-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CLEiN7JLeMXoRVXlZ6TMdlJjXZDY7eZWEO20AkURr+EZfMhY3TMqenqNbodLurd8 +vSfmpmYEwmksixqGsx8OQ== 0001264130-06-000152.txt : 20061114 0001264130-06-000152.hdr.sgml : 20061114 20061114091559 ACCESSION NUMBER: 0001264130-06-000152 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061114 DATE AS OF CHANGE: 20061114 EFFECTIVENESS DATE: 20061114 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: 061211551 BUSINESS ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 BUSINESS PHONE: (415) 217-8300 MAIL ADDRESS: STREET 1: 50 CALIFORNIA STREET, SUITE 2940 CITY: SAN FRANCISCO STATE: CA ZIP: 94111 13F-HR 1 form13fhr_acq32006.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: September 30, 2006 Check here if Amendment [ ] Amendment Number: ________ 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 13, 2006 ---------------------- ------------------------- --------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Five Form 13F Information Table Entry Total: 367 Form 13F Information Table Value Total: $965,904 (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
Market Name of Title of CUSIP Value SH/Prn SH/ Put/ Investment Other Voting Authority Issuer Class (x $1000) Amount Prn Call Discretion Managers Sole Shared None 3 M CO COM 88579Y101 8,900 119,591 SH DEFINED 1,5 119,591 0 0 3 M CO COM 88579Y101 6,077 81,661 SH DEFINED 1,2,5 81,661 0 0 3 M CO COM 88579Y101 3,891 52,289 SH DEFINED 1,3,5 52,289 0 0 3 M CO COM 88579Y101 9,024 121,254 SH DEFINED 1,4,5 121,254 0 0 ACCO BRANDS CORP COM 00081T108 1,372 61,633 SH DEFINED 1,5 61,633 0 0 ACCO BRANDS CORP COM 00081T108 934 41,977 SH DEFINED 1,2,5 41,977 0 0 ACCO BRANDS CORP COM 00081T108 598 26,865 SH DEFINED 1,3,5 26,865 0 0 ACCO BRANDS CORP COM 00081T108 1,392 62,525 SH DEFINED 1,4,5 62,525 0 0 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 3,249 381,832 SH DEFINED 1,5 381,832 0 0 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 2,214 260,211 SH DEFINED 1,2,5 260,211 0 0 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 1,417 166,550 SH DEFINED 1,3,5 166,550 0 0 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 3,297 387,473 SH DEFINED 1,4,5 387,473 0 0 ADC TELECOMMUNICATIONS COM 000886309 9,111 606,974 SH DEFINED 1,5 606,974 0 0 ADC TELECOMMUNICATIONS COM 000886309 6,205 413,390 SH DEFINED 1,2,5 413,390 0 0 ADC TELECOMMUNICATIONS COM 000886309 3,972 264,626 SH DEFINED 1,3,5 264,626 0 0 ADC TELECOMMUNICATIONS COM 000886309 9,231 615,010 SH DEFINED 1,4,5 615,010 0 0 ALCON INC COM H01301102 2,230 19,472 SH DEFINED 1,5 19,472 0 0 ALCON INC COM H01301102 1,519 13,269 SH DEFINED 1,2,5 13,269 0 0 ALCON INC COM H01301102 972 8,491 SH DEFINED 1,3,5 8,491 0 0 ALCON INC COM H01301102 2,263 19,768 SH DEFINED 1,4,5 19,768 0 0 APPLIED MATLS INC COM 038222105 2,010 113,385 SH DEFINED 1,5 113,385 0 0 APPLIED MATLS INC COM 038222105 1,373 77,423 SH DEFINED 1,2,5 77,423 0 0 APPLIED MATLS INC COM 038222105 879 49,576 SH DEFINED 1,3,5 49,576 0 0 APPLIED MATLS INC COM 038222105 2,038 114,960 SH DEFINED 1,4,5 114,960 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 721 34,976 SH DEFINED 1,5 34,976 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 491 23,825 SH DEFINED 1,2,5 23,825 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 314 15,249 SH DEFINED 1,3,5 15,249 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 