Black River Asset Management as of Sept. 30, 2011
Portfolio Holdings for Black River Asset Management
Black River Asset Management holds 42 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr option | 23.0 | $91M | 800k | 113.15 | |
| Agrium Inc put | 13.2 | $52M | 600k | 86.32 | |
| Tyson Foods Inc call | 7.3 | $29M | 1.6M | 17.36 | |
| Tlt 12/17/11 C103 put | 7.1 | $28M | 231k | 120.80 | |
| Spdr S&p 500 Etf (SPY) | 5.5 | $22M | 189k | 115.29 | |
| Tyson Foods (TSN) | 5.3 | $21M | 1.2M | 17.36 | |
| D Ishares Tr option | 4.0 | $16M | 131k | 120.80 | |
| DemandTec | 3.6 | $14M | 2.2M | 6.54 | |
| Schlumberger (SLB) | 3.1 | $12M | 203k | 59.73 | |
| CONSOL Energy | 2.7 | $11M | 308k | 33.93 | |
| BHP Billiton | 2.0 | $7.8M | 147k | 53.18 | |
| Sanderson Farms | 1.9 | $7.3M | 154k | 47.50 | |
| Adecoagro S A (AGRO) | 1.7 | $6.8M | 790k | 8.62 | |
| Industrial SPDR (XLI) | 1.7 | $6.8M | 228k | 29.83 | |
| Noble Energy | 1.6 | $6.3M | 89k | 70.80 | |
| Cf Inds Hldgs Inc put | 1.6 | $6.2M | 51k | 123.39 | |
| Anadarko Petroleum Corporation | 1.5 | $6.0M | 95k | 63.05 | |
| Archer Daniels Midland Company (ADM) | 1.3 | $4.9M | 199k | 24.81 | |
| Ens | 1.2 | $4.9M | 120k | 40.43 | |
| Arch Coal Inc call | 1.2 | $4.8M | 330k | 14.58 | |
| Newfield Exploration | 1.0 | $4.0M | 100k | 39.69 | |
| National-Oilwell Var | 0.9 | $3.6M | 71k | 51.21 | |
| Plains Exploration & Production Company | 0.8 | $3.3M | 147k | 22.71 | |
| Walter Energy | 0.8 | $3.2M | 53k | 60.02 | |
| Potash Corp Sask | 0.7 | $2.9M | 67k | 43.22 | |
| Atwood Oceanics | 0.7 | $2.9M | 83k | 34.36 | |
| Nucor Corporation (NUE) | 0.4 | $1.7M | 54k | 31.63 | |
| Halliburton Company (HAL) | 0.4 | $1.7M | 55k | 30.53 | |
| Taiwan Semiconductor Mfg (TSM) | 0.4 | $1.7M | 143k | 11.70 | |
| Southwestern Energy Company (SWN) | 0.4 | $1.6M | 48k | 33.33 | |
| Ultra Petroleum | 0.4 | $1.4M | 51k | 27.72 | |
| Genco Shipping & Trading | 0.3 | $1.3M | 162k | 7.81 | |
| Smithfield Foods | 0.3 | $1.3M | 65k | 19.51 | |
| Genco Shipping & Trading Ltd option | 0.3 | $1.3M | 163k | 7.81 | |
| Steel Dynamics (STLD) | 0.3 | $1.2M | 125k | 9.92 | |
| Patterson-UTI Energy (PTEN) | 0.3 | $1.1M | 65k | 17.34 | |
| Vimpel | 0.3 | $1.1M | 110k | 9.91 | |
| Pilgrim's Pride Corporation (PPC) | 0.2 | $930k | 218k | 4.27 | |
| Overseas Shipholding Group I option | 0.2 | $756k | 55k | 13.75 | |
| Overseas Shipholding | 0.1 | $485k | 35k | 13.74 | |
| United Microelectronics (UMC) | 0.1 | $388k | 206k | 1.89 | |
| Gibraltar Industries (ROCK) | 0.0 | $172k | 21k | 8.11 |
