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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 $246,605,000 across 17 holdings for the quarter ended 2014-03-31, in a 13F-HR filed 2014-05-13. Its ten largest share positions make up 100% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-14-000006

Period
2014-03-31
Reported value
$247M
Holdings
17
Top 10 weight
100%
New
7
Sold out
4

Largest buys vs the previous quarter

SecurityShares changeApprox. value
DRESSER-RAND GROUP INCnew+200,000$14.9M
VIACOM INCnew+116,251$9.88M
CREE INCadded+94,829$6.39M
FINISAR CORPadded+222,679$5.9M
APPLIED MICRO CIRCUITS CORPadded+258,932$2.56M

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
AMIRA NATURE FOODS LTDexited-527,600-$8.31M
ANADIGICS Incexited-1,225,642-$2.25M
INTERNATIONAL GAME TECHNOLOGexited-100,000-$1.82M

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, Q1 2014

Share positions as resolved from 13F-HR 0001348886-14-000006, largest first. % of portfolio is the value over $85,493,000, 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; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 444,803 shares; 2013Q3: 628,000 shares; 2013Q4: 690,669 shares; 2014Q1: 778,877 shares 778,877$18.7M21.85%+88,208
CABLEVISION SYS CORPCABLEVISION SYS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 396,200 shares; 2013Q3: 520,000 shares; 2013Q4: 863,812 shares; 2014Q1: 918,892 shares 918,892$15.5M18.13%+55,080
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 203,476 shares; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: 200,000 shares 200,000$14.9M17.4%new
CREE INCCREE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 100,000 shares; 2013Q4: 75,000 shares; 2014Q1: 169,829 shares 169,829$11.4M13.39%+94,829
VIACOM INCVIACOM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 199,800 shares; 2013Q3: 150,000 shares; 2013Q4: not reported; 2014Q1: 116,251 shares 116,251$9.88M11.56%new
FINISAR CORPFINISAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 75,500 shares; 2013Q3: 192,304 shares; 2013Q4: 27,521 shares; 2014Q1: 250,200 shares 250,200$6.63M7.76%+222,679
APPLIED MICRO CIRCUITS CORPAPPLIED MICRO CIRCUITS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 598,700 shares; 2013Q3: 300,000 shares; 2013Q4: 224,900 shares; 2014Q1: 483,832 shares 483,832$4.79M5.6%+258,932
ANADIGICS INCANADIGICS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 788,584 shares; 2013Q3: 1,013,000 shares; 2013Q4: not reported; 2014Q1: 1,500,000 shares 1,500,000$2.55M2.98%new
PMC-SIERRA INCPMC-SIERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 725,000 shares; 2013Q4: not reported; 2014Q1: 150,000 shares 150,000$1.14M1.34%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).

SecurityTypeAmountValueChange
IWMISHARES TR SHSput400,000$46.5M-146,400
SPYSTATE STR SPDR S&P 500 ETF T SHSput200,000$37.4M-162,500
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC COMcall345,000$20.2Mnew
XRTSPDR SERIES TRUST ETFput212,500$17.9M+12,500
EFAISHARES TR MSCI EAFE ETFput250,000$16.8Mnew
UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP UNITSput300,000$11M-283,400
XLISELECT SECTOR SPDR TR INDLput150,000$7.85Mnew
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP COMcall129,900$3.49M+52,400

Sold out in Q1 2014

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

SecurityShares beforeValue beforeType
EEMISHARES TR875,000$36.6Mput
AMIRA NATURE FOODS LTDAMIRA NATURE FOODS LTD527,600$8.31Mshares
ANADIGICS IncANADIGICS Inc1,225,642$2.25Mshares
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG100,000$1.82Mshares

How Q1 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 0001348886-14-000006 base2014-05-13acceptance time not in the bulk data set