0001405086-11-000330.txt : 20111110
0001405086-11-000330.hdr.sgml : 20111110
20111110110959
ACCESSION NUMBER: 0001405086-11-000330
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111110
DATE AS OF CHANGE: 20111110
EFFECTIVENESS DATE: 20111110
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: 111193803
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: September 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 November 10, 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: 440
Form 13F Information Table Value Total: $1,217,979 (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
ACACIA RESH CORP ACACIA TCH COM 003881307 $6,423 178,466 SH * DEFINED 1,5 178,466 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $2,355 65,439 SH * DEFINED 1,2,5 65,439 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $2,939 81,660 SH * DEFINED 1,4,5 81,660 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $1,261 35,043 SH * DEFINED 1,5,6 35,043 0 0
ACCRETIVE HEALTH INC COM 00438V103 $223 10,525 SH * DEFINED 1,5 10,525 0 0
ACCRETIVE HEALTH INC COM 00438V103 $90 4,256 SH * DEFINED 1,2,5 4,256 0 0
ACCRETIVE HEALTH INC COM 00438V103 $111 5,251 SH * DEFINED 1,4,5 5,251 0 0
ACCRETIVE HEALTH INC COM 00438V103 $48 2,279 SH * DEFINED 1,5,6 2,279 0 0
ACCRETIVE HEALTH INC COM 00438V103 $208 9,800 SH PUT DEFINED 1,5 9,800 0 0
ACCRETIVE HEALTH INC COM 00438V103 $79 3,700 SH PUT DEFINED 1,2,5 3,700 0 0
ACCRETIVE HEALTH INC COM 00438V103 $96 4,500 SH PUT DEFINED 1,4,5 4,500 0 0
ACCRETIVE HEALTH INC COM 00438V103 $42 2,000 SH PUT DEFINED 1,5,6 2,000 0 0
ACCRETIVE HEALTH INC COM 00438V103 $522 24,600 SH PUT DEFINED 1,5 24,600 0 0
ACCRETIVE HEALTH INC COM 00438V103 $195 9,200 SH PUT DEFINED 1,2,5 9,200 0 0
ACCRETIVE HEALTH INC COM 00438V103 $240 11,300 SH PUT DEFINED 1,4,5 11,300 0 0
ACCRETIVE HEALTH INC COM 00438V103 $104 4,900 SH PUT DEFINED 1,5,6 4,900 0 0
ACCRETIVE HEALTH INC COM 00438V103 $522 24,600 SH PUT DEFINED 1,5 24,600 0 0
ACCRETIVE HEALTH INC COM 00438V103 $195 9,200 SH PUT DEFINED 1,2,5 9,200 0 0
ACCRETIVE HEALTH INC COM 00438V103 $240 11,300 SH PUT DEFINED 1,4,5 11,300 0 0
ACCRETIVE HEALTH INC COM 00438V103 $104 4,900 SH PUT DEFINED 1,5,6 4,900 0 0
ACTUANT CORP CL A NEW 00508X203 $711 35,999 SH * DEFINED 1,5 35,999 0 0
ACTUANT CORP CL A NEW 00508X203 $260 13,189 SH * DEFINED 1,2,5 13,189 0 0
ACTUANT CORP CL A NEW 00508X203 $321 16,239 SH * DEFINED 1,4,5 16,239 0 0
ACTUANT CORP CL A NEW 00508X203 $139 7,062 SH * DEFINED 1,5,6 7,062 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $170 155,000 SH * DEFINED 1,5 155,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $269 245,000 SH * DEFINED 1,2,5 245,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $494 451,000 SH * DEFINED 1,4,5 451,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $123 112,000 SH * DEFINED 1,5,6 112,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $2,104 2,081,000 SH * DEFINED 1,5 2,081,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $2,785 2,754,000 SH * DEFINED 1,2,5 2,754,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $4,367 4,319,000 SH * DEFINED 1,4,5 4,319,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $1,284 1,270,000 SH * DEFINED 1,5,6 1,270,000 0 0
AFFYMAX INC COM 00826A109 $1,559 347,944 SH * DEFINED 1,5 347,944 0 0
AFFYMAX INC COM 00826A109 $572 127,594 SH * DEFINED 1,2,5 127,594 0 0
AFFYMAX INC COM 00826A109 $714 159,428 SH * DEFINED 1,4,5 159,428 0 0
AFFYMAX INC COM 00826A109 $306 68,328 SH * DEFINED 1,5,6 68,328 0 0
AMERICAN WTR WKS COM 030420103 $8,864 293,715 SH * DEFINED 1,5 293,715 0 0
AMERICAN WTR WKS COM 030420103 $3,251 107,707 SH * DEFINED 1,2,5 107,707 0 0
AMERICAN WTR WKS COM 030420103 $4,016 133,076 SH * DEFINED 1,4,5 133,076 0 0
AMERICAN WTR WKS COM 030420103 $1,740 57,655 SH * DEFINED 1,5,6 57,655 0 0
ANADARKO PETE CORP COM 032511107 $4,854 76,988 SH * DEFINED 1,5 76,988 0 0
ANADARKO PETE CORP COM 032511107 $1,779 28,216 SH * DEFINED 1,2,5 28,216 0 0
ANADARKO PETE CORP COM 032511107 $2,187 34,692 SH * DEFINED 1,4,5 34,692 0 0
ANADARKO PETE CORP COM 032511107 $952 15,104 SH * DEFINED 1,5,6 15,104 0 0
ANN INC COM 035623107 $8,273 362,233 SH * DEFINED 1,5 362,233 0 0
ANN INC COM 035623107 $3,036 132,910 SH * DEFINED 1,2,5 132,910 0 0
ANN INC COM 035623107 $3,751 164,236 SH * DEFINED 1,4,5 164,236 0 0
ANN INC COM 035623107 $1,625 71,136 SH * DEFINED 1,5,6 71,136 0 0
