Calypso Capital Management, LP
Follow13F filer, CIK 1348886, NEW YORK, NY
Calypso Capital Management, LP reported $333,140,000 across 29 holdings for the quarter ended 2013-09-30, in a 13F-HR filed 2013-11-13. Its ten largest share positions make up 92.99% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-13-000012
- Period
- 2013-09-30
- Reported value
- $333M
- Holdings
- 29
- Top 10 weight
- 92.99%
- New
- 12
- Sold out
- 4
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| CREE INCnew | +100,000 | $6.02M |
| PMC-SIERRA INCnew | +725,000 | $4.8M |
| INTERXION HOLDING N.Vadded | +183,197 | $4.22M |
| FINISAR CORPadded | +116,804 | $2.64M |
| CABLEVISION SYS CORPadded | +123,800 | $2.08M |
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
| Security | Shares change | Approx. value |
|---|---|---|
| DRESSER-RAND GROUP INCexited | -203,476 | -$12.2M |
| SOUTHWESTERN ENERGY COreduced | -152,812 | -$5.56M |
| EZCHIP SEMICONDUCTOR LIMITEDexited | -185,000 | -$4.99M |
| VIACOM INCreduced | -49,800 | -$4.16M |
| APPLIED MICRO CIRCUITS CORPreduced | -298,700 | -$3.85M |
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, Q3 2013
Share positions as resolved from 13F-HR 0001348886-13-000012, largest first. % of portfolio is the value over $81,966,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| INTERXION HOLDING N.VINTERXION HOLDING N.V | 628,000 | $14.5M | 17.63% | +183,197 | |||
| VIACOM INCVIACOM INC | 150,000 | $12.5M | 15.3% | -49,800 | |||
| ULTRA PETROLEUM CORPULTRA PETROLEUM CORP | 475,000 | $10.3M | 12.54% | -85,000 | |||
| CABLEVISION SYS CORPCABLEVISION SYS CORP | 520,000 | $8.76M | 10.68% | +123,800 | |||
| AMIRA NATURE FOODS LTDAMIRA NATURE FOODS LTD | 486,208 | $6.29M | 7.68% | -273,896 | |||
| CREE INCCREE INC | 100,000 | $6.02M | 7.34% | new | |||
| SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO | 133,529 | $4.86M | 5.93% | -152,812 | |||
| PMC-SIERRA INCPMC-SIERRA INC | 725,000 | $4.8M | 5.86% | new | |||
| FINISAR CORPFINISAR CORP | 192,304 | $4.35M | 5.31% | +116,804 | |||
| APPLIED MICRO CIRCUITS CORPAPPLIED MICRO CIRCUITS CORP | 300,000 | $3.87M | 4.72% | -298,700 | |||
| SWKSSKYWORKS SOLUTIONS INC | 137,500 | $3.42M | 4.17% | -62,500 | Timeline | ||
| ANADIGICS INCANADIGICS INC | 1,013,000 | $2M | 2.44% | +224,416 | |||
| RESTORATION HARDWARE HLDGS IRESTORATION HARDWARE HLDGS I | 5,300 | $336K | 0.41% | new |
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).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 500,000 | $84.7M | +250,000 |
| IWMISHARES TR SHS | put | 525,000 | $56M | +225,000 |
| XRTSPDR SERIES TRUST ETF | put | 300,000 | $24.6M | new |
| UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP UNITS | put | 574,800 | $21.2M | -15,900 |
| XLBSELECT SECTOR SPDR TR SBI MATERIALS | put | 300,000 | $12.6M | new |
| CABLEVISION SYS CORPCABLEVISION SYS CORP CL A NY CABLVS | call | 702,900 | $11.8M | -165,000 |
| XLISELECT SECTOR SPDR TR INDL | put | 250,000 | $11.6M | new |
| IDXXIDEXX LABS INC Stock | put | 70,900 | $7.07M | new |
| ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP COM | call | 50,000 | $4.65M | +25,000 |
| ALGNALIGN TECHNOLOGY INC Stock | put | 87,500 | $4.21M | new |
| WEIGHT WATCHERS INTL INCWEIGHT WATCHERS INTL INC COM | call | 108,100 | $4.04M | new |
| ULTRA PETROLEUM CORPULTRA PETROLEUM CORP COM | call | 120,000 | $2.47M | +55,000 |
| ACXIOM CORPACXIOM CORP COMMON STOCK | put | 74,600 | $2.12M | new |
| MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD SHS | put | 25,000 | $1.86M | -50,000 |
| KBRKBR INC Stock | put | 50,000 | $1.63M | new |
| EZCHIP SEMICONDUCTOR LIMITEDEZCHIP SEMICONDUCTOR LIMITED ORD | call | 25,000 | $616K | new |
Sold out in Q3 2013
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC | 203,476 | $12.2M | shares |
| EZCHIP SEMICONDUCTOR LIMITEDEZCHIP SEMICONDUCTOR LIMITED | 185,000 | $4.99M | shares |
| NATIONAL OILWELL VARCO INCNATIONAL OILWELL VARCO INC | 62,500 | $4.31M | put |
| SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO | 25,000 | $913K | call |
How Q3 2013 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).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001348886-13-000012 | base | 2013-11-13 | acceptance time not in the bulk data set |