Ascend Capital as of March 31, 2012
Portfolio Holdings for Ascend Capital
Ascend Capital holds 171 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Us Natural Gas Fd Etf | 7.7 | $175M | 11M | 15.92 | |
| Xerox Corporation | 3.7 | $85M | 11M | 8.08 | |
| Liberty Media Corp lcpad | 3.2 | $73M | 826k | 88.15 | |
| Johnson Controls | 3.0 | $69M | 2.1M | 32.48 | |
| Transocean Inc note 1.500%12/1 | 2.2 | $50M | 50M | 1.00 | |
| Medco Health Solutions | 2.0 | $47M | 662k | 70.30 | |
| Owens-Illinois | 2.0 | $47M | 2.0M | 23.34 | |
| Visteon Corporation (VC) | 1.9 | $43M | 812k | 53.00 | |
| Lucent Technologies Inc dbcv 2.875% 6/1 | 1.6 | $36M | 36M | 0.99 | |
| Molex Incorporated | 1.6 | $35M | 1.5M | 23.45 | |
| JPMorgan Chase & Co. (JPM) | 1.5 | $33M | 724k | 45.98 | |
| American Water Works (AWK) | 1.4 | $31M | 899k | 34.03 | |
| Halliburton Company (HAL) | 1.3 | $29M | 885k | 33.19 | |
| Pepsi (PEP) | 1.2 | $28M | 425k | 66.35 | |
| V.F. Corporation (VFC) | 1.2 | $27M | 185k | 145.98 | |
| Eastman Chemical Company (EMN) | 1.2 | $27M | 512k | 51.69 | |
| Walt Disney Company (DIS) | 1.2 | $26M | 600k | 43.78 | |
| Dow Chemical Company | 1.1 | $26M | 750k | 34.64 | |
| International Paper Company (IP) | 1.1 | $26M | 728k | 35.10 | |
| Equinix | 1.1 | $25M | 159k | 157.44 | |
| Gilead Sciences (GILD) | 1.1 | $25M | 505k | 48.86 | |
| Marriott International (MAR) | 1.0 | $24M | 625k | 37.85 | |
| Corn Products International | 1.0 | $23M | 400k | 57.65 | |
| Nike (NKE) | 1.0 | $23M | 210k | 108.44 | |
| Gardner Denver | 1.0 | $23M | 360k | 63.02 | |
| Textron (TXT) | 1.0 | $23M | 812k | 27.83 | |
| Wynn Resorts (WYNN) | 1.0 | $22M | 175k | 124.88 | |
| Crown Holdings (CCK) | 0.9 | $20M | 550k | 36.83 | |
| Waste Connections | 0.9 | $20M | 622k | 32.53 | |
| Pantry Inc note 3.000%11/1 | 0.9 | $20M | 20M | 1.00 | |
| Avatar Hldgs Inc note 7.500% 2/1 | 0.9 | $20M | 20M | 0.99 | |
| KBR (KBR) | 0.9 | $20M | 549k | 35.55 | |
| Citigroup (C) | 0.9 | $20M | 534k | 36.55 | |
| Sanofi-Aventis SA (SNY) | 0.8 | $18M | 462k | 38.75 | |
| Industries N shs - a - (LYB) | 0.8 | $18M | 406k | 43.65 | |
| Cemex Sab conv | 0.8 | $18M | 19M | 0.94 | |
| Advanced Micro Devices Inc note 5.750% 8/1 | 0.8 | $18M | 17M | 1.01 | |
| Crown Castle International | 0.8 | $17M | 325k | 53.34 | |
| Solutia | 0.7 | $17M | 590k | 27.94 | |
| Warner Chilcott Plc - | 0.7 | $16M | 963k | 16.81 | |
| 3M Company (MMM) | 0.7 | $16M | 175k | 89.21 | |
