0001405086-12-000291.txt : 20120813
0001405086-12-000291.hdr.sgml : 20120813
20120813120359
ACCESSION NUMBER: 0001405086-12-000291
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120813
DATE AS OF CHANGE: 20120813
EFFECTIVENESS DATE: 20120813
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: 121026655
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, 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 August 13, 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: 630
Form 13F Information Table Value Total: $2,170,696 (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 $3,640 97,740 SH DEFINED 1,5 97,740 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $2,594 69,664 SH DEFINED 1,2,5 69,664 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $1,318 35,391 SH DEFINED 1,4,5 35,391 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 $683 18,353 SH DEFINED 1,5,6 18,353 0 0
ACCO BRANDS CORP COM 00081T108 $552 53,342 SH DEFINED 1,5 53,342 0 0
ACCO BRANDS CORP COM 00081T108 $419 40,476 SH DEFINED 1,2,5 40,476 0 0
ACCO BRANDS CORP COM 00081T108 $212 20,531 SH DEFINED 1,4,5 20,531 0 0
ACCO BRANDS CORP COM 00081T108 $110 10,651 SH DEFINED 1,5,6 10,651 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $3,887 3,877,000 SH DEFINED 1,5 3,877,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $6,836 6,819,000 SH DEFINED 1,2,5 6,819,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $4,641 4,629,000 SH DEFINED 1,4,5 4,629,000 0 0
ADVANCED MICRO DEVICES NOTE 5.750% 8/1 007903AN7 $2,104 2,099,000 SH DEFINED 1,5,6 2,099,000 0 0
AIR PRODS & CHEMS INC COM 009158106 $8,934 110,659 SH DEFINED 1,5 110,659 0 0
AIR PRODS & CHEMS INC COM 009158106 $6,344 78,583 SH DEFINED 1,2,5 78,583 0 0
AIR PRODS & CHEMS INC COM 009158106 $3,230 40,005 SH DEFINED 1,4,5 40,005 0 0
AIR PRODS & CHEMS INC COM 009158106 $1,675 20,753 SH DEFINED 1,5,6 20,753 0 0
ALKERMES PLC SHS G01767105 $384 22,656 SH DEFINED 1,5 22,656 0 0
ALKERMES PLC SHS G01767105 $294 17,300 SH DEFINED 1,2,5 17,300 0 0
ALKERMES PLC SHS G01767105 $146 8,595 SH DEFINED 1,4,5 8,595 0 0
ALKERMES PLC SHS G01767105 $77 4,527 SH DEFINED 1,5,6 4,527 0 0
ALLSCRIPTS HEALTHCARE COM 01988P108 $933 85,366 SH DEFINED 1,5 85,366 0 0
ALLSCRIPTS HEALTHCARE COM 01988P108 $707 64,729 SH DEFINED 1,2,5 64,729 0 0
ALLSCRIPTS HEALTHCARE COM 01988P108 $359 32,861 SH DEFINED 1,4,5 32,861 0 0
ALLSCRIPTS HEALTHCARE COM 01988P108 $186 17,044 SH DEFINED 1,5,6 17,044 0 0
AMERICAN CAP MTG INVT COM 02504A104 $4,007 168,043 SH DEFINED 1,5 168,043 0 0
AMERICAN CAP MTG INVT COM 02504A104 $1,788 74,983 SH DEFINED 1,2,5 74,983 0 0
AMERICAN CAP MTG INVT COM 02504A104 $907 38,035 SH DEFINED 1,4,5 38,035 0 0
AMERICAN CAP MTG INVT COM 02504A104 $471 19,733 SH DEFINED 1,5,6 19,733 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $2,254 67,055 SH DEFINED 1,5 67,055 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $958 28,496 SH DEFINED 1,2,5 28,496 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $486 14,455 SH DEFINED 1,4,5 14,455 0 0
AMERICAN CAPITAL AGENCY COM 02503X105 $252 7,499 SH DEFINED 1,5,6 7,499 0 0
AMERICAN EAGLE OUTFIT COM 02553E106 $4,218 213,764 SH DEFINED 1,5 213,764 0 0
AMERICAN EAGLE OUTFIT COM 02553E106 $3,186 161,487 SH DEFINED 1,2,5 161,487 0 0
AMERICAN EAGLE OUTFIT COM 02553E106 $1,621 82,157 SH DEFINED 1,4,5 82,157 0 0
AMERICAN EAGLE OUTFIT COM 02553E106 $840 42,592 SH DEFINED 1,5,6 42,592 0 0
AMERICAN WTR WKS CO COM 030420103 $12,349 360,233 SH DEFINED 1,5 360,233 0 0
AMERICAN WTR WKS CO COM 030420103 $9,366 273,225 SH DEFINED 1,2,5 273,225 0 0
AMERICAN WTR WKS CO COM 030420103 $4,752 138,630 SH DEFINED 1,4,5 138,630 0 0
AMERICAN WTR WKS CO COM 030420103 $2,465 71,918 SH DEFINED 1,5,6 71,918 0 0
APPLE INC COM 037833100 $5,734 9,819 SH DEFINED 1,5 9,819 0 0
APPLE INC COM 037833100 $4,095 7,012 SH DEFINED 1,2,5 7,012 0 0
APPLE INC COM 037833100 $2,081 3,563 SH DEFINED 1,4,5 3,563 0 0
APPLE INC COM 037833100 $1,079 1,848 SH DEFINED 1,5,6 1,848 0 0
ARES CAP CORP COM 04010L103 $1,861 116,590 SH DEFINED 1,5 116,590 0 0
ARES CAP CORP COM 04010L103 $831 52,049 SH DEFINED 1,2,5 52,049 0 0
ARES CAP CORP COM 04010L103 $421 26,402 SH DEFINED 1,4,5 26,402 0 0
ARES CAP CORP COM 04010L103 $219 13,698 SH DEFINED 1,5,6 13,698 0 0
ARTHROCARE CORP COM 043136100 $4,974 169,873 SH DEFINED 1,5 169,873 0 0
ARTHROCARE CORP COM 043136100 $3,770 128,750 SH DEFINED 1,2,5 128,750 0 0
ARTHROCARE CORP COM 043136100 $1,914 65,359 SH DEFINED 1,4,5 65,359 0 0
ARTHROCARE CORP COM 043136100 $993 33,904 SH DEFINED 1,5,6 33,904 0 0
ASHLAND INC NEW COM 044209104 $5,224 75,368 SH DEFINED 1,5 75,368 0 0
ASHLAND INC NEW COM 044209104 $3,717 53,633 SH DEFINED 1,2,5 53,633 0 0
ASHLAND INC NEW COM 044209104 $1,890 27,264 SH DEFINED 1,4,5 27,264 0 0
