-----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, Qe60CVX2BKp/wOwchaaLUYtsyfyvFTDrKuix+vsVEBw8nL2eFBCAK2T7bpDYnk7c m578PWx1TdQabH8mZG8+Cg== 0000950005-03-001085.txt : 20031112 0000950005-03-001085.hdr.sgml : 20031111 20031112100853 ACCESSION NUMBER: 0000950005-03-001085 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031112 EFFECTIVENESS DATE: 20031112 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: 03991255 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 p17856_13f-hr.txt HOLDINGS REPORT 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, 2003 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, 2003 - -------------------------------------------------------------------------------- [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: 90 Form 13F Information Table Value Total: $315,272 (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 - ---------------------- -------------- --------- ----------- -------- --- ---- ------- -------- --------- ------ ---- CV THERAPEUTICS INC CONV C 126667AC8 1196 1,500,000 PRN SOLE 1,500,000 SHAW GROUP INC CONV C 820280105 992 1,532,000 PRN SOLE 1,532,000 GENERAL MOTORS CORPORATION DEB SR CV C 33 370442717 6845 254,000 SH SOLE 254,000 ACCENTURE LTD CL-A COMMON G1150G111 6702 300,000 SH SOLE 300,000 ADMINISTAFF INC COMMON 7094105 5290 595,000 SH SOLE 595,000 AETNA INC COMMON 00817Y108 3052 50,000 SH SOLE 50,000 AFC ENTERPRISES INC COMMON 00104Q107 3864 240,000 SH SOLE 240,000 AMERICREDIT CORP COMMON 03060R101 5456 529,700 SH SOLE 529,700 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 3402 700,000 SH SOLE 700,000 ASYST TECHNOLOGIES INC COMMON 04648X107 2920 207,694 SH SOLE 207,694 AVOCENT CORP COMMON 53893103 3817 126,000 SH SOLE 126,000 BMC SOFTWARE INC COMMON 55921100 5015 360,000 SH SOLE 360,000 BOSTON COMMUNICATIONS GROUP INC COMMON 100582105 512 51,240 SH SOLE 51,240 BP PLC SPONSORED ADR COMMON 55622104 2105 50,000 SH SOLE 50,000 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 5029 289,000 SH SOLE 289,000 CIGNA CORP W/RTS TO PUR P/STK COMMON 125509109 3126 70,000 SH SOLE 70,000 CIRRUS LOGIC INC COMMON 172755100 1763 319,449 SH SOLE 319,449 CISCO SYSTEMS INC. COMMON 17275R102 2155 110,000 SH SOLE 110,000 CNA FINANCIAL CORP COMMON 126117100 3781 179,900 SH SOLE 179,900 COMCAST CORP-SPECIAL CL A COMMON 20030N200 5187 175,000 SH SOLE 175,000 CONMED CORP COMMON 207410101 1277 61,872 SH SOLE 61,872 COORS ADOLPH CO COMMON 217016104 2688 50,000 SH SOLE 50,000 COSTCO WHOLESALE CORP-NEW COMMON 22160K105 9843 315,990 SH SOLE 315,990 CREDENCE SYSTEMS CORP COMMON 225302108 1783 155,000 SH SOLE 155,000 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 6620 346,600 SH SOLE 346,600 DOLLAR TREE STORES INC COMMON 256747106 4496 134,000 SH SOLE 134,000 EGL INC COMMON 268484102 2385 131,100 SH SOLE 131,100 EQUITABLE RES INC COMMON 294549100 3288 80,000 SH SOLE 80,000 EXTREME NETWORKS INC COMMON 30226D106 6245 988,163 SH SOLE 988,163 FACTORY 2-U INC COMMON 303072102 1162 380,000 SH SOLE 380,000 FELCOR LODGING TRUST INC COMMON 31430F101 3247 313,400 SH SOLE 313,400 FMC CORP-NEW COMMON 302491303 7588 301,100 SH SOLE 301,100 FOREST OIL CORP COMMON 346091705 3743 156,300 SH SOLE 156,300 GALYANS TRADING INC COMMON 36458R101 2000 196,031 SH SOLE 196,031 GAP INC COMMON 364760108 6848 400,000 SH SOLE 400,000 GLOBALSANTAFE CORP COMMON G3930E101 5149 215,000 SH SOLE 215,000 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 3170 206,500 SH SOLE 206,500 HYPERCOM CORP COMMON 44913M105 682 126,500 SH SOLE 126,500 INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 1445 