-----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, PhVYPYOLK/BDX/kE5BiywjMH3nz1IS3LVwb2IXL2anc1QQvHTlqqVJmyDw5P1EA9 tGwSbmmWwfShOi8LgP29VA== 0000950005-04-000830.txt : 20041115 0000950005-04-000830.hdr.sgml : 20041115 20041115164452 ACCESSION NUMBER: 0000950005-04-000830 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 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: 041146063 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 p18996_13f-hr.txt FORM 13F-HR FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2004 Check here if Amendment |_|; Amendment Number: __________ This Amendment (Check only one.): |_| is a restatement. |_| adds new holdings entries. Name: Ascend Capital, LLC Addess: 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 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 - -------------------------------------------------------------------------------- [Signature] San Francisco, CA 94111 - -------------------------------------------------------------------------------- [City, State] November 11, 2004 - -------------------------------------------------------------------------------- [Date] Report Type (Check only one.): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 193 Form 13F Information Table Value Total: $500,250 (thousands) List of Other Included Managers: FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ---------------------- -------------- --------- ----------- -------- --- ---- ------- -------- --------- ------ ---- CONSECO INC 5.50% PFD CONV SER PFD B CV 5.50% 208464867 1847 75,000 PRN SOLE 75,000 CREDENCE SYSTEMS NOTE 1.5% 5/1 225302108 2963 3,000,000 PRN SOLE 3,000,000 GENERAL MOTORS CORPORATION DEB SR CV C33 370442717 9548 339,200 SH SOLE 339,200 GUILFORD PHARMACEUTICAL NOTE 5.00% 7/0 401829106 1073 1,000,000 PRN SOLE 1,000,000 ACCREDO HEALTH INC COMMON 00437V104 11785 500,000 SH SOLE 500,000 ACETO CORP COMMON 04446100 181 12,559 SH SOLE 12,559 ADVO INC COMMON 007585102 9863 318,767 SH SOLE 318,767 AETNA INC COMMON 00817Y108 8994 90,000 SH SOLE 90,000 AFC ENTERPRISES INC COMMON 00104Q107 9670 439,524 SH SOLE 439,524 AGRIUM INC COMMON 008916108 224 12,604 SH SOLE 12,604 AIRSPAN NETWORKS INC COMMON 00950H102 111 20,437 SH SOLE 20,437 ALBERTO CULVER CO-CL B CONV COMMON 013068101 223 5,131 SH SOLE 5,131 ALLIANCE IMAGING INC DEL COMMON 018606202 134 17,919 SH SOLE 17,919 AMERICA SERVICE GROUP INC COMMON 02364L109 275 6,694 SH SOLE 6,694 AMERICAN PHYSICIANS CAPITAL COMMON 028884104 324 10,577 SH SOLE 10,577 AMERICAN SCIENCE & ENGR INC COMMON 029429107 384 11,639 SH SOLE 11,639 APPLEBEES INTERNATIONAL INC COMMON 037899101 206 8,137 SH SOLE 8,137 ARBOR REALTY TRUST INC COMMON 038923504 2928 125,000 SH SOLE 125,000 ARCH CAP GROUP LTD COMMON G0450A105 281 7,221 SH SOLE 7,221 ASSET ACCEP CAP CORP COMMON 04543P100 212 12,508 SH SOLE 12,508 ASSURED GUARANTY