APPLE INC COM 037833100 $19,010 49,852 SH * DEFINED 1,5 49,852 0 0
APPLE INC COM 037833100 $6,963 18,260 SH * DEFINED 1,2,5 18,260 0 0
APPLE INC COM 037833100 $8,606 22,568 SH * DEFINED 1,4,5 22,568 0 0
APPLE INC COM 037833100 $3,727 9,773 SH * DEFINED 1,5,6 9,773 0 0
ASHLAND INC NEW COM 044209104 $189 4,278 SH * DEFINED 1,5 4,278 0 0
ASHLAND INC NEW COM 044209104 $69 1,567 SH * DEFINED 1,2,5 1,567 0 0
ASHLAND INC NEW COM 044209104 $86 1,958 SH * DEFINED 1,4,5 1,958 0 0
ASHLAND INC NEW COM 044209104 $37 839 SH * DEFINED 1,5,6 839 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $4,452 4,666,000 SH * DEFINED 1,5 4,666,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $3,269 3,426,000 SH * DEFINED 1,2,5 3,426,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $4,387 4,598,000 SH * DEFINED 1,4,5 4,598,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $1,809 1,896,000 SH * DEFINED 1,5,6 1,896,000 0 0
AVNET INC COM 053807103 $1,903 72,970 SH * DEFINED 1,5 72,970 0 0
AVNET INC COM 053807103 $697 26,732 SH * DEFINED 1,2,5 26,732 0 0
AVNET INC COM 053807103 $862 33,038 SH * DEFINED 1,4,5 33,038 0 0
AVNET INC COM 053807103 $373 14,306 SH * DEFINED 1,5,6 14,306 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 $876 879,000 SH * DEFINED 1,5 879,000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 $385 386,000 SH * DEFINED 1,2,5 386,000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 $519 520,000 SH * DEFINED 1,4,5 520,000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 $214 215,000 SH * DEFINED 1,5,6 215,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $1,353 1,627,000 SH * DEFINED 1,5 1,627,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $700 842,000 SH * DEFINED 1,2,5 842,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $893 1,074,000 SH * DEFINED 1,4,5 1,074,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $380 457,000 SH * DEFINED 1,5,6 457,000 0 0
BPZ RESOURCES INC COM 055639108 $2,508 905,471 SH * DEFINED 1,5 905,471 0 0
BPZ RESOURCES INC COM 055639108 $920 332,095 SH * DEFINED 1,2,5 332,095 0 0
BPZ RESOURCES INC COM 055639108 $1,149 414,757 SH * DEFINED 1,4,5 414,757 0 0
BPZ RESOURCES INC COM 055639108 $493 177,842 SH * DEFINED 1,5,6 177,842 0 0
CA INC COM 12673P105 $3,019 155,547 SH * DEFINED 1,5 155,547 0 0
CA INC COM 12673P105 $1,107 57,042 SH * DEFINED 1,2,5 57,042 0 0
CA INC COM 12673P105 $1,384 71,279 SH * DEFINED 1,4,5 71,279 0 0
CA INC COM 12673P105 $593 30,548 SH * DEFINED 1,5,6 30,548 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,410 1,430,536 SH * DEFINED 1,5 1,430,536 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,637 1,660,307 SH * DEFINED 1,2,5 1,660,307 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $2,507 2,543,004 SH * DEFINED 1,4,5 2,543,004 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $762 772,846 SH * DEFINED 1,5,6 772,846 0 0
CAREFUSION CORP COM 14170T101 $5,464 228,156 SH * DEFINED 1,5 228,156 0 0
CAREFUSION CORP COM 14170T101 $2,003 83,639 SH * DEFINED 1,2,5 83,639 0 0
CAREFUSION CORP COM 14170T101 $2,477 103,431 SH * DEFINED 1,4,5 103,431 0 0
CAREFUSION CORP COM 14170T101 $1,072 44,774 SH * DEFINED 1,5,6 44,774 0 0
CARRIAGE SVCS INC COM 143905107 $324 54,800 SH * DEFINED 1,5 54,800 0 0
CARRIAGE SVCS INC COM 143905107 $117 19,819 SH * DEFINED 1,2,5 19,819 0 0
CARRIAGE SVCS INC COM 143905107 $147 24,767 SH * DEFINED 1,4,5 24,767 0 0
CARRIAGE SVCS INC COM 143905107 $63 10,614 SH * DEFINED 1,5,6 10,614 0 0
CASH AMER INTL INC COM 14754D100 $6,842 133,735 SH * DEFINED 1,5 133,735 0 0
CASH AMER INTL INC COM 14754D100 $2,509 49,040 SH * DEFINED 1,2,5 49,040 0 0
CASH AMER INTL INC COM 14754D100 $3,130 61,176 SH * DEFINED 1,4,5 61,176 0 0
CASH AMER INTL INC COM 14754D100 $1,343 26,259 SH * DEFINED 1,5,6 26,259 0 0
CELANESE CORP DEL COM SER A 150870103 $7,250 222,882 SH * DEFINED 1,5 222,882 0 0
CELANESE CORP DEL COM SER A 150870103 $2,657 81,665 SH * DEFINED 1,2,5 81,665 0 0
CELANESE CORP DEL COM SER A 150870103 $3,282 100,894 SH * DEFINED 1,4,5 100,894 0 0
CELANESE CORP DEL COM SER A 150870103 $1,422 43,714 SH * DEFINED 1,5,6 43,714 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 $353 111,600 SH PUT DEFINED 1,5 111,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 $630 199,400 SH PUT DEFINED 1,2,5 199,400 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 $1,710 541,000 SH PUT DEFINED 1,4,5 541,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 $446 141,200 SH PUT DEFINED 1,5,6 141,200 0 0
