2013-05-31
2013/05/31 本週程式選股結果
本文僅作為作者學術研究紀錄，不得做為投資依據。
投資者於使用作者提供之資訊而做出或改變投資決策時，作者恕不負任何責任。
基本面價值被低估
停損
6281全國電 69.56
9908大台北 21.29
1788杏昌 79.05
2377微星 14.04
9942茂順 52.72
4706大恭 15.07
2451創見 89.36
6121新普 135.78
本週往上突破狹幅盤整區間 +
交易量創多年歷史新低後完成量的打底向上 +
近期主力累計買超
停損
2380 虹光 8.00
2906 高林 11.15
3083 網龍 48.00
3086 華義 12.00
6138 茂達 18.70
山頂上玩，有誰能贏，
底部進場，不贏也難。
堅持底部進場，大波段操作。
才是獲利的不二法門。
已完成多年長期價量大底剛剛開始向上的股票 +
近期主力累計買超
停損
1439 中和 13.55
3083 網龍 48.00
3086 華義 12.00
3443 創意 88.50
5478 智冠 41.50
6120 輔祥 13.95
8046 南電 30.70
8096 擎亞 21.35
2013-05-28
BERKSHIRE HATHAWAY 2013/03/31 的持股
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>d535016d13fhr.txt
<DESCRIPTION>13F-HR
<TEXT>
<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ]; Amendment Number: _________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Berkshire Hathaway Inc.
Address: 3555 Farnam Street
Omaha, NE 68131
Form 13F File Number: 28-4545
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Marc D. Hamburg
Title: Senior Vice President
Phone: 
402-346-1400
Signature, Place, and Date of Signing:
(s) Marc D. Hamburg Omaha, NE May 14, 2013
------------------------ ------------------------ ------------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-5194 General Re - New England Asset Management, Inc.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
<TABLE>
<S> <C>
Number of Other Included Managers: 14
----------
Form 13F Information Table Entry Total: 125
----------
Form 13F Information Table Value Total: $85,001,344
----------
(thousands)
</TABLE>
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
<TABLE>
<C> <C> <S>
NO. FORM 13F FILE
NUMBER NAME
1. 28-2226 Berkshire Hathaway Homestate Insurance Company
2. 28-5678 Berkshire Hathaway Life Insurance Co. of Nebraska
3. 28-14389 BH Finance LLC
4. 28-554 Buffett, Warren E.
5. 28-1517 Columbia Insurance Co.
6. 28-06102 Cypress Insurance Company
7. 28-11217 Fechheimer Brothers Company
8. 28-852 GEICO Corp.
9. 28-12941 Medical Protective Corp.
10. 28-1066 National Fire & Marine
11. 28-718 National Indemnity Co.
12. 28-5006 National Liability & Fire Ins. Co.
13. 28-11222 Nebraska Furniture Mart
14. 28-12947 U.S. Investment Corp.
</TABLE>
<PAGE>
Berkshire Hathaway Inc.
Form 13F Information Table
March 31, 2013
<TABLE>
<CAPTION>
Voting Authority
-----------------------
Market Shares
Value or
(In Principal Investment Other
Name of Issuer Title of Class CUSIP Thousands) Amount Discretion Managers Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN COM 025816109 131,691 1,952,142 Shared-Defined 4 1,952,142 - -
EXPRESS CO
AMERICAN COM 025816109 1,162,025 17,225,400 Shared-Defined 4, 5 17,225,400 - -
EXPRESS CO
AMERICAN COM 025816109 56,655 839,832 Shared-Defined 4, 7 839,832 - -
EXPRESS CO
AMERICAN COM 025816109 131,082 1,943,100 Shared-Defined 4, 8, 11 1,943,100 - -
EXPRESS CO
AMERICAN COM 025816109 539,318 7,994,634 Shared-Defined 4, 10 7,994,634 - -
EXPRESS CO
AMERICAN COM 025816109 8,112,462 120,255,879 Shared-Defined 4, 11 120,255,879 - -
EXPRESS CO
AMERICAN COM 025816109 94,425 1,399,713 Shared-Defined 4, 13 1,399,713 - -
EXPRESS CO
BANK OF COM 064058100 225,076 8,041,300 Shared-Defined 4 8,041,300 - -
NEW YORK
MELLON CORP
BANK OF COM 064058100 50,212 1,793,915 Shared-Defined 2, 4, 11 1,793,915 - -
NEW YORK
MELLON CORP
BANK OF COM 064058100 241,027 8,611,200 Shared-Defined 4, 8, 11 8,611,200 - -
NEW YORK
MELLON CORP
BANK OF COM 064058100 13,791 492,700 Shared-Defined 4, 11 492,700 - -
NEW YORK
MELLON CORP
CHICAGO N Y REGISTRY SH 167250109 299,161 4,817,400 Shared-Defined 4 4,817,400 - -
BRIDGE & IRON
CO N V
CHICAGO N Y REGISTRY SH 167250109 105,024 1,691,200 Shared-Defined 4, 8, 11 1,691,200 - -
BRIDGE & IRON
CO N V
COCA COLA CO COM 191216100 32,352 800,000 Shared-Defined 4 800,000 - -
COCA COLA CO COM 191216100 3,246,653 80,283,200 Shared-Defined 4, 5 80,283,200 - -
COCA COLA CO COM 191216100 73,763 1,824,000 Shared-Defined 4, 6 1,824,000 - -
