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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 $70,137,000 across 24 holdings for the quarter ended 2014-09-30, in a 13F-HR filed 2014-11-13. Its ten largest share positions make up 94.52% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001348886-14-000011

Period
2014-09-30
Reported value
$70.1M
Holdings
24
Top 10 weight
94.52%
New
19
Sold out
4

Largest buys vs the previous quarter

SecurityShares changeApprox. value
ELnew+60,887$4.55M
DIEBOLD NXDF INCnew+73,400$2.59M
BGSnew+60,200$1.66M
AIGnew+27,500$1.49M
KMInew+30,500$1.17M

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
PBHexited-154,448-$5.23M
INTERXION HOLDING N.Vreduced-159,001-$4.4M
DRESSER-RAND GROUP INCexited-47,500-$3.01M

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 2014

Share positions as resolved from 13F-HR 0001348886-14-000011, largest first. % of portfolio is the value over $22,627,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
ELLAUDER ESTEE COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 60,887 shares 60,887$4.55M20.09%newTimeline
CABLEVISION SYS CORPCABLEVISION SYS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 396,200 shares; 2013Q3: 520,000 shares; 2013Q4: 863,812 shares; 2014Q1: 918,892 shares; 2014Q2: 205,043 shares; 2014Q3: 249,800 shares 249,800$4.37M19.33%+44,757
INTERXION HOLDING N.VINTERXION HOLDING N.VQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 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 100,600$2.79M12.31%-159,001
DIEBOLD NXDF INCDIEBOLD NXDF INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 73,400 shares 73,400$2.59M11.46%new
BGSB & G FOODS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 60,200 shares 60,200$1.66M7.33%newTimeline
AIGAMERICAN INTL GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 27,500 shares 27,500$1.49M6.57%newTimeline
KMIKINDER MORGAN INC DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 30,500 shares 30,500$1.17M5.17%newTimeline
ULTRA PETROLEUM CORPULTRA PETROLEUM CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: 560,000 shares; 2013Q3: 475,000 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 50,000 shares 50,000$1.16M5.14%new
CHEMTURA CORPCHEMTURA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 35,000 shares 35,000$817K3.61%new
ENERGY TRANSFER PRTNRS L PENERGY TRANSFER PRTNRS L PQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 12,400 shares 12,400$793K3.5%new
VIACOM INCVIACOM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 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 10,000$769K3.4%new
SUNEDISON INCSUNEDISON INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 25,000 shares 25,000$472K2.09%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 SHSput110,000$12M+80,000
SPYSTATE STR SPDR S&P 500 ETF T SHSput50,000$9.85M+5,000
EEMISHARES TR MSCI EMG MKT ETFput150,000$6.23M+100,000
CHDCHURCH & DWIGHT CO INC Stockcall62,500$4.38Mnew
PGPROCTER & GAMBLE CO COMput38,000$3.18Mnew
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC COMcall35,200$2.9Mnew
AZNASTRAZENECA PLC-SPONS ADR ADRcall37,500$2.68Mnew
JUNIPER NETWORKS INCJUNIPER NETWORKS INC COMcall100,000$2.21Mnew
CREE INCCREE INC COMcall50,000$2.05Mnew
TABLEAU SOFTWARE INCTABLEAU SOFTWARE INC CL Acall12,500$908Knew
FINISAR CORPFINISAR CORP COM NEWcall42,500$707Knew
SUNEDISON INCSUNEDISON INC COMcall20,000$378Knew

Sold out in Q3 2014

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

SecurityShares beforeValue beforeType
APACHE CORPAPACHE CORP74,200$7.46Mcall
PBHPRESTIGE CONSMR HEALTHCARE I154,448$5.23Mshares
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC47,500$3.01Mshares
CABLEVISION SYS CORPCABLEVISION SYS CORP100,000$1.76Mcall

How Q3 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 0001348886-14-000011 base2014-11-13acceptance time not in the bulk data set