Calypso Capital Management

Calypso Capital Management as of Sept. 30, 2012

Portfolio Holdings for Calypso Capital Management

Calypso Capital Management holds 57 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
D Spdr S&p 500 Etf Trust options - puts 26.8 $135M 938k 143.97
D Ishares Russell 2000 options - puts 6.4 $32M 388k 83.44
D Energy Select Sector Spdr options - puts 5.1 $26M 350k 73.43
D Spdr S&p 500 Etf Trust options - puts 4.6 $23M 163k 143.97
D Spdr S&p 500 Etf Trust options - puts 4.3 $22M 150k 143.97
Virgin Media 3.6 $18M 621k 29.42
D Spdr S&p 500 Etf Trust options - puts 2.9 $14M 100k 143.97
D Currency Shares Euro Tr Euro options - puts 2.5 $13M 100k 127.69
D Spdr S&p Retail Etf options - puts 2.5 $13M 201k 62.75
D Chevron Corporation options - puts 2.3 $12M 100k 116.56
Interxion Holding 2.1 $11M 472k 22.72
Coca-cola Enterprises 2.1 $11M 339k 31.27
D Ultra Petroleum Corp Com options - calls 1.9 $9.6M 438k 21.98
D Currency Shares Euro Tr Euro options - puts 1.9 $9.6M 75k 127.69
D Spdr S&p Retail Etf options - puts 1.9 $9.4M 150k 62.75
Via 1.8 $8.9M 165k 53.59
Dresser-Rand 1.7 $8.5M 154k 55.09
D United States Oil Fu Nd Lp options - puts 1.7 $8.5M 250k 34.12
Schlumberger (SLB) 1.6 $8.3M 115k 72.33
D Ishares Russell 2000 options - puts 1.6 $8.3M 100k 83.44
D Materials Select Sec Tor Spdr options - puts 1.6 $8.3M 225k 36.80
D Schlumberger Ltd Usd .01 Com options - calls 1.4 $7.2M 100k 72.33
Pacific Drilling Sa 1.3 $6.7M 670k 9.97
D Dresser-rand Group Inc Com options - calls 1.3 $6.4M 116k 55.11
D Southwestern Energy Company options - calls 0.9 $4.8M 138k 34.78
D Southwestern Energy Company options - calls 0.9 $4.3M 125k 34.78
D Ishares Russell 2000 options - puts 0.8 $4.2M 50k 83.44
D Viacom Inc Cl B Com Stk options - calls 0.8 $4.0M 75k 53.59
American International (AIG) 0.8 $3.9M 118k 32.79
D Materials Select Sec Tor Spdr options - puts 0.7 $3.7M 100k 36.80
D Schlumberger Ltd Usd .01 Com options - calls 0.7 $3.6M 50k 72.34
D Dresser-rand Group Inc Com options - calls 0.7 $3.4M 62k 55.10
Cablevision Systems Corporation 0.6 $3.2M 200k 15.85
D Lululemon Athletica Inc options - puts 0.6 $2.9M 40k 73.93
D Virgin Media Inc Com Stk options - calls 0.6 $2.9M 100k 29.42
D Marvell Technology G Roup Ltd options - calls 0.5 $2.7M 291k 9.15
D Turquoise Hill Resou Rces Ltd options - calls 0.5 $2.5M 300k 8.48
People's United Financial 0.5 $2.5M 205k 12.14
D Ebay Inc Com Stk options - puts 0.5 $2.4M 50k 48.38
D Ebay Inc Com Stk options - puts 0.5 $2.4M 50k 48.38
D Cablevision Sys Corp Com Stk options - calls 0.5 $2.4M 150k 15.85
Las Vegas Sands (LVS) 0.5 $2.3M 50k 46.38
Methanex Corp (MEOH) 0.5 $2.3M 81k 28.53
D Las Vegas Sands Corp Com Stk options - calls 0.5 $2.3M 50k 46.38
Xpo Logistics Inc equity (XPO) 0.4 $2.1M 171k 12.24
D Cablevision Sys Corp Com Stk options - calls 0.3 $1.7M 110k 15.85
D Virgin Media Inc Com Stk options - calls 0.3 $1.5M 50k 29.42
D Viacom Inc Cl B Com Stk options - calls 0.3 $1.3M 25k 53.60
D Las Vegas Sands Corp Com Stk options - calls 0.2 $1.2M 25k 46.36
Facebook Inc cl a (META) 0.2 $1.1M 52k 21.66
D United States Oil Fu Nd Lp options - puts 0.2 $853k 25k 34.12
D Haemonetics Corp Com Stk options - puts 0.2 $802k 10k 80.20
D Methanex Corp Cad Co M Npv options - calls 0.1 $714k 25k 28.56
D Marvell Technology G Roup Ltd options - calls 0.1 $572k 63k 9.15
D Alkermes Inc Com Stk options - puts 0.1 $519k 25k 20.76
D Pacific Drilling options - calls 0.0 $163k 16k 10.00
D Turquoise Hill Resou Rces Ltd options - calls 0.0 $161k 19k 8.47