ASHLAND INC NEW COM 044209104 $980 14,141 SH DEFINED 1,5,6 14,141 0 0
ASSURED GUARANTY LTD COM G0585R106 $3,185 225,899 SH DEFINED 1,5 225,899 0 0
ASSURED GUARANTY LTD COM G0585R106 $1,198 84,970 SH DEFINED 1,2,5 84,970 0 0
ASSURED GUARANTY LTD COM G0585R106 $608 43,101 SH DEFINED 1,4,5 43,101 0 0
ASSURED GUARANTY LTD COM G0585R106 $315 22,361 SH DEFINED 1,5,6 22,361 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $3,926 3,924,000 SH DEFINED 1,5 3,924,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $8,967 8,962,000 SH DEFINED 1,2,5 8,962,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $4,529 4,526,000 SH DEFINED 1,4,5 4,526,000 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 $2,601 2,599,000 SH DEFINED 1,5,6 2,599,000 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $2,145 87,546 SH DEFINED 1,5 87,546 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $1,624 66,281 SH DEFINED 1,2,5 66,281 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $826 33,705 SH DEFINED 1,4,5 33,705 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 $428 17,468 SH DEFINED 1,5,6 17,468 0 0
BARCLAYS PLC ADR 06738E204 $1,177 114,267 SH DEFINED 1,5 114,267 0 0
BARCLAYS PLC ADR 06738E204 $499 48,478 SH DEFINED 1,2,5 48,478 0 0
BARCLAYS PLC ADR 06738E204 $253 24,534 SH DEFINED 1,4,5 24,534 0 0
BARCLAYS PLC ADR 06738E204 $131 12,721 SH DEFINED 1,5,6 12,721 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 $10,601 127,213 SH DEFINED 1,5 127,213 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 $5,675 68,105 SH DEFINED 1,2,5 68,105 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 $2,883 34,601 SH DEFINED 1,4,5 34,601 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 $1,515 18,179 SH DEFINED 1,5,6 18,179 0 0
BLOCK H & R INC COM 093671105 $3,489 218,331 SH DEFINED 1,5 218,331 0 0
BLOCK H & R INC COM 093671105 $1,546 96,739 SH DEFINED 1,2,5 96,739 0 0
BLOCK H & R INC COM 093671105 $784 49,053 SH DEFINED 1,4,5 49,053 0 0
BLOCK H & R INC COM 093671105 $407 25,451 SH DEFINED 1,5,6 25,451 0 0
BOEING CO COM 097023105 $4,076 54,864 SH DEFINED 1,5 54,864 0 0
BOEING CO COM 097023105 $3,078 41,424 SH DEFINED 1,2,5 41,424 0 0
BOEING CO COM 097023105 $1,566 21,075 SH DEFINED 1,4,5 21,075 0 0
BOEING CO COM 097023105 $812 10,929 SH DEFINED 1,5,6 10,929 0 0
BP PLC SPONSORED ADR 055622104 $14,827 365,747 SH DEFINED 1,5 365,747 0 0
BP PLC SPONSORED ADR 055622104 $10,573 260,794 SH DEFINED 1,2,5 260,794 0 0
BP PLC SPONSORED ADR 055622104 $5,363 132,281 SH DEFINED 1,4,5 132,281 0 0
BP PLC SPONSORED ADR 055622104 $2,782 68,635 SH DEFINED 1,5,6 68,635 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $930 1,156,000 SH DEFINED 1,5 1,156,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $1,302 1,619,000 SH DEFINED 1,2,5 1,619,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $618 768,000 SH DEFINED 1,4,5 768,000 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 $367 457,000 SH DEFINED 1,5,6 457,000 0 0
BROOKFIELD OFFICE PPTYS COM 112900105 $2,440 140,042 SH DEFINED 1,5 140,042 0 0
BROOKFIELD OFFICE PPTYS COM 112900105 $1,093 62,745 SH DEFINED 1,2,5 62,745 0 0
BROOKFIELD OFFICE PPTYS COM 112900105 $554 31,790 SH DEFINED 1,4,5 31,790 0 0
BROOKFIELD OFFICE PPTYS COM 112900105 $287 16,494 SH DEFINED 1,5,6 16,494 0 0
BROWN & BROWN INC COM 115236101 $1,492 54,725 SH DEFINED 1,5 54,725 0 0
BROWN & BROWN INC COM 115236101 $731 26,813 SH DEFINED 1,2,5 26,813 0 0
BROWN & BROWN INC COM 115236101 $370 13,569 SH DEFINED 1,4,5 13,569 0 0
BROWN & BROWN INC COM 115236101 $192 7,042 SH DEFINED 1,5,6 7,042 0 0
BROWN SHOE INC NEW COM 115736100 $490 37,921 SH DEFINED 1,5 37,921 0 0
BROWN SHOE INC NEW COM 115736100 $369 28,611 SH DEFINED 1,2,5 28,611 0 0
BROWN SHOE INC NEW COM 115736100 $188 14,562 SH DEFINED 1,4,5 14,562 0 0
BROWN SHOE INC NEW COM 115736100 $97 7,552 SH DEFINED 1,5,6 7,552 0 0
BUNGE LIMITED COM G16962105 $2,684 42,776 SH DEFINED 1,5 42,776 0 0
BUNGE LIMITED COM G16962105 $2,025 32,277 SH DEFINED 1,2,5 32,277 0 0
BUNGE LIMITED COM G16962105 $1,031 16,428 SH DEFINED 1,4,5 16,428 0 0
BUNGE LIMITED COM G16962105 $534 8,519 SH DEFINED 1,5,6 8,519 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,395 1,392,152 SH DEFINED 1,5 1,392,152 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $2,431 2,425,691 SH DEFINED 1,2,5 2,425,691 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $1,820 1,816,004 SH DEFINED 1,4,5 1,816,004 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $775 772,846 SH DEFINED 1,5,6 772,846 0 0
CAPITAL ONE FINL CORP COM 14040H105 $4,218 77,166 SH DEFINED 1,5 77,166 0 0
CAPITAL ONE FINL CORP COM 14040H105 $1,834 33,558 SH DEFINED 1,2,5 33,558 0 0
CAPITAL ONE FINL CORP COM 14040H105 $930 17,023 SH DEFINED 1,4,5 17,023 0 0
CAPITAL ONE FINL CORP COM 14040H105 $483 8,832 SH DEFINED 1,5,6 8,832 0 0