COCA COLA CO COM 191216100 582,789 14,411,200 Shared-Defined 4, 8, 11 14,411,200 - -
COCA COLA CO COM 191216100 739,178 18,278,400 Shared-Defined 4, 10 18,278,400 - -
COCA COLA CO COM 191216100 11,318,800 279,891,200 Shared-Defined 4, 11 279,891,200 - -
COCA COLA CO COM 191216100 143,643 3,552,000 Shared-Defined 4, 12 3,552,000 - -
COCA COLA CO COM 191216100 38,822 960,000 Shared-Defined 4, 13 960,000 - -
CONOCOPHILLIPS COM 20825C104 61,000 1,014,974 Shared-Defined 4, 8, 11 1,014,974 - -
CONOCOPHILLIPS COM 20825C104 120,158 1,999,300 Shared-Defined 4, 10 1,999,300 - -
CONOCOPHILLIPS COM 20825C104 1,268,689 21,109,637 Shared-Defined 4, 11 21,109,637 - -
COSTCO WHSL COM 22160K105 459,813 4,333,363 Shared-Defined 4, 11 4,333,363 - -
CORP NEW
DAVITA COM 23918K108 1,064,216 8,973,906 Shared-Defined 4 8,973,906 - -
HEALTHCARE
PARTNERS I
DAVITA COM 23918K108 711,540 6,000,000 Shared-Defined 4, 8, 11 6,000,000 - -
HEALTHCARE
PARTNERS I
DEERE & CO COM 244199105 143,268 1,666,300 Shared-Defined 4 1,666,300 - -
DEERE & CO COM 244199105 198,826 2,312,467 Shared-Defined 4, 8, 11 2,312,467 - -
DIRECTV COM 25490A309 807,868 14,275,800 Shared-Defined 4 14,275,800 - -
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIRECTV COM 25490A309 1,301,547 22,999,600 Shared-Defined 4, 8, 11 22,999,600 - -
GANNETT INC COM 364730101 38,059 1,740,231 Shared-Defined 4, 11 1,740,231 - -
GENERAL ELECTRIC CO COM 369604103 13,615 588,900 Shared-Defined 4 588,900 - -
GENERAL MTRS CO COM 37045V100 417,300 15,000,000 Shared-Defined 4 15,000,000 - -
GENERAL MTRS CO COM 37045V100 278,200 10,000,000 Shared-Defined 4, 8, 11 10,000,000 - -
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 70,858 1,510,500 Shared-Defined 4, 11 1,510,500 - -
INTERNATIONAL BUSINESS COM 459200101 18,020 84,480 Shared-Defined 4 84,480 - -
MACHS
INTERNATIONAL BUSINESS COM 459200101 127,466 597,588 Shared-Defined 4, 5 597,588 - -
MACHS
INTERNATIONAL BUSINESS COM 459200101 101,275 474,800 Shared-Defined 4, 8, 11 474,800 - -
MACHS
INTERNATIONAL BUSINESS COM 459200101 14,283,659 66,965,116 Shared-Defined 4, 11 66,965,116 - -
MACHS
JOHNSON & JOHNSON COM 478160104 26,668 327,100 Shared-Defined 4 327,100 - -
KRAFT FOODS GROUP INC COM 50076Q106 9,928 192,666 Shared-Defined 4 192,666 - -
KRAFT FOODS GROUP INC COM 50076Q106 72,626 1,409,395 Shared-Defined 4, 8, 11 1,409,395 - -
LEE ENTERPRISES INC COM 523768109 113 88,863 Shared-Defined 4, 5 88,863 - -
LIBERTY MEDIA CORP DELAWARE CL A 531229102 292,732 2,622,340 Shared-Defined 4 2,622,340 - -
LIBERTY MEDIA CORP DELAWARE CL A 531229102 334,890 3,000,000 Shared-Defined 4, 8, 11 3,000,000 - -
M & T BK CORP COM 55261F104 56,325 546,000 Shared-Defined 4, 8, 11 546,000 - -
M & T BK CORP COM 55261F104 17,000 164,795 Shared-Defined 4, 10 164,795 - -
M & T BK CORP COM 55261F104 481,886 4,671,245 Shared-Defined 4, 11 4,671,245 - -
MASTERCARD INC CL A 57636Q104 219,158 405,000 Shared-Defined 4, 8, 11 405,000 - -
MEDIA GEN INC CL A 584404107 27,599 4,646,220 Shared-Defined 4 4,646,220 - -
MONDELEZ INTL INC CL A 609207105 17,695 578,000 Shared-Defined 4 578,000 - -
MONDELEZ INTL INC CL A 609207105 198,224 6,474,750 Shared-Defined 4, 8, 11 6,474,750 - -
MOODYS CORP COM 615369105 838,158 15,719,400 Shared-Defined 4, 8, 11 15,719,400 - -
MOODYS CORP COM 615369105 676,943 12,695,850 Shared-Defined 4, 11 12,695,850 - -
NATIONAL OILWELL VARCO INC COM 637071101 298,317 4,216,500 Shared-Defined 4 4,216,500 - -
NATIONAL OILWELL VARCO INC COM 637071101 231,197 3,267,800 Shared-Defined 4, 8, 11 3,267,800 - -
PHILLIPS 66 COM 718546104 454,511 6,495,800 Shared-Defined 4 6,495,800 - -
PHILLIPS 66 COM 718546104 637,682 9,113,650 Shared-Defined 4, 8, 11 9,113,650 - -
PHILLIPS 66 COM 718546104 69,946 999,650 Shared-Defined 4, 10 999,650 - -
PHILLIPS 66 COM 718546104 738,521 10,554,818 Shared-Defined 4, 11 10,554,818 - -
PRECISION CASTPARTS CORP COM 740189105 224,649 1,184,735 Shared-Defined 4 1,184,735 - -
