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Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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<SEC-DOCUMENT>0001405086-09-001058.txt : 20090813
<SEC-HEADER>0001405086-09-001058.hdr.sgml : 20090813
<ACCEPTANCE-DATETIME>20090813131646
ACCESSION NUMBER:		0001405086-09-001058
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20090630
FILED AS OF DATE:		20090813
DATE AS OF CHANGE:		20090813
EFFECTIVENESS DATE:		20090813

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:		091009565

	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
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>f00644600.txt
<TEXT>
                                 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, 2009

Check here if Amendment [   ]    Amendment Number:  _________
      This Amendment (Check only one.):    [  ] is a restatement.
                                           [  ] adds new holding entries.

Institutional Investment Manager Filing this Report :

Name:      Ascend Capital, LLC
Address:   50 California Street, Suite 2940, San Francisco, CA 94111

Form 13F File Number: 028-10128

The   institutional investment manager filing this report and the person by whom
it  is   signed   hereby   represent   that  the  person  signing  the report is
authorized to submit it, that all the  information contained herein   is   true,
correct  and  complete,  and  that  it  is understood  that all required  items,
statements,  schedules,  lists,  and  tables,  are  considered integral parts of
this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:      Benjamin D. Slavet
Title:     Chief Financial Officer
Phone:     415-217-8304

Signature, Place, and Date of Signing:

/s/ Benjamin D. Slavet  San Francisco, California   August 13, 2009
- ----------------------  -------------------------   ---------------
 [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










<PAGE>
                              Form 13F SUMMARY PAGE

   Report Summary:

   Number of Other Included Managers:          Six

   Form 13F Information Table Entry Total:     676

   Form 13F Information Table Value Total:     $1,027,663 (in thousands)


   List of Other Included Managers:

   No. 1
   Form 13F File Number: 028-11218
   Name:  Ascend Capital Limited Partnership

   No. 2
   Form 13F File Number: 028-11221
   Name:  Ascend Partners Fund II LP

   No. 3
   Form 13F File Number: 028-11220
   Name:  Ascend Partners Fund I, Ltd.

   No. 4
   Form 13F File Number: 028-11219
   Name:  Ascend Partners Fund II, Ltd.

   No. 5
   Form 13F File Number: 028-11223
   Name:  Malcolm P. Fairbairn

   No. 6
   Form 13F File Number: 028-12400
   Name: Ascend Partners Fund II BPO Ltd




<PAGE>
                           13F INFORMATION TABLE

<TABLE>
<CAPTION>
                                                        VALUE   SHARES/    SH/ PUT/ INVSTMT OTHER VOTING     AUTHORITY
NAME OF ISSUER               TITLE OF CLASS   CUSIP     (X1000) PRN AMT    PRN CALL DISCRTN MGRS  SOLE      SHARED NONE
<S>                          <C>              <C>       <C>     <C>        <C> <C>  <C>     <C>   <C>        <C>  <C>

