,6 65,792 0 0
MARTEN TRANS LTD COM 573075108 $2,403 111,270 SH DEFINED 1,5 111,270 0 0
MARTEN TRANS LTD COM 573075108 $1,036 47,986 SH DEFINED 1,2,5 47,986 0 0
MARTEN TRANS LTD COM 573075108 $1,970 91,187 SH DEFINED 1,4,5 91,187 0 0
MARTEN TRANS LTD COM 573075108 $611 28,291 SH DEFINED 1,5,6 28,291 0 0
MASCO CORP NOTE 7/2 574599BB1 $1,161 2,177,000 SH DEFINED 1,5 2,177,000 0 0
MASCO CORP NOTE 7/2 574599BB1 $709 1,330,000 SH DEFINED 1,2,5 1,330,000 0 0
MASCO CORP NOTE 7/2 574599BB1 $2,036 3,819,000 SH DEFINED 1,4,5 3,819,000 0 0
MASCO CORP NOTE 7/2 574599BB1 $359 674,000 SH DEFINED 1,5,6 674,000 0 0
MCDERMOTT INTL INC COM 580037109 $8,598 434,008 SH DEFINED 1,5 434,008 0 0
MCDERMOTT INTL INC COM 580037109 $3,697 186,625 SH DEFINED 1,2,5 186,625 0 0
MCDERMOTT INTL INC COM 580037109 $7,020 354,379 SH DEFINED 1,4,5 354,379 0 0
MCDERMOTT INTL INC COM 580037109 $2,180 110,022 SH DEFINED 1,5,6 110,022 0 0
MEDIVATION INC COM STK COM 58501N101 $829 38,700 SH CALL DEFINED 1,5 38,700 0 0
MEDIVATION INC COM STK COM 58501N101 $379 17,700 SH CALL DEFINED 1,2,5 17,700 0 0
MEDIVATION INC COM STK COM 58501N101 $720 33,600 SH CALL DEFINED 1,4,5 33,600 0 0
MEDIVATION INC COM STK COM 58501N101 $225 10,500 SH CALL DEFINED 1,5,6 10,500 0 0
METLIFE INC COM 59156R108 $30,446 694,000 SH DEFINED 1,5 694,000 0 0
METLIFE INC COM 59156R108 $13,092 298,420 SH DEFINED 1,2,5 298,420 0 0
METLIFE INC COM 59156R108 $24,859 566,651 SH DEFINED 1,4,5 566,651 0 0
METLIFE INC COM 59156R108 $7,718 175,929 SH DEFINED 1,5,6 175,929 0 0
MGIC INVT CORP WIS COM 552848103 $1,086 182,599 SH DEFINED 1,5 182,599 0 0
MGIC INVT CORP WIS COM 552848103 $484 81,352 SH DEFINED 1,2,5 81,352 0 0
MGIC INVT CORP WIS COM 552848103 $916 153,975 SH DEFINED 1,4,5 153,975 0 0
MGIC INVT CORP WIS COM 552848103 $285 47,846 SH DEFINED 1,5,6 47,846 0 0
MOLEX INC CL A 608554200 $15,250 709,974 SH DEFINED 1,5 709,974 0 0
MOLEX INC CL A 608554200 $6,637 308,964 SH DEFINED 1,2,5 308,964 0 0
MOLEX INC CL A 608554200 $12,577 585,502 SH DEFINED 1,4,5 585,502 0 0
MOLEX INC CL A 608554200 $3,904 181,730 SH DEFINED 1,5,6 181,730 0 0
MORGAN STANLEY COM NEW 617446448 $4,373 190,050 SH DEFINED 1,5 190,050 0 0
MORGAN STANLEY COM NEW 617446448 $2,044 88,852 SH DEFINED 1,2,5 88,852 0 0
MORGAN STANLEY COM NEW 617446448 $3,882 168,716 SH DEFINED 1,4,5 168,716 0 0
MORGAN STANLEY COM NEW 617446448 $1,205 52,382 SH DEFINED 1,5,6 52,382 0 0
NELNET INC CL A 64031N108 $2,140 97,000 SH DEFINED 1,5 97,000 0 0
NELNET INC CL A 64031N108 $934 42,358 SH DEFINED 1,2,5 42,358 0 0
NELNET INC CL A 64031N108 $1,769 80,203 SH DEFINED 1,4,5 80,203 0 0
NELNET INC CL A 64031N108 $550 24,911 SH DEFINED 1,5,6 24,911 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $7,006 6,982,000 SH DEFINED 1,5 6,982,000 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $8,200 8,171,000 SH DEFINED 1,2,5 8,171,000 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $22,386 22,308,000 SH DEFINED 1,4,5 22,308,000 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 $4,419 4,404,000 SH DEFINED 1,5,6 4,404,000 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 $5,472 138,848 SH DEFINED 1,5 138,848 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 $2,383 60,476 SH DEFINED 1,2,5 60,476 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 $4,526 114,844 SH DEFINED 1,4,5 114,844 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 $1,406 35,667 SH DEFINED 1,5,6 35,667 0 0
NORDSTROM INC COM 655664100 $4,746 101,099 SH DEFINED 1,5 101,099 0 0
