Ascend Capital as of Sept. 30, 2011
Portfolio Holdings for Ascend Capital
Ascend Capital holds 107 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Wyndham Worldwide Corporation | 5.8 | $71M | 2.5M | 28.51 | |
| Liberty Media | 5.5 | $67M | 4.6M | 14.76 | |
| Comcast Corporation (CMCSA) | 5.2 | $63M | 3.0M | 20.92 | |
| Xerox Corporation | 4.3 | $53M | 7.5M | 6.97 | |
| Apple (AAPL) | 3.1 | $38M | 101k | 381.33 | |
| J.M. Smucker Company (SJM) | 2.7 | $33M | 450k | 72.89 | |
| Molex Incorporated | 2.3 | $28M | 1.7M | 16.88 | |
| Pfizer (PFE) | 2.2 | $27M | 1.5M | 17.68 | |
| NYSE Euronext | 2.1 | $26M | 1.1M | 23.24 | |
| Williams Companies (WMB) | 1.9 | $23M | 948k | 24.34 | |
| Dfc Global | 1.8 | $22M | 1.0M | 21.82 | |
| Seadrill | 1.8 | $22M | 795k | 27.53 | |
| Industries N shs - a - (LYB) | 1.7 | $21M | 858k | 24.43 | |
| Warner Chilcott Plc - | 1.7 | $20M | 1.4M | 14.30 | |
| Pantry Inc note 3.000%11/1 | 1.6 | $19M | 20M | 0.98 | |
| American Water Works (AWK) | 1.5 | $18M | 592k | 30.18 | |
| Lucent Technologies Inc dbcv 2.875% 6/1 | 1.5 | $18M | 19M | 0.92 | |
| Sunpower Corp dbcv 1.250% 2/1 | 1.4 | $18M | 18M | 0.99 | |
| Ralcorp Holdings | 1.4 | $17M | 225k | 76.71 | |
| Medco Health Solutions | 1.4 | $17M | 357k | 46.89 | |
| Ann | 1.4 | $17M | 731k | 22.84 | |
| Unum (UNM) | 1.3 | $15M | 737k | 20.96 | |
| Marathon Petroleum Corp (MPC) | 1.2 | $15M | 561k | 27.06 | |
| Penn National Gaming (PENN) | 1.2 | $15M | 450k | 33.29 | |
| Cme (CME) | 1.2 | $15M | 61k | 246.39 | |
| Transocean Inc note 1.500%12/1 | 1.2 | $15M | 15M | 1.00 | |
| Celanese Corporation (CE) | 1.2 | $15M | 449k | 32.53 | |
| Conmed Corp note 2.500%11/1 | 1.2 | $14M | 14M | 0.99 | |
| Hologic Inc frnt 2.000%12/1 | 1.1 | $14M | 15M | 0.94 | |
| Cash America International | 1.1 | $14M | 270k | 51.16 | |
| Avatar Hldgs Inc note 7.500% 2/1 | 1.1 | $14M | 15M | 0.95 | |
| Suno | 1.1 | $13M | 424k | 31.01 | |
| Acacia Research Corporation (ACTG) | 1.1 | $13M | 361k | 35.99 | |
| CONSOL Energy | 1.0 | $13M | 375k | 33.93 | |
| Signet Jewelers (SIG) | 1.0 | $13M | 374k | 33.80 | |
| Innospec (IOSP) | 1.0 | $13M | 515k | 24.21 | |
| CVS Caremark Corporation (CVS) | 1.0 | $12M | 353k | 33.59 | |
| Liz Claiborne | 0.9 | $11M | 2.3M | 5.00 | |
| Hologic (HOLX) | 0.9 | $11M | 731k | 15.21 | |
| CareFusion Corporation | 0.9 | $11M | 460k | 23.95 | |
| Fortune Brands | 0.9 | $11M | 200k | 54.08 | |
| Advanced Micro Devices Inc note 5.750% 8/1 | 0.9 | $11M | 10M | 1.01 | |
| Chesapeake Energy Corporation | 0.9 | $11M | 410k | 25.55 | |
| Total (TTE) | 0.8 | $10M | 237k | 43.87 | |
| Kraft Foods | 0.8 | $10M | 300k | 33.58 | |
| Newmont Mining Corporation (NEM) | 0.8 | $10M | 160k | 62.95 | |
| Kinross Gold Corp (KGC) | 0.8 | $10M | 680k | 14.78 | |
| Anadarko Petroleum Corporation | 0.8 | $9.8M | 155k | 63.05 | |
| Jarden Corporation | 0.8 | $9.5M | 335k | 28.26 | |
| McDermott International | 0.8 | $9.2M | 851k | 10.76 | |
| Service Corporation International (SCI) | 0.7 | $8.5M | 925k | 9.16 | |
| TJX Companies (TJX) | 0.7 | $8.3M | 150k | 55.47 | |
