ASCEND CAPITAL, LLC

13F filer, CIK 1165501, ORINDA, CA

ASCEND CAPITAL, LLC reported $2,006,543,000 across 135 holdings for the quarter ended 2016-12-31, in a 13F-HR/A filed 2017-02-14. Its ten largest share positions make up 26.5% of the portfolio.

Filed 2017-02-14 (acceptance time not in the bulk data set), ingested 2026-10-07 19:10:24 UTC13F-HR/A 0001405086-17-000058

A NEW HOLDINGS amendment repeated most of the original and was read as a restatement (H3).

Period: 2016-12-31
Reported value: $2.01B
Holdings: 135
Top 10 weight: 26.5%
New: 83
Sold out: 66

Largest buys vs the previous quarter

Security	Shares change	Approx. value
METAadded	+611,557	$70.4M
ROPnew	+306,438	$56.1M
DLTRnew	+719,314	$55.5M
EAnew	+602,403	$47.4M
AMZNnew	+55,074	$41.3M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
ENDO INTL PLCexited	-4,091,441	-$82.4M
PRGOexited	-854,566	-$78.9M
COMPUTER SCIENCES CORPreduced	-1,043,507	-$62.1M
DISH NETWORK CORPORATIONexited	-727,538	-$39.9M
LLYexited	-334,449	-$26.8M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2016