LTD COMMON G0585R106 8258 495,700 SH SOLE 495,700 AUTHENTIDATE HOLDING CORP COMMON 052666104 100 16,575 SH SOLE 16,575 AUTOZONE INC COMMON 053332102 3863 50,000 SH SOLE 50,000 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 242 9,317 SH SOLE 9,317 BARR LABORATORIES INC COMMON 068306109 215 5,189 SH SOLE 5,189 BERRY PETROLEUM CO-CL A COMMON 085789105 225 6,121 SH SOLE 6,121 BLACKROCK INC COMMON 09247X101 205 2,790 SH SOLE 2,790 BMC SOFTWARE INC COMMON 055921100 3953 250,000 SH SOLE 250,000 BOISE CASCADE CORP COMMON 097383103 16474 495,000 SH SOLE 495,000 BRIGHT HORIZON FAMILY SOLUTION COMMON 109195107 268 4,929 SH SOLE 4,929 BROWN & BROWN INC COMMON 115236101 201 4,402 SH SOLE 4,402 BROWN FORMAN CORP CL B COMMON 115637209 252 5,507 SH SOLE 5,507 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 442 20,223 SH SOLE 20,223 CARBO CERAMICS INC COMMON 140781105 204 2,831 SH SOLE 2,831 CARDINAL HEALTH INC COMMON 14149Y108 5703 130,303 SH SOLE 130,303 CBRL GROUP INC COMMON 12489V106 253 7,006 SH SOLE 7,006 CENTER FINANCIAL CORPORATION COMMON 151408101 215 11,283 SH SOLE 11,283 CENTRAL EUROPEAN MEDIA COMMON G20045202 287 10,118 SH SOLE 10,118 CHARLES RIVER LABORATORIES COMMON 159864107 202 4,419 SH SOLE 4,419 CHRISTOPHER & BANKS CORP COMMON 171046105 2295 143,349 SH SOLE 143,349 CINCINNATI BELL INC NEW COMMON 171871106 107 30,734 SH SOLE 30,734 CIRCUIT CITY STORES INC COMMON 172737108 171 11,121 SH SOLE 11,121 CISCO SYSTEMS INC. COMMON 17275R102 9682 534,907 SH SOLE 534,907 CITADEL BROADCASTING CORP COMMON 17285T106 2221 173,233 SH SOLE 173,233 CITIGROUP INC COMMON 172967101 18202 412,562 SH SOLE 412,562 COCA COLA CO COMMON 191216100 5699 142,300 SH SOLE 142,300 COMMERCE BANCSHARES INC COMMON 200525103 211 4,394 SH SOLE 4,394 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 1908 71,500 SH SOLE 71,500 COMPANIA ANONIMA NACIONAL ADR SPONSOREDADRD 204421101 222 9,845 SH SOLE 9,845 COMPANIA DE TELEFONOS DE ADR SPONSREDADRNEW 204449300 165 14,919 SH SOLE 14,919 COMPEX TECHNOLOGIES INC COMMON 204513105 833 154,347 SH SOLE 154,347 COMPUWARE CORP COMMON 205638109 118 22,884 SH SOLE 22,884 CONSECO INC COMMON 208464883 21966 1,243,801 SH SOLE 1,243,801 CONSOLIDATED GRAPHICS INC COMMON 209341106 209 4,977 SH SOLE 4,977 CONSOLIDATED WATER CO INC COMMON G23773107 269 11,393 SH SOLE 11,393 CORILLIAN CORP COMMON 218725109 154 33,424 SH SOLE 33,424 CORPORATE EXECUTIVE BRD CO COMMON 21988R102 204 3,334 SH SOLE 3,334 CORRECTIONS CORP AMER NEW COMMON 22025Y407 707 20,000 SH SOLE 20,000 CRUCELL NV ADR SPONSORED ADR 228769105 175 21,695 SH SOLE 21,695 CYBERSOURCE CORP DEL COMMON 23251J106 105 21,642 SH SOLE 21,642 CYPRESS BIOSCIENCES INC COMMON 232674507 139 11,946 SH SOLE 11,946 D R HORTON INC COMMON 23331A109 828 25,000 SH SOLE 25,000 DADE BEHRING HOLDINGS INC COMMON 23342J206 216 3,884 SH SOLE 3,884 DARLING INTL INC COMMON 