731 35,487 SH DEFINED 1,4,5 35,487 0 0 ASML HLDG N V ADR N07059111 6,846 294,055 SH DEFINED 1,5 294,055 0 0 ASML HLDG N V ADR N07059111 4,674 200,788 SH DEFINED 1,2,5 200,788 0 0 ASML HLDG N V ADR N07059111 2,993 128,572 SH DEFINED 1,3,5 128,572 0 0 ASML HLDG N V ADR ADR N07059111 6,941 298,142 SH DEFINED 1,4,5 298,142 0 0 AUTODESK INC COM 052769106 1,591 45,737 SH DEFINED 1,5 45,737 0 0 AUTODESK INC COM 052769106 1,086 31,232 SH DEFINED 1,2,5 31,232 0 0 AUTODESK INC COM 052769106 696 19,999 SH DEFINED 1,3,5 19,999 0 0 AUTODESK INC COM 052769106 1,613 46,376 SH DEFINED 1,4,5 46,376 0 0 BALL CORP COM 058498106 3,873 95,752 SH DEFINED 1,5 95,752 0 0 BALL CORP COM 058498106 2,645 65,382 SH DEFINED 1,2,5 65,382 0 0 BALL CORP COM 058498106 1,693 41,865 SH DEFINED 1,3,5 41,865 0 0 BALL CORP COM 058498106 3,927 97,083 SH DEFINED 1,4,5 97,083 0 0 CAPITAL ONE FINL CORP COM 14040H105 4,771 60,655 SH DEFINED 1,5 60,655 0 0 CAPITAL ONE FINL CORP COM 14040H105 3,251 41,326 SH DEFINED 1,2,5 41,326 0 0 CAPITAL ONE FINL CORP COM 14040H105 2,080 26,448 SH DEFINED 1,3,5 26,448 0 0 CAPITAL ONE FINL CORP COM 14040H105 4,843 61,571 SH DEFINED 1,4,5 61,571 0 0 CARTER HOLDINGS INC COM 146229109 1,107 41,949 SH DEFINED 1,5 41,949 0 0 CARTER HOLDINGS INC COM 146229109 754 28,579 SH DEFINED 1,2,5 28,579 0 0 CARTER HOLDINGS INC COM 146229109 483 18,289 SH DEFINED 1,3,5 18,289 0 0 CARTER HOLDINGS INC COM 146229109 1,124 42,583 SH DEFINED 1,4,5 42,583 0 0 CELANESE CORP DEL COM SER A 150870103 1,143 63,850 SH DEFINED 1,5 63,850 0 0 CELANESE CORP DEL COM SER A 150870103 779 43,500 SH DEFINED 1,2,5 43,500 0 0 CELANESE CORP DEL COM SER A 150870103 498 27,840 SH DEFINED 1,3,5 27,840 0 0 CELANESE CORP DEL COM SER A 150870103 1,160 64,810 SH DEFINED 1,4,5 64,810 0 0 CENTURY ALUM CO COM 156431108 3,731 110,877 SH DEFINED 1,5 110,877 0 0 CENTURY ALUM CO COM 156431108 2,542 75,536 SH DEFINED 1,2,5 75,536 0 0 CENTURY ALUM CO COM 156431108 1,627 48,353 SH DEFINED 1,3,5 48,353 0 0 CENTURY ALUM CO COM 156431108 3,777 112,234 SH DEFINED 1,4,5 112,234 0 0 CHART INDUSTRIES INC COM 16115Q308 1,790 145,425 SH DEFINED 1,5 145,425 0 0 CHART INDUSTRIES INC COM 16115Q308 1,222 99,301 SH DEFINED 1,2,5 99,301 0 0 CHART INDUSTRIES INC COM 16115Q308 783 63,585 SH DEFINED 1,3,5 63,585 0 0 CHART INDUSTRIES INC COM 16115Q308 1,815 147,447 SH DEFINED 1,4,5 147,447 0 0 CHUNGHWA TELECOM CO LTD ADR 17133Q205 277 15,995 SH DEFINED 1,5 15,995 0 0 CHUNGHWA TELECOM CO LTD ADR 17133Q205 188 10,875 SH DEFINED 1,2,5 10,875 0 0 CHUNGHWA TELECOM CO LTD ADR 17133Q205 120 6,960 SH DEFINED 1,3,5 6,960 0 0 CHUNGHWA TELECOM CO LTD ADR 17133Q205 280 16,170 SH DEFINED 1,4,5 16,170 0 0 CIA VALE DO RIO DOCE ADR 204412100 7,656 413,630 SH DEFINED 1,5 413,630 0 0 CIA VALE DO RIO DOCE ADR 204412100 5,162 278,876 SH DEFINED 1,2,5 278,876 0 0 CIA VALE DO RIO DOCE ADR 204412100 3,305 178,542 SH DEFINED 1,3,5 178,542 0 0 CIA VALE DO RIO DOCE ADR 204412100 7,673 414,547 SH DEFINED 1,4,5 414,547 0 0 CISCO SYSTEMS INC COM 17275R102 4,226 183,878 SH DEFINED 1,5 183,878 0 0 CISCO SYSTEMS INC COM 17275R102 2,885 125,558 SH DEFINED 1,2,5 125,558 0 0 CISCO SYSTEMS INC COM 17275R102 1,848 80,399 SH DEFINED 1,3,5 80,399 0 0 CISCO SYSTEMS INC COM 17275R102 4,284 186,436 SH DEFINED 1,4,5 186,436 0 0 COACH INC COM 189754104 2,227 64,752 SH DEFINED 1,5 64,752 0 0 COACH INC COM 189754104 1,517 44,095 SH DEFINED 