PRECISION CASTPARTS CORP COM 740189105 150,293 792,601 Shared-Defined 4, 8, 11 792,601 - -
PROCTER & GAMBLE CO COM 742718109 24,305 315,400 Shared-Defined 4 315,400 - -
PROCTER & GAMBLE CO COM 742718109 1,562,777 20,280,000 Shared-Defined 4, 5 20,280,000 - -
PROCTER & GAMBLE CO COM 742718109 120,214 1,560,000 Shared-Defined 4, 6 1,560,000 - -
PROCTER & GAMBLE CO COM 742718109 480,854 6,240,000 Shared-Defined 4, 8, 11 6,240,000 - -
PROCTER & GAMBLE CO COM 742718109 480,854 6,240,000 Shared-Defined 4, 10 6,240,000 - -
PROCTER & GAMBLE CO COM 742718109 1,339,124 17,377,678 Shared-Defined 4, 11 17,377,678 - -
PROCTER & GAMBLE CO COM 742718109 60,107 780,000 Shared-Defined 4, 12 780,000 - -
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SANOFI SPONSORED ADR 80105N105 24,953 488,500 Shared-Defined 4, 8, 11 488,500 - -
SANOFI SPONSORED ADR 80105N105 26,038 509,742 Shared-Defined 4, 5, 9 509,742 - -
SANOFI SPONSORED ADR 80105N105 8,648 169,300 Shared-Defined 4, 10 169,300 - -
SANOFI SPONSORED ADR 80105N105 147,934 2,896,133 Shared-Defined 4, 11 2,896,133 - -
STARZ LIBRTY CAP 85571Q102 58,085 2,622,340 Shared-Defined 4 2,622,340 - -
COM A
STARZ LIBRTY CAP 85571Q102 66,450 3,000,000 Shared-Defined 4, 8, 11 3,000,000 - -
COM A
TORCHMARK CORP COM 891027104 6,956 116,326 Shared-Defined 2, 4, 11 116,326 - -
TORCHMARK CORP COM 891027104 40,341 674,592 Shared-Defined 4, 5 674,592 - -
TORCHMARK CORP COM 891027104 57,381 959,550 Shared-Defined 4, 10 959,550 - -
TORCHMARK CORP COM 891027104 148,624 2,485,350 Shared-Defined 4, 11 2,485,350 - -
US BANCORP DEL COM NEW 902973304 20,028 590,275 Shared-Defined 4 590,275 - -
US BANCORP DEL COM NEW 902973304 790,817 23,307,300 Shared-Defined 4, 5 23,307,300 - -
US BANCORP DEL COM NEW 902973304 430,209 12,679,300 Shared-Defined 4, 8, 11 12,679,300 - -
US BANCORP DEL COM NEW 902973304 73,764 2,174,000 Shared-Defined 4, 5, 9 2,174,000 - -
US BANCORP DEL COM NEW 902973304 711,248 20,962,226 Shared-Defined 4, 11 20,962,226 - -
US BANCORP DEL COM NEW 902973304 59,208 1,745,000 Shared-Defined 4, 14 1,745,000 - -
U S G CORP COM NEW 903293405 451,389 17,072,192 Shared-Defined 4, 11 17,072,192 - -
UNITED PARCEL SERVICE INC CL B 911312106 5,102 59,400 Shared-Defined 4 59,400 - -
VERISIGN INC COM 92343E102 202,750 4,289,200 Shared-Defined 4 4,289,200 - -
VERISIGN INC COM 92343E102 183,639 3,884,900 Shared-Defined 4, 8, 11 3,884,900 - -
VERISK ANALYTICS INC CL A 92345Y106 96,339 1,563,434 Shared-Defined 4, 8, 11 1,563,434 - -
VIACOM INC NEW CL B 92553P201 243,092 3,954,000 Shared-Defined 4 3,954,000 - -
VIACOM INC NEW CL B 92553P201 224,599 3,653,200 Shared-Defined 4, 8, 11 3,653,200 - -
VISA INC COM CL A 92826C839 264,179 1,555,459 Shared-Defined 4, 8, 11 1,555,459 - -
WABCO HLDGS INC COM 92927K102 171,790 2,433,632 Shared-Defined 4 2,433,632 - -
WABCO HLDGS INC COM 92927K102 115,958 1,642,693 Shared-Defined 4, 8, 11 1,642,693 - -
WAL MART STORES INC COM 931142103 21,701 290,000 Shared-Defined 4 290,000 - -
WAL MART STORES INC COM 931142103 12,721 170,000 Shared-Defined 1, 2, 4, 170,000 - -
11
WAL MART STORES INC COM 931142103 2,207 29,500 Shared-Defined 2, 4, 11 29,500 - -
WAL MART STORES INC COM 931142103 314,286 4,200,000 Shared-Defined 3, 4, 5 4,200,000 - -
WAL MART STORES INC COM 931142103 114,777 1,533,840 Shared-Defined 4, 5 1,533,840 - -
WAL MART STORES INC COM 931142103 19,156 256,000 Shared-Defined 4, 6 256,000 - -
WAL MART STORES INC COM 931142103 70,789 946,000 Shared-Defined 4, 8, 11 946,000 - -
WAL MART STORES INC COM 931142103 133,871 1,789,000 Shared-Defined 4, 5, 9 1,789,000 - -
WAL MART STORES INC COM 931142103 63,531 849,000 Shared-Defined 4, 10 849,000 - -
WAL MART STORES INC COM 931142103 2,893,893 38,672,895 Shared-Defined 4, 11 38,672,895 - -
WAL MART STORES INC COM 931142103 38,238 511,000 Shared-Defined 4, 14 511,000 - -
WASHINGTON POST CO CL B 939640108 66,295 148,311 Shared-Defined 1, 2, 4, - - 148,311