CBS CORP NEW CL B 124857202 $1,402 42,776 SH DEFINED 1,5 42,776 0 0
CBS CORP NEW CL B 124857202 $1,058 32,277 SH DEFINED 1,2,5 32,277 0 0
CBS CORP NEW CL B 124857202 $539 16,428 SH DEFINED 1,4,5 16,428 0 0
CBS CORP NEW CL B 124857202 $279 8,519 SH DEFINED 1,5,6 8,519 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $4,675 5,300,000 SH DEFINED 1,5 5,300,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $8,241 9,344,000 SH DEFINED 1,2,5 9,344,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $4,195 4,756,000 SH DEFINED 1,4,5 4,756,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 $2,174 2,465,000 SH DEFINED 1,5,6 2,465,000 0 0
CIGNA CORPORATION COM 125509109 $1,587 36,058 SH DEFINED 1,5 36,058 0 0
CIGNA CORPORATION COM 125509109 $1,203 27,338 SH DEFINED 1,2,5 27,338 0 0
CIGNA CORPORATION COM 125509109 $611 13,878 SH DEFINED 1,4,5 13,878 0 0
CIGNA CORPORATION COM 125509109 $317 7,199 SH DEFINED 1,5,6 7,199 0 0
CITIGROUP INC COM 172967424 $2,193 79,999 SH DEFINED 1,5 79,999 0 0
CITIGROUP INC COM 172967424 $696 25,380 SH DEFINED 1,2,5 25,380 0 0
CITIGROUP INC COM 172967424 $354 12,920 SH DEFINED 1,4,5 12,920 0 0
CITIGROUP INC COM 172967424 $184 6,701 SH DEFINED 1,5,6 6,701 0 0
COCA COLA ENTERPRISES COM 19122T109 $6,908 246,361 SH DEFINED 1,5 246,361 0 0
COCA COLA ENTERPRISES COM 19122T109 $5,214 185,948 SH DEFINED 1,2,5 185,948 0 0
COCA COLA ENTERPRISES COM 19122T109 $2,653 94,624 SH DEFINED 1,4,5 94,624 0 0
COCA COLA ENTERPRISES COM 19122T109 $1,376 49,067 SH DEFINED 1,5,6 49,067 0 0
COGNIZANT TECH SOLUTIO CL A 192446102 $1,329 22,143 SH DEFINED 1,5 22,143 0 0
COGNIZANT TECH SOLUTIO CL A 192446102 $948 15,801 SH DEFINED 1,2,5 15,801 0 0
COGNIZANT TECH SOLUTIO CL A 192446102 $481 8,015 SH DEFINED 1,4,5 8,015 0 0
COGNIZANT TECH SOLUTIO CL A 192446102 $249 4,158 SH DEFINED 1,5,6 4,158 0 0
COMCAST CORP NEW CL A SPL 20030N200 $18,896 601,785 SH DEFINED 1,5 601,785 0 0
COMCAST CORP NEW CL A SPL 20030N200 $14,259 454,124 SH DEFINED 1,2,5 454,124 0 0
COMCAST CORP NEW CL A SPL 20030N200 $7,258 231,136 SH DEFINED 1,4,5 231,136 0 0
COMCAST CORP NEW CL A SPL 20030N200 $3,763 119,855 SH DEFINED 1,5,6 119,855 0 0
COMERICA INC COM 200340107 $5,181 168,701 SH DEFINED 1,5 168,701 0 0
COMERICA INC COM 200340107 $1,851 60,264 SH DEFINED 1,2,5 60,264 0 0
COMERICA INC COM 200340107 $939 30,569 SH DEFINED 1,4,5 30,569 0 0
COMERICA INC COM 200340107 $487 15,860 SH DEFINED 1,5,6 15,860 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $2,571 442,069 SH DEFINED 1,5 442,069 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $1,837 315,845 SH DEFINED 1,2,5 315,845 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $932 160,215 SH DEFINED 1,4,5 160,215 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $483 83,121 SH DEFINED 1,5,6 83,121 0 0
CONSTELLATION BRANDS CL A 21036P108 $3,472 128,318 SH DEFINED 1,5 128,318 0 0
CONSTELLATION BRANDS CL A 21036P108 $2,621 96,842 SH DEFINED 1,2,5 96,842 0 0
CONSTELLATION BRANDS CL A 21036P108 $1,334 49,284 SH DEFINED 1,4,5 49,284 0 0
CONSTELLATION BRANDS CL A 21036P108 $692 25,556 SH DEFINED 1,5,6 25,556 0 0
COVANCE INC COM 222816100 $4,591 95,946 SH DEFINED 1,5 95,946 0 0
COVANCE INC COM 222816100 $3,477 72,656 SH DEFINED 1,2,5 72,656 0 0
COVANCE INC COM 222816100 $1,773 37,046 SH DEFINED 1,4,5 37,046 0 0
COVANCE INC COM 222816100 $916 19,140 SH DEFINED 1,5,6 19,140 0 0
DEXCOM INC COM 252131107 $2,040 157,386 SH DEFINED 1,5 157,386 0 0
DEXCOM INC COM 252131107 $1,547 119,329 SH DEFINED 1,2,5 119,329 0 0
DEXCOM INC COM 252131107 $785 60,562 SH DEFINED 1,4,5 60,562 0 0
DEXCOM INC COM 252131107 $407 31,423 SH DEFINED 1,5,6 31,423 0 0
DICKS SPORTING GOODS COM 253393102 $3,078 64,135 SH DEFINED 1,5 64,135 0 0
DICKS SPORTING GOODS COM 253393102 $2,325 48,433 SH DEFINED 1,2,5 48,433 0 0
DICKS SPORTING GOODS COM 253393102 $1,183 24,653 SH DEFINED 1,4,5 24,653 0 0
DICKS SPORTING GOODS COM 253393102 $613 12,779 SH DEFINED 1,5,6 12,779 0 0
DISNEY WALT CO COM DISNEY 254687106 $9,334 192,456 SH DEFINED 1,5 192,456 0 0
DISNEY WALT CO COM DISNEY 254687106 $7,046 145,273 SH DEFINED 1,2,5 145,273 0 0
DISNEY WALT CO COM DISNEY 254687106 $3,586 73,936 SH DEFINED 1,4,5 73,936 0 0
DISNEY WALT CO COM DISNEY 254687106 $1,859 38,335 SH DEFINED 1,5,6 38,335 0 0
DOLLAR GEN CORP NEW COM 256677105 $2,906 53,423 SH DEFINED 1,5 53,423 0 0
DOLLAR GEN CORP NEW COM 256677105 $2,197 40,395 SH DEFINED 1,2,5 40,395 0 0
DOLLAR GEN CORP NEW COM 256677105 $1,117 20,532 SH DEFINED 1,4,5 20,532 0 0
DOLLAR GEN CORP NEW COM 256677105 $579 10,650 SH DEFINED 1,5,6 10,650 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $2,564 3,515,000 SH DEFINED 1,5 3,515,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $4,416 6,055,000 SH DEFINED 1,2,5 6,055,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $2,248 3,082,000 SH DEFINED 1,4,5 3,082,000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 $1,165 1,598,000 SH DEFINED 1,5,6 1,598,000 0 0