CHEFS WHSE INC COM 163086101 $917 77,954 SH * DEFINED 1,5 77,954 0 0
CHEFS WHSE INC COM 163086101 $338 28,699 SH * DEFINED 1,2,5 28,699 0 0
CHEFS WHSE INC COM 163086101 $424 36,079 SH * DEFINED 1,4,5 36,079 0 0
CHEFS WHSE INC COM 163086101 $181 15,368 SH * DEFINED 1,5,6 15,368 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $5,191 203,179 SH * DEFINED 1,5 203,179 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $1,904 74,509 SH * DEFINED 1,2,5 74,509 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $2,361 92,423 SH * DEFINED 1,4,5 92,423 0 0
CHESAPEAKE ENERGY CORP COM 165167107 $1,019 39,889 SH * DEFINED 1,5,6 39,889 0 0
CIGNA CORP COM 125509109 $2,844 67,819 SH * DEFINED 1,5 67,819 0 0
CIGNA CORP COM 125509109 $1,042 24,840 SH * DEFINED 1,2,5 24,840 0 0
CIGNA CORP COM 125509109 $1,287 30,693 SH * DEFINED 1,4,5 30,693 0 0
CIGNA CORP COM 125509109 $558 13,294 SH * DEFINED 1,5,6 13,294 0 0
CME GROUP INC COM 12572Q105 $7,380 29,952 SH * DEFINED 1,5 29,952 0 0
CME GROUP INC COM 12572Q105 $2,705 10,978 SH * DEFINED 1,2,5 10,978 0 0
CME GROUP INC COM 12572Q105 $3,374 13,692 SH * DEFINED 1,4,5 13,692 0 0
CME GROUP INC COM 12572Q105 $1,449 5,880 SH * DEFINED 1,5,6 5,880 0 0
COINSTAR INC COM 19259P300 $4,132 103,290 SH * DEFINED 1,5 103,290 0 0
COINSTAR INC COM 19259P300 $1,513 37,829 SH * DEFINED 1,2,5 37,829 0 0
COINSTAR INC COM 19259P300 $1,869 46,735 SH * DEFINED 1,4,5 46,735 0 0
COINSTAR INC COM 19259P300 $810 20,246 SH * DEFINED 1,5,6 20,246 0 0
COMCAST CORP NEW CL A 20030N101 $31,151 1,489,051 SH * DEFINED 1,5 1,489,051 0 0
COMCAST CORP NEW CL A 20030N101 $11,409 545,345 SH * DEFINED 1,2,5 545,345 0 0
COMCAST CORP NEW CL A 20030N101 $14,094 673,733 SH * DEFINED 1,4,5 673,733 0 0
COMCAST CORP NEW CL A 20030N101 $6,106 291,871 SH * DEFINED 1,5,6 291,871 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $2,438 2,459,000 SH * DEFINED 1,5 2,459,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $4,085 4,120,000 SH * DEFINED 1,2,5 4,120,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $5,568 5,615,000 SH * DEFINED 1,4,5 5,615,000 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 $2,176 2,194,000 SH * DEFINED 1,5,6 2,194,000 0 0
CONSOL ENERGY INC COM 20854P109 $6,305 185,823 SH * DEFINED 1,5 185,823 0 0
CONSOL ENERGY INC COM 20854P109 $2,314 68,211 SH * DEFINED 1,2,5 68,211 0 0
CONSOL ENERGY INC COM 20854P109 $2,867 84,484 SH * DEFINED 1,4,5 84,484 0 0
CONSOL ENERGY INC COM 20854P109 $1,238 36,482 SH * DEFINED 1,5,6 36,482 0 0
CORN PRODS INTL INC COM 219023108 $1,947 49,612 SH * DEFINED 1,5 49,612 0 0
CORN PRODS INTL INC COM 219023108 $712 18,157 SH * DEFINED 1,2,5 18,157 0 0
CORN PRODS INTL INC COM 219023108 $883 22,511 SH * DEFINED 1,4,5 22,511 0 0
CORN PRODS INTL INC COM 219023108 $381 9,720 SH * DEFINED 1,5,6 9,720 0 0
CVS CAREMARK CORP COM 126650100 $5,882 175,105 SH * DEFINED 1,5 175,105 0 0
CVS CAREMARK CORP COM 126650100 $2,154 64,132 SH * DEFINED 1,2,5 64,132 0 0
CVS CAREMARK CORP COM 126650100 $2,662 79,240 SH * DEFINED 1,4,5 79,240 0 0
CVS CAREMARK CORP COM 126650100 $1,153 34,323 SH * DEFINED 1,5,6 34,323 0 0
DFC GLOBAL CORP COM 23324T107 $10,887 498,941 SH * DEFINED 1,5 498,941 0 0
DFC GLOBAL CORP COM 23324T107 $4,009 183,716 SH * DEFINED 1,2,5 183,716 0 0
DFC GLOBAL CORP COM 23324T107 $5,005 229,399 SH * DEFINED 1,4,5 229,399 0 0
DFC GLOBAL CORP COM 23324T107 $2,147 98,381 SH * DEFINED 1,5,6 98,381 0 0
DISNEY WALT CO COM DISNEY 254687106 $2,245 74,439 SH * DEFINED 1,5 74,439 0 0
DISNEY WALT CO COM DISNEY 254687106 $822 27,267 SH * DEFINED 1,2,5 27,267 0 0
DISNEY WALT CO COM DISNEY 254687106 $1,016 33,702 SH * DEFINED 1,4,5 33,702 0 0
DISNEY WALT CO COM DISNEY 254687106 $440 14,592 SH * DEFINED 1,5,6 14,592 0 0
DRYSHIPS INC SHS Y2109Q101 $1,152 492,151 SH * DEFINED 1,5 492,151 0 0
DRYSHIPS INC SHS Y2109Q101 $423 180,618 SH * DEFINED 1,2,5 180,618 0 0
DRYSHIPS INC SHS Y2109Q101 $522 223,122 SH * DEFINED 1,4,5 223,122 0 0
DRYSHIPS INC SHS Y2109Q101 $226 96,710 SH * DEFINED 1,5,6 96,710 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $1,305 69,298 SH * DEFINED 1,5 69,298 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $478 25,410 SH * DEFINED 1,2,5 25,410 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $597 31,684 SH * DEFINED 1,4,5 31,684 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 $256 13,608 SH * DEFINED 1,5,6 13,608 0 0