11
WASHINGTON POST CO CL B 939640108 289,730 648,165 Shared-Defined 4, 10 - - 648,165
WASHINGTON POST CO CL B 939640108 399,754 894,304 Shared-Defined 4, 11 - - 894,304
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON POST CO CL B 939640108 16,532 36,985 Shared-Defined 4, 12 - - 36,985
WELLS FARGO & CO NEW COM 949746101 247,813 6,699,470 Shared-Defined 4 6,699,470 - -
WELLS FARGO & CO NEW COM 949746101 591,840 16,000,000 Shared-Defined 1, 2, 4, 16,000,000 - -
11
WELLS FARGO & CO NEW COM 949746101 196,176 5,303,500 Shared-Defined 2, 4, 11 5,303,500 - -
WELLS FARGO & CO NEW COM 949746101 252,008 6,812,857 Shared-Defined 3, 4, 5 6,812,857 - -
WELLS FARGO & CO NEW COM 949746101 2,750,540 74,359,019 Shared-Defined 4, 5 74,359,019 - -
WELLS FARGO & CO NEW COM 949746101 30,332 820,000 Shared-Defined 4, 6 820,000 - -
WELLS FARGO & CO NEW COM 949746101 62,883 1,700,000 Shared-Defined 4, 7 1,700,000 - -
WELLS FARGO & CO NEW COM 949746101 1,334,200 36,069,200 Shared-Defined 4, 8, 11 36,069,200 - -
WELLS FARGO & CO NEW COM 949746101 379,776 10,267,000 Shared-Defined 4, 5, 9 10,267,000 - -
WELLS FARGO & CO NEW COM 949746101 2,072,116 56,018,270 Shared-Defined 4, 10 56,018,270 - -
WELLS FARGO & CO NEW COM 949746101 8,793,384 237,723,287 Shared-Defined 4, 11 237,723,287 - -
WELLS FARGO & CO NEW COM 949746101 103,128 2,788,000 Shared-Defined 4, 12 2,788,000 - -
WELLS FARGO & CO NEW COM 949746101 59,544 1,609,720 Shared-Defined 4, 13 1,609,720 - -
WELLS FARGO & CO NEW COM 949746101 73,980 2,000,000 Shared-Defined 4, 14 2,000,000 - -
Total 85,001,344
</TABLE>
</TEXT>
</DOCUMENT>
SOROS 2013/03/31 的持股
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>form13fhr.txt
<DESCRIPTION>NONE
<TEXT>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/2013
Check here if Amendment []; Amendment Number:
-------
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Soros Fund Management LLC
Address: 888 Seventh Avenue
New York, New York 10106
Form 13F File Number: 028-06420
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Jodye M. Anzalotta
Title: Assistant General Counsel
Phone: 212-320-5531
Signature, Place, and Date of Signing:
/s/ Jodye M. Anzalotta New York, New York 5/15/2013
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 209
Form 13F Information Table Value Total: $ 8,560,740
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 028-10418 George Soros
---- -------------------- ----------------------------------------------------
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- -------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ----------- --- ---- ---------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THE ADT CORPORATION COM 00101J106 28,140 575,000 SH SOLE 1 0 X 0
AMC NETWORKS INC CL A 00164V103 2,483 39,300 SH SOLE 1 X 0 0
ABBOTT LABS COM 002824100 40,292 1,140,752 SH SOLE 1 X 0 0
ABBVIE INC COM 00287Y109 13,533 331,852 SH SOLE 1 X 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 109,450 3,627,793 SH SOLE 1 X 0 0
ACTUATE CORP COM 00508B102 2,656 442,702 SH SOLE 1 X 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,170 7,619 SH SOLE 1 X 0 0
AGILYSYS INC COM 00847J105 546 54,943 SH SOLE 1 X 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 21,174 600,000 SH SOLE 1 X 0 0
ALTERA CORP COM 021441100 2,660 75,000 SH SOLE 1 X 0 0
AMAZON COM INC COM 023135106 7,995 30,000 SH SOLE 1 X 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 6,707 320,000 SH PUT SOLE 1 X 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 112,106 2,887,849 SH SOLE 1 X 0 0
ANGIES LIST INC COM 034754101 23,218 1,175,000 SH SOLE 1 X 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 6,320 998,378 SH SOLE 1 X 0 0
APACHE CORP COM 037411105 8,391 108,741 SH SOLE 1 X 0 0
APPLE INC COM 037833100 11,862 26,800 SH SOLE 1 X 0 0
APPLE INC COM 037833100 44,263 100,000 SH CALL SOLE 1 X 0 0
AVIS BUDGET GROUP COM 053774105 19,671 706,808 SH SOLE 1 X 0 0
