-----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, AN6AWu6DyANS0rkoInNXHg10xD5+cIQ06RDWs+TuVP9+v0efUiBxcrxusMSe5CKv nB1R/3W2rCvU0V1if2D5KA== 0001264130-05-000076.txt : 20051114 0001264130-05-000076.hdr.sgml : 20051111 20051114132810 ACCESSION NUMBER: 0001264130-05-000076 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 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: 051199372 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_acq32005.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: September 30, 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 November 14, 2005 ---------------------- ------------------------- --------------- [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: 301 Form 13F Information Table Value Total: $723,420 (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
Market Name of Title of Value SH/Prn SH/ PUT/ Investment Other Voting Authority Issuer Class CUSIP (x $1,000) Amount Prn CALL Discretion Managers Sole Shared None ACUITY BRANDS INC COM 00508Y102 276 9,298 SH DEFINED 1, 2, 5 9,298 ACUITY BRANDS INC COM 00508Y102 586 19,756 SH DEFINED 1, 4, 5 19,756 ACUITY BRANDS INC COM 00508Y102 265 8,946 SH DEFINED 1, 3, 5 8,946 ACUITY BRANDS INC COM 00508Y102 356 12,000 SH DEFINED 1, 5 12,000 AES CORP COM 00130H105 458 27,900 SH DEFINED 1, 2, 5 27,900 AES CORP COM 00130H105 974 59,265 SH DEFINED 1, 4, 5 59,265 AES CORP COM 00130H105 441 26,835 SH DEFINED 1, 3, 5 26,835 AES CORP COM 00130H105 591 36,000 SH DEFINED 1, 5 36,000 AFFILIATED COMP SVS COM 008190100 3,118 57,099 SH DEFINED 1, 2, 5 57,099 AFFILIATED COMP SVS COM 008190100 6,623 121,297 SH DEFINED 1, 4, 5 121,297 AFFILIATED COMP SVS COM 008190100 2,999 54,923 SH DEFINED 1, 3, 5 54,923 AFFILIATED COMP SVS COM 008190100 4,023 73,681 SH DEFINED 1, 5 73,681 ALBERTSONS INC COM 013104104 1,670 65,100 SH DEFINED 1, 2, 5 65,100 ALBERTSONS INC COM 013104104 3,547 138,285 SH DEFINED 1, 4, 5 138,285 ALBERTSONS INC COM 013104104 1,606 62,614 SH DEFINED 1, 3, 5 62,614 ALBERTSONS INC COM 013104104 2,155 84,001 SH DEFINED 1, 5 84,001 APPLIED MATERIALS INC COM 038222105 807 47,559 SH DEFINED 1, 2, 5 47,559 APPLIED MATERIALS INC COM 038222105 1,714 101,048 SH DEFINED 1, 4, 5 101,048 APPLIED MATERIALS INC COM 038222105 776 45,755 SH DEFINED 1, 3, 5 45,755 APPLIED MATERIALS INC COM 038222105 1,041 61,374 SH DEFINED 1, 5 61,374 ASHLAND INC COM 044209104 2,093 37,893 SH DEFINED 1, 2, 5 37,893 ASHLAND INC COM 044209104 4,447 80,509 SH DEFINED 1, 4, 5 80,509 ASHLAND INC COM 044209104 2,014 36,455 SH DEFINED 1, 3, 5 36,455 ASHLAND INC COM 044209105 2,701 48,901 SH DEFINED 1, 5 48,901 BANK OF AMERICA CORP COM 060505104 2,799 66,473 SH DEFINED 1, 2, 5 66,473 BANK OF AMERICA CORP COM 060505104 5,945 141,206 SH DEFINED 1, 4, 5 141,206 BANK OF AMERICA CORP COM 060505104 2,692 63,937 SH DEFINED 1, 3, 5 63,937 BANK OF AMERICA CORP COM 060505105 3,300 78,384 SH