1,2,5 44,095 0 0 COACH INC COM 189754104 971 28,233 SH DEFINED 1,3,5 28,233 0 0 COACH INC COM 189754104 2,254 65,520 SH DEFINED 1,4,5 65,520 0 0 COCA COLA ENTERPRISES INC COM 191219104 2,244 107,722 SH DEFINED 1,5 107,722 0 0 COCA COLA ENTERPRISES INC COM 191219104 1,532 73,557 SH DEFINED 1,2,5 73,557 0 0 COCA COLA ENTERPRISES INC COM 191219104 981 47,100 SH DEFINED 1,3,5 47,100 0 0 COCA COLA ENTERPRISES INC COM 191219104 2,275 109,221 SH DEFINED 1,4,5 109,221 0 0 CONSECO INC COM 208464883 8,558 407,708 SH DEFINED 1,5 407,708 0 0 CONSECO INC COM 208464883 5,844 278,395 SH DEFINED 1,2,5 278,395 0 0 CONSECO INC COM 208464883 3,742 178,266 SH DEFINED 1,3,5 178,266 0 0 CONSECO INC COM 208464883 8,677 413,378 SH DEFINED 1,4,5 413,378 0 0 CONSECO INC PFD B DV 5.50% 208464867 559 21,722 SH DEFINED 1,5 21,722 0 0 CONSECO INC PFD B DV 5.50% 208464867 418 16,261 SH DEFINED 1,2,5 16,261 0 0 CONSECO INC PFD B DV 5.50% 208464867 262 10,187 SH DEFINED 1,3,5 10,187 0 0 CONSECO INC PFD B DV 5.50% 208464867 903 35,099 SH DEFINED 1,4,5 35,099 0 0 CORNING INC COM 219350105 7,796 319,360 SH DEFINED 1,5 319,360 0 0 CORNING INC COM 219350105 5,323 218,065 SH DEFINED 1,2,5 218,065 0 0 CORNING INC COM 219350105 3,408 139,633 SH DEFINED 1,3,5 139,633 0 0 CORNING INC COM 219350105 7,904 323,788 SH DEFINED 1,4,5 323,788 0 0 CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 623 695,800 PRN DEFINED 1,2,5 695,800 0 0 CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 1,005 1,122,600 PRN DEFINED 1,3,5 1,122,600 0 0 CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 1,058 1,181,600 PRN DEFINED 1,4,5 1,181,600 0 0 CVS CORPORATION COM 126650100 2,248 69,993 SH DEFINED 1,5 69,993 0 0 CVS CORPORATION COM 126650100 1,530 47,633 SH DEFINED 1,2,5 47,633 0 0 CVS CORPORATION COM 126650100 979 30,485 SH DEFINED 1,3,5 30,485 0 0 CVS CORPORATION COM 126650100 2,277 70,889 SH DEFINED 1,4,5 70,889 0 0 DEVON ENERGY CORP COM 25179M103 4,770 75,540 SH DEFINED 1,5 75,540 0 0 DEVON ENERGY CORP COM 25179M103 3,248 51,434 SH DEFINED 1,2,5 51,434 0 0 DEVON ENERGY CORP COM 25179M103 2,080 32,933 SH DEFINED 1,3,5 32,933 0 0 DEVON ENERGY CORP COM 25179M103 4,824 76,394 SH DEFINED 1,4,5 76,394 0 0 ECI TELECOM LTD ORD 268258100 1,108 134,341 SH DEFINED 1,5 134,341 0 0 ECI TELECOM LTD ORD 268258100 757 91,734 SH DEFINED 1,2,5 91,734 0 0 ECI TELECOM LTD ORD 268258100 485 58,740 SH DEFINED 1,3,5 58,740 0 0 ECI TELECOM LTD ORD 268258100 1,124 136,214 SH DEFINED 1,4,5 136,214 0 0 EGL INC COM 268484102 890 24,431 SH DEFINED 1,5 24,431 0 0 EGL INC COM 268484102 605 16,613 SH DEFINED 1,2,5 16,613 0 0 EGL INC COM 268484102 387 10,632 SH DEFINED 1,3,5 10,632 0 0 EGL INC COM 268484102 900 24,708 SH DEFINED 1,4,5 24,708 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2,359 72,469 SH DEFINED 1,5 72,469 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,607 49,372 SH DEFINED 1,2,5 49,372 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,029 31,598 SH DEFINED 1,3,5 31,598 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2,394 73,561 SH DEFINED 1,4,5 73,561 0 0 FIRST DATA CORP COM 319963104 12,467 296,835 SH DEFINED 1,5 296,835 0 0 FIRST DATA CORP COM 319963104 8,492 202,188 SH DEFINED 1,2,5 202,188 0 0 FIRST DATA CORP COM 319963104 5,435 129,401 SH DEFINED 1,3,5 129,401 0 0 FIRST DATA CORP COM 319963104 12,649 301,176 SH DEFINED 1,4,5 301,176 0 0 FOREST OIL