-----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, B596F7GTaq17RoEt4RZYd3bxW05oOfKfll7hqWwuIABoDFPsHcOjhmFb7SuY9KL2 UOhbpJBQ0V0wgpb2ZXZQQA== 0001264130-06-000033.txt : 20060216 0001264130-06-000033.hdr.sgml : 20060216 20060216141837 ACCESSION NUMBER: 0001264130-06-000033 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060216 DATE AS OF CHANGE: 20060216 EFFECTIVENESS DATE: 20060216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ASCEND CAPITAL LLC CENTRAL INDEX KEY: 0001165501 IRS NUMBER: 880440610 STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10128 FILM NUMBER: 06624739 BUSINESS ADDRESS: STREET 1: 1 MONTGOMERY ST STREET 2: STE 3300 CITY: SAN FRANCISCO STATE: CA ZIP: 94104 BUSINESS PHONE: 4152177733 MAIL ADDRESS: STREET 1: 1 MONTGOMERY ST STREET 2: STE 3300 CITY: SAN FRANCISCO STATE: CA ZIP: 94104 13F-HR 1 form13fhr_acq42005v2.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: December 31, 2005 Check here if Amendment [ ] Amendment Number: ________ Institutional Investment Manager Filing this Report : Name: Ascend Capital, LLC Address: 600 Montgomery Street, 37th Floor, 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 February 16, 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: 297 Form 13F Information Table Value Total: $884,577 (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 Leveraged Fund LP No. 3 Form 13F File Number: 028-11220 Name: Ascend Offshore Fund, Ltd. No. 4 Form 13F File Number: 028-11219 Name: Ascend Offshore Leveraged Fund, Ltd. No. 5 Form 13F File Number: 028-11223 Name: Malcolm P. Fairbairn
Title of Market Value SH/Prn SH/ PUT/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1,000) Amount Prn CALL Discretion Managers Sole Shared None ACUITY BRANDS INC COM 00508Y102 1,328 41,775 SH DEFINED 1, 2, 5 41,775 ACUITY BRANDS INC COM 00508Y102 1,638 51,522 SH DEFINED 1, 5 51,522 ACUITY BRANDS INC COM 00508Y102 2,723 85,625 SH DEFINED 1, 4, 5 85,625 ACUITY BRANDS INC COM 00508Y102 1,179 37,078 SH DEFINED 1, 3, 5 37,078 AES CORP COM 00130H105 1,382 87,292 SH DEFINED 1, 2, 5 87,292 AES CORP COM 00130H105 1,707 107,802 SH DEFINED 1, 5 107,802 AES CORP COM 00130H105 2,836 179,145 SH DEFINED 1, 4, 5 179,145 AES CORP COM 00130H105 1,228 77,562 SH DEFINED 1, 3, 5 77,562 ALCOA INC COM 013817101 3,631 122,779 SH DEFINED 1, 2, 5 122,779 ALCOA INC COM 013817101 4,482 151,583 SH DEFINED 1, 5 151,583 ALCOA INC COM 013817101 7,449 251,894 SH DEFINED 1, 4, 5 251,894 ALCOA INC COM 013817101 3,225 109,061 SH DEFINED 1, 3, 5 109,061 AMERICAN COMMERCIAL LINES INC COM NEW 025195207 551 18,175 SH DEFINED 1, 2, 5 18,175 AMERICAN COMMERCIAL LINES INC COM NEW 025195207 679 22,392 SH DEFINED 1, 5 22,392 AMERICAN COMMERCIAL LINES INC COM NEW 025195207 1,129 37,228 SH DEFINED 1, 4, 5 37,228 AMERICAN COMMERCIAL LINES INC COM NEW 025195207 489 16,125 SH DEFINED 1, 3, 5 16,125 ANHEUSER BUSCH COMPANIES INC COM 035229103 1,870 43,538 SH DEFINED 1, 2, 5 43,538 ANHEUSER BUSCH COMPANIES INC COM 035229103 2,304 53,640 SH DEFINED 