<SEC-DOCUMENT>0001405086-11-000330.txt : 20111110
<SEC-HEADER>0001405086-11-000330.hdr.sgml : 20111110
<ACCEPTANCE-DATETIME>20111110110959
ACCESSION NUMBER:		0001405086-11-000330
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20110930
FILED AS OF DATE:		20111110
DATE AS OF CHANGE:		20111110
EFFECTIVENESS DATE:		20111110

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ASCEND CAPITAL LLC
		CENTRAL INDEX KEY:			0001165501
		IRS NUMBER:				880440610
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	028-10128
		FILM NUMBER:		111193803

	BUSINESS ADDRESS:	
		STREET 1:		50 CALIFORNIA STREET, SUITE 2940
		CITY:			SAN FRANCISCO
		STATE:			CA
		ZIP:			94111
		BUSINESS PHONE:		(415) 217-8300

	MAIL ADDRESS:	
		STREET 1:		50 CALIFORNIA STREET, SUITE 2940
		CITY:			SAN FRANCISCO
		STATE:			CA
		ZIP:			94111
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>f001.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:  September 30, 2011

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

Institutional Investment Manager Filing this Report :

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

Form 13F File Number: 028-10128

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:

/s/ Benjamin D. Slavet  San Francisco, California   November 10, 2011
----------------------  -------------------------   ---------------
 [Signature]           [City, State]                [Date]

Report Type (Check only one.):

[ X ] 13F  HOLDINGS  REPORT. (Check here if all holdings of this reporting
      manager are reported in this report.)

[   ] 13F NOTICE.  (Check here if no holdings  are  reported in this report, and
      all holdings are reported by other reporting manager(s).)

[   ] 13F COMBINATION REPORT.  (Check here if a portion of the holdings for this
      reporting manager are reported in this report and  a  portion are reported
      by other reporting manager(s).)

List of Other Managers Reporting for this Manager:     None



<PAGE>
                              Form 13F SUMMARY PAGE

   Report Summary:

   Number of Other Included Managers:          Five (5)

   Form 13F Information Table Entry Total:     440

   Form 13F Information Table Value Total:     $1,217,979 (in thousands)


   List of Other Included Managers:

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

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

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

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

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


<PAGE>
                           13F INFORMATION TABLE



<TABLE>
<CAPTION>
                                                       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
<S>                      <C>              <C>       <C>      <C>       <C> <C>  <C>      <C>      <C>       <C>    <C>

