0001405086-12-000147.txt : 20120511
0001405086-12-000147.hdr.sgml : 20120511
20120511111446
ACCESSION NUMBER: 0001405086-12-000147
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120511
DATE AS OF CHANGE: 20120511
EFFECTIVENESS DATE: 20120511
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: 12832805
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: March 31, 2012
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 Operating Officer and Chief Financial Officer
Phone: 415-217-8304
Signature, Place, and Date of Signing:
/s/ Benjamin D. Slavet San Francisco, California May 11,2012
---------------------- ------------------------- ---------------
[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: 672
Form 13F Information Table Value Total: $2,271,510 (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 MGRS SOLE SHARED NONE
3M CO COM 88579Y101 $6,969 78,115 SH DEFINED 1,5 78,115 0 0
3M CO COM 88579Y101 $4,617 51,758 SH DEFINED 1,2,5 51,758 0 0
3M CO COM 88579Y101 $2,638 29,575 SH DEFINED 1,4,5 29,575 0 0
3M CO COM 88579Y101 $1,422 15,945 SH DEFINED 1,6,5 15,945 0 0
ACCO BRANDS CORP COM 00081T108 $3,731 300,675 SH DEFINED 1,5 300,675 0 0
ACCO BRANDS CORP COM 00081T108 $2,472 199,154 SH DEFINED 1,2,5 199,154 0 0
ACCO BRANDS CORP COM 00081T108 $1,412 113,813 SH DEFINED 1,4,5 113,813 0 0
ACCO BRANDS CORP COM 00081T108 $761 61,358 SH DEFINED 1,6,5 61,358 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $150 102,000 SH DEFINED 1,5 102,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $596 406,000 SH DEFINED 1,2,5 406,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $504 343,000 SH DEFINED 1,4,5 343,000 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 $165 112,000 SH DEFINED 1,6,5 112,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $3,913 3,877,000 SH DEFINED 1,5 3,877,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $6,882 6,819,000 SH DEFINED 1,2,5 6,819,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $4,672 4,629,000 SH DEFINED 1,4,5 4,629,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $2,118 2,099,000 SH DEFINED 1,6,5 2,099,000 0 0
AEROPOSTALE COM 007865108 $1,924 89,002 SH DEFINED 1,5 89,002 0 0
AEROPOSTALE COM 007865108 $1,277 59,052 SH DEFINED 1,2,5 59,052 0 0
AEROPOSTALE COM 007865108 $730 33,754 SH DEFINED 1,4,5 33,754 0 0
AEROPOSTALE COM 007865108 $393 18,192 SH DEFINED 1,6,5 18,192 0 0
AFLAC INC COM 001055102 $5,124 111,413 SH DEFINED 1,5 111,413 0 0
AFLAC INC COM 001055102 $1,724 37,487 SH DEFINED 1,2,5 37,487 0 0
AFLAC INC COM 001055102 $985 21,425 SH DEFINED 1,4,5 21,425 0 0
AFLAC INC COM 001055102 $531 11,551 SH DEFINED 1,6,5 11,551 0 0
AIR PRODS & CHEMS INC COM 009158106 $408 4,439 SH DEFINED 1,5 4,439 0 0
AIR PRODS & CHEMS INC COM 009158106 $272 2,958 SH DEFINED 1,2,5 2,958 0 0
AIR PRODS & CHEMS INC COM 009158106 $155 1,692 SH DEFINED 1,4,5 1,692 0 0
AIR PRODS & CHEMS INC COM 009158106 $84 911 SH DEFINED 1,6,5 911 0 0
ALKERMES PLC SHS G01767105 $3,137 169,119 SH DEFINED 1,5 169,119 0 0
ALKERMES PLC SHS G01767105 $2,081 112,207 SH DEFINED 1,2,5 112,207 0 0
ALKERMES PLC SHS G01767105 $1,189 64,079 SH DEFINED 1,4,5 64,079 0 0
ALKERMES PLC SHS G01767105 $641 34,536 SH DEFINED 1,6,5 34,536 0 0
ALLSCRIPTS HEALTHCARE SOL COM 01988P108 $5,988 360,725 SH DEFINED 1,5 360,725 0 0
ALLSCRIPTS HEALTHCARE SOL COM 01988P108 $3,968 239,021 SH DEFINED 1,2,5 239,021 0 0
ALLSCRIPTS HEALTHCARE SOL COM 01988P108 $2,268 136,612 SH DEFINED 1,4,5 136,612 0 0
ALLSCRIPTS HEALTHCARE SOL COM 01988P108 $1,222 73,642 SH DEFINED 1,6,5 73,642 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $1,867 63,200 SH DEFINED 1,5 63,200 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $861 29,158 SH DEFINED 1,2,5 29,158 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $492 16,662 SH DEFINED 1,4,5 16,662 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $265 8,980 SH DEFINED 1,6,5 8,980 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 $3,057 177,839 SH DEFINED 1,5 177,839 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 $2,032 118,198 SH DEFINED 1,2,5 118,198 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 $1,161 67,563 SH DEFINED 1,4,5 67,563 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 $626 36,400 SH DEFINED 1,6,5 36,400 0 0
AMERICAN EXPRESS CO COM 025816109 $1,858 32,105 SH DEFINED 1,5 32,105 0 0
AMERICAN EXPRESS CO COM 025816109 $683 11,807 SH DEFINED 1,2,5 11,807 0 0
AMERICAN EXPRESS CO COM 025816109 $390 6,748 SH DEFINED 1,4,5 6,748 0 0
AMERICAN EXPRESS CO COM 025816109 $211 3,640 SH DEFINED 1,6,5 3,640 0 0
AMERICAN WTR WKS CO COM 030420103 $13,630 400,516 SH DEFINED 1,5 400,516 0 0
AMERICAN WTR WKS CO COM 030420103 $9,027 265,277 SH DEFINED 1,2,5 265,277 0 0
AMERICAN WTR WKS CO COM 030420103 $5,159 151,588 SH DEFINED 1,4,5 151,588 0 0
AMERICAN WTR WKS CO COM 030420103 $2,781 81,728 SH DEFINED 1,6,5 81,728 0 0
AMETEK INC NEW COM 031100100 $6,659 137,268 SH DEFINED 1,5 137,268 0 0
AMETEK INC NEW COM 031100100 $4,409 90,896 SH DEFINED 1,2,5 90,896 0 0
AMETEK INC NEW COM 031100100 $2,520 51,949 SH DEFINED 1,4,5 51,949 0 0
AMETEK INC NEW COM 031100100 $1,359 28,009 SH DEFINED 1,6,5 28,009 0 0
APPLE INC COM 037833100 $2,670 4,453 SH DEFINED 1,5 4,453 0 0
APPLE INC COM 037833100 $1,769 2,951 SH DEFINED 1,2,5 2,951 0 0
APPLE INC COM 037833100 $1,011 1,687 SH DEFINED 1,4,5 1,687 0 0
APPLE INC COM 037833100 $545 909 SH DEFINED 1,6,5 909 0 0
AQUA AMERICA INC COM 03836W103 $2,234 100,224 SH DEFINED 1,5 100,224 0 0
AQUA AMERICA INC COM 03836W103 $1,480 66,382 SH DEFINED 1,2,5 66,382 0 0
AQUA AMERICA INC COM 03836W103 $846 37,939 SH DEFINED 1,4,5 37,939 0 0
AQUA AMERICA INC COM 03836W103 $456 20,455 SH DEFINED 1,6,5 20,455 0 0
ASSURED GUARANTY LTD COM G0585R106 $2,391 144,746 SH DEFINED 1,5 144,746 0 0
ASSURED GUARANTY LTD COM G0585R106 $725 43,877 SH DEFINED 1,2,5 43,877 0 0
ASSURED GUARANTY LTD COM G0585R106 $414 25,079 SH DEFINED 1,4,5 25,079 0 0
ASSURED GUARANTY LTD COM G0585R106 $223 13,520 SH DEFINED 1,6,5 13,520 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $5,838 5,924,000 SH DEFINED 1,5 5,924,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $6,860 6,962,000 SH DEFINED 1,2,5 6,962,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $4,460 4,526,000 SH DEFINED 1,4,5 4,526,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $2,561 2,599,000 SH DEFINED 1,6,5 2,599,000 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $5,483 212,944 SH DEFINED 1,5 212,944 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $3,629 140,916 SH DEFINED 1,2,5 140,916 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $2,075 80,573 SH DEFINED 1,4,5 80,573 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $1,119 43,443 SH DEFINED 1,6,5 43,443 0 0