1, 5 53,640 ANHEUSER BUSCH COMPANIES INC COM 035229103 3,832 89,190 SH DEFINED 1, 4, 5 89,190 ANHEUSER BUSCH COMPANIES INC COM 035229103 1,660 38,632 SH DEFINED 1, 3, 5 38,632 BANK OF AMERICA CORPORATION COM 060505104 3,641 78,885 SH DEFINED 1, 2, 5 78,885 BANK OF AMERICA CORPORATION COM 060505104 4,500 97,500 SH DEFINED 1, 5 97,500 BANK OF AMERICA CORPORATION COM 060505104 7,476 162,002 SH DEFINED 1, 4, 5 162,002 BANK OF AMERICA CORPORATION COM 060505104 3,237 70,131 SH DEFINED 1, 3, 5 70,131 BECKMAN COULTER INC COM 075811109 4,441 78,050 SH DEFINED 1, 2, 5 78,050 BECKMAN COULTER INC COM 075811109 5,484 96,388 SH DEFINED 1, 5 96,388 BECKMAN COULTER INC COM 075811109 9,114 160,176 SH DEFINED 1, 4, 5 160,176 BECKMAN COULTER INC COM 075811109 3,946 69,350 SH DEFINED 1, 3, 5 69,350 CARDINAL HEALTH INC COM 14149Y108 4,448 64,699 SH DEFINED 1, 2, 5 64,699 CARDINAL HEALTH INC COM 14149Y108 5,493 79,900 SH DEFINED 1, 5 79,900 CARDINAL HEALTH INC COM 14149Y108 9,128 132,778 SH DEFINED 1, 4, 5 132,778 CARDINAL HEALTH INC COM 14149Y108 3,952 57,487 SH DEFINED 1, 3, 5 57,487 CELANESE CORPORATION SERIES A 150870103 2,217 115,954 SH DEFINED 1, 2, 5 115,954 CELANESE CORPORATION SERIES A 150870103 2,737 143,144 SH DEFINED 1, 5 143,144 CELANESE CORPORATION SERIES A 150870103 4,549 237,896 SH DEFINED 1, 4, 5 237,896 CELANESE CORPORATION SERIES A 150870103 1,969 103,006 SH DEFINED 1, 3, 5 103,006 CENTRAL EUROPEAN DISTR CORP COM 153435102 883 22,010 SH DEFINED 1, 2, 5 22,010 CENTRAL EUROPEAN DISTR CORP COM 153435102 1,851 46,110 SH DEFINED 1, 4, 5 46,110 CENTRAL EUROPEAN DISTR CORP COM 153435102 1,280 31,880 SH DEFINED 1, 3, 5 31,880 CF INDUSTRIES HOLDINGS INC COM 125269100 906 59,384 SH DEFINED 1, 2, 5 59,384 CF INDUSTRIES HOLDINGS INC COM 125269100 1,116 73,168 SH DEFINED 1, 5 73,168 CF INDUSTRIES HOLDINGS INC COM 125269100 1,855 121,655 SH DEFINED 1, 4, 5 121,655 CF INDUSTRIES HOLDINGS INC COM 125269100 804 52,693 SH DEFINED 1, 3, 5 52,693 CHATTEM INC COM 162456107 1,338 36,766 SH DEFINED 1, 2, 5 36,766 CHATTEM INC COM 162456107 1,648 45,298 SH DEFINED 1, 5 45,298 CHATTEM INC COM 162456107 2,741 75,315 SH DEFINED 1, 4, 5 75,315 CHATTEM INC COM 162456107 1,187 32,621 SH DEFINED 1, 3, 5 32,621 CISCO SYSTEMS INC. COM 17275R102 3,165 184,855 SH DEFINED 1, 2, 5 184,855 CISCO SYSTEMS INC. COM 17275R102 3,908 228,286 SH DEFINED 1, 5 228,286 CISCO SYSTEMS INC. COM 17275R102 6,495 379,369 SH DEFINED 1, 4, 5 379,369 CISCO SYSTEMS INC. COM 17275R102 2,812 164,250 SH DEFINED 1, 3, 5 164,250 CITIGROUP INC COM 172967101 2,954 60,869 SH DEFINED 1, 2, 5 60,869 CITIGROUP INC COM 172967101 3,651 75,233 SH DEFINED 1, 5 75,233 CITIGROUP INC COM 172967101 6,067 125,007 SH DEFINED 1, 4, 5 125,007 CITIGROUP INC COM 172967101 2,626 54,117 SH DEFINED 1, 3, 5 54,117 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 1,270 35,023 SH DEFINED 1, 2, 5 35,023 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 1,568 43,243 SH DEFINED 1, 5 43,243 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 