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 | 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 | 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 | 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 | 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 (EMBJ) | 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 (OPLN) | 0.0 | $337k | 20k | 17.22 |
