Ascend Capital

Ascend Capital as of June 30, 2012

Portfolio Holdings for Ascend Capital

Ascend Capital holds 159 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Us Natural Gas Fd Etf 12.1 $262M 14M 19.29
Xerox Corporation 4.0 $88M 11M 7.87
Transocean Inc note 1.500%12/1 3.2 $70M 70M 1.00
Visteon Corporation (VC) 2.6 $56M 1.5M 37.50
Johnson Controls 2.5 $55M 2.0M 27.71
Spdr S&p 500 Etf (SPY) 2.2 $48M 355k 136.10
Comcast Corporation 2.0 $44M 1.4M 31.40
Kraft Foods 2.0 $43M 1.1M 38.62
iShares Russell 2000 Index (IWM) 1.8 $40M 497k 79.56
Marriott International (MAR) 1.8 $39M 1.0M 39.20
Teva Pharmaceutical Industries (TEVA) 1.8 $38M 967k 39.44
Host Hotels & Resorts (HST) 1.6 $36M 2.3M 15.82
Equinix 1.6 $34M 194k 175.65
BP (BP) 1.6 $34M 828k 40.54
Royal Dutch Shell 1.5 $32M 475k 67.43
Molex Incorporated 1.4 $30M 1.5M 20.23
American Water Works (AWK) 1.3 $29M 844k 34.28
Pfizer (PFE) 1.3 $28M 1.2M 23.00
Weatherford International Lt reg 1.2 $26M 2.1M 12.63
Gilead Sciences (GILD) 1.1 $24M 459k 51.28
Walt Disney Company (DIS) 1.0 $22M 450k 48.50
Berkshire Hathaway (BRK.B) 0.9 $21M 248k 83.33
Air Products & Chemicals (APD) 0.9 $20M 250k 80.73
Newcastle Investment 0.9 $20M 3.0M 6.70
Avatar Hldgs Inc note 7.500% 2/1 0.9 $20M 20M 1.00
Pantry Inc note 3.000%11/1 0.9 $20M 20M 1.00
Eastman Chemical Company (EMN) 0.9 $20M 388k 50.37
Cemex Sab conv 0.9 $19M 22M 0.88
Triumph (TGI) 0.8 $18M 322k 56.27
Express Scripts Holding 0.8 $18M 325k 55.83
Advanced Micro Devices Inc note 5.750% 8/1 0.8 $17M 17M 1.00
Utilities SPDR (XLU) 0.8 $17M 462k 36.99
VCA Antech 0.8 $17M 775k 21.98
Coca-cola Enterprises 0.7 $16M 576k 28.04
Wells Fargo & Company (WFC) 0.7 $16M 474k 33.44
Sandisk Corp note 1.000% 5/1 0.7 $16M 16M 0.99
Hologic Inc frnt 2.000%12/1 0.7 $16M 16M 0.98
Hologic (HOLX) 0.7 $15M 841k 18.04
Industrial SPDR (XLI) 0.7 $15M 415k 35.67
Jarden Corporation 0.7 $15M 350k 42.02
Consumer Staples Select Sect. SPDR (XLP) 0.7 $14M 415k 34.77
Hca Holdings (HCA) 0.7 $15M 478k 30.43
Polaris Industries (PII) 0.7 $14M 200k 71.48
Industries N shs - a - (LYB) 0.6 $14M 344k 40.27
Solutia 0.6 $14M 490k 28.05
DSW 0.6 $14M 250k 54.40
Sanofi-Aventis SA (SNY) 0.6 $14M 358k 37.78
PSS World Medical 0.6 $14M 646k 20.99
PPG Industries (PPG) 0.6 $13M 125k 106.13
Innospec (IOSP) 0.6 $13M 449k 29.61
Gnc Holdings Inc Cl A 0.6 $13M 340k 39.20
