Serengeti Asset Management

Serengeti Asset Management as of Sept. 30, 2015

Portfolio Holdings for Serengeti Asset Management

Serengeti Asset Management holds 37 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Fortress Investment Group Ll Cl A 9.5 $55M 9.9M 5.55
Ishares Tr Russell 2000 Etf Put Option (IWM) 9.5 $55M 500k 109.22
Celgene Corporation Put Option 8.8 $51M 470k 108.17
Kinder Morgan (KMI) 7.7 $44M 1.6M 27.68
Ishares Tr Nasdq Biotec Etf Put Option (IBB) 7.6 $44M 145k 303.33
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 6.3 $36M 190k 191.59
Ishares Tr Jp Mor Em Mk Etf Put Option (EMB) 5.5 $32M 300k 106.40
Kkr & Co L P Del Com Units 4.9 $29M 1.7M 16.78
Apollo Global Mgmt Cl A Shs 4.5 $26M 1.5M 17.18
Herbalife Com Usd Shs (HLF) 4.0 $23M 425k 54.50
Eastman Kodak Com New (KODK) 3.5 $20M 1.3M 15.62
Jazz Pharmaceuticals Shs Usd Put Option (JAZZ) 2.9 $17M 125k 132.81
Coca-Cola Company Put Option (KO) 2.4 $14M 350k 40.12
Irsa Inversiones Y Rep S A Globl Dep Rcpt 2.4 $14M 950k 14.54
Herbalife Note 2.000% 8/1 (Principal) 2.3 $13M 15M 0.88
Nuance Communications Put Option 2.3 $13M 800k 16.37
Gilead Sciences (GILD) 2.1 $12M 125k 98.20
United States Oil Fund Units Put Option 1.9 $11M 750k 14.68
Twenty First Centy Fox Cl A 1.6 $9.4M 350k 26.98
Pacific Datavision Inc equity us cm 1.3 $7.5M 250k 29.90
Adecoagro S A (AGRO) 1.2 $7.2M 900k 7.96
Pampa Energia S A Spons Adr Lvl I (PAM) 0.9 $5.3M 350k 15.27
Wmi Holdings 0.9 $5.2M 2.0M 2.60
Cresud S A C I F Y A Sponsored Adr (CRESY) 0.9 $5.1M 525k 9.78
Caterpillar Put Option (CAT) 0.8 $4.9M 75k 65.36
Liberty Global Shs Cl A Call Option 0.7 $4.3M 100k 42.94
Williams Companies (WMB) 0.6 $3.7M 100k 36.85
Kinder Morgan Inc Del *w Exp 05/25/201 0.6 $3.6M 4.0M 0.91
J.C. Penney Company 0.6 $3.5M 375k 9.29
Amc Entmt Hldgs Cl A Com 0.4 $2.5M 100k 25.19
Carmike Cinemas 0.3 $2.0M 100k 20.09
Nmi Hldgs Cl A (NMIH) 0.3 $1.8M 235k 7.60
Moduslink Global Solutions I Com New 0.2 $1.1M 390k 2.86
Sunedison Call Option 0.1 $718k 100k 7.18
Eastman Kodak *w Exp 09/03/201 0.1 $400k 115k 3.48
Eastman Kodak *w Exp 09/03/201 0.1 $344k 115k 3.00
Gulf Coast Ultra Deep Rty Tr Royalty Tr Unt (GULTU) 0.0 $116k 400k 0.29