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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 $258,993,000 across 14 holdings for the quarter ended 2013-12-31, in a 13F-HR filed 2014-02-14. Its ten largest share positions make up 100% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-14-000002

Period
2013-12-31
Reported value
$259M
Holdings
14
Top 10 weight
100%
New
3
Sold out
18

Largest buys vs the previous quarter

SecurityShares changeApprox. value
CABLEVISION SYS CORPadded+343,812$6.16M
ANADIGICS Incnew+1,225,642$2.25M
INTERNATIONAL GAME TECHNOLOGnew+100,000$1.82M
INTERXION HOLDING N.Vadded+62,669$1.48M
AMIRA NATURE FOODS LTDadded+41,392$652K

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
VIACOM INCexited-150,000-$12.5M
ULTRA PETROLEUM CORPexited-475,000-$10.3M
SOUTHWESTERN ENERGY COexited-133,529-$4.86M
PMC-SIERRA INCexited-725,000-$4.8M
FINISAR CORPreduced-164,783-$3.94M

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 2013

Share positions as resolved from 13F-HR 0001348886-14-000002, largest first. % of portfolio is the value over $52,536,000, 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; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 444,803 shares; 2013Q3: 628,000 shares; 2013Q4: 690,669 shares 690,669$16.3M31.04%+62,669
CABLEVISION SYS CORPCABLEVISION SYS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 396,200 shares; 2013Q3: 520,000 shares; 2013Q4: 863,812 shares 863,812$15.5M29.48%+343,812
AMIRA NATURE FOODS LTDAMIRA NATURE FOODS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 760,104 shares; 2013Q3: 486,208 shares; 2013Q4: 527,600 shares 527,600$8.31M15.83%+41,392
CREE INCCREE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 100,000 shares; 2013Q4: 75,000 shares 75,000$4.69M8.93%-25,000
APPLIED MICRO CIRCUITS CORPAPPLIED MICRO CIRCUITS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 598,700 shares; 2013Q3: 300,000 shares; 2013Q4: 224,900 shares 224,900$3.01M5.72%-75,100
ANADIGICS IncANADIGICS IncQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: 1,225,642 shares 1,225,642$2.25M4.29%newThe CUSIP as filed is malformed.
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOGQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: 100,000 shares 100,000$1.82M3.46%new
FINISAR CORPFINISAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 75,500 shares; 2013Q3: 192,304 shares; 2013Q4: 27,521 shares 27,521$658K1.25%-164,783

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 SHSput362,500$67M-137,500
IWMISHARES TR SHSput546,400$63M+21,400
EEMISHARES TR MSCI EMG MKT ETFput875,000$36.6Mnew
UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP UNITSput583,400$20.6M+8,600
XRTSPDR SERIES TRUST ETFput200,000$17.6M-100,000
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP COMcall77,500$1.68M-42,500

Sold out in Q4 2013

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

SecurityShares beforeValue beforeType
XLBSELECT SECTOR SPDR TR300,000$12.6Mput
VIACOM INCVIACOM INC150,000$12.5Mshares
CABLEVISION SYS CORPCABLEVISION SYS CORP702,900$11.8Mcall
XLISELECT SECTOR SPDR TR250,000$11.6Mput
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP475,000$10.3Mshares
IDXXIDEXX LABS INC70,900$7.07Mput
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO133,529$4.86Mshares
PMC-SIERRA INCPMC-SIERRA INC725,000$4.8Mshares
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP50,000$4.65Mcall
ALGNALIGN TECHNOLOGY INC87,500$4.21Mput
WEIGHT WATCHERS INTL INCWEIGHT WATCHERS INTL INC108,100$4.04Mcall
SWKSSKYWORKS SOLUTIONS INC137,500$3.42Mshares
ACXIOM CORPACXIOM CORP74,600$2.12Mput
ANADIGICS INCANADIGICS INC1,013,000$2Mshares
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD25,000$1.86Mput
KBRKBR INC50,000$1.63Mput
EZCHIP SEMICONDUCTOR LIMITEDEZCHIP SEMICONDUCTOR LIMITED25,000$616Kcall
RESTORATION HARDWARE HLDGS IRESTORATION HARDWARE HLDGS I5,300$336Kshares

How Q4 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).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001348886-14-000002 base2014-02-14acceptance time not in the bulk data set