Apple (AAPL) 0.6 $13M 22k 583.97
Medtronic 0.6 $12M 320k 38.73
Tesoro Corporation 0.6 $13M 500k 24.96
Ingredion Incorporated (INGR) 0.6 $12M 250k 49.52
Golar Lng (GLNG) 0.6 $12M 323k 37.70
Johnson & Johnson (JNJ) 0.5 $12M 175k 67.57
Nordstrom (JWN) 0.5 $12M 237k 49.69
ArthroCare Corporation 0.5 $12M 398k 29.28
Ashland 0.5 $12M 170k 69.31
Zimmer Holdings (ZBH) 0.5 $11M 177k 64.36
Hershey Company (HSY) 0.5 $11M 150k 72.03
Covance 0.5 $11M 225k 47.85
Warner Chilcott Plc - 0.5 $11M 594k 17.93
Dryships Inc. note 5.000%12/0 0.5 $10M 14M 0.73
Foot Locker (FL) 0.5 $9.9M 325k 30.58
American Eagle Outfitters (AEO) 0.5 $9.9M 500k 19.73
Boeing Company (BA) 0.4 $9.5M 128k 74.29
Gaylord Entertainment Company 0.4 $9.6M 250k 38.56
OSI Systems (OSIS) 0.4 $9.5M 150k 63.34
Stewart Enterprises 0.4 $9.3M 1.3M 7.11
Hanesbrands (HBI) 0.4 $9.0M 325k 27.73
SPDR Gold Trust (GLD) 0.4 $9.2M 59k 155.18
SBA Communications Corporation 0.4 $9.2M 161k 57.04
McDermott International 0.4 $9.1M 816k 11.14
Comerica Incorporated (CMA) 0.4 $8.5M 275k 30.71
Huntington Bancshares Incorporated (HBAN) 0.4 $8.2M 1.3M 6.40
Acacia Research Corporation (ACTG) 0.4 $8.2M 221k 37.24
Constellation Brands (STZ) 0.4 $8.1M 300k 27.06
Dycom Industries (DY) 0.4 $8.1M 433k 18.61
Health Management Associates 0.4 $7.9M 1.0M 7.85
Capital One Financial (COF) 0.3 $7.5M 137k 54.66
Fifth Third Ban (FITB) 0.3 $7.3M 544k 13.40
Dick's Sporting Goods (DKS) 0.3 $7.2M 150k 47.99
American Capital Mortgage In 0.3 $7.2M 301k 23.85
Fidelity National Information Services (FIS) 0.3 $6.7M 198k 34.08
Dollar General (DG) 0.3 $6.8M 125k 54.40
Cal Dive Intl Inc note 3.250%12/1 0.3 $6.4M 6.4M 1.00
PNC Financial Services (PNC) 0.3 $6.5M 106k 61.11
Bunge 0.3 $6.3M 100k 62.75
H&R Block (HRB) 0.3 $6.2M 390k 15.98
New York Community Ban (NYCB) 0.3 $6.4M 511k 12.53
Ingersoll-rand Co Ltd-cl A 0.3 $6.3M 150k 42.19
Nationstar Mortgage 0.3 $6.2M 290k 21.52
Ecolab (ECL) 0.3 $6.0M 88k 68.53
Comverse Technology 0.3 $5.8M 1.0M 5.82
Grifols S A 0.3 $6.0M 621k 9.60
Lowe's Companies (LOW) 0.3 $5.7M 200k 28.44
Visa (V) 0.3 $5.7M 46k 123.61
Owens-Illinois 0.3 $5.7M 298k 19.17
Prosperity Bancshares (PB) 0.3 $5.6M 134k 42.03
Suntrust Banks Inc $1.00 Par Cmn 0.2 $5.3M 220k 24.23
Assured Guaranty (AGO) 0.2 $5.3M 376k 14.10
Istar Finl Inc frnt 10/0 0.2 $5.0M 5.0M 1.00
SLM Corporation (SLM) 0.2 $5.0M 319k 15.71