21,230 SH SOLE 21,230 INVESTORS FINL SERVICES CORP COMMON 461915100 3141 99,591 SH SOLE 99,591 J JILL GROUP INC COMMON 466189107 1383 119,522 SH SOLE 119,522 KANSAS CITY SOUTHN INDS INC COMMON 485170302 1107 100,000 SH SOLE 100,000 KIMBERLY CLARK CORP COMMON 494368103 6466 126,000 SH SOLE 126,000 LAIDLAW INTERNATIONAL INC COMMON 50730R102 5014 509,000 SH SOLE 509,000 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 3385 49,000 SH SOLE 49,000 LINENS N THINGS INC COMMON 535679104 2497 105,000 SH SOLE 105,000 METAL MANAGEMENT INC COMMON 591097209 2016 126,909 SH SOLE 126,909 MI DEVELOPMENTS INC SUB VTG COMMON 55304X104 3973 175,000 SH SOLE 175,000 MICROSOFT CORP COMMON 594918104 11809 424,800 SH SOLE 424,800 MOLINA HEALTHCARE INC COMMON 60855R100 4211 151,749 SH SOLE 151,749 NEW CENTURY FINANCIAL CORP COMMON 64352D101 6958 245,262 SH SOLE 245,262 OFFICE DEPOT INC COMMON 676220106 2741 195,100 SH SOLE 195,100 ORACLE SYSTEMS CORP COMMON 68389X105 10125 900,000 SH SOLE 900,000 PMI GROUP INC COMMON 69344M101 8438 250,000 SH SOLE 250,000 PRAECIS PHARMACEUTICALS INC COMMON 739421105 1602 236,972 SH SOLE 236,972 PROVINCE HEALTHCARE CO COMMON 743977100 5512 425,600 SH SOLE 425,600 RAILAMERICA INC COMMON 750753105 7426 863,500 SH SOLE 863,500 RUDOLPH TECHNOLOGIES COMMON 781270103 428 22,107 SH SOLE 22,107 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 816 30,000 SH SOLE 30,000 SHARPER IMAGE CORP COMMON 820013100 3316 143,248 SH SOLE 143,248 SIERRA PACIFIC RESOURCES COMMON 826428104 2401 495,000 SH SOLE 495,000 SINGING MACHINE CO INC NEW COMMON 829322304 180 40,800 SH SOLE 40,800 SUN MICROSYSTEMS INC COMMON 866810104 4634 1,400,000 SH SOLE 1,400,000 TALBOTS INC COMMON 874161102 6158 176,700 SH SOLE 176,700 TECHNITROL INC COMMON 878555101 3844 208,800 SH SOLE 208,800 TENET HEALTHCARE/NATL MEDICAL COMMON 88033G100 1438 99,300 SH SOLE 99,300 TERADYNE INC COMMON 880770102 2790 150,000 SH SOLE 150,000 THERMA-WAVE INC COMMON 88343A108 4524 1,300,000 SH SOLE 1,300,000 TOO INC COMMON 890333107 9436 640,600 SH SOLE 640,600 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 8820 441,000 SH SOLE 441,000 TRIAD HOSPITALS INC COMMON 89579K109 4690 154,900 SH SOLE 154,900 TYSON FOODS INC-CL A COMMON 902494103 6161 436,000 SH SOLE 436,000 URS CORP NEW COMMON 903236107 2949 152,000 SH SOLE 152,000 WEATHERFORD INTERNATIONAL INC COMMON G95089101 3589 95,000 SH SOLE 95,000 WILLIAMS SONOMA INC COMMON 969904101 3845 142,500 SH SOLE 142,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 10384 337,700 SH SOLE 337,700 CALL FMC CORP OCT 20.00 CALL 302491303 208 40,000 C CALL SOLE 400 CALL PITNEY BOWES JAN 40.00 CALL 724479100 122 1,280,000 C CALL SOLE 1,280 PUT ADOBE SYS INC OCT 25.00 PUT 00724F101 5 1,000,000 P PUT SOLE 1,000 PUT CABOT MICROELECT OCT 40.00 PUT 12709P103 57 410,000 P PUT SOLE 410 PUT CHEESECAKE FACT OCT 40.00 PUT 163072101 195 5,000,000 P PUT SOLE 500 PUT CREE RESEARCH DEC 20.00 PUT 225447101 150 5,000,000 P PUT SOLE 500 PUT CREE RESEARCH DEC 22.50 PUT 225447101 250 5,000,000 P PUT SOLE 500 PUT INTERSIL HLDG OCT 22.50 PUT 46069S109 96 1,200,000 P PUT SOLE 1,200 PUT KRONOS INC OCT 50.00 PUT 501052104 40 5,000,000 P PUT SOLE 500 PUT PHOTON DYNAMICS OCT 22.50 PUT 719364101 9 5,000,000 P PUT SOLE 500 PUT PHOTON DYNAMICS OCT 25.00 PUT 719364101 30 1,000,000 P PUT SOLE 1,000 PUT PROQUEST COMPANY DEC 22.50 PUT 74346P102 8 100,000 P PUT SOLE 100 PUT VEECO INSTRUMENT OCT 15.00 PUT 922417100 3 275,000 P PUT SOLE 275 PUT VEECO INSTRUMENT OCT 17.50 PUT 922417100 28 1,000,000 P PUT SOLE 1,000
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