3 M CO                       COM              88579Y101   3,221     53,596 SH       DEFINED 1,5       53,596    0    0
3 M CO                       COM              88579Y101   3,119     51,899 SH       DEFINED 1,2,5     51,899    0    0
3 M CO                       COM              88579Y101     782     13,009 SH       DEFINED 1,3,5     13,009    0    0
3 M CO                       COM              88579Y101   7,328    121,927 SH       DEFINED 1,4,5    121,927    0    0
3 M CO                       COM              88579Y101   2,078     34,569 SH       DEFINED 1,6,5     34,569    0    0
ABBOTT LABS                  COM              002824100   2,383     50,660 SH       DEFINED 1,5       50,660    0    0
ABBOTT LABS                  COM              002824100   2,309     49,078 SH       DEFINED 1,2,5     49,078    0    0
ABBOTT LABS                  COM              002824100     579     12,304 SH       DEFINED 1,3,5     12,304    0    0
ABBOTT LABS                  COM              002824100   5,422    115,273 SH       DEFINED 1,4,5    115,273    0    0
ABBOTT LABS                  COM              002824100   1,538     32,685 SH       DEFINED 1,6,5     32,685    0    0
ACTIVISION BLIZZARD INC      COM              00507V109   4,674    370,091 SH       DEFINED 1,5      370,091    0    0
ACTIVISION BLIZZARD INC      COM              00507V109   4,160    329,392 SH       DEFINED 1,2,5    329,392    0    0
ACTIVISION BLIZZARD INC      COM              00507V109   1,043     82,563 SH       DEFINED 1,3,5     82,563    0    0
ACTIVISION BLIZZARD INC      COM              00507V109   9,777    774,128 SH       DEFINED 1,4,5    774,128    0    0
ACTIVISION BLIZZARD INC      COM              00507V109   2,771    219,417 SH       DEFINED 1,6,5    219,417    0    0
ACTUANT CORP                 CL A NEW         00508X203   1,554    127,340 SH       DEFINED 1,5      127,340    0    0
ACTUANT CORP                 CL A NEW         00508X203   1,497    122,718 SH       DEFINED 1,2,5    122,718    0    0
ACTUANT CORP                 CL A NEW         00508X203     375     30,767 SH       DEFINED 1,3,5     30,767    0    0
ACTUANT CORP                 CL A NEW         00508X203   3,508    287,551 SH       DEFINED 1,4,5    287,551    0    0
ACTUANT CORP                 CL A NEW         00508X203     997     81,724 SH       DEFINED 1,6,5     81,724    0    0
ACTUANT CORP                 SDCV 2.000%11/1  00508XAB0      71     76,000 SH       DEFINED 1,5       76,000    0    0
ACTUANT CORP                 SDCV 2.000%11/1  00508XAB0     203    217,000 SH       DEFINED 1,2,5    217,000    0    0
ACTUANT CORP                 SDCV 2.000%11/1  00508XAB0      51     54,000 SH       DEFINED 1,3,5     54,000    0    0
ACTUANT CORP                 SDCV 2.000%11/1  00508XAB0     473    504,000 SH       DEFINED 1,4,5    504,000    0    0
ACTUANT CORP                 SDCV 2.000%11/1  00508XAB0     105    112,000 SH       DEFINED 1,6,5    112,000    0    0
ADVANCE AUTO PARTS INC       COM              00751Y106     531     12,807 SH       DEFINED 1,5       12,807    0    0
ADVANCE AUTO PARTS INC       COM              00751Y106     515     12,404 SH       DEFINED 1,2,5     12,404    0    0
ADVANCE AUTO PARTS INC       COM              00751Y106     129      3,110 SH       DEFINED 1,3,5      3,110    0    0
ADVANCE AUTO PARTS INC       COM              00751Y106   1,208     29,119 SH       DEFINED 1,4,5     29,119    0    0
ADVANCE AUTO PARTS INC       COM              00751Y106     343      8,260 SH       DEFINED 1,6,5      8,260    0    0
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102     409     27,085 SH       DEFINED 1,5       27,085    0    0
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102     396     26,242 SH       DEFINED 1,2,5     26,242    0    0
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102      99      6,578 SH       DEFINED 1,3,5      6,578    0    0
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102     930     61,621 SH       DEFINED 1,4,5     61,621    0    0
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102     264     17,474 SH       DEFINED 1,6,5     17,474    0    0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9     533    517,000 SH       DEFINED 1,5      517,000    0    0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9   1,089  1,056,000 SH       DEFINED 1,2,5  1,056,000    0    0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9     272    264,000 SH       DEFINED 1,3,5    264,000    0    0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9   2,540  2,463,000 SH       DEFINED 1,4,5  2,463,000    0    0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.5000% 8/1 00828UAB9     722    700,000 SH       DEFINED 1,6,5    700,000    0    0
AIR PRODS & CHEMS INC        COM              009158106     845     13,078 SH       DEFINED 1,5       13,078    0    0
AIR PRODS & CHEMS INC        COM              009158106     818     12,667 SH       DEFINED 1,2,5     12,667    0    0
AIR PRODS & CHEMS INC        COM              009158106     205      3,175 SH       DEFINED 1,3,5      3,175    0    0
AIR PRODS & CHEMS INC        COM              009158106   1,923     29,771 SH       DEFINED 1,4,5     29,771    0    0
AIR PRODS & CHEMS INC        COM              009158106     545      8,438 SH       DEFINED 1,6,5      8,438    0    0
AIRGAS INC                   COM              009363102     364      8,990 SH       DEFINED 1,5        8,990    0    0
AIRGAS INC                   COM              009363102     353      8,706 SH       DEFINED 1,2,5      8,706    0    0
AIRGAS INC                   COM              009363102      88      2,182 SH       DEFINED 1,3,5      2,182    0    0
AIRGAS INC                   COM              009363102     829     20,457 SH       DEFINED 1,4,5     20,457    0    0
AIRGAS INC                   COM              009363102     235      5,799 SH       DEFINED 1,6,5      5,799    0    0
ALTERNATIVE ASSET MGMT ACQU  COM              02149U101     863     88,314 SH       DEFINED 1,5       88,314    0    0
ALTERNATIVE ASSET MGMT ACQU  COM              02149U101   1,422    145,502 SH       DEFINED 1,2,5    145,502    0    0
ALTERNATIVE ASSET MGMT ACQU  COM              02149U101     356     36,394 SH       DEFINED 1,3,5     36,394    0    0
ALTERNATIVE ASSET MGMT ACQU  COM              02149U101   3,328    340,623 SH       DEFINED 1,4,5    340,623    0    0
ALTERNATIVE ASSET MGMT ACQU  COM              02149U101     971     99,367 SH       DEFINED 1,6,5     99,367    0    0
AMERICAN ITALIAN PASTA CO    CL A             027070101     710     24,370 SH       DEFINED 1,5       24,370    0    0
AMERICAN ITALIAN PASTA CO    CL A             027070101     688     23,599 SH       DEFINED 1,2,5     23,599    0    0
AMERICAN ITALIAN PASTA CO    CL A             027070101     172      5,915 SH       DEFINED 1,3,5      5,915    0    0
AMERICAN ITALIAN PASTA CO    CL A             027070101   1,617     55,455 SH       DEFINED 1,4,5     55,455    0    0
AMERICAN ITALIAN PASTA CO    CL A             027070101     458     15,721 SH       DEFINED 1,6,5     15,721    0    0
AMERICAN PUBLIC EDUCATION IN COM              02913V103   1,146     28,977 SH       DEFINED 1,5       28,977    0    0
AMERICAN PUBLIC EDUCATION IN COM              02913V103   1,110     28,060 SH       DEFINED 1,2,5     28,060    0    0
AMERICAN PUBLIC EDUCATION IN COM              02913V103     278      7,034 SH       DEFINED 1,3,5      7,034    0    0
AMERICAN PUBLIC EDUCATION IN COM              02913V103   2,608     65,937 SH       DEFINED 1,4,5     65,937    0    0
AMERICAN PUBLIC EDUCATION IN COM              02913V103     739     18,692 SH       DEFINED 1,6,5     18,692    0    0
APPLE INC                    COM              037833100   2,484     17,437 SH       DEFINED 1,5       17,437    0    0
APPLE INC                    COM              037833100   2,406     16,889 SH       DEFINED 1,2,5     16,889    0    0
APPLE INC                    COM              037833100     603      4,233 SH       DEFINED 1,3,5      4,233    0    0
APPLE INC                    COM              037833100   5,653     39,691 SH       DEFINED 1,4,5     39,691    0    0
APPLE INC                    COM              037833100   1,602     11,250 SH       DEFINED 1,6,5     11,250    0    0
ATLAS ACQUISITION HLDGS CORP COM              049162100   2,896    299,817 SH       DEFINED 1,5      299,817    0    0
ATLAS ACQUISITION HLDGS CORP COM              049162100   1,111    115,053 SH       DEFINED 1,2,5    115,053    0    0
ATLAS ACQUISITION HLDGS CORP COM              049162100     278     28,778 SH       DEFINED 1,3,5     28,778    0    0
ATLAS ACQUISITION HLDGS CORP COM              049162100   2,602    269,344 SH       DEFINED 1,4,5    269,344    0    0
ATLAS ACQUISITION HLDGS CORP COM              049162100     759     78,609 SH       DEFINED 1,6,5     78,609    0    0
ATP OIL & GAS CORP           COM              00208J108     161     23,124 SH       DEFINED 1,5       23,124    0    0
ATP OIL & GAS CORP           COM              00208J108     158     22,652 SH       DEFINED 1,2,5     22,652    0    0
ATP OIL & GAS CORP           COM              00208J108      40      5,743 SH       DEFINED 1,3,5      5,743    0    0
ATP OIL & GAS CORP           COM              00208J108     370     53,210 SH       DEFINED 1,4,5     53,210    0    0
ATP OIL & GAS CORP           COM              00208J108     105     15,090 SH       DEFINED 1,6,5     15,090    0    0
AVERY DENNISON CORP          COM              053611109   1,101     42,881 SH       DEFINED 1,5       42,881    0    0
AVERY DENNISON CORP          COM              053611109   1,067     41,534 SH       DEFINED 1,2,5     41,534    0    0
AVERY DENNISON CORP          COM              053611109     267     10,413 SH       DEFINED 1,3,5     10,413    0    0
AVERY DENNISON CORP          COM              053611109   2,504     97,512 SH       DEFINED 1,4,5     97,512    0    0
AVERY DENNISON CORP          COM              053611109     710     27,660 SH       DEFINED 1,6,5     27,660    0    0
AVID TECHNOLOGY INC          COM              05367P100     209     15,588 SH       DEFINED 1,5       15,588    0    0
AVID TECHNOLOGY INC          COM              05367P100     202     15,096 SH       DEFINED 1,2,5     15,096    0    0
AVID TECHNOLOGY INC          COM              05367P100      51      3,785 SH       DEFINED 1,3,5      3,785    0    0
AVID TECHNOLOGY INC          COM              05367P100     476     35,474 SH       DEFINED 1,4,5     35,474    0    0
AVID TECHNOLOGY INC          COM              05367P100     135     10,057 SH       DEFINED 1,6,5     10,057    0    0
BANK NEW YORK MELLON  CORP   COM              064058100     523     17,845 SH       DEFINED 1,5       17,845    0    0
BANK NEW YORK MELLON  CORP   COM              064058100     375     12,786 SH       DEFINED 1,2,5     12,786    0    0
BANK NEW YORK MELLON  CORP   COM              064058100      94      3,205 SH       DEFINED 1,3,5      3,205    0    0
BANK NEW YORK MELLON  CORP   COM              064058100     881     30,048 SH       DEFINED 1,4,5     30,048    0    0
BANK NEW YORK MELLON  CORP   COM              064058100     250      8,516 SH       DEFINED 1,6,5      8,516    0    0
BANK OF AMERICA CORPORATION  COM              060505104     810     61,374 SH       DEFINED 1,5       61,374    0    0
BANK OF AMERICA CORPORATION  COM              060505104     785     59,441 SH       DEFINED 1,2,5     59,441    0    0