BANK OF THE OZARKS INC COM 063904106 $1,039 33,222 SH DEFINED 1,5 33,222 0 0
BANK OF THE OZARKS INC COM 063904106 $479 15,309 SH DEFINED 1,2,5 15,309 0 0
BANK OF THE OZARKS INC COM 063904106 $274 8,752 SH DEFINED 1,4,5 8,752 0 0
BANK OF THE OZARKS INC COM 063904106 $147 4,717 SH DEFINED 1,6,5 4,717 0 0
BARCLAYS PLC ADR 06738E204 $3,044 200,909 SH DEFINED 1,5 200,909 0 0
BARCLAYS PLC ADR 06738E204 $1,403 92,620 SH DEFINED 1,2,5 92,620 0 0
BARCLAYS PLC ADR 06738E204 $802 52,939 SH DEFINED 1,4,5 52,939 0 0
BARCLAYS PLC ADR 06738E204 $432 28,532 SH DEFINED 1,6,5 28,532 0 0
BARNES GROUP INC COM 067806109 $4,242 161,250 SH DEFINED 1,5 161,250 0 0
BARNES GROUP INC COM 067806109 $2,809 106,776 SH DEFINED 1,2,5 106,776 0 0
BARNES GROUP INC COM 067806109 $1,606 61,025 SH DEFINED 1,4,5 61,025 0 0
BARNES GROUP INC COM 067806109 $866 32,902 SH DEFINED 1,6,5 32,902 0 0
BE AEROSPACE INC COM 073302101 $4,290 92,319 SH DEFINED 1,5 92,319 0 0
BE AEROSPACE INC COM 073302101 $2,840 61,123 SH DEFINED 1,2,5 61,123 0 0
BE AEROSPACE INC COM 073302101 $1,624 34,937 SH DEFINED 1,4,5 34,937 0 0
BE AEROSPACE INC COM 073302101 $875 18,836 SH DEFINED 1,6,5 18,836 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 $5,146 63,418 SH DEFINED 1,5 63,418 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 $2,002 24,675 SH DEFINED 1,2,5 24,675 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 $1,145 14,104 SH DEFINED 1,4,5 14,104 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 $617 7,603 SH DEFINED 1,6,5 7,603 0 0
BLOCK H & R INC COM 093671105 $1,967 119,439 SH DEFINED 1,5 119,439 0 0
BLOCK H & R INC COM 093671105 $908 55,103 SH DEFINED 1,2,5 55,103 0 0
BLOCK H & R INC COM 093671105 $519 31,488 SH DEFINED 1,4,5 31,488 0 0
BLOCK H & R INC COM 093671105 $279 16,970 SH DEFINED 1,6,5 16,970 0 0
BLYTH INC COM NEW 09643P207 $1,667 22,271 SH DEFINED 1,5 22,271 0 0
BLYTH INC COM NEW 09643P207 $1,104 14,751 SH DEFINED 1,2,5 14,751 0 0
BLYTH INC COM NEW 09643P207 $631 8,431 SH DEFINED 1,4,5 8,431 0 0
BLYTH INC COM NEW 09643P207 $340 4,547 SH DEFINED 1,6,5 4,547 0 0
BOEING CO COM 097023105 $6,172 82,985 SH DEFINED 1,5 82,985 0 0
BOEING CO COM 097023105 $4,087 54,949 SH DEFINED 1,2,5 54,949 0 0
BOEING CO COM 097023105 $2,336 31,405 SH DEFINED 1,4,5 31,405 0 0
BOEING CO COM 097023105 $1,259 16,932 SH DEFINED 1,6,5 16,932 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $1,060 1,156,000 SH DEFINED 1,5 1,156,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $1,484 1,619,000 SH DEFINED 1,2,5 1,619,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $704 768,000 SH DEFINED 1,4,5 768,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $419 457,000 SH DEFINED 1,6,5 457,000 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,406 1,392,152 SH DEFINED 1,5 1,392,152 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $2,449 2,425,691 SH DEFINED 1,2,5 2,425,691 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,834 1,816,004 SH DEFINED 1,4,5 1,816,004 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $780 772,846 SH DEFINED 1,6,5 772,846 0 0
CAPITAL ONE FINL CORP COM 14040H105 $3,689 66,176 SH DEFINED 1,5 66,176 0 0
CAPITAL ONE FINL CORP COM 14040H105 $1,402 25,144 SH DEFINED 1,2,5 25,144 0 0
CAPITAL ONE FINL CORP COM 14040H105 $801 14,370 SH DEFINED 1,4,5 14,370 0 0
CAPITAL ONE FINL CORP COM 14040H105 $432 7,748 SH DEFINED 1,6,5 7,748 0 0
CAREFUSION CORP COM 14170T101 $1,626 62,717 SH DEFINED 1,5 62,717 0 0
CAREFUSION CORP COM 14170T101 $1,078 41,563 SH DEFINED 1,2,5 41,563 0 0
CAREFUSION CORP COM 14170T101 $616 23,744 SH DEFINED 1,4,5 23,744 0 0
CAREFUSION CORP COM 14170T101 $332 12,800 SH DEFINED 1,6,5 12,800 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 $1,053 13,771 SH DEFINED 1,5 13,771 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 $485 6,346 SH DEFINED 1,2,5 6,346 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 $278 3,628 SH DEFINED 1,4,5 3,628 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 $150 1,955 SH DEFINED 1,6,5 1,955 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $4,447 4,708,000 SH DEFINED 1,5 4,708,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $6,894 7,299,000 SH DEFINED 1,2,5 7,299,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $4,203 4,450,000 SH DEFINED 1,4,5 4,450,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $2,224 2,355,000 SH DEFINED 1,6,5 2,355,000 0 0
CHEESECAKE FACTORY INC COM 163072101 $1,309 44,540 SH DEFINED 1,5 44,540 0 0
CHEESECAKE FACTORY INC COM 163072101 $867 29,505 SH DEFINED 1,2,5 29,505 0 0
CHEESECAKE FACTORY INC COM 163072101 $496 16,863 SH DEFINED 1,4,5 16,863 0 0
CHEESECAKE FACTORY INC COM 163072101 $267 9,092 SH DEFINED 1,6,5 9,092 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 $3,400 78,732 SH DEFINED 1,5 78,732 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 $2,258 52,281 SH DEFINED 1,2,5 52,281 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 $1,291 29,884 SH DEFINED 1,4,5 29,884 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 $695 16,103 SH DEFINED 1,6,5 16,103 0 0
CHILDRENS PL RETAIL COM 168905107 $2,300 44,507 SH DEFINED 1,5 44,507 0 0
CHILDRENS PL RETAIL COM 168905107 $1,526 29,535 SH DEFINED 1,2,5 29,535 0 0
CHILDRENS PL RETAIL COM 168905107 $872 16,869 SH DEFINED 1,4,5 16,869 0 0
CHILDRENS PL RETAIL COM 168905107 $470 9,089 SH DEFINED 1,6,5 9,089 0 0
CIGNA CORPORATION COM 125509109 $1,257 25,524 SH DEFINED 1,5 25,524 0 0
CIGNA CORPORATION COM 125509109 $835 16,948 SH DEFINED 1,2,5 16,948 0 0
CIGNA CORPORATION COM 125509109 $476 9,673 SH DEFINED 1,4,5 9,673 0 0
CIGNA CORPORATION COM 125509109 $257 5,216 SH DEFINED 1,6,5 5,216 0 0
CITIGROUP INC COM NEW 172967424 $9,915 271,268 SH DEFINED 1,5 271,268 0 0
CITIGROUP INC COM NEW 172967424 $5,112 139,862 SH DEFINED 1,2,5 139,862 0 0
CITIGROUP INC COM NEW 172967424 $2,922 79,935 SH DEFINED 1,4,5 79,935 0 0
CITIGROUP INC COM NEW 172967424 $1,575 43,098 SH DEFINED 1,6,5 43,098 0 0
COCA COLA ENTERPRISES INC COM 19122T109 $1,274 44,542 SH DEFINED 1,5 44,542 0 0
COCA COLA ENTERPRISES INC COM 19122T109 $844 29,506 SH DEFINED 1,2,5 29,506 0 0
COCA COLA ENTERPRISES INC COM 19122T109 $482 16,862 SH DEFINED 1,4,5 16,862 0 0
COCA COLA ENTERPRISES INC COM 19122T109 $260 9,090 SH DEFINED 1,6,5 9,090 0 0
COLONY FINL INC COM 19624R106 $1,278 78,000 SH DEFINED 1,5 78,000 0 0