NORDSTROM INC COM 655664100 $2,072 44,131 SH DEFINED 1,2,5 44,131 0 0
NORDSTROM INC COM 655664100 $3,920 83,518 SH DEFINED 1,4,5 83,518 0 0
NORDSTROM INC COM 655664100 $1,218 25,956 SH DEFINED 1,5,6 25,956 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $2,629 70,009 SH DEFINED 1,5 70,009 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $1,145 30,499 SH DEFINED 1,2,5 30,499 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $2,175 57,932 SH DEFINED 1,4,5 57,932 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $675 17,989 SH DEFINED 1,5,6 17,989 0 0
NYSE EURONEXT COM 629491101 $20,219 590,000 SH DEFINED 1,5 590,000 0 0
NYSE EURONEXT COM 629491101 $8,694 253,700 SH DEFINED 1,2,5 253,700 0 0
NYSE EURONEXT COM 629491101 $16,509 481,735 SH DEFINED 1,4,5 481,735 0 0
NYSE EURONEXT COM 629491101 $5,126 149,565 SH DEFINED 1,5,6 149,565 0 0
OASIS PETE INC NEW COM 674215108 $3,336 112,394 SH DEFINED 1,5 112,394 0 0
OASIS PETE INC NEW COM 674215108 $1,453 48,953 SH DEFINED 1,2,5 48,953 0 0
OASIS PETE INC NEW COM 674215108 $2,759 92,950 SH DEFINED 1,4,5 92,950 0 0
OASIS PETE INC NEW COM 674215108 $857 28,872 SH DEFINED 1,5,6 28,872 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 $5,449 52,374 SH DEFINED 1,5 52,374 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 $2,379 22,871 SH DEFINED 1,2,5 22,871 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 $4,505 43,305 SH DEFINED 1,4,5 43,305 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 $1,399 13,450 SH DEFINED 1,5,6 13,450 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $1,446 1,251,000 SH DEFINED 1,5 1,251,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $1,352 1,169,000 SH DEFINED 1,2,5 1,169,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $3,745 3,239,000 SH DEFINED 1,4,5 3,239,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $813 703,000 SH DEFINED 1,5,6 703,000 0 0
OSI SYSTEMS INC COM 671044105 $3,169 73,696 SH DEFINED 1,5 73,696 0 0
OSI SYSTEMS INC COM 671044105 $1,384 32,197 SH DEFINED 1,2,5 32,197 0 0
OSI SYSTEMS INC COM 671044105 $2,621 60,951 SH DEFINED 1,4,5 60,951 0 0
OSI SYSTEMS INC COM 671044105 $814 18,936 SH DEFINED 1,5,6 18,936 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,306 4,323,000 SH DEFINED 1,5 4,323,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,121 4,137,000 SH DEFINED 1,2,5 4,137,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $9,131 9,167,000 SH DEFINED 1,4,5 9,167,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $2,364 2,373,000 SH DEFINED 1,5,6 2,373,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 $2,688 200,000 SH DEFINED 1,5 200,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 $1,156 86,000 SH DEFINED 1,2,5 86,000 0 0
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PEPSICO INC COM 713448108 $7,844 111,374 SH DEFINED 1,5 111,374 0 0
PEPSICO INC COM 713448108 $3,425 48,634 SH DEFINED 1,2,5 48,634 0 0
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PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $3,279 96,833 SH DEFINED 1,5 96,833 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $1,415 41,797 SH DEFINED 1,2,5 41,797 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $2,687 79,365 SH DEFINED 1,4,5 79,365 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $834 24,640 SH DEFINED 1,5,6 24,640 0 0
PFIZER INC COM 717081103 $9,578 464,966 SH DEFINED 1,5 464,966 0 0
PFIZER INC COM 717081103 $4,169 202,389 SH DEFINED 1,2,5 202,389 0 0