2,605 71,865 SH DEFINED 1, 4, 5 71,865 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 1,128 31,114 SH DEFINED 1, 3, 5 31,114 COMPEX TECHNOLOGIES INC COM 204513105 264 40,171 SH DEFINED 1, 2, 5 40,171 COMPEX TECHNOLOGIES INC COM 204513105 284 43,301 SH DEFINED 1, 5 43,301 COMPEX TECHNOLOGIES INC COM 204513105 577 87,904 SH DEFINED 1, 4, 5 87,904 COMPEX TECHNOLOGIES INC COM 204513105 188 28,624 SH DEFINED 1, 3, 5 28,624 CONOCOPHILLIPS COM 20825C104 1,351 23,221 SH DEFINED 1, 2, 5 23,221 CONOCOPHILLIPS COM 20825C104 1,664 28,608 SH DEFINED 1, 5 28,608 CONOCOPHILLIPS COM 20825C104 2,768 47,568 SH DEFINED 1, 4, 5 47,568 CONOCOPHILLIPS COM 20825C104 1,199 20,603 SH DEFINED 1, 3, 5 20,603 CONSECO INC COM NEW 208464883 5,971 257,697 SH DEFINED 1, 2, 5 257,697 CONSECO INC COM NEW 208464883 7,374 318,243 SH DEFINED 1, 5 318,243 CONSECO INC COM NEW 208464883 12,254 528,857 SH DEFINED 1, 4, 5 528,857 CONSECO INC COM NEW 208464883 5,305 228,972 SH DEFINED 1, 3, 5 228,972 CONSECO INC PFD B CV 5.50% 208464867 426 15,017 PRN DEFINED 1, 2, 5 15,017 CONSECO INC PFD B CV 5.50% 208464867 526 18,546 PRN DEFINED 1, 5 18,546 CONSECO INC PFD B CV 5.50% 208464867 875 30,819 PRN DEFINED 1, 4, 5 30,819 CONSECO INC PFD B CV 5.50% 208464867 379 13,343 PRN DEFINED 1, 3, 5 13,343 COPA HOLDINGS S A CL A P31076105 3,218 117,862 SH DEFINED 1, 2, 5 117,862 COPA HOLDINGS S A CL A P31076105 3,964 145,209 SH DEFINED 1, 5 145,209 COPA HOLDINGS S A CL A P31076105 6,592 241,447 SH DEFINED 1, 4, 5 241,447 COPA HOLDINGS S A CL A P31076105 2,855 104,582 SH DEFINED 1, 3, 5 104,582 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 619 695,800 PRN DEFINED 1, 2, 5 695,800 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 1,052 1,181,600 PRN DEFINED 1, 4, 5 1,181,600 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 999 1,122,600 PRN DEFINED 1, 3, 5 1,122,600 DEALERTRACK HLDGS INC COM ADDED 242309102 1,318 62,802 SH DEFINED 1, 2, 5 62,802 DEALERTRACK HLDGS INC COM ADDED 242309102 1,623 77,375 SH DEFINED 1, 5 77,375 DEALERTRACK HLDGS INC COM ADDED 242309102 2,699 128,653 SH DEFINED 1, 4, 5 128,653 DEALERTRACK HLDGS INC COM ADDED 242309102 1,169 55,723 SH DEFINED 1, 3, 5 55,723 ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,950 164,315 SH DEFINED 1, 2, 5 164,315 ELECTRONIC DATA SYSTEMS CORP COM 285661104 4,878 202,922 SH DEFINED 1, 5 202,922 ELECTRONIC DATA SYSTEMS CORP COM 285661104 8,107 337,214 SH DEFINED 1, 4, 5 337,214 ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,510 145,999 SH DEFINED 1, 3, 5 145,999 ENDWAVE CORPORATION COM NEW 29264A206 89 7,529 SH DEFINED 1, 2, 5 7,529 ENDWAVE CORPORATION COM NEW 29264A206 109 9,276 SH DEFINED 1, 5 9,276 ENDWAVE CORPORATION COM NEW 29264A206 182 15,424 SH DEFINED 1, 4, 5 15,424 ENDWAVE CORPORATION COM NEW 29264A206 79 6,680 SH DEFINED 1, 3, 5 6,680 FINISAR CORP COM 31787A101 724 348,013 SH DEFINED 1, 2, 5 348,013 FINISAR CORP COM 31787A101 892 428,768 SH DEFINED 1, 5 428,768 FINISAR CORP COM 31787A101 1,483 712,933 SH DEFINED 