Ascendere Associates LLC L/S Model Portfolio

	A	B	C	D	F	G	H	I	K	L	M	N	P	Q	R	T	U	V	X	Y	AA	AB	AC	AE	AF	AG	AI	AJ	AL	AM	AO	AP	AQ	AS	AT	AU	AW	AX
1	http://seekingalpha.com/author/stephen-castellano
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3	http://www.ascenderellc.com
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5	http://www.ascenderellc.com/ascendere-associates-llc/ascendere-longshort-model-portfolio/
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8	Ascendere L/S Model "Back of Envelope" Performance								Focus Portfolio available on the next spreadsheet
9	Blue stocks are "focus list" stocks that we hope will show strong upside or downside								Click the tab in the lower lefthand corner "FocusPortfolio"
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12	Long	5/31/2010	Today	% Change	Short	5/31/2010	Today	% Change	SPX	4/30/2010	Today		MTD
13	ROST		$146.76	#DIV/0!	TRI		$155.83	#DIV/0!	.INX	$1,089.41	$5,254.35		382.31%
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16									Table immediately below does not reflect dynamic long/short weight changes
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18									Note: Model long portfolio was closed at market open, May 7
19									http://www.ascenderellc.com/ascendere-associates-llc/2010/05/sell-strength.html
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22									Net Long:	04/30 - 05/05
23									Net Short	5/6 -
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25										Raw Avg	Allocation	Return	Index	Alpha*	* results skewed due to MTD comparison; better accuracy is reflected in daily data below
26									High-Quality	#DIV/0!	100%	#DIV/0!
27									Low Quality	#DIV/0!	100%	#DIV/0!
28									Market Neutral			#DIV/0!	382.31%	#DIV/0!
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30									High-Quality	#DIV/0!	80%	#DIV/0!
31									Low Quality	#DIV/0!	120%	#DIV/0!
32									Moderate			#DIV/0!	382.31%	#DIV/0!
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34									High-Quality	#DIV/0!	50%	#DIV/0!
35									Low Quality	#DIV/0!	150%	#DIV/0!
36									Aggressive			#DIV/0!	382.31%	#DIV/0!
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38										Long	Short	Total
39									Total			0
40									Right	0	0	0
41									Wrong	0	0	0
42									% Right	#DIV/0!	#DIV/0!	#DIV/0!
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51																			Moderate										Aggressive
52													Market Neutral						Dynamic 80 to 120 / 120 to 80								80 to 120		Dynamic 200 to 0 / 50 to 150								Aggressive
53											SPX	SPX	Long	Short	Portfolio	Long	Short	Portfolio	Long	Short	Long	Short	Portfolio	Long	Short	Portfolio	"Alpha"	"Alpha"	Long	Short	Long	Short	Portfolio	Long	Short	Portfolio	"Alpha"	"Alpha"
54										Date	Daily	Cmltv	Daily	Daily	Daily	Cmltv	Cmltv	Cmltv	Weight	Weight	Daily	Daily	Daily	Cmltv	Cmltv	Cmltv	Daily	Cmltv	Weight	Weight	Daily	Daily	Daily	Cmltv	Cmltv	Cmltv	Daily	Cmltv
55										5/3/2010	1.31%	1.31%	1.79%	1.26%	0.53%	1.79%	1.26%	0.53%	120%	80%	2.14%	-1.01%	1.13%	2.14%	-1.01%	1.13%	-0.18%	-0.18%	200%	0%	3.57%	0.00%	3.57%	3.57%	0.00%	3.57%	2.26%	2.26%
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