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Calypso Capital Management, LP Historical SEC 13F Holdings & Archive (Q4 2014)
Calypso Capital Management, LPCIK: 0001348886
High-turnover traderSector-focusedMomentum follower
Total reported value
$44.7M
Reporting period: 2014-12-31 · Number of holdings: 27
Calypso Capital Management, LP disclosed 27 holdings in its latest 13F filing for the period ending 2014-12-31, with total reported value of $44.7M and a quarterly turnover rate of 114.5%.
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Personality snowflake
- Concentration
- 56
- Portfolio Stability
- 100
- Momentum
- 100
- Sector conviction
- 100
- Diversification
- 48
- Sizing Uniformity
- 84.31
Calypso Capital Management, LP's disclosed holdings carry a Herfindahl concentration index of 0.140 — mathematically equivalent to about 7 equally-sized positions, well below its 27 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 1.57), with a handful of outsized bets alongside many smaller positions.
Recent activity leans toward adding more aggressively to already-large existing positions than to newly initiated ones (a 2.7 percentage-point tilt) — a pattern consistent with a momentum-following approach.
Sector classification currently covers about 2% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd SPY
+40.0% $4.5M
Add BGS
+66.1% $1.3M
Trim IWM
-54.5% -$6.0M
Add UPLEUR
+230.0% $1.0M
Trim 225447101
-75.0% -$1.6M
Add N47279109
-15.5% -$462.0K
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 24 holdings (of 27 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 32.22% | +18.18% | +40.00% | |
| 2 | IWM | Ishares Russell 2000 ETF | ETF-Small Cap | 13.39% | -3.76% | -54.55% | |
| 3 | BGS | B&g Foods Inc | Stock-Other | 6.70% | +4.33% | +66.11% | |
| 4 | ✓ | Stock-Other | 5.20% | +1.23% | -15.51% | ||
| 5 | UPLEUR | Ultra Petroleum CORP | Stock-Other | 4.86% | +3.20% | +230.00% | |
| 6 | ✓ | Stock-Other | 3.72% | +3.72% | NEW | ||
| 7 | ✓ | Alphabet Inc Cl C | Stock-Other | 2.95% | +2.95% | NEW | |
| 8 | ZTS | Zoetis Inc | Stock-Healthcare | 2.89% | +2.89% | NEW | |
| 9 | CTXSEUR | Citrix Systems Inc | Stock-Other | 2.86% | +2.86% | NEW | |
| 10 | NAV | Navistar International CORP | Stock-Other | 2.68% | +2.68% | NEW | |
| 11 | ✓ | Agrium Inc | Stock-Other | 2.65% | +2.65% | NEW | |
| 12 | DATA | Tableau Software Inc-cl A | Stock-Other | 2.37% | +1.08% | — | |
| 13 | ✓ | Chemtura CORP | Stock-Other | 2.12% | +0.96% | +9.33% | |
| 14 | ALLY | Ally Financial Inc | Stock-Financials | 1.85% | +1.85% | NEW | |
| 15 | FANG | Diamondback Energy, Inc. | Stock-Energy | 1.77% | +1.77% | NEW | |
| 16 | GNCIQ | Gnc Holdings Inc-cl A | Stock-Other | 1.74% | +1.74% | NEW | |
| 17 | IPAR | Interparfums Inc | Stock-Other | 1.70% | +1.70% | NEW | |
| 18 | VIAB | Viacom Inc-class B | Stock-Other | 1.69% | +0.59% | — | |
| 19 | ✓ | Stock-Other | 1.63% | +1.63% | NEW | ||
| 20 | SUNEQUSD | Sunedison Inc | Stock-Other | 1.53% | +0.32% | -22.22% | |
| 21 | QEP | Qep Resources Inc | Stock-Other | 1.13% | +1.13% | NEW | |
| 22 | ✓ | Cree Inc | Stock-Other | 0.90% | -2.02% | -75.00% | |
| 23 | ALV | Autoliv Inc | Stock-Consumer Disc | 0.88% | +0.88% | NEW | |
| 24 | AMAT | Applied Materials Inc | Stock-Tech | 0.57% | +0.57% | NEW |
💡
Data Source Notice: AlphaSMO is the web's most authoritative 13F / Inside Trader database. Institutional holdings and insider trades presented here are precisely computed to deliver accurate portfolio reporting.