1, 4, 5 712,933 FINISAR CORP COM 31787A101 642 308,806 SH DEFINED 1, 3, 5 308,806 FLEETWOOD ENTERPRISES INC COM 339099103 1,236 100,055 SH DEFINED 1, 2, 5 100,055 FLEETWOOD ENTERPRISES INC COM 339099103 1,498 121,332 SH DEFINED 1, 5 121,332 FLEETWOOD ENTERPRISES INC COM 339099103 2,529 204,765 SH DEFINED 1, 4, 5 204,765 FLEETWOOD ENTERPRISES INC COM 339099103 1,097 88,848 SH DEFINED 1, 3, 5 88,848 FOREST OIL CORP COM PAR $0.01 346091705 2,580 56,619 SH DEFINED 1, 2, 5 56,619 FOREST OIL CORP COM PAR $0.01 346091705 3,175 69,683 SH DEFINED 1, 5 69,683 FOREST OIL CORP COM PAR $0.01 346091705 5,289 116,066 SH DEFINED 1, 4, 5 116,066 FOREST OIL CORP COM PAR $0.01 346091705 2,291 50,276 SH DEFINED 1, 3, 5 50,276 GENERAL MTRS CORPORATION DEB SR CV C 33 370442717 603 38,262 SH DEFINED 1, 2, 5 38,262 GENERAL MTRS CORPORATION DEB SR CV C 33 370442717 746 47,366 SH DEFINED 1, 5 47,366 GENERAL MTRS CORPORATION DEB SR CV C 33 370442717 1,239 78,666 SH DEFINED 1, 4, 5 78,666 GENERAL MTRS CORPORATION DEB SR CV C 33 370442717 536 34,045 SH DEFINED 1, 3, 5 34,045 GENESIS HEALTHCARE CORP COM 37184D101 1,444 39,531 SH DEFINED 1, 2, 5 39,531 GENESIS HEALTHCARE CORP COM 37184D101 1,779 48,707 SH DEFINED 1, 5 48,707 GENESIS HEALTHCARE CORP COM 37184D101 2,957 80,983 SH DEFINED 1, 4, 5 80,983 GENESIS HEALTHCARE CORP COM 37184D101 1,281 35,077 SH DEFINED 1, 3, 5 35,077 GLOBAL INDUSTRIES LTD COM 379336100 2,846 250,713 SH DEFINED 1, 2, 5 250,713 GLOBAL INDUSTRIES LTD COM 379336100 3,514 309,605 SH DEFINED 1, 5 309,605 GLOBAL INDUSTRIES LTD COM 379336100 5,840 514,500 SH DEFINED 1, 4, 5 514,500 GLOBAL INDUSTRIES LTD COM 379336100 2,528 222,757 SH DEFINED 1, 3, 5 222,757 HANOVER COMPRESSOR CO COM 410768105 1,727 122,419 SH DEFINED 1, 2, 5 122,419 HANOVER COMPRESSOR CO COM 410768105 2,135 151,343 SH DEFINED 1, 5 151,343 HANOVER COMPRESSOR CO COM 410768105 3,549 251,490 SH DEFINED 1, 4, 5 251,490 HANOVER COMPRESSOR CO COM 410768105 1,536 108,874 SH DEFINED 1, 3, 5 108,874 HCA-HEALTH CO JAN 50.00 PUT 404119959 1,984 39,400 SH PUT DEFINED 1, 2, 5 39,400 HCA-HEALTH CO JAN 50.00 PUT 404119959 4,068 80,800 SH PUT DEFINED 1, 4, 5 80,800 HCA-HEALTH CO JAN 50.00 PUT 404119959 1,752 34,800 SH PUT DEFINED 1, 3, 5 34,800 HCA-HEALTH CO JAN 50.00 PUT 404119959 2,155 42,800 SH PUT DEFINED 1, 5 42,800 HERBALIFE LTD COM USD SHS G4412G101 3,058 94,033 SH DEFINED 1, 2, 5 94,033 HERBALIFE LTD COM USD SHS G4412G101 3,769 115,902 SH DEFINED 1, 5 115,902 HERBALIFE LTD COM USD SHS G4412G101 6,266 192,691 SH DEFINED 1, 4, 5 192,691 HERBALIFE LTD COM USD SHS G4412G101 2,714 83,457 SH DEFINED 1, 3, 5 83,457 HERCULES INC COM 427056106 2,968 262,616 SH DEFINED 1, 4, 5 262,616 HERCULES INC COM 427056106 1,285 113,727 SH DEFINED 1, 3, 5 113,727 HERCULES INC COM 427056106 1,449 128,253 SH DEFINED 1, 2, 5 128,253 HERCULES INC COM 427056106 1,785 158,004 SH DEFINED 1, 5 158,004 HOME DEPOT INC COM 437076102 2,542 62,801 SH DEFINED 1, 2, 5 62,801 HOME DEPOT INC COM 437076102 3,139 77,541 SH DEFINED 1, 5 77,541 