COMERICA INC COM 200340107 $3,552 109,779 SH DEFINED 1,5 109,779 0 0
COMERICA INC COM 200340107 $992 30,656 SH DEFINED 1,2,5 30,656 0 0
COMERICA INC COM 200340107 $567 17,521 SH DEFINED 1,4,5 17,521 0 0
COMERICA INC COM 200340107 $306 9,444 SH DEFINED 1,6,5 9,444 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $4,591 668,226 SH DEFINED 1,5 668,226 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $3,039 442,394 SH DEFINED 1,2,5 442,394 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $1,737 252,875 SH DEFINED 1,4,5 252,875 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $937 136,338 SH DEFINED 1,6,5 136,338 0 0
CORN PRODS INTL INC COM 219023108 $10,270 178,150 SH DEFINED 1,5 178,150 0 0
CORN PRODS INTL INC COM 219023108 $6,806 118,055 SH DEFINED 1,2,5 118,055 0 0
CORN PRODS INTL INC COM 219023108 $3,890 67,483 SH DEFINED 1,4,5 67,483 0 0
CORN PRODS INTL INC COM 219023108 $2,097 36,376 SH DEFINED 1,6,5 36,376 0 0
COVANCE INC COM 222816100 $6,788 142,519 SH DEFINED 1,5 142,519 0 0
COVANCE INC COM 222816100 $4,497 94,421 SH DEFINED 1,2,5 94,421 0 0
COVANCE INC COM 222816100 $2,570 53,968 SH DEFINED 1,4,5 53,968 0 0
COVANCE INC COM 222816100 $1,386 29,092 SH DEFINED 1,6,5 29,092 0 0
CROWN CASTLE INTL CORP COM 228227104 $7,716 144,655 SH DEFINED 1,5 144,655 0 0
CROWN CASTLE INTL CORP COM 228227104 $5,113 95,855 SH DEFINED 1,2,5 95,855 0 0
CROWN CASTLE INTL CORP COM 228227104 $2,921 54,766 SH DEFINED 1,4,5 54,766 0 0
CROWN CASTLE INTL CORP COM 228227104 $1,575 29,524 SH DEFINED 1,6,5 29,524 0 0
CROWN HOLDINGS INC COM 228368106 $9,018 244,855 SH DEFINED 1,5 244,855 0 0
CROWN HOLDINGS INC COM 228368106 $5,980 162,370 SH DEFINED 1,2,5 162,370 0 0
CROWN HOLDINGS INC COM 228368106 $3,417 92,780 SH DEFINED 1,4,5 92,780 0 0
CROWN HOLDINGS INC COM 228368106 $1,841 49,995 SH DEFINED 1,6,5 49,995 0 0
CSX CORP COM 126408103 $2,388 110,963 SH DEFINED 1,5 110,963 0 0
CSX CORP COM 126408103 $1,592 73,968 SH DEFINED 1,2,5 73,968 0 0
CSX CORP COM 126408103 $910 42,296 SH DEFINED 1,4,5 42,296 0 0
CSX CORP COM 126408103 $490 22,773 SH DEFINED 1,6,5 22,773 0 0
DARLING INTL INC COM 237266101 $2,979 170,991 SH DEFINED 1,5 170,991 0 0
DARLING INTL INC COM 237266101 $1,973 113,243 SH DEFINED 1,2,5 113,243 0 0
DARLING INTL INC COM 237266101 $1,127 64,722 SH DEFINED 1,4,5 64,722 0 0
DARLING INTL INC COM 237266101 $608 34,894 SH DEFINED 1,6,5 34,894 0 0
DEXCOM INC COM 252131107 $4,164 399,230 SH DEFINED 1,5 399,230 0 0
DEXCOM INC COM 252131107 $2,761 264,732 SH DEFINED 1,2,5 264,732 0 0
DEXCOM INC COM 252131107 $1,577 151,223 SH DEFINED 1,4,5 151,223 0 0
DEXCOM INC COM 252131107 $850 81,515 SH DEFINED 1,6,5 81,515 0 0
DIRECTV COM CL A 25490A101 $3,285 66,577 SH DEFINED 1,5 66,577 0 0
DIRECTV COM CL A 25490A101 $2,190 44,381 SH DEFINED 1,2,5 44,381 0 0
DIRECTV COM CL A 25490A101 $1,252 25,378 SH DEFINED 1,4,5 25,378 0 0
DIRECTV COM CL A 25490A101 $674 13,664 SH DEFINED 1,6,5 13,664 0 0
DISNEY WALT CO COM DISNEY 254687106 $11,660 266,343 SH DEFINED 1,5 266,343 0 0
DISNEY WALT CO COM DISNEY 254687106 $7,771 177,491 SH DEFINED 1,2,5 177,491 0 0
DISNEY WALT CO COM DISNEY 254687106 $4,444 101,510 SH DEFINED 1,4,5 101,510 0 0
DISNEY WALT CO COM DISNEY 254687106 $2,393 54,656 SH DEFINED 1,6,5 54,656 0 0
DOLLAR GEN CORP NEW COM 256677105 $6,152 133,157 SH DEFINED 1,5 133,157 0 0
DOLLAR GEN CORP NEW COM 256677105 $4,101 88,761 SH DEFINED 1,2,5 88,761 0 0
DOLLAR GEN CORP NEW COM 256677105 $2,345 50,755 SH DEFINED 1,4,5 50,755 0 0
DOLLAR GEN CORP NEW COM 256677105 $1,263 27,327 SH DEFINED 1,6,5 27,327 0 0
DOW CHEM CO COM 260543103 $11,559 333,687 SH DEFINED 1,5 333,687 0 0
DOW CHEM CO COM 260543103 $7,672 221,482 SH DEFINED 1,2,5 221,482 0 0
DOW CHEM CO COM 260543103 $4,386 126,604 SH DEFINED 1,4,5 126,604 0 0
DOW CHEM CO COM 260543103 $2,363 68,227 SH DEFINED 1,6,5 68,227 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $1,446 1,707,000 SH DEFINED 1,5 1,707,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $2,386 2,816,000 SH DEFINED 1,2,5 2,816,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $1,364 1,610,000 SH DEFINED 1,4,5 1,610,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $735 867,000 SH DEFINED 1,6,5 867,000 0 0
EASTMAN CHEM CO COM 277432100 $11,793 228,142 SH DEFINED 1,5 228,142 0 0
EASTMAN CHEM CO COM 277432100 $7,809 151,070 SH DEFINED 1,2,5 151,070 0 0
EASTMAN CHEM CO COM 277432100 $4,463 86,340 SH DEFINED 1,4,5 86,340 0 0
EASTMAN CHEM CO COM 277432100 $2,406 46,550 SH DEFINED 1,6,5 46,550 0 0
ENCORE CAP GROUP INC COM 292554102 $562 24,906 SH DEFINED 1,5 24,906 0 0
ENCORE CAP GROUP INC COM 292554102 $259 11,477 SH DEFINED 1,2,5 11,477 0 0
ENCORE CAP GROUP INC COM 292554102 $148 6,560 SH DEFINED 1,4,5 6,560 0 0
ENCORE CAP GROUP INC COM 292554102 $80 3,535 SH DEFINED 1,6,5 3,535 0 0
EQUINIX INC COM NEW 29444U502 $11,118 70,616 SH DEFINED 1,5 70,616 0 0
EQUINIX INC COM NEW 29444U502 $7,365 46,779 SH DEFINED 1,2,5 46,779 0 0
EQUINIX INC COM NEW 29444U502 $4,210 26,739 SH DEFINED 1,4,5 26,739 0 0
EQUINIX INC COM NEW 29444U502 $2,269 14,414 SH DEFINED 1,6,5 14,414 0 0
FIFTH THIRD BANCORP COM 316773100 $3,287 234,018 SH DEFINED 1,5 234,018 0 0
FIFTH THIRD BANCORP COM 316773100 $1,356 96,530 SH DEFINED 1,2,5 96,530 0 0
FIFTH THIRD BANCORP COM 316773100 $775 55,172 SH DEFINED 1,4,5 55,172 0 0
FIFTH THIRD BANCORP COM 316773100 $418 29,743 SH DEFINED 1,6,5 29,743 0 0
FINISH LINE INC CL A 317923100 $5,906 278,320 SH DEFINED 1,5 278,320 0 0
FINISH LINE INC CL A 317923100 $3,914 184,427 SH DEFINED 1,2,5 184,427 0 0
FINISH LINE INC CL A 317923100 $2,237 105,424 SH DEFINED 1,4,5 105,424 0 0
FINISH LINE INC CL A 317923100 $1,206 56,829 SH DEFINED 1,6,5 56,829 0 0
FLY LEASING LTD SPONS ADR 34407D109 $580 47,500 SH DEFINED 1,5 47,500 0 0
FOOT LOCKER INC COM 344849104 $5,879 189,337 SH DEFINED 1,5 189,337 0 0
FOOT LOCKER INC COM 344849104 $3,893 125,375 SH DEFINED 1,2,5 125,375 0 0
FOOT LOCKER INC COM 344849104 $2,225 71,655 SH DEFINED 1,4,5 71,655 0 0
FOOT LOCKER INC COM 344849104 $1,200 38,633 SH DEFINED 1,6,5 38,633 0 0
GAP INC DEL COM 364760108 $5,821 222,670 SH DEFINED 1,5 222,670 0 0
GAP INC DEL COM 364760108 $3,857 147,563 SH DEFINED 1,2,5 147,563 0 0
GAP INC DEL COM 364760108 $2,204 84,318 SH DEFINED 1,4,5 84,318 0 0
GAP INC DEL COM 364760108 $1,188 45,449 SH DEFINED 1,6,5 45,449 0 0
GARDNER DENVER INC COM 365558105 $10,108 160,400 SH DEFINED 1,5 160,400 0 0
GARDNER DENVER INC COM 365558105 $6,700 106,323 SH DEFINED 1,2,5 106,323 0 0
GARDNER DENVER INC COM 365558105 $3,830 60,777 SH DEFINED 1,4,5 60,777 0 0