Share positions as resolved from 13F-HR/A 0001405086-17-000058, largest first. % of portfolio is the value over $2,002,247,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
METAMETA PLATFORMS INC	715,987	$82.4M	4.11%	+611,557	Timeline
GOOGLALPHABET INC	85,781	$68M	3.4%	+7,447	Timeline
ROPROPER TECHNOLOGIES INC	306,438	$56.1M	2.8%	new	Timeline
DLTRDOLLAR TREE INC	719,314	$55.5M	2.77%	new	Timeline
WCNWASTE CONNECTIONS INC	699,290	$55M	2.74%	-193,248	Timeline
EAELECTRONIC ARTS INC	602,403	$47.4M	2.37%	new	Timeline
AMEAMETEK INC	850,739	$41.3M	2.07%	+361,598	Timeline
AMZNAMAZON COM INC	55,074	$41.3M	2.06%	new	Timeline
PRAXAIR INCPRAXAIR INC	318,882	$37.4M	1.87%	new
BERRY GLOBAL GROUP INCBERRY GLOBAL GROUP INC	739,125	$36M	1.8%	+389,125
TSNTYSON FOODS INC	563,953	$34.8M	1.74%	new	Timeline
SLMSLM CORP	3,119,286	$34.4M	1.72%	+1,440,486	Timeline
AGOASSURED GUARANTY LTD	885,464	$33.4M	1.67%	+321,747	Timeline
AZNASTRAZENECA PLC-SPONS ADR	1,207,210	$33M	1.65%	+926,175	Timeline
VZVERIZON COMMUNICATIONS INC	595,654	$31.8M	1.59%	new	Timeline
CSRA INCCSRA INC	958,367	$30.5M	1.52%	+216,066
DOVDOVER CORP	387,830	$29.1M	1.45%	new	Timeline
VVISA INC	352,092	$27.5M	1.37%	+62,980	Timeline
ENERGOUS CORPENERGOUS CORP	1,618,123	$27.3M	1.36%	0
JCIJOHNSON CONTROLS INTERNATION	660,112	$27.2M	1.36%	new	Timeline
MSFTMICROSOFT CORP	435,384	$27.1M	1.35%	+277,384	Timeline
MARMARRIOTT INTL INC NEW	310,942	$25.7M	1.28%	new	Timeline
SERVICEMASTER GLOBAL HOLDINGSERVICEMASTER GLOBAL HOLDING	670,017	$25.2M	1.26%	+230,943
WHRWHIRLPOOL CORP	136,695	$24.8M	1.24%	new	Timeline
PARSLEY ENERGY INCPARSLEY ENERGY INC	666,197	$23.5M	1.17%	+113,873
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	597,001	$21.6M	1.08%	new
EZUISHARES INC	621,776	$21.5M	1.07%	-50,024	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	205,068	$21.2M	1.06%	new	Timeline
HALHALLIBURTON CO	391,032	$21.1M	1.06%	+25,332	Timeline
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENT	2,113,883	$21.1M	1.05%	new
EXPEEXPEDIA GROUP INC	183,297	$20.8M	1.04%	new	Timeline
IMAXIMAX CORP	637,900	$20M	1%	new	Timeline
ADVANCED DISP SVCS INC DELADVANCED DISP SVCS INC DEL	891,342	$19.8M	0.99%	new
ORLYOREILLY AUTOMOTIVE INC	69,956	$19.5M	0.97%	new	Timeline
BACBANK OF AMER CORP	872,097	$19.3M	0.96%	-486,287	Timeline
RCLROYAL CARIBBEAN GROUP	231,849	$19M	0.95%	new	Timeline
SHWSHERWIN WILLIAMS CO	68,298	$18.4M	0.92%	new	Timeline
GLNGGOLAR LNG LTD	796,603	$18.3M	0.91%	+706,603	Timeline
SHIRE PLCSHIRE PLC	101,880	$17.4M	0.87%	new
PFEPFIZER INC	533,391	$17.3M	0.87%	-369,193	Timeline
TAT&T INC	386,053	$16.4M	0.82%	new	Timeline
PPGPPG INDS INC	172,118	$16.3M	0.81%	+64,377	Timeline
CVSCVS HEALTH CORP	205,058	$16.2M	0.81%	new	Timeline
FAIRMOUNT SANTROL HLDGS INCFAIRMOUNT SANTROL HLDGS INC	1,369,979	$16.2M	0.81%	new
MOALTRIA GROUP INC	238,345	$16.1M	0.8%	-121,346	Timeline
ECHOECHOSTAR CORP	310,816	$16M	0.8%	new	Timeline
BEACON ROOFING SUPPLY INCBEACON ROOFING SUPPLY INC	336,555	$15.5M	0.77%	-325,377
HONHONEYWELL INTL INC	130,000	$15.1M	0.75%	new	Timeline
BUNGE LTDBUNGE LTD	207,059	$15M	0.75%	new
ASHASHLAND INC	136,329	$14.9M	0.74%	+69,309	Timeline
TESORO CORPTESORO CORP	169,653	$14.8M	0.74%	+95,930
CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATION	958,056	$14.5M	0.72%	+421,746
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICA	109,544	$14.1M	0.7%	new
SYMANTEC CORPSYMANTEC CORP	582,182	$13.9M	0.69%	+10,969
CYRUSONE INCCYRUSONE INC	296,551	$13.3M	0.66%	new
CCITIGROUP INC	222,182	$13.2M	0.66%	new	Timeline
PLATFORM SPECIALTY PRODS CORPLATFORM SPECIALTY PRODS COR	1,336,134	$13.1M	0.65%	-1,141,503
CMICUMMINS INC	94,160	$12.9M	0.64%	new	Timeline
METMETLIFE INC	214,483	$11.6M	0.58%	new	Timeline
AMGNAMGEN INC	78,319	$11.4M	0.57%	new	Timeline
MGMMGM RESORTS INTERNATIONAL	389,196	$11.2M	0.56%	new	Timeline
QCOMQUALCOMM INC	172,008	$11.2M	0.56%	+92,008	Timeline