BANK OF AMERICA CORPORATION  COM              060505104     197     14,900 SH       DEFINED 1,3,5     14,900    0    0
BANK OF AMERICA CORPORATION  COM              060505104   1,844    139,689 SH       DEFINED 1,4,5    139,689    0    0
BANK OF AMERICA CORPORATION  COM              060505104     523     39,596 SH       DEFINED 1,6,5     39,596    0    0
BAXTER INTL INC              COM              071813109     745     14,074 SH       DEFINED 1,5       14,074    0    0
BAXTER INTL INC              COM              071813109     694     13,111 SH       DEFINED 1,2,5     13,111    0    0
BAXTER INTL INC              COM              071813109     174      3,290 SH       DEFINED 1,3,5      3,290    0    0
BAXTER INTL INC              COM              071813109   1,631     30,794 SH       DEFINED 1,4,5     30,794    0    0
BAXTER INTL INC              COM              071813109     462      8,731 SH       DEFINED 1,6,5      8,731    0    0
BB&T CORP                    COM              054937107   1,210     55,043 SH       DEFINED 1,5       55,043    0    0
BB&T CORP                    COM              054937107   1,172     53,311 SH       DEFINED 1,2,5     53,311    0    0
BB&T CORP                    COM              054937107     294     13,365 SH       DEFINED 1,3,5     13,365    0    0
BB&T CORP                    COM              054937107   2,752    125,189 SH       DEFINED 1,4,5    125,189    0    0
BB&T CORP                    COM              054937107     780     35,505 SH       DEFINED 1,6,5     35,505    0    0
BIOVAIL CORP                 COM              09067J109   1,468    109,171 SH       DEFINED 1,5      109,171    0    0
BIOVAIL CORP                 COM              09067J109   1,422    105,695 SH       DEFINED 1,2,5    105,695    0    0
BIOVAIL CORP                 COM              09067J109     356     26,494 SH       DEFINED 1,3,5     26,494    0    0
BIOVAIL CORP                 COM              09067J109   3,339    248,243 SH       DEFINED 1,4,5    248,243    0    0
BIOVAIL CORP                 COM              09067J109     947     70,397 SH       DEFINED 1,6,5     70,397    0    0
BORLAND SOFTWARE CORP        NOTE 2.750% 2/1  099849AB7   1,157  1,193,000 SH       DEFINED 1,5    1,193,000    0    0
BORLAND SOFTWARE CORP        NOTE 2.750% 2/1  099849AB7     457    471,000 SH       DEFINED 1,2,5    471,000    0    0
BORLAND SOFTWARE CORP        NOTE 2.750% 2/1  099849AB7     114    118,000 SH       DEFINED 1,3,5    118,000    0    0
BORLAND SOFTWARE CORP        NOTE 2.750% 2/1  099849AB7   1,064  1,097,000 SH       DEFINED 1,4,5  1,097,000    0    0
BORLAND SOFTWARE CORP        NOTE 2.750% 2/1  099849AB7     234    241,000 SH       DEFINED 1,6,5    241,000    0    0
BPW ACQUISITION CORP         COM              055637102   1,308    136,498 SH       DEFINED 1,5      136,498    0    0
BPW ACQUISITION CORP         COM              055637102   1,771    184,851 SH       DEFINED 1,2,5    184,851    0    0
BPW ACQUISITION CORP         COM              055637102     443     46,237 SH       DEFINED 1,3,5     46,237    0    0
BPW ACQUISITION CORP         COM              055637102   4,146    432,743 SH       DEFINED 1,4,5    432,743    0    0
BPW ACQUISITION CORP         COM              055637102   1,215    126,793 SH       DEFINED 1,6,5    126,793    0    0
BRISTOL MYERS SQUIBB  CO     COM              110122108   1,786     87,919 SH       DEFINED 1,5       87,919    0    0
BRISTOL MYERS SQUIBB  CO     COM              110122108   1,730     85,179 SH       DEFINED 1,2,5     85,179    0    0
BRISTOL MYERS SQUIBB  CO     COM              110122108     434     21,352 SH       DEFINED 1,3,5     21,352    0    0
BRISTOL MYERS SQUIBB  CO     COM              110122108   4,060    199,910 SH       DEFINED 1,4,5    199,910    0    0
BRISTOL MYERS SQUIBB  CO     COM              110122108   1,152     56,715 SH       DEFINED 1,6,5     56,715    0    0
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109   3,549    182,829 SH       DEFINED 1,5      182,829    0    0
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109   2,591    133,501 SH       DEFINED 1,2,5    133,501    0    0
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109     650     33,464 SH       DEFINED 1,3,5     33,464    0    0
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109   6,090    313,767 SH       DEFINED 1,4,5    313,767    0    0
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109   1,726     88,929 SH       DEFINED 1,6,5     88,929    0    0
CACI INTL INC                CL A             127190304     905     21,199 SH       DEFINED 1,5       21,199    0    0
CACI INTL INC                CL A             127190304     876     20,515 SH       DEFINED 1,2,5     20,515    0    0
CACI INTL INC                CL A             127190304     220      5,144 SH       DEFINED 1,3,5      5,144    0    0
CACI INTL INC                CL A             127190304   2,058     48,175 SH       DEFINED 1,4,5     48,175    0    0
CACI INTL INC                CL A             127190304     584     13,667 SH       DEFINED 1,6,5     13,667    0    0
CALGON CARBON CORP           COM              129603106     122      8,769 SH       DEFINED 1,5        8,769    0    0
CALGON CARBON CORP           COM              129603106     118      8,494 SH       DEFINED 1,2,5      8,494    0    0
CALGON CARBON CORP           COM              129603106      30      2,130 SH       DEFINED 1,3,5      2,130    0    0
CALGON CARBON CORP           COM              129603106     277     19,949 SH       DEFINED 1,4,5     19,949    0    0
CALGON CARBON CORP           COM              129603106      79      5,658 SH       DEFINED 1,6,5      5,658    0    0
CARDIONET INC                PUT              14159L953     160      9,800 SH  PUT  DEFINED 1,5        9,800    0    0
CARDIONET INC                PUT              14159L953     155      9,500 SH  PUT  DEFINED 1,2,5      9,500    0    0
CARDIONET INC                PUT              14159L953      38      2,300 SH  PUT  DEFINED 1,3,5      2,300    0    0
CARDIONET INC                PUT              14159L953     361     22,100 SH  PUT  DEFINED 1,4,5     22,100    0    0
CARDIONET INC                PUT              14159L953     103      6,300 SH  PUT  DEFINED 1,6,5      6,300    0    0
CARNIVAL CORP                PAIRED CTF       143658300     329     12,763 SH       DEFINED 1,5       12,763    0    0
CARNIVAL CORP                PAIRED CTF       143658300     319     12,360 SH       DEFINED 1,2,5     12,360    0    0
CARNIVAL CORP                PAIRED CTF       143658300      80      3,099 SH       DEFINED 1,3,5      3,099    0    0
CARNIVAL CORP                PAIRED CTF       143658300     748     29,044 SH       DEFINED 1,4,5     29,044    0    0
CARNIVAL CORP                PAIRED CTF       143658300     212      8,234 SH       DEFINED 1,6,5      8,234    0    0
CARNIVAL CORP                DBCV 0.500% 4.2  143658AV4   3,071  4,780,000 SH       DEFINED 1,5    4,780,000    0    0
CARNIVAL CORP                DBCV 0.500% 4.2  143658AV4   2,475  3,852,000 SH       DEFINED 1,2,5  3,852,000    0    0
CARNIVAL CORP                DBCV 0.500% 4.2  143658AV4     619    963,000 SH       DEFINED 1,3,5    963,000    0    0
CARNIVAL CORP                DBCV 0.500% 4.2  143658AV4   5,772  8,984,000 SH       DEFINED 1,4,5  8,984,000    0    0
CARNIVAL CORP                DBCV 0.500% 4.2  143658AV4   1,360  2,116,000 SH       DEFINED 1,6,5  2,116,000    0    0
CEC ENTMT INC                COM              125137109     919     31,172 SH       DEFINED 1,5       31,172    0    0
CEC ENTMT INC                COM              125137109     890     30,192 SH       DEFINED 1,2,5     30,192    0    0
CEC ENTMT INC                COM              125137109     223      7,567 SH       DEFINED 1,3,5      7,567    0    0
CEC ENTMT INC                COM              125137109   2,092     70,958 SH       DEFINED 1,4,5     70,958    0    0
CEC ENTMT INC                COM              125137109     593     20,111 SH       DEFINED 1,6,5     20,111    0    0
CENTURY ALUM CO              COM              156431108      47      7,538 SH       DEFINED 1,5        7,538    0    0
CENTURY ALUM CO              COM              156431108      46      7,302 SH       DEFINED 1,2,5      7,302    0    0
CENTURY ALUM CO              COM              156431108      11      1,830 SH       DEFINED 1,3,5      1,830    0    0
CENTURY ALUM CO              COM              156431108     107     17,166 SH       DEFINED 1,4,5     17,166    0    0
CENTURY ALUM CO              COM              156431108      30      4,864 SH       DEFINED 1,6,5      4,864    0    0
CHARLES RIV LABS INTL INC    COM              159864107     306      9,059 SH       DEFINED 1,5        9,059    0    0
CHARLES RIV LABS INTL INC    COM              159864107     351     10,400 SH       DEFINED 1,2,5     10,400    0    0
CHARLES RIV LABS INTL INC    COM              159864107      87      2,573 SH       DEFINED 1,3,5      2,573    0    0
CHARLES RIV LABS INTL INC    COM              159864107     843     24,976 SH       DEFINED 1,4,5     24,976    0    0
CHARLES RIV LABS INTL INC    COM              159864107     234      6,925 SH       DEFINED 1,6,5      6,925    0    0
CHIQUITA BRANDS INTL INC     COM              170032809   1,599    155,857 SH       DEFINED 1,5      155,857    0    0
CHIQUITA BRANDS INTL INC     COM              170032809   1,549    150,960 SH       DEFINED 1,2,5    150,960    0    0
CHIQUITA BRANDS INTL INC     COM              170032809     388     37,839 SH       DEFINED 1,3,5     37,839    0    0
CHIQUITA BRANDS INTL INC     COM              170032809   3,640    354,785 SH       DEFINED 1,4,5    354,785    0    0
CHIQUITA BRANDS INTL INC     COM              170032809   1,032    100,559 SH       DEFINED 1,6,5    100,559    0    0
COMPUTER ASSOC INTL INC      NOTE 1.625%12/1  204912AQ2     252    247,000 SH       DEFINED 1,5      247,000    0    0
COMPUTER ASSOC INTL INC      NOTE 1.625%12/1  204912AQ2     297    291,000 SH       DEFINED 1,2,5    291,000    0    0
COMPUTER ASSOC INTL INC      NOTE 1.625%12/1  204912AQ2      75     73,000 SH       DEFINED 1,3,5     73,000    0    0
COMPUTER ASSOC INTL INC      NOTE 1.625%12/1  204912AQ2     691    677,000 SH       DEFINED 1,4,5    677,000    0    0
COMPUTER ASSOC INTL INC      NOTE 1.625%12/1  204912AQ2     162    159,000 SH       DEFINED 1,6,5    159,000    0    0
COMTECH TELECOMMUNICATIONS C COM NEW          205826209     984     30,877 SH       DEFINED 1,5       30,877    0    0
COMTECH TELECOMMUNICATIONS C COM NEW          205826209     844     26,469 SH       DEFINED 1,2,5     26,469    0    0
COMTECH TELECOMMUNICATIONS C COM NEW          205826209     213      6,681 SH       DEFINED 1,3,5      6,681    0    0
COMTECH TELECOMMUNICATIONS C COM NEW          205826209   2,081     65,281 SH       DEFINED 1,4,5     65,281    0    0
COMTECH TELECOMMUNICATIONS C COM NEW          205826209     615     19,280 SH       DEFINED 1,6,5     19,280    0    0
CONSOL ENERGY INC            COM              20854P109   1,324     38,992 SH       DEFINED 1,5       38,992    0    0
CONSOL ENERGY INC            COM              20854P109   1,283     37,770 SH       DEFINED 1,2,5     37,770    0    0
CONSOL ENERGY INC            COM              20854P109     322      9,470 SH       DEFINED 1,3,5      9,470    0    0