GARDNER DENVER INC COM 365558105 $2,065 32,762 SH DEFINED 1,6,5 32,762 0 0
GILEAD SCIENCES INC COM 375558103 $10,983 224,788 SH DEFINED 1,5 224,788 0 0
GILEAD SCIENCES INC COM 375558103 $7,274 148,865 SH DEFINED 1,2,5 148,865 0 0
GILEAD SCIENCES INC COM 375558103 $4,157 85,078 SH DEFINED 1,4,5 85,078 0 0
GILEAD SCIENCES INC COM 375558103 $2,241 45,871 SH DEFINED 1,6,5 45,871 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $5,989 157,399 SH DEFINED 1,5 157,399 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $3,969 104,318 SH DEFINED 1,2,5 104,318 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $2,268 59,607 SH DEFINED 1,4,5 59,607 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $1,223 32,133 SH DEFINED 1,6,5 32,133 0 0
GUESS INC COM 401617105 $3,164 101,240 SH DEFINED 1,5 101,240 0 0
GUESS INC COM 401617105 $2,098 67,145 SH DEFINED 1,2,5 67,145 0 0
GUESS INC COM 401617105 $1,198 38,344 SH DEFINED 1,4,5 38,344 0 0
GUESS INC COM 401617105 $646 20,671 SH DEFINED 1,6,5 20,671 0 0
HALLIBURTON CO COM 406216101 $13,064 393,619 SH DEFINED 1,5 393,619 0 0
HALLIBURTON CO COM 406216101 $8,668 261,158 SH DEFINED 1,2,5 261,158 0 0
HALLIBURTON CO COM 406216101 $4,965 149,581 SH DEFINED 1,4,5 149,581 0 0
HALLIBURTON CO COM 406216101 $2,674 80,564 SH DEFINED 1,6,5 80,564 0 0
HARLEY DAVIDSON INC COM 412822108 $4,357 88,772 SH DEFINED 1,5 88,772 0 0
HARLEY DAVIDSON INC COM 412822108 $2,904 59,174 SH DEFINED 1,2,5 59,174 0 0
HARLEY DAVIDSON INC COM 412822108 $1,661 33,836 SH DEFINED 1,4,5 33,836 0 0
HARLEY DAVIDSON INC COM 412822108 $894 18,218 SH DEFINED 1,6,5 18,218 0 0
HARMAN INTL INDS INC COM 413086109 $1,877 40,095 SH DEFINED 1,5 40,095 0 0
HARMAN INTL INDS INC COM 413086109 $1,243 26,550 SH DEFINED 1,2,5 26,550 0 0
HARMAN INTL INDS INC COM 413086109 $710 15,174 SH DEFINED 1,4,5 15,174 0 0
HARMAN INTL INDS INC COM 413086109 $383 8,181 SH DEFINED 1,6,5 8,181 0 0
HATTERAS FINL CORP COM 41902R103 $5,735 205,570 SH DEFINED 1,5 205,570 0 0
HATTERAS FINL CORP COM 41902R103 $3,286 117,793 SH DEFINED 1,2,5 117,793 0 0
HATTERAS FINL CORP COM 41902R103 $1,879 67,359 SH DEFINED 1,4,5 67,359 0 0
HATTERAS FINL CORP COM 41902R103 $1,012 36,278 SH DEFINED 1,6,5 36,278 0 0
HCA HOLDINGS INC COM 40412C101 $4,572 184,789 SH DEFINED 1,5 184,789 0 0
HCA HOLDINGS INC COM 40412C101 $3,034 122,630 SH DEFINED 1,2,5 122,630 0 0
HCA HOLDINGS INC COM 40412C101 $1,733 70,041 SH DEFINED 1,4,5 70,041 0 0
HCA HOLDINGS INC COM 40412C101 $934 37,750 SH DEFINED 1,6,5 37,750 0 0
HEALTH NET INC COM 42222G108 $1,855 46,702 SH DEFINED 1,5 46,702 0 0
HEALTH NET INC COM 42222G108 $1,233 31,039 SH DEFINED 1,2,5 31,039 0 0
HEALTH NET INC COM 42222G108 $704 17,712 SH DEFINED 1,4,5 17,712 0 0
HEALTH NET INC COM 42222G108 $379 9,547 SH DEFINED 1,6,5 9,547 0 0
HERSHEY CO COM 427866108 $2,720 44,344 SH DEFINED 1,5 44,344 0 0
HERSHEY CO COM 427866108 $1,817 29,634 SH DEFINED 1,2,5 29,634 0 0
HERSHEY CO COM 427866108 $1,037 16,915 SH DEFINED 1,4,5 16,915 0 0
HERSHEY CO COM 427866108 $559 9,107 SH DEFINED 1,6,5 9,107 0 0
HOLOGIC INC COM 436440101 $2,494 115,744 SH DEFINED 1,5 115,744 0 0
HOLOGIC INC COM 436440101 $1,654 76,750 SH DEFINED 1,2,5 76,750 0 0
HOLOGIC INC COM 436440101 $945 43,864 SH DEFINED 1,4,5 43,864 0 0
HOLOGIC INC COM 436440101 $509 23,642 SH DEFINED 1,6,5 23,642 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $3,965 3,988,000 SH DEFINED 1,5 3,988,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $6,675 6,714,000 SH DEFINED 1,2,5 6,714,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $2,152 2,165,000 SH DEFINED 1,4,5 2,165,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $1,898 1,909,000 SH DEFINED 1,6,5 1,909,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 $3,280 199,737 SH DEFINED 1,5 199,737 0 0
HOST HOTELS & RESORTS INC COM 44107P104 $2,186 133,141 SH DEFINED 1,2,5 133,141 0 0
HOST HOTELS & RESORTS INC COM 44107P104 $1,250 76,132 SH DEFINED 1,4,5 76,132 0 0
HOST HOTELS & RESORTS INC COM 44107P104 $673 40,990 SH DEFINED 1,6,5 40,990 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 $6,109 137,625 SH DEFINED 1,5 137,625 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 $3,395 76,472 SH DEFINED 1,2,5 76,472 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 $1,940 43,706 SH DEFINED 1,4,5 43,706 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 $1,046 23,565 SH DEFINED 1,6,5 23,565 0 0
HUNTINGTON BANCSHARES COM 446150104 $3,390 525,970 SH DEFINED 1,5 525,970 0 0
HUNTINGTON BANCSHARES COM 446150104 $843 130,763 SH DEFINED 1,2,5 130,763 0 0
HUNTINGTON BANCSHARES COM 446150104 $482 74,735 SH DEFINED 1,4,5 74,735 0 0
HUNTINGTON BANCSHARES COM 446150104 $260 40,294 SH DEFINED 1,6,5 40,294 0 0
ING GROEP N V SPONSORED ADR 456837103 $2,371 284,991 SH DEFINED 1,5 284,991 0 0
ING GROEP N V SPONSORED ADR 456837103 $790 94,914 SH DEFINED 1,2,5 94,914 0 0
ING GROEP N V SPONSORED ADR 456837103 $451 54,254 SH DEFINED 1,4,5 54,254 0 0
ING GROEP N V SPONSORED ADR 456837103 $243 29,246 SH DEFINED 1,6,5 29,246 0 0
INNOSPEC INC COM 45768S105 $6,766 222,702 SH DEFINED 1,5 222,702 0 0
INNOSPEC INC COM 45768S105 $4,482 147,540 SH DEFINED 1,2,5 147,540 0 0
INNOSPEC INC COM 45768S105 $2,561 84,308 SH DEFINED 1,4,5 84,308 0 0
INNOSPEC INC COM 45768S105 $1,381 45,450 SH DEFINED 1,6,5 45,450 0 0
INTL PAPER CO COM 460146103 $11,382 324,285 SH DEFINED 1,5 324,285 0 0
INTL PAPER CO COM 460146103 $7,537 214,741 SH DEFINED 1,2,5 214,741 0 0
INTL PAPER CO COM 460146103 $4,308 122,735 SH DEFINED 1,4,5 122,735 0 0
INTL PAPER CO COM 460146103 $2,323 66,170 SH DEFINED 1,6,5 66,170 0 0
JACK IN THE BOX INC COM 466367109 $2,221 92,675 SH DEFINED 1,5 92,675 0 0
JACK IN THE BOX INC COM 466367109 $1,470 61,322 SH DEFINED 1,2,5 61,322 0 0
JACK IN THE BOX INC COM 466367109 $840 35,064 SH DEFINED 1,4,5 35,064 0 0
JACK IN THE BOX INC COM 466367109 $453 18,907 SH DEFINED 1,6,5 18,907 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $253 467,000 SH DEFINED 1,5 467,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $507 935,000 SH DEFINED 1,2,5 935,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $439 810,000 SH DEFINED 1,4,5 810,000 0 0
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $156 288,000 SH DEFINED 1,6,5 288,000 0 0
JARDEN CORP COM 471109108 $4,920 122,308 SH DEFINED 1,5 122,308 0 0
JARDEN CORP COM 471109108 $3,270 81,279 SH DEFINED 1,2,5 81,279 0 0
JARDEN CORP COM 471109108 $1,867 46,407 SH DEFINED 1,4,5 46,407 0 0
