SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 SCHEDULE 13G Under the Securities Act of 1934 CSK Auto Corporation -------------------------------------------------------------------------------- (Name of Issuer) COMMON STOCK, $.01 PAR VALUE -------------------------------------------------------------------------------- (Title of Class of Securities) 125965103 -------------------------------------------------------------------------------- (CUSIP Number) January 31, 2008 -------------------------------------------------------------------------------- (Date of Event Which Requires Filing of this Statement) Check the appropriate box to designate the rule pursuant to which this Schedule is filed: [ ] Rule 13d-1(b) [x] Rule 13d-1(c) [_] Rule 13d-1(d) ---------- (1) The remainder of this cover page shall be filled out for a reporting person's initial filing on this form with respect to the subject class of securities, and for any subsequent amendment containing information which would alter the disclosures provided in a prior cover page. The information required in the remainder of this cover page shall not be deemed to be "filed" for the purpose of Section 18 of the Securities Exchange Act of 1934 or otherwise subject to the liabilities of that section of the Act but shall be subject to all other provisions of the Act (however, see the Notes). CUSIP No. 125965103 13G ________________________________________________________________________________ 1. NAME OF REPORTING PERSONS FRIEDMAN, BILLINGS, RAMSEY GROUP, INC. ________________________________________________________________________________ 2. CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP* (a) [ ] (b) [ ] ________________________________________________________________________________ 3. SEC USE ONLY ________________________________________________________________________________ 4. CITIZENSHIP OR PLACE OF ORGANIZATION VIRGINIA ________________________________________________________________________________ NUMBER OF 5. SOLE VOTING POWER SHARES _________________________________________________________________ BENEFICIALLY 6. SHARED VOTING POWER 2,496,769 OWNED BY _________________________________________________________________ EACH 7. SOLE DISPOSITIVE POWER REPORTING _________________________________________________________________ PERSON 8. SHARED DISPOSITIVE POWER 2,496,769 WITH ________________________________________________________________________________ 9. AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON 2,496,769 ________________________________________________________________________________ 10. CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (9) EXCLUDES CERTAIN SHARES* [_] ________________________________________________________________________________ 11. PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW 9 5.67% ________________________________________________________________________________ 12. TYPE OF REPORTING PERSON* HC ________________________________________________________________________________ *SEE INSTRUCTIONS BEFORE FILLING OUT CUSIP No. 125965103 13G ________________________________________________________________________________ 1. NAME OF REPORTING PERSONS FBR TRS HOLDINGS, INC. ________________________________________________________________________________ 2. CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP* (a) [ ] (b) [ ] ________________________________________________________________________________ 3. SEC USE ONLY ________________________________________________________________________________ 4. CITIZENSHIP OR PLACE OF ORGANIZATION VIRGINIA ________________________________________________________________________________ NUMBER OF 5. SOLE VOTING POWER 0 SHARES _________________________________________________________________ BENEFICIALLY 6. SHARED VOTING POWER 2,496,769 OWNED BY _________________________________________________________________ EACH 7. SOLE DISPOSITIVE POWER 0 REPORTING _________________________________________________________________ PERSON 8. SHARED DISPOSITIVE POWER 2,496,769 WITH ________________________________________________________________________________ 9. AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON 2,496,769 ________________________________________________________________________________ 10. CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (9) EXCLUDES CERTAIN SHARES* [_] ________________________________________________________________________________ 11. PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW 9 