CONSOL ENERGY INC            COM              20854P109   3,009     88,618 SH       DEFINED 1,4,5     88,618    0    0
CONSOL ENERGY INC            COM              20854P109     854     25,150 SH       DEFINED 1,6,5     25,150    0    0
CVS CAREMARK CORPORATION     COM              126650100   5,775    181,202 SH       DEFINED 1,5      181,202    0    0
CVS CAREMARK CORPORATION     COM              126650100   5,593    175,508 SH       DEFINED 1,2,5    175,508    0    0
CVS CAREMARK CORPORATION     COM              126650100   1,402     43,994 SH       DEFINED 1,3,5     43,994    0    0
CVS CAREMARK CORPORATION     COM              126650100  13,143    412,390 SH       DEFINED 1,4,5    412,390    0    0
CVS CAREMARK CORPORATION     COM              126650100   3,726    116,906 SH       DEFINED 1,6,5    116,906    0    0
DIGITALGLOBE INC             COM NEW          25389M877     748     38,968 SH       DEFINED 1,5       38,968    0    0
DIGITALGLOBE INC             COM NEW          25389M877     725     37,740 SH       DEFINED 1,2,5     37,740    0    0
DIGITALGLOBE INC             COM NEW          25389M877     182      9,460 SH       DEFINED 1,3,5      9,460    0    0
DIGITALGLOBE INC             COM NEW          25389M877   1,703     88,692 SH       DEFINED 1,4,5     88,692    0    0
DIGITALGLOBE INC             COM NEW          25389M877     483     25,140 SH       DEFINED 1,6,5     25,140    0    0
ELECTRONIC ARTS INC          COM              285512109   5,362    246,869 SH       DEFINED 1,5      246,869    0    0
ELECTRONIC ARTS INC          COM              285512109   4,840    222,831 SH       DEFINED 1,2,5    222,831    0    0
ELECTRONIC ARTS INC          COM              285512109   1,213     55,856 SH       DEFINED 1,3,5     55,856    0    0
ELECTRONIC ARTS INC          COM              285512109  11,370    523,490 SH       DEFINED 1,4,5    523,490    0    0
ELECTRONIC ARTS INC          COM              285512109   3,224    148,439 SH       DEFINED 1,6,5    148,439    0    0
ENERGIZER HLDGS INC          COM              29266R108   4,326     82,807 SH       DEFINED 1,5       82,807    0    0
ENERGIZER HLDGS INC          COM              29266R108   4,190     80,199 SH       DEFINED 1,2,5     80,199    0    0
ENERGIZER HLDGS INC          COM              29266R108   1,050     20,101 SH       DEFINED 1,3,5     20,101    0    0
ENERGIZER HLDGS INC          COM              29266R108   9,846    188,472 SH       DEFINED 1,4,5    188,472    0    0
ENERGIZER HLDGS INC          COM              29266R108   2,791     53,421 SH       DEFINED 1,6,5     53,421    0    0
EQT CORP                     COM              26884L109     843     24,160 SH       DEFINED 1,5       24,160    0    0
EQT CORP                     COM              26884L109     817     23,399 SH       DEFINED 1,2,5     23,399    0    0
EQT CORP                     COM              26884L109     205      5,865 SH       DEFINED 1,3,5      5,865    0    0
EQT CORP                     COM              26884L109   1,920     54,989 SH       DEFINED 1,4,5     54,989    0    0
EQT CORP                     COM              26884L109     544     15,587 SH       DEFINED 1,6,5     15,587    0    0
FIDELITY NATIONAL FINANCIAL  CL A             31620R105   2,347    173,469 SH       DEFINED 1,5      173,469    0    0
FIDELITY NATIONAL FINANCIAL  CL A             31620R105   1,958    144,747 SH       DEFINED 1,2,5    144,747    0    0
FIDELITY NATIONAL FINANCIAL  CL A             31620R105     491     36,283 SH       DEFINED 1,3,5     36,283    0    0
FIDELITY NATIONAL FINANCIAL  CL A             31620R105   4,602    340,136 SH       DEFINED 1,4,5    340,136    0    0
FIDELITY NATIONAL FINANCIAL  CL A             31620R105   1,305     96,421 SH       DEFINED 1,6,5     96,421    0    0
FLOWERS FOODS INC            COM              343498101     916     41,927 SH       DEFINED 1,5       41,927    0    0
FLOWERS FOODS INC            COM              343498101     887     40,629 SH       DEFINED 1,2,5     40,629    0    0
FLOWERS FOODS INC            COM              343498101     222     10,187 SH       DEFINED 1,3,5     10,187    0    0
FLOWERS FOODS INC            COM              343498101   2,079     95,215 SH       DEFINED 1,4,5     95,215    0    0
FLOWERS FOODS INC            COM              343498101     591     27,042 SH       DEFINED 1,6,5     27,042    0    0
FORCE PROTECTION INC         CALL             345203902     128     14,500 SH  CALL DEFINED 1,5       14,500    0    0
FORCE PROTECTION INC         CALL             345203902     126     14,200 SH  CALL DEFINED 1,2,5     14,200    0    0
FORCE PROTECTION INC         CALL             345203902      32      3,600 SH  CALL DEFINED 1,3,5      3,600    0    0
FORCE PROTECTION INC         CALL             345203902     294     33,300 SH  CALL DEFINED 1,4,5     33,300    0    0
FORCE PROTECTION INC         CALL             345203902      83      9,400 SH  CALL DEFINED 1,6,5      9,400    0    0
FORCE PROTECTION INC         CALL             345203902     176     19,900 SH  CALL DEFINED 1,5       19,900    0    0
FORCE PROTECTION INC         CALL             345203902     171     19,400 SH  CALL DEFINED 1,2,5     19,400    0    0
FORCE PROTECTION INC         CALL             345203902      43      4,900 SH  CALL DEFINED 1,3,5      4,900    0    0
FORCE PROTECTION INC         CALL             345203902     401     45,400 SH  CALL DEFINED 1,4,5     45,400    0    0
FORCE PROTECTION INC         CALL             345203902     114     12,900 SH  CALL DEFINED 1,6,5     12,900    0    0
FOREST OIL CORP              COM PAR $0.01    346091705   3,234    216,754 SH       DEFINED 1,5      216,754    0    0
FOREST OIL CORP              COM PAR $0.01    346091705   3,132    209,933 SH       DEFINED 1,2,5    209,933    0    0
FOREST OIL CORP              COM PAR $0.01    346091705     785     52,622 SH       DEFINED 1,3,5     52,622    0    0
FOREST OIL CORP              COM PAR $0.01    346091705   7,361    493,371 SH       DEFINED 1,4,5    493,371    0    0
FOREST OIL CORP              COM PAR $0.01    346091705   2,086    139,844 SH       DEFINED 1,6,5    139,844    0    0
FTI CONSULTING INC           COM              302941109   1,759     34,684 SH       DEFINED 1,5       34,684    0    0
FTI CONSULTING INC           COM              302941109   1,712     33,746 SH       DEFINED 1,2,5     33,746    0    0
FTI CONSULTING INC           COM              302941109     429      8,458 SH       DEFINED 1,3,5      8,458    0    0
FTI CONSULTING INC           COM              302941109   4,022     79,289 SH       DEFINED 1,4,5     79,289    0    0
FTI CONSULTING INC           COM              302941109   1,140     22,473 SH       DEFINED 1,6,5     22,473    0    0
GENERAL ELECTRIC CO          COM              369604103     457     39,014 SH       DEFINED 1,5       39,014    0    0
GENERAL ELECTRIC CO          COM              369604103     443     37,796 SH       DEFINED 1,2,5     37,796    0    0
GENERAL ELECTRIC CO          COM              369604103     111      9,479 SH       DEFINED 1,3,5      9,479    0    0
GENERAL ELECTRIC CO          COM              369604103   1,038     88,554 SH       DEFINED 1,4,5     88,554    0    0
GENERAL ELECTRIC CO          COM              369604103     295     25,157 SH       DEFINED 1,6,5     25,157    0    0
GENESCO INC                  COM              371532102     774     41,233 SH       DEFINED 1,5       41,233    0    0
GENESCO INC                  COM              371532102     750     39,934 SH       DEFINED 1,2,5     39,934    0    0
GENESCO INC                  COM              371532102     188     10,010 SH       DEFINED 1,3,5     10,010    0    0
GENESCO INC                  COM              371532102   1,762     93,849 SH       DEFINED 1,4,5     93,849    0    0
GENESCO INC                  COM              371532102     499     26,602 SH       DEFINED 1,6,5     26,602    0    0
GEN-PROBE INC NEW            COM              36866T103   2,262     52,582 SH       DEFINED 1,5       52,582    0    0
GEN-PROBE INC NEW            COM              36866T103   2,191     50,950 SH       DEFINED 1,2,5     50,950    0    0
GEN-PROBE INC NEW            COM              36866T103     549     12,770 SH       DEFINED 1,3,5     12,770    0    0
GEN-PROBE INC NEW            COM              36866T103   5,151    119,760 SH       DEFINED 1,4,5    119,760    0    0
GEN-PROBE INC NEW            COM              36866T103   1,460     33,938 SH       DEFINED 1,6,5     33,938    0    0
GEOEYE INC                   COM              37250W108   1,033     43,832 SH       DEFINED 1,5       43,832    0    0
GEOEYE INC                   COM              37250W108   1,000     42,459 SH       DEFINED 1,2,5     42,459    0    0
GEOEYE INC                   COM              37250W108     251     10,642 SH       DEFINED 1,3,5     10,642    0    0
GEOEYE INC                   COM              37250W108   2,351     99,786 SH       DEFINED 1,4,5     99,786    0    0
GEOEYE INC                   COM              37250W108     666     28,281 SH       DEFINED 1,6,5     28,281    0    0
GLOBAL BRANDS ACQUISITION CO COM              378982102     660     67,760 SH       DEFINED 1,5       67,760    0    0
GLOBAL BRANDS ACQUISITION CO COM              378982102     999    102,573 SH       DEFINED 1,2,5    102,573    0    0
GLOBAL BRANDS ACQUISITION CO COM              378982102     250     25,657 SH       DEFINED 1,3,5     25,657    0    0
GLOBAL BRANDS ACQUISITION CO COM              378982102   2,339    240,124 SH       DEFINED 1,4,5    240,124    0    0
GLOBAL BRANDS ACQUISITION CO COM              378982102     684     70,186 SH       DEFINED 1,6,5     70,186    0    0
GLOBAL CONSUMER ACQST CORP   COM              378983100   2,383    246,723 SH       DEFINED 1,5      246,723    0    0
GLOBAL CONSUMER ACQST CORP   COM              378983100     693     71,706 SH       DEFINED 1,2,5     71,706    0    0
GLOBAL CONSUMER ACQST CORP   COM              378983100     173     17,936 SH       DEFINED 1,3,5     17,936    0    0
GLOBAL CONSUMER ACQST CORP   COM              378983100   1,622    167,865 SH       DEFINED 1,4,5    167,865    0    0
GLOBAL CONSUMER ACQST CORP   COM              378983100     473     48,970 SH       DEFINED 1,6,5     48,970    0    0
GOODRICH CORP                COM              382388106     446      8,924 SH       DEFINED 1,5        8,924    0    0
GOODRICH CORP                COM              382388106     432      8,642 SH       DEFINED 1,2,5      8,642    0    0
GOODRICH CORP                COM              382388106     108      2,166 SH       DEFINED 1,3,5      2,166    0    0
GOODRICH CORP                COM              382388106   1,015     20,311 SH       DEFINED 1,4,5     20,311    0    0
GOODRICH CORP                COM              382388106     288      5,757 SH       DEFINED 1,6,5      5,757    0    0
GOODYEAR TIRE & RUBR CO      COM              382550101   1,623    144,170 SH       DEFINED 1,5      144,170    0    0
GOODYEAR TIRE & RUBR CO      COM              382550101   1,573    139,662 SH       DEFINED 1,2,5    139,662    0    0
GOODYEAR TIRE & RUBR CO      COM              382550101     394     35,026 SH       DEFINED 1,3,5     35,026    0    0
GOODYEAR TIRE & RUBR CO      COM              382550101   3,685    327,276 SH       DEFINED 1,4,5    327,276    0    0
GOODYEAR TIRE & RUBR CO      COM              382550101   1,047     92,966 SH       DEFINED 1,6,5     92,966    0    0