CORP COM 346091705 3,438 108,822 SH DEFINED 1,5 108,822 0 0 FOREST OIL CORP COM 346091705 2,346 74,256 SH DEFINED 1,2,5 74,256 0 0 FOREST OIL CORP COM 346091705 1,502 47,538 SH DEFINED 1,3,5 47,538 0 0 FOREST OIL CORP COM 346091705 3,487 110,397 SH DEFINED 1,4,5 110,397 0 0 GARMIN LTD ORD G37260109 452 9,276 SH DEFINED 1,5 9,276 0 0 GARMIN LTD COM G37260109 308 6,308 SH DEFINED 1,2,5 6,308 0 0 GARMIN LTD COM G37260109 197 4,037 SH DEFINED 1,3,5 4,037 0 0 GARMIN LTD COM G37260109 458 9,379 SH DEFINED 1,4,5 9,379 0 0 GATX CORP COM 361448103 5,347 129,247 SH DEFINED 1,5 129,247 0 0 GATX CORP COM 361448103 3,649 88,199 SH DEFINED 1,2,5 88,199 0 0 GATX CORP COM 361448103 2,336 56,468 SH DEFINED 1,3,5 56,468 0 0 GATX CORP COM 361448103 5,423 131,086 SH DEFINED 1,4,5 131,086 0 0 GENESIS HEALTHCARE CORP COM 37184D101 5,809 121,959 SH DEFINED 1,5 121,959 0 0 GENESIS HEALTHCARE CORP COM 37184D101 3,967 83,278 SH DEFINED 1,2,5 83,278 0 0 GENESIS HEALTHCARE CORP COM 37184D101 2,540 53,326 SH DEFINED 1,3,5 53,326 0 0 GENESIS HEALTHCARE CORP COM 37184D101 5,890 123,656 SH DEFINED 1,4,5 123,656 0 0 GLOBAL PMTS INC COM 37940X102 2,431 55,229 SH DEFINED 1,5 55,229 0 0 GLOBAL PMTS INC COM 37940X102 1,656 37,628 SH DEFINED 1,2,5 37,628 0 0 GLOBAL PMTS INC COM 37940X102 1,060 24,082 SH DEFINED 1,3,5 24,082 0 0 GLOBAL PMTS INC COM 37940X102 2,467 56,061 SH DEFINED 1,4,5 56,061 0 0 HEWITT ASSOCS INC COM 42822Q100 4,108 169,350 SH DEFINED 1,5 169,350 0 0 HEWITT ASSOCS INC COM 42822Q100 2,805 115,636 SH DEFINED 1,2,5 115,636 0 0 HEWITT ASSOCS INC COM 42822Q100 1,796 74,046 SH DEFINED 1,3,5 74,046 0 0 HEWITT ASSOCS INC COM 42822Q100 4,166 171,703 SH DEFINED 1,4,5 171,703 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,680 294,259 SH DEFINED 1,5 294,259 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,146 200,702 SH DEFINED 1,2,5 200,702 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 734 128,491 SH DEFINED 1,3,5 128,491 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,703 298,250 SH DEFINED 1,4,5 298,250 0 0 HONEYWELL INTL INC COM 438516106 1,570 38,383 SH DEFINED 1,5 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INTERCONTINENTALEXCHANGE INC COM 45865V100 1,068 14,226 SH DEFINED 1,4,5 14,226 0 0 JARDEN CORP COM 471109108 1,063 32,244 SH DEFINED 1,5 32,244 0 0 JARDEN CORP COM 471109108 724 21,967 SH DEFINED 1,2,5 21,967 0 0 JARDEN CORP COM 471109108 464 14,059 SH DEFINED 1,3,5 14,059 0 0 JARDEN CORP COM 471109108 1,079 32,730 SH DEFINED 1,4,5 32,730 0 0 JC PENNEY CO INC COM 708160106 3,780 55,274 SH DEFINED 1,5 55,274 0 0 JC PENNEY CO INC COM 708160106 2,573 37,629 SH DEFINED 1,2,5 37,629 0 0 JC PENNEY CO INC COM 708160106 1,647 24,081 SH DEFINED 1,3,5 24,081 0 0 JC PENNEY CO INC COM 708160106 3,831 56,016 SH DEFINED 1,4,5 56,016 0 0 K V PHARMACEUTICAL CO CL A 482740206 4,867 205,368 SH DEFINED 1,5 205,368 0 0 K V PHARMACEUTICAL CO CL A 482740206 3,256 137,394 SH DEFINED 1,2,5 137,394 0 0 K V PHARMACEUTICAL CO CL A 482740206 2,083 87,873 SH DEFINED 1,3,5 87,873 0 0 K V PHARMACEUTICAL CO CL A 482740206 4,586 193,522 SH DEFINED 1,4,5 193,522 0 0 KANBAY INTERNATIONAL INC COM 48369P207 2,889 140,500 SH DEFINED 1,5 140,500 0 0 KANBAY INTERNATIONAL INC COM 48369P207 1,972 95,938 SH DEFINED 1,2,5 95,938 0 0 KANBAY INTERNATIONAL INC COM 48369P207 1,263 61,432 SH DEFINED 1,3,5 61,432 0 0 KANBAY INTERNATIONAL INC COM 48369P207 