| Lowe's Companies (LOW) | 0.7 | $16M | 500k | 31.38 | |
| Innospec (IOSP) | 0.7 | $15M | 500k | 30.38 | |
| Covance | 0.7 | $15M | 320k | 47.63 | |
| Ametek (AME) | 0.7 | $15M | 308k | 48.51 | |
| Pfizer (PFE) | 0.7 | $15M | 651k | 22.64 | |
| Royal Caribbean Cruises (RCL) | 0.7 | $15M | 500k | 29.43 | |
| Hologic Inc frnt 2.000%12/1 | 0.6 | $15M | 15M | 0.99 | |
| Teva Pharmaceutical Industries (TEVA) | 0.6 | $15M | 325k | 45.06 | |
| Newell Rubbermaid (NWL) | 0.6 | $14M | 800k | 17.81 | |
| MDU Resources (MDU) | 0.6 | $14M | 625k | 22.39 | |
| Boeing Company (BA) | 0.6 | $14M | 186k | 74.37 | |
| Dollar General (DG) | 0.6 | $14M | 300k | 46.20 | |
| Pvh Corporation (PVH) | 0.6 | $14M | 153k | 89.33 | |
| Wells Fargo & Company (WFC) | 0.6 | $13M | 390k | 34.14 | |
| Allscripts Healthcare Solutions (MDRX) | 0.6 | $13M | 810k | 16.60 | |
| Golar Lng (GLNG) | 0.6 | $13M | 354k | 38.05 | |
| Foot Locker (FL) | 0.6 | $13M | 425k | 31.05 | |
| Gap (GPS) | 0.6 | $13M | 500k | 26.14 | |
| Warna | 0.6 | $13M | 225k | 58.40 | |
| Finish Line | 0.6 | $13M | 625k | 21.22 | |
| HSBC Holdings (HSBC) | 0.6 | $13M | 281k | 44.39 | |
| Wabtec Corporation (WAB) | 0.6 | $12M | 165k | 75.36 | |
| Men's Wearhouse | 0.5 | $12M | 319k | 38.77 | |
| Babcock & Wilcox | 0.5 | $12M | 478k | 25.75 | |
| Hatteras Financial | 0.5 | $12M | 427k | 27.90 | |
| Lear Corporation (LEA) | 0.5 | $12M | 249k | 46.49 | |
| Rock-Tenn Company | 0.5 | $11M | 167k | 67.55 | |
| Jarden Corporation | 0.5 | $11M | 275k | 40.23 | |
| Spirit AeroSystems Holdings (SPR) | 0.5 | $11M | 444k | 24.46 | |
| Comverse Technology | 0.5 | $10M | 1.5M | 6.87 | |
| Hca Holdings (HCA) | 0.5 | $10M | 415k | 24.74 | |
| Republic Services (RSG) | 0.4 | $9.9M | 325k | 30.56 | |
| Kirby Corporation (KEX) | 0.4 | $10M | 153k | 65.78 | |
| Harley-Davidson (HOG) | 0.4 | $9.8M | 200k | 49.08 | |
| Newcastle Investment | 0.4 | $9.7M | 1.6M | 6.28 | |
| Via | 0.4 | $9.5M | 200k | 47.46 | |
| BE Aerospace | 0.4 | $9.6M | 207k | 46.47 | |
| Barnes (B) | 0.4 | $9.5M | 362k | 26.31 | |
| VCA Antech | 0.4 | $9.6M | 412k | 23.21 | |
| Starbucks Corporation (SBUX) | 0.4 | $9.5M | 170k | 55.89 | |
| NuVasive | 0.4 | $9.6M | 571k | 16.84 | |
| Stewart Enterprises | 0.4 | $9.3M | 1.5M | 6.07 | |
| Dex (DXCM) | 0.4 | $9.4M | 897k | 10.43 | |
| Precision Castparts | 0.4 | $9.2M | 53k | 172.91 | |
| Berkshire Hathaway (BRK.B) | 0.4 | $8.9M | 110k | 81.14 | |
| Key (KEY) | 0.4 | $8.9M | 1.0M | 8.50 | |
