CIK: 0001348886
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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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.
Add 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
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 | ✓ | Google INC Class 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 |
Not enough priced holdings yet to compute performance
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 | ✓ | Google INC Class 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 |
| Period | Filed | Type | EDGAR |
|---|---|---|---|
| 2014-12-31 | 2015-02-06 | 13F-HR | View on EDGAR |
| 2014-09-30 | 2014-11-13 | 13F-HR | View on EDGAR |
| 2014-06-30 | 2014-08-13 | 13F-HR | View on EDGAR |
| 2014-03-31 | 2014-05-13 | 13F-HR | View on EDGAR |
| 2013-12-31 | 2014-02-14 | 13F-HR | View on EDGAR |
| 2013-09-30 | 2013-11-13 | 13F-HR | View on EDGAR |
| 2013-06-30 | 2013-08-20 | 13F-HR | View on EDGAR |
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