2,929 142,455 SH DEFINED 1,4,5 142,455 0 0 KNOLL INC COM NEW 498904200 6,639 328,680 SH DEFINED 1,5 328,680 0 0 KNOLL INC COM NEW 498904200 4,533 224,405 SH DEFINED 1,2,5 224,405 0 0 KNOLL INC COM NEW 498904200 2,903 143,692 SH DEFINED 1,3,5 143,692 0 0 KNOLL INC COM NEW 498904200 6,731 333,223 SH DEFINED 1,4,5 333,223 0 0 LEGG MASON INC COM 524901105 4,138 41,023 SH DEFINED 1,5 41,023 0 0 LEGG MASON INC COM 524901105 2,825 28,009 SH DEFINED 1,2,5 28,009 0 0 LEGG MASON INC COM 524901105 1,809 17,934 SH DEFINED 1,3,5 17,934 0 0 LEGG MASON INC COM 524901105 4,165 41,296 SH DEFINED 1,4,5 41,296 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 6,483 183,549 SH DEFINED 1,5 183,549 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 4,427 125,331 SH DEFINED 1,2,5 125,331 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 2,835 80,254 SH DEFINED 1,3,5 80,254 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 6,573 186,100 SH DEFINED 1,4,5 186,100 0 0 MAGNA ENTMT CORP CL A 559211107 375 80,029 SH DEFINED 1,5 80,029 0 0 MAGNA ENTMT CORP CL A 559211107 255 54,416 SH DEFINED 1,2,5 54,416 0 0 MAGNA ENTMT CORP CL A 559211107 163 34,826 SH DEFINED 1,3,5 34,826 0 0 MAGNA ENTMT CORP CL A 559211107 380 80,929 SH DEFINED 1,4,5 80,929 0 0 MARINER ENRGY COM 56845T305 4,287 233,352 SH DEFINED 1,5 233,352 0 0 MARINER ENRGY COM 56845T305 2,924 159,195 SH DEFINED 1,2,5 159,195 0 0 MARINER ENRGY COM 56845T305 1,873 101,937 SH DEFINED 1,3,5 101,937 0 0 MARINER ENRGY COM 56845T305 4,338 236,161 SH DEFINED 1,4,5 236,161 0 0 MARTIN MARIETTA MATLS INC COM 573284106 913 10,786 SH DEFINED 1,5 10,786 0 0 MARTIN MARIETTA MATLS INC COM 573284106 623 7,360 SH DEFINED 1,2,5 7,360 0 0 MARTIN MARIETTA MATLS INC COM 573284106 399 4,713 SH DEFINED 1,3,5 4,713 0 0 MARTIN MARIETTA MATLS INC COM 573284106 925 10,933 SH DEFINED 1,4,5 10,933 0 0 MATRIA HEALTHCARE INC COM NEW 576817209 2,429 87,402 SH DEFINED 1,5 87,402 0 0 MATRIA HEALTHCARE INC COM NEW 576817209 1,640 59,030 SH DEFINED 1,2,5 59,030 0 0 MATRIA HEALTHCARE INC COM NEW 576817209 1,050 37,773 SH DEFINED 1,3,5 37,773 0 0 MATRIA HEALTHCARE INC COM NEW 576817209 2,364 85,053 SH DEFINED 1,4,5 85,053 0 0 MBIA INC COM 55262C100 1,208 19,665 SH DEFINED 1,5 19,665 0 0 MBIA INC COM 55262C100 825 13,429 SH DEFINED 1,2,5 13,429 0 0 MBIA INC COM 55262C100 528 8,599 SH DEFINED 1,3,5 8,599 0 0 MBIA INC COM 55262C100 1,225 19,939 SH DEFINED 1,4,5 19,939 0 0 MCDERMOTT INTL COM 580037109 2,016 48,223 SH DEFINED 1,5 48,223 0 0 MCDERMOTT INTL COM 580037109 1,373 32,843 SH DEFINED 1,2,5 32,843 0 0 MCDERMOTT INTL COM 580037109 879 21,019 SH DEFINED 1,3,5 21,019 0 0 MCDERMOTT INTL COM 580037109 2,045 48,915 SH DEFINED 1,4,5 48,915 0 0 MCDONALDS CORP COM 580135101 3,232 82,628 SH DEFINED 1,5 82,628 0 0 MCDONALDS CORP COM 580135101 2,207 56,421 SH DEFINED 1,2,5 56,421 0 0 MCDONALDS CORP COM 580135101 1,413 36,128 SH DEFINED 1,3,5 36,128 0 0 MCDONALDS CORP COM 580135101 3,277 83,777 SH DEFINED 1,4,5 83,777 0 0 MEDTRONIC INC COM 585055106 5,285 113,800 SH DEFINED 1,5 113,800 0 0 MEDTRONIC INC COM 585055106 3,609 77,705 SH DEFINED 1,2,5 77,705 0 0 MEDTRONIC INC COM 585055106 2,311 49,757 SH DEFINED 1,3,5 49,757 0 0 MEDTRONIC INC COM 585055106 5,358 115,382 SH DEFINED 1,4,5 115,382 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 2,420 186,564 SH DEFINED 1,5 186,564 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 