5.67% ________________________________________________________________________________ 12. TYPE OF REPORTING PERSON* CO ________________________________________________________________________________ *SEE INSTRUCTIONS BEFORE FILLING OUT! CUSIP No. 125985103 13G ________________________________________________________________________________ 1. NAME OF REPORTING PERSONS FBR CAPITAL MARKETS CORPORATION ________________________________________________________________________________ 2. CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP* (a) [ ] (b) [ ] ________________________________________________________________________________ 3. SEC USE ONLY ________________________________________________________________________________ 4. CITIZENSHIP OR PLACE OF ORGANIZATION VIRGINIA ________________________________________________________________________________ NUMBER OF 5. SOLE VOTING POWER 0 SHARES _________________________________________________________________ BENEFICIALLY 6. SHARED VOTING POWER 2,496,769 OWNED BY _________________________________________________________________ EACH 7. SOLE DISPOSITIVE POWER 0 REPORTING _________________________________________________________________ PERSON 8. SHARED DISPOSITIVE POWER 2,496,769 WITH ________________________________________________________________________________ 9. AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON 2,496,769 ________________________________________________________________________________ 10. CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (9) EXCLUDES CERTAIN SHARES* [_] ________________________________________________________________________________ 11. PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW 9 5.67% ________________________________________________________________________________ 12. TYPE OF REPORTING PERSON* CO ________________________________________________________________________________ *SEE INSTRUCTIONS BEFORE FILLING OUT! CUSIP No. 125965103 13G ________________________________________________________________________________ 1. NAME OF REPORTING PERSONS FBR ASSET MANAGEMENT HOLDINGS, INC. ________________________________________________________________________________ 2. CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP* (a) [ ] (b) [ ] ________________________________________________________________________________ 3. SEC USE ONLY ________________________________________________________________________________ 4. CITIZENSHIP OR PLACE OF ORGANIZATION VIRGINIA ________________________________________________________________________________ NUMBER OF 5. SOLE VOTING POWER 0 SHARES _________________________________________________________________ BENEFICIALLY 6. SHARED VOTING POWER 2,496,769 OWNED BY _________________________________________________________________ EACH 7. SOLE DISPOSITIVE POWER 0 REPORTING _________________________________________________________________ PERSON 8. SHARED DISPOSITIVE POWER 2,496,769 WITH ________________________________________________________________________________ 9. AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON 2,496,769 ________________________________________________________________________________ 10. CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (9) EXCLUDES CERTAIN SHARES* [_] ________________________________________________________________________________ 11. PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW 9 5.67% ________________________________________________________________________________ 12. TYPE OF REPORTING PERSON* CO ________________________________________________________________________________ *SEE INSTRUCTIONS BEFORE FILLING OUT! CUSIP No. 125965103 13G ________________________________________________________________________________ 1. NAME OF REPORTING PERSONS FBR FUND ADVISERS, INC. ________________________________________________________________________________ 2. CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP* (a) [ ] (b) [ ] ________________________________________________________________________________ 3. SEC USE ONLY ________________________________________________________________________________ 4. CITIZENSHIP OR PLACE OF ORGANIZATION DELAWARE ________________________________________________________________________________ NUMBER OF 5. SOLE VOTING POWER 0 SHARES _________________________________________________________________ BENEFICIALLY 6. SHARED VOTING POWER 2,496,769 OWNED BY _________________________________________________________________ EACH 7. SOLE DISPOSITIVE POWER 0 REPORTING _________________________________________________________________ PERSON 8. SHARED DISPOSITIVE POWER 2,496,769 WITH ________________________________________________________________________________ 9. AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON 2,496,769 ________________________________________________________________________________ 10. CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (9) EXCLUDES CERTAIN SHARES* [_] ________________________________________________________________________________ 11. PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW 9 5.67% ________________________________________________________________________________ 12. TYPE OF REPORTING PERSON* IA ________________________________________________________________________________ *SEE INSTRUCTIONS BEFORE FILLING OUT Item 1(a). Name of Issuer: CSK Auto Corporation ____________________________________________________________________ Item 1(b). Address of Issuer's Principal Executive Offices: 645 E Missouri Avenue, Suite 400 Phoenix, AZ 85012 ____________________________________________________________________ Item 2(a). Name of Person Filing: Friedman, Billings, Ramsey Group, Inc. FBR TRS Holdings, Inc. FBR Capital Markets Corporation FBR Asset Management Holdings Inc. FBR Fund Advisers, Inc. ____________________________________________________________________ Item 2(b). Address of Principal Business Office, or if None, Residence: Friedman, Billings, Ramsey Group, Inc. FBR TRS Holdings, Inc. FBR Capital Markets Corporation FBR Asset Management Holdings Inc. FBR Fund Advisers, Inc. 1001 Nineteenth Street North Arlington, VA 22209 ____________________________________________________________________ Item 2(c). Citizenship: Friedman, Billings, Ramsey Group, Inc. FBR TRS Holdings, Inc. FBR Capital Markets Corporation FBR Asset Management Holdings Inc. Virginia FBR Fund Advisers, Inc. Delaware ____________________________________________________________________ Item 2(d). Title of Class of Securities: Common stock, $.01 par value per share ____________________________________________________________________ Item 2(e). CUSIP Number: 125965103 ____________________________________________________________________ Item 3. If This Statement is Filed Pursuant to Rule 13d-1(b), or 13d-2(b) or (c), Check Whether the Person Filing is a: (a) [_] Broker or dealer registered under Section 15 of the Exchange Act. (b) [_] Bank as defined in Section 3(a)(6) of the Exchange Act. (c) [_] Insurance company as defined in Section 3(a)(19) of the Exchange Act. (d) [_] Investment company registered under Section 8 of the Investment Company Act. (e) [_] An investment adviser in accordance with Rule 13d-1(b)(1)(ii)(E); (f) [_] An employee benefit plan or endowment fund in accordance with Rule 13d-1(b)(1)(ii)(F); (g) [X] A parent holding company or control person in accordance with Rule 13d-1(b)(1)(ii)(G); (h) [_] A savings association as defined in Section 3(b) of the Federal Deposit Insurance Act; (i) [_] A church plan that is excluded from the definition of an investment company under Section 3(c)(14) of the Investment Company Act; (j) [_] Group, in accordance with Rule 13d-1(b)(1)(ii)(J). CUSIP No. 125965103 13G Item 4. Ownership. Provide the following information regarding the aggregate number and percentage of the class of securities of the issuer identified in Item 1. (a) Amount beneficially owned: Friedman, Billings, Ramsey Group, Inc. 2,496,769 FBR TRS Holdings, Inc. 2,496,769 FBR Capital Markets Corporation 2,496,769 FBR Asset Management Holdings Inc. 2,496,769 FBR Fund Advisers, Inc. 2,496,769 ______________________________________________________________________ (b) Percent of class: Friedman, Billings, Ramsey Group, Inc. 5.67% FBR TRS Holdings, Inc. 5.67% FBR Capital Markets Corporation 5.67% FBR Asset Management Holdings Inc. 5.67% FBR Fund Advisers, Inc. 5.67% ______________________________________________________________________ (c) Number of shares as to which such person has: (i) Sole power to vote or to direct the vote: Friedman, Billings, Ramsey Group, Inc. 0 FBR TRS Holdings, Inc. 0 FBR Capital Markets Corporation 0 FBR Asset Management Holdings Inc. 0 FBR Fund Advisers, Inc. 0 (ii) Shared power to vote or to direct the vote: Friedman, Billings, Ramsey Group, Inc. 2,496,769 FBR TRS Holdings, Inc. 2,496,769 FBR Capital Markets Corporation 2,496,769 FBR Asset Management Holdings Inc. 2,496,769 FBR Fund Advisers, Inc. 2,496,769 (iii) Sole power to dispose or to direct the disposition of: Friedman, Billings, Ramsey Group, Inc. 0 FBR TRS Holdings, Inc. 0 FBR Capital Markets Corporation 0 FBR Asset Management