DSW INC CL A 23334L102 $5,804 106,687 SH DEFINED 1,5 106,687 0 0
DSW INC CL A 23334L102 $4,403 80,936 SH DEFINED 1,2,5 80,936 0 0
DSW INC CL A 23334L102 $2,234 41,073 SH DEFINED 1,4,5 41,073 0 0
DSW INC CL A 23334L102 $1,159 21,304 SH DEFINED 1,5,6 21,304 0 0
DYCOM INDS INC COM 267475101 $3,444 185,072 SH DEFINED 1,5 185,072 0 0
DYCOM INDS INC COM 267475101 $2,603 139,880 SH DEFINED 1,2,5 139,880 0 0
DYCOM INDS INC COM 267475101 $1,324 71,166 SH DEFINED 1,4,5 71,166 0 0
DYCOM INDS INC COM 267475101 $686 36,882 SH DEFINED 1,5,6 36,882 0 0
EAST WEST BANCORP INC COM 27579R104 $1,921 81,865 SH DEFINED 1,5 81,865 0 0
EAST WEST BANCORP INC COM 27579R104 $849 36,171 SH DEFINED 1,2,5 36,171 0 0
EAST WEST BANCORP INC COM 27579R104 $432 18,414 SH DEFINED 1,4,5 18,414 0 0
EAST WEST BANCORP INC COM 27579R104 $224 9,550 SH DEFINED 1,5,6 9,550 0 0
EASTMAN CHEM CO COM 277432100 $8,642 171,579 SH DEFINED 1,5 171,579 0 0
EASTMAN CHEM CO COM 277432100 $6,158 122,255 SH DEFINED 1,2,5 122,255 0 0
EASTMAN CHEM CO COM 277432100 $3,129 62,129 SH DEFINED 1,4,5 62,129 0 0
EASTMAN CHEM CO COM 277432100 $1,623 32,227 SH DEFINED 1,5,6 32,227 0 0
ECOLAB INC COM 278865100 $2,669 38,945 SH DEFINED 1,5 38,945 0 0
ECOLAB INC COM 278865100 $1,903 27,772 SH DEFINED 1,2,5 27,772 0 0
ECOLAB INC COM 278865100 $966 14,098 SH DEFINED 1,4,5 14,098 0 0
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EMBRAER S A SP ADR REP 4 COM 29082A107 $482 18,166 SH DEFINED 1,5 18,166 0 0
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EMBRAER S A SP ADR REP 4 COM 29082A107 $96 3,620 SH DEFINED 1,5,6 3,620 0 0
EQUINIX INC COM NEW 29444U502 $15,036 85,601 SH DEFINED 1,5 85,601 0 0
EQUINIX INC COM NEW 29444U502 $10,698 60,907 SH DEFINED 1,2,5 60,907 0 0
EQUINIX INC COM NEW 29444U502 $5,442 30,984 SH DEFINED 1,4,5 30,984 0 0
EQUINIX INC COM NEW 29444U502 $2,828 16,101 SH DEFINED 1,5,6 16,101 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 $7,744 138,707 SH DEFINED 1,5 138,707 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 $5,873 105,196 SH DEFINED 1,2,5 105,196 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 $2,981 53,400 SH DEFINED 1,4,5 53,400 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 $1,546 27,697 SH DEFINED 1,5,6 27,697 0 0
FIDELITY NATL INFO SV COM 31620M106 $3,759 110,309 SH DEFINED 1,5 110,309 0 0
FIDELITY NATL INFO SV COM 31620M106 $1,679 49,274 SH DEFINED 1,2,5 49,274 0 0
FIDELITY NATL INFO SV COM 31620M106 $851 24,985 SH DEFINED 1,4,5 24,985 0 0
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FIFTH THIRD BANCORP COM 316773100 $4,063 303,227 SH DEFINED 1,5 303,227 0 0
FIFTH THIRD BANCORP COM 316773100 $1,820 135,807 SH DEFINED 1,2,5 135,807 0 0
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FIRST REP BK SAN FRAN COM 33616C100 $2,807 83,537 SH DEFINED 1,5 83,537 0 0
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FOOT LOCKER INC COM 344849104 $4,251 139,014 SH DEFINED 1,5 139,014 0 0
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GAYLORD ENTMT CO NEW COM 367905106 $4,122 106,886 SH DEFINED 1,5 106,886 0 0
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GAYLORD ENTMT CO NEW COM 367905106 $1,584 41,074 SH DEFINED 1,4,5 41,074 0 0
GAYLORD ENTMT CO NEW COM 367905106 $821 21,299 SH DEFINED 1,5,6 21,299 0 0
GILEAD SCIENCES INC COM 375558103 $10,389 202,589 SH DEFINED 1,5 202,589 0 0
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GILEAD SCIENCES INC COM 375558103 $3,772 73,565 SH DEFINED 1,4,5 73,565 0 0
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GNC HLDGS INC COM CL A 36191G107 $5,573 142,166 SH DEFINED 1,5 142,166 0 0
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GOLAR LNG LTD BERMUDA SHS G9456A100 $5,200 137,919 SH DEFINED 1,5 137,919 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $3,943 104,582 SH DEFINED 1,2,5 104,582 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 $2,001 53,076 SH DEFINED 1,4,5 53,076 0 0
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GREEN PLAINS RENEWABLE COM 393222104 $565 90,533 SH DEFINED 1,5 90,533 0 0
GREEN PLAINS RENEWABLE COM 393222104 $429 68,697 SH DEFINED 1,2,5 68,697 0 0
GREEN PLAINS RENEWABLE COM 393222104 $217 34,847 SH DEFINED 1,4,5 34,847 0 0
GREEN PLAINS RENEWABLE COM 393222104 $113 18,079 SH DEFINED 1,5,6 18,079 0 0
GRIFOLS S A SPONSORED ADR 398438309 $2,327 242,440 SH DEFINED 1,5 242,440 0 0
GRIFOLS S A SPONSORED ADR 398438309 $2,073 215,987 SH DEFINED 1,2,5 215,987 0 0
GRIFOLS S A SPONSORED ADR 398438309 $1,052 109,560 SH DEFINED 1,4,5 109,560 0 0
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HANESBRANDS INC COM 410345102 $3,846 138,711 SH DEFINED 1,5 138,711 0 0