EZCORP INC CL A NON VTG 302301106 $1,119 39,216 SH * DEFINED 1,5 39,216 0 0
EZCORP INC CL A NON VTG 302301106 $410 14,375 SH * DEFINED 1,2,5 14,375 0 0
EZCORP INC CL A NON VTG 302301106 $511 17,896 SH * DEFINED 1,4,5 17,896 0 0
EZCORP INC CL A NON VTG 302301106 $220 7,697 SH * DEFINED 1,5,6 7,697 0 0
FORTUNE BRANDS INC COM 349631101 $5,343 98,795 SH * DEFINED 1,5 98,795 0 0
FORTUNE BRANDS INC COM 349631101 $1,960 36,235 SH * DEFINED 1,2,5 36,235 0 0
FORTUNE BRANDS INC COM 349631101 $2,464 45,568 SH * DEFINED 1,4,5 45,568 0 0
FORTUNE BRANDS INC COM 349631101 $1,049 19,402 SH * DEFINED 1,5,6 19,402 0 0
GEOEYE INC COM 37250W108 $699 24,644 SH * DEFINED 1,5 24,644 0 0
GEOEYE INC COM 37250W108 $256 9,042 SH * DEFINED 1,2,5 9,042 0 0
GEOEYE INC COM 37250W108 $322 11,354 SH * DEFINED 1,4,5 11,354 0 0
GEOEYE INC COM 37250W108 $137 4,842 SH * DEFINED 1,5,6 4,842 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $2,775 87,308 SH * DEFINED 1,5 87,308 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $1,017 32,013 SH * DEFINED 1,2,5 32,013 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $1,257 39,538 SH * DEFINED 1,4,5 39,538 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $545 17,134 SH * DEFINED 1,5,6 17,134 0 0
HCA HOLDINGS INC COM 40412C101 $2,759 136,849 SH * DEFINED 1,5 136,849 0 0
HCA HOLDINGS INC COM 40412C101 $1,012 50,179 SH * DEFINED 1,2,5 50,179 0 0
HCA HOLDINGS INC COM 40412C101 $1,254 62,180 SH * DEFINED 1,4,5 62,180 0 0
HCA HOLDINGS INC COM 40412C101 $542 26,866 SH * DEFINED 1,5,6 26,866 0 0
HESS CORP COM 42809H107 $3,530 67,282 SH * DEFINED 1,5 67,282 0 0
HESS CORP COM 42809H107 $1,294 24,672 SH * DEFINED 1,2,5 24,672 0 0
HESS CORP COM 42809H107 $1,599 30,484 SH * DEFINED 1,4,5 30,484 0 0
HESS CORP COM 42809H107 $693 13,210 SH * DEFINED 1,5,6 13,210 0 0
HOLOGIC INC COM 436440101 $5,505 361,913 SH * DEFINED 1,5 361,913 0 0
HOLOGIC INC COM 436440101 $2,018 132,708 SH * DEFINED 1,2,5 132,708 0 0
HOLOGIC INC COM 436440101 $2,515 165,337 SH * DEFINED 1,4,5 165,337 0 0
HOLOGIC INC COM 436440101 $1,081 71,058 SH * DEFINED 1,5,6 71,058 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $5,098 5,440,000 SH * DEFINED 1,5 5,440,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $3,727 3,977,000 SH * DEFINED 1,2,5 3,977,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $3,233 3,450,000 SH * DEFINED 1,4,5 3,450,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $1,789 1,909,000 SH * DEFINED 1,5,6 1,909,000 0 0
HSN INC COM 404303109 $3,289 99,271 SH * DEFINED 1,5 99,271 0 0
HSN INC COM 404303109 $1,204 36,356 SH * DEFINED 1,2,5 36,356 0 0
HSN INC COM 404303109 $1,488 44,916 SH * DEFINED 1,4,5 44,916 0 0
HSN INC COM 404303109 $645 19,457 SH * DEFINED 1,5,6 19,457 0 0
IDEXX LABS INC COM 45167R104 $3,262 47,300 SH PUT DEFINED 1,5 47,300 0 0
IDEXX LABS INC COM 45167R104 $1,110 16,100 SH PUT DEFINED 1,2,5 16,100 0 0
IDEXX LABS INC COM 45167R104 $1,373 19,900 SH PUT DEFINED 1,4,5 19,900 0 0
IDEXX LABS INC COM 45167R104 $593 8,600 SH PUT DEFINED 1,5,6 8,600 0 0
IDEXX LABS INC COM 45167R104 $697 10,100 SH PUT DEFINED 1,5 10,100 0 0
IDEXX LABS INC COM 45167R104 $234 3,400 SH PUT DEFINED 1,2,5 3,400 0 0
IDEXX LABS INC COM 45167R104 $317 4,600 SH PUT DEFINED 1,4,5 4,600 0 0
IDEXX LABS INC COM 45167R104 $131 1,900 SH PUT DEFINED 1,5,6 1,900 0 0
INNOSPEC INC COM 45768S105 $6,183 255,391 SH * DEFINED 1,5 255,391 0 0
INNOSPEC INC COM 45768S105 $2,269 93,714 SH * DEFINED 1,2,5 93,714 0 0
INNOSPEC INC COM 45768S105 $2,802 115,742 SH * DEFINED 1,4,5 115,742 0 0
INNOSPEC INC COM 45768S105 $1,214 50,153 SH * DEFINED 1,5,6 50,153 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $411 508,000 SH * DEFINED 1,5 508,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $461 570,000 SH * DEFINED 1,2,5 570,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $917 1,134,000 SH * DEFINED 1,4,5 1,134,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $233 288,000 SH * DEFINED 1,5,6 288,000 0 0
JARDEN CORP COM 471109108 $4,697 166,221 SH * DEFINED 1,5 166,221 0 0
JARDEN CORP COM 471109108 $1,722 60,938 SH * DEFINED 1,2,5 60,938 0 0
JARDEN CORP COM 471109108 $2,129 75,322 SH * DEFINED 1,4,5 75,322 0 0
JARDEN CORP COM 471109108 $922 32,619 SH * DEFINED 1,5,6 32,619 0 0
KINROSS GOLD CORP COM NO PAR 496902404 $4,989 337,518 SH * DEFINED 1,5 337,518 0 0
KINROSS GOLD CORP COM NO PAR 496902404 $1,827 123,612 SH * DEFINED 1,2,5 123,612 0 0