DEFINED 1, 5 78,384 BARRICK GOLD CORP COM 067901108 243 8,370 SH DEFINED 1, 2, 5 8,370 BARRICK GOLD CORP COM 067901108 516 17,779 SH DEFINED 1, 4, 5 17,779 BARRICK GOLD CORP COM 067901108 234 8,051 SH DEFINED 1, 3, 5 8,051 BARRICK GOLD CORP COM 067901109 314 10,800 SH DEFINED 1, 5 10,800 BECKMAN COULTER INC COM 075811109 3,263 60,440 SH DEFINED 1, 2, 5 60,440 BECKMAN COULTER INC COM 075811109 6,932 128,416 SH DEFINED 1, 4, 5 128,416 BECKMAN COULTER INC COM 075811109 3,139 58,147 SH DEFINED 1, 3, 5 58,147 BECKMAN COULTER INC COM 075811109 4,210 77,997 SH DEFINED 1, 5 77,997 BIOMET INC COM 090613100 1,130 32,550 SH DEFINED 1, 2, 5 32,550 BIOMET INC COM 090613100 2,400 69,143 SH DEFINED 1, 4, 5 69,143 BIOMET INC COM 090613100 1,087 31,308 SH DEFINED 1, 3, 5 31,308 BIOMET INC COM 090613100 1,458 41,999 SH DEFINED 1, 5 41,999 CARDINAL HEALTH INC COM 14149Y108 3,286 51,796 SH DEFINED 1, 2, 5 51,796 CARDINAL HEALTH INC COM 14149Y108 6,981 110,038 SH DEFINED 1, 4, 5 110,038 CARDINAL HEALTH INC COM 14149Y108 3,161 49,826 SH DEFINED 1, 3, 5 49,826 CARDINAL HEALTH INC COM 14149Y108 4,240 66,840 SH DEFINED 1, 5 66,840 CF INDUSTRIES HLDNGS INC COM 125269100 192 12,989 SH DEFINED 1, 2, 5 12,989 CF INDUSTRIES HLDNGS INC COM 125269100 419 28,282 SH DEFINED 1, 4, 5 28,282 CF INDUSTRIES HLDNGS INC COM 125269100 186 12,541 SH DEFINED 1, 3, 5 12,541 CF INDUSTRIES HLDNGS INC COM 125269100 253 17,088 SH DEFINED 1, 5 17,088 CHENIERE ENERGY INC COM NEW 16411R208 2,592 62,664 SH DEFINED 1, 2, 5 62,664 CHENIERE ENERGY INC COM NEW 16411R208 5,507 133,141 SH DEFINED 1, 4, 5 133,141 CHENIERE ENERGY INC COM NEW 16411R208 2,493 60,287 SH DEFINED 1, 3, 5 60,287 CHENIERE ENERGY INC COM NEW 16411R208 3,345 80,870 SH DEFINED 1, 5 80,870 CISCO SYSTEMS INC. COM 17275R102 2,333 130,178 SH DEFINED 1, 2, 5 130,178 CISCO SYSTEMS INC. COM 17275R102 4,956 276,588 SH DEFINED 1, 4, 5 276,588 CISCO SYSTEMS INC. COM 17275R102 2,244 125,239 SH DEFINED 1, 3, 5 125,239 CISCO SYSTEMS INC. COM 17275R102 3,010 167,995 SH DEFINED 1, 5 167,995 CITIGROUP INC COM 172967101 4,233 92,984 SH DEFINED 1, 2, 5 92,984 CITIGROUP INC COM 172967101 8,993 197,563 SH DEFINED 1, 4, 5 197,563 CITIGROUP INC COM 172967101 4,072 89,456 SH DEFINED 1, 3, 5 89,456 CITIGROUP INC COM 172967101 5,462 119,997 SH DEFINED 1, 5 119,997 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 1,989 51,114 SH DEFINED 1, 2, 5 51,114 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 4,226 108,597 SH DEFINED 1, 4, 5 108,597 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 1,913 49,173 SH DEFINED 1, 3, 5 49,173 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412100 2,567 65,961 SH DEFINED 1, 5 65,961 COMPEX TECHNOLOGIES INC COM 204513105 163 37,799 SH DEFINED 1, 2, 5 37,799 COMPEX TECHNOLOGIES INC COM 204513105 347 80,310 SH DEFINED 1, 4, 5 80,310 COMPEX TECHNOLOGIES INC COM 204513105 157 36,365 SH DEFINED 1, 3, 5 36,365 