Ascend Capital

Ascend Capital as of Sept. 30, 2012

Portfolio Holdings for Ascend Capital

Ascend Capital holds 183 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Us Natural Gas Fd Etf 10.7 $275M 13M 21.34
Comcast Corporation 6.0 $155M 4.5M 34.81
Spdr S&p 500 Etf (SPY) 3.5 $91M 629k 143.97
Weatherford International Lt reg 3.3 $84M 6.6M 12.68
Transocean Inc note 1.500%12/1 2.6 $67M 67M 1.00
SPDR Gold Trust (GLD) 2.2 $58M 335k 171.89
Express Scripts Holding 2.2 $56M 887k 62.63
Johnson Controls 2.1 $54M 2.0M 27.40
Consumer Staples Select Sect. SPDR (XLP) 1.9 $50M 1.4M 35.82
Teva Pharmaceutical Industries (TEVA) 1.8 $45M 1.1M 41.41
Industries N shs - a - (LYB) 1.6 $42M 815k 51.66
Kraft Foods 1.6 $42M 1.0M 41.35
Molex Incorporated 1.3 $33M 1.5M 21.72
Acacia Research Corporation (ACTG) 1.3 $33M 1.2M 27.41
Pfizer (PFE) 1.3 $32M 1.3M 24.85
Textainer Group Holdings 1.2 $31M 1.0M 30.55
Apple (AAPL) 1.2 $30M 45k 667.10
Equinix 1.1 $29M 140k 206.05
American International (AIG) 1.1 $28M 846k 32.79
Cemex Sab conv 1.0 $27M 27M 0.99
Marathon Petroleum Corp (MPC) 1.0 $26M 479k 54.59
Walgreen Company 1.0 $26M 708k 36.44
Warner Chilcott Plc - 1.0 $25M 1.9M 13.50
Valero Energy Corporation (VLO) 0.9 $24M 760k 31.68
SBA Communications Corporation 0.9 $24M 384k 62.90
Berkshire Hathaway (BRK.B) 0.9 $24M 268k 88.20
Wyndham Worldwide Corporation 0.9 $23M 445k 52.48
Newcastle Investment 0.8 $21M 2.8M 7.53
iShares Russell 2000 Index (IWM) 0.8 $20M 239k 83.44
Pantry Inc note 3.000%11/1 0.8 $20M 20M 1.00
Xerox Corporation 0.8 $20M 2.7M 7.34
Avatar Hldgs Inc note 7.500% 2/1 0.7 $18M 18M 1.00
Host Hotels & Resorts (HST) 0.7 $18M 1.1M 16.05
Crown Holdings (CCK) 0.7 $17M 465k 36.75
Citigroup (C) 0.7 $17M 527k 32.72
Pvh Corporation (PVH) 0.6 $16M 175k 93.72
KBR (KBR) 0.6 $16M 533k 29.82
Marriott International (MAR) 0.6 $16M 405k 39.10
Cogent Comm Group Inc note 1.000% 6/1 0.6 $16M 16M 0.97
International Paper Company (IP) 0.6 $15M 425k 36.32
Dollar General (DG) 0.6 $16M 300k 51.54
Boeing Company (BA) 0.6 $15M 219k 69.60
Sanofi-Aventis SA (SNY) 0.6 $15M 350k 43.06
Hologic Inc frnt 2.000%12/1 0.6 $15M 15M 1.00
Sandisk Corp note 1.000% 5/1 0.6 $15M 15M 0.99
Zimmer Holdings (ZBH) 0.6 $15M 215k 67.62
Medtronic 0.6 $14M 334k 43.12
Hershey Company (HSY) 0.6 $14M 201k 70.89
Coca-cola Enterprises 0.6 $14M 460k 31.27
Manitowoc Company 0.5 $14M 1.0M 13.34
Triumph (TGI) 0.5 $14M 218k 62.50
Beam 0.5 $14M 238k 57.54
Morgan Stanley (MS) 0.5 $13M 774k 16.74
Covance 0.5 $13M 280k 46.69
AutoZone (AZO) 0.5 $13M 35k 369.69
Whirlpool Corporation (WHR) 0.5 $13M 150k 82.91
Quanta Services (PWR) 0.5 $13M 509k 24.70
VCA Antech 0.5 $12M 615k 19.72
Dryships Inc. note 5.000%12/0 0.5 $12M 14M 0.82