Seattle Genetics 0.2 $5.1M 200k 25.39
Babcock & Wilcox 0.2 $5.0M 205k 24.50
First Republic Bank/san F (FRCB) 0.2 $5.0M 149k 33.60
U.S. Bancorp (USB) 0.2 $4.7M 147k 32.16
Valero Energy Corporation (VLO) 0.2 $4.8M 200k 24.15
Dex (DXCM) 0.2 $4.8M 369k 12.96
Tillys (TLYS) 0.2 $4.8M 300k 16.05
Nelnet (NNI) 0.2 $4.6M 198k 23.00
Oxford Industries (OXM) 0.2 $4.5M 100k 44.71
Ocwen Financial Corporation 0.2 $4.4M 232k 18.78
Brookfield Ppty Corp Cad 0.2 $4.4M 251k 17.42
Interxion Holding 0.2 $4.4M 242k 18.11
NuVasive 0.2 $4.1M 160k 25.36
American Capital Agency 0.2 $3.9M 118k 33.61
Kinross Gold Corp note 1.750% 3/1 0.2 $3.8M 3.8M 0.99
CIGNA Corporation 0.2 $3.7M 85k 44.01
Service Corporation International (SCI) 0.2 $3.7M 300k 12.37
East West Ban (EWBC) 0.2 $3.4M 146k 23.47
Walter Investment Management 0.2 $3.6M 153k 23.44
Citigroup (C) 0.2 $3.4M 125k 27.41
CBS Corporation 0.1 $3.3M 100k 32.78
Ares Capital Corporation (ARCC) 0.1 $3.3M 209k 15.96
Ralcorp Holdings 0.1 $3.3M 50k 66.76
Bpz Resources Inc bond 0.1 $3.2M 4.0M 0.80
Cognizant Technology Solutions (CTSH) 0.1 $3.0M 50k 60.02
ING Groep (ING) 0.1 $3.1M 462k 6.68
PHH Corporation 0.1 $2.7M 156k 17.48
Brown & Brown (BRO) 0.1 $2.8M 102k 27.26
Newell Rubbermaid (NWL) 0.1 $2.7M 150k 18.14
Hot Topic 0.1 $2.9M 300k 9.69
Thermo Fisher Scientific (TMO) 0.1 $2.8M 55k 51.93
HDFC Bank (HDB) 0.1 $2.8M 86k 32.60
Medicis Pharmaceutical Corporation 0.1 $2.6M 76k 34.16
Penn National Gaming (PENN) 0.1 $2.2M 50k 44.61
Allscripts Healthcare Solutions (MDRX) 0.1 $2.2M 200k 10.93
Barclays (BCS) 0.1 $2.1M 200k 10.30
Vornado Realty Trust (VNO) 0.1 $2.0M 24k 83.97
Terex Corporation (TEX) 0.1 $1.8M 100k 17.82
Wi-lan 0.1 $1.8M 370k 4.93
Jazz Pharmaceuticals (JAZZ) 0.1 $1.8M 41k 45.01
Fly Leasing 0.1 $1.5M 120k 12.19
ACCO Brands Corporation (ACCO) 0.1 $1.3M 125k 10.35
Green Plains Renewable Energy (GPRE) 0.1 $1.3M 212k 6.24
Brown Shoe Company 0.1 $1.1M 89k 12.92
Embraer S A (ERJ) 0.1 $1.1M 43k 26.53
PennyMac Mortgage Investment Trust (PMT) 0.0 $778k 39k 19.73
Forest Laboratories 0.0 $877k 25k 35.00
First Financial Bankshares (FFIN) 0.0 $977k 28k 34.54
Oriental Financial 0.0 $776k 70k 11.09
Alkermes (ALKS) 0.0 $900k 53k 16.95
James River Coal 4.5% 2015 conv 0.0 $900k 2.5M 0.36
Western Digital (WDC) 0.0 $407k 13k 30.54
Walter Energy 0.0 $443k 10k 44.25
KAR Auction Services (KAR) 0.0 $337k 20k 17.22