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Disclosery

Calypso Capital Management, LP

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13F filer, CIK 1348886, NEW YORK, NY

Calypso Capital Management, LP reported $44,652,000 across 27 holdings for the quarter ended 2014-12-31, in a 13F-HR filed 2015-02-06. Its ten largest share positions make up 75.71% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-15-000003

Period
2014-12-31
Reported value
$44.7M
Holdings
27
Top 10 weight
75.71%
New
20
Sold out
17

Largest buys vs the previous quarter

SecurityShares changeApprox. value
GOOGLE INCnew+2,500$1.32M
AGRIUM INCnew+12,500$1.18M
TABLEAU SOFTWARE INCnew+12,500$1.06M
WHITEWAVE FOODS COMPANYnew+27,500$962K
ZTSnew+20,000$861K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
ELexited-60,887-$4.55M
CABLEVISION SYS CORPexited-249,800-$4.37M
DIEBOLD NXDF INCexited-73,400-$2.59M
BGSexited-60,200-$1.66M
AIGexited-27,500-$1.49M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2014

Share positions as resolved from 13F-HR 0001348886-15-000003, largest first. % of portfolio is the value over $14,683,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
INTERXION HOLDING N.VINTERXION HOLDING N.VQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: 444,803 shares; 2013Q3: 628,000 shares; 2013Q4: 690,669 shares; 2014Q1: 778,877 shares; 2014Q2: 259,601 shares; 2014Q3: 100,600 shares; 2014Q4: 85,000 shares 85,000$2.32M15.83%-15,600
GOOGLE INCGOOGLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 2,500 shares 2,500$1.32M8.96%new
AGRIUM INCAGRIUM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 12,500 shares 12,500$1.18M8.06%new
TABLEAU SOFTWARE INCTABLEAU SOFTWARE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 12,500 shares 12,500$1.06M7.22%new
WHITEWAVE FOODS COMPANYWHITEWAVE FOODS COMPANYQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 27,500 shares 27,500$962K6.55%new
CHEMTURA CORPCHEMTURA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 35,000 shares; 2014Q4: 38,265 shares 38,265$946K6.44%+3,265
ZTSZOETIS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 20,000 shares 20,000$861K5.86%newTimeline
NAVISTAR INTERNATIONALNAVISTAR INTERNATIONALQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 25,700 shares 25,700$860K5.86%new
ALLYALLY FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 35,000 shares 35,000$827K5.63%newTimeline
GNC HLDGS INCGNC HLDGS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 16,536 shares 16,536$777K5.29%new
IPARINTERPARFUMS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 27,600 shares 27,600$758K5.16%newTimeline
VIACOM INCVIACOM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: 199,800 shares; 2013Q3: 150,000 shares; 2013Q4: not reported; 2014Q1: 116,251 shares; 2014Q2: not reported; 2014Q3: 10,000 shares; 2014Q4: 10,000 shares 10,000$753K5.13%0
GRUBHUB INCGRUBHUB INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 20,000 shares 20,000$726K4.94%new
SUNEDISON INCSUNEDISON INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 25,000 shares; 2014Q4: 35,000 shares 35,000$683K4.65%+10,000
ALVAUTOLIV INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 3,697 shares 3,697$392K2.67%newTimeline
AMATAPPLIED MATLS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 10,200 shares 10,200$254K1.73%newTimeline

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
SPYSTATE STR SPDR S&P 500 ETF T SHSput70,000$14.4M+20,000
IWMISHARES TR SHSput50,000$5.98M-60,000
BGSB & G FOODS INC COMcall100,000$2.99Mnew
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP COMcall165,000$2.17Mnew
CITRIX SYSTEMS INCCITRIX SYSTEMS INC COMput20,000$1.28Mnew
DIAMOND FOODS INCDIAMOND FOODS INC COMcall28,000$790Knew
WHITEWAVE FOODS COMPANYWHITEWAVE FOODS COMPANY COMMON STOCKcall20,000$700Knew
QEP RESOURCES INCQEP RESOURCES INC COMcall25,000$506Knew
ZTSZOETIS INC Stockcall10,000$430Knew
CREE INCCREE INC COMcall12,500$403K-37,500
NAVISTAR INTERNATIONALNAVISTAR INTERNATIONAL COMMON STOCKcall10,000$335Knew

Sold out in Q4 2014

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
EEMISHARES TR150,000$6.23Mput
ELLAUDER ESTEE COS INC60,887$4.55Mshares
CHDCHURCH & DWIGHT CO INC62,500$4.38Mcall
CABLEVISION SYS CORPCABLEVISION SYS CORP249,800$4.37Mshares
PGPROCTER & GAMBLE CO38,000$3.18Mput
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC35,200$2.9Mcall
AZNASTRAZENECA PLC-SPONS ADR37,500$2.68Mcall
DIEBOLD NXDF INCDIEBOLD NXDF INC73,400$2.59Mshares
JUNIPER NETWORKS INCJUNIPER NETWORKS INC100,000$2.21Mcall
BGSB & G FOODS INC60,200$1.66Mshares
AIGAMERICAN INTL GROUP INC27,500$1.49Mshares
KMIKINDER MORGAN INC DEL30,500$1.17Mshares
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP50,000$1.16Mshares
TABLEAU SOFTWARE INCTABLEAU SOFTWARE INC12,500$908Kcall
ENERGY TRANSFER PRTNRS L PENERGY TRANSFER PRTNRS L P12,400$793Kshares
FINISAR CORPFINISAR CORP42,500$707Kcall
SUNEDISON INCSUNEDISON INC20,000$378Kcall

How Q4 2014 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001348886-15-000003 base2015-02-06acceptance time not in the bulk data set

Filings

Every filing of this filer: 13F reports and notices, the 13D and 13G it filed or is a reporting person of, and Forms 3, 4 and 5 it reported as an owner.

FilingSubjectFiledAcceptedIngested
13F-HR 0001348886-15-000003 Quarter ended 2014-12-312015-02-06acceptance time not in the bulk data set
13F-HR 0001348886-14-000011 Quarter ended 2014-09-302014-11-13acceptance time not in the bulk data set
13F-HR 0001348886-14-000009 Quarter ended 2014-06-302014-08-13acceptance time not in the bulk data set
13F-HR 0001348886-14-000006 Quarter ended 2014-03-312014-05-13acceptance time not in the bulk data set
13F-HR 0001348886-14-000002 Quarter ended 2013-12-312014-02-14acceptance time not in the bulk data set
13F-HR 0001348886-13-000012 Quarter ended 2013-09-302013-11-13acceptance time not in the bulk data set
13F-HR 0001348886-13-000010 Quarter ended 2013-06-302013-08-20acceptance time not in the bulk data set