Calypso Capital Management

Calypso Capital Management as of June 30, 2012

Portfolio Holdings for Calypso Capital Management

Calypso Capital Management holds 60 positions in its portfolio as reported in the June 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 10.9 $64M 471k 136.10
D Spdr S&p 500 Etf Trust options - puts 10.7 $63M 463k 136.11
D Spdr S&p 500 Etf Trust options - puts 8.5 $50M 367k 136.10
D Spdr S&p 500 Etf Trust options - puts 8.5 $50M 366k 136.10
D Spdr S&p 500 Etf Trust options - puts 8.1 $48M 349k 136.11
D Spdr S&p 500 Etf Trust options - puts 4.3 $26M 188k 136.11
D Ishares Russell 2000 options - puts 4.0 $23M 294k 79.56
D Energy Select Sector Spdr options - puts 3.6 $22M 324k 66.37
D Materials Select Sec Tor Spdr options - puts 3.2 $19M 537k 35.29
Virgin Media 3.1 $18M 744k 24.39
D Spdr S&p 500 Etf Trust options - puts 2.9 $17M 125k 136.10
D Materials Select Sec Tor Spdr options - puts 2.6 $15M 434k 35.29
D Spdr S&p 500 Etf Trust options - puts 2.3 $14M 100k 136.10
D Energy Select Sector Spdr options - puts 2.2 $13M 200k 66.37
Nexen 2.2 $13M 778k 16.89
Cameco Corporation (CCJ) 1.8 $11M 493k 21.95
Dresser-Rand 1.7 $10M 226k 44.54
Schlumberger (SLB) 1.6 $9.7M 150k 64.91
D Currency Shares Euro Tr Euro options - puts 1.3 $7.9M 63k 125.89
D Materials Select Sec Tor Spdr options - puts 1.3 $7.6M 215k 35.29
Via 1.2 $7.3M 155k 47.02
D Ishares Russell 2000 options - puts 1.0 $6.0M 75k 79.56
Methanex Corp (MEOH) 0.9 $5.1M 182k 27.83
D Ishares Russell 2000 options - puts 0.8 $4.7M 60k 79.56
D Spdr S&p Retail Etf options - puts 0.8 $4.4M 75k 59.09
Ultra Petroleum 0.7 $4.0M 175k 23.07
Pacific Drilling Sa 0.7 $4.0M 474k 8.51
D Materials Select Sec Tor Spdr options - puts 0.6 $3.5M 100k 35.29
D Currency Shares Euro Tr Euro options - puts 0.5 $3.1M 25k 125.88
D Spdr S&p Retail Etf options - puts 0.5 $2.8M 48k 59.10
D Cablevision Sys Corp Com Stk options - calls 0.5 $2.7M 200k 13.29
D Chevron Corporation options - puts 0.5 $2.6M 25k 105.52
D Materials Select Sec Tor Spdr options - puts 0.5 $2.6M 75k 35.29
D Us Natural Gas Fund Lp options - puts 0.5 $2.7M 138k 19.29
D Schlumberger Ltd Usd .01 Com options - calls 0.4 $2.4M 38k 64.91
D Ultra Petroleum Corp Com options - calls 0.4 $2.3M 100k 23.07
Cablevision Systems Corporation 0.4 $2.3M 170k 13.29
American International (AIG) 0.4 $2.2M 69k 32.09
D Cablevision Sys Corp Com Stk options - calls 0.4 $2.1M 161k 13.29
D Virgin Media Inc Com Stk options - calls 0.3 $2.0M 83k 24.38
D Viacom Inc Cl B Com Stk options - calls 0.3 $1.8M 38k 47.01
D Dresser-rand Group Inc Com options - calls 0.3 $1.6M 37k 44.55
Denison Mines Corp (DNN) 0.3 $1.5M 1.1M 1.33
Equinix 0.2 $1.5M 8.3k 175.66
D Methanex Corp Cad Co M Npv options - calls 0.2 $1.4M 50k 27.84
D Ultra Petroleum Corp Com options - calls 0.2 $1.4M 60k 23.07
Xpo Logistics Inc equity (XPO) 0.2 $1.3M 76k 16.80
Suntrust Banks Inc $1.00 Par Cmn 0.2 $1.2M 50k 24.24
D Viacom Inc Cl B Com Stk options - calls 0.2 $1.2M 25k 47.04
Motorola Solutions (MSI) 0.2 $1.0M 22k 48.12
D Virgin Media Inc Com Stk options - calls 0.2 $1.1M 44k 24.39
D Dresser-rand Group Inc Com options - calls 0.2 $935k 21k 44.52
D Ivanhoe Mines Limite D options - calls 0.2 $968k 100k 9.68
Ivanhoe Mines 0.1 $792k 82k 9.68
D Dresser-rand Group Inc Com options - calls 0.1 $566k 13k 44.57
D Ivanhoe Mines Limite D options - calls 0.1 $347k 36k 9.69
D Schlumberger Ltd Usd .01 Com options - calls 0.1 $325k 5.0k 65.00
D Virgin Media Inc Com Stk options - calls 0.1 $317k 13k 24.38
D Ivanhoe Mines Limite D options - calls 0.0 $231k 24k 9.67
Rts Ivanhoe Mines Ltd exp 0.0 $52k 57k 0.92