HOME DEPOT INC COM 437076102 5,216 128,864 SH DEFINED 1, 4, 5 128,864 HOME DEPOT INC COM 437076102 2,259 55,794 SH DEFINED 1, 3, 5 55,794 INTEL CORP COM 458140100 1,350 54,073 SH DEFINED 1, 2, 5 54,073 INTEL CORP COM 458140100 1,668 66,816 SH DEFINED 1, 5 66,816 INTEL CORP COM 458140100 2,772 111,039 SH DEFINED 1, 4, 5 111,039 INTEL CORP COM 458140100 1,200 48,072 SH DEFINED 1, 3, 5 48,072 INVESTOOLS INC COM 46145P103 658 121,840 SH DEFINED 1, 2, 5 121,840 INVESTOOLS INC COM 46145P103 813 150,467 SH DEFINED 1, 5 150,467 INVESTOOLS INC COM 46145P103 1,350 250,043 SH DEFINED 1, 4, 5 250,043 INVESTOOLS INC COM 46145P103 585 108,258 SH DEFINED 1, 3, 5 108,258 IPAYMENT INC COM 46262E105 5,618 135,298 SH DEFINED 1, 2, 5 135,298 IPAYMENT INC COM 46262E105 6,934 166,994 SH DEFINED 1, 5 166,994 IPAYMENT INC COM 46262E105 11,523 277,538 SH DEFINED 1, 4, 5 277,538 IPAYMENT INC COM 46262E105 4,989 120,170 SH DEFINED 1, 3, 5 120,170 JUPITERMEDIA CORP COM 48207D101 2,040 138,029 SH DEFINED 1, 2, 5 138,029 JUPITERMEDIA CORP COM 48207D101 2,519 170,460 SH DEFINED 1, 5 170,460 JUPITERMEDIA CORP COM 48207D101 4,187 283,268 SH DEFINED 1, 4, 5 283,268 JUPITERMEDIA CORP COM 48207D101 1,813 122,643 SH DEFINED 1, 3, 5 122,643 KERR MCGEE CORP COM 492386107 2,239 24,647 SH DEFINED 1, 2, 5 24,647 KERR MCGEE CORP COM 492386107 2,766 30,437 SH DEFINED 1, 5 30,437 KERR MCGEE CORP COM 492386107 4,596 50,584 SH DEFINED 1, 4, 5 50,584 KERR MCGEE CORP COM 492386107 1,990 21,900 SH DEFINED 1, 3, 5 21,900 KORN FERRY INTL COM NEW 500643200 1,093 58,467 SH DEFINED 1, 2, 5 58,467 KORN FERRY INTL COM NEW 500643200 1,346 72,027 SH DEFINED 1, 5 72,027 KORN FERRY INTL COM NEW 500643200 2,237 119,683 SH DEFINED 1, 4, 5 119,683 KORN FERRY INTL COM NEW 500643200 969 51,823 SH DEFINED 1, 3, 5 51,823 MCDERMOTT INTL INC COM 580037109 2,583 57,896 SH DEFINED 1, 2, 5 57,896 MCDERMOTT INTL INC COM 580037109 3,195 71,629 SH DEFINED 1, 5 71,629 MCDERMOTT INTL INC COM 580037109 5,308 118,980 SH DEFINED 1, 4, 5 118,980 MCDERMOTT INTL INC COM 580037109 2,297 51,495 SH DEFINED 1, 3, 5 51,495 MICRON TECHNOLOGY INC COM 595112103 1,288 96,751 SH DEFINED 1, 2, 5 96,751 MICRON TECHNOLOGY INC COM 595112103 1,587 119,200 SH DEFINED 1, 5 119,200 MICRON TECHNOLOGY INC COM 595112103 2,638 198,200 SH DEFINED 1, 4, 5 198,200 MICRON TECHNOLOGY INC COM 595112103 1,143 85,849 SH DEFINED 1, 3, 5 85,849 MICROSOFT CORP COM 594918104 1,376 52,638 SH DEFINED 1, 2, 5 52,638 MICROSOFT CORP COM 594918104 1,704 65,152 SH DEFINED 1, 5 65,152 MICROSOFT CORP COM 594918104 2,830 108,210 SH DEFINED 1, 4, 5 108,210 MICROSOFT CORP COM 594918104 1,225 46,831 SH DEFINED 1, 3, 5 46,831 NAUTILUS GROUP INC COM 63910B102 1,194 64,013 SH DEFINED 1, 2, 5 64,013 NAUTILUS GROUP INC COM 63910B102 1,472 78,863 SH DEFINED 1, 5 78,863 NAUTILUS GROUP INC COM 63910B102 2,447 131,129 SH DEFINED 1, 4, 5 131,129 NAUTILUS GROUP INC COM 63910B102 1,060 56,795 SH DEFINED 1, 3, 5 56,795 NAVIGANT CONSULTING INC COM 63935N107 1,919 87,292 SH DEFINED 1, 2, 5 87,292 