Ascend Capital

Ascend Capital as of March 31, 2011

Portfolio Holdings for Ascend Capital

Ascend Capital holds 167 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Comcast Corporation 5.9 $161M 7.0M 23.22
Air Products & Chemicals (APD) 3.9 $107M 1.2M 90.18
Bank of America Corporation (BAC) 3.4 $93M 7.0M 13.33
MetLife (MET) 3.1 $84M 1.9M 44.73
Republic Services (RSG) 2.5 $67M 2.2M 30.04
Celanese Corporation (CE) 2.1 $57M 1.3M 44.37
BlackRock (BLK) 1.7 $47M 231k 201.01
Nii Hldgs Inc note 3.125% 6/1 1.5 $42M 42M 1.01
NYSE Euronext 1.5 $41M 1.2M 35.17
Chemtura Corporation 1.5 $41M 2.4M 17.20
Unum (UNM) 1.5 $40M 1.5M 26.25
Prudential Financial (PRU) 1.4 $40M 641k 61.58
Baidu (BIDU) 1.4 $38M 272k 137.82
Huntsman Corporation (HUN) 1.3 $37M 2.1M 17.38
Time Warner Cable 1.3 $36M 500k 71.34
Valassis Communications 1.3 $35M 1.2M 29.14
Xerox Corporation 1.1 $31M 2.9M 10.65
Lucent Technologies Inc dbcv 2.875% 6/1 1.1 $30M 31M 0.97
Seagate Technology Com Stk 1.1 $29M 2.0M 14.41
Molex Incorporated 1.1 $29M 1.4M 20.69
Avnet (AVT) 1.1 $29M 854k 34.09
Ldk Solar Co Ltd note 4.750% 4/1 1.1 $29M 29M 1.00
JPMorgan Chase & Co. (JPM) 1.0 $28M 600k 46.10
Kellogg Company (K) 1.0 $27M 500k 53.98
American Express Company (AXP) 1.0 $27M 594k 45.20
Cme (CME) 1.0 $26M 87k 301.54
Tenet Healthcare Corporation 0.9 $26M 3.5M 7.45
Emerson Electric (EMR) 0.9 $25M 435k 58.43
United Technologies Corporation 0.9 $26M 301k 84.65
MGIC Investment (MTG) 0.9 $25M 2.8M 8.89
Manpower (MAN) 0.9 $25M 401k 62.88
Crocs (CROX) 0.9 $25M 1.4M 17.84
Bemis Company 0.9 $24M 737k 32.81
Ca 0.9 $24M 1.0M 24.18
Google 0.9 $24M 41k 586.79
Ace Limited Cmn 0.8 $23M 350k 64.70
CVS Caremark Corporation (CVS) 0.8 $22M 650k 34.32
Gaylord Entertainment Company 0.8 $23M 650k 34.68
Service Corporation International (SCI) 0.8 $21M 1.9M 11.06
Warner Chilcott Plc - 0.8 $21M 915k 23.26
Navistar International Corporation 0.8 $21M 304k 69.33
Pantry Inc note 3.000%11/1 0.7 $20M 20M 1.00
Amgen (AMGN) 0.7 $20M 370k 53.45
Signet Jewelers (SIG) 0.7 $20M 423k 46.02
Seadrill 0.7 $19M 524k 36.07
Aetna 0.7 $18M 489k 37.43
Sunpower Corp dbcv 1.250% 2/1 0.7 $18M 18M 0.98
Dover Corporation (DOV) 0.7 $18M 272k 65.74
Acacia Research Corporation (ACTG) 0.6 $18M 510k 34.35
Avery Dennison Corporation (AVY) 0.6 $17M 409k 41.96
General Electric Company 0.6 $16M 800k 20.05
Alpha Natural Resources 0.6 $16M 271k 59.37
Lear Corporation (LEA) 0.6 $16M 326k 48.87