1,652 127,394 SH DEFINED 1,2,5 127,394 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 1,058 81,574 SH DEFINED 1,3,5 81,574 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 2,453 189,164 SH DEFINED 1,4,5 189,164 0 0 MILLER HERMAN INC COM 600544100 2,193 64,091 SH DEFINED 1,5 64,091 0 0 MILLER HERMAN INC COM 600544100 1,497 43,763 SH DEFINED 1,2,5 43,763 0 0 MILLER HERMAN INC COM 600544100 959 28,023 SH DEFINED 1,3,5 28,023 0 0 MILLER HERMAN INC COM 600544100 2,223 64,979 SH DEFINED 1,4,5 64,979 0 0 MIRANT CORP NEW COM 60467R100 5,064 185,439 SH DEFINED 1,5 185,439 0 0 MIRANT CORP NEW COM 60467R100 3,447 126,205 SH DEFINED 1,2,5 126,205 0 0 MIRANT CORP NEW COM 60467R100 2,206 80,794 SH DEFINED 1,3,5 80,794 0 0 MIRANT CORP NEW COM 60467R100 5,122 187,562 SH DEFINED 1,4,5 187,562 0 0 NORDSTROM INC COM 655664100 2,681 63,372 SH DEFINED 1,5 63,372 0 0 NORDSTROM INC COM 655664100 1,830 43,272 SH DEFINED 1,2,5 43,272 0 0 NORDSTROM INC COM 655664100 1,172 27,708 SH DEFINED 1,3,5 27,708 0 0 NORDSTROM INC COM 655664100 2,718 64,248 SH DEFINED 1,4,5 64,248 0 0 NUTRI SYS INC NEW COM 67069D108 3,554 57,057 SH DEFINED 1,5 57,057 0 0 NUTRI SYS INC NEW COM 67069D108 2,386 38,300 SH DEFINED 1,2,5 38,300 0 0 NUTRI SYS INC NEW COM 67069D108 1,527 24,521 SH DEFINED 1,3,5 24,521 0 0 NUTRI SYS INC NEW COM 67069D108 3,546 56,922 SH DEFINED 1,4,5 56,922 0 0 OWENS ILL INC COM 690768403 1,370 88,850 SH DEFINED 1,5 88,850 0 0 OWENS ILL INC COM 690768403 935 60,630 SH DEFINED 1,2,5 60,630 0 0 OWENS ILL INC COM 690768403 599 38,817 SH DEFINED 1,3,5 38,817 0 0 OWENS ILL INC COM 690768403 1,389 90,096 SH DEFINED 1,4,5 90,096 0 0 PARKER HANNIFIN CORP COM 701094104 10,172 130,868 SH DEFINED 1,5 130,868 0 0 PARKER HANNIFIN CORP COM 701094104 6,940 89,289 SH DEFINED 1,2,5 89,289 0 0 PARKER HANNIFIN CORP COM 701094104 4,444 57,170 SH DEFINED 1,3,5 57,170 0 0 PARKER HANNIFIN CORP COM 701094104 10,313 132,673 SH DEFINED 1,4,5 132,673 0 0 PHI INC COM NON VTG 69336T205 1,180 38,739 SH DEFINED 1,5 38,739 0 0 PHI INC COM NON VTG 69336T205 803 26,361 SH DEFINED 1,2,5 26,361 0 0 PHI INC COM NON VTG 69336T205 514 16,881 SH DEFINED 1,3,5 16,881 0 0 PHI INC COM NON VTG 69336T205 1,192 39,110 SH DEFINED 1,4,5 39,110 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 4,128 98,821 SH DEFINED 1,5 98,821 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 2,819 67,477 SH DEFINED 1,2,5 67,477 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 1,805 43,208 SH DEFINED 1,3,5 43,208 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 4,185 100,194 SH DEFINED 1,4,5 100,194 0 0 QUEST RESOURCE CORP COM NEW 748349305 366 41,169 SH DEFINED 1,5 41,169 0 0 QUEST RESOURCE CORP COM 748349305 250 28,111 SH DEFINED 1,2,5 28,111 0 0 QUEST RESOURCE CORP COM 748349305 160 18,000 SH DEFINED 1,3,5 18,000 0 0 QUEST RESOURCE CORP COM 748349305 371 41,741 SH DEFINED 1,4,5 41,741 0 0 ROBERT HALF INTL INC COM 770323103 3,284 96,668 SH DEFINED 1,5 96,668 0 0 ROBERT HALF INTL INC COM 770323103 2,241 65,978 SH DEFINED 1,2,5 65,978 0 0 ROBERT HALF INTL INC COM 770323103 1,435 42,243 SH DEFINED 1,3,5 42,243 0 0 ROBERT HALF INTL INC COM 770323103 3,330 98,039 SH DEFINED 1,4,5 98,039 0 0 ROSS STORES INC COM 778296103 2,201 86,602 SH DEFINED 1,5 86,602 0 0 ROSS STORES INC COM 778296103 1,498 58,943 SH DEFINED 1,2,5 58,943 0 0 ROSS STORES INC COM 778296103 959 37,724 SH DEFINED 