JARDEN CORP COM 471109108 $1,006 25,006 SH DEFINED 1,6,5 25,006 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 $107 2,210 SH DEFINED 1,5 2,210 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 $72 1,491 SH DEFINED 1,2,5 1,491 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 $41 845 SH DEFINED 1,4,5 845 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 $22 454 SH DEFINED 1,6,5 454 0 0
JOHNSON CTLS INC COM 478366107 $30,697 945,098 SH DEFINED 1,5 945,098 0 0
JOHNSON CTLS INC COM 478366107 $20,379 627,419 SH DEFINED 1,2,5 627,419 0 0
JOHNSON CTLS INC COM 478366107 $11,647 358,576 SH DEFINED 1,4,5 358,576 0 0
JOHNSON CTLS INC COM 478366107 $6,277 193,244 SH DEFINED 1,6,5 193,244 0 0
JPMORGAN CHASE & CO COM 46625H100 $15,886 345,499 SH DEFINED 1,5 345,499 0 0
JPMORGAN CHASE & CO COM 46625H100 $9,262 201,436 SH DEFINED 1,2,5 201,436 0 0
JPMORGAN CHASE & CO COM 46625H100 $5,294 115,128 SH DEFINED 1,4,5 115,128 0 0
JPMORGAN CHASE & CO COM 46625H100 $2,854 62,070 SH DEFINED 1,6,5 62,070 0 0
KBR INC COM 48242W106 $8,681 244,199 SH DEFINED 1,5 244,199 0 0
KBR INC COM 48242W106 $5,760 162,035 SH DEFINED 1,2,5 162,035 0 0
KBR INC COM 48242W106 $3,292 92,610 SH DEFINED 1,4,5 92,610 0 0
KBR INC COM 48242W106 $1,774 49,909 SH DEFINED 1,6,5 49,909 0 0
KEYCORP NEW COM 493267108 $5,193 610,920 SH DEFINED 1,5 610,920 0 0
KEYCORP NEW COM 493267108 $1,955 229,981 SH DEFINED 1,2,5 229,981 0 0
KEYCORP NEW COM 493267108 $1,117 131,440 SH DEFINED 1,4,5 131,440 0 0
KEYCORP NEW COM 493267108 $602 70,865 SH DEFINED 1,6,5 70,865 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 $1,056 1,068,000 SH DEFINED 1,5 1,068,000 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 $1,389 1,404,000 SH DEFINED 1,2,5 1,404,000 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 $868 878,000 SH DEFINED 1,4,5 878,000 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 $445 450,000 SH DEFINED 1,6,5 450,000 0 0
KIRBY CORP COM 497266106 $4,496 68,346 SH DEFINED 1,5 68,346 0 0
KIRBY CORP COM 497266106 $2,978 45,258 SH DEFINED 1,2,5 45,258 0 0
KIRBY CORP COM 497266106 $1,702 25,866 SH DEFINED 1,4,5 25,866 0 0
KIRBY CORP COM 497266106 $918 13,946 SH DEFINED 1,6,5 13,946 0 0
KRAFT FOODS INC CL A 50075N104 $3,374 88,771 SH DEFINED 1,5 88,771 0 0
KRAFT FOODS INC CL A 50075N104 $2,249 59,174 SH DEFINED 1,2,5 59,174 0 0
KRAFT FOODS INC CL A 50075N104 $1,286 33,837 SH DEFINED 1,4,5 33,837 0 0
KRAFT FOODS INC CL A 50075N104 $692 18,218 SH DEFINED 1,6,5 18,218 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 $2,280 261,113 SH DEFINED 1,5 261,113 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 $1,520 174,087 SH DEFINED 1,2,5 174,087 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 $869 99,534 SH DEFINED 1,4,5 99,534 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 $468 53,590 SH DEFINED 1,6,5 53,590 0 0
LEAR CORP COM NEW 521865204 $5,125 110,236 SH DEFINED 1,5 110,236 0 0
LEAR CORP COM NEW 521865204 $3,426 73,685 SH DEFINED 1,2,5 73,685 0 0
LEAR CORP COM NEW 521865204 $1,959 42,130 SH DEFINED 1,4,5 42,130 0 0
LEAR CORP COM NEW 521865204 $1,057 22,746 SH DEFINED 1,6,5 22,746 0 0
LIBERTY MEDIA CORP LIB CAP COM A 530322106 $32,308 366,513 SH DEFINED 1,5 366,513 0 0
LIBERTY MEDIA CORP LIB CAP COM A 530322106 $21,534 244,284 SH DEFINED 1,2,5 244,284 0 0
LIBERTY MEDIA CORP LIB CAP COM A 530322106 $12,314 139,691 SH DEFINED 1,4,5 139,691 0 0
LIBERTY MEDIA CORP LIB CAP COM A 530322106 $6,630 75,212 SH DEFINED 1,6,5 75,212 0 0
LOWES COS INC COM 548661107 $6,986 222,614 SH DEFINED 1,5 222,614 0 0
LOWES COS INC COM 548661107 $4,631 147,587 SH DEFINED 1,2,5 147,587 0 0
LOWES COS INC COM 548661107 $2,646 84,337 SH DEFINED 1,4,5 84,337 0 0
LOWES COS INC COM 548661107 $1,427 45,462 SH DEFINED 1,6,5 45,462 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $10,979 11,107,000 SH DEFINED 1,5 11,107,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $12,869 13,019,000 SH DEFINED 1,2,5 13,019,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $7,472 7,559,000 SH DEFINED 1,4,5 7,559,000 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 $4,465 4,517,000 SH DEFINED 1,6,5 4,517,000 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $7,922 181,498 SH DEFINED 1,5 181,498 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $5,216 119,489 SH DEFINED 1,2,5 119,489 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $2,981 68,295 SH DEFINED 1,4,5 68,295 0 0
LYONDELLBASELL INDUS SHS - A - N53745100 $1,607 36,814 SH DEFINED 1,6,5 36,814 0 0
MANTECH INTL CORP CL A 564563104 $1,897 55,059 SH DEFINED 1,5 55,059 0 0
MANTECH INTL CORP CL A 564563104 $1,266 36,725 SH DEFINED 1,2,5 36,725 0 0
MANTECH INTL CORP CL A 564563104 $723 20,990 SH DEFINED 1,4,5 20,990 0 0
MANTECH INTL CORP CL A 564563104 $389 11,301 SH DEFINED 1,6,5 11,301 0 0
MARRIOTT INTL INC NEW CL A 571903202 $10,520 277,932 SH DEFINED 1,5 277,932 0 0
MARRIOTT INTL INC NEW CL A 571903202 $6,989 184,642 SH DEFINED 1,2,5 184,642 0 0
MARRIOTT INTL INC NEW CL A 571903202 $3,995 105,552 SH DEFINED 1,4,5 105,552 0 0
MARRIOTT INTL INC NEW CL A 571903202 $2,153 56,874 SH DEFINED 1,6,5 56,874 0 0
MDU RES GROUP INC COM 552690109 $6,232 278,332 SH DEFINED 1,5 278,332 0 0
MDU RES GROUP INC COM 552690109 $4,131 184,505 SH DEFINED 1,2,5 184,505 0 0
MDU RES GROUP INC COM 552690109 $2,360 105,416 SH DEFINED 1,4,5 105,416 0 0
MDU RES GROUP INC COM 552690109 $1,272 56,822 SH DEFINED 1,6,5 56,822 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $20,690 294,303 SH DEFINED 1,5 294,303 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $13,754 195,642 SH DEFINED 1,2,5 195,642 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $7,863 111,844 SH DEFINED 1,4,5 111,844 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 $4,235 60,248 SH DEFINED 1,6,5 60,248 0 0
MEDCO HEALTH SOLUTIONS PUT 58405U102 $3,100 44,100 SH PUT DEFINED 1,5 44,100 0 0
MEDCO HEALTH SOLUTIONS PUT 58405U102 $2,088 29,700 SH PUT DEFINED 1,2,5 29,700 0 0
MEDCO HEALTH SOLUTIONS PUT 58405U102 $1,195 17,000 SH PUT DEFINED 1,4,5 17,000 0 0
MEDCO HEALTH SOLUTIONS PUT 58405U102 $647 9,200 SH PUT DEFINED 1,6,5 9,200 0 0
MEDICIS PHARMACEUTICAL CL A NEW 584690309 $334 8,878 SH DEFINED 1,5 8,878 0 0
MEDICIS PHARMACEUTICAL CL A NEW 584690309 $222 5,916 SH DEFINED 1,2,5 5,916 0 0
MEDICIS PHARMACEUTICAL CL A NEW 584690309 $127 3,384 SH DEFINED 1,4,5 3,384 0 0
MEDICIS PHARMACEUTICAL CL A NEW 584690309 $68 1,822 SH DEFINED 1,6,5 1,822 0 0
MENS WEARHOUSE INC COM 587118100 $5,500 141,856 SH DEFINED 1,5 141,856 0 0
MENS WEARHOUSE INC COM 587118100 $3,648 94,100 SH DEFINED 1,2,5 94,100 0 0
MENS WEARHOUSE INC COM 587118100 $2,085 53,771 SH DEFINED 1,4,5 53,771 0 0