Holdings Inc. 0 FBR Fund Advisers, Inc. 0 (iv) Shared power to dispose or to direct the disposition of: Friedman, Billings, Ramsey Group, Inc. 2,496,769 FBR TRS Holdings, Inc. 2,496,769 FBR Capital Markets Corporation 2,496,769 FBR Asset Management Holdings Inc. 2,496,769 FBR Fund Advisers, Inc. 2,496,769 Item 5. Ownership of Five Percent or Less of a Class. If this statement is being filed to report the fact that as of the date hereof the reporting person has ceased to be the beneficial owner of more than five percent of the class of securities check the following [ ]. Not Applicable _______________________________________________________________________ Item 6. Ownership of More Than Five Percent on Behalf of Another Person. Not Applicable. _______________________________________________________________________ Item 7. Identification and Classification of the Subsidiary Which Acquired the Security Being Reported on by the Parent Holding Company or Control Person. FBR Fund Advisers, Inc. _______________________________________________________________________ Item 8. Identification and Classification of Members of the Group. Not Applicable. _______________________________________________________________________ Item 9. Notice of Dissolution of Group. Not Applicable. ______________________________________________________________________ Item 10. Certifications. "By signing below I certify that, to the best of my knowledge and belief, the securities referred to above were not acquired and are not held for the purpose of or with the effect of changing or influencing the control of the issuer of the securities and were not acquired and are not held in connection with or as a participant in any transaction having such purpose or effect." SIGNATURE After reasonable inquiry and to the best of my knowledge and belief, I certify that the information set forth in this statement is true, complete and correct. February 11, 2008 ---------------------------------------- (Date) Friedman, Billings, Ramsey Group, Inc.* /s/ Ann Marie Pulsch ---------------------------------------- (Signature) Ann Marie Pulsch Asst. Corporate Secretary ---------------------------------------- (Name/Title) FBR TRS Holdings, Inc.* /s/ Ann Marie Pulsch ---------------------------------------- (Signature) Ann Marie Pulsch Asst. Corporate Secretary ---------------------------------------- (Name/Title) FBR Capital Markets Corporation* /s/ Ann Marie Pulsch ---------------------------------------- (Signature) Ann Marie Pulsch Asst. Corporate Secretary ---------------------------------------- (Name/Title) FBR Asset Management Holdings, Inc.* /s/ Ann Marie Pulsch ---------------------------------------- (Signature) Ann Marie Pulsch Asst. Corporate Secretary ---------------------------------------- (Name/Title) FBR Fund Advisers, Inc.* /s/ Winsor H. Aylesworth ---------------------------------------- (Signature) Winsor H. Aylesworth Treasurer and Corporate Secretary ---------------------------------------- (Name/Title) *The Reporting Persons disclaim beneficial ownership in the shares represented herein except to the extent of their pecuniary interest therein. Note. Schedules filed in paper format shall include a signed original and five copies of the schedule, including all exhibits. See Rule 13d-7 for other parties for whom copies are to be sent. Attention. Intentional misstatements or omissions of fact constitute federal criminal violations (see 18 U.S.C. 1001). Exhibit A AGREEMENT The undersigned agree that this Schedule 13G dated February 11, 2008, relating to the Common stock, $.01 par value per share, of CSK Auto Corporation shall be filed on behalf of the undersigned. FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.* /s/ Ann Marie Pulsch By:___________________________ Name: Ann Marie Pulsch Title: Asst. Corporate Secretary FBR TRS HOLDINGS, INC,* /s/ Ann Marie Pulsch By:___________________________________ Name: Ann Marie Pulsch Title: Asst. Corporate Secretary FBR CAPITAL MARKETS CORPORATION* /s/ Ann Marie Pulsch By:___________________________________ Name: Ann Marie Pulsch Title: Asst. Corporate Secretary FBR ASSET MANAGEMENT HOLDINGS, INC. /s/ Ann Marie Pulsch By:___________________________________ Name: Ann Marie Pulsch Title: Asst. Corporate Secretary FBR FUND ADVISERS, INC.* /s/ Winsor H. Aylesworth By:___________________________________ Name: Winsor H. Aylesworth Title: Treasurer and Corporate Secretary *The Reporting Persons disclaim beneficial ownership in the shares reported herein except to the extent of their pecuniary interest therein