COMPEX TECHNOLOGIES INC COM 204513105 197 45,526 SH DEFINED 1, 5 45,526 CONSECO INC COM NEW 208464883 5,516 261,316 SH DEFINED 1, 2, 5 261,316 CONSECO INC COM NEW 208464883 11,721 555,213 SH DEFINED 1, 4, 5 555,213 CONSECO INC COM NEW 208464883 5,307 251,400 SH DEFINED 1, 3, 5 251,400 CONSECO INC COM NEW 208464883 7,119 337,228 SH DEFINED 1, 5 337,228 CONSECO INC PFD B CV 5.50% 208464867 386 14,454 SH DEFINED 1, 2, 5 14,454 CONSECO INC PFD B CV 5.50% 208464867 821 30,711 SH DEFINED 1, 4, 5 30,711 CONSECO INC PFD B CV 5.50% 208464867 372 13,908 SH DEFINED 1, 3, 5 13,908 CONSECO INC PFD B CV 5.50% 208464867 499 18,652 SH DEFINED 1, 5 18,652 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 655 695,800 PRN DEFINED 1, 2, 5 695,800 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 1,112 1,181,600 PRN DEFINED 1, 4, 5 1,181,600 CREDENCE SYSTEMS NOTE 1.50% 1/5 225302AE8 1,057 1,122,600 PRN DEFINED 1, 3, 5 1,122,600 EGL INC COM 268484102 630 23,190 SH DEFINED 1, 2, 5 23,190 EGL INC COM 268484102 1,338 49,270 SH DEFINED 1, 4, 5 49,270 EGL INC COM 268484102 606 22,309 SH DEFINED 1, 3, 5 22,309 EGL INC COM 268484102 821 30,231 SH DEFINED 1, 5 30,231 ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,339 148,775 SH DEFINED 1, 2, 5 148,775 ELECTRONIC DATA SYSTEMS CORP COM 285661104 7,093 316,101 SH DEFINED 1, 4, 5 316,101 ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,212 143,130 SH DEFINED 1, 3, 5 143,130 ELECTRONIC DATA SYSTEMS CORP COM 285661104 4,308 191,994 SH DEFINED 1, 5 191,994 ENSIGN ENERGY SERVICES INC COM 293570107 2,128 62,472 SH DEFINED 1, 2, 5 62,472 ENSIGN ENERGY SERVICES INC COM 293570107 4,522 132,734 SH DEFINED 1, 4, 5 132,734 ENSIGN ENERGY SERVICES INC COM 293570107 2,047 60,101 SH DEFINED 1, 3, 5 60,101 ENSIGN ENERGY SERVICES INC COM 293570107 2,563 75,242 SH DEFINED 1, 5 75,242 GAP INC COM 364760108 648 37,200 SH DEFINED 1, 2, 5 37,200 GAP INC COM 364760108 1,377 79,020 SH DEFINED 1, 4, 5 79,020 GAP INC COM 364760108 624 35,780 SH DEFINED 1, 3, 5 35,780 GAP INC COM 364760108 837 48,000 SH DEFINED 1, 5 48,000 GENCO SHIPPING & TRADING COM Y2685T107 717 37,597 SH DEFINED 1, 2, 5 37,597 GENCO SHIPPING & TRADING COM Y2685T107 1,523 79,879 SH DEFINED 1, 4, 5 79,879 GENCO SHIPPING & TRADING COM Y2685T107 690 36,169 SH DEFINED 1, 3, 5 36,169 GENCO SHIPPING & TRADING COM Y2685T107 925 48,517 SH DEFINED 1, 5 48,517 GENERAL MOTORS CORP DEB SR CV C33 370442717 1,450 73,404 SH DEFINED 1, 2, 5 73,404 GENERAL MOTORS CORP DEB SR CV C33 370442717 3,080 155,959 SH DEFINED 1, 4, 5 155,959 GENERAL MOTORS CORP DEB SR CV C33 370442717 1,395 70,618 SH DEFINED 1, 3, 5 70,618 GENERAL MOTORS CORP DEB SR CV C33 370442717 1,871 94,727 SH DEFINED 1, 5 94,727 GENWORTH FINANCIAL INC COM 37247D106 1,199 37,200 SH DEFINED 1, 2, 5 37,200 GENWORTH FINANCIAL INC COM 37247D106 2,548 79,020 SH DEFINED 1, 4, 5 79,020 GENWORTH FINANCIAL INC COM 37247D106 