Calypso Capital Management, LP
Follow13F filer, CIK 1348886, NEW YORK, NY
Calypso Capital Management, LP reported $42,734,000 across 9 holdings for the quarter ended 2014-06-30, in a 13F-HR filed 2014-08-13.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-14-000009
- Period
- 2014-06-30
- Reported value
- $42.7M
- Holdings
- 9
- Top 10 weight
- 100%
- New
- 4
- Sold out
- 12
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| PBHnew | +154,448 | $5.23M |
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 |
|---|---|---|
| INTERXION HOLDING N.Vreduced | -519,276 | -$14.2M |
| CABLEVISION SYS CORPreduced | -713,849 | -$12.6M |
| CREE INCexited | -169,829 | -$11.4M |
| VIACOM INCexited | -116,251 | -$9.88M |
| DRESSER-RAND GROUP INCreduced | -152,500 | -$9.66M |
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, Q2 2014
Share positions as resolved from 13F-HR 0001348886-14-000009, largest first. % of portfolio is the value over $18,971,000, 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 | 259,601 | $7.11M | 37.47% | -519,276 | |||
| PBHPRESTIGE CONSMR HEALTHCARE I | 154,448 | $5.23M | 27.59% | new | Timeline | ||
| CABLEVISION SYS CORPCABLEVISION SYS CORP | 205,043 | $3.62M | 19.08% | -713,849 | |||
| DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC | 47,500 | $3.01M | 15.86% | -152,500 |
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 | 45,000 | $8.81M | -155,000 |
| APACHE CORPAPACHE CORP COM | call | 74,200 | $7.46M | new |
| IWMISHARES TR SHS | put | 30,000 | $3.56M | -370,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 50,000 | $2.16M | new |
| CABLEVISION SYS CORPCABLEVISION SYS CORP CL A NY CABLVS | call | 100,000 | $1.76M | new |
Sold out in Q2 2014
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 | 345,000 | $20.2M | call |
| XRTSPDR SERIES TRUST | 212,500 | $17.9M | put |
| EFAISHARES TR | 250,000 | $16.8M | put |
| CREE INCCREE INC | 169,829 | $11.4M | shares |
| UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP | 300,000 | $11M | put |
| VIACOM INCVIACOM INC | 116,251 | $9.88M | shares |
| XLISELECT SECTOR SPDR TR | 150,000 | $7.85M | put |
| FINISAR CORPFINISAR CORP | 250,200 | $6.63M | shares |
| APPLIED MICRO CIRCUITS CORPAPPLIED MICRO CIRCUITS CORP | 483,832 | $4.79M | shares |
| ULTRA PETROLEUM CORPULTRA PETROLEUM CORP | 129,900 | $3.49M | call |
| ANADIGICS INCANADIGICS INC | 1,500,000 | $2.55M | shares |
| PMC-SIERRA INCPMC-SIERRA INC | 150,000 | $1.14M | shares |
How Q2 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).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001348886-14-000009 | base | 2014-08-13 | acceptance time not in the bulk data set |