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HCA HOLDINGS INC COM 40412C101 $6,435 211,470 SH DEFINED 1,5 211,470 0 0
HCA HOLDINGS INC COM 40412C101 $4,573 150,285 SH DEFINED 1,2,5 150,285 0 0
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HDFC BANK LTD ADR REPS 3 SHS 40415F101 $694 21,301 SH DEFINED 1,2,5 21,301 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 $354 10,847 SH DEFINED 1,4,5 10,847 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 $183 5,626 SH DEFINED 1,5,6 5,626 0 0
HEALTH MGMT ASSOC INC CL A 421933102 $3,380 430,527 SH DEFINED 1,5 430,527 0 0
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HERSHEY CO COM 427866108 $4,612 64,031 SH DEFINED 1,5 64,031 0 0
HERSHEY CO COM 427866108 $3,497 48,549 SH DEFINED 1,2,5 48,549 0 0
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HOLOGIC INC COM 436440101 $6,473 358,800 SH DEFINED 1,5 358,800 0 0
HOLOGIC INC COM 436440101 $4,910 272,194 SH DEFINED 1,2,5 272,194 0 0
HOLOGIC INC COM 436440101 $2,492 138,139 SH DEFINED 1,4,5 138,139 0 0
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HOLOGIC INC FRNT 2.000%12/1 436440AA9 $4,615 4,696,000 SH DEFINED 1,5 4,696,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 $6,598 6,714,000 SH DEFINED 1,2,5 6,714,000 0 0
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HOST HOTELS & RESORTS COM 44107P104 $15,214 961,695 SH DEFINED 1,5 961,695 0 0
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HOT TOPIC INC COM 441339108 $1,240 128,018 SH DEFINED 1,5 128,018 0 0
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ING GROEP N V SPONSORED ADR 456837103 $1,930 288,887 SH DEFINED 1,5 288,887 0 0
ING GROEP N V SPONSORED ADR 456837103 $652 97,615 SH DEFINED 1,2,5 97,615 0 0
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INGERSOLL-RAND PLC SHS G47791101 $2,801 66,397 SH DEFINED 1,5 66,397 0 0
INGERSOLL-RAND PLC SHS G47791101 $1,989 47,150 SH DEFINED 1,2,5 47,150 0 0
INGERSOLL-RAND PLC SHS G47791101 $1,012 24,002 SH DEFINED 1,4,5 24,002 0 0
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INGREDION INC COM 457187102 $5,290 106,823 SH DEFINED 1,5 106,823 0 0
INGREDION INC COM 457187102 $4,001 80,804 SH DEFINED 1,2,5 80,804 0 0
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ISHARES TR RUSSELL 2000 464287655 $16,619 208,882 SH DEFINED 1,5 208,882 0 0
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ISTAR FINL INC FRNT 10/0 45031UBF7 $1,207 1,210,000 SH DEFINED 1,5 1,210,000 0 0
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JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 $169 467,000 SH DEFINED 1,5 467,000 0 0
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JARDEN CORP COM 471109108 $6,279 149,429 SH DEFINED 1,5 149,429 0 0
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JOHNSON & JOHNSON COM 478160104 $5,053 74,786 SH DEFINED 1,5 74,786 0 0
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JOHNSON CTLS INC COM 478366107 $24,389 880,134 SH DEFINED 1,5 880,134 0 0
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KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 $1,061 1,068,000 SH DEFINED 1,5 1,068,000 0 0
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MEDTRONIC INC COM 585055106 $5,288 136,528 SH DEFINED 1,5 136,528 0 0
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OSI SYSTEMS INC COM 671044105 $1,561 24,643 SH DEFINED 1,4,5 24,643 0 0
OSI SYSTEMS INC COM 671044105 $809 12,779 SH DEFINED 1,5,6 12,779 0 0
OWENS ILL INC COM NEW 690768403 $2,519 131,410 SH DEFINED 1,5 131,410 0 0
OWENS ILL INC COM NEW 690768403 $1,803 94,039 SH DEFINED 1,2,5 94,039 0 0
OWENS ILL INC COM NEW 690768403 $914 47,702 SH DEFINED 1,4,5 47,702 0 0
OWENS ILL INC COM NEW 690768403 $474 24,748 SH DEFINED 1,5,6 24,748 0 0
OXFORD INDS INC COM 691497309 $1,916 42,857 SH DEFINED 1,5 42,857 0 0
OXFORD INDS INC COM 691497309 $1,453 32,495 SH DEFINED 1,2,5 32,495 0 0
OXFORD INDS INC COM 691497309 $737 16,492 SH DEFINED 1,4,5 16,492 0 0
OXFORD INDS INC COM 691497309 $382 8,556 SH DEFINED 1,5,6 8,556 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,091 4,080,000 SH DEFINED 1,5 4,080,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $8,315 8,293,000 SH DEFINED 1,2,5 8,293,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $4,984 4,971,000 SH DEFINED 1,4,5 4,971,000 0 0
PANTRY INC NOTE 3.000%11/1 698657AL7 $2,379 2,373,000 SH DEFINED 1,5,6 2,373,000 0 0
PENN NATL GAMING INC COM 707569109 $954 21,386 SH DEFINED 1,5 21,386 0 0
PENN NATL GAMING INC COM 707569109 $720 16,141 SH DEFINED 1,2,5 16,141 0 0
PENN NATL GAMING INC COM 707569109 $366 8,214 SH DEFINED 1,4,5 8,214 0 0
PENN NATL GAMING INC COM 707569109 $190 4,259 SH DEFINED 1,5,6 4,259 0 0
PENNYMAC MTG INVT TR COM 70931T103 $778 39,433 SH DEFINED 1,5 39,433 0 0