MENS WEARHOUSE INC COM 587118100 $1,123 28,973 SH DEFINED 1,6,5 28,973 0 0
METLIFE INC COM 59156R108 $2,452 65,655 SH DEFINED 1,5 65,655 0 0
METLIFE INC COM 59156R108 $968 25,918 SH DEFINED 1,2,5 25,918 0 0
METLIFE INC COM 59156R108 $617 16,523 SH DEFINED 1,4,5 16,523 0 0
METLIFE INC COM 59156R108 $333 8,904 SH DEFINED 1,6,5 8,904 0 0
MGM RESORTS INTL COM 552953101 $3,023 221,929 SH DEFINED 1,5 221,929 0 0
MGM RESORTS INTL COM 552953101 $2,015 147,935 SH DEFINED 1,2,5 147,935 0 0
MGM RESORTS INTL COM 552953101 $1,152 84,591 SH DEFINED 1,4,5 84,591 0 0
MGM RESORTS INTL COM 552953101 $620 45,545 SH DEFINED 1,6,5 45,545 0 0
MOLEX INC CL A 608554200 $15,782 673,019 SH DEFINED 1,5 673,019 0 0
MOLEX INC CL A 608554200 $10,296 439,069 SH DEFINED 1,2,5 439,069 0 0
MOLEX INC CL A 608554200 $5,973 254,705 SH DEFINED 1,4,5 254,705 0 0
MOLEX INC CL A 608554200 $3,220 137,324 SH DEFINED 1,6,5 137,324 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 $3,116 216,987 SH DEFINED 1,5 216,987 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 $1,436 100,026 SH DEFINED 1,2,5 100,026 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 $821 57,174 SH DEFINED 1,4,5 57,174 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 $442 30,813 SH DEFINED 1,6,5 30,813 0 0
NELNET INC CL A 64031N108 $2,690 103,831 SH DEFINED 1,5 103,831 0 0
NELNET INC CL A 64031N108 $495 19,092 SH DEFINED 1,2,5 19,092 0 0
NELNET INC CL A 64031N108 $283 10,911 SH DEFINED 1,4,5 10,911 0 0
NELNET INC CL A 64031N108 $152 5,883 SH DEFINED 1,6,5 5,883 0 0
NEW YORK CMNTY BANCORP COM 649445103 $1,890 135,857 SH DEFINED 1,5 135,857 0 0
NEW YORK CMNTY BANCORP COM 649445103 $724 52,044 SH DEFINED 1,2,5 52,044 0 0
NEW YORK CMNTY BANCORP COM 649445103 $414 29,744 SH DEFINED 1,4,5 29,744 0 0
NEW YORK CMNTY BANCORP COM 649445103 $223 16,036 SH DEFINED 1,6,5 16,036 0 0
NEWCASTLE INVT CORP COM 65105M108 $4,776 760,492 SH DEFINED 1,5 760,492 0 0
NEWCASTLE INVT CORP COM 65105M108 $2,637 419,983 SH DEFINED 1,2,5 419,983 0 0
NEWCASTLE INVT CORP COM 65105M108 $1,508 240,167 SH DEFINED 1,4,5 240,167 0 0
NEWCASTLE INVT CORP COM 65105M108 $812 129,358 SH DEFINED 1,6,5 129,358 0 0
NEWELL RUBBERMAID INC COM 651229106 $6,347 356,370 SH DEFINED 1,5 356,370 0 0
NEWELL RUBBERMAID INC COM 651229106 $4,204 236,020 SH DEFINED 1,2,5 236,020 0 0
NEWELL RUBBERMAID INC COM 651229106 $2,402 134,890 SH DEFINED 1,4,5 134,890 0 0
NEWELL RUBBERMAID INC COM 651229106 $1,295 72,720 SH DEFINED 1,6,5 72,720 0 0
NIKE INC CL B 654106103 $10,139 93,498 SH DEFINED 1,5 93,498 0 0
NIKE INC CL B 654106103 $6,721 61,983 SH DEFINED 1,2,5 61,983 0 0
NIKE INC CL B 654106103 $3,841 35,421 SH DEFINED 1,4,5 35,421 0 0
NIKE INC CL B 654106103 $2,071 19,098 SH DEFINED 1,6,5 19,098 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $2,064 35,640 SH DEFINED 1,5 35,640 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $1,367 23,600 SH DEFINED 1,2,5 23,600 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $781 13,488 SH DEFINED 1,4,5 13,488 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 $421 7,272 SH DEFINED 1,6,5 7,272 0 0
NUVASIVE INC COM 670704105 $4,281 254,223 SH DEFINED 1,5 254,223 0 0
NUVASIVE INC COM 670704105 $2,840 168,636 SH DEFINED 1,2,5 168,636 0 0
NUVASIVE INC COM 670704105 $1,622 96,315 SH DEFINED 1,4,5 96,315 0 0
NUVASIVE INC COM 670704105 $874 51,917 SH DEFINED 1,6,5 51,917 0 0
NYSE EURONEXT COM 629491101 $2,133 71,088 SH DEFINED 1,5 71,088 0 0
NYSE EURONEXT COM 629491101 $988 32,931 SH DEFINED 1,2,5 32,931 0 0
NYSE EURONEXT COM 629491101 $565 18,833 SH DEFINED 1,4,5 18,833 0 0
NYSE EURONEXT COM 629491101 $305 10,148 SH DEFINED 1,6,5 10,148 0 0
OCWEN FINL CORP COM NEW 675746309 $405 25,927 SH DEFINED 1,5 25,927 0 0
OCWEN FINL CORP COM NEW 675746309 $188 12,008 SH DEFINED 1,2,5 12,008 0 0
OCWEN FINL CORP COM NEW 675746309 $107 6,866 SH DEFINED 1,4,5 6,866 0 0
OCWEN FINL CORP COM NEW 675746309 $58 3,699 SH DEFINED 1,6,5 3,699 0 0
ORACLE CORP COM 68389X105 $2,596 89,040 SH DEFINED 1,5 89,040 0 0
ORACLE CORP COM 68389X105 $1,722 59,040 SH DEFINED 1,2,5 59,040 0 0
ORACLE CORP COM 68389X105 $984 33,740 SH DEFINED 1,4,5 33,740 0 0
ORACLE CORP COM 68389X105 $530 18,180 SH DEFINED 1,6,5 18,180 0 0
OSI SYSTEMS INC COM 671044105 $2,618 42,714 SH DEFINED 1,5 42,714 0 0
OSI SYSTEMS INC COM 671044105 $1,735 28,296 SH DEFINED 1,2,5 28,296 0 0
OSI SYSTEMS INC COM 671044105 $991 16,167 SH DEFINED 1,4,5 16,167 0 0
OSI SYSTEMS INC COM 671044105 $534 8,717 SH DEFINED 1,6,5 8,717 0 0
OWENS ILL INC COM NEW 690768403 $20,795 890,945 SH DEFINED 1,5 890,945 0 0
OWENS ILL INC COM NEW 690768403 $13,771 590,036 SH DEFINED 1,2,5 590,036 0 0
OWENS ILL INC COM NEW 690768403 $7,871 337,219 SH DEFINED 1,4,5 337,219 0 0
OWENS ILL INC COM NEW 690768403 $4,243 181,800 SH DEFINED 1,6,5 181,800 0 0
P F CHANGS CHINA BISTRO COM 69333Y108 $1,761 44,550 SH DEFINED 1,5 44,550 0 0
P F CHANGS CHINA BISTRO COM 69333Y108 $1,166 29,500 SH DEFINED 1,2,5 29,500 0 0
P F CHANGS CHINA BISTRO COM 69333Y108 $666 16,860 SH DEFINED 1,4,5 16,860 0 0
P F CHANGS CHINA BISTRO COM 69333Y108 $359 9,090 SH DEFINED 1,6,5 9,090 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,082 4,080,000 SH DEFINED 1,5 4,080,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $8,297 8,293,000 SH DEFINED 1,2,5 8,293,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,973 4,971,000 SH DEFINED 1,4,5 4,971,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $2,374 2,373,000 SH DEFINED 1,6,5 2,373,000 0 0
PENN NATL GAMING INC COM 707569109 $1,874 43,591 SH DEFINED 1,5 43,591 0 0
PENN NATL GAMING INC COM 707569109 $1,244 28,951 SH DEFINED 1,2,5 28,951 0 0
PENN NATL GAMING INC COM 707569109 $711 16,543 SH DEFINED 1,4,5 16,543 0 0
PENN NATL GAMING INC COM 707569109 $383 8,915 SH DEFINED 1,6,5 8,915 0 0
PENNYMAC MTG INVT TR COM 70931T103 $736 39,433 SH DEFINED 1,5 39,433 0 0
PEPSICO INC COM 713448108 $12,563 189,338 SH DEFINED 1,5 189,338 0 0
PEPSICO INC COM 713448108 $8,319 125,375 SH DEFINED 1,2,5 125,375 0 0
PEPSICO INC COM 713448108 $4,754 71,655 SH DEFINED 1,4,5 71,655 0 0
PEPSICO INC COM 713448108 $2,563 38,632 SH DEFINED 1,6,5 38,632 0 0
PFIZER INC COM 717081103 $6,562 289,794 SH DEFINED 1,5 289,794 0 0
PFIZER INC COM 717081103 $4,354 192,263 SH DEFINED 1,2,5 192,263 0 0
PFIZER INC COM 717081103 $2,488 109,869 SH DEFINED 1,4,5 109,869 0 0
PFIZER INC COM 717081103 $1,341 59,217 SH DEFINED 1,6,5 59,217 0 0
PNC FINL SVCS GROUP INC COM 693475105 $4,731 73,365 SH DEFINED 1,5 73,365 0 0
PNC FINL SVCS GROUP INC COM 693475105 $1,863 28,887 SH DEFINED 1,2,5 28,887 0 0