KINROSS GOLD CORP COM NO PAR 496902404 $2,257 152,713 SH * DEFINED 1,4,5 152,713 0 0
KINROSS GOLD CORP COM NO PAR 496902404 $978 66,157 SH * DEFINED 1,5,6 66,157 0 0
KRAFT FOODS INC CL A 50075N104 $4,963 147,805 SH * DEFINED 1,5 147,805 0 0
KRAFT FOODS INC CL A 50075N104 $1,827 54,406 SH * DEFINED 1,2,5 54,406 0 0
KRAFT FOODS INC CL A 50075N104 $2,296 68,360 SH * DEFINED 1,4,5 68,360 0 0
KRAFT FOODS INC CL A 50075N104 $978 29,132 SH * DEFINED 1,5,6 29,132 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $33,334 2,258,394 SH * DEFINED 1,5 2,258,394 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $12,208 827,107 SH * DEFINED 1,2,5 827,107 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $15,082 1,021,828 SH * DEFINED 1,4,5 1,021,828 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 $6,534 442,671 SH * DEFINED 1,5,6 442,671 0 0
LIZ CLAIBORNE INC COM 539320101 $5,608 1,121,508 SH * DEFINED 1,5 1,121,508 0 0
LIZ CLAIBORNE INC COM 539320101 $2,054 410,737 SH * DEFINED 1,2,5 410,737 0 0
LIZ CLAIBORNE INC COM 539320101 $2,537 507,435 SH * DEFINED 1,4,5 507,435 0 0
LIZ CLAIBORNE INC COM 539320101 $1,099 219,828 SH * DEFINED 1,5,6 219,828 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $6,089 6,587,000 SH * DEFINED 1,5 6,587,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $4,656 5,037,000 SH * DEFINED 1,2,5 5,037,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $4,827 5,222,000 SH * DEFINED 1,4,5 5,222,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 $2,238 2,421,000 SH * DEFINED 1,5,6 2,421,000 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $10,385 425,093 SH * DEFINED 1,5 425,093 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $3,808 155,877 SH * DEFINED 1,2,5 155,877 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $4,735 193,799 SH * DEFINED 1,4,5 193,799 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $2,039 83,460 SH * DEFINED 1,5,6 83,460 0 0
MARATHON PETE CORP COM 56585A102 $7,529 278,220 SH * DEFINED 1,5 278,220 0 0
MARATHON PETE CORP COM 56585A102 $2,760 102,008 SH * DEFINED 1,2,5 102,008 0 0
MARATHON PETE CORP COM 56585A102 $3,414 126,163 SH * DEFINED 1,4,5 126,163 0 0
MARATHON PETE CORP COM 56585A102 $1,478 54,609 SH * DEFINED 1,5,6 54,609 0 0
MARKETAXESS HLDGS INC COM 57060D108 $1,355 52,081 SH * DEFINED 1,5 52,081 0 0
MARKETAXESS HLDGS INC COM 57060D108 $497 19,096 SH * DEFINED 1,2,5 19,096 0 0
MARKETAXESS HLDGS INC COM 57060D108 $614 23,600 SH * DEFINED 1,4,5 23,600 0 0
MARKETAXESS HLDGS INC COM 57060D108 $266 10,223 SH * DEFINED 1,5,6 10,223 0 0
MASTEC INC COM 576323109 $1,866 105,981 SH * DEFINED 1,5 105,981 0 0
MASTEC INC COM 576323109 $684 38,863 SH * DEFINED 1,2,5 38,863 0 0
MASTEC INC COM 576323109 $847 48,089 SH * DEFINED 1,4,5 48,089 0 0
MASTEC INC COM 576323109 $366 20,801 SH * DEFINED 1,5,6 20,801 0 0
MCDERMOTT INTL INC COM 580037109 $4,510 419,188 SH * DEFINED 1,5 419,188 0 0
MCDERMOTT INTL INC COM 580037109 $1,654 153,718 SH * DEFINED 1,2,5 153,718 0 0
MCDERMOTT INTL INC COM 580037109 $2,105 195,646 SH * DEFINED 1,4,5 195,646 0 0
MCDERMOTT INTL INC COM 580037109 $886 82,317 SH * DEFINED 1,5,6 82,317 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $8,254 176,021 SH * DEFINED 1,5 176,021 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $3,022 64,458 SH * DEFINED 1,2,5 64,458 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $3,845 82,004 SH * DEFINED 1,4,5 82,004 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $1,619 34,517 SH * DEFINED 1,5,6 34,517 0 0
METALS USA HLDGS CORP COM 59132A104 $428 47,872 SH * DEFINED 1,5 47,872 0 0
METALS USA HLDGS CORP COM 59132A104 $157 17,547 SH * DEFINED 1,2,5 17,547 0 0
METALS USA HLDGS CORP COM 59132A104 $195 21,808 SH * DEFINED 1,4,5 21,808 0 0
METALS USA HLDGS CORP COM 59132A104 $84 9,397 SH * DEFINED 1,5,6 9,397 0 0
METLIFE INC COM 59156R108 $3,461 123,577 SH * DEFINED 1,5 123,577 0 0
METLIFE INC COM 59156R108 $1,269 45,318 SH * DEFINED 1,2,5 45,318 0 0
METLIFE INC COM 59156R108 $1,583 56,525 SH * DEFINED 1,4,5 56,525 0 0
METLIFE INC COM 59156R108 $680 24,268 SH * DEFINED 1,5,6 24,268 0 0
MOLEX INC CL A 608554200 $13,949 826,375 SH * DEFINED 1,5 826,375 0 0
MOLEX INC CL A 608554200 $5,116 303,057 SH * DEFINED 1,2,5 303,057 0 0
MOLEX INC CL A 608554200 $6,392 378,672 SH * DEFINED 1,4,5 378,672 0 0
MOLEX INC CL A 608554200 $2,739 162,291 SH * DEFINED 1,5,6 162,291 0 0
NEWMONT MINING CORP COM 651639106 $4,999 79,417 SH * DEFINED 1,5 79,417 0 0