PFIZER INC COM 717081103 $8,620 418,450 SH DEFINED 1,4,5 418,450 0 0
PFIZER INC COM 717081103 $2,458 119,304 SH DEFINED 1,5,6 119,304 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 $6,089 93,008 SH DEFINED 1,5 93,008 0 0
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PHILLIPS VAN HEUSEN CORP COM 718592108 $1,544 23,578 SH DEFINED 1,5,6 23,578 0 0
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RADIAN GROUP INC COM 750236101 $1,359 321,390 SH DEFINED 1,5 321,390 0 0
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RALCORP HLDGS INC NEW COM 751028101 $8,600 99,333 SH DEFINED 1,5 99,333 0 0
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REPUBLIC SVCS INC COM 760759100 $28,361 919,324 SH DEFINED 1,5 919,324 0 0
REPUBLIC SVCS INC COM 760759100 $12,238 396,695 SH DEFINED 1,2,5 396,695 0 0
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RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $192 182,000 SH DEFINED 1,5 182,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $163 155,000 SH DEFINED 1,2,5 155,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $371 352,000 SH DEFINED 1,4,5 352,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $64 61,000 SH DEFINED 1,5,6 61,000 0 0
RITE AID CORP COM 767754104 $748 562,442 SH DEFINED 1,5 562,442 0 0
RITE AID CORP COM 767754104 $327 245,566 SH DEFINED 1,2,5 245,566 0 0
RITE AID CORP COM 767754104 $619 465,075 SH DEFINED 1,4,5 465,075 0 0
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ROWAN COS INC COM 779382100 $1,934 49,832 SH DEFINED 1,2,5 49,832 0 0
ROWAN COS INC COM 779382100 $3,662 94,355 SH DEFINED 1,4,5 94,355 0 0
ROWAN COS INC COM 779382100 $1,137 29,306 SH DEFINED 1,5,6 29,306 0 0
SANDRIDGE ENERGY INC COM 80007P307 $4,371 410,022 SH DEFINED 1,5 410,022 0 0
SANDRIDGE ENERGY INC COM 80007P307 $1,908 178,980 SH DEFINED 1,2,5 178,980 0 0
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SANDRIDGE ENERGY INC COM 80007P307 $1,122 105,268 SH DEFINED 1,5,6 105,268 0 0
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SEADRILL LIMITED SHS G7945E105 $10,625 301,157 SH DEFINED 1,5 301,157 0 0
SEADRILL LIMITED SHS G7945E105 $4,640 131,506 SH DEFINED 1,2,5 131,506 0 0
SEADRILL LIMITED SHS G7945E105 $8,785 249,004 SH DEFINED 1,4,5 249,004 0 0
SEADRILL LIMITED SHS G7945E105 $2,728 77,338 SH DEFINED 1,5,6 77,338 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 $1,616 100,000 SH DEFINED 1,5 100,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 $695 43,000 SH DEFINED 1,2,5 43,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 $1,319 81,650 SH DEFINED 1,4,5 81,650 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 $410 25,350 SH DEFINED 1,5,6 25,350 0 0
SERVICE CORP INTL COM 817565104 $9,742 834,063 SH DEFINED 1,5 834,063 0 0
SERVICE CORP INTL COM 817565104 $4,239 362,902 SH DEFINED 1,2,5 362,902 0 0
SERVICE CORP INTL COM 817565104 $8,049 689,092 SH DEFINED 1,4,5 689,092 0 0
SERVICE CORP INTL COM 817565104 $2,499 213,943 SH DEFINED 1,5,6 213,943 0 0
SOLUTIA INC COM NEW 834376501 $7,195 314,898 SH DEFINED 1,5 314,898 0 0
SOLUTIA INC COM NEW 834376501 $3,094 135,406 SH DEFINED 1,2,5 135,406 0 0
SOLUTIA INC COM NEW 834376501 $5,875 257,114 SH DEFINED 1,4,5 257,114 0 0
SOLUTIA INC COM NEW 834376501 $1,824 79,827 SH DEFINED 1,5,6 79,827 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $4,232 192,360 SH DEFINED 1,5 192,360 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $1,848 83,998 SH DEFINED 1,2,5 83,998 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $3,499 159,048 SH DEFINED 1,4,5 159,048 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 $1,087 49,399 SH DEFINED 1,5,6 49,399 0 0