ACACIA RESH CORP         ACACIA TCH COM   003881307   $6,423   178,466 SH  *    DEFINED  1,5        178,466      0    0
ACACIA RESH CORP         ACACIA TCH COM   003881307   $2,355    65,439 SH  *    DEFINED  1,2,5       65,439      0    0
ACACIA RESH CORP         ACACIA TCH COM   003881307   $2,939    81,660 SH  *    DEFINED  1,4,5       81,660      0    0
ACACIA RESH CORP         ACACIA TCH COM   003881307   $1,261    35,043 SH  *    DEFINED  1,5,6       35,043      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $223    10,525 SH  *    DEFINED  1,5         10,525      0    0
ACCRETIVE HEALTH INC     COM              00438V103      $90     4,256 SH  *    DEFINED  1,2,5        4,256      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $111     5,251 SH  *    DEFINED  1,4,5        5,251      0    0
ACCRETIVE HEALTH INC     COM              00438V103      $48     2,279 SH  *    DEFINED  1,5,6        2,279      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $208     9,800 SH  PUT  DEFINED  1,5          9,800      0    0
ACCRETIVE HEALTH INC     COM              00438V103      $79     3,700 SH  PUT  DEFINED  1,2,5        3,700      0    0
ACCRETIVE HEALTH INC     COM              00438V103      $96     4,500 SH  PUT  DEFINED  1,4,5        4,500      0    0
ACCRETIVE HEALTH INC     COM              00438V103      $42     2,000 SH  PUT  DEFINED  1,5,6        2,000      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $522    24,600 SH  PUT  DEFINED  1,5         24,600      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $195     9,200 SH  PUT  DEFINED  1,2,5        9,200      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $240    11,300 SH  PUT  DEFINED  1,4,5       11,300      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $104     4,900 SH  PUT  DEFINED  1,5,6        4,900      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $522    24,600 SH  PUT  DEFINED  1,5         24,600      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $195     9,200 SH  PUT  DEFINED  1,2,5        9,200      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $240    11,300 SH  PUT  DEFINED  1,4,5       11,300      0    0
ACCRETIVE HEALTH INC     COM              00438V103     $104     4,900 SH  PUT  DEFINED  1,5,6        4,900      0    0
ACTUANT CORP             CL A NEW         00508X203     $711    35,999 SH  *    DEFINED  1,5         35,999      0    0
ACTUANT CORP             CL A NEW         00508X203     $260    13,189 SH  *    DEFINED  1,2,5       13,189      0    0
ACTUANT CORP             CL A NEW         00508X203     $321    16,239 SH  *    DEFINED  1,4,5       16,239      0    0
ACTUANT CORP             CL A NEW         00508X203     $139     7,062 SH  *    DEFINED  1,5,6        7,062      0    0
ACTUANT CORP             SDCV  2.672%11/1 00508XAB0     $170   155,000 SH  *    DEFINED  1,5        155,000      0    0
ACTUANT CORP             SDCV  2.672%11/1 00508XAB0     $269   245,000 SH  *    DEFINED  1,2,5      245,000      0    0
ACTUANT CORP             SDCV  2.672%11/1 00508XAB0     $494   451,000 SH  *    DEFINED  1,4,5      451,000      0    0
ACTUANT CORP             SDCV  2.672%11/1 00508XAB0     $123   112,000 SH  *    DEFINED  1,5,6      112,000      0    0
ADVANCED MICRO DEVICES   NOTE  5.750% 8/1 007903AN7   $2,104 2,081,000 SH  *    DEFINED  1,5      2,081,000      0    0
ADVANCED MICRO DEVICES   NOTE  5.750% 8/1 007903AN7   $2,785 2,754,000 SH  *    DEFINED  1,2,5    2,754,000      0    0
ADVANCED MICRO DEVICES   NOTE  5.750% 8/1 007903AN7   $4,367 4,319,000 SH  *    DEFINED  1,4,5    4,319,000      0    0
ADVANCED MICRO DEVICES   NOTE  5.750% 8/1 007903AN7   $1,284 1,270,000 SH  *    DEFINED  1,5,6    1,270,000      0    0
AFFYMAX INC              COM              00826A109   $1,559   347,944 SH  *    DEFINED  1,5        347,944      0    0
AFFYMAX INC              COM              00826A109     $572   127,594 SH  *    DEFINED  1,2,5      127,594      0    0
AFFYMAX INC              COM              00826A109     $714   159,428 SH  *    DEFINED  1,4,5      159,428      0    0
AFFYMAX INC              COM              00826A109     $306    68,328 SH  *    DEFINED  1,5,6       68,328      0    0
AMERICAN WTR WKS         COM              030420103   $8,864   293,715 SH  *    DEFINED  1,5        293,715      0    0
AMERICAN WTR WKS         COM              030420103   $3,251   107,707 SH  *    DEFINED  1,2,5      107,707      0    0
AMERICAN WTR WKS         COM              030420103   $4,016   133,076 SH  *    DEFINED  1,4,5      133,076      0    0
AMERICAN WTR WKS         COM              030420103   $1,740    57,655 SH  *    DEFINED  1,5,6       57,655      0    0
ANADARKO PETE CORP       COM              032511107   $4,854    76,988 SH  *    DEFINED  1,5         76,988      0    0
ANADARKO PETE CORP       COM              032511107   $1,779    28,216 SH  *    DEFINED  1,2,5       28,216      0    0
ANADARKO PETE CORP       COM              032511107   $2,187    34,692 SH  *    DEFINED  1,4,5       34,692      0    0
ANADARKO PETE CORP       COM              032511107     $952    15,104 SH  *    DEFINED  1,5,6       15,104      0    0
ANN INC                  COM              035623107   $8,273   362,233 SH  *    DEFINED  1,5        362,233      0    0
ANN INC                  COM              035623107   $3,036   132,910 SH  *    DEFINED  1,2,5      132,910      0    0
ANN INC                  COM              035623107   $3,751   164,236 SH  *    DEFINED  1,4,5      164,236      0    0
ANN INC                  COM              035623107   $1,625    71,136 SH  *    DEFINED  1,5,6       71,136      0    0
APPLE INC                COM              037833100  $19,010    49,852 SH  *    DEFINED  1,5         49,852      0    0
APPLE INC                COM              037833100   $6,963    18,260 SH  *    DEFINED  1,2,5       18,260      0    0
APPLE INC                COM              037833100   $8,606    22,568 SH  *    DEFINED  1,4,5       22,568      0    0
APPLE INC                COM              037833100   $3,727     9,773 SH  *    DEFINED  1,5,6        9,773      0    0
ASHLAND INC NEW          COM              044209104     $189     4,278 SH  *    DEFINED  1,5          4,278      0    0
ASHLAND INC NEW          COM              044209104      $69     1,567 SH  *    DEFINED  1,2,5        1,567      0    0
ASHLAND INC NEW          COM              044209104      $86     1,958 SH  *    DEFINED  1,4,5        1,958      0    0
ASHLAND INC NEW          COM              044209104      $37       839 SH  *    DEFINED  1,5,6          839      0    0
AVATAR HLDGS INC         NOTE  7.500% 2/1 053494AG5   $4,452 4,666,000 SH  *    DEFINED  1,5      4,666,000      0    0
AVATAR HLDGS INC         NOTE  7.500% 2/1 053494AG5   $3,269 3,426,000 SH  *    DEFINED  1,2,5    3,426,000      0    0
AVATAR HLDGS INC         NOTE  7.500% 2/1 053494AG5   $4,387 4,598,000 SH  *    DEFINED  1,4,5    4,598,000      0    0
AVATAR HLDGS INC         NOTE  7.500% 2/1 053494AG5   $1,809 1,896,000 SH  *    DEFINED  1,5,6    1,896,000      0    0
AVNET INC                COM              053807103   $1,903    72,970 SH  *    DEFINED  1,5         72,970      0    0
AVNET INC                COM              053807103     $697    26,732 SH  *    DEFINED  1,2,5       26,732      0    0
AVNET INC                COM              053807103     $862    33,038 SH  *    DEFINED  1,4,5       33,038      0    0
AVNET INC                COM              053807103     $373    14,306 SH  *    DEFINED  1,5,6       14,306      0    0