Goldman Sachs (GS) 0.6 $16M 100k 158.59
Deluxe Corporation (DLX) 0.6 $16M 602k 26.54
Gardner Denver 0.6 $16M 204k 78.03
Ens 0.6 $16M 268k 57.84
VCA Antech 0.6 $16M 622k 25.17
Hertz Global Holdings 0.6 $16M 1.0M 15.63
Pfizer (PFE) 0.6 $15M 750k 20.31
Industries N shs - a - (LYB) 0.6 $15M 388k 39.55
Transocean Inc note 1.500%12/1 0.6 $15M 15M 1.00
Tidewater 0.6 $15M 252k 59.85
Tyco International Ltd S hs 0.6 $15M 337k 44.77
Thermo Fisher Scientific (TMO) 0.5 $15M 266k 55.55
Apache Corporation 0.5 $14M 110k 130.92
Radian (RDN) 0.5 $14M 2.0M 6.81
Jarden Corporation 0.5 $13M 375k 35.57
Kohl's Corporation (KSS) 0.5 $13M 250k 53.04
Health Net 0.5 $13M 401k 32.70
Dow Chemical Company 0.5 $12M 323k 37.75
Fortune Brands 0.5 $12M 200k 61.89
American Water Works (AWK) 0.5 $12M 439k 28.05
Newell Rubbermaid (NWL) 0.4 $12M 625k 19.13
Walgreen Company 0.4 $12M 300k 40.14
GameStop (GME) 0.4 $12M 536k 22.52
Corn Products International 0.4 $12M 227k 51.82
BPZ Resources 0.4 $12M 2.2M 5.30
Stanley Black & Decker (SWK) 0.4 $12M 150k 76.60
Anheuser-Busch InBev NV (BUD) 0.4 $11M 200k 57.16
Bristol Myers Squibb (BMY) 0.4 $11M 422k 26.43
Stewart Enterprises 0.4 $11M 1.5M 7.64
Advanced Micro Devices Inc note 5.750% 8/1 0.4 $11M 11M 1.03
NetApp (NTAP) 0.4 $11M 225k 48.15
SandRidge Energy 0.4 $11M 845k 12.80
Boeing Company (BA) 0.4 $10M 139k 73.93
Quest Diagnostics Incorporated (DGX) 0.4 $10M 180k 57.72
Frontline Limited Usd2.5 0.4 $10M 415k 24.77
Ball Corporation (BALL) 0.4 $10M 291k 35.85
Hca Holdings (HCA) 0.4 $11M 310k 33.87
OSI Systems (OSIS) 0.4 $10M 266k 37.53
McDermott International 0.4 $10M 400k 25.39
Owens Corning (OC) 0.4 $9.8M 272k 35.99
Citi 0.4 $9.8M 2.2M 4.42
Williams Companies (WMB) 0.4 $10M 320k 31.18
Asbury Automotive (ABG) 0.3 $9.5M 516k 18.49
Rockwood Holdings 0.3 $9.5M 192k 49.22
Molson Coors Brewing Company (TAP) 0.3 $9.4M 200k 46.89
Mead Johnson Nutrition 0.3 $9.3M 160k 57.93
DXP Enterprises (DXPE) 0.3 $9.2M 400k 23.08
PolyOne Corporation 0.3 $9.0M 635k 14.21
TAL International 0.3 $9.1M 250k 36.27
Weight Watchers International 0.3 $8.8M 125k 70.10
Cablevision Systems Corporation 0.3 $8.7M 250k 34.61
Cash America International 0.3 $8.8M 190k 46.06
Teva Pharmaceutical Industries (TEVA) 0.3 $8.0M 160k 50.17
CarMax (KMX) 0.3 $8.0M 250k 32.09
Newfield Exploration 0.3 $7.8M 102k 76.02
Immucor 0.3 $7.7M 388k 19.78
GeoEye 0.3 $7.5M 181k 41.58
Elan Corporation 0.3 $7.5M 1.1M 6.88
Suncor Energy (SU) 0.3 $7.6M 170k 44.84