BMC SOFTWARE INC COM 055921100 30,471 657,704 SH SOLE 1 X 0 0
BAIDU INC SPON ADR REP A 056752108 6,797 77,500 SH SOLE 1 X 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 4,839 666,500 SH CALL SOLE 1 X 0 0
BANKRATE INC DEL COM 06647F102 5,970 500,000 SH SOLE 1 X 0 0
BIOMED REALTY TRUST INC COM 09063H107 987 45,700 SH SOLE 1 X 0 0
BLACKROCK INC COM 09247X101 4,855 18,900 SH SOLE 1 X 0 0
BLUEFLY INC COM NEW 096227301 5,184 6,480,070 SH SOLE 1 X 0 0
BOEING CO COM 097023105 10,130 118,000 SH SOLE 1 X 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 54,132 9,381,666 SH SOLE 1 X 0 0
C&J ENERGY SVCS INC COM 12467B304 7,443 325,000 SH SOLE 1 X 0 0
CBS CORP NEW CL B 124857202 16,342 350,000 SH SOLE 1 X 0 0
CME GROUP INC COM 12572Q105 1,842 30,000 SH SOLE 1 X 0 0
CABOT OIL & GAS CORP COM 127097103 9,945 147,092 SH SOLE 1 X 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 21,053 21,000,000 PRN SOLE 1 X 0 0
CAESARS ENTMT CORP COM 127686103 90,678 5,717,392 SH SOLE 1 X 0 0
CAMECO CORP COM 13321L108 2,227 107,167 SH SOLE 1 X 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,520 100,000 SH SOLE 1 X 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 6,847 534,100 SH SOLE 1 X 0 0
CARTER INC COM 146229109 16,895 295,000 SH SOLE 1 X 0 0
CAVIUM INC COM 14964U108 4,851 125,000 SH SOLE 1 X 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 76,313 6,250,000 SH SOLE 1 X 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 234,250 2,248,502 SH SOLE 1 X 0 0
CHENIERE ENERGY INC COM NEW 16411R208 6,484 231,566 SH SOLE 1 X 0 0
CHURCHILL DOWNS INC COM 171484108 38,518 549,943 SH SOLE 1 X 0 0
CIENA CORP COM NEW 171779309 2,402 150,000 SH SOLE 1 X 0 0
CIENA CORP NOTE 0.250% 5/0 171779AB7 207,004 207,523,000 PRN SOLE 1 X 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 51,079 56,285,000 PRN SOLE 1 X 0 0
CISCO SYS INC COM 17275R102 5,228 250,000 SH SOLE 1 X 0 0
CITIGROUP INC COM NEW 172967424 24,089 544,500 SH SOLE 1 X 0 0
CITRIX SYS INC COM 177376100 42,245 585,434 SH SOLE 1 X 0 0
COMCAST CORP NEW CL A 20030N101 26,898 640,295 SH SOLE 1 X 0 0
CONSOL ENERGY INC COM 20854P109 6,596 195,991 SH SOLE 1 X 0 0
CONSTANT CONTACT INC COM 210313102 9,735 750,000 SH SOLE 1 X 0 0
CONSTELLATION BRANDS INC CL A 21036P108 119,672 2,512,000 SH SOLE 1 X 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,506 38,000 SH SOLE 1 X 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 148,877 9,017,436 SH SOLE 1 X 0 0
DENBURY RES INC COM NEW 247916208 2,797 150,000 SH SOLE 1 X 0 0
DEXCOM INC COM 252131107 1,672 100,000 SH SOLE 1 X 0 0
DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 5,610 5,683,000 PRN SOLE 1 X 0 0
DIGITAL RIV INC NOTE 2.000%11/0 25388BAD6 266,473 270,875,000 PRN SOLE 1 X 0 0
DIRECTV COM 25490A309 26,802 473,453 SH SOLE 1 X 0 0
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- -------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ----------- --- ---- ---------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DISH NETWORK CORP CL A 25470M109 17,321 457,025 SH SOLE 1 X 0 0
DOLLAR GEN CORP NEW COM 256677105 1,497 29,600 SH SOLE 1 X 0 0
EQT CORP COM 26884L109 209,036 3,085,411 SH SOLE 1 X 0 0
EAGLE MATERIALS INC COM 26969P108 10,524 157,953 SH SOLE 1 X 0 0
ENERGEN CORP COM 29265N108 56,943 1,094,846 SH SOLE 1 X 0 0
E2OPEN INC COM 29788A104 2,072 103,906 SH SOLE 1 X 0 0
EXAR CORP COM 300645108 66,850 6,366,666 SH SOLE 1 X 0 0
EXTREME NETWORKS INC COM 30226D106 31,126 9,236,249 SH SOLE 1 X 0 0
F5 NETWORKS INC COM 315616102 3,069 34,450 SH SOLE 1 X 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,414 100,000 SH SOLE 1 X 0 0
FLUOR CORP NEW COM 343412102 25,670 387,000 SH SOLE 1 X 0 0
FRANCESCAS HLDGS CORP COM 351793104 1,427 49,800 SH SOLE 1 X 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 13,010 393,061 SH SOLE 1 X 0 0