GOOGLE INC                   CL A             38259P508   3,924      9,307 SH       DEFINED 1,5        9,307    0    0
GOOGLE INC                   CL A             38259P508   3,476      8,246 SH       DEFINED 1,2,5      8,246    0    0
GOOGLE INC                   CL A             38259P508     872      2,068 SH       DEFINED 1,3,5      2,068    0    0
GOOGLE INC                   CL A             38259P508   8,173     19,387 SH       DEFINED 1,4,5     19,387    0    0
GOOGLE INC                   CL A             38259P508   2,315      5,492 SH       DEFINED 1,6,5      5,492    0    0
GUESS INC                    COM              401617105     753     29,226 SH       DEFINED 1,5       29,226    0    0
GUESS INC                    COM              401617105     730     28,305 SH       DEFINED 1,2,5     28,305    0    0
GUESS INC                    COM              401617105     183      7,095 SH       DEFINED 1,3,5      7,095    0    0
GUESS INC                    COM              401617105   1,715     66,519 SH       DEFINED 1,4,5     66,519    0    0
GUESS INC                    COM              401617105     486     18,855 SH       DEFINED 1,6,5     18,855    0    0
HELEN OF TROY CORP LTD       COM              G4388N106     474     28,256 SH       DEFINED 1,5       28,256    0    0
HELEN OF TROY CORP LTD       COM              G4388N106     460     27,398 SH       DEFINED 1,2,5     27,398    0    0
HELEN OF TROY CORP LTD       COM              G4388N106     115      6,870 SH       DEFINED 1,3,5      6,870    0    0
HELEN OF TROY CORP LTD       COM              G4388N106   1,079     64,240 SH       DEFINED 1,4,5     64,240    0    0
HELEN OF TROY CORP LTD       COM              G4388N106     306     18,236 SH       DEFINED 1,6,5     18,236    0    0
HESS CORP                    COM              42809H107   2,284     42,494 SH       DEFINED 1,5       42,494    0    0
HESS CORP                    COM              42809H107   2,212     41,159 SH       DEFINED 1,2,5     41,159    0    0
HESS CORP                    COM              42809H107     555     10,319 SH       DEFINED 1,3,5     10,319    0    0
HESS CORP                    COM              42809H107   5,193     96,619 SH       DEFINED 1,4,5     96,619    0    0
HESS CORP                    COM              42809H107   1,473     27,409 SH       DEFINED 1,6,5     27,409    0    0
HEWLETT PACKARD CO           COM              428236103     943     24,386 SH       DEFINED 1,5       24,386    0    0
HEWLETT PACKARD CO           COM              428236103     913     23,623 SH       DEFINED 1,2,5     23,623    0    0
HEWLETT PACKARD CO           COM              428236103     229      5,924 SH       DEFINED 1,3,5      5,924    0    0
HEWLETT PACKARD CO           COM              428236103   2,139     55,344 SH       DEFINED 1,4,5     55,344    0    0
HEWLETT PACKARD CO           COM              428236103     608     15,723 SH       DEFINED 1,6,5     15,723    0    0
HIGHLANDS ACQUISITION CORP   COM              430880104     294     30,240 SH       DEFINED 1,5       30,240    0    0
HIGHLANDS ACQUISITION CORP   COM              430880104     485     49,827 SH       DEFINED 1,2,5     49,827    0    0
HIGHLANDS ACQUISITION CORP   COM              430880104     121     12,463 SH       DEFINED 1,3,5     12,463    0    0
HIGHLANDS ACQUISITION CORP   COM              430880104   1,135    116,643 SH       DEFINED 1,4,5    116,643    0    0
HIGHLANDS ACQUISITION CORP   COM              430880104     331     34,027 SH       DEFINED 1,6,5     34,027    0    0
HUB GROUP INC                CL A             443320106     407     19,738 SH       DEFINED 1,5       19,738    0    0
HUB GROUP INC                CL A             443320106     395     19,117 SH       DEFINED 1,2,5     19,117    0    0
HUB GROUP INC                CL A             443320106      99      4,792 SH       DEFINED 1,3,5      4,792    0    0
HUB GROUP INC                CL A             443320106     927     44,920 SH       DEFINED 1,4,5     44,920    0    0
HUB GROUP INC                CL A             443320106     263     12,733 SH       DEFINED 1,6,5     12,733    0    0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1  459902AP7   3,922  3,977,000 SH       DEFINED 1,5    3,977,000    0    0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1  459902AP7   5,007  5,077,000 SH       DEFINED 1,2,5  5,077,000    0    0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1  459902AP7   1,253  1,270,000 SH       DEFINED 1,3,5  1,270,000    0    0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1  459902AP7  11,681 11,844,000 SH       DEFINED 1,4,5 11,844,000    0    0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1  459902AP7   2,603  2,639,000 SH       DEFINED 1,6,5  2,639,000    0    0
JARDEN CORP                  COM              471109108   1,188     63,335 SH       DEFINED 1,5       63,335    0    0
JARDEN CORP                  COM              471109108   1,150     61,350 SH       DEFINED 1,2,5     61,350    0    0
JARDEN CORP                  COM              471109108     288     15,379 SH       DEFINED 1,3,5     15,379    0    0
JARDEN CORP                  COM              471109108   2,701    144,078 SH       DEFINED 1,4,5    144,078    0    0
JARDEN CORP                  COM              471109108     766     40,858 SH       DEFINED 1,6,5     40,858    0    0
KBL HEALTHCARE ACQUIS CORP I COM              48241N107     515     66,675 SH       DEFINED 1,5       66,675    0    0
KBL HEALTHCARE ACQUIS CORP I COM              48241N107     837    108,379 SH       DEFINED 1,2,5    108,379    0    0
KBL HEALTHCARE ACQUIS CORP I COM              48241N107     209     27,109 SH       DEFINED 1,3,5     27,109    0    0
KBL HEALTHCARE ACQUIS CORP I COM              48241N107   1,952    252,822 SH       DEFINED 1,4,5    252,822    0    0
KBL HEALTHCARE ACQUIS CORP I COM              48241N107     571     74,015 SH       DEFINED 1,6,5     74,015    0    0
KING PHARMACEUTICALS  INC    COM              495582108   1,032    107,166 SH       DEFINED 1,5      107,166    0    0
KING PHARMACEUTICALS  INC    COM              495582108     999    103,790 SH       DEFINED 1,2,5    103,790    0    0
KING PHARMACEUTICALS  INC    COM              495582108     251     26,017 SH       DEFINED 1,3,5     26,017    0    0
KING PHARMACEUTICALS  INC    COM              495582108   2,349    243,891 SH       DEFINED 1,4,5    243,891    0    0
KING PHARMACEUTICALS  INC    COM              495582108     666     69,136 SH       DEFINED 1,6,5     69,136    0    0
LEGG MASON INC               UNIT 99/99/9999  524901303     695     27,453 SH       DEFINED 1,5       27,453    0    0
LEGG MASON INC               UNIT 99/99/9999  524901303     719     28,417 SH       DEFINED 1,2,5     28,417    0    0
LEGG MASON INC               UNIT 99/99/9999  524901303     180      7,108 SH       DEFINED 1,3,5      7,108    0    0
LEGG MASON INC               UNIT 99/99/9999  524901303   1,678     66,292 SH       DEFINED 1,4,5     66,292    0    0
LEGG MASON INC               UNIT 99/99/9999  524901303     525     20,730 SH       DEFINED 1,6,5     20,730    0    0
LEXMARK INTL NEW             CL A             529771107     262     16,544 SH       DEFINED 1,5       16,544    0    0
LEXMARK INTL NEW             CL A             529771107     254     16,041 SH       DEFINED 1,2,5     16,041    0    0
LEXMARK INTL NEW             CL A             529771107      64      4,022 SH       DEFINED 1,3,5      4,022    0    0
LEXMARK INTL NEW             CL A             529771107     604     38,107 SH       DEFINED 1,4,5     38,107    0    0
LEXMARK INTL NEW             CL A             529771107     169     10,677 SH       DEFINED 1,6,5     10,677    0    0
LIBERTY ACQUISITION HLDGS CO COM              53015Y107   2,882    318,067 SH       DEFINED 1,5      318,067    0    0
LIBERTY ACQUISITION HLDGS CO COM              53015Y107   1,762    194,525 SH       DEFINED 1,2,5    194,525    0    0
LIBERTY ACQUISITION HLDGS CO COM              53015Y107     441     48,656 SH       DEFINED 1,3,5     48,656    0    0
LIBERTY ACQUISITION HLDGS CO COM              53015Y107   4,126    455,386 SH       DEFINED 1,4,5    455,386    0    0
LIBERTY ACQUISITION HLDGS CO COM              53015Y107   1,208    133,366 SH       DEFINED 1,6,5    133,366    0    0
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302     260     19,166 SH       DEFINED 1,5       19,166    0    0
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302     247     18,240 SH       DEFINED 1,2,5     18,240    0    0
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302      62      4,571 SH       DEFINED 1,3,5      4,571    0    0
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302     581     42,874 SH       DEFINED 1,4,5     42,874    0    0
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302     165     12,149 SH       DEFINED 1,6,5     12,149    0    0
LIFEPOINT HOSPITALS INC      COM              53219L109     807     30,742 SH       DEFINED 1,5       30,742    0    0
LIFEPOINT HOSPITALS INC      COM              53219L109     782     29,778 SH       DEFINED 1,2,5     29,778    0    0
LIFEPOINT HOSPITALS INC      COM              53219L109     196      7,465 SH       DEFINED 1,3,5      7,465    0    0
LIFEPOINT HOSPITALS INC      COM              53219L109   1,837     69,980 SH       DEFINED 1,4,5     69,980    0    0
LIFEPOINT HOSPITALS INC      COM              53219L109     521     19,835 SH       DEFINED 1,6,5     19,835    0    0
LINEAR TECHNOLOGY CORP       NOTE 3.125% 5/0  535678AD8   1,233  1,271,000 SH       DEFINED 1,5    1,271,000    0    0
LINEAR TECHNOLOGY CORP       NOTE 3.125% 5/0  535678AD8   2,030  2,093,000 SH       DEFINED 1,2,5  2,093,000    0    0
LINEAR TECHNOLOGY CORP       NOTE 3.125% 5/0  535678AD8     518    534,000 SH       DEFINED 1,3,5    534,000    0    0
LINEAR TECHNOLOGY CORP       NOTE 3.125% 5/0  535678AD8   4,557  4,698,000 SH       DEFINED 1,4,5  4,698,000    0    0
LINEAR TECHNOLOGY CORP       NOTE 3.125% 5/0  535678AD8   1,021  1,053,000 SH       DEFINED 1,6,5  1,053,000    0    0
LSI CORPORATION              NOTE 4.000% 5/1  502161AJ1     695    706,000 SH       DEFINED 1,5      706,000    0    0
LSI CORPORATION              NOTE 4.000% 5/1  502161AJ1   1,423  1,447,000 SH       DEFINED 1,2,5  1,447,000    0    0
LSI CORPORATION              NOTE 4.000% 5/1  502161AJ1     363    369,000 SH       DEFINED 1,3,5    369,000    0    0
LSI CORPORATION              NOTE 4.000% 5/1  502161AJ1   3,195  3,248,000 SH       DEFINED 1,4,5  3,248,000    0    0
LSI CORPORATION              NOTE 4.000% 5/1  502161AJ1     717    729,000 SH       DEFINED 1,6,5    729,000    0    0
MARRIOTT INTL INC NEW        CL A             571903202     426     19,294 SH       DEFINED 1,5       19,294    0    0
MARRIOTT INTL INC NEW        CL A             571903202     412     18,687 SH       DEFINED 1,2,5     18,687    0    0
MARRIOTT INTL INC NEW        CL A             571903202     103      4,686 SH       DEFINED 1,3,5      4,686    0    0
MARRIOTT INTL INC NEW        CL A             571903202     969     43,886 SH       DEFINED 1,4,5     43,886    0    0
MARRIOTT INTL INC NEW        CL A             571903202     275     12,447 SH       DEFINED 1,6,5     12,447    0    0
MATTEL INC                   COM              577081102     967     60,235 SH       DEFINED 1,5       60,235    0    0
MATTEL INC                   COM              577081102     936     58,344 SH       DEFINED 1,2,5     58,344    0    0