BEST BUY INC             SDCV  2.250% 1/1 086516AF8     $876   879,000 SH  *    DEFINED  1,5        879,000      0    0
BEST BUY INC             SDCV  2.250% 1/1 086516AF8     $385   386,000 SH  *    DEFINED  1,2,5      386,000      0    0
BEST BUY INC             SDCV  2.250% 1/1 086516AF8     $519   520,000 SH  *    DEFINED  1,4,5      520,000      0    0
BEST BUY INC             SDCV  2.250% 1/1 086516AF8     $214   215,000 SH  *    DEFINED  1,5,6      215,000      0    0
BPZ RESOURCES INC        MTNF  6.500% 3/0 055639AB4   $1,353 1,627,000 SH  *    DEFINED  1,5      1,627,000      0    0
BPZ RESOURCES INC        MTNF  6.500% 3/0 055639AB4     $700   842,000 SH  *    DEFINED  1,2,5      842,000      0    0
BPZ RESOURCES INC        MTNF  6.500% 3/0 055639AB4     $893 1,074,000 SH  *    DEFINED  1,4,5    1,074,000      0    0
BPZ RESOURCES INC        MTNF  6.500% 3/0 055639AB4     $380   457,000 SH  *    DEFINED  1,5,6      457,000      0    0
BPZ RESOURCES INC        COM              055639108   $2,508   905,471 SH  *    DEFINED  1,5        905,471      0    0
BPZ RESOURCES INC        COM              055639108     $920   332,095 SH  *    DEFINED  1,2,5      332,095      0    0
BPZ RESOURCES INC        COM              055639108   $1,149   414,757 SH  *    DEFINED  1,4,5      414,757      0    0
BPZ RESOURCES INC        COM              055639108     $493   177,842 SH  *    DEFINED  1,5,6      177,842      0    0
CA INC                   COM              12673P105   $3,019   155,547 SH  *    DEFINED  1,5        155,547      0    0
CA INC                   COM              12673P105   $1,107    57,042 SH  *    DEFINED  1,2,5       57,042      0    0
CA INC                   COM              12673P105   $1,384    71,279 SH  *    DEFINED  1,4,5       71,279      0    0
CA INC                   COM              12673P105     $593    30,548 SH  *    DEFINED  1,5,6       30,548      0    0
CAL DIVE INTL INC        NOTE  3.250%12/1 127914AB5   $1,410 1,430,536 SH  *    DEFINED  1,5      1,430,536      0    0
CAL DIVE INTL INC        NOTE  3.250%12/1 127914AB5   $1,637 1,660,307 SH  *    DEFINED  1,2,5    1,660,307      0    0
CAL DIVE INTL INC        NOTE  3.250%12/1 127914AB5   $2,507 2,543,004 SH  *    DEFINED  1,4,5    2,543,004      0    0
CAL DIVE INTL INC        NOTE  3.250%12/1 127914AB5     $762   772,846 SH  *    DEFINED  1,5,6      772,846      0    0
CAREFUSION CORP          COM              14170T101   $5,464   228,156 SH  *    DEFINED  1,5        228,156      0    0
CAREFUSION CORP          COM              14170T101   $2,003    83,639 SH  *    DEFINED  1,2,5       83,639      0    0
CAREFUSION CORP          COM              14170T101   $2,477   103,431 SH  *    DEFINED  1,4,5      103,431      0    0
CAREFUSION CORP          COM              14170T101   $1,072    44,774 SH  *    DEFINED  1,5,6       44,774      0    0
CARRIAGE SVCS INC        COM              143905107     $324    54,800 SH  *    DEFINED  1,5         54,800      0    0
CARRIAGE SVCS INC        COM              143905107     $117    19,819 SH  *    DEFINED  1,2,5       19,819      0    0
CARRIAGE SVCS INC        COM              143905107     $147    24,767 SH  *    DEFINED  1,4,5       24,767      0    0
CARRIAGE SVCS INC        COM              143905107      $63    10,614 SH  *    DEFINED  1,5,6       10,614      0    0
CASH AMER INTL INC       COM              14754D100   $6,842   133,735 SH  *    DEFINED  1,5        133,735      0    0
CASH AMER INTL INC       COM              14754D100   $2,509    49,040 SH  *    DEFINED  1,2,5       49,040      0    0
CASH AMER INTL INC       COM              14754D100   $3,130    61,176 SH  *    DEFINED  1,4,5       61,176      0    0
CASH AMER INTL INC       COM              14754D100   $1,343    26,259 SH  *    DEFINED  1,5,6       26,259      0    0
CELANESE CORP DEL        COM SER A        150870103   $7,250   222,882 SH  *    DEFINED  1,5        222,882      0    0
CELANESE CORP DEL        COM SER A        150870103   $2,657    81,665 SH  *    DEFINED  1,2,5       81,665      0    0
CELANESE CORP DEL        COM SER A        150870103   $3,282   100,894 SH  *    DEFINED  1,4,5      100,894      0    0
CELANESE CORP DEL        COM SER A        150870103   $1,422    43,714 SH  *    DEFINED  1,5,6       43,714      0    0
CEMEX SAB DE CV          SPON ADR NEW     151290889     $353   111,600 SH  PUT  DEFINED  1,5        111,600      0    0
CEMEX SAB DE CV          SPON ADR NEW     151290889     $630   199,400 SH  PUT  DEFINED  1,2,5      199,400      0    0
CEMEX SAB DE CV          SPON ADR NEW     151290889   $1,710   541,000 SH  PUT  DEFINED  1,4,5      541,000      0    0
CEMEX SAB DE CV          SPON ADR NEW     151290889     $446   141,200 SH  PUT  DEFINED  1,5,6      141,200      0    0
CHEFS WHSE INC           COM              163086101     $917    77,954 SH  *    DEFINED  1,5         77,954      0    0
CHEFS WHSE INC           COM              163086101     $338    28,699 SH  *    DEFINED  1,2,5       28,699      0    0
CHEFS WHSE INC           COM              163086101     $424    36,079 SH  *    DEFINED  1,4,5       36,079      0    0
CHEFS WHSE INC           COM              163086101     $181    15,368 SH  *    DEFINED  1,5,6       15,368      0    0
CHESAPEAKE ENERGY CORP   COM              165167107   $5,191   203,179 SH  *    DEFINED  1,5        203,179      0    0
CHESAPEAKE ENERGY CORP   COM              165167107   $1,904    74,509 SH  *    DEFINED  1,2,5       74,509      0    0
CHESAPEAKE ENERGY CORP   COM              165167107   $2,361    92,423 SH  *    DEFINED  1,4,5       92,423      0    0
CHESAPEAKE ENERGY CORP   COM              165167107   $1,019    39,889 SH  *    DEFINED  1,5,6       39,889      0    0
CIGNA CORP               COM              125509109   $2,844    67,819 SH  *    DEFINED  1,5         67,819      0    0
CIGNA CORP               COM              125509109   $1,042    24,840 SH  *    DEFINED  1,2,5       24,840      0    0
CIGNA CORP               COM              125509109   $1,287    30,693 SH  *    DEFINED  1,4,5       30,693      0    0
CIGNA CORP               COM              125509109     $558    13,294 SH  *    DEFINED  1,5,6       13,294      0    0
CME GROUP INC            COM              12572Q105   $7,380    29,952 SH  *    DEFINED  1,5         29,952      0    0
CME GROUP INC            COM              12572Q105   $2,705    10,978 SH  *    DEFINED  1,2,5       10,978      0    0
CME GROUP INC            COM              12572Q105   $3,374    13,692 SH  *    DEFINED  1,4,5       13,692      0    0
CME GROUP INC            COM              12572Q105   $1,449     5,880 SH  *    DEFINED  1,5,6        5,880      0    0
COINSTAR INC             COM              19259P300   $4,132   103,290 SH  *    DEFINED  1,5        103,290      0    0
COINSTAR INC             COM              19259P300   $1,513    37,829 SH  *    DEFINED  1,2,5       37,829      0    0
COINSTAR INC             COM              19259P300   $1,869    46,735 SH  *    DEFINED  1,4,5       46,735      0    0
COINSTAR INC             COM              19259P300     $810    20,246 SH  *    DEFINED  1,5,6       20,246      0    0
COMCAST CORP NEW         CL A             20030N101  $31,151 1,489,051 SH  *    DEFINED  1,5      1,489,051      0    0
COMCAST CORP NEW         CL A             20030N101  $11,409   545,345 SH  *    DEFINED  1,2,5      545,345      0    0