GENERAL MTRS CO COM 37045V100 42,381 1,523,393 SH SOLE 1 X 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 23,887 550,700 SH SOLE 1 X 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,960 200,000 SH SOLE 1 X 0 0
GOOGLE INC CL A 38259P508 267,804 337,271 SH SOLE 1 X 0 0
GRACE W R & CO DEL NEW COM 38388F108 22,542 290,828 SH SOLE 1 X 0 0
GULFPORT ENERGY CORP COM NEW 402635304 14,108 307,836 SH SOLE 1 X 0 0
HALLIBURTON CO COM 406216101 33,146 820,241 SH SOLE 1 X 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 21,465 964,283 SH SOLE 1 X 0 0
HILLSHIRE BRANDS CO COM 432589109 352 10,000 SH SOLE 1 X 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 6,924 6,881,000 PRN SOLE 1 X 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AG6 205,837 195,802,000 PRN SOLE 1 X 0 0
HOME DEPOT INC COM 437076102 24,946 357,500 SH CALL SOLE 1 X 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 12,616 423,500 SH SOLE 1 X 0 0
ISTAR FINL INC COM 45031U101 4,219 387,470 SH SOLE 1 X 0 0
ILLUMINA INC COM 452327109 2,160 40,000 SH SOLE 1 X 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 1,939 40,000 SH SOLE 1 X 0 0
INFORMATICA CORP COM 45666Q102 3,447 100,000 SH SOLE 1 X 0 0
INTUIT COM 461202103 12,120 184,620 SH SOLE 1 X 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 6,458 175,000 SH SOLE 1 X 0 0
ISHARES TR RUSSELL 2000 464287655 13,668 145,000 SH PUT SOLE 1 X 0 0
JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 13,770 13,770,000 PRN SOLE 1 X 0 0
JOHNSON & JOHNSON COM 478160104 206,599 2,534,022 SH SOLE 1 X 0 0
KEYCORP NEW COM 493267108 14,940 1,500,000 SH SOLE 1 X 0 0
KIMBERLY CLARK CORP COM 494368103 24,495 250,000 SH PUT SOLE 1 X 0 0
KRAFT FOODS GROUP INC COM 50076Q106 30,719 596,133 SH SOLE 1 X 0 0
LIBERTY GLOBAL INC COM SER A 530555101 95,145 1,296,261 SH SOLE 1 X 0 0
LIBERTY GLOBAL INC COM SER C 530555309 44,764 652,244 SH SOLE 1 X 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 2,779 130,000 SH SOLE 1 X 0 0
LILLY ELI & CO COM 532457108 3,123 55,000 SH SOLE 1 X 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,229 58,105 SH SOLE 1 X 0 0
LINEAR TECHNOLOGY CORP COM 535678106 19,108 498,000 SH CALL SOLE 1 X 0 0
LINKEDIN CORP COM CL A 53578A108 10,564 60,000 SH SOLE 1 X 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 43,641 705,258 SH SOLE 1 X 0 0
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 605,231 602,520,000 PRN SOLE 1 X 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,567 28,989 SH SOLE 1 X 0 0
MACYS INC COM 55616P104 45,187 1,080,000 SH SOLE 1 X 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 7,905 137,246 SH SOLE 1 X 0 0
MANITOWOC INC COM 563571108 6,485 315,398 SH SOLE 1 X 0 0
MARATHON PETE CORP COM 56585A102 3,611 40,300 SH SOLE 1 X 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 100,908 2,666,000 SH SOLE 1 X 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 20,088 1,200,000 SH SOLE 1 X 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 25,277 1,510,000 SH CALL SOLE 1 X 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 3,540 82,436 SH SOLE 1 X 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 11,534 148,920 SH SOLE 1 X 0 0
MEADWESTVACO CORP COM 583334107 66,424 1,829,858 SH SOLE 1 X 0 0
MEDICINES CO COM 584688105 3,175 95,000 SH SOLE 1 X 0 0
MELCO CROWN ENTMT LTD ADR 585464100 11,437 490,000 SH SOLE 1 X 0 0
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- -------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ----------- --- ---- ---------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERCURY SYS INC COM 589378108 9,314 1,263,801 SH SOLE 1 X 0 0
METROPCS COMMUNICATIONS INC COM 591708102 5,388 494,315 SH SOLE 1 X 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,676 100,000 SH SOLE 1 X 0 0
MICRON TECHNOLOGY INC COM 595112103 4,990 500,000 SH SOLE 1 X 0 0
MICRON TECHNOLOGY INC DEBT 1.875% 6/0 595112AK9 17,676 16,735,000 PRN SOLE 1 X 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 429,480 419,005,000 PRN SOLE 1 X 0 0