NEWMONT MINING CORP COM 651639106 $1,831 29,085 SH * DEFINED 1,2,5 29,085 0 0
NEWMONT MINING CORP COM 651639106 $2,262 35,932 SH * DEFINED 1,4,5 35,932 0 0
NEWMONT MINING CORP COM 651639106 $980 15,566 SH * DEFINED 1,5,6 15,566 0 0
NORTHGATE MINERALS CORP COM 666416102 $600 181,719 SH * DEFINED 1,5 181,719 0 0
NORTHGATE MINERALS CORP COM 666416102 $221 67,009 SH * DEFINED 1,2,5 67,009 0 0
NORTHGATE MINERALS CORP COM 666416102 $273 82,736 SH * DEFINED 1,4,5 82,736 0 0
NORTHGATE MINERALS CORP COM 666416102 $118 35,864 SH * DEFINED 1,5,6 35,864 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $2,011 49,635 SH * DEFINED 1,5 49,635 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $737 18,178 SH * DEFINED 1,2,5 18,178 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $910 22,458 SH * DEFINED 1,4,5 22,458 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $394 9,729 SH * DEFINED 1,5,6 9,729 0 0
NYSE EURONEXT COM 629491101 $12,800 550,777 SH * DEFINED 1,5 550,777 0 0
NYSE EURONEXT COM 629491101 $4,691 201,840 SH * DEFINED 1,2,5 201,840 0 0
NYSE EURONEXT COM 629491101 $5,795 249,358 SH * DEFINED 1,4,5 249,358 0 0
NYSE EURONEXT COM 629491101 $2,511 108,025 SH * DEFINED 1,5,6 108,025 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $1,317 1,301,000 SH * DEFINED 1,5 1,301,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $1,527 1,508,000 SH * DEFINED 1,2,5 1,508,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $2,886 2,850,000 SH * DEFINED 1,4,5 2,850,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $712 703,000 SH * DEFINED 1,5,6 703,000 0 0
OSI SYSTEMS INC COM 671044105 $2,995 89,364 SH * DEFINED 1,5 89,364 0 0
OSI SYSTEMS INC COM 671044105 $1,099 32,785 SH * DEFINED 1,2,5 32,785 0 0
OSI SYSTEMS INC COM 671044105 $1,373 40,961 SH * DEFINED 1,4,5 40,961 0 0
OSI SYSTEMS INC COM 671044105 $588 17,555 SH * DEFINED 1,5,6 17,555 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $3,995 4,090,000 SH * DEFINED 1,5 4,090,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $6,013 6,155,000 SH * DEFINED 1,2,5 6,155,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $6,935 7,099,000 SH * DEFINED 1,4,5 7,099,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $2,318 2,373,000 SH * DEFINED 1,5,6 2,373,000 0 0
PENN NATL GAMING INC COM 707569109 $7,436 223,357 SH * DEFINED 1,5 223,357 0 0
PENN NATL GAMING INC COM 707569109 $2,723 81,802 SH * DEFINED 1,2,5 81,802 0 0
PENN NATL GAMING INC COM 707569109 $3,364 101,060 SH * DEFINED 1,4,5 101,060 0 0
PENN NATL GAMING INC COM 707569109 $1,457 43,781 SH * DEFINED 1,5,6 43,781 0 0
PFIZER INC COM 717081103 $13,065 738,976 SH * DEFINED 1,5 738,976 0 0
PFIZER INC COM 717081103 $4,789 270,881 SH * DEFINED 1,2,5 270,881 0 0
PFIZER INC COM 717081103 $6,242 353,047 SH * DEFINED 1,4,5 353,047 0 0
PFIZER INC COM 717081103 $2,564 145,002 SH * DEFINED 1,5,6 145,002 0 0
PRUDENTIAL FINL INC COM 744320102 $3,944 84,176 SH * DEFINED 1,5 84,176 0 0
PRUDENTIAL FINL INC COM 744320102 $1,446 30,868 SH * DEFINED 1,2,5 30,868 0 0
PRUDENTIAL FINL INC COM 744320102 $1,805 38,529 SH * DEFINED 1,4,5 38,529 0 0
PRUDENTIAL FINL INC COM 744320102 $775 16,531 SH * DEFINED 1,5,6 16,531 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 $1,109 40,700 SH PUT DEFINED 1,5 40,700 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 $409 15,000 SH PUT DEFINED 1,2,5 15,000 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 $507 18,600 SH PUT DEFINED 1,4,5 18,600 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 $221 8,100 SH PUT DEFINED 1,5,6 8,100 0 0
RALCORP HLDGS INC NEW COM 751028101 $8,564 111,645 SH * DEFINED 1,5 111,645 0 0
RALCORP HLDGS INC NEW COM 751028101 $3,138 40,909 SH * DEFINED 1,2,5 40,909 0 0
RALCORP HLDGS INC NEW COM 751028101 $3,878 50,550 SH * DEFINED 1,4,5 50,550 0 0
RALCORP HLDGS INC NEW COM 751028101 $1,680 21,896 SH * DEFINED 1,5,6 21,896 0 0
RANGE RES CORP COM 75281A109 $3,182 54,427 SH * DEFINED 1,5 54,427 0 0
RANGE RES CORP COM 75281A109 $1,167 19,954 SH * DEFINED 1,2,5 19,954 0 0
RANGE RES CORP COM 75281A109 $1,442 24,662 SH * DEFINED 1,4,5 24,662 0 0
RANGE RES CORP COM 75281A109 $624 10,681 SH * DEFINED 1,5,6 10,681 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $168 164,000 SH * DEFINED 1,5 164,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $159 155,000 SH * DEFINED 1,2,5 155,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $361 352,000 SH * DEFINED 1,4,5 352,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $63 61,000 SH * DEFINED 1,5,6 61,000 0 0