COMCAST CORP NEW         CL A             20030N101  $14,094   673,733 SH  *    DEFINED  1,4,5      673,733      0    0
COMCAST CORP NEW         CL A             20030N101   $6,106   291,871 SH  *    DEFINED  1,5,6      291,871      0    0
CONMED CORP              NOTE  2.500%11/1 207410AD3   $2,438 2,459,000 SH  *    DEFINED  1,5      2,459,000      0    0
CONMED CORP              NOTE  2.500%11/1 207410AD3   $4,085 4,120,000 SH  *    DEFINED  1,2,5    4,120,000      0    0
CONMED CORP              NOTE  2.500%11/1 207410AD3   $5,568 5,615,000 SH  *    DEFINED  1,4,5    5,615,000      0    0
CONMED CORP              NOTE  2.500%11/1 207410AD3   $2,176 2,194,000 SH  *    DEFINED  1,5,6    2,194,000      0    0
CONSOL ENERGY INC        COM              20854P109   $6,305   185,823 SH  *    DEFINED  1,5        185,823      0    0
CONSOL ENERGY INC        COM              20854P109   $2,314    68,211 SH  *    DEFINED  1,2,5       68,211      0    0
CONSOL ENERGY INC        COM              20854P109   $2,867    84,484 SH  *    DEFINED  1,4,5       84,484      0    0
CONSOL ENERGY INC        COM              20854P109   $1,238    36,482 SH  *    DEFINED  1,5,6       36,482      0    0
CORN PRODS INTL INC      COM              219023108   $1,947    49,612 SH  *    DEFINED  1,5         49,612      0    0
CORN PRODS INTL INC      COM              219023108     $712    18,157 SH  *    DEFINED  1,2,5       18,157      0    0
CORN PRODS INTL INC      COM              219023108     $883    22,511 SH  *    DEFINED  1,4,5       22,511      0    0
CORN PRODS INTL INC      COM              219023108     $381     9,720 SH  *    DEFINED  1,5,6        9,720      0    0
CVS CAREMARK CORP        COM              126650100   $5,882   175,105 SH  *    DEFINED  1,5        175,105      0    0
CVS CAREMARK CORP        COM              126650100   $2,154    64,132 SH  *    DEFINED  1,2,5       64,132      0    0
CVS CAREMARK CORP        COM              126650100   $2,662    79,240 SH  *    DEFINED  1,4,5       79,240      0    0
CVS CAREMARK CORP        COM              126650100   $1,153    34,323 SH  *    DEFINED  1,5,6       34,323      0    0
DFC GLOBAL CORP          COM              23324T107  $10,887   498,941 SH  *    DEFINED  1,5        498,941      0    0
DFC GLOBAL CORP          COM              23324T107   $4,009   183,716 SH  *    DEFINED  1,2,5      183,716      0    0
DFC GLOBAL CORP          COM              23324T107   $5,005   229,399 SH  *    DEFINED  1,4,5      229,399      0    0
DFC GLOBAL CORP          COM              23324T107   $2,147    98,381 SH  *    DEFINED  1,5,6       98,381      0    0
DISNEY WALT CO           COM DISNEY       254687106   $2,245    74,439 SH  *    DEFINED  1,5         74,439      0    0
DISNEY WALT CO           COM DISNEY       254687106     $822    27,267 SH  *    DEFINED  1,2,5       27,267      0    0
DISNEY WALT CO           COM DISNEY       254687106   $1,016    33,702 SH  *    DEFINED  1,4,5       33,702      0    0
DISNEY WALT CO           COM DISNEY       254687106     $440    14,592 SH  *    DEFINED  1,5,6       14,592      0    0
DRYSHIPS INC             SHS              Y2109Q101   $1,152   492,151 SH  *    DEFINED  1,5        492,151      0    0
DRYSHIPS INC             SHS              Y2109Q101     $423   180,618 SH  *    DEFINED  1,2,5      180,618      0    0
DRYSHIPS INC             SHS              Y2109Q101     $522   223,122 SH  *    DEFINED  1,4,5      223,122      0    0
DRYSHIPS INC             SHS              Y2109Q101     $226    96,710 SH  *    DEFINED  1,5,6       96,710      0    0
DXP ENTERPRISES INC NEW  COM NEW          233377407   $1,305    69,298 SH  *    DEFINED  1,5         69,298      0    0
DXP ENTERPRISES INC NEW  COM NEW          233377407     $478    25,410 SH  *    DEFINED  1,2,5       25,410      0    0
DXP ENTERPRISES INC NEW  COM NEW          233377407     $597    31,684 SH  *    DEFINED  1,4,5       31,684      0    0
DXP ENTERPRISES INC NEW  COM NEW          233377407     $256    13,608 SH  *    DEFINED  1,5,6       13,608      0    0
EZCORP INC               CL A NON VTG     302301106   $1,119    39,216 SH  *    DEFINED  1,5         39,216      0    0
EZCORP INC               CL A NON VTG     302301106     $410    14,375 SH  *    DEFINED  1,2,5       14,375      0    0
EZCORP INC               CL A NON VTG     302301106     $511    17,896 SH  *    DEFINED  1,4,5       17,896      0    0
EZCORP INC               CL A NON VTG     302301106     $220     7,697 SH  *    DEFINED  1,5,6        7,697      0    0
FORTUNE BRANDS INC       COM              349631101   $5,343    98,795 SH  *    DEFINED  1,5         98,795      0    0
FORTUNE BRANDS INC       COM              349631101   $1,960    36,235 SH  *    DEFINED  1,2,5       36,235      0    0
FORTUNE BRANDS INC       COM              349631101   $2,464    45,568 SH  *    DEFINED  1,4,5       45,568      0    0
FORTUNE BRANDS INC       COM              349631101   $1,049    19,402 SH  *    DEFINED  1,5,6       19,402      0    0
GEOEYE INC               COM              37250W108     $699    24,644 SH  *    DEFINED  1,5         24,644      0    0
GEOEYE INC               COM              37250W108     $256     9,042 SH  *    DEFINED  1,2,5        9,042      0    0
GEOEYE INC               COM              37250W108     $322    11,354 SH  *    DEFINED  1,4,5       11,354      0    0
GEOEYE INC               COM              37250W108     $137     4,842 SH  *    DEFINED  1,5,6        4,842      0    0
GOLAR LNG LTD BERMUDA    SHS              G9456A100   $2,775    87,308 SH  *    DEFINED  1,5         87,308      0    0
GOLAR LNG LTD BERMUDA    SHS              G9456A100   $1,017    32,013 SH  *    DEFINED  1,2,5       32,013      0    0
GOLAR LNG LTD BERMUDA    SHS              G9456A100   $1,257    39,538 SH  *    DEFINED  1,4,5       39,538      0    0
GOLAR LNG LTD BERMUDA    SHS              G9456A100     $545    17,134 SH  *    DEFINED  1,5,6       17,134      0    0
HCA HOLDINGS INC         COM              40412C101   $2,759   136,849 SH  *    DEFINED  1,5        136,849      0    0
HCA HOLDINGS INC         COM              40412C101   $1,012    50,179 SH  *    DEFINED  1,2,5       50,179      0    0
HCA HOLDINGS INC         COM              40412C101   $1,254    62,180 SH  *    DEFINED  1,4,5       62,180      0    0
HCA HOLDINGS INC         COM              40412C101     $542    26,866 SH  *    DEFINED  1,5,6       26,866      0    0
HESS CORP                COM              42809H107   $3,530    67,282 SH  *    DEFINED  1,5         67,282      0    0
HESS CORP                COM              42809H107   $1,294    24,672 SH  *    DEFINED  1,2,5       24,672      0    0
HESS CORP                COM              42809H107   $1,599    30,484 SH  *    DEFINED  1,4,5       30,484      0    0
HESS CORP                COM              42809H107     $693    13,210 SH  *    DEFINED  1,5,6       13,210      0    0
HOLOGIC INC              COM              436440101   $5,505   361,913 SH  *    DEFINED  1,5        361,913      0    0
HOLOGIC INC              COM              436440101   $2,018   132,708 SH  *    DEFINED  1,2,5      132,708      0    0
HOLOGIC INC              COM              436440101   $2,515   165,337 SH  *    DEFINED  1,4,5      165,337      0    0
HOLOGIC INC              COM              436440101   $1,081    71,058 SH  *    DEFINED  1,5,6       71,058      0    0
HOLOGIC INC              FRNT  2.000%12/1 436440AA9   $5,098 5,440,000 SH  *    DEFINED  1,5      5,440,000      0    0