1,154 35,780 SH DEFINED 1, 3, 5 35,780 GENWORTH FINANCIAL INC COM 37247D106 1,548 48,000 SH DEFINED 1, 5 48,000 GEVITY HR INC COM 374393106 2,567 94,247 SH DEFINED 1, 2, 5 94,247 GEVITY HR INC COM 374393106 5,455 200,244 SH DEFINED 1, 4, 5 200,244 GEVITY HR INC COM 374393106 2,470 90,671 SH DEFINED 1, 3, 5 90,671 GEVITY HR INC COM 374393106 3,313 121,626 SH DEFINED 1, 5 121,626 GLOBAL INDUSTRIES LTD COM 379336100 685 46,500 SH DEFINED 1, 2, 5 46,500 GLOBAL INDUSTRIES LTD COM 379336100 1,456 98,775 SH DEFINED 1, 4, 5 98,775 GLOBAL INDUSTRIES LTD COM 379336100 659 44,724 SH DEFINED 1, 3, 5 44,724 GLOBAL INDUSTRIES LTD COM 379336100 884 60,001 SH DEFINED 1, 5 60,001 GUILFORD PHARMACEUTICAL INC NOTE 5.00% 7/0 401829AA4 304 311,700 PRN DEFINED 1, 2, 5 311,700 GUILFORD PHARMACEUTICAL INC NOTE 5.00% 7/0 401829AA4 378 388,300 PRN DEFINED 1, 4, 5 388,300 GUILFORD PHARMACEUTICAL INC NOTE 5.00% 7/0 401829AA4 292 300,000 PRN DEFINED 1, 3, 5 300,000 HANOVER COMPRESSOR CO COM 410768105 2,618 188,903 SH DEFINED 1, 2, 5 188,903 HANOVER COMPRESSOR CO COM 410768105 5,567 401,636 SH DEFINED 1, 4, 5 401,636 HANOVER COMPRESSOR CO COM 410768105 2,519 181,752 SH DEFINED 1, 3, 5 181,752 HANOVER COMPRESSOR CO COM 410768105 3,381 243,909 SH DEFINED 1, 5 243,909 HERBALIFE LTD COM USD SHS G4412G101 641 21,277 SH DEFINED 1, 2, 5 21,277 HERBALIFE LTD COM USD SHS G4412G101 1,363 45,208 SH DEFINED 1, 4, 5 45,208 HERBALIFE LTD COM USD SHS G4412G101 617 20,472 SH DEFINED 1, 3, 5 20,472 HERBALIFE LTD COM USD SHS G4412G101 828 27,457 SH DEFINED 1, 5 27,457 HOME DEPOT INC COM 437076102 2,660 69,739 SH DEFINED 1, 2, 5 69,739 HOME DEPOT INC COM 437076102 5,651 148,171 SH DEFINED 1, 4, 5 148,171 HOME DEPOT INC COM 437076102 2,559 67,092 SH DEFINED 1, 3, 5 67,092 HOME DEPOT INC COM 437076102 3,433 89,998 SH DEFINED 1, 5 89,998 HOUSEVALUES INC COM 44183Y102 426 29,760 SH DEFINED 1, 2, 5 29,760 HOUSEVALUES INC COM 44183Y102 904 63,214 SH DEFINED 1, 4, 5 63,214 HOUSEVALUES INC COM 44183Y102 409 28,622 SH DEFINED 1, 3, 5 28,622 HOUSEVALUES INC COM 44183Y102 549 38,404 SH DEFINED 1, 5 38,404 INTEL CORP COM 458140100 896 36,367 SH DEFINED 1, 2, 5 36,367 INTEL CORP COM 458140100 1,905 77,262 SH DEFINED 1, 4, 5 77,262 INTEL CORP COM 458140100 862 34,985 SH DEFINED 1, 3, 5 34,985 INTEL CORP COM 458140100 1,157 46,931 SH DEFINED 1, 5 46,931 INVACARE CORP COM 461203101 2,170 52,071 SH DEFINED 1, 2, 5 52,071 INVACARE CORP COM 461203101 4,610 110,635 SH DEFINED 1, 4, 5 110,635 INVACARE CORP COM 461203101 2,087 50,095 SH DEFINED 1, 3, 5 50,095 INVACARE CORP COM 461203101 2,800 67,199 SH DEFINED 1, 5 67,199 INVESTOOLS INC COM 46145P103 524 123,300 SH DEFINED 1, 2, 5 123,300 INVESTOOLS INC COM 46145P103 1,114 262,091 SH DEFINED 1, 4, 5 262,091 INVESTOOLS INC COM 46145P103 504 118,640 SH DEFINED 1, 3, 5 118,640 INVESTOOLS INC COM 46145P103 676 159,169 SH DEFINED 1, 5 159,169 IPAYMENT INC COM 46262E105 