MATTEL INC                   COM              577081102     235     14,623 SH       DEFINED 1,3,5     14,623    0    0
MATTEL INC                   COM              577081102   2,201    137,128 SH       DEFINED 1,4,5    137,128    0    0
MATTEL INC                   COM              577081102     624     38,864 SH       DEFINED 1,6,5     38,864    0    0
MAXTOR CORP                  NOTE 6.800% 4/3  577729AC0      76     76,000 SH       DEFINED 1,5       76,000    0    0
MAXTOR CORP                  NOTE 6.800% 4/3  577729AC0     216    217,000 SH       DEFINED 1,2,5    217,000    0    0
MAXTOR CORP                  NOTE 6.800% 4/3  577729AC0      54     54,000 SH       DEFINED 1,3,5     54,000    0    0
MAXTOR CORP                  NOTE 6.800% 4/3  577729AC0     502    505,000 SH       DEFINED 1,4,5    505,000    0    0
MAXTOR CORP                  NOTE 6.800% 4/3  577729AC0     110    111,000 SH       DEFINED 1,6,5    111,000    0    0
MCKESSON CORP                COM              58155Q103   1,540     35,011 SH       DEFINED 1,5       35,011    0    0
MCKESSON CORP                COM              58155Q103   1,393     31,667 SH       DEFINED 1,2,5     31,667    0    0
MCKESSON CORP                COM              58155Q103     350      7,953 SH       DEFINED 1,3,5      7,953    0    0
MCKESSON CORP                COM              58155Q103   3,269     74,292 SH       DEFINED 1,4,5     74,292    0    0
MCKESSON CORP                COM              58155Q103     927     21,077 SH       DEFINED 1,6,5     21,077    0    0
MICROSOFT CORP               COM              594918104   2,060     86,684 SH       DEFINED 1,5       86,684    0    0
MICROSOFT CORP               COM              594918104   1,996     83,953 SH       DEFINED 1,2,5     83,953    0    0
MICROSOFT CORP               COM              594918104     500     21,044 SH       DEFINED 1,3,5     21,044    0    0
MICROSOFT CORP               COM              594918104   4,690    197,295 SH       DEFINED 1,4,5    197,295    0    0
MICROSOFT CORP               COM              594918104   1,329     55,924 SH       DEFINED 1,6,5     55,924    0    0
MOLSON COORS BREWING CO      CL B             60871R209   2,474     58,451 SH       DEFINED 1,5       58,451    0    0
MOLSON COORS BREWING CO      CL B             60871R209   2,396     56,610 SH       DEFINED 1,2,5     56,610    0    0
MOLSON COORS BREWING CO      CL B             60871R209     601     14,190 SH       DEFINED 1,3,5     14,190    0    0
MOLSON COORS BREWING CO      CL B             60871R209   5,631    133,038 SH       DEFINED 1,4,5    133,038    0    0
MOLSON COORS BREWING CO      CL B             60871R209   1,596     37,711 SH       DEFINED 1,6,5     37,711    0    0
MYLAN INC                    PFD CONV         628530206     217        254 SH       DEFINED 1,5          254    0    0
MYLAN INC                    PFD CONV         628530206     354        413 SH       DEFINED 1,2,5        413    0    0
MYLAN INC                    PFD CONV         628530206      88        103 SH       DEFINED 1,3,5        103    0    0
MYLAN INC                    PFD CONV         628530206     825        963 SH       DEFINED 1,4,5        963    0    0
MYLAN INC                    PFD CONV         628530206     229        267 SH       DEFINED 1,6,5        267    0    0
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107   1,856     27,548 SH       DEFINED 1,5       27,548    0    0
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107   1,797     26,682 SH       DEFINED 1,2,5     26,682    0    0
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107     451      6,688 SH       DEFINED 1,3,5      6,688    0    0
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107   4,224     62,708 SH       DEFINED 1,4,5     62,708    0    0
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107   1,197     17,774 SH       DEFINED 1,6,5     17,774    0    0
NEXTEL COMMUNICATIONS INC    NOTE 5.250% 1/1  65332VAY9   3,809  3,862,000 SH       DEFINED 1,5    3,862,000    0    0
NEXTEL COMMUNICATIONS INC    NOTE 5.250% 1/1  65332VAY9   7,355  7,458,000 SH       DEFINED 1,2,5  7,458,000    0    0
NEXTEL COMMUNICATIONS INC    NOTE 5.250% 1/1  65332VAY9   1,840  1,866,000 SH       DEFINED 1,3,5  1,866,000    0    0
NEXTEL COMMUNICATIONS INC    NOTE 5.250% 1/1  65332VAY9  17,167 17,406,000 SH       DEFINED 1,4,5 17,406,000    0    0
NEXTEL COMMUNICATIONS INC    NOTE 5.250% 1/1  65332VAY9   2,833  2,872,000 SH       DEFINED 1,6,5  2,872,000    0    0
NII HLDGS INC                NOTE 2.750% 8/1  62913FAF9     784    838,000 SH       DEFINED 1,5      838,000    0    0
NII HLDGS INC                NOTE 2.750% 8/1  62913FAF9   1,421  1,520,000 SH       DEFINED 1,2,5  1,520,000    0    0
NII HLDGS INC                NOTE 2.750% 8/1  62913FAF9     357    382,000 SH       DEFINED 1,3,5    382,000    0    0
NII HLDGS INC                NOTE 2.750% 8/1  62913FAF9   3,367  3,601,000 SH       DEFINED 1,4,5  3,601,000    0    0
NII HLDGS INC                NOTE 2.750% 8/1  62913FAF9     317    339,000 SH       DEFINED 1,6,5    339,000    0    0
NORTHERN TR CORP             COM              665859104   1,044     19,455 SH       DEFINED 1,5       19,455    0    0
NORTHERN TR CORP             COM              665859104   1,013     18,870 SH       DEFINED 1,2,5     18,870    0    0
NORTHERN TR CORP             COM              665859104     254      4,730 SH       DEFINED 1,3,5      4,730    0    0
NORTHERN TR CORP             COM              665859104   2,382     44,375 SH       DEFINED 1,4,5     44,375    0    0
NORTHERN TR CORP             COM              665859104     675     12,570 SH       DEFINED 1,6,5     12,570    0    0
NOVELL INC                   DBCV 0.500% 7/1  670006AC9     597    600,000 SH       DEFINED 1,5      600,000    0    0
NOVELL INC                   DBCV 0.500% 7/1  670006AC9     653    656,000 SH       DEFINED 1,2,5    656,000    0    0
NOVELL INC                   DBCV 0.500% 7/1  670006AC9     164    165,000 SH       DEFINED 1,3,5    165,000    0    0
NOVELL INC                   DBCV 0.500% 7/1  670006AC9   1,528  1,536,000 SH       DEFINED 1,4,5  1,536,000    0    0
NOVELL INC                   DBCV 0.500% 7/1  670006AC9     435    437,000 SH       DEFINED 1,6,5    437,000    0    0
NRDC ACQUISITION CORP        COM              62941R102   1,325    136,785 SH       DEFINED 1,5      136,785    0    0
NRDC ACQUISITION CORP        COM              62941R102   2,184    225,361 SH       DEFINED 1,2,5    225,361    0    0
NRDC ACQUISITION CORP        COM              62941R102     546     56,370 SH       DEFINED 1,3,5     56,370    0    0
NRDC ACQUISITION CORP        COM              62941R102   5,112    527,579 SH       DEFINED 1,4,5    527,579    0    0
NRDC ACQUISITION CORP        COM              62941R102   1,491    153,905 SH       DEFINED 1,6,5    153,905    0    0
NU SKIN ENTERPRISES INC      CL A             67018T105     612     40,030 SH       DEFINED 1,5       40,030    0    0
NU SKIN ENTERPRISES INC      CL A             67018T105     593     38,764 SH       DEFINED 1,2,5     38,764    0    0
NU SKIN ENTERPRISES INC      CL A             67018T105     149      9,718 SH       DEFINED 1,3,5      9,718    0    0
NU SKIN ENTERPRISES INC      CL A             67018T105   1,394     91,084 SH       DEFINED 1,4,5     91,084    0    0
NU SKIN ENTERPRISES INC      CL A             67018T105     395     25,823 SH       DEFINED 1,6,5     25,823    0    0
NUVASIVE INC                 PUT              670704955     446     10,000 SH  PUT  DEFINED 1,5       10,000    0    0
NUVASIVE INC                 PUT              670704955     424      9,500 SH  PUT  DEFINED 1,2,5      9,500    0    0
NUVASIVE INC                 PUT              670704955     103      2,300 SH  PUT  DEFINED 1,3,5      2,300    0    0
NUVASIVE INC                 PUT              670704955     977     21,900 SH  PUT  DEFINED 1,4,5     21,900    0    0
NUVASIVE INC                 PUT              670704955     281      6,300 SH  PUT  DEFINED 1,6,5      6,300    0    0
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5     734    771,000 SH       DEFINED 1,5      771,000    0    0
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5   1,300  1,365,000 SH       DEFINED 1,2,5  1,365,000    0    0
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5     325    341,000 SH       DEFINED 1,3,5    341,000    0    0
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5   3,031  3,182,000 SH       DEFINED 1,4,5  3,182,000    0    0
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5     670    703,000 SH       DEFINED 1,6,5    703,000    0    0
OSHKOSH CORP                 PUT              688239951     141      9,700 SH  PUT  DEFINED 1,5        9,700    0    0
OSHKOSH CORP                 PUT              688239951     138      9,500 SH  PUT  DEFINED 1,2,5      9,500    0    0
OSHKOSH CORP                 PUT              688239951      35      2,400 SH  PUT  DEFINED 1,3,5      2,400    0    0
OSHKOSH CORP                 PUT              688239951     321     22,100 SH  PUT  DEFINED 1,4,5     22,100    0    0
OSHKOSH CORP                 PUT              688239951      92      6,300 SH  PUT  DEFINED 1,6,5      6,300    0    0
PENNEY J C INC               COM              708160106   1,540     53,649 SH       DEFINED 1,5       53,649    0    0
PENNEY J C INC               COM              708160106   1,492     51,970 SH       DEFINED 1,2,5     51,970    0    0
PENNEY J C INC               COM              708160106     374     13,033 SH       DEFINED 1,3,5     13,033    0    0
PENNEY J C INC               COM              708160106   3,496    121,757 SH       DEFINED 1,4,5    121,757    0    0
PENNEY J C INC               COM              708160106     993     34,591 SH       DEFINED 1,6,5     34,591    0    0
PEPSI BOTTLING GROUP INC     CALL             713409900   2,656     78,500 SH  CALL DEFINED 1,5       78,500    0    0
PEPSI BOTTLING GROUP INC     CALL             713409900   2,552     75,400 SH  CALL DEFINED 1,2,5     75,400    0    0
PEPSI BOTTLING GROUP INC     CALL             713409900     643     19,000 SH  CALL DEFINED 1,3,5     19,000    0    0
PEPSI BOTTLING GROUP INC     CALL             713409900   5,983    176,800 SH  CALL DEFINED 1,4,5    176,800    0    0
PEPSI BOTTLING GROUP INC     CALL             713409900   1,702     50,300 SH  CALL DEFINED 1,6,5     50,300    0    0
PEPSICO INC                  COM              713448108   2,545     46,307 SH       DEFINED 1,5       46,307    0    0
PEPSICO INC                  COM              713448108   3,693     67,187 SH       DEFINED 1,2,5     67,187    0    0
PERDIGAO S A                 SPONSORED ADR    71361V303   1,188     31,106 SH       DEFINED 1,5       31,106    0    0
PERDIGAO S A                 SPONSORED ADR    71361V303   1,151     30,153 SH       DEFINED 1,2,5     30,153    0    0
PERDIGAO S A                 SPONSORED ADR    71361V303     289      7,557 SH       DEFINED 1,3,5      7,557    0    0
PERDIGAO S A                 SPONSORED ADR    71361V303   2,707     70,901 SH       DEFINED 1,4,5     70,901    0    0