Triangle Petroleum Corporation 0.3 $7.6M 910k 8.30
Penn National Gaming (PENN) 0.3 $7.4M 200k 37.07
Dollar Financial 0.3 $7.5M 360k 20.75
Dex (DXCM) 0.3 $7.4M 480k 15.52
On Semiconductor Corp note 4/1 0.3 $7.1M 6.4M 1.11
Baxter International (BAX) 0.3 $7.0M 130k 53.77
Xueda Education 0.3 $7.0M 734k 9.56
KBR (KBR) 0.2 $6.8M 180k 37.77
Sprint Nextel Corporation 0.2 $7.0M 1.5M 4.64
DineEquity (DIN) 0.2 $6.9M 125k 54.98
Kronos Worldwide (KRO) 0.2 $6.8M 116k 58.45
Textron (TXT) 0.2 $6.9M 251k 27.40
First Republic Bank/san F (FRCB) 0.2 $7.0M 226k 30.90
Cal Dive Intl Inc note 3.250%12/1 0.2 $6.5M 6.5M 1.00
KB Home (KBH) 0.2 $6.5M 519k 12.44
PAREXEL International Corporation 0.2 $6.7M 269k 24.90
Wyndham Worldwide Corporation 0.2 $6.4M 200k 31.82
Kinross Gold Corp (KGC) 0.2 $6.3M 400k 15.75
Macy's (M) 0.2 $6.1M 250k 24.26
DigitalGlobe 0.2 $6.0M 215k 28.03
Halliburton Company (HAL) 0.2 $5.4M 108k 49.85
Patterson-UTI Energy (PTEN) 0.2 $5.4M 183k 29.38
Seacube Container Leasing 0.2 $5.5M 346k 16.01
AU Optronics 0.2 $5.1M 579k 8.78
Baker Hughes Incorporated 0.2 $5.1M 70k 73.43
Cadence Design Systems (CDNS) 0.2 $4.9M 498k 9.75
Amkor Technology Inc 2.50% 05/15/2011 cnv 0.2 $5.0M 5.0M 1.00
International Paper Company (IP) 0.2 $4.5M 151k 30.17
Hovnanian Enterprises 0.2 $4.7M 1.3M 3.53
Evercore Partners (EVR) 0.2 $4.7M 137k 34.29
ACI Worldwide (ACIW) 0.2 $4.5M 136k 32.81
Masco Corp debt 0.1 $4.2M 8.0M 0.53
Spansion 0.1 $4.1M 222k 18.68
Cliffs Natural Resources 0.1 $3.9M 40k 98.29
Ashland 0.1 $3.2M 55k 57.75
Marten Transport (MRTN) 0.1 $3.4M 151k 22.29
Albemarle Corporation (ALB) 0.1 $3.0M 50k 59.79
Noranda Aluminum Holding Corporation 0.1 $2.9M 183k 16.06
Interxion Holding 0.1 $3.0M 231k 12.99
Hanesbrands (HBI) 0.1 $2.7M 100k 27.05
Regal Entertainment 0.1 $2.7M 200k 13.49
James River Coal Company 0.1 $2.5M 105k 24.17
Rubicon Technology 0.1 $2.0M 72k 27.67
Astoria Financial Corporation 0.1 $1.6M 113k 14.37
Smart Modular Technologies 0.1 $1.6M 200k 7.76
Textainer Group Holdings 0.1 $1.6M 44k 37.14
Visteon Corporation (VC) 0.1 $1.7M 27k 62.50
Conmed Corp note 2.500%11/1 0.1 $1.4M 1.4M 1.00
United States Steel Corporation (X) 0.1 $1.3M 25k 53.98
ACTUANT CORP CONVERTIBLE security 0.1 $1.4M 963k 1.49
Alcatel-Lucent 0.0 $1.2M 200k 5.81
Rf Microdevices Inc note 0.750% 4/1 0.0 $788k 750k 1.05
Limited Brands 0.0 $629k 19k 32.91
Bunge 0.0 $216k 3.0k 72.05
Nelnet (NNI) 0.0 $315k 14k 21.81