2,127 56,199 SH DEFINED 1, 2, 5 56,199 IPAYMENT INC COM 46262E105 4,517 119,378 SH DEFINED 1, 4, 5 119,378 IPAYMENT INC COM 46262E105 2,045 54,053 SH DEFINED 1, 3, 5 54,053 IPAYMENT INC COM 46262E105 2,744 72,517 SH DEFINED 1, 5 72,517 KB HOME COM 48666K109 2,044 27,919 SH DEFINED 1, 2, 5 27,919 KB HOME COM 48666K109 4,336 59,234 SH DEFINED 1, 4, 5 59,234 KB HOME COM 48666K109 1,965 26,849 SH DEFINED 1, 3, 5 26,849 KB HOME COM 48666K109 2,635 35,998 SH DEFINED 1, 5 35,998 LEXMARK INTL NEW COM 529771107 1,865 30,543 SH DEFINED 1, 2, 5 30,543 LEXMARK INTL NEW COM 529771107 3,962 64,899 SH DEFINED 1, 4, 5 64,899 LEXMARK INTL NEW COM 529771107 1,794 29,387 SH DEFINED 1, 3, 5 29,387 LEXMARK INTL NEW COM 529771107 2,406 39,414 SH DEFINED 1, 5 39,414 LINEAR TECHNOLOGY CORP COM 535678106 874 23,245 SH DEFINED 1, 2, 5 23,245 LINEAR TECHNOLOGY CORP COM 535678106 1,857 49,391 SH DEFINED 1, 4, 5 49,391 LINEAR TECHNOLOGY CORP COM 535678106 841 22,365 SH DEFINED 1, 3, 5 22,365 LINEAR TECHNOLOGY CORP COM 535678106 1,128 29,999 SH DEFINED 1, 5 29,999 MCDERMOTT INTL INC COM 580037109 3,574 97,634 SH DEFINED 1, 2, 5 97,634 MCDERMOTT INTL INC COM 580037109 7,594 207,440 SH DEFINED 1, 4, 5 207,440 MCDERMOTT INTL INC COM 580037109 3,439 93,928 SH DEFINED 1, 3, 5 93,928 MCDERMOTT INTL INC COM 580037109 4,613 125,998 SH DEFINED 1, 5 125,998 MEDCOHEALTH SOLUTIONS INC COM 58405U102 3,765 68,672 SH DEFINED 1, 2, 5 68,672 MEDCOHEALTH SOLUTIONS INC COM 58405U102 8,000 145,907 SH DEFINED 1, 4, 5 145,907 MEDCOHEALTH SOLUTIONS INC COM 58405U102 3,622 66,067 SH DEFINED 1, 3, 5 66,067 MEDCOHEALTH SOLUTIONS INC COM 58405U102 4,859 88,622 SH DEFINED 1, 5 88,622 MERIDIAN RESOURCE CORP COM 58977Q109 625 149,992 SH DEFINED 1, 2, 5 149,992 MERIDIAN RESOURCE CORP COM 58977Q109 1,332 319,463 SH DEFINED 1, 4, 5 319,463 MERIDIAN RESOURCE CORP COM 58977Q109 602 144,367 SH DEFINED 1, 3, 5 144,367 MERIDIAN RESOURCE CORP COM 58977Q109 809 193,929 SH DEFINED 1, 5 193,929 MICROSOFT CORP COM 594918104 2,273 88,335 SH DEFINED 1, 2, 5 88,335 MICROSOFT CORP COM 594918104 4,829 187,685 SH DEFINED 1, 4, 5 187,685 MICROSOFT CORP COM 594918104 2,187 84,983 SH DEFINED 1, 3, 5 84,983 MICROSOFT CORP COM 594918104 2,933 113,997 SH DEFINED 1, 5 113,997 NAVIGANT CONSULTING INC COM 63935N107 1,514 79,043 SH DEFINED 1, 2, 5 79,043 NAVIGANT CONSULTING INC COM 63935N107 3,217 167,924 SH DEFINED 1, 4, 5 167,924 NAVIGANT CONSULTING INC COM 63935N107 1,457 76,036 SH DEFINED 1, 3, 5 76,036 NAVIGANT CONSULTING INC COM 63935N107 1,954 101,997 SH DEFINED 1, 5 101,997 NEW CENTURY FINANCIAL CORP COM 6435EV108 2,009 55,382 SH DEFINED 1, 2, 5 55,382 NEW CENTURY FINANCIAL CORP COM 6435EV108 8,952 246,813 SH DEFINED 1, 4, 5 246,813 NEW CENTURY FINANCIAL CORP COM 6435EV108 3,432 94,611 SH DEFINED 1, 3, 5 94,611 NEW CENTURY FINANCIAL CORP COM 6435EV108 4,188 115,469 SH DEFINED 1, 5 115,469 NEWMONT MINING CORP COM 