Genes (GCO) 0.5 $12M 175k 66.73
Motorola Solutions (MSI) 0.5 $12M 228k 50.55
Wells Fargo & Company (WFC) 0.4 $11M 329k 34.53
Hanesbrands (HBI) 0.4 $11M 351k 31.88
Nationstar Mortgage 0.4 $11M 339k 33.18
Fluor Corporation (FLR) 0.4 $11M 198k 56.28
Stewart Enterprises 0.4 $11M 1.3M 8.40
Foot Locker 0.4 $11M 296k 35.50
American Water Works (AWK) 0.4 $10M 275k 37.06
Golar Lng Partners Lp unit 0.4 $10M 322k 32.04
Eastman Chemical Company (EMN) 0.4 $10M 175k 57.01
Gilead Sciences (GILD) 0.4 $9.9M 150k 66.33
Constellation Brands (STZ) 0.4 $9.7M 301k 32.35
Mattel (MAT) 0.4 $9.6M 270k 35.47
Energizer Holdings 0.3 $9.0M 121k 74.61
Marathon Oil Corporation (MRO) 0.3 $8.9M 301k 29.57
Weight Watchers International 0.3 $8.5M 161k 52.79
AstraZeneca 0.3 $8.4M 175k 47.86
Ocwen Financial Corporation 0.3 $8.4M 307k 27.41
Babcock & Wilcox 0.3 $8.5M 335k 25.47
Ann 0.3 $8.5M 225k 37.73
Walt Disney Company (DIS) 0.3 $7.8M 150k 52.29
First Republic Bank/san F (FRCB) 0.3 $7.8M 225k 34.46
Royal Caribbean Cruises (RCL) 0.3 $7.6M 250k 30.21
Capital One Financial (COF) 0.3 $7.5M 131k 57.01
Jarden Corporation 0.3 $7.4M 139k 52.84
Church & Dwight (CHD) 0.3 $7.5M 139k 54.00
Corrections Corporation of America 0.3 $7.6M 226k 33.45
CBS Corporation 0.3 $7.3M 200k 36.33
Clorox Company (CLX) 0.3 $7.2M 100k 72.04
Foster Wheeler Ltd Com Stk 0.3 $7.2M 301k 23.96
H&R Block (HRB) 0.3 $7.0M 404k 17.33
Starwood Hotels & Resorts Worldwide 0.3 $7.0M 120k 57.97
Bunge 0.3 $6.7M 100k 67.05
Avnet (AVT) 0.3 $6.6M 227k 29.09
Warna 0.3 $6.7M 129k 51.89
Cytec Industries 0.3 $6.6M 100k 65.51
Cal Dive Intl Inc note 3.250%12/1 0.2 $6.4M 6.4M 1.00
Suntrust Banks Inc $1.00 Par Cmn 0.2 $6.4M 226k 28.27
Nelnet (NNI) 0.2 $6.4M 268k 23.74
American Capital Agency 0.2 $6.3M 183k 34.60
Home Loan Servicing Solution ord 0.2 $6.5M 401k 16.28
Time Warner 0.2 $6.1M 135k 45.34
Lions Gate Entertainment 0.2 $6.1M 400k 15.27
Kinross Gold Corp note 1.750% 3/1 0.2 $5.8M 5.8M 1.00
U.S. Bancorp (USB) 0.2 $5.9M 171k 34.30
Illinois Tool Works (ITW) 0.2 $5.9M 100k 59.48
Fifth Third Ban (FITB) 0.2 $5.8M 374k 15.50
Dex (DXCM) 0.2 $5.8M 387k 15.03
Rbc Cad (RY) 0.2 $6.0M 104k 57.41
Tor Dom Bk Cad (TD) 0.2 $6.0M 72k 83.33
Bank Of Montreal Cadcom (BMO) 0.2 $6.0M 101k 59.05
Visteon Corporation (VC) 0.2 $5.8M 130k 44.46
PHH Corporation 0.2 $5.6M 275k 20.35
Comverse Technology 0.2 $5.6M 906k 6.15
Celanese Corporation (CE) 0.2 $5.7M 151k 37.90
Prosperity Bancshares (PB) 0.2 $5.5M 130k 42.61
Stage Stores 0.2 $5.3M 251k 21.06
SM Energy (SM) 0.2 $5.4M 100k 54.11
JPMorgan Chase & Co. (JPM) 0.2 $5.1M 126k 40.48
USG Corporation 0.2 $5.1M 232k 21.95
Innospec (IOSP) 0.2 $5.1M 150k 33.92
Bk Nova Cad (BNS) 0.2 $5.0M 91k 54.82