NAVIGANT CONSULTING INC COM 63935N107 2,369 107,802 SH DEFINED 1, 5 107,802 NAVIGANT CONSULTING INC COM 63935N107 3,938 179,145 SH DEFINED 1, 4, 5 179,145 NAVIGANT CONSULTING INC COM 63935N107 1,705 77,562 SH DEFINED 1, 3, 5 77,562 NEW CENTURY FINANCIAL CORP COM 6435EV108 2,545 70,558 SH DEFINED 1, 2, 5 70,558 NEW CENTURY FINANCIAL CORP COM 6435EV108 3,140 87,066 SH DEFINED 1, 5 87,066 NEW CENTURY FINANCIAL CORP COM 6435EV108 5,220 144,713 SH DEFINED 1, 4, 5 144,713 NEW CENTURY FINANCIAL CORP COM 6435EV108 2,260 62,663 SH DEFINED 1, 3, 5 62,663 NOVASTAR FINL INC COM 669947400 1,441 51,279 SH DEFINED 1, 2, 5 51,279 NOVASTAR FINL INC COM 669947400 1,776 63,175 SH DEFINED 1, 5 63,175 NOVASTAR FINL INC COM 669947400 2,953 105,047 SH DEFINED 1, 4, 5 105,047 NOVASTAR FINL INC COM 669947400 1,279 45,499 SH DEFINED 1, 3, 5 45,499 PARLUX FRAGRANCES INC COM 701645103 1,335 43,743 SH DEFINED 1, 2, 5 43,743 PARLUX FRAGRANCES INC COM 701645103 1,645 53,892 SH DEFINED 1, 5 53,892 PARLUX FRAGRANCES INC COM 701645103 2,735 89,575 SH DEFINED 1, 4, 5 89,575 PARLUX FRAGRANCES INC COM 701645103 1,184 38,790 SH DEFINED 1, 3, 5 38,790 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 444 14,324 SH DEFINED 1, 2, 5 14,324 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 641 20,700 SH DEFINED 1, 5 20,700 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 909 29,343 SH DEFINED 1, 4, 5 29,343 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 394 12,710 SH DEFINED 1, 3, 5 12,710 PORTALPLAYER INC COM 736187204 1,418 50,085 SH DEFINED 1, 2, 5 50,085 PORTALPLAYER INC COM 736187204 1,747 61,701 SH DEFINED 1, 5 61,701 PORTALPLAYER INC COM 736187204 2,903 102,522 SH DEFINED 1, 4, 5 102,522 PORTALPLAYER INC COM 736187204 1,257 44,392 SH DEFINED 1, 3, 5 44,392 SCHERING PLOUGH CORP COM 806605101 1,321 63,375 SH DEFINED 1, 2, 5 63,375 SCHERING PLOUGH CORP COM 806605101 1,632 78,264 SH DEFINED 1, 5 78,264 SCHERING PLOUGH CORP COM 806605101 2,712 130,061 SH DEFINED 1, 4, 5 130,061 SCHERING PLOUGH CORP COM 806605101 1,174 56,311 SH DEFINED 1, 3, 5 56,311 SEA CONTAINERS LTD CL A 811371707 670 53,421 SH DEFINED 1, 2, 5 53,421 SEA CONTAINERS LTD CL A 811371707 827 65,971 SH DEFINED 1, 5 65,971 SEA CONTAINERS LTD CL A 811371707 1,375 109,633 SH DEFINED 1, 4, 5 109,633 SEA CONTAINERS LTD CL A 811371707 595 47,466 SH DEFINED 1, 3, 5 47,466 SHERWIN WILLIAMS CO COM 824348106 1,586 34,917 SH DEFINED 1, 2, 5 34,917 SHERWIN WILLIAMS CO COM 824348106 1,959 43,121 SH DEFINED 1, 5 43,121 SHERWIN WILLIAMS CO COM 824348106 3,255 71,658 SH DEFINED 1, 4, 5 71,658 SHERWIN WILLIAMS CO COM 824348106 1,409 31,025 SH DEFINED 1, 3, 5 31,025 SOUTHERN UNION CO NEW COM 844030106 2,579 109,128 SH DEFINED 1, 2, 5 109,128 SOUTHERN UNION CO NEW COM 844030106 3,185 134,768 SH DEFINED 1, 5 134,768 SOUTHERN UNION CO NEW COM 844030106 5,292 223,957 SH DEFINED 1, 4, 5 223,957 SOUTHERN UNION CO NEW COM 844030106 2,291 96,964 SH DEFINED 1, 3, 5 96,964 SPORTS AUTHORITY INC COM NEW 84917U109 155 4,993 SH DEFINED 1, 2, 