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
Holding changes this quarter
Calypso Capital Management, LP's most significant position changes for 2014-12-31: Sold out: Ishares Msci Emerging Market (EEM); Sold out: Estee Lauder Companies-cl A (EL); Sold out: Church & Dwight Co Inc (CHD); Sold out: Cablevision Systems-ny Grp-a (CVCEUR); Sold out: Procter & Gamble Co/the (PG).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | SPY | Ss Spdr S&p 500 ETF Trust-us | +18.2% | +40.00% | Add |
| 2 | BGS | B&g Foods Inc | +4.3% | +66.11% | Add |
| 3 | UPLEUR | Ultra Petroleum CORP | +3.2% | +230.00% | Add |
| 4 | ✓ | +1.2% | -15.51% | Trim | |
| 5 | DATA | Tableau Software Inc-cl A | +1.1% | — | Unchanged |
| 6 | ✓ | Chemtura CORP | +1% | +9.33% | Add |
| 7 | VIAB | Viacom Inc-class B | +0.6% | — | Unchanged |
| 8 | SUNEQUSD | Sunedison Inc | +0.3% | -22.22% | Trim |
| 9 | ✓ | Cree Inc | -2% | -75.00% | Trim |
| 10 | IWM | Ishares Russell 2000 ETF | -3.8% | -54.55% | Trim |
| 11 | EEM | Ishares Msci Emerging Market | — | EXIT | Sold out |
| 12 | EL | Estee Lauder Companies-cl A | — | EXIT | Sold out |
| 13 | CHD | Church & Dwight Co Inc | — | EXIT | Sold out |
| 14 | CVCEUR | Cablevision Systems-ny Grp-a | — | EXIT | Sold out |
| 15 | PG | Procter & Gamble Co/the | — | EXIT | Sold out |
| 16 | DRCEUR | Dresser-rand Group Inc | — | EXIT | Sold out |
| 17 | AZNN | Astrazeneca Plc-spons Adr | — | EXIT | Sold out |
| 18 | DBDEUR | Diebold Nixdorf Inc | — | EXIT | Sold out |
| 19 | JNP | Juniper Networks Inc | — | EXIT | Sold out |
| 20 | ✓ | — | NEW | New buy | |
| 21 | AIG | American International Group | — | EXIT | Sold out |
| 22 | ✓ | Alphabet Inc Cl C | — | NEW | New buy |
| 23 | ZTS | Zoetis Inc | — | NEW | New buy |
| 24 | CTXSEUR | Citrix Systems Inc | — | NEW | New buy |
| 25 | NAV | Navistar International CORP | — | NEW | New buy |
| 26 | ✓ | Agrium Inc | — | NEW | New buy |
| 27 | KMI | Kinder Morgan, Inc. | — | EXIT | Sold out |
| 28 | ALLY | Ally Financial Inc | — | NEW | New buy |
| 29 | ET | Energy Transfer LP | — | EXIT | Sold out |
| 30 | FANG | Diamondback Energy, Inc. | — | NEW | New buy |
| 31 | GNCIQ | Gnc Holdings Inc-cl A | — | NEW | New buy |
| 32 | IPAR | Interparfums Inc | — | NEW | New buy |
| 33 | ✓ | — | NEW | New buy | |
| 34 | FNSR | Finisar Corporation | — | EXIT | Sold out |
| 35 | QEP | Qep Resources Inc | — | NEW | New buy |
| 36 | ALV | Autoliv Inc | — | NEW | New buy |
| 37 | AMAT | Applied Materials Inc | — | NEW | New buy |
Filing History
FAQ
What is Calypso Capital Management, LP and what type of investor is it?
Calypso Capital Management, LP is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2014-12-31), the firm manages a tracked equity portfolio valued at approximately $44.7M, spread across 27 disclosed positions.
What are Calypso Capital Management, LP's largest equity positions?
Based on the latest 13F filing, Calypso Capital Management, LP's top holdings by market value are:
1. Ss Spdr S&p 500 ETF Trust-us (SPY) — $14.4M (32.2%)
2. Ishares Russell 2000 ETF (IWM) — $6.0M (13.4%)
3. B&g Foods Inc (BGS) — $3.0M (6.7%)
4. — $2.3M (5.2%)
5. Ultra Petroleum CORP (UPLEUR) — $2.2M (4.9%)
What changes did Calypso Capital Management, LP make in its most recent portfolio filing?
In the latest reported quarter, Calypso Capital Management, LP made 35 notable position adjustments: 14 new positions were initiated, 4 existing holdings were added to, 4 positions were partially reduced, and 13 were completely exited. The largest of these moves: Sold out: Ishares Msci Emerging Market (EEM); Sold out: Estee Lauder Companies-cl A (EL); Sold out: Church & Dwight Co Inc (CHD); Sold out: Cablevision Systems-ny Grp-a (CVCEUR); Sold out: Procter & Gamble Co/the (PG)
What sectors does Calypso Capital Management, LP focus on?
Calypso Capital Management, LP is concentrated in the following sectors based on its current disclosed equity portfolio:
• Financials: 76.5%
• Information Technology: 23.5%
Investment Profile
Calypso Capital Management, LP's portfolio is moderately concentrated and fast-trading, with 76.5% of the portfolio concentrated in Financials.
Its turnover score has risen from 60 to 100 over the past 4 quarters — a shift toward more active trading.
It has added to its SPY position over the past two quarters (+$5.6M, now $14.4M), while trimming N47279109 over the same stretch (-$4.8M, still holding $2.3M).
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