237266101 124 28,669 SH SOLE 28,669 DIAMOND TECHNOLOGY PARTNERS COMMON 25278P106 140 11,473 SH SOLE 11,473 DOLLAR TREE STORES INC COMMON 256747106 7943 294,730 SH SOLE 294,730 DOMINOS PIZZA INC COMMON 25754A201 8282 563,400 SH SOLE 563,400 DRAXIS HEALTH INC COMMON 26150J101 120 24,946 SH SOLE 24,946 DRESS BARN INC COMMON 261570105 184 10,526 SH SOLE 10,526 DYAX CORP COMMON 26746E103 248 32,467 SH SOLE 32,467 ECI TELECOM LTD-ORD COMMON 268258100 117 16,668 SH SOLE 16,668 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 97 11,453 SH SOLE 11,453 ENCORE CAP GROUP INC COMMON 292554102 269 14,249 SH SOLE 14,249 ENDURANCE SPECIALTY COMMON G30397106 227 7,061 SH SOLE 7,061 ENERSIS SA-SPONSORED ADR SPONSORED ADR 29274F104 243 33,593 SH SOLE 33,593 ENGINEERED SUPPORT SYS CO COMMON 292866100 8928 195,617 SH SOLE 195,617 ERIE INDEMNITY CO-CL A COMMON 29530P102 327 6,403 SH SOLE 6,403 ESTEE LAUDER COMPANIES INC COMMON 518439104 291 6,962 SH SOLE 6,962 ETABLISSEMENTS DELHAIZE ADR SPONSORED ADR 29759W101 236 3,733 SH SOLE 3,733 FIRST AMERICAN FINANCIAL CORP COMMON 318522307 239 7,745 SH SOLE 7,745 FOREST OIL CORP COMMON 346091705 7759 257,600 SH SOLE 257,600 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 151 26,742 SH SOLE 26,742 GENCORP INC -W/RTS TO PUR PFD COMMON 368682100 3388 250,000 SH SOLE 250,000 GENERAL ELECTRIC CO COMMON 369604103 12631 376,158 SH SOLE 376,158 GOODRICH PETROLEUM CORP NEW COMMON 382410405 356 26,789 SH SOLE 26,789 GRACO INC W/RTS TO PUR PFD STK COMMON 384109104 239 7,133 SH SOLE 7,133 GSI LUMONICS INC COMMON 36229U102 109 10,424 SH SOLE 10,424 H & R BLOCK INC COMMON 93671105 1730 35,000 SH SOLE 35,000 HAEMONETICS CORP-MASS COMMON 405024100 236 7,201 SH SOLE 7,201 HARTE HANKS COMMUNICATIONS INC COMMON 416196103 281 11,246 SH SOLE 11,246 HARTMARX CORP W/RTS TO PUR COMMON 417119104 220 29,658 SH SOLE 29,658 HERCULES INC -W/RTS TO PUR PFD COMMON 427056106 8252 579,087 SH SOLE 579,087 HON INDS INC W/RTS TO PUR COMMON 404251100 209 5,292 SH SOLE 5,292 HOT TOPIC INC COMMON 441339108 10565 620,000 SH SOLE 620,000 INAMED CORP COMMON 453235103 235 4,924 SH SOLE 4,924 INTEL CORP COMMON 458140100 16249 810,000 SH SOLE 810,000 INTERNATIONAL STEEL GROUP INC COMMON 460377104 9268 275,000 SH SOLE 275,000 INTL FLAVORS & FRAGRANCES INC COMMON 459506101 212 5,561 SH SOLE 5,561 INVESTOOLS INC COMMON 46145P103 16 7,000 SH SOLE 7,000 IPSCO INC COMMON 462622101 207 7,365 SH SOLE 7,365 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 5406 171,135 SH SOLE 171,135 KFORCE INC COMMON 493732101 170 20,231 SH SOLE 20,231 KINETIC CONCEPTS INC COMMON 49460W208 202 3,839 SH SOLE 3,839 LAFARGE CORP COMMON 505862102 239 5,105 SH SOLE 5,105 LAIDLAW INTERNATIONAL INC COMMON 50730R102 6628 402,938 SH SOLE 402,938 LINEA AEREA NACIONAL CHILE ADR SPONSORED ADR 501723100 207 9,695 SH SOLE 9,695 LIPMAN ELECTRONIC ENGINEERING ORD