HOLOGIC INC              FRNT  2.000%12/1 436440AA9   $3,727 3,977,000 SH  *    DEFINED  1,2,5    3,977,000      0    0
HOLOGIC INC              FRNT  2.000%12/1 436440AA9   $3,233 3,450,000 SH  *    DEFINED  1,4,5    3,450,000      0    0
HOLOGIC INC              FRNT  2.000%12/1 436440AA9   $1,789 1,909,000 SH  *    DEFINED  1,5,6    1,909,000      0    0
HSN INC                  COM              404303109   $3,289    99,271 SH  *    DEFINED  1,5         99,271      0    0
HSN INC                  COM              404303109   $1,204    36,356 SH  *    DEFINED  1,2,5       36,356      0    0
HSN INC                  COM              404303109   $1,488    44,916 SH  *    DEFINED  1,4,5       44,916      0    0
HSN INC                  COM              404303109     $645    19,457 SH  *    DEFINED  1,5,6       19,457      0    0
IDEXX LABS INC           COM              45167R104   $3,262    47,300 SH  PUT  DEFINED  1,5         47,300      0    0
IDEXX LABS INC           COM              45167R104   $1,110    16,100 SH  PUT  DEFINED  1,2,5       16,100      0    0
IDEXX LABS INC           COM              45167R104   $1,373    19,900 SH  PUT  DEFINED  1,4,5       19,900      0    0
IDEXX LABS INC           COM              45167R104     $593     8,600 SH  PUT  DEFINED  1,5,6        8,600      0    0
IDEXX LABS INC           COM              45167R104     $697    10,100 SH  PUT  DEFINED  1,5         10,100      0    0
IDEXX LABS INC           COM              45167R104     $234     3,400 SH  PUT  DEFINED  1,2,5        3,400      0    0
IDEXX LABS INC           COM              45167R104     $317     4,600 SH  PUT  DEFINED  1,4,5        4,600      0    0
IDEXX LABS INC           COM              45167R104     $131     1,900 SH  PUT  DEFINED  1,5,6        1,900      0    0
INNOSPEC INC             COM              45768S105   $6,183   255,391 SH  *    DEFINED  1,5        255,391      0    0
INNOSPEC INC             COM              45768S105   $2,269    93,714 SH  *    DEFINED  1,2,5       93,714      0    0
INNOSPEC INC             COM              45768S105   $2,802   115,742 SH  *    DEFINED  1,4,5      115,742      0    0
INNOSPEC INC             COM              45768S105   $1,214    50,153 SH  *    DEFINED  1,5,6       50,153      0    0
JAMES RIVER COAL CO      NOTE 4.500%12/0  470355AF5     $411   508,000 SH  *    DEFINED  1,5        508,000      0    0
JAMES RIVER COAL CO      NOTE 4.500%12/0  470355AF5     $461   570,000 SH  *    DEFINED  1,2,5      570,000      0    0
JAMES RIVER COAL CO      NOTE 4.500%12/0  470355AF5     $917 1,134,000 SH  *    DEFINED  1,4,5    1,134,000      0    0
JAMES RIVER COAL CO      NOTE  4.500%12/0 470355AF5     $233   288,000 SH  *    DEFINED  1,5,6      288,000      0    0
JARDEN CORP              COM              471109108   $4,697   166,221 SH  *    DEFINED  1,5        166,221      0    0
JARDEN CORP              COM              471109108   $1,722    60,938 SH  *    DEFINED  1,2,5       60,938      0    0
JARDEN CORP              COM              471109108   $2,129    75,322 SH  *    DEFINED  1,4,5       75,322      0    0
JARDEN CORP              COM              471109108     $922    32,619 SH  *    DEFINED  1,5,6       32,619      0    0
KINROSS GOLD CORP        COM NO PAR       496902404   $4,989   337,518 SH  *    DEFINED  1,5        337,518      0    0
KINROSS GOLD CORP        COM NO PAR       496902404   $1,827   123,612 SH  *    DEFINED  1,2,5      123,612      0    0
KINROSS GOLD CORP        COM NO PAR       496902404   $2,257   152,713 SH  *    DEFINED  1,4,5      152,713      0    0
KINROSS GOLD CORP        COM NO PAR       496902404     $978    66,157 SH  *    DEFINED  1,5,6       66,157      0    0
KRAFT FOODS INC          CL A             50075N104   $4,963   147,805 SH  *    DEFINED  1,5        147,805      0    0
KRAFT FOODS INC          CL A             50075N104   $1,827    54,406 SH  *    DEFINED  1,2,5       54,406      0    0
KRAFT FOODS INC          CL A             50075N104   $2,296    68,360 SH  *    DEFINED  1,4,5       68,360      0    0
KRAFT FOODS INC          CL A             50075N104     $978    29,132 SH  *    DEFINED  1,5,6       29,132      0    0
LIBERTY MEDIA CORP NEW   INT COM SER A    53071M104  $33,334 2,258,394 SH  *    DEFINED  1,5      2,258,394      0    0
LIBERTY MEDIA CORP NEW   INT COM SER A    53071M104  $12,208   827,107 SH  *    DEFINED  1,2,5      827,107      0    0
LIBERTY MEDIA CORP NEW   INT COM SER A    53071M104  $15,082 1,021,828 SH  *    DEFINED  1,4,5    1,021,828      0    0
LIBERTY MEDIA CORP NEW   INT COM SER A    53071M104   $6,534   442,671 SH  *    DEFINED  1,5,6      442,671      0    0
LIZ CLAIBORNE INC        COM              539320101   $5,608 1,121,508 SH  *    DEFINED  1,5      1,121,508      0    0
LIZ CLAIBORNE INC        COM              539320101   $2,054   410,737 SH  *    DEFINED  1,2,5      410,737      0    0
LIZ CLAIBORNE INC        COM              539320101   $2,537   507,435 SH  *    DEFINED  1,4,5      507,435      0    0
LIZ CLAIBORNE INC        COM              539320101   $1,099   219,828 SH  *    DEFINED  1,5,6      219,828      0    0
LUCENT TECHNOLOGIES INC  DBCV  2.875% 6/1 549463AH0   $6,089 6,587,000 SH  *    DEFINED  1,5      6,587,000      0    0
LUCENT TECHNOLOGIES INC  DBCV  2.875% 6/1 549463AH0   $4,656 5,037,000 SH  *    DEFINED  1,2,5    5,037,000      0    0
LUCENT TECHNOLOGIES INC  DBCV  2.875% 6/1 549463AH0   $4,827 5,222,000 SH  *    DEFINED  1,4,5    5,222,000      0    0
LUCENT TECHNOLOGIES INC  DBCV  2.875% 6/1 549463AH0   $2,238 2,421,000 SH  *    DEFINED  1,5,6    2,421,000      0    0
LYONDELLBASELL INDUS     SHS - A -        N53745100  $10,385   425,093 SH  *    DEFINED  1,5        425,093      0    0
LYONDELLBASELL INDUS     SHS - A -        N53745100   $3,808   155,877 SH  *    DEFINED  1,2,5      155,877      0    0
LYONDELLBASELL INDUS     SHS - A -        N53745100   $4,735   193,799 SH  *    DEFINED  1,4,5      193,799      0    0
LYONDELLBASELL INDUS     SHS - A -        N53745100   $2,039    83,460 SH  *    DEFINED  1,5,6       83,460      0    0
MARATHON PETE CORP       COM              56585A102   $7,529   278,220 SH  *    DEFINED  1,5        278,220      0    0
MARATHON PETE CORP       COM              56585A102   $2,760   102,008 SH  *    DEFINED  1,2,5      102,008      0    0
MARATHON PETE CORP       COM              56585A102   $3,414   126,163 SH  *    DEFINED  1,4,5      126,163      0    0
MARATHON PETE CORP       COM              56585A102   $1,478    54,609 SH  *    DEFINED  1,5,6       54,609      0    0
MARKETAXESS HLDGS INC    COM              57060D108   $1,355    52,081 SH  *    DEFINED  1,5         52,081      0    0
MARKETAXESS HLDGS INC    COM              57060D108     $497    19,096 SH  *    DEFINED  1,2,5       19,096      0    0
MARKETAXESS HLDGS INC    COM              57060D108     $614    23,600 SH  *    DEFINED  1,4,5       23,600      0    0
MARKETAXESS HLDGS INC    COM              57060D108     $266    10,223 SH  *    DEFINED  1,5,6       10,223      0    0
MASTEC INC               COM              576323109   $1,866   105,981 SH  *    DEFINED  1,5        105,981      0    0
MASTEC INC               COM              576323109     $684    38,863 SH  *    DEFINED  1,2,5       38,863      0    0
MASTEC INC               COM              576323109     $847    48,089 SH  *    DEFINED  1,4,5       48,089      0    0
MASTEC INC               COM              576323109     $366    20,801 SH  *    DEFINED  1,5,6       20,801      0    0