PNC FINL SVCS GROUP INC COM 693475105 $1,065 16,508 SH DEFINED 1,4,5 16,508 0 0
PNC FINL SVCS GROUP INC COM 693475105 $574 8,900 SH DEFINED 1,6,5 8,900 0 0
PRECISION CASTPARTS CORP COM 740189105 $4,092 23,665 SH DEFINED 1,5 23,665 0 0
PRECISION CASTPARTS CORP COM 740189105 $2,715 15,702 SH DEFINED 1,2,5 15,702 0 0
PRECISION CASTPARTS CORP COM 740189105 $1,550 8,962 SH DEFINED 1,4,5 8,962 0 0
PRECISION CASTPARTS CORP COM 740189105 $835 4,832 SH DEFINED 1,6,5 4,832 0 0
PVH CORP COM 693656100 $6,074 67,995 SH DEFINED 1,5 67,995 0 0
PVH CORP COM 693656100 $4,017 44,966 SH DEFINED 1,2,5 44,966 0 0
PVH CORP COM 693656100 $2,298 25,723 SH DEFINED 1,4,5 25,723 0 0
PVH CORP COM 693656100 $1,239 13,869 SH DEFINED 1,6,5 13,869 0 0
RALCORP HLDGS INC NEW COM 751028101 $2,311 31,187 SH DEFINED 1,5 31,187 0 0
RALCORP HLDGS INC NEW COM 751028101 $1,530 20,648 SH DEFINED 1,2,5 20,648 0 0
RALCORP HLDGS INC NEW COM 751028101 $874 11,802 SH DEFINED 1,4,5 11,802 0 0
RALCORP HLDGS INC NEW COM 751028101 $471 6,363 SH DEFINED 1,6,5 6,363 0 0
REGAL BELOIT CORP COM 758750103 $1,164 17,755 SH DEFINED 1,5 17,755 0 0
REGAL BELOIT CORP COM 758750103 $776 11,835 SH DEFINED 1,2,5 11,835 0 0
REGAL BELOIT CORP COM 758750103 $444 6,767 SH DEFINED 1,4,5 6,767 0 0
REGAL BELOIT CORP COM 758750103 $239 3,643 SH DEFINED 1,6,5 3,643 0 0
REPUBLIC SVCS INC COM 760759100 $4,423 144,728 SH DEFINED 1,5 144,728 0 0
REPUBLIC SVCS INC COM 760759100 $2,931 95,924 SH DEFINED 1,2,5 95,924 0 0
REPUBLIC SVCS INC COM 760759100 $1,675 54,807 SH DEFINED 1,4,5 54,807 0 0
REPUBLIC SVCS INC COM 760759100 $903 29,541 SH DEFINED 1,6,5 29,541 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $125 125,000 SH DEFINED 1,5 125,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $279 278,000 SH DEFINED 1,2,5 278,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $268 268,000 SH DEFINED 1,4,5 268,000 0 0
RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG5 $61 61,000 SH DEFINED 1,6,5 61,000 0 0
ROCK-TENN CO CL A 772739207 $5,016 74,251 SH DEFINED 1,5 74,251 0 0
ROCK-TENN CO CL A 772739207 $3,323 49,184 SH DEFINED 1,2,5 49,184 0 0
ROCK-TENN CO CL A 772739207 $1,899 28,110 SH DEFINED 1,4,5 28,110 0 0
ROCK-TENN CO CL A 772739207 $1,024 15,155 SH DEFINED 1,6,5 15,155 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 $6,531 221,928 SH DEFINED 1,5 221,928 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 $4,354 147,935 SH DEFINED 1,2,5 147,935 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 $2,490 84,592 SH DEFINED 1,4,5 84,592 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 $1,340 45,545 SH DEFINED 1,6,5 45,545 0 0
SANOFI SPONSORED ADR 80105N105 $7,968 205,633 SH DEFINED 1,5 205,633 0 0
SANOFI SPONSORED ADR 80105N105 $5,281 136,277 SH DEFINED 1,2,5 136,277 0 0
SANOFI SPONSORED ADR 80105N105 $3,018 77,894 SH DEFINED 1,4,5 77,894 0 0
SANOFI SPONSORED ADR 80105N105 $1,627 41,990 SH DEFINED 1,6,5 41,990 0 0
SEACUBE CONTAINER LEAS SHS G79978105 $660 38,400 SH DEFINED 1,5 38,400 0 0
SERVICE CORP INTL COM 817565104 $3,010 267,353 SH DEFINED 1,5 267,353 0 0
SERVICE CORP INTL COM 817565104 $1,995 177,144 SH DEFINED 1,2,5 177,144 0 0
SERVICE CORP INTL COM 817565104 $1,140 101,229 SH DEFINED 1,4,5 101,229 0 0
SERVICE CORP INTL COM 817565104 $615 54,574 SH DEFINED 1,6,5 54,574 0 0
SOLUTIA INC COM NEW 834376501 $7,342 262,793 SH DEFINED 1,5 262,793 0 0
SOLUTIA INC COM NEW 834376501 $4,862 174,015 SH DEFINED 1,2,5 174,015 0 0
SOLUTIA INC COM NEW 834376501 $2,779 99,454 SH DEFINED 1,4,5 99,454 0 0
SOLUTIA INC COM NEW 834376501 $1,498 53,620 SH DEFINED 1,6,5 53,620 0 0
SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 $4,830 197,469 SH DEFINED 1,5 197,469 0 0
SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 $3,208 131,168 SH DEFINED 1,2,5 131,168 0 0
SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 $1,834 74,968 SH DEFINED 1,4,5 74,968 0 0
SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 $988 40,395 SH DEFINED 1,6,5 40,395 0 0
STARBUCKS CORP COM 855244109 $4,233 75,735 SH DEFINED 1,5 75,735 0 0
STARBUCKS CORP COM 855244109 $2,803 50,150 SH DEFINED 1,2,5 50,150 0 0
STARBUCKS CORP COM 855244109 $1,602 28,662 SH DEFINED 1,4,5 28,662 0 0
STARBUCKS CORP COM 855244109 $864 15,453 SH DEFINED 1,6,5 15,453 0 0
STARWOOD HOTELS&RES COM 85590A401 $3,200 56,719 SH DEFINED 1,5 56,719 0 0
STARWOOD HOTELS&RES COM 85590A401 $2,121 37,594 SH DEFINED 1,2,5 37,594 0 0
STARWOOD HOTELS&RES COM 85590A401 $1,213 21,499 SH DEFINED 1,4,5 21,499 0 0
STARWOOD HOTELS&RES COM 85590A401 $654 11,588 SH DEFINED 1,6,5 11,588 0 0
STEWART ENTERPRISES INC CL A 860370105 $4,164 685,962 SH DEFINED 1,5 685,962 0 0
STEWART ENTERPRISES INC CL A 860370105 $2,758 454,374 SH DEFINED 1,2,5 454,374 0 0
STEWART ENTERPRISES INC CL A 860370105 $1,576 259,671 SH DEFINED 1,4,5 259,671 0 0
STEWART ENTERPRISES INC CL A 860370105 $850 139,993 SH DEFINED 1,6,5 139,993 0 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 $1,359 443,999 SH DEFINED 1,5 443,999 0 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 $1,011 330,271 SH DEFINED 1,2,5 330,271 0 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 $578 188,727 SH DEFINED 1,4,5 188,727 0 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 $311 101,733 SH DEFINED 1,6,5 101,733 0 0
TAKE-TWO INTERACTIVE SOFT COM 874054109 $2,905 188,818 SH DEFINED 1,5 188,818 0 0
TAKE-TWO INTERACTIVE SOFT COM 874054109 $1,933 125,650 SH DEFINED 1,2,5 125,650 0 0
TAKE-TWO INTERACTIVE SOFT COM 874054109 $1,105 71,848 SH DEFINED 1,4,5 71,848 0 0
TAKE-TWO INTERACTIVE SOFT COM 874054109 $595 38,684 SH DEFINED 1,6,5 38,684 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $6,521 144,720 SH DEFINED 1,5 144,720 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $4,323 95,929 SH DEFINED 1,2,5 95,929 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $2,470 54,806 SH DEFINED 1,4,5 54,806 0 0
TEVA PHARMACEUTICAL INDS ADR 881624209 $1,331 29,545 SH DEFINED 1,6,5 29,545 0 0
TEXTRON INC COM 883203101 $10,048 361,045 SH DEFINED 1,5 361,045 0 0
TEXTRON INC COM 883203101 $6,671 239,703 SH DEFINED 1,2,5 239,703 0 0
TEXTRON INC COM 883203101 $3,813 137,020 SH DEFINED 1,4,5 137,020 0 0
TEXTRON INC COM 883203101 $2,055 73,831 SH DEFINED 1,6,5 73,831 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $751 13,316 SH DEFINED 1,5 13,316 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $500 8,876 SH DEFINED 1,2,5 8,876 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $286 5,075 SH DEFINED 1,4,5 5,075 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $154 2,733 SH DEFINED 1,6,5 2,733 0 0