PERDIGAO S A                 SPONSORED ADR    71361V303     767     20,083 SH       DEFINED 1,6,5     20,083    0    0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101   3,880    116,319 SH       DEFINED 1,5      116,319    0    0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101   3,758    112,654 SH       DEFINED 1,2,5    112,654    0    0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101     942     28,238 SH       DEFINED 1,3,5     28,238    0    0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101   8,832    264,746 SH       DEFINED 1,4,5    264,746    0    0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101   2,503     75,043 SH       DEFINED 1,6,5     75,043    0    0
PHILIP MORRIS INTL INC       COM              718172109   5,579    127,889 SH       DEFINED 1,5      127,889    0    0
PHILIP MORRIS INTL INC       COM              718172109   7,967    182,648 SH       DEFINED 1,2,5    182,648    0    0
PITNEY BOWES INC             COM              724479100     684     31,174 SH       DEFINED 1,5       31,174    0    0
PITNEY BOWES INC             COM              724479100     662     30,192 SH       DEFINED 1,2,5     30,192    0    0
PITNEY BOWES INC             COM              724479100     166      7,568 SH       DEFINED 1,3,5      7,568    0    0
PITNEY BOWES INC             COM              724479100   1,556     70,954 SH       DEFINED 1,4,5     70,954    0    0
PITNEY BOWES INC             COM              724479100     441     20,112 SH       DEFINED 1,6,5     20,112    0    0
PROSPECT AQUISITION CORP     COM              74347T103   1,034    106,877 SH       DEFINED 1,5      106,877    0    0
PROSPECT AQUISITION CORP     COM              74347T103     906     93,711 SH       DEFINED 1,2,5     93,711    0    0
PROSPECT AQUISITION CORP     COM              74347T103     227     23,440 SH       DEFINED 1,3,5     23,440    0    0
PROSPECT AQUISITION CORP     COM              74347T103   2,121    219,377 SH       DEFINED 1,4,5    219,377    0    0
PROSPECT AQUISITION CORP     COM              74347T103     619     63,995 SH       DEFINED 1,6,5     63,995    0    0
PRUDENTIAL FINL INC          COM              744320102   1,450     38,968 SH       DEFINED 1,5       38,968    0    0
PRUDENTIAL FINL INC          COM              744320102   1,405     37,740 SH       DEFINED 1,2,5     37,740    0    0
PRUDENTIAL FINL INC          COM              744320102     352      9,460 SH       DEFINED 1,3,5      9,460    0    0
PRUDENTIAL FINL INC          COM              744320102   3,301     88,692 SH       DEFINED 1,4,5     88,692    0    0
PRUDENTIAL FINL INC          COM              744320102     936     25,140 SH       DEFINED 1,6,5     25,140    0    0
RALCORP HLDGS INC NEW        COM              751028101   3,562     58,464 SH       DEFINED 1,5       58,464    0    0
RALCORP HLDGS INC NEW        COM              751028101   3,450     56,624 SH       DEFINED 1,2,5     56,624    0    0
RALCORP HLDGS INC NEW        COM              751028101     865     14,195 SH       DEFINED 1,3,5     14,195    0    0
RALCORP HLDGS INC NEW        COM              751028101   8,103    133,003 SH       DEFINED 1,4,5    133,003    0    0
RALCORP HLDGS INC NEW        COM              751028101   2,298     37,714 SH       DEFINED 1,6,5     37,714    0    0
RED ROBIN GOURMET BURGERS IN COM              75689M101     548     29,213 SH       DEFINED 1,5       29,213    0    0
RED ROBIN GOURMET BURGERS IN COM              75689M101     531     28,304 SH       DEFINED 1,2,5     28,304    0    0
RED ROBIN GOURMET BURGERS IN COM              75689M101     133      7,093 SH       DEFINED 1,3,5      7,093    0    0
RED ROBIN GOURMET BURGERS IN COM              75689M101   1,248     66,538 SH       DEFINED 1,4,5     66,538    0    0
RED ROBIN GOURMET BURGERS IN COM              75689M101     353     18,852 SH       DEFINED 1,6,5     18,852    0    0
REYNOLDS AMERICAN INC        COM              761713106     632     16,371 SH       DEFINED 1,5       16,371    0    0
REYNOLDS AMERICAN INC        COM              761713106     848     21,960 SH       DEFINED 1,2,5     21,960    0    0
REYNOLDS AMERICAN INC        COM              761713106      29        749 SH       DEFINED 1,3,5        749    0    0
REYNOLDS AMERICAN INC        COM              761713106     270      6,997 SH       DEFINED 1,4,5      6,997    0    0
REYNOLDS AMERICAN INC        COM              761713106      77      1,987 SH       DEFINED 1,6,5      1,987    0    0
SANDERSON FARMS INC          COM              800013104     438      9,727 SH       DEFINED 1,5        9,727    0    0
SANDERSON FARMS INC          COM              800013104     425      9,435 SH       DEFINED 1,2,5      9,435    0    0
SANDERSON FARMS INC          COM              800013104     106      2,365 SH       DEFINED 1,3,5      2,365    0    0
SANDERSON FARMS INC          COM              800013104     998     22,188 SH       DEFINED 1,4,5     22,188    0    0
SANDERSON FARMS INC          COM              800013104     283      6,285 SH       DEFINED 1,6,5      6,285    0    0
SAPPHIRE INDUSTRIALS CORP    COM              80306T109   1,442    147,579 SH       DEFINED 1,5      147,579    0    0
SAPPHIRE INDUSTRIALS CORP    COM              80306T109   1,136    116,282 SH       DEFINED 1,2,5    116,282    0    0
SAPPHIRE INDUSTRIALS CORP    COM              80306T109     284     29,086 SH       DEFINED 1,3,5     29,086    0    0
SAPPHIRE INDUSTRIALS CORP    COM              80306T109   2,660    272,220 SH       DEFINED 1,4,5    272,220    0    0
SAPPHIRE INDUSTRIALS CORP    COM              80306T109     776     79,430 SH       DEFINED 1,6,5     79,430    0    0
SCHWAB CHARLES CORP NEW      COM              808513105   1,101     62,772 SH       DEFINED 1,5       62,772    0    0
SCHWAB CHARLES CORP NEW      COM              808513105   1,066     60,785 SH       DEFINED 1,2,5     60,785    0    0
SCHWAB CHARLES CORP NEW      COM              808513105     267     15,238 SH       DEFINED 1,3,5     15,238    0    0
SCHWAB CHARLES CORP NEW      COM              808513105   2,503    142,722 SH       DEFINED 1,4,5    142,722    0    0
SCHWAB CHARLES CORP NEW      COM              808513105     710     40,483 SH       DEFINED 1,6,5     40,483    0    0
SEPRACOR INC                 NOTE 10/1        817315AW4   4,020  4,086,000 SH       DEFINED 1,5    4,086,000    0    0
SEPRACOR INC                 NOTE 10/1        817315AW4   5,178  5,264,000 SH       DEFINED 1,2,5  5,264,000    0    0
SEPRACOR INC                 NOTE 10/1        817315AW4   1,321  1,343,000 SH       DEFINED 1,3,5  1,343,000    0    0
SEPRACOR INC                 NOTE 10/1        817315AW4  11,645 11,837,000 SH       DEFINED 1,4,5 11,837,000    0    0
SEPRACOR INC                 NOTE 10/1        817315AW4   2,430  2,470,000 SH       DEFINED 1,6,5  2,470,000    0    0
SIRONA DENTAL SYSTEMS INC    COM              82966C103   1,014     50,705 SH       DEFINED 1,5       50,705    0    0
SIRONA DENTAL SYSTEMS INC    COM              82966C103     788     39,443 SH       DEFINED 1,2,5     39,443    0    0
SIRONA DENTAL SYSTEMS INC    COM              82966C103     198      9,886 SH       DEFINED 1,3,5      9,886    0    0
SIRONA DENTAL SYSTEMS INC    COM              82966C103   1,852     92,662 SH       DEFINED 1,4,5     92,662    0    0
SIRONA DENTAL SYSTEMS INC    COM              82966C103     525     26,269 SH       DEFINED 1,6,5     26,269    0    0
SMUCKER J M CO               COM NEW          832696405   1,125     23,117 SH       DEFINED 1,5       23,117    0    0
SMUCKER J M CO               COM NEW          832696405   1,607     33,022 SH       DEFINED 1,2,5     33,022    0    0
SP ACQUISITION HOLDINGS INC  COM              78470A104     382     39,426 SH       DEFINED 1,5       39,426    0    0
SP ACQUISITION HOLDINGS INC  COM              78470A104     629     64,955 SH       DEFINED 1,2,5     64,955    0    0
SP ACQUISITION HOLDINGS INC  COM              78470A104     157     16,247 SH       DEFINED 1,3,5     16,247    0    0
SP ACQUISITION HOLDINGS INC  COM              78470A104   1,472    152,062 SH       DEFINED 1,4,5    152,062    0    0
SP ACQUISITION HOLDINGS INC  COM              78470A104     429     44,360 SH       DEFINED 1,6,5     44,360    0    0
SPORTS PPTYS ACQUISITION COR COM              84920F107      75      7,698 SH       DEFINED 1,5        7,698    0    0
SPORTS PPTYS ACQUISITION COR COM              84920F107     123     12,682 SH       DEFINED 1,2,5     12,682    0    0
SPORTS PPTYS ACQUISITION COR COM              84920F107      31      3,172 SH       DEFINED 1,3,5      3,172    0    0
SPORTS PPTYS ACQUISITION COR COM              84920F107     287     29,687 SH       DEFINED 1,4,5     29,687    0    0
SPORTS PPTYS ACQUISITION COR COM              84920F107      84      8,661 SH       DEFINED 1,6,5      8,661    0    0
STEEL DYNAMICS INC           COM              858119100     217     14,630 SH       DEFINED 1,5       14,630    0    0
STEEL DYNAMICS INC           COM              858119100     210     14,174 SH       DEFINED 1,2,5     14,174    0    0
STEEL DYNAMICS INC           COM              858119100      53      3,555 SH       DEFINED 1,3,5      3,555    0    0
STEEL DYNAMICS INC           COM              858119100     491     33,207 SH       DEFINED 1,4,5     33,207    0    0
STEEL DYNAMICS INC           COM              858119100     140      9,434 SH       DEFINED 1,6,5      9,434    0    0
SUNPOWER CORP                DBCV 0.750% 8/0  867652AB5   1,035  1,137,000 SH       DEFINED 1,5    1,137,000    0    0
SUNPOWER CORP                DBCV 0.750% 8/0  867652AB5   2,375  2,610,000 SH       DEFINED 1,2,5  2,610,000    0    0
SUNPOWER CORP                DBCV 0.750% 8/0  867652AB5     607    667,000 SH       DEFINED 1,3,5    667,000    0    0
SUNPOWER CORP                DBCV 0.750% 8/0  867652AB5   5,332  5,859,000 SH       DEFINED 1,4,5  5,859,000    0    0
SUNPOWER CORP                DBCV 0.750% 8/0  867652AB5   1,572  1,727,000 SH       DEFINED 1,6,5  1,727,000    0    0
TEREX CORP NEW               COM              880779103     276     22,864 SH       DEFINED 1,5       22,864    0    0
TEREX CORP NEW               COM              880779103     267     22,149 SH       DEFINED 1,2,5     22,149    0    0
TEREX CORP NEW               COM              880779103      67      5,555 SH       DEFINED 1,3,5      5,555    0    0
TEREX CORP NEW               COM              880779103     626     51,889 SH       DEFINED 1,4,5     51,889    0    0
TEREX CORP NEW               COM              880779103     178     14,743 SH       DEFINED 1,6,5     14,743    0    0
TERRA INDS INC               COM              880915103     354     14,623 SH       DEFINED 1,5       14,623    0    0
TERRA INDS INC               COM              880915103     343     14,172 SH       DEFINED 1,2,5     14,172    0    0
TERRA INDS INC               COM              880915103      86      3,554 SH       DEFINED 1,3,5      3,554    0    0
TERRA INDS INC               COM              880915103     805     33,218 SH       DEFINED 1,4,5     33,218    0    0
TERRA INDS INC               COM              880915103     228      9,433 SH       DEFINED 1,6,5      9,433    0    0
TJX COS INC NEW              COM              872540109   3,673    116,748 SH       DEFINED 1,5      116,748    0    0
TJX COS INC NEW              COM              872540109   3,562    113,221 SH       DEFINED 1,2,5    113,221    0    0
TJX COS INC NEW              COM              872540109     893     28,379 SH       DEFINED 1,3,5     28,379    0    0
TJX COS INC NEW              COM              872540109   8,376    266,233 SH       DEFINED 1,4,5    266,233    0    0