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STAR SCIENTIFIC INC COM 85517P101 $78 17,373 SH DEFINED 1,5 17,373 0 0
STAR SCIENTIFIC INC COM 85517P101 $37 8,255 SH DEFINED 1,2,5 8,255 0 0
STAR SCIENTIFIC INC COM 85517P101 $71 15,675 SH DEFINED 1,4,5 15,675 0 0
STAR SCIENTIFIC INC COM 85517P101 $22 4,867 SH DEFINED 1,5,6 4,867 0 0
STEC INC COM 784774101 $1,445 84,928 SH DEFINED 1,5 84,928 0 0
STEC INC COM 784774101 $621 36,519 SH DEFINED 1,2,5 36,519 0 0
STEC INC COM 784774101 $1,180 69,343 SH DEFINED 1,4,5 69,343 0 0
STEC INC COM 784774101 $366 21,529 SH DEFINED 1,5,6 21,529 0 0
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STEEL DYNAMICS INC COM 858119100 $82 5,070 SH DEFINED 1,5,6 5,070 0 0
STEWART ENTERPRISES INC CL A 860370105 $4,725 647,210 SH DEFINED 1,5 647,210 0 0
STEWART ENTERPRISES INC CL A 860370105 $2,118 290,132 SH DEFINED 1,2,5 290,132 0 0
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SUNOCO INC COM 86764P109 $9,544 228,830 SH DEFINED 1,5 228,830 0 0
SUNOCO INC COM 86764P109 $4,165 99,867 SH DEFINED 1,2,5 99,867 0 0
SUNOCO INC COM 86764P109 $7,892 189,217 SH DEFINED 1,4,5 189,217 0 0
SUNOCO INC COM 86764P109 $2,451 58,766 SH DEFINED 1,5,6 58,766 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $4,482 4,515,000 SH DEFINED 1,5 4,515,000 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $3,319 3,344,000 SH DEFINED 1,2,5 3,344,000 0 0
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TAL INTL GROUP INC COM 874083108 $5,198 150,538 SH DEFINED 1,5 150,538 0 0
TAL INTL GROUP INC COM 874083108 $2,270 65,735 SH DEFINED 1,2,5 65,735 0 0
TAL INTL GROUP INC COM 874083108 $4,298 124,461 SH DEFINED 1,4,5 124,461 0 0
TAL INTL GROUP INC COM 874083108 $1,335 38,659 SH DEFINED 1,5,6 38,659 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $12,290 334,318 SH DEFINED 1,5 334,318 0 0
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TE CONNECTIVITY LTD REG SHS H84989104 $9,828 267,363 SH DEFINED 1,4,5 267,363 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $3,098 84,268 SH DEFINED 1,5,6 84,268 0 0
TEMPLE INLAND INC COM 879868107 $6,422 215,944 SH DEFINED 1,5 215,944 0 0
TEMPLE INLAND INC COM 879868107 $2,795 93,972 SH DEFINED 1,2,5 93,972 0 0
TEMPLE INLAND INC COM 879868107 $5,295 178,048 SH DEFINED 1,4,5 178,048 0 0
TEMPLE INLAND INC COM 879868107 $1,643 55,253 SH DEFINED 1,5,6 55,253 0 0
TENET HEALTHCARE CORP COM 88033G100 $5,357 858,487 SH DEFINED 1,5 858,487 0 0
TENET HEALTHCARE CORP COM 88033G100 $2,319 371,635 SH DEFINED 1,2,5 371,635 0 0
TENET HEALTHCARE CORP COM 88033G100 $4,461 714,882 SH DEFINED 1,4,5 714,882 0 0
TENET HEALTHCARE CORP COM 88033G100 $1,366 218,874 SH DEFINED 1,5,6 218,874 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $9,088 188,474 SH DEFINED 1,5 188,474 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $3,957 82,058 SH DEFINED 1,2,5 82,058 0 0
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THORATEC CORP COM NEW 885175307 $1,126 34,299 SH DEFINED 1,5 34,299 0 0
THORATEC CORP COM NEW 885175307 $477 14,548 SH DEFINED 1,2,5 14,548 0 0
THORATEC CORP COM NEW 885175307 $908 27,662 SH DEFINED 1,4,5 27,662 0 0
THORATEC CORP COM NEW 885175307 $282 8,579 SH DEFINED 1,5,6 8,579 0 0
TIDEWATER INC COM 886423102 $3,394 63,073 SH DEFINED 1,5 63,073 0 0
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TIFFANY & CO NEW COM 886547108 $4,775 60,815 SH DEFINED 1,5 60,815 0 0