M6772H101 241 10,263 SH SOLE 10,263 LKQ CORP COMMON 501889208 246 13,473 SH SOLE 13,473 LODGIAN INC COMMONPAR$.01 54021P403 151 15,229 SH SOLE 15,229 LONGVIEW FIBRE CO COMMON 543213102 2044 134,000 SH SOLE 134,000 MARTEN TRANSPORT LTD COMMON 573075108 239 13,676 SH SOLE 13,676 MARVEL ENTERPRISES INC COMMON 57383M108 8519 585,100 SH SOLE 585,100 MCCLATCHY NEWSPAPERS INC-CL A COMMON 579489105 302 4,260 SH SOLE 4,260 MDU RESPURCES GROUP INC COMMON 552690109 240 9,118 SH SOLE 9,118 MERCURY GENL CORP NEW COMMON 589400100 247 4,669 SH SOLE 4,669 MERIDIAN RESOURCE CORP COMMON 58977Q109 1996 226,100 SH SOLE 226,100 MERISTAR HOSPITALITY CORP COMMON 58984Y103 1541 282,700 SH SOLE 282,700 METHANEX CORP COMMON 59151K108 281 18,781 SH SOLE 18,781 MI DEVELOPMENTS INC SUB VTG CL A SUB VTG 55304X104 9371 370,378 SH SOLE 370,378 MICROSOFT CORP COMMON 594918104 7361 266,224 SH SOLE 266,224 MISSION RESOURCES CORP COMMON 605109107 117 18,574 SH SOLE 18,574 M-SYSTEMS /FLASH DISK COMMON M7061C100 5651 342,488 SH SOLE 342,488 NABORS INDUSTRIES LTD SHS G6359F103 14945 315,638 SH SOLE 315,638 NATIONAL FINL PARTNERS CORP COMMON 63607P208 246 6,869 SH SOLE 6,869 NATIONAL FUEL GAS CO N J COMMON 636180101 282 9,938 SH SOLE 9,938 NATURAL MICROSYSTEMS CORP COMMON 629248105 245 50,230 SH SOLE 50,230 NAVIGATORS GROUP INC COMMON 638904102 211 7,202 SH SOLE 7,202 NDS GROUP PLC ADR SPONSORED ADR 628891103 201 7,440 SH SOLE 7,440 NEW FRONTIER MEDIA INC COMMON 644398109 123 15,938 SH SOLE 15,938 NEWFIELD EXPLORATION CO COMMON 651290108 250 4,087 SH SOLE 4,087 NOBLE ENERGY INC COMMON 655044105 234 4,022 SH SOLE 4,022 NORDSTROM INC COMMON 655664100 13384 350,000 SH SOLE 350,000 NUVELO INC COMMON NEW 67072M301 135 13,710 SH SOLE 13,710 OPTION CARE INC COMMON 683948103 160 10,358 SH SOLE 10,358 ORACLE SYSTEMS CORP COMMON 68389X105 12106 1,073,213 SH SOLE 1,073,213 PARAMETRIC TECHNOLOGY CORP. COMMON 699173100 93 17,627 SH SOLE 17,627 PC HOLDINGS LTD COMMON G4933P101 228 5,988 SH SOLE 5,988 PETROFUND ENERGY TRUST COMMON 71648W108 245 19,477 SH SOLE 19,477 PETROQUEST ENERGY INC COMMON 716748108 172 33,161 SH SOLE 33,161 PINNACLE AIRL CORP COMMON 723443107 194 19,200 SH SOLE 19,200 PRIDE INTERNATIONAL INC COMMON 74153Q102 10049 507,789 SH SOLE 507,789 PROVIDE COMM INC COMMON 74373W103 404 19,357 SH SOLE 19,357 PROVIDENT ENERGY TRUST UNIT COMMON 74386K104 145 16,345 SH SOLE 16,345 PTEK HOLDINGS INC COMMON 69366M104 104 12,182 SH SOLE 12,182 PUGET SOUND PWR & LT CO COMMON 745310102 258 11,360 SH SOLE 11,360 PULTE HOMES INC COMMON 745867101 15956 260,000 SH SOLE 260,000 QIAGEN NV EUR 0.01 COMMON N72482107 142 12,390 SH SOLE 12,390 QUESTAR CORP COMMON 748356102 302 6,582 SH SOLE 6,582 REPUBLIC SVCS INC COMMON 760759100 255 8,553 SH SOLE 8,553 ROSTELECOM LONG DISTANCE ADR SPONSORED ADR 778529107 204 15,082 SH SOLE 15,082 SANMINA CORP COMMON 800907107 75 10,587 SH SOLE 