TJX COS INC NEW              COM              872540109   2,373     75,419 SH       DEFINED 1,6,5     75,419    0    0
TNS INC                      COM              872960109   1,202     64,119 SH       DEFINED 1,5       64,119    0    0
TNS INC                      COM              872960109   1,169     62,327 SH       DEFINED 1,2,5     62,327    0    0
TNS INC                      COM              872960109     293     15,622 SH       DEFINED 1,3,5     15,622    0    0
TNS INC                      COM              872960109   2,745    146,422 SH       DEFINED 1,4,5    146,422    0    0
TNS INC                      COM              872960109     778     41,510 SH       DEFINED 1,6,5     41,510    0    0
TOLL BROTHERS INC            COM              889478103     331     19,507 SH       DEFINED 1,5       19,507    0    0
TOLL BROTHERS INC            COM              889478103     321     18,898 SH       DEFINED 1,2,5     18,898    0    0
TOLL BROTHERS INC            COM              889478103      80      4,740 SH       DEFINED 1,3,5      4,740    0    0
TOLL BROTHERS INC            COM              889478103     751     44,276 SH       DEFINED 1,4,5     44,276    0    0
TOLL BROTHERS INC            COM              889478103     213     12,579 SH       DEFINED 1,6,5     12,579    0    0
TRANSATLANTIC HLDGS INC      COM              893521104     422      9,742 SH       DEFINED 1,5        9,742    0    0
TRANSATLANTIC HLDGS INC      COM              893521104     409      9,435 SH       DEFINED 1,2,5      9,435    0    0
TRANSATLANTIC HLDGS INC      COM              893521104     102      2,365 SH       DEFINED 1,3,5      2,365    0    0
TRANSATLANTIC HLDGS INC      COM              893521104     961     22,173 SH       DEFINED 1,4,5     22,173    0    0
TRANSATLANTIC HLDGS INC      COM              893521104     272      6,285 SH       DEFINED 1,6,5      6,285    0    0
TRANSOCEAN INC               NOTE 1.625%12/1  893830AU3   3,847  4,017,935 SH       DEFINED 1,5    4,017,935    0    0
TRANSOCEAN INC               NOTE 1.625%12/1  893830AU3   4,533  4,734,500 SH       DEFINED 1,2,5  4,734,500    0    0
TRANSOCEAN INC               NOTE 1.625%12/1  893830AU3   1,158  1,209,293 SH       DEFINED 1,3,5  1,209,293    0    0
TRANSOCEAN INC               NOTE 1.625%12/1  893830AU3  10,179 10,630,611 SH       DEFINED 1,4,5 10,630,611    0    0
TRANSOCEAN INC               NOTE 1.625%12/1  893830AU3   2,365  2,469,661 SH       DEFINED 1,6,5  2,469,661    0    0
TRIAN ACQUISITION  I CORP    COM              8.96E+112   3,244    338,927 SH       DEFINED 1,5      338,927    0    0
TRIAN ACQUISITION  I CORP    COM              8.96E+112   3,215    335,980 SH       DEFINED 1,2,5    335,980    0    0
TRIAN ACQUISITION  I CORP    COM              8.96E+112     804     84,039 SH       DEFINED 1,3,5     84,039    0    0
TRIAN ACQUISITION  I CORP    COM              8.96E+112   7,527    786,540 SH       DEFINED 1,4,5    786,540    0    0
TRIAN ACQUISITION  I CORP    COM              8.96E+112   2,196    229,514 SH       DEFINED 1,6,5    229,514    0    0
TRIPLECROWN ACQUISITION CORP COM              89677G109   1,194    124,350 SH       DEFINED 1,5      124,350    0    0
TRIPLECROWN ACQUISITION CORP COM              89677G109   1,967    204,875 SH       DEFINED 1,2,5    204,875    0    0
TRIPLECROWN ACQUISITION CORP COM              89677G109     492     51,245 SH       DEFINED 1,3,5     51,245    0    0
TRIPLECROWN ACQUISITION CORP COM              89677G109   4,604    479,616 SH       DEFINED 1,4,5    479,616    0    0
TRIPLECROWN ACQUISITION CORP COM              89677G109   1,343    139,914 SH       DEFINED 1,6,5    139,914    0    0
TYCO INTERNATIONAL LTD       SHS              H89128104   4,645    178,789 SH       DEFINED 1,5      178,789    0    0
TYCO INTERNATIONAL LTD       SHS              H89128104   4,499    173,180 SH       DEFINED 1,2,5    173,180    0    0
TYCO INTERNATIONAL LTD       SHS              H89128104   1,128     43,417 SH       DEFINED 1,3,5     43,417    0    0
TYCO INTERNATIONAL LTD       SHS              H89128104  10,561    406,491 SH       DEFINED 1,4,5    406,491    0    0
TYCO INTERNATIONAL LTD       SHS              H89128104   2,996    115,323 SH       DEFINED 1,6,5    115,323    0    0
TYSON FOODS INC              CL A             902494103   1,015     80,478 SH       DEFINED 1,5       80,478    0    0
TYSON FOODS INC              CL A             902494103     981     77,785 SH       DEFINED 1,2,5     77,785    0    0
TYSON FOODS INC              CL A             902494103     246     19,499 SH       DEFINED 1,3,5     19,499    0    0
TYSON FOODS INC              CL A             902494103   2,301    182,439 SH       DEFINED 1,4,5    182,439    0    0
TYSON FOODS INC              CL A             902494103     653     51,799 SH       DEFINED 1,6,5     51,799    0    0
UNILEVER N V                 N Y SHS NEW      904784709   1,884     77,936 SH       DEFINED 1,5       77,936    0    0
UNILEVER N V                 N Y SHS NEW      904784709   1,825     75,480 SH       DEFINED 1,2,5     75,480    0    0
UNILEVER N V                 N Y SHS NEW      904784709     457     18,920 SH       DEFINED 1,3,5     18,920    0    0
UNILEVER N V                 N Y SHS NEW      904784709   4,289    177,384 SH       DEFINED 1,4,5    177,384    0    0
UNILEVER N V                 N Y SHS NEW      904784709   1,216     50,280 SH       DEFINED 1,6,5     50,280    0    0
UNITED REFINING ENERGY CORP  COM              911360105   1,517    155,262 SH       DEFINED 1,5      155,262    0    0
UNITED REFINING ENERGY CORP  COM              911360105   1,931    197,642 SH       DEFINED 1,2,5    197,642    0    0
UNITED REFINING ENERGY CORP  COM              911360105     483     49,436 SH       DEFINED 1,3,5     49,436    0    0
UNITED REFINING ENERGY CORP  COM              911360105   4,520    462,685 SH       DEFINED 1,4,5    462,685    0    0
UNITED REFINING ENERGY CORP  COM              911360105   1,319    134,975 SH       DEFINED 1,6,5    134,975    0    0
UTI WORLDWIDE INC            ORD              G87210103   1,793    157,261 SH       DEFINED 1,5      157,261    0    0
UTI WORLDWIDE INC            ORD              G87210103   1,737    152,333 SH       DEFINED 1,2,5    152,333    0    0
UTI WORLDWIDE INC            ORD              G87210103     435     38,184 SH       DEFINED 1,3,5     38,184    0    0
UTI WORLDWIDE INC            ORD              G87210103   4,078    357,749 SH       DEFINED 1,4,5    357,749    0    0
UTI WORLDWIDE INC            ORD              G87210103   1,157    101,473 SH       DEFINED 1,6,5    101,473    0    0
VF CORP                      COM              918204108   2,205     39,845 SH       DEFINED 1,5       39,845    0    0
VF CORP                      COM              918204108   2,161     39,040 SH       DEFINED 1,2,5     39,040    0    0
VF CORP                      COM              918204108     543      9,811 SH       DEFINED 1,3,5      9,811    0    0
VF CORP                      COM              918204108   5,047     91,181 SH       DEFINED 1,4,5     91,181    0    0
VF CORP                      COM              918204108   1,440     26,023 SH       DEFINED 1,6,5     26,023    0    0
WALGREEN CO                  COM              931422109   1,719     58,474 SH       DEFINED 1,5       58,474    0    0
WALGREEN CO                  COM              931422109   1,665     56,635 SH       DEFINED 1,2,5     56,635    0    0
WALGREEN CO                  COM              931422109     417     14,200 SH       DEFINED 1,3,5     14,200    0    0
WALGREEN CO                  COM              931422109   3,909    132,972 SH       DEFINED 1,4,5    132,972    0    0
WALGREEN CO                  COM              931422109   1,109     37,719 SH       DEFINED 1,6,5     37,719    0    0
WARNACO GROUP INC            COM NEW          934390402     918     28,341 SH       DEFINED 1,5       28,341    0    0
WARNACO GROUP INC            COM NEW          934390402     889     27,431 SH       DEFINED 1,2,5     27,431    0    0
WARNACO GROUP INC            COM NEW          934390402     223      6,877 SH       DEFINED 1,3,5      6,877    0    0
WARNACO GROUP INC            COM NEW          934390402   2,088     64,435 SH       DEFINED 1,4,5     64,435    0    0
WARNACO GROUP INC            COM NEW          934390402     592     18,275 SH       DEFINED 1,6,5     18,275    0    0
WASTE CONNECTIONS INC        COM              941053100   2,048     79,055 SH       DEFINED 1,5       79,055    0    0
WASTE CONNECTIONS INC        COM              941053100   1,984     76,570 SH       DEFINED 1,2,5     76,570    0    0
WASTE CONNECTIONS INC        COM              941053100     497     19,200 SH       DEFINED 1,3,5     19,200    0    0
WASTE CONNECTIONS INC        COM              941053100   4,653    179,598 SH       DEFINED 1,4,5    179,598    0    0
WASTE CONNECTIONS INC        COM              941053100   1,321     50,982 SH       DEFINED 1,6,5     50,982    0    0
WEATHERFORD INTERNATIONAL LT REG              H27013103   1,787     91,379 SH       DEFINED 1,5       91,379    0    0
WEATHERFORD INTERNATIONAL LT REG              H27013103   1,731     88,501 SH       DEFINED 1,2,5     88,501    0    0
WEATHERFORD INTERNATIONAL LT REG              H27013103     434     22,183 SH       DEFINED 1,3,5     22,183    0    0
WEATHERFORD INTERNATIONAL LT REG              H27013103   4,068    207,983 SH       DEFINED 1,4,5    207,983    0    0
WEATHERFORD INTERNATIONAL LT REG              H27013103   1,153     58,954 SH       DEFINED 1,6,5     58,954    0    0
WYETH                        DBCV 1/1         983024AD2   3,240  3,246,000 SH       DEFINED 1,5    3,246,000    0    0
WYETH                        DBCV 1/1         983024AD2   3,422  3,429,000 SH       DEFINED 1,2,5  3,429,000    0    0
WYETH                        DBCV 1/1         983024AD2     873    875,000 SH       DEFINED 1,3,5    875,000    0    0
WYETH                        DBCV 1/1         983024AD2   7,686  7,701,000 SH       DEFINED 1,4,5  7,701,000    0    0
WYETH                        DBCV 1/1         983024AD2   2,245  2,249,000 SH       DEFINED 1,6,5  2,249,000    0    0
XTO ENERGY INC               COM              98385X106   1,717     45,009 SH       DEFINED 1,5       45,009    0    0
XTO ENERGY INC               COM              98385X106   1,663     43,590 SH       DEFINED 1,2,5     43,590    0    0
XTO ENERGY INC               COM              98385X106     417     10,926 SH       DEFINED 1,3,5     10,926    0    0
XTO ENERGY INC               COM              98385X106   3,907    102,439 SH       DEFINED 1,4,5    102,439    0    0
XTO ENERGY INC               COM              98385X106   1,107     29,036 SH       DEFINED 1,6,5     29,036    0    0
ZIMMER HLDGS INC             COM              98956P102     997     23,399 SH       DEFINED 1,5       23,399    0    0
ZIMMER HLDGS INC             COM              98956P102     965     22,652 SH       DEFINED 1,2,5     22,652    0    0
ZIMMER HLDGS INC             COM              98956P102     242      5,680 SH       DEFINED 1,3,5      5,680    0    0
ZIMMER HLDGS INC             COM              98956P102   2,261     53,083 SH       DEFINED 1,4,5     53,083    0    0
ZIMMER HLDGS INC             COM              98956P102     643     15,086 SH       DEFINED 1,6,5     15,086    0    0
</TABLE>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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