PFIZER INC COM 717081103 $12,268 533,403 SH DEFINED 1,5 533,403 0 0
PFIZER INC COM 717081103 $8,549 371,677 SH DEFINED 1,2,5 371,677 0 0
PFIZER INC COM 717081103 $4,440 193,023 SH DEFINED 1,4,5 193,023 0 0
PFIZER INC COM 717081103 $2,303 100,136 SH DEFINED 1,5,6 100,136 0 0
PHH CORP COM NEW 693320202 $1,526 87,289 SH DEFINED 1,5 87,289 0 0
PHH CORP COM NEW 693320202 $679 38,820 SH DEFINED 1,2,5 38,820 0 0
PHH CORP COM NEW 693320202 $344 19,686 SH DEFINED 1,4,5 19,686 0 0
PHH CORP COM NEW 693320202 $178 10,205 SH DEFINED 1,5,6 10,205 0 0
PNC FINL SVCS GROUP INC COM 693475105 $3,637 59,519 SH DEFINED 1,5 59,519 0 0
PNC FINL SVCS GROUP INC COM 693475105 $1,607 26,300 SH DEFINED 1,2,5 26,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 $815 13,336 SH DEFINED 1,4,5 13,336 0 0
PNC FINL SVCS GROUP INC COM 693475105 $423 6,918 SH DEFINED 1,5,6 6,918 0 0
POLARIS INDS INC COM 731068102 $6,110 85,483 SH DEFINED 1,5 85,483 0 0
POLARIS INDS INC COM 731068102 $4,618 64,606 SH DEFINED 1,2,5 64,606 0 0
POLARIS INDS INC COM 731068102 $2,350 32,874 SH DEFINED 1,4,5 32,874 0 0
POLARIS INDS INC COM 731068102 $1,218 17,037 SH DEFINED 1,5,6 17,037 0 0
PPG INDS INC COM 693506107 $5,862 55,236 SH DEFINED 1,5 55,236 0 0
PPG INDS INC COM 693506107 $4,168 39,274 SH DEFINED 1,2,5 39,274 0 0
PPG INDS INC COM 693506107 $2,119 19,972 SH DEFINED 1,4,5 19,972 0 0
PPG INDS INC COM 693506107 $1,100 10,361 SH DEFINED 1,5,6 10,361 0 0
PROSPERITY BANCSHARES COM 743606105 $3,156 75,094 SH DEFINED 1,5 75,094 0 0
PROSPERITY BANCSHARES COM 743606105 $1,397 33,231 SH DEFINED 1,2,5 33,231 0 0
PROSPERITY BANCSHARES COM 743606105 $711 16,909 SH DEFINED 1,4,5 16,909 0 0
PROSPERITY BANCSHARES COM 743606105 $368 8,766 SH DEFINED 1,5,6 8,766 0 0
PSS WORLD MED INC COM 69366A100 $6,002 285,965 SH DEFINED 1,5 285,965 0 0
PSS WORLD MED INC COM 69366A100 $4,262 203,065 SH DEFINED 1,2,5 203,065 0 0
PSS WORLD MED INC COM 69366A100 $2,170 103,375 SH DEFINED 1,4,5 103,375 0 0
PSS WORLD MED INC COM 69366A100 $1,126 53,625 SH DEFINED 1,5,6 53,625 0 0
RALCORP HLDGS INC NEW COM 751028101 $1,427 21,375 SH DEFINED 1,5 21,375 0 0
RALCORP HLDGS INC NEW COM 751028101 $1,078 16,145 SH DEFINED 1,2,5 16,145 0 0
RALCORP HLDGS INC NEW COM 751028101 $549 8,220 SH DEFINED 1,4,5 8,220 0 0
RALCORP HLDGS INC NEW COM 751028101 $284 4,260 SH DEFINED 1,5,6 4,260 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 $14,159 209,984 SH DEFINED 1,5 209,984 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 $10,105 149,865 SH DEFINED 1,2,5 149,865 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 $5,126 76,019 SH DEFINED 1,4,5 76,019 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 $2,659 39,440 SH DEFINED 1,5,6 39,440 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $3,846 3,895,000 SH DEFINED 1,5 3,895,000 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $6,640 6,724,000 SH DEFINED 1,2,5 6,724,000 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $3,379 3,422,000 SH DEFINED 1,4,5 3,422,000 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $1,752 1,774,000 SH DEFINED 1,5,6 1,774,000 0 0
SANOFI SPONSORED ADR 80105N105 $5,771 152,744 SH DEFINED 1,5 152,744 0 0
SANOFI SPONSORED ADR 80105N105 $4,372 115,729 SH DEFINED 1,2,5 115,729 0 0
SANOFI SPONSORED ADR 80105N105 $2,220 58,763 SH DEFINED 1,4,5 58,763 0 0
SANOFI SPONSORED ADR 80105N105 $1,152 30,480 SH DEFINED 1,5,6 30,480 0 0
SBA COMMUNICATIONS CORP COM 78388J106 $4,067 71,297 SH DEFINED 1,5 71,297 0 0
SBA COMMUNICATIONS CORP COM 78388J106 $2,897 50,774 SH DEFINED 1,2,5 50,774 0 0
SBA COMMUNICATIONS CORP COM 78388J106 $1,471 25,786 SH DEFINED 1,4,5 25,786 0 0
SBA COMMUNICATIONS CORP COM 78388J106 $763 13,380 SH DEFINED 1,5,6 13,380 0 0
SEATTLE GENETICS INC COM 812578102 $2,173 85,600 SH PUT DEFINED 1,5 85,600 0 0
SEATTLE GENETICS INC COM 812578102 $1,640 64,600 SH PUT DEFINED 1,2,5 64,600 0 0
SEATTLE GENETICS INC COM 812578102 $833 32,800 SH PUT DEFINED 1,4,5 32,800 0 0
SEATTLE GENETICS INC COM 812578102 $432 17,000 SH PUT DEFINED 1,5,6 17,000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $6,083 174,944 SH DEFINED 1,5 174,944 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $4,717 135,651 SH DEFINED 1,2,5 135,651 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $2,400 69,030 SH DEFINED 1,4,5 69,030 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 $1,244 35,775 SH DEFINED 1,5,6 35,775 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $6,234 174,779 SH DEFINED 1,5 174,779 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $4,834 135,518 SH DEFINED 1,2,5 135,518 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $2,460 68,963 SH DEFINED 1,4,5 68,963 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $1,275 35,740 SH DEFINED 1,5,6 35,740 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 $7,197 194,570 SH DEFINED 1,5 194,570 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 $5,581 150,870 SH DEFINED 1,2,5 150,870 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 $2,840 76,773 SH DEFINED 1,4,5 76,773 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 $1,472 39,787 SH DEFINED 1,5,6 39,787 0 0