CDK GLOBAL INCCDK GLOBAL INC	186,378	$11.1M	0.56%	-11,676
TMUST-MOBILE US INC	193,228	$11.1M	0.55%	new	Timeline
COPCONOCOPHILLIPS	221,068	$11.1M	0.55%	-228,448	Timeline
DIEBOLD NXDF INCDIEBOLD NXDF INC	429,576	$10.8M	0.54%	+140,953
SITESITEONE LANDSCAPE SUPPLY INC	308,837	$10.7M	0.54%	new	Timeline
SEESEALED AIR CORP NEW	225,000	$10.2M	0.51%	new	Timeline
IBERIABANK CORPIBERIABANK CORP	120,389	$10.1M	0.5%	-135,579
ADSKAUTODESK INC	131,000	$9.69M	0.48%	new	Timeline
AXTAAXALTA COATING SYS LTD	309,455	$8.42M	0.42%	new	Timeline
PCRXPACIRA BIOSCIENCES INC	258,557	$8.35M	0.42%	new	Timeline
MHKMOHAWK INDS INC	41,420	$8.27M	0.41%	new	Timeline
NUANCE COMMUNICATIONS INCNUANCE COMMUNICATIONS INC	542,284	$8.08M	0.4%	new
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	44,141	$7.95M	0.4%	-101,701
LMTLOCKHEED MARTIN CORP	30,994	$7.75M	0.39%	new	Timeline
GDDYGODADDY INC	221,014	$7.72M	0.39%	+45,911	Timeline
BARD C R INCBARD C R INC	33,572	$7.54M	0.38%	new
BMRNBIOMARIN PHARMACEUTICAL INC	85,610	$7.09M	0.35%	new	Timeline
GENERAL ELEC COGENERAL ELEC CO	213,199	$6.74M	0.34%	new
PINNACLE FOODS INC DELPINNACLE FOODS INC DEL	125,413	$6.71M	0.33%	-134,429
GASLOG LTDGASLOG LTD	396,292	$6.38M	0.32%	+331,292
ILMNILLUMINA INC	48,812	$6.25M	0.31%	new	Timeline
RRRRED ROCK RESORTS INC	260,000	$6.03M	0.3%	new	Timeline
CECELANESE CORP DEL	75,303	$5.93M	0.3%	new	Timeline
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL	171,576	$5.82M	0.29%	-338,424
NICENICE LTD	81,919	$5.63M	0.28%	new	Timeline
LADLITHIA MTRS INC	56,032	$5.43M	0.27%	new	Timeline
FENIX PTS INCFENIX PTS INC	1,904,617	$5.37M	0.27%	-88,494
DECKDECKERS OUTDOOR CORP	96,523	$5.35M	0.27%	new	Timeline
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	492,609	$5.33M	0.27%	-57,206
ANSYS INC COMANSYS INC COM	56,331	$5.21M	0.26%	new
TJXTJX COS INC NEW	64,825	$4.87M	0.24%	new	Timeline
MASMASCO CORP	150,000	$4.74M	0.24%	new	Timeline
INTERCEPT PHARMACEUTICALS ININTERCEPT PHARMACEUTICALS IN	42,375	$4.6M	0.23%	new
CCKCROWN HLDGS INC	86,166	$4.53M	0.23%	new	Timeline
BSXBOSTON SCIENTIFIC CORP	197,187	$4.26M	0.21%	new	Timeline
TECH DATA CORPTECH DATA CORP	50,013	$4.23M	0.21%	new
ABTABBOTT LABORATORIES	108,910	$4.18M	0.21%	new	Timeline
STZCONSTELLATION BRANDS INC	25,000	$3.83M	0.19%	new	Timeline
GDOTGREEN DOT CORP	162,124	$3.82M	0.19%	-185,142	Timeline
MDLZMONDELEZ INTL INC	82,619	$3.66M	0.18%	-482,880	Timeline
KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN	39,257	$3.33M	0.17%	new
ROSTROSS STORES INC	50,000	$3.28M	0.16%	new	Timeline
CELGENE CORPCELGENE CORP	27,842	$3.22M	0.16%	new
MMACYS INC	82,215	$2.94M	0.15%	+50,095	Timeline
SBUXSTARBUCKS CORP	50,000	$2.78M	0.14%	new	Timeline
ARENA PHARMECEUTICALS INCARENA PHARMECEUTICALS INC	1,825,000	$2.59M	0.13%	new
MEOHMETHANEX CORP	47,961	$2.1M	0.1%	new	Timeline
INSYS THERAPEUTICS INCINSYS THERAPEUTICS INC	225,000	$2.07M	0.1%	new
CORNERSTONE ONDEMAND INC COMCORNERSTONE ONDEMAND INC COM	48,440	$2.05M	0.1%	new
AZOAUTOZONE INC	2,500	$1.98M	0.1%	-18,379	Timeline
TGTTARGET CORP	25,000	$1.81M	0.09%	new	Timeline
CHRSCOHERUS ONCOLOGY INC	60,000	$1.69M	0.08%	new	Timeline
COMPUTER SCIENCES CORPCOMPUTER SCIENCES CORP	24,094	$1.43M	0.07%	-1,043,507
LYVLIVE NATION ENTERTAINMENT IN	50,000	$1.33M	0.07%	new	Timeline
NEKTAR THERAPEUTICSNEKTAR THERAPEUTICS	96,880	$1.19M	0.06%	new
AMARIN CORP PLCAMARIN CORP PLC	374,719	$1.15M	0.06%	new
WYNDHAM DESTINATIONS INCWYNDHAM DESTINATIONS INC	15,000	$1.15M	0.06%	new
REGNREGENERON PHARMACEUTICALS	3,000	$1.1M	0.05%	new	Timeline
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL	27,504	$948K	0.05%	-482,496
UNIVAR SOLUTIONSUNIVAR SOLUTIONS	1,272,263	$892K	0.04%	-47,925
NEXEO SOLUTIONS INCNEXEO SOLUTIONS INC	84,576	$787K	0.04%	+34,576
FIRST NBC BK HLDG CO COMFIRST NBC BK HLDG CO COM	96,691	$705K	0.04%	new
CALIFORNIA RES CORPCALIFORNIA RES CORP	23,970	$510K	0.03%	-902