MCDERMOTT INTL INC       COM              580037109   $4,510   419,188 SH  *    DEFINED  1,5        419,188      0    0
MCDERMOTT INTL INC       COM              580037109   $1,654   153,718 SH  *    DEFINED  1,2,5      153,718      0    0
MCDERMOTT INTL INC       COM              580037109   $2,105   195,646 SH  *    DEFINED  1,4,5      195,646      0    0
MCDERMOTT INTL INC       COM              580037109     $886    82,317 SH  *    DEFINED  1,5,6       82,317      0    0
MEDCO HEALTH SOLUTIONS   COM              58405U102   $8,254   176,021 SH  *    DEFINED  1,5        176,021      0    0
MEDCO HEALTH SOLUTIONS   COM              58405U102   $3,022    64,458 SH  *    DEFINED  1,2,5       64,458      0    0
MEDCO HEALTH SOLUTIONS   COM              58405U102   $3,845    82,004 SH  *    DEFINED  1,4,5       82,004      0    0
MEDCO HEALTH SOLUTIONS   COM              58405U102   $1,619    34,517 SH  *    DEFINED  1,5,6       34,517      0    0
METALS USA HLDGS CORP    COM              59132A104     $428    47,872 SH  *    DEFINED  1,5         47,872      0    0
METALS USA HLDGS CORP    COM              59132A104     $157    17,547 SH  *    DEFINED  1,2,5       17,547      0    0
METALS USA HLDGS CORP    COM              59132A104     $195    21,808 SH  *    DEFINED  1,4,5       21,808      0    0
METALS USA HLDGS CORP    COM              59132A104      $84     9,397 SH  *    DEFINED  1,5,6        9,397      0    0
METLIFE INC              COM              59156R108   $3,461   123,577 SH  *    DEFINED  1,5        123,577      0    0
METLIFE INC              COM              59156R108   $1,269    45,318 SH  *    DEFINED  1,2,5       45,318      0    0
METLIFE INC              COM              59156R108   $1,583    56,525 SH  *    DEFINED  1,4,5       56,525      0    0
METLIFE INC              COM              59156R108     $680    24,268 SH  *    DEFINED  1,5,6       24,268      0    0
MOLEX INC                CL A             608554200  $13,949   826,375 SH  *    DEFINED  1,5        826,375      0    0
MOLEX INC                CL A             608554200   $5,116   303,057 SH  *    DEFINED  1,2,5      303,057      0    0
MOLEX INC                CL A             608554200   $6,392   378,672 SH  *    DEFINED  1,4,5      378,672      0    0
MOLEX INC                CL A             608554200   $2,739   162,291 SH  *    DEFINED  1,5,6      162,291      0    0
NEWMONT MINING CORP      COM              651639106   $4,999    79,417 SH  *    DEFINED  1,5         79,417      0    0
NEWMONT MINING CORP      COM              651639106   $1,831    29,085 SH  *    DEFINED  1,2,5       29,085      0    0
NEWMONT MINING CORP      COM              651639106   $2,262    35,932 SH  *    DEFINED  1,4,5       35,932      0    0
NEWMONT MINING CORP      COM              651639106     $980    15,566 SH  *    DEFINED  1,5,6       15,566      0    0
NORTHGATE MINERALS CORP  COM              666416102     $600   181,719 SH  *    DEFINED  1,5        181,719      0    0
NORTHGATE MINERALS CORP  COM              666416102     $221    67,009 SH  *    DEFINED  1,2,5       67,009      0    0
NORTHGATE MINERALS CORP  COM              666416102     $273    82,736 SH  *    DEFINED  1,4,5       82,736      0    0
NORTHGATE MINERALS CORP  COM              666416102     $118    35,864 SH  *    DEFINED  1,5,6       35,864      0    0
NU SKIN ENTERPRISES INC  CL A             67018T105   $2,011    49,635 SH  *    DEFINED  1,5         49,635      0    0
NU SKIN ENTERPRISES INC  CL A             67018T105     $737    18,178 SH  *    DEFINED  1,2,5       18,178      0    0
NU SKIN ENTERPRISES INC  CL A             67018T105     $910    22,458 SH  *    DEFINED  1,4,5       22,458      0    0
NU SKIN ENTERPRISES INC  CL A             67018T105     $394     9,729 SH  *    DEFINED  1,5,6        9,729      0    0
NYSE EURONEXT            COM              629491101  $12,800   550,777 SH  *    DEFINED  1,5        550,777      0    0
NYSE EURONEXT            COM              629491101   $4,691   201,840 SH  *    DEFINED  1,2,5      201,840      0    0
NYSE EURONEXT            COM              629491101   $5,795   249,358 SH  *    DEFINED  1,4,5      249,358      0    0
NYSE EURONEXT            COM              629491101   $2,511   108,025 SH  *    DEFINED  1,5,6      108,025      0    0
ON SEMICONDUCTOR CORP    NOTE 4/1         682189AE5   $1,317 1,301,000 SH  *    DEFINED  1,5      1,301,000      0    0
ON SEMICONDUCTOR CORP    NOTE 4/1         682189AE5   $1,527 1,508,000 SH  *    DEFINED  1,2,5    1,508,000      0    0
ON SEMICONDUCTOR CORP    NOTE 4/1         682189AE5   $2,886 2,850,000 SH  *    DEFINED  1,4,5    2,850,000      0    0
ON SEMICONDUCTOR CORP    NOTE 4/1         682189AE5     $712   703,000 SH  *    DEFINED  1,5,6      703,000      0    0
OSI SYSTEMS INC          COM              671044105   $2,995    89,364 SH  *    DEFINED  1,5         89,364      0    0
OSI SYSTEMS INC          COM              671044105   $1,099    32,785 SH  *    DEFINED  1,2,5       32,785      0    0
OSI SYSTEMS INC          COM              671044105   $1,373    40,961 SH  *    DEFINED  1,4,5       40,961      0    0
OSI SYSTEMS INC          COM              671044105     $588    17,555 SH  *    DEFINED  1,5,6       17,555      0    0
PANTRY INC               NOTE  3.000%11/1 698657AL7   $3,995 4,090,000 SH  *    DEFINED  1,5      4,090,000      0    0
PANTRY INC               NOTE  3.000%11/1 698657AL7   $6,013 6,155,000 SH  *    DEFINED  1,2,5    6,155,000      0    0
PANTRY INC               NOTE  3.000%11/1 698657AL7   $6,935 7,099,000 SH  *    DEFINED  1,4,5    7,099,000      0    0
PANTRY INC               NOTE  3.000%11/1 698657AL7   $2,318 2,373,000 SH  *    DEFINED  1,5,6    2,373,000      0    0
PENN NATL GAMING INC     COM              707569109   $7,436   223,357 SH  *    DEFINED  1,5        223,357      0    0
PENN NATL GAMING INC     COM              707569109   $2,723    81,802 SH  *    DEFINED  1,2,5       81,802      0    0
PENN NATL GAMING INC     COM              707569109   $3,364   101,060 SH  *    DEFINED  1,4,5      101,060      0    0
PENN NATL GAMING INC     COM              707569109   $1,457    43,781 SH  *    DEFINED  1,5,6       43,781      0    0
PFIZER INC               COM              717081103  $13,065   738,976 SH  *    DEFINED  1,5        738,976      0    0
PFIZER INC               COM              717081103   $4,789   270,881 SH  *    DEFINED  1,2,5      270,881      0    0
PFIZER INC               COM              717081103   $6,242   353,047 SH  *    DEFINED  1,4,5      353,047      0    0
PFIZER INC               COM              717081103   $2,564   145,002 SH  *    DEFINED  1,5,6      145,002      0    0
PRUDENTIAL FINL INC      COM              744320102   $3,944    84,176 SH  *    DEFINED  1,5         84,176      0    0
PRUDENTIAL FINL INC      COM              744320102   $1,446    30,868 SH  *    DEFINED  1,2,5       30,868      0    0
PRUDENTIAL FINL INC      COM              744320102   $1,805    38,529 SH  *    DEFINED  1,4,5       38,529      0    0
PRUDENTIAL FINL INC      COM              744320102     $775    16,531 SH  *    DEFINED  1,5,6       16,531      0    0
QUESTCOR PHARMACEUTICALS COM              74835Y101   $1,109    40,700 SH  PUT  DEFINED  1,5         40,700      0    0
QUESTCOR PHARMACEUTICALS COM              74835Y101     $409    15,000 SH  PUT  DEFINED  1,2,5       15,000      0    0
QUESTCOR PHARMACEUTICALS COM              74835Y101     $507    18,600 SH  PUT  DEFINED  1,4,5       18,600      0    0