| Coinstar | 0.7 | $8.3M | 208k | 40.00 | |
| Stewart Enterprises | 0.7 | $8.1M | 1.4M | 5.95 | |
| Prudential Financial (PRU) | 0.7 | $8.0M | 170k | 46.85 | |
| IDEX Corporation (IEX) | 0.6 | $7.7M | 112k | 68.96 | |
| Hess (HES) | 0.6 | $7.1M | 136k | 52.47 | |
| Weatherford International Lt reg | 0.6 | $7.0M | 575k | 12.21 | |
| MetLife (MET) | 0.6 | $7.0M | 250k | 28.01 | |
| HSN | 0.5 | $6.6M | 200k | 33.13 | |
| On Semiconductor Corp note 4/1 | 0.5 | $6.4M | 6.4M | 1.01 | |
| Range Resources (RRC) | 0.5 | $6.4M | 110k | 58.46 | |
| Wi-lan | 0.5 | $6.5M | 1.1M | 5.77 | |
| Cal Dive Intl Inc note 3.250%12/1 | 0.5 | $6.3M | 6.4M | 0.99 | |
| Ca | 0.5 | $6.1M | 314k | 19.41 | |
| OSI Systems (OSIS) | 0.5 | $6.1M | 181k | 33.51 | |
| CIGNA Corporation | 0.5 | $5.7M | 137k | 41.94 | |
| Rock-Tenn Company | 0.5 | $5.8M | 118k | 48.68 | |
| Golar Lng (GLNG) | 0.5 | $5.6M | 176k | 31.78 | |
| Hca Holdings (HCA) | 0.5 | $5.6M | 276k | 20.16 | |
| BPZ Resources | 0.4 | $5.1M | 1.8M | 2.77 | |
| Teva Pharmaceutical Industries (TEVA) | 0.4 | $4.6M | 125k | 37.22 | |
| Walt Disney Company (DIS) | 0.4 | $4.5M | 150k | 30.16 | |
| SandRidge Energy | 0.3 | $4.3M | 769k | 5.56 | |
| Nu Skin Enterprises (NUS) | 0.3 | $4.1M | 100k | 40.52 | |
| A. O. Smith Corporation (AOS) | 0.3 | $4.0M | 125k | 32.04 | |
| Corn Products International | 0.3 | $3.9M | 100k | 39.24 | |
| Avnet (AVT) | 0.3 | $3.8M | 147k | 26.08 | |
| MasTec (MTZ) | 0.3 | $3.8M | 214k | 17.61 | |
| Triangle Petroleum Corporation | 0.3 | $3.7M | 1.0M | 3.59 | |
| Bpz Resources Inc bond | 0.3 | $3.3M | 4.0M | 0.83 | |
| Cemex SAB de CV (CX) | 0.3 | $3.1M | 993k | 3.16 | |
| Affymax (AFFY) | 0.3 | $3.2M | 703k | 4.48 | |
| ACCRETIVE Health | 0.2 | $3.0M | 142k | 21.19 | |
| MarketAxess Holdings (MKTX) | 0.2 | $2.7M | 105k | 26.02 | |
| DXP Enterprises (DXPE) | 0.2 | $2.6M | 140k | 18.83 | |
| Te Connectivity Ltd for (TEL) | 0.2 | $2.5M | 90k | 28.13 | |
| Dryships/drys | 0.2 | $2.3M | 993k | 2.34 | |
| Ez (EZPW) | 0.2 | $2.3M | 79k | 28.53 | |
| Questcor Pharmaceuticals | 0.2 | $2.2M | 82k | 27.25 | |
| Best Buy Inc sdcv 2.250% 1/1 | 0.2 | $2.0M | 2.0M | 1.00 | |
| James River Coal 4.5% 2015 conv | 0.1 | $1.8M | 2.2M | 0.81 | |
| Chefs Whse (CHEF) | 0.1 | $1.9M | 158k | 11.76 | |
| Sonus Networks | 0.1 | $1.6M | 738k | 2.16 | |
| Actuant Corporation | 0.1 | $1.4M | 73k | 19.75 | |
| GeoEye | 0.1 | $1.4M | 50k | 28.36 | |
| Timken Company (TKR) | 0.1 | $1.3M | 39k | 32.83 | |
| Valassis Communications | 0.1 | $1.3M | 68k | 18.75 | |
| Northgate Minerals | 0.1 | $1.2M | 367k | 3.30 | |
| ACTUANT CORP CONVERTIBLE security | 0.1 | $1.1M | 963k | 1.10 | |
| Metals USA Holdings | 0.1 | $864k | 97k | 8.94 | |
| Rf Microdevices Inc note 0.750% 4/1 | 0.1 | $747k | 732k | 1.02 | |
| Robbins & Myers | 0.1 | $744k | 22k | 34.67 | |
| Walter Energy | 0.1 | $600k | 10k | 60.00 | |
| Carriage Services (CSV) | 0.1 | $650k | 110k | 5.91 | |
| Ashland | 0.0 | $382k | 8.6k | 44.18 | |
| James River Coal 4.5% 2015 conv | 0.0 | $233k | 288k | 0.81 |