651639106 263 5,580 SH DEFINED 1, 2, 5 5,580 NEWMONT MINING CORP COM 651639106 559 11,853 SH DEFINED 1, 4, 5 11,853 NEWMONT MINING CORP COM 651639106 253 5,367 SH DEFINED 1, 3, 5 5,367 NEWMONT MINING CORP COM 651639106 340 7,200 SH DEFINED 1, 5 7,200 NOKIA CORP SPONSORED ADR 654902204 3,617 213,873 SH DEFINED 1, 2, 5 213,873 NOKIA CORP SPONSORED ADR 654902204 7,684 454,388 SH DEFINED 1, 4, 5 454,388 NOKIA CORP SPONSORED ADR 654902204 3,479 205,745 SH DEFINED 1, 3, 5 205,745 NOKIA CORP SPONSORED ADR 654902204 4,667 275,994 SH DEFINED 1, 5 275,994 OREGON STEEL MILLS INC COM 686079104 1,081 38,739 SH DEFINED 1, 2, 5 38,739 OREGON STEEL MILLS INC COM 686079104 2,276 81,585 SH DEFINED 1, 4, 5 81,585 OREGON STEEL MILLS INC COM 686079104 1,039 37,228 SH DEFINED 1, 3, 5 37,228 OREGON STEEL MILLS INC COM 686079104 1,385 49,648 SH DEFINED 1, 5 49,648 PALM INC COM 696643105 421 14,870 SH DEFINED 1, 2, 5 14,870 PALM INC COM 696643105 896 31,616 SH DEFINED 1, 4, 5 31,616 PALM INC COM 696643105 406 14,318 SH DEFINED 1, 3, 5 14,318 PALM INC COM 696643105 544 19,196 SH DEFINED 1, 5 19,196 PLACER DOME INC COM 725906101 239 13,951 SH DEFINED 1, 2, 5 13,951 PLACER DOME INC COM 725906101 508 29,632 SH DEFINED 1, 4, 5 29,632 PLACER DOME INC COM 725906101 230 13,417 SH DEFINED 1, 3, 5 13,417 PLACER DOME INC COM 725906101 309 18,000 SH DEFINED 1, 5 18,000 PRIDE INTERNATIONAL INC COM 74153Q102 3,017 105,830 SH DEFINED 1, 2, 5 105,830 PRIDE INTERNATIONAL INC COM 74153Q102 6,411 224,857 SH DEFINED 1, 4, 5 224,857 PRIDE INTERNATIONAL INC COM 74153Q102 2,903 101,815 SH DEFINED 1, 3, 5 101,815 PRIDE INTERNATIONAL INC COM 74153Q102 3,894 136,574 SH DEFINED 1, 5 136,574 QUINTANA MARITIME LTD COM Y7169G109 1,039 91,988 SH DEFINED 1, 2, 5 91,988 QUINTANA MARITIME LTD COM Y7169G109 2,209 195,446 SH DEFINED 1, 4, 5 195,446 QUINTANA MARITIME LTD COM Y7169G109 1,000 88,498 SH DEFINED 1, 3, 5 88,498 QUINTANA MARITIME LTD COM Y7169G109 1,341 118,710 SH DEFINED 1, 5 118,710 REDDY ICE HOLDINGS INC COM 75734R105 960 46,822 SH DEFINED 1, 2, 5 46,822 REDDY ICE HOLDINGS INC COM 75734R105 2,041 99,500 SH DEFINED 1, 4, 5 99,500 REDDY ICE HOLDINGS INC COM 75734R105 924 45,046 SH DEFINED 1, 3, 5 45,046 REDDY ICE HOLDINGS INC COM 75734R105 1,239 60,432 SH DEFINED 1, 5 60,432 SAXON CAPITAL INC COM 80556T106 136 11,478 SH DEFINED 1, 2, 5 11,478 SAXON CAPITAL INC COM 80556T106 289 24,387 SH DEFINED 1, 4, 5 24,387 SAXON CAPITAL INC COM 80556T106 131 11,043 SH DEFINED 1, 3, 5 11,043 SAXON CAPITAL INC COM 80556T106 176 14,813 SH DEFINED 1, 5 14,813 SCHERING PLOUGH CORP COM 806605101 1,208 57,381 SH DEFINED 1, 2, 5 57,381 SCHERING PLOUGH CORP COM 806605101 2,566 121,917 SH DEFINED 1, 4, 5 121,917 SCHERING PLOUGH CORP COM 806605101 1,162 55,205 SH DEFINED 1, 3, 5 55,205 SCHERING PLOUGH CORP COM 806605101 1,559 74,050 SH DEFINED 1, 5 74,050 SCHNITZER STL INDS CL A 806882106 2,590 79,519 SH DEFINED 1, 2, 