| AFLAC Incorporated (AFL) | 0.4 | $8.4M | 182k | 45.99 | |
| ACCO Brands Corporation (ACCO) | 0.4 | $8.4M | 675k | 12.41 | |
| Time Warner Cable | 0.4 | $8.1M | 100k | 81.49 | |
| PNC Financial Services (PNC) | 0.4 | $8.2M | 128k | 64.49 | |
| Chicago Bridge & Iron Company | 0.3 | $7.6M | 177k | 43.18 | |
| Host Hotels & Resorts (HST) | 0.3 | $7.4M | 450k | 16.42 | |
| Kraft Foods | 0.3 | $7.6M | 200k | 38.01 | |
| Directv | 0.3 | $7.4M | 150k | 49.34 | |
| Starwood Hotels & Resorts Worldwide | 0.3 | $7.2M | 127k | 56.42 | |
| Medco Health Solutions | 0.3 | $7.0M | 100k | 70.29 | |
| Guess? (GES) | 0.3 | $7.1M | 227k | 31.25 | |
| Alkermes (ALKS) | 0.3 | $7.0M | 380k | 18.55 | |
| American Eagle Outfitters (AEO) | 0.3 | $6.9M | 400k | 17.19 | |
| Service Corporation International (SCI) | 0.3 | $6.8M | 600k | 11.26 | |
| MGM Resorts International. (MGM) | 0.3 | $6.8M | 500k | 13.62 | |
| Take-Two Interactive Software (TTWO) | 0.3 | $6.5M | 425k | 15.39 | |
| Darling International (DAR) | 0.3 | $6.7M | 384k | 17.42 | |
| Cal Dive Intl Inc note 3.250%12/1 | 0.3 | $6.5M | 6.4M | 1.01 | |
| Capital One Financial (COF) | 0.3 | $6.3M | 113k | 55.75 | |
| Hershey Company (HSY) | 0.3 | $6.1M | 100k | 61.34 | |
| Dryships Inc. note 5.000%12/0 | 0.3 | $6.0M | 7.0M | 0.85 | |
| Apple (AAPL) | 0.3 | $6.0M | 10k | 599.60 | |
| Fifth Third Ban (FITB) | 0.3 | $5.8M | 416k | 14.05 | |
| Oracle Corporation (ORCL) | 0.3 | $5.8M | 200k | 29.16 | |
| OSI Systems (OSIS) | 0.3 | $5.9M | 96k | 61.29 | |
| Nationstar Mortgage | 0.3 | $5.8M | 405k | 14.36 | |
| Hologic (HOLX) | 0.2 | $5.6M | 260k | 21.55 | |
| Barclays (BCS) | 0.2 | $5.7M | 375k | 15.15 | |
| TRW Automotive Holdings | 0.2 | $5.6M | 121k | 46.45 | |
| CSX Corporation (CSX) | 0.2 | $5.4M | 250k | 21.52 | |
| Comerica Incorporated (CMA) | 0.2 | $5.4M | 167k | 32.36 | |
| Leap Wireless International | 0.2 | $5.1M | 588k | 8.73 | |
| Ralcorp Holdings | 0.2 | $5.2M | 70k | 74.10 | |
| Children's Place Retail Stores (PLCE) | 0.2 | $5.2M | 100k | 51.68 | |
| Wi-lan | 0.2 | $5.2M | 1.0M | 5.15 | |
| Huntington Bancshares Incorporated (HBAN) | 0.2 | $5.0M | 772k | 6.45 | |
| Jack in the Box (JACK) | 0.2 | $5.0M | 208k | 23.97 | |
| Aqua America | 0.2 | $5.0M | 225k | 22.29 | |
| Nu Skin Enterprises (NUS) | 0.2 | $4.6M | 80k | 57.91 | |
| Harman International Industries | 0.2 | $4.2M | 90k | 46.81 | |
| Penn National Gaming (PENN) | 0.2 | $4.2M | 98k | 42.99 | |
| Aeropostale | 0.2 | $4.3M | 200k | 21.62 | |