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

Security	Type	Amount	Value	Change
MDLZMONDELEZ INTL INC COM	call	96,900	$4.3M	new

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

Security	Type	Amount	Value	Change
PDLI 4 2/1/18PDLI 4 2/1/18 Bond 30/360P2 U	principal	43,840,000	$42.7M	+4,000,000
TWITTER INCTWITTER INC NOTE 0.250% 9/1	principal	43,750,000	$40.9M	0
INVN 1.75 11/18INVN 1.75 11/18 Bond 30/360P2 U	principal	10,012,000	$9.97M	+2,000,000
SREV 1.5 8/18SREV 1.5 8/18 Bond 30/360P2 U	principal	6,250,000	$6M	0
YANDEX N.V.YANDEX N.V. 1.125% CNV BDS 15/12/18 USD	principal	5,500,000	$5.24M	new
SILVER STD RES INCSILVER STD RES INC NOTE 2.875% 2/0	principal	5,000,000	$4.58M	new
INTERCEPT PHARMACEUTICALS ININTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0	principal	5,000,000	$4.46M	new
TITAN MACHINERY INCTITAN MACHINERY INC NOTE	principal	5,000,000	$4.45M	new
TOLL BROS FIN CORPTOLL BROS FIN CORP NOTE 0.500% 9/1	principal	3,525,000	$3.46M	new