5 79,519 SCHNITZER STL INDS CL A 806882106 5,504 168,975 SH DEFINED 1, 4, 5 168,975 SCHNITZER STL INDS CL A 806882106 2,492 76,514 SH DEFINED 1, 3, 5 76,514 SCHNITZER STL INDS CL A 806882106 3,343 102,626 SH DEFINED 1, 5 102,626 SEA CONTAINERS LTD CL A 811371707 603 51,419 SH DEFINED 1, 2, 5 51,419 SEA CONTAINERS LTD CL A 811371707 1,280 109,247 SH DEFINED 1, 4, 5 109,247 SEA CONTAINERS LTD CL A 811371707 580 49,468 SH DEFINED 1, 3, 5 49,468 SEA CONTAINERS LTD CL A 811371707 778 66,357 SH DEFINED 1, 5 66,357 SOUTHERN UNION CO NEW COM 844030106 1,827 70,910 SH DEFINED 1, 2, 5 70,910 SOUTHERN UNION CO NEW COM 844030106 3,883 150,666 SH DEFINED 1, 4, 5 150,666 SOUTHERN UNION CO NEW COM 844030106 1,758 68,222 SH DEFINED 1, 3, 5 68,222 SOUTHERN UNION CO NEW COM 844030106 2,358 91,514 SH DEFINED 1, 5 91,514 SPX CORP NOTE 2/0 784635AD6 4,070 6,249,110 PRN DEFINED 1, 2, 5 6,249,110 SPX CORP NOTE 2/0 784635AD6 8,141 12,501,268 PRN DEFINED 1, 4, 5 12,501,268 SPX CORP NOTE 2/0 784635AD6 3,121 4,792,918 PRN DEFINED 1, 3, 5 4,792,918 SPX CORP NOTE 2/0 784635AD6 4,205 6,456,704 PRN DEFINED 1, 5 6,456,704 SUNSET FINANCIAL RESOURCES COM 867708109 691 85,781 SH DEFINED 1, 2, 5 85,781 SUNSET FINANCIAL RESOURCES COM 867708109 1,467 182,257 SH DEFINED 1, 4, 5 182,257 SUNSET FINANCIAL RESOURCES COM 867708109 664 82,526 SH DEFINED 1, 3, 5 82,526 SUNSET FINANCIAL RESOURCES COM 867708109 832 103,317 SH DEFINED 1, 5 103,317 TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 841 102,284 SH DEFINED 1, 2, 5 102,284 TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 1,786 217,318 SH DEFINED 1, 4, 5 217,318 TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 809 98,401 SH DEFINED 1, 3, 5 98,401 TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 1,085 131,997 SH DEFINED 1, 5 131,997 TECH DATA CORP SDCV 2.000%12/1 878237AD8 2,031 2,083,037 PRN DEFINED 1, 2, 5 2,083,037 TECH DATA CORP SDCV 2.000%12/1 878237AD8 4,063 4,167,090 PRN DEFINED 1, 4, 5 4,167,090 TECH DATA CORP SDCV 2.000%12/1 878237AD8 1,558 1,597,639 PRN DEFINED 1, 3, 5 1,597,639 TECH DATA CORP SDCV 2.000%12/1 878237AD8 2,098 2,152,234 PRN DEFINED 1, 5 2,152,234 TECHNICAL OLYMPIC USA INC COM 878483106 1,129 43,170 SH DEFINED 1, 2, 5 43,170 TECHNICAL OLYMPIC USA INC COM 878483106 2,399 91,702 SH DEFINED 1, 4, 5 91,702 TECHNICAL OLYMPIC USA INC COM 878483106 1,086 41,521 SH DEFINED 1, 3, 5 41,521 TECHNICAL OLYMPIC USA INC COM 878483106 1,457 55,707 SH DEFINED 1, 5 55,707 TOREADOR RESOURCES CORP COM 891050106 329 9,300 SH DEFINED 1, 2, 5 9,300 TOREADOR RESOURCES CORP COM 891050106 699 19,755 SH DEFINED 1, 4, 5 19,755 TOREADOR RESOURCES CORP COM 891050106 317 8,945 SH DEFINED 1, 3, 5 8,945 TOREADOR RESOURCES CORP COM 891050106 425 12,000 SH DEFINED 1, 5 12,000 TUESDAY MORNING CORP COM 899035505 770 29,752 SH DEFINED 1, 2, 5 29,752 TUESDAY MORNING CORP COM 899035505 1,636 63,221 SH DEFINED 1, 4, 5 63,221 