TIFFANY & CO NEW COM 886547108 $2,080 26,490 SH DEFINED 1,2,5 26,490 0 0
TIFFANY & CO NEW COM 886547108 $3,951 50,313 SH DEFINED 1,4,5 50,313 0 0
TIFFANY & CO NEW COM 886547108 $1,227 15,624 SH DEFINED 1,5,6 15,624 0 0
TIMKEN CO COM 887389104 $616 12,215 SH DEFINED 1,5 12,215 0 0
TIMKEN CO COM 887389104 $265 5,250 SH DEFINED 1,2,5 5,250 0 0
TIMKEN CO COM 887389104 $501 9,939 SH DEFINED 1,4,5 9,939 0 0
TIMKEN CO COM 887389104 $156 3,096 SH DEFINED 1,5,6 3,096 0 0
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TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $1,508 1,510,000 SH DEFINED 1,5,6 1,510,000 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 $657 120,524 SH DEFINED 1,5 120,524 0 0
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TRIANGLE PETE CORP COM NEW 89600B201 $2,688 416,055 SH DEFINED 1,5 416,055 0 0
TRIANGLE PETE CORP COM NEW 89600B201 $1,157 179,111 SH DEFINED 1,2,5 179,111 0 0
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TRIANGLE PETE CORP COM NEW 89600B201 $682 105,572 SH DEFINED 1,5,6 105,572 0 0
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UNITED CONTL HLDGS INC COM 910047109 $453 20,000 SH DEFINED 1,5 20,000 0 0
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UNITED CONTL HLDGS INC COM 910047109 $115 5,070 SH DEFINED 1,5,6 5,070 0 0
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UNUM GROUP COM 91529Y106 $17,443 684,582 SH DEFINED 1,5 684,582 0 0
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VALASSIS COMMUNICATIONS INC COM 918866104 $7,950 262,385 SH DEFINED 1,2,5 262,385 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 $14,854 490,217 SH DEFINED 1,4,5 490,217 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 $4,677 154,368 SH DEFINED 1,5,6 154,368 0 0
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VALIDUS HOLDINGS LTD COM SHS G9319H102 $1,357 43,856 SH DEFINED 1,2,5 43,856 0 0
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VALIDUS HOLDINGS LTD COM SHS G9319H102 $800 25,855 SH DEFINED 1,5,6 25,855 0 0
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WESCO INTL INC COM 95082P105 $1,897 35,080 SH DEFINED 1,4,5 35,080 0 0
WESCO INTL INC COM 95082P105 $589 10,891 SH DEFINED 1,5,6 10,891 0 0
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WI-LAN INC COM 928972108 $3,774 467,688 SH DEFINED 1,2,5 467,688 0 0
WI-LAN INC COM 928972108 $7,165 887,852 SH DEFINED 1,4,5 887,852 0 0
WI-LAN INC COM 928972108 $2,225 275,690 SH DEFINED 1,5,6 275,690 0 0
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WILLIAMS COS INC DEL COM 969457100 $6,532 215,931 SH DEFINED 1,4,5 215,931 0 0
WILLIAMS COS INC DEL COM 969457100 $2,028 67,049 SH DEFINED 1,5,6 67,049 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 $24,902 740,039 SH DEFINED 1,5 740,039 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 $10,707 318,189 SH DEFINED 1,2,5 318,189 0 0
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XEROX CORP COM 984121103 $12,744 1,224,223 SH DEFINED 1,2,5 1,224,223 0 0
XEROX CORP COM 984121103 $23,806 2,286,878 SH DEFINED 1,4,5 2,286,878 0 0
XEROX CORP COM 984121103 $7,497 720,138 SH DEFINED 1,5,6 720,138 0 0
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XL GROUP PLC SHS G98290102 $5,060 230,232 SH DEFINED 1,4,5 230,232 0 0
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YANDEX N V SHS CLASS A N97284108 $3,490 98,290 SH DEFINED 1,2,5 98,290 0 0
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