SERVICE CORP INTL COM 817565104 $1,584 128,015 SH DEFINED 1,5 128,015 0 0
SERVICE CORP INTL COM 817565104 $1,202 97,135 SH DEFINED 1,2,5 97,135 0 0
SERVICE CORP INTL COM 817565104 $610 49,287 SH DEFINED 1,4,5 49,287 0 0
SERVICE CORP INTL COM 817565104 $316 25,563 SH DEFINED 1,5,6 25,563 0 0
SLM CORP COM 78442P106 $2,745 174,706 SH DEFINED 1,5 174,706 0 0
SLM CORP COM 78442P106 $1,283 81,664 SH DEFINED 1,2,5 81,664 0 0
SLM CORP COM 78442P106 $651 41,424 SH DEFINED 1,4,5 41,424 0 0
SLM CORP COM 78442P106 $338 21,491 SH DEFINED 1,5,6 21,491 0 0
SOLUTIA INC COM NEW 834376501 $6,084 216,910 SH DEFINED 1,5 216,910 0 0
SOLUTIA INC COM NEW 834376501 $4,324 154,160 SH DEFINED 1,2,5 154,160 0 0
SOLUTIA INC COM NEW 834376501 $2,201 78,478 SH DEFINED 1,4,5 78,478 0 0
SOLUTIA INC COM NEW 834376501 $1,135 40,446 SH DEFINED 1,5,6 40,446 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 $3,869 24,933 SH DEFINED 1,5 24,933 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 $2,995 19,300 SH DEFINED 1,2,5 19,300 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 $1,524 9,823 SH DEFINED 1,4,5 9,823 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 $791 5,094 SH DEFINED 1,5,6 5,094 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 $20,332 149,387 SH DEFINED 1,5 149,387 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 $15,794 116,045 SH DEFINED 1,2,5 116,045 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 $8,027 58,980 SH DEFINED 1,4,5 58,980 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 $4,163 30,588 SH DEFINED 1,5,6 30,588 0 0
STEWART ENTERPRISES INC CL A 860370105 $3,949 555,483 SH DEFINED 1,5 555,483 0 0
STEWART ENTERPRISES INC CL A 860370105 $2,997 421,489 SH DEFINED 1,2,5 421,489 0 0
STEWART ENTERPRISES INC CL A 860370105 $1,520 213,809 SH DEFINED 1,4,5 213,809 0 0
STEWART ENTERPRISES INC CL A 860370105 $789 110,927 SH DEFINED 1,5,6 110,927 0 0
SUNTRUST BKS INC COM 867914103 $2,988 123,308 SH DEFINED 1,5 123,308 0 0
SUNTRUST BKS INC COM 867914103 $1,322 54,553 SH DEFINED 1,2,5 54,553 0 0
SUNTRUST BKS INC COM 867914103 $672 27,748 SH DEFINED 1,4,5 27,748 0 0
SUNTRUST BKS INC COM 867914103 $349 14,391 SH DEFINED 1,5,6 14,391 0 0
TEREX CORP NEW COM 880779103 $789 44,264 SH DEFINED 1,5 44,264 0 0
TEREX CORP NEW COM 880779103 $560 31,433 SH DEFINED 1,2,5 31,433 0 0
TEREX CORP NEW COM 880779103 $285 16,002 SH DEFINED 1,4,5 16,002 0 0
TEREX CORP NEW COM 880779103 $148 8,301 SH DEFINED 1,5,6 8,301 0 0
TESORO CORP COM 881609101 $5,524 221,322 SH DEFINED 1,5 221,322 0 0
TESORO CORP COM 881609101 $3,923 157,166 SH DEFINED 1,2,5 157,166 0 0
TESORO CORP COM 881609101 $1,997 80,008 SH DEFINED 1,4,5 80,008 0 0
TESORO CORP COM 881609101 $1,036 41,504 SH DEFINED 1,5,6 41,504 0 0
TEVA PHARM INDS LTD ADR 881624209 $16,855 427,359 SH DEFINED 1,5 427,359 0 0
TEVA PHARM INDS LTD ADR 881624209 $12,012 304,557 SH DEFINED 1,2,5 304,557 0 0
TEVA PHARM INDS LTD ADR 881624209 $6,106 154,815 SH DEFINED 1,4,5 154,815 0 0
TEVA PHARM INDS LTD ADR 881624209 $3,168 80,312 SH DEFINED 1,5,6 80,312 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $1,213 23,358 SH DEFINED 1,5 23,358 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $920 17,725 SH DEFINED 1,2,5 17,725 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $467 8,991 SH DEFINED 1,4,5 8,991 0 0
THERMO FISHER SCIENTIFIC COM 883556102 $242 4,664 SH DEFINED 1,5,6 4,664 0 0
TILLYS INC CL A 886885102 $2,055 128,019 SH DEFINED 1,5 128,019 0 0
TILLYS INC CL A 886885102 $1,559 97,141 SH DEFINED 1,2,5 97,141 0 0
TILLYS INC CL A 886885102 $791 49,276 SH DEFINED 1,4,5 49,276 0 0
TILLYS INC CL A 886885102 $410 25,564 SH DEFINED 1,5,6 25,564 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $18,802 18,829,000 SH DEFINED 1,5 18,829,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $29,693 29,736,000 SH DEFINED 1,2,5 29,736,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $14,097 14,117,000 SH DEFINED 1,4,5 14,117,000 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 $7,307 7,318,000 SH DEFINED 1,5,6 7,318,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 $7,757 137,851 SH DEFINED 1,5 137,851 0 0
TRIUMPH GROUP INC NEW COM 896818101 $5,850 103,962 SH DEFINED 1,2,5 103,962 0 0
TRIUMPH GROUP INC NEW COM 896818101 $2,979 52,935 SH DEFINED 1,4,5 52,935 0 0
TRIUMPH GROUP INC NEW COM 896818101 $1,545 27,452 SH DEFINED 1,5,6 27,452 0 0
UNITED STATES NATL GAS UNIT PAR $0.001 912318201 $111,110 5,760,000 SH PUT DEFINED 1,5 5,760,000 0 0