TUESDAY MORNING CORP COM 899035505 741 28,627 SH DEFINED 1, 3, 5 28,627 TUESDAY MORNING CORP COM 899035505 993 38,400 SH DEFINED 1, 5 38,400 TYCO INTERNATIONAL LTD NEW COM 902124106 5,179 185,969 SH DEFINED 1, 2, 5 185,969 TYCO INTERNATIONAL LTD NEW COM 902124106 11,004 395,125 SH DEFINED 1, 4, 5 395,125 TYCO INTERNATIONAL LTD NEW COM 902124106 4,983 178,912 SH DEFINED 1, 3, 5 178,912 TYCO INTERNATIONAL LTD NEW COM 902124106 6,684 239,994 SH DEFINED 1, 5 239,994 UNIVERSAL TRUCKLOAD SVCS COM 91388P105 456 24,554 SH DEFINED 1, 2, 5 24,554 UNIVERSAL TRUCKLOAD SVCS COM 91388P105 969 52,167 SH DEFINED 1, 4, 5 52,167 UNIVERSAL TRUCKLOAD SVCS COM 91388P105 439 23,621 SH DEFINED 1, 3, 5 23,621 UNIVERSAL TRUCKLOAD SVCS COM 91388P105 589 31,685 SH DEFINED 1, 5 31,685 USX-U S STEEL GROUP COM 912909108 1,930 45,564 SH DEFINED 1, 2, 5 45,564 USX-U S STEEL GROUP COM 912909108 4,100 96,805 SH DEFINED 1, 4, 5 96,805 USX-U S STEEL GROUP COM 912909108 1,856 43,834 SH DEFINED 1, 3, 5 43,834 USX-U S STEEL GROUP COM 912909108 2,490 58,797 SH DEFINED 1, 5 58,797 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 1,061 1,102,500 PRN DEFINED 1, 2, 5 1,102,500 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 2,123 2,206,000 PRN DEFINED 1, 4, 5 2,206,000 VERITAS SOFTWARE CORP NOTE 0.0250% 8/0 923436AC3 1,628 1,691,500 PRN DEFINED 1, 3, 5 1,691,500 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,394 55,787 SH DEFINED 1, 2, 5 55,787 VIASYS HEALTHCARE INC COM NEW 92553Q209 2,962 118,541 SH DEFINED 1, 4, 5 118,541 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,341 53,676 SH DEFINED 1, 3, 5 53,676 VIASYS HEALTHCARE INC COM NEW 92553Q209 1,799 71,996 SH DEFINED 1, 5 71,996 WAL MART STORES INC COM 931142103 5,445 124,264 SH DEFINED 1, 2, 5 124,264 WAL MART STORES INC COM 931142103 11,569 264,020 SH DEFINED 1, 4, 5 264,020 WAL MART STORES INC COM 931142103 5,239 119,548 SH DEFINED 1, 3, 5 119,548 WAL MART STORES INC COM 931142103 7,027 160,363 SH DEFINED 1, 5 160,363 WALTER INDUSTRIES INC NEW COM 93317Q105 5,332 109,003 SH DEFINED 1, 2, 5 109,003 WALTER INDUSTRIES INC NEW COM 93317Q105 11,297 230,927 SH DEFINED 1, 4, 5 230,927 WALTER INDUSTRIES INC NEW COM 93317Q105 5,127 104,813 SH DEFINED 1, 3, 5 104,813 WALTER INDUSTRIES INC NEW COM 93317Q105 6,866 140,357 SH DEFINED 1, 5 140,357 WILLIAMS COMPANIES INC COM 969457100 3,841 153,342 SH DEFINED 1, 2, 5 153,342 WILLIAMS COMPANIES INC COM 969457100 8,163 325,851 SH DEFINED 1, 4, 5 325,851 WILLIAMS COMPANIES INC COM 969457100 3,696 147,526 SH DEFINED 1, 3, 5 147,526 WILLIAMS COMPANIES INC COM 969457100 4,958 197,909 SH DEFINED 1, 5 197,909 WYETH COM 983024100 1,302 28,149 SH DEFINED 1, 2, 5 28,149 WYETH COM 983024100 2,767 59,807 SH DEFINED 1, 4, 5 59,807 WYETH COM 983024100 1,253 27,081 SH DEFINED 1, 3, 5 27,081 WYETH COM 983024100 1,681 36,327 SH DEFINED 1, 5 36,327
-----END PRIVACY-ENHANCED MESSAGE-----