Tile Shop Hldgs 0.2 $5.0M 350k 14.38
Istar Finl Inc frnt 10/0 0.2 $5.0M 5.0M 1.00
Tenet Healthcare Corporation 0.2 $4.9M 778k 6.27
Health Management Associates 0.2 $4.9M 583k 8.39
ArthroCare Corporation 0.2 $4.9M 151k 32.39
Allergan 0.2 $4.8M 53k 91.56
Chimera Investment Corporation 0.2 $4.9M 1.8M 2.71
Ag Mtg Invt Tr 0.2 $4.8M 201k 24.13
Jefferies 0.2 $4.6M 335k 13.69
Bpz Resources Inc bond 0.2 $4.7M 6.0M 0.79
Bonanza Creek Energy 0.2 $4.7M 201k 23.56
Comerica Incorporated 0.2 $4.4M 141k 31.05
Brown & Brown (BRO) 0.2 $4.1M 158k 26.07
Brown Shoe Company 0.2 $4.0M 251k 16.03
Kilroy Realty Corporation (KRC) 0.2 $4.1M 91k 44.77
McDermott International 0.2 $4.0M 327k 12.22
Oriental Financial 0.1 $3.9M 366k 10.52
Raymond James Financial (RJF) 0.1 $3.9M 107k 36.64
Gildan Activewear Inc Com Cad (GIL) 0.1 $3.9M 122k 31.69
Colony Financial 0.1 $3.9M 201k 19.48
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.1 $3.7M 477k 7.75
PNC Financial Services (PNC) 0.1 $3.4M 53k 63.12
Abiomed 0.1 $3.2M 153k 21.00
ViroPharma Incorporated 0.1 $3.3M 109k 30.19
Tillys (TLYS) 0.1 $3.2M 175k 18.33
Two Harbors Investment 0.1 $3.1M 261k 11.75
ACCO Brands Corporation (ACCO) 0.1 $3.1M 474k 6.49
Grifols S A Sponsored Adr R (GRFS) 0.1 $3.1M 135k 22.82
PSS World Medical 0.1 $2.8M 125k 22.77
Asml Holding Nv Adr depository receipts 0.1 $2.7M 50k 53.69
Chiquita Brands International 0.1 $2.7M 351k 7.64
Onyx Pharmaceuticals 0.1 $2.5M 30k 84.46
OSI Systems (OSIS) 0.1 $2.6M 33k 77.81
Molina Healthcare (MOH) 0.1 $2.5M 100k 25.15
TAL International 0.1 $2.5M 73k 33.97
Banco Itau Holding Financeira (ITUB) 0.1 $2.2M 143k 15.28
Banco Bradesco SA (BBD) 0.1 $2.2M 137k 16.07
Geo 0.1 $2.4M 87k 27.68
Pandora Media 0.1 $2.4M 220k 10.94
Hologic (HOLX) 0.1 $2.1M 103k 20.22
MasTec (MTZ) 0.1 $2.1M 107k 19.69
Forest Laboratories 0.1 $1.8M 50k 35.61
Cibc Cad (CM) 0.1 $1.8M 23k 78.20
Seattle Genetics 0.1 $1.3M 50k 26.93
Prudential Financial (PRU) 0.1 $1.4M 25k 54.50
Osiris Therapeutics 0.1 $1.3M 115k 11.03
Valeant Pharmaceuticals Int 0.1 $1.2M 22k 55.24
Bloomin Brands (BLMN) 0.1 $1.2M 75k 16.44
PennyMac Mortgage Investment Trust (PMT) 0.0 $922k 39k 23.38
Hot Topic 0.0 $1.1M 122k 8.69
First Financial Bankshares (FFIN) 0.0 $1.0M 28k 36.03
United Therapeutics Corporation (UTHR) 0.0 $950k 17k 55.87
Green Plains Renewable Energy (GPRE) 0.0 $1.0M 172k 5.85
James River Coal 4.5% 2015 conv 0.0 $1.1M 2.5M 0.42
Sanchez Energy Corp C ommon stocks 0.0 $1.0M 50k 20.43
BioMarin Pharmaceutical (BMRN) 0.0 $404k 10k 40.19
Affymax (AFFY) 0.0 $633k 30k 21.04
Walter Energy 0.0 $325k 10k 32.50
Star Scientific 0.0 $130k 37k 3.48
Complete Genomics 0.0 $142k 46k 3.09
Synergy Pharmaceuticals 0.0 $347k 72k 4.79