MONDELEZ INTL INC CL A 609207105 23,369 763,434 SH SOLE 1 X 0 0
MONSTER WORLDWIDE INC COM 611742107 5,070 1,000,000 SH SOLE 1 X 0 0
MOSAIC CO NEW COM 61945C103 97,961 1,643,370 SH SOLE 1 X 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 108,127 1,688,690 SH SOLE 1 X 0 0
NATIONAL FUEL GAS CO N J COM 636180101 11,966 195,048 SH SOLE 1 X 0 0
NETAPP INC COM 64110D104 121,269 3,550,033 SH SOLE 1 X 0 0
NETFLIX INC COM 64110L106 12,312 65,000 SH SOLE 1 X 0 0
NII HLDGS INC CL B NEW 62913F201 49 11,266 SH SOLE 1 X 0 0
NRG ENERGY INC COM NEW 629377508 14,365 542,300 SH SOLE 1 X 0 0
ON SEMICONDUCTOR CORP COM 682189105 8,280 1,000,000 SH SOLE 1 X 0 0
PDC ENERGY INC COM 69327R101 1,450 29,256 SH SOLE 1 X 0 0
PEPSICO INC COM 713448108 15,128 191,226 SH SOLE 1 X 0 0
PEPSICO INC COM 713448108 15,822 200,000 SH CALL SOLE 1 X 0 0
PFIZER INC COM 717081103 4,762 165,000 SH SOLE 1 X 0 0
PIONEER NAT RES CO COM 723787107 288,606 2,322,781 SH SOLE 1 X 0 0
PLAINS EXPL& PRODTN CO COM 726505100 41,769 879,914 SH SOLE 1 X 0 0
QUALCOMM INC COM 747525103 11,908 177,860 SH SOLE 1 X 0 0
QUANTUM CORP NOTE 3.500%11/1 747906AG0 124,104 130,980,000 PRN SOLE 1 X 0 0
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 1,156 125,000 SH SOLE 1 X 0 0
RADIAN GROUP INC COM 750236101 29,928 2,794,451 SH SOLE 1 X 0 0
RANGE RES CORP COM 75281A109 13,309 164,226 SH SOLE 1 X 0 0
RED HAT INC COM 756577102 52,938 1,047,028 SH SOLE 1 X 0 0
RED HAT INC COM 756577102 10,112 200,000 SH CALL SOLE 1 X 0 0
ROVI CORP NOTE 2.625% 2/1 779376AB8 195,750 191,912,000 PRN SOLE 1 X 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,672 17,065 SH SOLE 1 X 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 409,957 2,618,700 SH PUT SOLE 1 X 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 81,998 530,900 SH SOLE 1 X 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 17,463 288,700 SH PUT SOLE 1 X 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 59,980 2,000,000 SH PUT SOLE 1 X 0 0
SANDISK CORP COM 80004C101 19,250 350,000 SH SOLE 1 X 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 82,696 82,737,000 PRN SOLE 1 X 0 0
SAREPTA THERAPEUTICS INC COM 803607100 15,272 413,329 SH SOLE 1 X 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 30,736 387,500 SH PUT SOLE 1 X 0 0
SEMGROUP CORP CL A 81663A105 3,427 66,251 SH SOLE 1 X 0 0
SHUTTERFLY INC COM 82568P304 112,046 2,536,700 SH SOLE 1 X 0 0
SOUTHWESTERN ENERGY CO COM 845467109 16,738 449,236 SH SOLE 1 X 0 0
SPREADTRUM COMMUNICATIONS IN ADR 849415203 42,558 2,075,000 SH SOLE 1 X 0 0
SUPERTEX INC COM 868532102 5,796 260,964 SH SOLE 1 X 0 0
TW TELECOM INC COM 87311L104 8,187 325,013 SH SOLE 1 X 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,845 300,000 SH SOLE 1 X 0 0
TASMAN METALS ORD (CVE) COM 87652B103 1,312 1,666,666 SH SOLE 1 X 0 0
TERADATA CORP DEL COM 88076W103 4,423 75,600 SH SOLE 1 X 0 0
TEREX CORP NEW COM 880779103 8,364 243,008 SH SOLE 1 X 0 0
TESORO CORP COM 881609101 19,322 330,000 SH CALL SOLE 1 X 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,984 50,000 SH SOLE 1 X 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,587 40,000 SH CALL SOLE 1 X 0 0
TIBCO SOFTWARE INC COM 88632Q103 7,414 366,666 SH SOLE 1 X 0 0
TRIPADVISOR INC COM 896945201 7,392 140,744 SH SOLE 1 X 0 0
TUMI HLDGS INC COM 89969Q104 1,441 68,800 SH SOLE 1 X 0 0
TURQUOISE HILL RES LTD COM 900435108 19,907 3,130,000 SH SOLE 1 X 0 0
U S AIRWAYS GROUP INC COM 90341W108 133,128 7,844,955 SH SOLE 1 X 0 0
ULTRA PETROLEUM CORP COM 903914109 8,382 417,000 SH SOLE 1 X 0 0
ULTRA PETROLEUM CORP COM 903914109 14,070 700,000 SH CALL SOLE 1 X 0 0
UNITED CONTL HLDGS INC COM 910047109 14,680 458,600 SH SOLE 1 X 0 0
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- -------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ----------- --- ---- ---------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNWIRED PLANET INC NEW COM 91531F103 13,320 6,000,000 SH SOLE 1 X 0 0