ROBBINS & MYERS INC COM 770196103 $370 10,671 SH * DEFINED 1,5 10,671 0 0
ROBBINS & MYERS INC COM 770196103 $135 3,903 SH * DEFINED 1,2,5 3,903 0 0
ROBBINS & MYERS INC COM 770196103 $167 4,797 SH * DEFINED 1,4,5 4,797 0 0
ROBBINS & MYERS INC COM 770196103 $73 2,091 SH * DEFINED 1,5,6 2,091 0 0
ROCK-TENN CO CL A 772739207 $2,858 58,715 SH * DEFINED 1,5 58,715 0 0
ROCK-TENN CO CL A 772739207 $1,048 21,526 SH * DEFINED 1,2,5 21,526 0 0
ROCK-TENN CO CL A 772739207 $1,295 26,593 SH * DEFINED 1,4,5 26,593 0 0
ROCK-TENN CO CL A 772739207 $561 11,524 SH * DEFINED 1,5,6 11,524 0 0
SANDRIDGE ENERGY INC COM 80007P307 $2,117 380,819 SH * DEFINED 1,5 380,819 0 0
SANDRIDGE ENERGY INC COM 80007P307 $776 139,628 SH * DEFINED 1,2,5 139,628 0 0
SANDRIDGE ENERGY INC COM 80007P307 $967 173,871 SH * DEFINED 1,4,5 173,871 0 0
SANDRIDGE ENERGY INC COM 80007P307 $416 74,761 SH * DEFINED 1,5,6 74,761 0 0
SEADRILL LIMITED SHS G7945E105 $10,857 394,380 SH * DEFINED 1,5 394,380 0 0
SEADRILL LIMITED SHS G7945E105 $3,981 144,622 SH * DEFINED 1,2,5 144,622 0 0
SEADRILL LIMITED SHS G7945E105 $4,919 178,686 SH * DEFINED 1,4,5 178,686 0 0
SEADRILL LIMITED SHS G7945E105 $2,132 77,430 SH * DEFINED 1,5,6 77,430 0 0
SERVICE CORP INTL COM 817565104 $4,193 457,785 SH * DEFINED 1,5 457,785 0 0
SERVICE CORP INTL COM 817565104 $1,537 167,846 SH * DEFINED 1,2,5 167,846 0 0
SERVICE CORP INTL COM 817565104 $1,917 209,305 SH * DEFINED 1,4,5 209,305 0 0
SERVICE CORP INTL COM 817565104 $823 89,873 SH * DEFINED 1,5,6 89,873 0 0
SIGNET JEWELERS LIMITED SHS G81276100 $6,276 185,686 SH * DEFINED 1,5 185,686 0 0
SIGNET JEWELERS LIMITED SHS G81276100 $2,299 68,005 SH * DEFINED 1,2,5 68,005 0 0
SIGNET JEWELERS LIMITED SHS G81276100 $2,840 84,015 SH * DEFINED 1,4,5 84,015 0 0
SIGNET JEWELERS LIMITED SHS G81276100 $1,230 36,396 SH * DEFINED 1,5,6 36,396 0 0
SMITH A O COM 831865209 $1,987 62,024 SH * DEFINED 1,5 62,024 0 0
SMITH A O COM 831865209 $728 22,724 SH * DEFINED 1,2,5 22,724 0 0
SMITH A O COM 831865209 $900 28,089 SH * DEFINED 1,4,5 28,089 0 0
SMITH A O COM 831865209 $390 12,163 SH * DEFINED 1,5,6 12,163 0 0
SMUCKER J M CO COM NEW 832696405 $16,253 222,982 SH * DEFINED 1,5 222,982 0 0
SMUCKER J M CO COM NEW 832696405 $5,957 81,729 SH * DEFINED 1,2,5 81,729 0 0
SMUCKER J M CO COM NEW 832696405 $7,401 101,535 SH * DEFINED 1,4,5 101,535 0 0
SMUCKER J M CO COM NEW 832696405 $3,189 43,754 SH * DEFINED 1,5,6 43,754 0 0
SONUS NETWORKS INC COM 835916107 $788 364,894 SH * DEFINED 1,5 364,894 0 0
SONUS NETWORKS INC COM 835916107 $289 133,810 SH * DEFINED 1,2,5 133,810 0 0
SONUS NETWORKS INC COM 835916107 $361 167,204 SH * DEFINED 1,4,5 167,204 0 0
SONUS NETWORKS INC COM 835916107 $155 71,657 SH * DEFINED 1,5,6 71,657 0 0
STEWART ENTERPRISES INC CL A 860370105 $3,997 671,833 SH * DEFINED 1,5 671,833 0 0
STEWART ENTERPRISES INC CL A 860370105 $1,466 246,343 SH * DEFINED 1,2,5 246,343 0 0
STEWART ENTERPRISES INC CL A 860370105 $1,830 307,515 SH * DEFINED 1,4,5 307,515 0 0
STEWART ENTERPRISES INC CL A 860370105 $785 131,916 SH * DEFINED 1,5,6 131,916 0 0
SUNOCO INC COM 86764P109 $6,504 209,744 SH * DEFINED 1,5 209,744 0 0
SUNOCO INC COM 86764P109 $2,384 76,891 SH * DEFINED 1,2,5 76,891 0 0
SUNOCO INC COM 86764P109 $2,967 95,687 SH * DEFINED 1,4,5 95,687 0 0
SUNOCO INC COM 86764P109 $1,277 41,170 SH * DEFINED 1,5,6 41,170 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $4,127 4,170,000 SH * DEFINED 1,5 4,170,000 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $5,142 5,196,000 SH * DEFINED 1,2,5 5,196,000 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $6,461 6,529,000 SH * DEFINED 1,4,5 6,529,000 0 0
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 $1,806 1,825,000 SH * DEFINED 1,5,6 1,825,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $1,256 44,644 SH * DEFINED 1,5 44,644 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $461 16,369 SH * DEFINED 1,2,5 16,369 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $576 20,454 SH * DEFINED 1,4,5 20,454 0 0
TE CONNECTIVITY LTD REG SHS H84989104 $247 8,766 SH * DEFINED 1,5,6 8,766 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $2,301 61,819 SH * DEFINED 1,5 61,819 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $844 22,665 SH * DEFINED 1,2,5 22,665 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $1,049 28,174 SH * DEFINED 1,4,5 28,174 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $452 12,135 SH * DEFINED 1,5,6 12,135 0 0