QUESTCOR PHARMACEUTICALS COM              74835Y101     $221     8,100 SH  PUT  DEFINED  1,5,6        8,100      0    0
RALCORP HLDGS INC NEW    COM              751028101   $8,564   111,645 SH  *    DEFINED  1,5        111,645      0    0
RALCORP HLDGS INC NEW    COM              751028101   $3,138    40,909 SH  *    DEFINED  1,2,5       40,909      0    0
RALCORP HLDGS INC NEW    COM              751028101   $3,878    50,550 SH  *    DEFINED  1,4,5       50,550      0    0
RALCORP HLDGS INC NEW    COM              751028101   $1,680    21,896 SH  *    DEFINED  1,5,6       21,896      0    0
RANGE RES CORP           COM              75281A109   $3,182    54,427 SH  *    DEFINED  1,5         54,427      0    0
RANGE RES CORP           COM              75281A109   $1,167    19,954 SH  *    DEFINED  1,2,5       19,954      0    0
RANGE RES CORP           COM              75281A109   $1,442    24,662 SH  *    DEFINED  1,4,5       24,662      0    0
RANGE RES CORP           COM              75281A109     $624    10,681 SH  *    DEFINED  1,5,6       10,681      0    0
RF MICRODEVICES INC      NOTE  0.750% 4/1 749941AG5     $168   164,000 SH  *    DEFINED  1,5        164,000      0    0
RF MICRODEVICES INC      NOTE  0.750% 4/1 749941AG5     $159   155,000 SH  *    DEFINED  1,2,5      155,000      0    0
RF MICRODEVICES INC      NOTE  0.750% 4/1 749941AG5     $361   352,000 SH  *    DEFINED  1,4,5      352,000      0    0
RF MICRODEVICES INC      NOTE  0.750% 4/1 749941AG5      $63    61,000 SH  *    DEFINED  1,5,6       61,000      0    0
ROBBINS & MYERS INC      COM              770196103     $370    10,671 SH  *    DEFINED  1,5         10,671      0    0
ROBBINS & MYERS INC      COM              770196103     $135     3,903 SH  *    DEFINED  1,2,5        3,903      0    0
ROBBINS & MYERS INC      COM              770196103     $167     4,797 SH  *    DEFINED  1,4,5        4,797      0    0
ROBBINS & MYERS INC      COM              770196103      $73     2,091 SH  *    DEFINED  1,5,6        2,091      0    0
ROCK-TENN CO             CL A             772739207   $2,858    58,715 SH  *    DEFINED  1,5         58,715      0    0
ROCK-TENN CO             CL A             772739207   $1,048    21,526 SH  *    DEFINED  1,2,5       21,526      0    0
ROCK-TENN CO             CL A             772739207   $1,295    26,593 SH  *    DEFINED  1,4,5       26,593      0    0
ROCK-TENN CO             CL A             772739207     $561    11,524 SH  *    DEFINED  1,5,6       11,524      0    0
SANDRIDGE ENERGY INC     COM              80007P307   $2,117   380,819 SH  *    DEFINED  1,5        380,819      0    0
SANDRIDGE ENERGY INC     COM              80007P307     $776   139,628 SH  *    DEFINED  1,2,5      139,628      0    0
SANDRIDGE ENERGY INC     COM              80007P307     $967   173,871 SH  *    DEFINED  1,4,5      173,871      0    0
SANDRIDGE ENERGY INC     COM              80007P307     $416    74,761 SH  *    DEFINED  1,5,6       74,761      0    0
SEADRILL LIMITED         SHS              G7945E105  $10,857   394,380 SH  *    DEFINED  1,5        394,380      0    0
SEADRILL LIMITED         SHS              G7945E105   $3,981   144,622 SH  *    DEFINED  1,2,5      144,622      0    0
SEADRILL LIMITED         SHS              G7945E105   $4,919   178,686 SH  *    DEFINED  1,4,5      178,686      0    0
SEADRILL LIMITED         SHS              G7945E105   $2,132    77,430 SH  *    DEFINED  1,5,6       77,430      0    0
SERVICE CORP INTL        COM              817565104   $4,193   457,785 SH  *    DEFINED  1,5        457,785      0    0
SERVICE CORP INTL        COM              817565104   $1,537   167,846 SH  *    DEFINED  1,2,5      167,846      0    0
SERVICE CORP INTL        COM              817565104   $1,917   209,305 SH  *    DEFINED  1,4,5      209,305      0    0
SERVICE CORP INTL        COM              817565104     $823    89,873 SH  *    DEFINED  1,5,6       89,873      0    0
SIGNET JEWELERS LIMITED  SHS              G81276100   $6,276   185,686 SH  *    DEFINED  1,5        185,686      0    0
SIGNET JEWELERS LIMITED  SHS              G81276100   $2,299    68,005 SH  *    DEFINED  1,2,5       68,005      0    0
SIGNET JEWELERS LIMITED  SHS              G81276100   $2,840    84,015 SH  *    DEFINED  1,4,5       84,015      0    0
SIGNET JEWELERS LIMITED  SHS              G81276100   $1,230    36,396 SH  *    DEFINED  1,5,6       36,396      0    0
SMITH A O                COM              831865209   $1,987    62,024 SH  *    DEFINED  1,5         62,024      0    0
SMITH A O                COM              831865209     $728    22,724 SH  *    DEFINED  1,2,5       22,724      0    0
SMITH A O                COM              831865209     $900    28,089 SH  *    DEFINED  1,4,5       28,089      0    0
SMITH A O                COM              831865209     $390    12,163 SH  *    DEFINED  1,5,6       12,163      0    0
SMUCKER J M CO           COM NEW          832696405  $16,253   222,982 SH  *    DEFINED  1,5        222,982      0    0
SMUCKER J M CO           COM NEW          832696405   $5,957    81,729 SH  *    DEFINED  1,2,5       81,729      0    0
SMUCKER J M CO           COM NEW          832696405   $7,401   101,535 SH  *    DEFINED  1,4,5      101,535      0    0
SMUCKER J M CO           COM NEW          832696405   $3,189    43,754 SH  *    DEFINED  1,5,6       43,754      0    0
SONUS NETWORKS INC       COM              835916107     $788   364,894 SH  *    DEFINED  1,5        364,894      0    0
SONUS NETWORKS INC       COM              835916107     $289   133,810 SH  *    DEFINED  1,2,5      133,810      0    0
SONUS NETWORKS INC       COM              835916107     $361   167,204 SH  *    DEFINED  1,4,5      167,204      0    0
SONUS NETWORKS INC       COM              835916107     $155    71,657 SH  *    DEFINED  1,5,6       71,657      0    0
STEWART ENTERPRISES INC  CL A             860370105   $3,997   671,833 SH  *    DEFINED  1,5        671,833      0    0
STEWART ENTERPRISES INC  CL A             860370105   $1,466   246,343 SH  *    DEFINED  1,2,5      246,343      0    0
STEWART ENTERPRISES INC  CL A             860370105   $1,830   307,515 SH  *    DEFINED  1,4,5      307,515      0    0
STEWART ENTERPRISES INC  CL A             860370105     $785   131,916 SH  *    DEFINED  1,5,6      131,916      0    0
SUNOCO INC               COM              86764P109   $6,504   209,744 SH  *    DEFINED  1,5        209,744      0    0
SUNOCO INC               COM              86764P109   $2,384    76,891 SH  *    DEFINED  1,2,5       76,891      0    0
SUNOCO INC               COM              86764P109   $2,967    95,687 SH  *    DEFINED  1,4,5       95,687      0    0
SUNOCO INC               COM              86764P109   $1,277    41,170 SH  *    DEFINED  1,5,6       41,170      0    0
SUNPOWER CORP            DBCV  1.250% 2/1 867652AA7   $4,127 4,170,000 SH  *    DEFINED  1,5      4,170,000      0    0
SUNPOWER CORP            DBCV  1.250% 2/1 867652AA7   $5,142 5,196,000 SH  *    DEFINED  1,2,5    5,196,000      0    0
SUNPOWER CORP            DBCV  1.250% 2/1 867652AA7   $6,461 6,529,000 SH  *    DEFINED  1,4,5    6,529,000      0    0
SUNPOWER CORP            DBCV  1.250% 2/1 867652AA7   $1,806 1,825,000 SH  *    DEFINED  1,5,6    1,825,000      0    0
TE CONNECTIVITY LTD      REG SHS          H84989104   $1,256    44,644 SH  *    DEFINED  1,5         44,644      0    0
TE CONNECTIVITY LTD      REG SHS          H84989104     $461    16,369 SH  *    DEFINED  1,2,5       16,369      0    0