VERISIGN INC COM 92343E102 946 20,000 SH SOLE 1 X 0 0
VERINT SYS INC COM 92343X100 13,402 366,666 SH SOLE 1 X 0 0
VERISK ANALYTICS INC CL A 92345Y106 6,865 111,384 SH SOLE 1 X 0 0
VIRGIN MEDIA INC COM 92769L101 82,018 1,674,850 SH SOLE 1 X 0 0
VIRNETX HLDG CORP COM 92823T108 959 50,000 SH PUT SOLE 1 X 0 0
VISTEON CORP COM NEW 92839U206 21,600 374,350 SH SOLE 1 X 0 0
VMWARE INC CL A COM 928563402 31,552 400,000 SH SOLE 1 X 0 0
WAL-MART STORES INC COM 931142103 61,361 820,000 SH SOLE 1 X 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 99,109 107,000,000 PRN SOLE 1 X 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 274,988 279,530,000 PRN SOLE 1 X 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 5,441 184,387 SH SOLE 1 X 0 0
WHIRLPOOL CORP COM 963320106 20,663 174,435 SH SOLE 1 X 0 0
XILINX INC COM 983919101 9,543 250,000 SH SOLE 1 X 0 0
XYLEM INC COM 98419M100 11,061 401,328 SH SOLE 1 X 0 0
YAHOO INC COM 984332106 2,353 100,000 SH SOLE 1 X 0 0
YELP INC CL A 985817105 18,968 800,000 SH SOLE 1 X 0 0
ZOETIS INC CL A 98978V103 22,163 663,568 SH SOLE 1 X 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 36,867 830,341 SH SOLE 1 X 0 0
ENSCO PLC SHS CLASS A G3157S106 3,774 62,894 SH SOLE 1 X 0 0
INVESCO LTD SHS G491BT108 3,533 122,000 SH SOLE 1 X 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 49,716 2,968,097 SH SOLE 1 X 0 0
SEADRILL LIMITED SHS G7945E105 13,441 361,212 SH SOLE 1 X 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 11,127 291,648 SH SOLE 1 X 0 0
ADECOAGRO S A COM L00849106 199,260 25,911,633 SH SOLE 1 X 0 0
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 25,165 3,130,000 SH SOLE 1 X 0 0
NXP SEMICONDUCTORS N V COM N6596X109 9,713 321,000 SH SOLE 1 X 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,079 57,870 SH SOLE 1 X 0 0
SCORPIO TANKERS INC SHS Y7542C106 8,614 965,741 SH SOLE 1 X 0 0
</TABLE>
<PAGE>
</TEXT>
</DOCUMENT>
2013-05-24
2013/05/24 本週程式選股結果
本文僅作為作者學術研究紀錄，不得做為投資依據。
投資者於使用作者提供之資訊而做出或改變投資決策時，作者恕不負任何責任。
基本面價值被低估
停損
6281全國電 69.16
9908大台北 21.18
1788杏昌 78.12
2377微星 13.91
2104中橡 31.81
9942茂順 52
06大恭 14.99
2451創見 88.29
2420新巨 23.77
本週往上突破狹幅盤整區間 + 交易量創多年歷史新低後完成量的打底向上
停損
2365 昆盈 8.82
2455 全新 31.40
3288 點晶 12.35
5471 松翰 40.80
5475 德宏 8.23
6129 普誠 8.30
6133 金橋 8.20
6141 柏承 11.00
6235 華孚 9.70
山頂上玩，有誰能贏，
底部進場，不贏也難。
堅持底部進場，大波段操作。
才是獲利的不二法門。
已完成多年長期價量大底剛剛開始向上的股票
停損
1439 中和 13.55
3288 點晶 12.35
3443 創意 87
6120 輔祥 13.5
6160 欣技 20
6180 橘子 23
投資者於使用作者提供之資訊而做出或改變投資決策時，作者恕不負任何責任。
基本面價值被低估
停損
6281全國電 69.16
9908大台北 21.18
1788杏昌 78.12
2377微星 13.91
2104中橡 31.81
9942茂順 52
06大恭 14.99
2451創見 88.29
2420新巨 23.77
本週往上突破狹幅盤整區間 + 交易量創多年歷史新低後完成量的打底向上
停損
2365 昆盈 8.82
2455 全新 31.40
3288 點晶 12.35
5471 松翰 40.80
5475 德宏 8.23
6129 普誠 8.30
6133 金橋 8.20
6141 柏承 11.00
6235 華孚 9.70
山頂上玩，有誰能贏，
底部進場，不贏也難。
堅持底部進場，大波段操作。
才是獲利的不二法門。
已完成多年長期價量大底剛剛開始向上的股票
停損
1439 中和 13.55
3288 點晶 12.35
3443 創意 87
6120 輔祥 13.5
6160 欣技 20
6180 橘子 23
關於 "本週程式選股結果" 系列 寫在最前面
在研究程式交易的過程中
對期貨的回測非常方便
但是對股票就不是了
因為期貨是選定一種商品從頭跑到尾
但是股票回測還牽涉到選股的問題
目前的選股網站和一般看盤軟體下單軟體的選股功能
只能以目前的資料來選股
無法以過去特定時間當時的資料來選股
所以沒辦法回測
我只好用最土法煉鋼的方法來回測
把每週選出來的股票記錄下來
待日後看這些股票是否會賺
這樣也是最準的方法
因為都是out of sample 資料
不會有存活者偏差(因為歷史資料沒有下市股票)
不會有後見之明的問題
目前選出來的股票都是作多
因為股票價格再低，總還有個價值在，價格過低是可以套利或有超額報酬的
但是股剽價格再高都可以，本夢比多高都行，人為炒作要多高都行，市場泡沫要多大都可以
所以我有辦法計算股票是否被低估，位於相對低檔位置
但無法確知股票是否在頭部可以放空
模擬績效計算:
挑選出的股票，以下個交易日最高價進場
若交易日最低價有小於停損價，則以當日最低價出場
若交易日最低價有小於125日(半年)均線，則以當日最低價出場
本文僅作為作者學術研究紀錄，不得做為投資依據。
投資者於使用作者提供之資訊而做出或改變投資決策時，作者恕不負任何責任。
對期貨的回測非常方便
但是對股票就不是了
因為期貨是選定一種商品從頭跑到尾
但是股票回測還牽涉到選股的問題
目前的選股網站和一般看盤軟體下單軟體的選股功能
只能以目前的資料來選股
無法以過去特定時間當時的資料來選股
所以沒辦法回測
我只好用最土法煉鋼的方法來回測
把每週選出來的股票記錄下來
待日後看這些股票是否會賺
這樣也是最準的方法
因為都是out of sample 資料
不會有存活者偏差(因為歷史資料沒有下市股票)
不會有後見之明的問題
目前選出來的股票都是作多
因為股票價格再低，總還有個價值在，價格過低是可以套利或有超額報酬的
但是股剽價格再高都可以，本夢比多高都行，人為炒作要多高都行，市場泡沫要多大都可以
所以我有辦法計算股票是否被低估，位於相對低檔位置
但無法確知股票是否在頭部可以放空
模擬績效計算:
挑選出的股票，以下個交易日最高價進場
若交易日最低價有小於停損價，則以當日最低價出場
若交易日最低價有小於125日(半年)均線，則以當日最低價出場
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