1,3,5 37,724 0 0 ROSS STORES INC COM 778296103 2,229 87,731 SH DEFINED 1,4,5 87,731 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 1,401 111,965 SH DEFINED 1,5 111,965 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 952 76,125 SH DEFINED 1,2,5 76,125 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 609 48,720 SH DEFINED 1,3,5 48,720 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 1,416 113,190 SH DEFINED 1,4,5 113,190 0 0 SEACOR HOLDINGS INC COM 811904101 5,297 64,206 SH DEFINED 1,5 64,206 0 0 SEACOR HOLDINGS INC COM 811904101 3,616 43,826 SH DEFINED 1,2,5 43,826 0 0 SEACOR HOLDINGS INC COM 811904101 2,315 28,063 SH DEFINED 1,3,5 28,063 0 0 SEACOR HOLDINGS INC COM 811904101 5,369 65,076 SH DEFINED 1,4,5 65,076 0 0 SECURITY CAPITAL ASSURANCE COM G8018D107 4,257 177,736 SH DEFINED 1,5 177,736 0 0 SECURITY CAPITAL ASSURANCE COM G8018D107 2,907 121,357 SH DEFINED 1,2,5 121,357 0 0 SECURITY CAPITAL ASSURANCE COM G8018D107 1,861 77,710 SH DEFINED 1,3,5 77,710 0 0 SECURITY CAPITAL ASSURANCE COM G8018D107 4,315 180,174 SH DEFINED 1,4,5 180,174 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,536 239,630 SH DEFINED 1,5 239,630 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,046 163,200 SH DEFINED 1,2,5 163,200 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 670 104,478 SH DEFINED 1,3,5 104,478 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,556 242,692 SH DEFINED 1,4,5 242,692 0 0 SILGAN HLDGS INC COM 827048109 1,153 30,702 SH DEFINED 1,5 30,702 0 0 SILGAN HLDGS INC COM 827048109 784 20,878 SH DEFINED 1,2,5 20,878 0 0 SILGAN HLDGS INC COM 827048109 502 13,362 SH DEFINED 1,3,5 13,362 0 0 SILGAN HLDGS INC COM 827048109 1,167 31,058 SH DEFINED 1,4,5 31,058 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,842 170,912 SH DEFINED 1,5 170,912 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,941 116,706 SH DEFINED 1,2,5 116,706 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,243 74,730 SH DEFINED 1,3,5 74,730 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,882 173,292 SH DEFINED 1,4,5 173,292 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1,137 49,247 SH DEFINED 1,5 49,247 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 760 32,932 SH DEFINED 1,2,5 32,932 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 487 21,087 SH DEFINED 1,3,5 21,087 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1,077 46,626 SH DEFINED 1,4,5 46,626 0 0 SPANSION INC COM CL A 84649R101 917 55,026 SH DEFINED 1,5 55,026 0 0 SPANSION INC COM CL A 84649R101 624 37,453 SH DEFINED 1,2,5 37,453 0 0 SPANSION INC COM CL A 84649R101 400 23,978 SH DEFINED 1,3,5 23,978 0 0 SPANSION INC COM CL A 84649R101 928 55,643 SH DEFINED 1,4,5 55,643 0 0 STANDARD PAC CORP NEW COM 85375C101 2,138 90,985 SH DEFINED 1,5 90,985 0 0 STANDARD PAC CORP NEW COM 85375C101 1,457 61,988 SH DEFINED 1,2,5 61,988 0 0 STANDARD PAC CORP NEW COM 85375C101 932 39,672 SH DEFINED 1,3,5 39,672 0 0 STANDARD PAC CORP NEW COM 85375C101 2,170 92,355 SH DEFINED 1,4,5 92,355 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 5,108 194,504 SH DEFINED 1,5 194,504 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 3,487 132,792 SH DEFINED 1,2,5 132,792 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2,233 85,029 SH DEFINED 1,3,5 85,029 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 5,178 197,188 SH DEFINED 