TIME WARNER CABLE INC COM 88732J207 $3,617 44,386 SH DEFINED 1,5 44,386 0 0
TIME WARNER CABLE INC COM 88732J207 $2,411 29,587 SH DEFINED 1,2,5 29,587 0 0
TIME WARNER CABLE INC COM 88732J207 $1,379 16,918 SH DEFINED 1,4,5 16,918 0 0
TIME WARNER CABLE INC COM 88732J207 $742 9,109 SH DEFINED 1,6,5 9,109 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $14,901 14,946,000 SH DEFINED 1,5 14,946,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $18,752 18,808,000 SH DEFINED 1,2,5 18,808,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $10,086 10,116,000 SH DEFINED 1,4,5 10,116,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $6,112 6,130,000 SH DEFINED 1,6,5 6,130,000 0 0
TRW AUTOMOTIVE HLDGS COM 87264S106 $2,511 54,062 SH DEFINED 1,5 54,062 0 0
TRW AUTOMOTIVE HLDGS COM 87264S106 $1,663 35,798 SH DEFINED 1,2,5 35,798 0 0
TRW AUTOMOTIVE HLDGS COM 87264S106 $951 20,465 SH DEFINED 1,4,5 20,465 0 0
TRW AUTOMOTIVE HLDGS COM 87264S106 $513 11,034 SH DEFINED 1,6,5 11,034 0 0
UNITED STATES NATL GAS PUT 912318110 $76,112 4,780,900 SH PUT DEFINED 1,5 4,780,900 0 0
UNITED STATES NATL GAS PUT 912318110 $49,755 3,125,300 SH PUT DEFINED 1,2,5 3,125,300 0 0
UNITED STATES NATL GAS PUT 912318110 $28,439 1,786,400 SH PUT DEFINED 1,4,5 1,786,400 0 0
UNITED STATES NATL GAS PUT 912318110 $20,814 1,307,400 SH PUT DEFINED 1,6,5 1,307,400 0 0
US BANCORP DEL COM NEW 902973304 $1,847 58,290 SH DEFINED 1,5 58,290 0 0
US BANCORP DEL COM NEW 902973304 $614 19,394 SH DEFINED 1,2,5 19,394 0 0
US BANCORP DEL COM NEW 902973304 $351 11,084 SH DEFINED 1,4,5 11,084 0 0
US BANCORP DEL COM NEW 902973304 $189 5,976 SH DEFINED 1,6,5 5,976 0 0
V F CORP COM 918204108 $12,029 82,400 SH DEFINED 1,5 82,400 0 0
V F CORP COM 918204108 $7,968 54,584 SH DEFINED 1,2,5 54,584 0 0
V F CORP COM 918204108 $4,554 31,197 SH DEFINED 1,4,5 31,197 0 0
V F CORP COM 918204108 $2,455 16,819 SH DEFINED 1,6,5 16,819 0 0
VALSPAR CORP COM 920355104 $1,246 25,801 SH DEFINED 1,5 25,801 0 0
VALSPAR CORP COM 920355104 $828 17,155 SH DEFINED 1,2,5 17,155 0 0
VALSPAR CORP COM 920355104 $473 9,786 SH DEFINED 1,4,5 9,786 0 0
VALSPAR CORP COM 920355104 $255 5,273 SH DEFINED 1,6,5 5,273 0 0
VCA ANTECH INC COM 918194101 $4,255 183,315 SH DEFINED 1,5 183,315 0 0
VCA ANTECH INC COM 918194101 $2,823 121,627 SH DEFINED 1,2,5 121,627 0 0
VCA ANTECH INC COM 918194101 $1,612 69,437 SH DEFINED 1,4,5 69,437 0 0
VCA ANTECH INC COM 918194101 $869 37,430 SH DEFINED 1,6,5 37,430 0 0
VIACOM INC NEW CL B 92553P201 $4,229 89,100 SH DEFINED 1,5 89,100 0 0
VIACOM INC NEW CL B 92553P201 $2,800 59,000 SH DEFINED 1,2,5 59,000 0 0
VIACOM INC NEW CL B 92553P201 $1,600 33,720 SH DEFINED 1,4,5 33,720 0 0
VIACOM INC NEW CL B 92553P201 $863 18,180 SH DEFINED 1,6,5 18,180 0 0
VISA INC COM CL A 92826C839 $2,733 23,158 SH DEFINED 1,5 23,158 0 0
VISA INC COM CL A 92826C839 $679 5,755 SH DEFINED 1,2,5 5,755 0 0
VISA INC COM CL A 92826C839 $388 3,287 SH DEFINED 1,4,5 3,287 0 0
VISA INC COM CL A 92826C839 $209 1,773 SH DEFINED 1,6,5 1,773 0 0
VISTEON CORP COM NEW 92839U206 $19,154 361,391 SH DEFINED 1,5 361,391 0 0
VISTEON CORP COM NEW 92839U206 $12,708 239,779 SH DEFINED 1,2,5 239,779 0 0
VISTEON CORP COM NEW 92839U206 $7,259 136,956 SH DEFINED 1,4,5 136,956 0 0
VISTEON CORP COM NEW 92839U206 $3,912 73,819 SH DEFINED 1,6,5 73,819 0 0
WABTEC CORP COM 929740108 $5,536 73,457 SH DEFINED 1,5 73,457 0 0
WABTEC CORP COM 929740108 $3,671 48,708 SH DEFINED 1,2,5 48,708 0 0
WABTEC CORP COM 929740108 $2,098 27,836 SH DEFINED 1,4,5 27,836 0 0
WABTEC CORP COM 929740108 $1,130 14,999 SH DEFINED 1,6,5 14,999 0 0
WALTER ENERGY INC CALL 93317Q105 $266 4,500 SH CALL DEFINED 1,5 4,500 0 0
WALTER ENERGY INC CALL 93317Q105 $118 2,000 SH CALL DEFINED 1,2,5 2,000 0 0
WALTER ENERGY INC CALL 93317Q105 $142 2,400 SH CALL DEFINED 1,4,5 2,400 0 0
WALTER ENERGY INC CALL 93317Q105 $65 1,100 SH CALL DEFINED 1,6,5 1,100 0 0
WARNACO GROUP INC COM NEW 934390402 $5,853 100,224 SH DEFINED 1,5 100,224 0 0
WARNACO GROUP INC COM NEW 934390402 $3,877 66,385 SH DEFINED 1,2,5 66,385 0 0
WARNACO GROUP INC COM NEW 934390402 $2,216 37,938 SH DEFINED 1,4,5 37,938 0 0
WARNACO GROUP INC COM NEW 934390402 $1,194 20,453 SH DEFINED 1,6,5 20,453 0 0
WARNER CHILCOTT PLC SHS A G94368100 $7,201 428,357 SH DEFINED 1,5 428,357 0 0
WARNER CHILCOTT PLC SHS A G94368100 $4,778 284,229 SH DEFINED 1,2,5 284,229 0 0
WARNER CHILCOTT PLC SHS A G94368100 $2,734 162,627 SH DEFINED 1,4,5 162,627 0 0
WARNER CHILCOTT PLC SHS A G94368100 $1,471 87,502 SH DEFINED 1,6,5 87,502 0 0
WASTE CONNECTIONS INC COM 941053100 $9,011 277,013 SH DEFINED 1,5 277,013 0 0
WASTE CONNECTIONS INC COM 941053100 $5,970 183,534 SH DEFINED 1,2,5 183,534 0 0
WASTE CONNECTIONS INC COM 941053100 $3,411 104,853 SH DEFINED 1,4,5 104,853 0 0
WASTE CONNECTIONS INC COM 941053100 $1,839 56,532 SH DEFINED 1,6,5 56,532 0 0
WEATHERFORD INTL REG SHS H27013103 $1,340 88,772 SH DEFINED 1,5 88,772 0 0
WEATHERFORD INTL REG SHS H27013103 $893 59,174 SH DEFINED 1,2,5 59,174 0 0
WEATHERFORD INTL REG SHS H27013103 $511 33,836 SH DEFINED 1,4,5 33,836 0 0
WEATHERFORD INTL REG SHS H27013103 $275 18,218 SH DEFINED 1,6,5 18,218 0 0
WELLS FARGO & CO NEW COM 949746101 $7,112 208,328 SH DEFINED 1,5 208,328 0 0
WELLS FARGO & CO NEW COM 949746101 $3,293 96,469 SH DEFINED 1,2,5 96,469 0 0
WELLS FARGO & CO NEW COM 949746101 $1,882 55,134 SH DEFINED 1,4,5 55,134 0 0
WELLS FARGO & CO NEW COM 949746101 $1,015 29,723 SH DEFINED 1,6,5 29,723 0 0
WI-LAN INC COM 928972108 $2,305 447,533 SH DEFINED 1,5 447,533 0 0
WI-LAN INC COM 928972108 $1,550 301,009 SH DEFINED 1,2,5 301,009 0 0
WI-LAN INC COM 928972108 $886 172,034 SH DEFINED 1,4,5 172,034 0 0
WI-LAN INC COM 928972108 $478 92,751 SH DEFINED 1,6,5 92,751 0 0
WYNN RESORTS LTD COM 983134107 $9,700 77,676 SH DEFINED 1,5 77,676 0 0
WYNN RESORTS LTD COM 983134107 $6,466 51,777 SH DEFINED 1,2,5 51,777 0 0
WYNN RESORTS LTD COM 983134107 $3,697 29,607 SH DEFINED 1,4,5 29,607 0 0
WYNN RESORTS LTD COM 983134107 $1,991 15,940 SH DEFINED 1,6,5 15,940 0 0
XEROX CORP COM 984121103 $37,588 4,654,836 SH DEFINED 1,5 4,654,836 0 0
XEROX CORP COM 984121103 $24,941 3,088,652 SH DEFINED 1,2,5 3,088,652 0 0
XEROX CORP COM 984121103 $14,237 1,763,128 SH DEFINED 1,4,5 1,763,128 0 0
XEROX CORP COM 984121103 $7,674 950,398 SH DEFINED 1,6,5 950,398 0 0
XL GROUP PLC SHS G98290102 $1,263 58,234 SH DEFINED 1,5 58,234 0 0
XL GROUP PLC SHS G98290102 $485 22,339 SH DEFINED 1,2,5 22,339 0 0
XL GROUP PLC SHS G98290102 $277 12,768 SH DEFINED 1,4,5 12,768 0 0
XL GROUP PLC SHS G98290102 $149 6,884 SH DEFINED 1,6,5 6,884 0 0