10,587 SAPPI LTD ADR SPON ADR NEW 803069202 220 15,330 SH SOLE 15,330 SCOTTISH ANNUNITY & LIFE COMMON G7885T104 290 13,700 SH SOLE 13,700 SEA CONTAINERS LTD-CL A CLA 811371707 4027 264,388 SH SOLE 264,388 SERVICEMASTER COMPANY COMMON 81760N109 301 23,414 SH SOLE 23,414 SHIRE PHARMACEUTICALS GROUP ADR SPONSORED ADR 82481R106 204 7,105 SH SOLE 7,105 SIFY LIMITED SPONSORED ADR 82655M107 87 15,410 SH SOLE 15,410 SMART & FINAL INC COMMON 831683107 170 10,129 SH SOLE 10,129 SOMANETICS CORP COMMON 834445405 219 16,686 SH SOLE 16,686 SONIC AUTOMOTIVE INC-CL A CLA 83545G102 7926 395,300 SH SOLE 395,300 SONICWALL INC COMMON 835470105 105 15,559 SH SOLE 15,559 STEINER LEISURE LTD ORD P8744Y102 339 15,324 SH SOLE 15,324 STRAYER EDUCATION INC COMMON 863236105 213 1,852 SH SOLE 1,852 STRIDE RITE CORP COMMON 863314100 156 15,223 SH SOLE 15,223 SUNSET FINANCIAL RESOURCES COMMON 867708109 3071 287,781 SH SOLE 287,781 TAIWAN SEMICONDUCTOR MFG CO ADR SPONSORED ADR 874039100 1616 226,347 SH SOLE 226,347 TANGER FACTORY OUTLET CENTERS COMMON 875465106 295 6,593 SH SOLE 6,593 TELESYSTEM INTERNATIONALC COMMON NEW 879946606 122 12,731 SH SOLE 12,731 TELETECH HOLDINGS INC COMMON 879939106 154 16,297 SH SOLE 16,297 THIRD WAVE TECHNOLOGIES INC. COMMON 88428W108 89 12,944 SH SOLE 12,944 TIER TECHNOLOGIES INC CL B CL B 88650Q100 128 13,301 SH SOLE 13,301 TLC VISION CORP COMMON 872549100 132 15,071 SH SOLE 15,071 TODCO CL A 88889T107 2169 125,000 SH SOLE 125,000 TOTAL SYSTEM SERVICES INC COMMON 891906109 210 8,303 SH SOLE 8,303 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 10727 299,800 SH SOLE 299,800 TRIAD GUARANTY INC COMMON 895925105 208 3,754 SH SOLE 3,754 TRIAD HOSPITALS INC COMMON 89579K109 10552 306,391 SH SOLE 306,391 TV AZTECA SA DE CV ADR SPONSORED ADR 901145102 9234 912,427 SH SOLE 912,427 TYCO INTERNATIONAL LTD NEW COMMON 902124106 3781 123,336 SH SOLE 123,336 U S PHYSICAL THERAPY INC COMMON 90337L108 200 14,825 SH SOLE 14,825 UNITED BANKSHARES INC WEST V COMMON 909907107 243 7,009 SH SOLE 7,009 UNITED DEFENSE INDUSTRIES INC COMMON 91018B104 280 7,001 SH SOLE 7,001 UNIVERSAL HLDG CORP COMMON 913377107 148 11,462 SH SOLE 11,462 VAALCO ENERGY INC NEW COM NEW 91851C201 191 37,905 SH SOLE 37,905 VALASSIS COMMUNICATIONS INC COMMON 918866104 16790 567,600 SH SOLE 567,600 VARIAN MEDICAL SYSTEM INC COMMON 92220P105 223 6,452 SH SOLE 6,452 VERITY INC COMMON 92343C106 2642 205,146 SH SOLE 205,146 VIASYS HEALTHCARE INC COM NEW 92553Q209 1193 71,300 SH SOLE 71,300 WAL MART STORES INC COMMON 931142103 20095 377,730 SH SOLE 377,730 WILSONS THE LEATHER EXPERTS COMMON 972463103 113 21,828 SH SOLE 21,828 X-RITE INC COMMON 983857103 150 10,316 SH SOLE 10,316 YAK COMMUNICATIONS USA INC COMMON 984208207 280 34,884 SH SOLE 34,884 CALL MICROSOFT CORP JAN 15.00 CALL 594918104 8295 300,000 SH CALL SOLE 300,000
-----END PRIVACY-ENHANCED MESSAGE-----