UNITED STATES NATL GAS UNIT PAR $0.001 912318201 $81,807 4,240,900 SH PUT DEFINED 1,2,5 4,240,900 0 0
UNITED STATES NATL GAS UNIT PAR $0.001 912318201 $41,637 2,158,500 SH PUT DEFINED 1,4,5 2,158,500 0 0
UNITED STATES NATL GAS UNIT PAR $0.001 912318201 $27,789 1,440,600 SH PUT DEFINED 1,5,6 1,440,600 0 0
US BANCORP DEL COM NEW 902973304 $2,767 86,026 SH DEFINED 1,5 86,026 0 0
US BANCORP DEL COM NEW 902973304 $1,099 34,166 SH DEFINED 1,2,5 34,166 0 0
US BANCORP DEL COM NEW 902973304 $557 17,331 SH DEFINED 1,4,5 17,331 0 0
US BANCORP DEL COM NEW 902973304 $289 8,991 SH DEFINED 1,5,6 8,991 0 0
VALERO ENERGY CORP NEW COM 91913Y100 $2,138 88,529 SH DEFINED 1,5 88,529 0 0
VALERO ENERGY CORP NEW COM 91913Y100 $1,518 62,866 SH DEFINED 1,2,5 62,866 0 0
VALERO ENERGY CORP NEW COM 91913Y100 $773 32,003 SH DEFINED 1,4,5 32,003 0 0
VALERO ENERGY CORP NEW COM 91913Y100 $401 16,602 SH DEFINED 1,5,6 16,602 0 0
VCA ANTECH INC COM 918194101 $7,271 330,785 SH DEFINED 1,5 330,785 0 0
VCA ANTECH INC COM 918194101 $5,514 250,870 SH DEFINED 1,2,5 250,870 0 0
VCA ANTECH INC COM 918194101 $2,798 127,304 SH DEFINED 1,4,5 127,304 0 0
VCA ANTECH INC COM 918194101 $1,452 66,041 SH DEFINED 1,5,6 66,041 0 0
VISA INC COM CL A 92826C839 $3,384 27,376 SH DEFINED 1,5 27,376 0 0
VISA INC COM CL A 92826C839 $1,305 10,555 SH DEFINED 1,2,5 10,555 0 0
VISA INC COM CL A 92826C839 $662 5,354 SH DEFINED 1,4,5 5,354 0 0
VISA INC COM CL A 92826C839 $343 2,778 SH DEFINED 1,5,6 2,778 0 0
VISTEON CORP COM NEW 92839U206 $24,982 666,176 SH DEFINED 1,5 666,176 0 0
VISTEON CORP COM NEW 92839U206 $17,740 473,074 SH DEFINED 1,2,5 473,074 0 0
VISTEON CORP COM NEW 92839U206 $9,031 240,823 SH DEFINED 1,4,5 240,823 0 0
VISTEON CORP COM NEW 92839U206 $4,685 124,927 SH DEFINED 1,5,6 124,927 0 0
VORNADO RLTY TR SH BEN INT 929042109 $1,102 13,124 SH DEFINED 1,5 13,124 0 0
VORNADO RLTY TR SH BEN INT 929042109 $495 5,897 SH DEFINED 1,2,5 5,897 0 0
VORNADO RLTY TR SH BEN INT 929042109 $251 2,984 SH DEFINED 1,4,5 2,984 0 0
VORNADO RLTY TR SH BEN INT 929042109 $130 1,547 SH DEFINED 1,5,6 1,547 0 0
WALTER ENERGY INC COM 93317Q105 $177 4,000 SH CALL DEFINED 1,5 4,000 0 0
WALTER ENERGY INC COM 93317Q105 $137 3,100 SH CALL DEFINED 1,2,5 3,100 0 0
WALTER ENERGY INC COM 93317Q105 $79 1,800 SH CALL DEFINED 1,4,5 1,800 0 0
WALTER ENERGY INC COM 93317Q105 $49 1,100 SH CALL DEFINED 1,5,6 1,100 0 0
WALTER INVT MGMT CORP COM 93317W102 $2,140 91,278 SH DEFINED 1,5 91,278 0 0
WALTER INVT MGMT CORP COM 93317W102 $810 34,546 SH DEFINED 1,2,5 34,546 0 0
WALTER INVT MGMT CORP COM 93317W102 $413 17,616 SH DEFINED 1,4,5 17,616 0 0
WALTER INVT MGMT CORP COM 93317W102 $213 9,107 SH DEFINED 1,5,6 9,107 0 0
WARNER CHILCOTT PLC IRE SHS A G94368100 $4,545 253,480 SH DEFINED 1,5 253,480 0 0
WARNER CHILCOTT PLC IRE SHS A G94368100 $3,448 192,304 SH DEFINED 1,2,5 192,304 0 0
WARNER CHILCOTT PLC IRE SHS A G94368100 $1,750 97,593 SH DEFINED 1,4,5 97,593 0 0
WARNER CHILCOTT PLC IRE SHS A G94368100 $908 50,623 SH DEFINED 1,5,6 50,623 0 0
WEATHERFORD INTL LT REG SHS H27013103 $11,612 919,408 SH DEFINED 1,5 919,408 0 0
WEATHERFORD INTL LT REG SHS H27013103 $8,285 656,008 SH DEFINED 1,2,5 656,008 0 0
WEATHERFORD INTL LT REG SHS H27013103 $4,203 332,762 SH DEFINED 1,4,5 332,762 0 0
WEATHERFORD INTL LT REG SHS H27013103 $2,180 172,640 SH DEFINED 1,5,6 172,640 0 0
WELLS FARGO & CO NEW COM 949746101 $8,465 253,136 SH DEFINED 1,5 253,136 0 0
WELLS FARGO & CO NEW COM 949746101 $4,172 124,750 SH DEFINED 1,2,5 124,750 0 0
WELLS FARGO & CO NEW COM 949746101 $2,116 63,280 SH DEFINED 1,4,5 63,280 0 0
WELLS FARGO & CO NEW COM 949746101 $1,098 32,831 SH DEFINED 1,5,6 32,831 0 0
WESTERN DIGITAL CORP COM 958102105 $180 5,893 SH DEFINED 1,5 5,893 0 0
WESTERN DIGITAL CORP COM 958102105 $128 4,192 SH DEFINED 1,2,5 4,192 0 0
WESTERN DIGITAL CORP COM 958102105 $65 2,131 SH DEFINED 1,4,5 2,131 0 0
WESTERN DIGITAL CORP COM 958102105 $34 1,106 SH DEFINED 1,5,6 1,106 0 0
WI-LAN INC COM 928972108 $793 160,905 SH DEFINED 1,5 160,905 0 0
WI-LAN INC COM 928972108 $582 118,016 SH DEFINED 1,2,5 118,016 0 0
WI-LAN INC COM 928972108 $295 59,876 SH DEFINED 1,4,5 59,876 0 0
WI-LAN INC COM 928972108 $153 31,065 SH DEFINED 1,5,6 31,065 0 0
XEROX CORP COM 984121103 $38,866 4,938,505 SH DEFINED 1,5 4,938,505 0 0
XEROX CORP COM 984121103 $27,600 3,506,942 SH DEFINED 1,2,5 3,506,942 0 0
XEROX CORP COM 984121103 $14,050 1,785,272 SH DEFINED 1,4,5 1,785,272 0 0
XEROX CORP COM 984121103 $7,288 926,110 SH DEFINED 1,5,6 926,110 0 0
ZIMMER HLDGS INC COM 98956P102 $4,873 75,714 SH DEFINED 1,5 75,714 0 0
ZIMMER HLDGS INC COM 98956P102 $3,679 57,157 SH DEFINED 1,2,5 57,157 0 0
ZIMMER HLDGS INC COM 98956P102 $1,872 29,082 SH DEFINED 1,4,5 29,082 0 0
ZIMMER HLDGS INC COM 98956P102 $971 15,081 SH DEFINED 1,5,6 15,081 0 0