5 4,993 SPORTS AUTHORITY INC COM NEW 84917U109 191 6,151 SH DEFINED 1, 5 6,151 SPORTS AUTHORITY INC COM NEW 84917U109 318 10,227 SH DEFINED 1, 4, 5 10,227 SPORTS AUTHORITY INC COM NEW 84917U109 138 4,429 SH DEFINED 1, 3, 5 4,429 SPX CORP LIQUID YIELD OPT NOTE 2/0 784635AD6 3,977 6,025,620 PRN DEFINED 1, 2, 5 6,025,620 SPX CORP LIQUID YIELD OPT NOTE 2/0 784635AD6 4,287 6,495,210 PRN DEFINED 1, 5 6,495,210 SPX CORP LIQUID YIELD OPT NOTE 2/0 784635AD6 8,702 13,185,600 PRN DEFINED 1, 4, 5 13,185,600 SPX CORP LIQUID YIELD OPT NOTE 2/0 784635AD6 2,834 4,293,570 PRN DEFINED 1, 3, 5 4,293,570 STANDARD PAC CORP NEW COM 85375C101 2,576 69,991 SH DEFINED 1, 2, 5 69,991 STANDARD PAC CORP NEW COM 85375C101 3,173 86,229 SH DEFINED 1, 5 86,229 STANDARD PAC CORP NEW COM 85375C101 5,276 143,378 SH DEFINED 1, 4, 5 143,378 STANDARD PAC CORP NEW COM 85375C101 2,285 62,102 SH DEFINED 1, 3, 5 62,102 SUNSET FINANCIAL RESOURCES INC COM 867708109 393 46,397 SH DEFINED 1, 2, 5 46,397 SUNSET FINANCIAL RESOURCES INC COM 867708109 424 50,014 SH DEFINED 1, 5 50,014 SUNSET FINANCIAL RESOURCES INC COM 867708109 861 101,529 SH DEFINED 1, 4, 5 101,529 SUNSET FINANCIAL RESOURCES INC COM 867708109 280 33,060 SH DEFINED 1, 3, 5 33,060 SWIFT TRANSN CO COM 870756103 822 40,468 SH DEFINED 1, 2, 5 40,468 SWIFT TRANSN CO COM 870756103 1,012 49,860 SH DEFINED 1, 5 49,860 SWIFT TRANSN CO COM 870756103 1,683 82,902 SH DEFINED 1, 4, 5 82,902 SWIFT TRANSN CO COM 870756103 729 35,907 SH DEFINED 1, 3, 5 35,907 SYMBOL TECHNOLOGIES INC COM 871508107 2,601 202,870 SH DEFINED 1, 2, 5 202,870 SYMBOL TECHNOLOGIES INC COM 871508107 3,212 250,535 SH DEFINED 1, 5 250,535 SYMBOL TECHNOLOGIES INC COM 871508107 5,337 416,339 SH DEFINED 1, 4, 5 416,339 SYMBOL TECHNOLOGIES INC COM 871508107 2,311 180,256 SH DEFINED 1, 3, 5 180,256 SYNAPTICS INC COM 87157D109 1,672 67,626 SH DEFINED 1, 2, 5 67,626 SYNAPTICS INC COM 87157D109 2,064 83,509 SH DEFINED 1, 5 83,509 SYNAPTICS INC COM 87157D109 3,431 138,779 SH DEFINED 1, 4, 5 138,779 SYNAPTICS INC COM 87157D109 1,485 60,086 SH DEFINED 1, 3, 5 60,086 TECHNICAL OLYMPIC USA INC COM 878483106 253 12,016 SH DEFINED 1, 2, 5 12,016 TECHNICAL OLYMPIC USA INC COM 878483106 313 14,839 SH DEFINED 1, 5 14,839 TECHNICAL OLYMPIC USA INC COM 878483106 520 24,658 SH DEFINED 1, 4, 5 24,658 TECHNICAL OLYMPIC USA INC COM 878483106 225 10,676 SH DEFINED 1, 3, 5 10,676 TOREADOR RESOURCES CORP COM 891050106 953 45,230 SH DEFINED 1, 2, 5 45,230 TOREADOR RESOURCES CORP COM 891050106 2,015 95,622 SH DEFINED 1, 4, 5 95,622 TOREADOR RESOURCES CORP COM 891050106 904 42,909 SH DEFINED 1, 3, 5 42,909 TOREADOR RESOURCES CORP COM 891050106 905 42,971 SH DEFINED 1, 5 484,671 TYCO INTL LTD NEW COM 902124106 4,820 166,998 SH DEFINED 1, 2, 5 166,998 TYCO INTL LTD NEW COM 902124106 5,950 206,166 SH DEFINED 1, 5 206,166 TYCO INTL LTD NEW COM 902124106 9,888 342,629 SH DEFINED 1, 4, 5 342,629 TYCO INTL LTD NEW COM 902124106 4,281 148,351 SH DEFINED 1, 3, 5 148,351 UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 