| ManTech International Corporation | 0.2 | $4.3M | 124k | 34.45 | |
| MetLife (MET) | 0.2 | $4.4M | 117k | 37.35 | |
| NYSE Euronext | 0.2 | $4.0M | 133k | 30.01 | |
| Visa (V) | 0.2 | $4.0M | 34k | 118.02 | |
| Health Net | 0.2 | $4.2M | 105k | 39.72 | |
| Kinross Gold Corp note 1.750% 3/1 | 0.2 | $3.8M | 3.8M | 0.99 | |
| P.F. Chang's China Bistro | 0.2 | $4.0M | 100k | 39.53 | |
| Assured Guaranty (AGO) | 0.2 | $3.8M | 227k | 16.52 | |
| ING Groep (ING) | 0.2 | $3.9M | 463k | 8.32 | |
| H&R Block (HRB) | 0.2 | $3.7M | 223k | 16.47 | |
| CareFusion Corporation | 0.2 | $3.7M | 141k | 25.93 | |
| Nelnet (NNI) | 0.2 | $3.6M | 140k | 25.91 | |
| Blyth | 0.2 | $3.7M | 50k | 74.85 | |
| Bpz Resources Inc bond | 0.2 | $3.7M | 4.0M | 0.92 | |
| American Capital Agency | 0.1 | $3.5M | 118k | 29.54 | |
| Suntech Power Holdings | 0.1 | $3.3M | 1.1M | 3.06 | |
| American Express Company (AXP) | 0.1 | $3.1M | 54k | 57.87 | |
| New York Community Ban (NYCB) | 0.1 | $3.3M | 234k | 13.91 | |
| U.S. Bancorp (USB) | 0.1 | $3.0M | 95k | 31.69 | |
| Cheesecake Factory Incorporated (CAKE) | 0.1 | $2.9M | 100k | 29.39 | |
| Weatherford International Lt reg | 0.1 | $3.0M | 200k | 15.09 | |
| Coca-cola Enterprises | 0.1 | $2.9M | 100k | 28.60 | |
| Valspar Corporation | 0.1 | $2.8M | 58k | 48.29 | |
| CIGNA Corporation | 0.1 | $2.8M | 57k | 49.25 | |
| Regal-beloit Corporation (RRX) | 0.1 | $2.6M | 40k | 65.56 | |
| Xl Group | 0.1 | $2.2M | 100k | 21.69 | |
| Bank of the Ozarks | 0.1 | $1.9M | 62k | 31.27 | |
| Cibc Cad (CM) | 0.1 | $2.0M | 26k | 76.47 | |
| Thermo Fisher Scientific (TMO) | 0.1 | $1.7M | 30k | 56.40 | |
| Colony Financial | 0.1 | $1.3M | 78k | 16.38 | |
| ACTUANT CORP CONVERTIBLE security | 0.1 | $1.4M | 963k | 1.47 | |
| James River Coal 4.5% 2015 conv | 0.1 | $1.4M | 2.5M | 0.54 | |
| Encore Capital (ECPG) | 0.1 | $1.0M | 47k | 22.56 | |
| Air Products & Chemicals (APD) | 0.0 | $919k | 10k | 91.91 | |
| Rf Microdevices Inc note 0.750% 4/1 | 0.0 | $732k | 732k | 1.00 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.0 | $736k | 39k | 18.66 | |
| Walter Energy | 0.0 | $591k | 10k | 59.11 | |
| Medicis Pharmaceutical Corporation | 0.0 | $752k | 20k | 37.62 | |
| Ocwen Financial Corporation | 0.0 | $758k | 49k | 15.62 | |
| Seacube Container Leasing | 0.0 | $660k | 38k | 17.19 | |
| Fly Leasing | 0.0 | $580k | 48k | 12.21 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $242k | 5.0k | 48.42 |