TIMKEN CO COM 887389104 $632 19,248 SH * DEFINED 1,5 19,248 0 0
TIMKEN CO COM 887389104 $232 7,057 SH * DEFINED 1,2,5 7,057 0 0
TIMKEN CO COM 887389104 $286 8,717 SH * DEFINED 1,4,5 8,717 0 0
TIMKEN CO COM 887389104 $124 3,778 SH * DEFINED 1,5,6 3,778 0 0
TJX COS INC NEW COM 872540109 $4,116 74,204 SH * DEFINED 1,5 74,204 0 0
TJX COS INC NEW COM 872540109 $1,510 27,218 SH * DEFINED 1,2,5 27,218 0 0
TJX COS INC NEW COM 872540109 $1,892 34,111 SH * DEFINED 1,4,5 34,111 0 0
TJX COS INC NEW COM 872540109 $808 14,574 SH * DEFINED 1,5,6 14,574 0 0
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TOTAL S A SPONSORED ADR 89151E109 $1,889 43,065 SH * DEFINED 1,2,5 43,065 0 0
TOTAL S A SPONSORED ADR 89151E109 $2,334 53,206 SH * DEFINED 1,4,5 53,206 0 0
TOTAL S A SPONSORED ADR 89151E109 $1,011 23,049 SH * DEFINED 1,5,6 23,049 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $6,491 6,512,000 SH * DEFINED 1,5 6,512,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $2,267 2,274,000 SH * DEFINED 1,2,5 2,274,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $4,453 4,467,000 SH * DEFINED 1,4,5 4,467,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 $1,519 1,524,000 SH * DEFINED 1,5,6 1,524,000 0 0
TRIANGLE PETE CORP COM NEW 89600B201 $1,842 513,042 SH * DEFINED 1,5 513,042 0 0
TRIANGLE PETE CORP COM NEW 89600B201 $675 188,134 SH * DEFINED 1,2,5 188,134 0 0
TRIANGLE PETE CORP COM NEW 89600B201 $844 235,088 SH * DEFINED 1,4,5 235,088 0 0
TRIANGLE PETE CORP COM NEW 89600B201 $362 100,749 SH * DEFINED 1,5,6 100,749 0 0
UNUM GROUP COM 91529Y106 $7,644 364,715 SH * DEFINED 1,5 364,715 0 0
UNUM GROUP COM 91529Y106 $2,803 133,726 SH * DEFINED 1,2,5 133,726 0 0
UNUM GROUP COM 91529Y106 $3,498 166,867 SH * DEFINED 1,4,5 166,867 0 0
UNUM GROUP COM 91529Y106 $1,501 71,607 SH * DEFINED 1,5,6 71,607 0 0
VALASSIS COMMUNICATIONS COM 918866104 $633 33,767 SH * DEFINED 1,5 33,767 0 0
VALASSIS COMMUNICATIONS COM 918866104 $231 12,308 SH * DEFINED 1,2,5 12,308 0 0
VALASSIS COMMUNICATIONS COM 918866104 $284 15,165 SH * DEFINED 1,4,5 15,165 0 0
VALASSIS COMMUNICATIONS COM 918866104 $124 6,592 SH * DEFINED 1,5,6 6,592 0 0
WALTER ENERGY INC COM 93317Q105 $294 4,900 SH CALL DEFINED 1,5 4,900 0 0
WALTER ENERGY INC COM 93317Q105 $108 1,800 SH CALL DEFINED 1,2,5 1,800 0 0
WALTER ENERGY INC COM 93317Q105 $138 2,300 SH CALL DEFINED 1,4,5 2,300 0 0
WALTER ENERGY INC COM 93317Q105 $60 1,000 SH CALL DEFINED 1,5,6 1,000 0 0
WARNER CHILCOTT PLC SHS A G94368100 $9,984 698,190 SH * DEFINED 1,5 698,190 0 0
WARNER CHILCOTT PLC SHS A G94368100 $3,659 255,902 SH * DEFINED 1,2,5 255,902 0 0
WARNER CHILCOTT PLC SHS A G94368100 $4,561 318,921 SH * DEFINED 1,4,5 318,921 0 0
WARNER CHILCOTT PLC SHS A G94368100 $1,959 136,987 SH * DEFINED 1,5,6 136,987 0 0
WEATHERFORD INTL REG SHS H27013103 $3,483 285,295 SH * DEFINED 1,5 285,295 0 0
WEATHERFORD INTL REG SHS H27013103 $1,277 104,555 SH * DEFINED 1,2,5 104,555 0 0
WEATHERFORD INTL REG SHS H27013103 $1,577 129,180 SH * DEFINED 1,4,5 129,180 0 0
WEATHERFORD INTL REG SHS H27013103 $683 55,970 SH * DEFINED 1,5,6 55,970 0 0
WI-LAN INC COM 928972108 $3,170 549,450 SH * DEFINED 1,5 549,450 0 0
WI-LAN INC COM 928972108 $1,179 204,297 SH * DEFINED 1,2,5 204,297 0 0
WI-LAN INC COM 928972108 $1,471 254,885 SH * DEFINED 1,4,5 254,885 0 0
WI-LAN INC COM 928972108 $631 109,400 SH * DEFINED 1,5,6 109,400 0 0
WILLIAMS COS INC DEL COM 969457100 $11,423 469,315 SH * DEFINED 1,5 469,315 0 0
WILLIAMS COS INC DEL COM 969457100 $4,188 172,081 SH * DEFINED 1,2,5 172,081 0 0
WILLIAMS COS INC DEL COM 969457100 $5,227 214,743 SH * DEFINED 1,4,5 214,743 0 0
WILLIAMS COS INC DEL COM 969457100 $2,243 92,147 SH * DEFINED 1,5,6 92,147 0 0
WYNDHAM WORLDWIDE COM 98310W108 $35,377 1,240,875 SH * DEFINED 1,5 1,240,875 0 0
WYNDHAM WORLDWIDE COM 98310W108 $12,957 454,455 SH * DEFINED 1,2,5 454,455 0 0
WYNDHAM WORLDWIDE COM 98310W108 $16,007 561,444 SH * DEFINED 1,4,5 561,444 0 0
WYNDHAM WORLDWIDE COM 98310W108 $6,934 243,226 SH * DEFINED 1,5,6 243,226 0 0
XEROX CORP COM 984121103 $26,021 3,733,282 SH * DEFINED 1,5 3,733,282 0 0
XEROX CORP COM 984121103 $9,542 1,368,972 SH * DEFINED 1,2,5 1,368,972 0 0
XEROX CORP COM 984121103 $11,918 1,709,952 SH * DEFINED 1,4,5 1,709,952 0 0
XEROX CORP COM 984121103 $5,110 733,103 SH * DEFINED 1,5,6 733,103 0 0