599 26,057 SH DEFINED 1, 2, 5 26,057 UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 740 32,179 SH DEFINED 1, 5 32,179 UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 1,230 53,477 SH DEFINED 1, 4, 5 53,477 UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 533 23,153 SH DEFINED 1, 3, 5 23,153 USA TRUCK INC COM 902925106 732 25,117 SH DEFINED 1, 2, 5 25,117 USA TRUCK INC COM 902925106 901 30,946 SH DEFINED 1, 5 30,946 USA TRUCK INC COM 902925106 1,499 51,454 SH DEFINED 1, 4, 5 51,454 USA TRUCK INC COM 902925106 649 22,289 SH DEFINED 1, 3, 5 22,289 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 1,067 1,102,500 PRN DEFINED 1, 2, 5 1,102,500 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 2,134 2,206,000 PRN DEFINED 1, 4, 5 2,206,000 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 1,637 1,691,500 PRN DEFINED 1, 3, 5 1,691,500 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,584 61,618 SH DEFINED 1, 2, 5 61,618 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,956 76,095 SH DEFINED 1, 5 76,095 VIASYS HEALTHCARE INC COM NEW 92553Q209 3,250 126,455 SH DEFINED 1, 4, 5 126,455 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,407 54,750 SH DEFINED 1, 3, 5 54,750 WAL MART STORES INC COM 931142103 1,799 38,444 SH DEFINED 1, 2, 5 38,444 WAL MART STORES INC COM 931142103 2,241 47,887 SH DEFINED 1, 5 47,887 WAL MART STORES INC COM 931142103 3,716 79,410 SH DEFINED 1, 4, 5 79,410 WAL MART STORES INC COM 931142103 1,603 34,259 SH DEFINED 1, 3, 5 34,259 WALTER INDUSTRIES INC NEW COM 93317Q105 7,251 145,830 SH DEFINED 1, 2, 5 145,830 WALTER INDUSTRIES INC NEW COM 93317Q105 8,954 180,093 SH DEFINED 1, 5 180,093 WALTER INDUSTRIES INC NEW COM 93317Q105 14,880 299,278 SH DEFINED 1, 4, 5 299,278 WALTER INDUSTRIES INC NEW COM 93317Q105 6,442 129,574 SH DEFINED 1, 3, 5 129,574 WILLIAMS COS INC DEL COM 969457100 4,484 193,531 SH DEFINED 1, 2, 5 193,531 WILLIAMS COS INC DEL COM 969457100 5,507 237,674 SH DEFINED 1, 5 237,674 WILLIAMS COS INC DEL COM 969457100 9,195 396,859 SH DEFINED 1, 4, 5 396,859 WILLIAMS COS INC DEL COM 969457100 3,984 171,936 SH DEFINED 1, 3, 5 171,936 WYETH COM 983024100 1,432 31,089 SH DEFINED 1, 2, 5 31,089 WYETH COM 983024100 1,769 38,394 SH DEFINED 1, 5 38,394 WYETH COM 983024100 2,939 63,802 SH DEFINED 1, 4, 5 63,802 WYETH COM 983024100 1,273 27,624 SH DEFINED 1, 3, 5 27,624 XL CAP LTD CL A G98255105 3,585 53,213 SH DEFINED 1, 2, 5 53,213 XL CAP LTD CL A G98255105 4,417 65,560 SH DEFINED 1, 5 65,560 XL CAP LTD CL A G98255105 7,345 109,010 SH DEFINED 1, 4, 5 109,010 XL CAP LTD CL A G98255105 3,181 47,217 SH DEFINED 1, 3, 5 47,217 XL CAPITAL LTD 7% CONV PRFD G98255121 25,659 100,427 PRN DEFINED 1, 2, 5 100,427 XL CAPITAL LTD 7% CONV PRFD G98255121 27,659 108,253 PRN DEFINED 1, 5 108,253 XL CAPITAL LTD 7% CONV PRFD G98255121 56,149 219,760 PRN DEFINED 1, 4, 5 219,760 XL CAPITAL LTD 7% CONV PRFD G98255121 18,284 71,560 PRN DEFINED 1, 3, 5 71,560
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