Sold out in Q4 2016

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
ENDO INTL PLCENDO INTL PLC	4,091,441	$82.4M	shares
PRGOPERRIGO CO PLC	854,566	$78.9M	shares
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	727,538	$39.9M	shares
LLYELI LILLY & CO	334,449	$26.8M	shares
EQTEQT CORP	271,227	$19.7M	shares
CMCSACOMCAST CORP NEW	288,737	$19.2M	shares
NVSNOVARTIS AG	242,055	$19.1M	shares
MSIMOTOROLA SOLUTIONS INC	250,488	$19.1M	shares
EMNEASTMAN CHEM CO	282,200	$19.1M	shares
MRKMERCK & CO INC	299,223	$18.7M	shares
MOBILEYE NV XXXMAN…MOBILEYE NV XXXMANDATORY…	417,399	$17.8M	shares
SPRINT CORPSPRINT CORP	2,532,595	$16.8M	shares
SBNYSIGNATURE BANK	141,250	$16.7M	shares
HRIHERC HLDGS INC	495,732	$16.7M	shares
JBHTHUNT J B TRANS SVCS INC	200,944	$16.3M	shares
WMWASTE MGMT INC DEL	247,820	$15.8M	shares
ARANTERO RESOURCES CORP	574,109	$15.5M	shares
U S SILICA HLDGS INCU S SILICA HLDGS INC	316,301	$14.7M	shares
ECHO GLOBAL LOGISTICS INCECHO GLOBAL LOGISTICS INC	630,000	$14.5M	shares
NOKNOKIA CORP	2,409,059	$13.9M	shares
FISFIDELITY NATL INFORMATION SV	173,070	$13.3M	shares
HUMHUMANA INC	74,770	$13.2M	shares
NWLNEWELL BRANDS INC	250,000	$13.2M	shares
SNYSANOFI SA	289,553	$11.1M	shares
ARRIS INTL INC SHSARRIS INTL INC SHS	379,947	$10.8M	shares
ELVELEVANCE HEALTH INC FORMERLY	78,792	$9.87M	shares
AKAMAKAMAI TECHNOLOGIES INC	184,935	$9.8M	shares
VISNVISTANCE NETWORKS INC	317,703	$9.57M	shares
RITMRITHM CAPITAL CORP	675,709	$9.33M	shares
CALLON PETE CO DELCALLON PETE CO DEL	564,943	$8.87M	shares
DVADAVITA INC	132,418	$8.75M	shares
HDHOME DEPOT INC	61,208	$7.88M	shares
DUNKIN BRANDS GROUP INCDUNKIN BRANDS GROUP INC	147,522	$7.68M	shares
TIME WARNER INCTIME WARNER INC	93,129	$7.42M	shares
VRSNVERISIGN INC	90,563	$7.08M	shares
OMFONEMAIN HLDGS INC	218,725	$6.77M	shares
OREALTY INCOME CORP	96,174	$6.44M	shares
RIGTRANSOCEAN LTD	525,770	$5.61M	shares
WEATHERFORD INTL INC ORD SHSWEATHERFORD INTL INC ORD SHS	962,763	$5.41M	shares
GRACE W R & CO DEL NEW COMGRACE W R & CO DEL NEW COM	63,365	$4.68M	shares
GLPIGAMING & LEISURE P	137,730	$4.61M	shares
SABRSABRE CORP	146,309	$4.12M	shares
L BRANDS INCL BRANDS INC	50,000	$3.54M	shares
BUFFALO WILD WINGS INCBUFFALO WILD WINGS INC	24,025	$3.38M	shares
KSSKOHLS CORP	75,000	$3.28M	shares
LIFEPOINT HEALTH INCLIFEPOINT HEALTH INC	50,000	$2.96M	shares
CLOVIS ONCOLOGY INCCLOVIS ONCOLOGY INC	80,956	$2.92M	shares
IRTINDEPENDENCE RLTY TR INC	310,000	$2.79M	shares
UNIVAR INCUNIVAR INC	124,362	$2.72M	shares
BIGGQBIG LOTS INC.	53,697	$2.56M	shares
HXLHEXCEL CORP NEW	50,790	$2.25M	shares
QEP RESOURCES INCQEP RESOURCES INC	97,911	$1.91M	shares
SIGSIGNET JEWELERS LTD	25,000	$1.86M	shares
CCCHEMOURS CO	107,125	$1.71M	shares
SANDERSON FARMSSANDERSON FARMS	17,294	$1.67M	shares
ARRAY BIOPHARMA INC COMARRAY BIOPHARMA INC COM	200,000	$1.35M	shares
DVNDEVON ENERGY CORP NEW	25,000	$1.1M	shares
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	8,000	$1.07M	shares
KATE SPADE & COMPANYKATE SPADE & COMPANY	50,000	$857K	shares
URIUNITED RENTALS INC	10,000	$785K	shares
QUREUNIQURE NV	100,000	$765K	shares
VYGRVOYAGER THERAPEUTICS INC	58,267	$700K	shares
ADAPYADAPTIMMUNE THERAPEUTICS PLC S	50,000	$353K	shares
PDLIPDL BIOPHARMA INC	100,000	$335K	shares
VERSUM MATLS INCVERSUM MATLS INC	10,000	$227K	shares
CELGENE CORPCELGENE CORP	34,306	$35K	shares

How Q4 2016 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001405086-17-000029	superseded		2017-02-13	acceptance time not in the bulk data set	2026-10-07 19:10:24 UTC
13F-HR/A 0001405086-17-000058	base	new holdings	2017-02-14	acceptance time not in the bulk data set	2026-10-07 19:10:24 UTC