The holds interested are all except for Solitude or Windhelm, for obvious reasons, and Whiterun which is neutral.
Anybody knows if it's a global variable or a script which control the faction in charge and if it's possible to revert its effect via another dialogue (ie. give back Markath to the imperials in exchange for another hold or staging a 'coup d'etat' so that the current rulers and all the guards are ousted)?