1,4,5 197,188 0 0 SYNAPTICS INC COM 87157D109 4,123 169,201 SH DEFINED 1,5 169,201 0 0 SYNAPTICS INC COM 87157D109 2,814 115,476 SH DEFINED 1,2,5 115,476 0 0 SYNAPTICS INC COM 87157D109 1,802 73,935 SH DEFINED 1,3,5 73,935 0 0 SYNAPTICS INC COM 87157D109 4,181 171,572 SH DEFINED 1,4,5 171,572 0 0 TEMPLE-INLAND INC COM 879868107 4,609 114,938 SH DEFINED 1,5 114,938 0 0 TEMPLE-INLAND INC COM 879868107 3,147 78,483 SH DEFINED 1,2,5 78,483 0 0 TEMPLE-INLAND INC COM 879868107 2,015 50,255 SH DEFINED 1,3,5 50,255 0 0 TEMPLE-INLAND INC COM 879868107 4,673 116,537 SH DEFINED 1,4,5 116,537 0 0 TEMPUR-PEDIC INTL COM 88023U101 2,472 143,980 SH DEFINED 1,5 143,980 0 0 TEMPUR-PEDIC INTL COM 88023U101 1,684 98,092 SH DEFINED 1,2,5 98,092 0 0 TEMPUR-PEDIC INTL COM 88023U101 1,078 62,779 SH DEFINED 1,3,5 62,779 0 0 TEMPUR-PEDIC INTL COM 88023U101 2,509 146,149 SH DEFINED 1,4,5 146,149 0 0 THORNBURG MORTGAGE INC COM 885218107 1,911 75,021 SH DEFINED 1,5 75,021 0 0 THORNBURG MORTGAGE INC COM 885218107 1,302 51,112 SH DEFINED 1,2,5 51,112 0 0 THORNBURG MORTGAGE INC COM 885218107 833 32,712 SH DEFINED 1,3,5 32,712 0 0 THORNBURG MORTGAGE INC COM 885218107 1,940 76,155 SH DEFINED 1,4,5 76,155 0 0 TRUMP ENTMT RESORTS INC COM 89816T103 716 42,207 SH DEFINED 1,5 42,207 0 0 TRUMP ENTMT RESORTS INC COM 89816T103 489 28,819 SH DEFINED 1,2,5 28,819 0 0 TRUMP ENTMT RESORTS INC COM 89816T103 313 18,455 SH DEFINED 1,3,5 18,455 0 0 TRUMP ENTMT RESORTS INC COM 89816T103 726 42,794 SH DEFINED 1,4,5 42,794 0 0 TYCO INTL LTD NEW COM 902124106 13,931 497,713 SH DEFINED 1,5 497,713 0 0 TYCO INTL LTD NEW COM 902124106 9,512 339,832 SH DEFINED 1,2,5 339,832 0 0 TYCO INTL LTD NEW COM 902124106 6,091 217,606 SH DEFINED 1,3,5 217,606 0 0 TYCO INTL LTD NEW COM 902124106 14,124 504,602 SH DEFINED 1,4,5 504,602 0 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 3,375 1,095,657 SH DEFINED 1,5 1,095,657 0 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 2,294 744,938 SH DEFINED 1,2,5 744,938 0 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,468 476,760 SH DEFINED 1,3,5 476,760 0 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 3,412 1,107,645 SH DEFINED 1,4,5 1,107,645 0 0 UNITED RENTALS INC COM 911363109 2,654 114,169 SH DEFINED 1,5 114,169 0 0 UNITED RENTALS INC COM 911363109 1,812 77,919 SH DEFINED 1,2,5 77,919 0 0 UNITED RENTALS INC COM 911363109 1,160 49,891 SH DEFINED 1,3,5 49,891 0 0 UNITED RENTALS INC COM 911363109 2,692 115,775 SH DEFINED 1,4,5 115,775 0 0 VULCAN MATLS CO COM 929160109 912 11,659 SH DEFINED 1,5 11,659 0 0 VULCAN MATLS CO COM 929160109 622 7,953 SH DEFINED 1,2,5 7,953 0 0 VULCAN MATLS CO COM 929160109 399 5,093 SH DEFINED 1,3,5 5,093 0 0 VULCAN MATLS CO COM 929160109 925 11,816 SH DEFINED 1,4,5 11,816 0 0 WORLD FUEL SVCS CORP COM 981475106 5,230 129,307 SH DEFINED 1,5 129,307 0 0 WORLD FUEL SVCS CORP COM 981475106 3,563 88,077 SH DEFINED 1,2,5 88,077 0 0 WORLD FUEL SVCS CORP COM 981475106 2,280 56,366 SH DEFINED 1,3,5 56,366 0 0 WORLD FUEL SVCS CORP COM 981475106 5,308 131,212 SH DEFINED 1,4,5 131,212 0 0 ZALE CORP NEW COM 988858106 2,202 79,364 SH DEFINED 1,5 79,364 0 0 ZALE CORP NEW COM 988858106 1,497 53,963 SH DEFINED 1,2,5 53,963 0 0 ZALE CORP NEW COM 988858106 958 34,536 SH DEFINED 1,3,5 34,536 0 0 ZALE CORP NEW COM 988858106 2,226 80,237 SH DEFINED 1,4,5 80,237 0 0
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