TE CONNECTIVITY LTD      REG SHS          H84989104     $576    20,454 SH  *    DEFINED  1,4,5       20,454      0    0
TE CONNECTIVITY LTD      REG SHS          H84989104     $247     8,766 SH  *    DEFINED  1,5,6        8,766      0    0
TEVA PHARMACEUTICAL INDS ADR              881624209   $2,301    61,819 SH  *    DEFINED  1,5         61,819      0    0
TEVA PHARMACEUTICAL INDS ADR              881624209     $844    22,665 SH  *    DEFINED  1,2,5       22,665      0    0
TEVA PHARMACEUTICAL INDS ADR              881624209   $1,049    28,174 SH  *    DEFINED  1,4,5       28,174      0    0
TEVA PHARMACEUTICAL INDS ADR              881624209     $452    12,135 SH  *    DEFINED  1,5,6       12,135      0    0
TIMKEN CO                COM              887389104     $632    19,248 SH  *    DEFINED  1,5         19,248      0    0
TIMKEN CO                COM              887389104     $232     7,057 SH  *    DEFINED  1,2,5        7,057      0    0
TIMKEN CO                COM              887389104     $286     8,717 SH  *    DEFINED  1,4,5        8,717      0    0
TIMKEN CO                COM              887389104     $124     3,778 SH  *    DEFINED  1,5,6        3,778      0    0
TJX COS INC NEW          COM              872540109   $4,116    74,204 SH  *    DEFINED  1,5         74,204      0    0
TJX COS INC NEW          COM              872540109   $1,510    27,218 SH  *    DEFINED  1,2,5       27,218      0    0
TJX COS INC NEW          COM              872540109   $1,892    34,111 SH  *    DEFINED  1,4,5       34,111      0    0
TJX COS INC NEW          COM              872540109     $808    14,574 SH  *    DEFINED  1,5,6       14,574      0    0
TOTAL S A                SPONSORED ADR    89151E109   $5,150   117,397 SH  *    DEFINED  1,5        117,397      0    0
TOTAL S A                SPONSORED ADR    89151E109   $1,889    43,065 SH  *    DEFINED  1,2,5       43,065      0    0
TOTAL S A                SPONSORED ADR    89151E109   $2,334    53,206 SH  *    DEFINED  1,4,5       53,206      0    0
TOTAL S A                SPONSORED ADR    89151E109   $1,011    23,049 SH  *    DEFINED  1,5,6       23,049      0    0
TRANSOCEAN INC           NOTE 1.500%12/1  893830AV1   $6,491 6,512,000 SH  *    DEFINED  1,5      6,512,000      0    0
TRANSOCEAN INC           NOTE 1.500%12/1  893830AV1   $2,267 2,274,000 SH  *    DEFINED  1,2,5    2,274,000      0    0
TRANSOCEAN INC           NOTE 1.500%12/1  893830AV1   $4,453 4,467,000 SH  *    DEFINED  1,4,5    4,467,000      0    0
TRANSOCEAN INC           NOTE 1.500%12/1  893830AV1   $1,519 1,524,000 SH  *    DEFINED  1,5,6    1,524,000      0    0
TRIANGLE PETE CORP       COM NEW          89600B201   $1,842   513,042 SH  *    DEFINED  1,5        513,042      0    0
TRIANGLE PETE CORP       COM NEW          89600B201     $675   188,134 SH  *    DEFINED  1,2,5      188,134      0    0
TRIANGLE PETE CORP       COM NEW          89600B201     $844   235,088 SH  *    DEFINED  1,4,5      235,088      0    0
TRIANGLE PETE CORP       COM NEW          89600B201     $362   100,749 SH  *    DEFINED  1,5,6      100,749      0    0
UNUM GROUP               COM              91529Y106   $7,644   364,715 SH  *    DEFINED  1,5        364,715      0    0
UNUM GROUP               COM              91529Y106   $2,803   133,726 SH  *    DEFINED  1,2,5      133,726      0    0
UNUM GROUP               COM              91529Y106   $3,498   166,867 SH  *    DEFINED  1,4,5      166,867      0    0
UNUM GROUP               COM              91529Y106   $1,501    71,607 SH  *    DEFINED  1,5,6       71,607      0    0
VALASSIS COMMUNICATIONS  COM              918866104     $633    33,767 SH  *    DEFINED  1,5         33,767      0    0
VALASSIS COMMUNICATIONS  COM              918866104     $231    12,308 SH  *    DEFINED  1,2,5       12,308      0    0
VALASSIS COMMUNICATIONS  COM              918866104     $284    15,165 SH  *    DEFINED  1,4,5       15,165      0    0
VALASSIS COMMUNICATIONS  COM              918866104     $124     6,592 SH  *    DEFINED  1,5,6        6,592      0    0
WALTER ENERGY INC        COM              93317Q105     $294     4,900 SH  CALL DEFINED  1,5          4,900      0    0
WALTER ENERGY INC        COM              93317Q105     $108     1,800 SH  CALL DEFINED  1,2,5        1,800      0    0
WALTER ENERGY INC        COM              93317Q105     $138     2,300 SH  CALL DEFINED  1,4,5        2,300      0    0
WALTER ENERGY INC        COM              93317Q105      $60     1,000 SH  CALL DEFINED  1,5,6        1,000      0    0
WARNER CHILCOTT PLC      SHS A            G94368100   $9,984   698,190 SH  *    DEFINED  1,5        698,190      0    0
WARNER CHILCOTT PLC      SHS A            G94368100   $3,659   255,902 SH  *    DEFINED  1,2,5      255,902      0    0
WARNER CHILCOTT PLC      SHS A            G94368100   $4,561   318,921 SH  *    DEFINED  1,4,5      318,921      0    0
WARNER CHILCOTT PLC      SHS A            G94368100   $1,959   136,987 SH  *    DEFINED  1,5,6      136,987      0    0
WEATHERFORD INTL         REG SHS          H27013103   $3,483   285,295 SH  *    DEFINED  1,5        285,295      0    0
WEATHERFORD INTL         REG SHS          H27013103   $1,277   104,555 SH  *    DEFINED  1,2,5      104,555      0    0
WEATHERFORD INTL         REG SHS          H27013103   $1,577   129,180 SH  *    DEFINED  1,4,5      129,180      0    0
WEATHERFORD INTL         REG SHS          H27013103     $683    55,970 SH  *    DEFINED  1,5,6       55,970      0    0
WI-LAN INC               COM              928972108   $3,170   549,450 SH  *    DEFINED  1,5        549,450      0    0
WI-LAN INC               COM              928972108   $1,179   204,297 SH  *    DEFINED  1,2,5      204,297      0    0
WI-LAN INC               COM              928972108   $1,471   254,885 SH  *    DEFINED  1,4,5      254,885      0    0
WI-LAN INC               COM              928972108     $631   109,400 SH  *    DEFINED  1,5,6      109,400      0    0
WILLIAMS COS INC DEL     COM              969457100  $11,423   469,315 SH  *    DEFINED  1,5        469,315      0    0
WILLIAMS COS INC DEL     COM              969457100   $4,188   172,081 SH  *    DEFINED  1,2,5      172,081      0    0
WILLIAMS COS INC DEL     COM              969457100   $5,227   214,743 SH  *    DEFINED  1,4,5      214,743      0    0
WILLIAMS COS INC DEL     COM              969457100   $2,243    92,147 SH  *    DEFINED  1,5,6       92,147      0    0
WYNDHAM WORLDWIDE        COM              98310W108  $35,377 1,240,875 SH  *    DEFINED  1,5      1,240,875      0    0
WYNDHAM WORLDWIDE        COM              98310W108  $12,957   454,455 SH  *    DEFINED  1,2,5      454,455      0    0
WYNDHAM WORLDWIDE        COM              98310W108  $16,007   561,444 SH  *    DEFINED  1,4,5      561,444      0    0
WYNDHAM WORLDWIDE        COM              98310W108   $6,934   243,226 SH  *    DEFINED  1,5,6      243,226      0    0
XEROX CORP               COM              984121103  $26,021 3,733,282 SH  *    DEFINED  1,5      3,733,282      0    0
XEROX CORP               COM              984121103   $9,542 1,368,972 SH  *    DEFINED  1,2,5    1,368,972      0    0
XEROX CORP               COM              984121103  $11,918 1,709,952 SH  *    DEFINED  1,4,5    1,709,952      0    0
XEROX CORP               COM              984121103   $5,110   733,103 SH  *    DEFINED  1,5,6      733,103      0    0
</TABLE>




</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>