Serengeti Asset Management

Serengeti Asset Management as of March 31, 2015

Portfolio Holdings for Serengeti Asset Management

Serengeti Asset Management holds 56 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 24.4 $409M 2.0M 206.43
Celgene Corporation Put Option 8.4 $141M 1.2M 115.28
Kinder Morgan Inc Del *w Exp 05/25/201 7.5 $126M 3.0M 42.06
Ishares Tr Nasdq Biotec Etf Put Option (IBB) 6.4 $107M 310k 343.43
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 4.8 $80M 2.0M 40.13
Fortress Investment Group Ll Cl A 3.8 $64M 8.0M 8.07
Kkr & Co L P Del Com Units 3.6 $61M 2.7M 22.81
Rbc Cad Put Option (RY) 3.6 $60M 1.0M 60.36
Apollo Global Mgmt Cl A Shs 3.2 $54M 2.5M 21.60
Ishares Jp Mor Em Mk Etf Put Option (EMB) 2.7 $45M 400k 112.12
Eastman Kodak Com New (KODK) 2.5 $42M 2.2M 18.99
Ishares Msci Cda Etf Put Option (EWC) 1.9 $33M 1.2M 27.18
Ishares Tr Russell 2000 Etf Put Option (IWM) 1.9 $31M 250k 124.37
Anadarko Petroleum Corporation Call Option 1.9 $31M 375k 82.81
Ishares Iboxx Hi Yd Etf Put Option (HYG) 1.6 $27M 300k 90.61
Men's Wearhouse Put Option 1.6 $26M 500k 52.20
Teva Pharmaceutical Inds Adr Put Option (TEVA) 1.5 $25M 400k 62.30
Herbalife Note 2.000% 8/1 (Principal) 1.2 $21M 25M 0.82
Liberty Global Shs Cl A Call Option 1.1 $18M 350k 51.47
Pacific Datavision Inc equity us cm 1.0 $16M 325k 50.00
Kohl's Corporation Put Option (KSS) 0.9 $16M 200k 78.25
Boeing Company Put Option (BA) 0.9 $15M 100k 150.08
Nuance Communications Put Option 0.9 $14M 1.0M 14.35
Irsa Inversiones Y Rep S A Globl Dep Rcpt 0.8 $14M 720k 19.71
Google CL C Call Option 0.8 $14M 25k 546.48
Herbalife Com Usd Shs (HLF) 0.8 $13M 300k 42.76
Foot Locker Put Option (FL) 0.8 $13M 200k 63.00
Coca-Cola Company Put Option (KO) 0.7 $12M 300k 40.55
Williams-Sonoma Put Option (WSM) 0.7 $12M 150k 79.71
Golar Lng Ltd Bermuda SHS (GLNG) 0.7 $12M 350k 33.28
Vale S A Adr Put Option (VALE) 0.6 $10M 1.8M 5.65
Gilead Sciences Put Option (GILD) 0.6 $9.8M 100k 98.13
Sunedison 0.6 $9.6M 400k 24.00
Pampa Energia S A Spons Adr Lvl I (PAM) 0.5 $8.8M 500k 17.67
Jazz Pharmaceuticals Shs Usd Put Option (JAZZ) 0.5 $8.6M 50k 172.80
Cresud S A C I F Y A Sponsored Adr (CRESY) 0.5 $8.3M 600k 13.76
J.C. Penney Company 0.4 $6.3M 750k 8.41
Bank of America Corporation Call Option (BAC) 0.4 $6.2M 400k 15.39
Royal Caribbean Cruises Put Option (RCL) 0.4 $6.1M 75k 81.85
Altisource Asset Management 0.4 $6.0M 33k 185.14
Energy Xxi Usd Unrs Shs 0.4 $6.0M 1.7M 3.64
Rio Tinto Sponsored Adr Put Option (RIO) 0.3 $5.2M 125k 41.40
Adecoagro S A (AGRO) 0.3 $4.6M 450k 10.22
National Bk Greece S A Spn Adr Rep 1 Sh 0.3 $4.5M 3.5M 1.28
Forest City Enterprises Cl A 0.3 $4.2M 165k 25.52
Altisource Residential Corp CL B 0.2 $4.2M 200k 20.86
MGIC Investment (MTG) 0.2 $3.9M 400k 9.63
Vitesse Semiconductor Corp Com New Call Option 0.2 $2.7M 500k 5.31
Nmi Hldgs Cl A (NMIH) 0.2 $2.6M 350k 7.49
Cadence Design Systems (CDNS) 0.1 $1.8M 100k 18.44
Gulf Coast Ultra Deep Rty Tr Royalty Tr Unt (GULTU) 0.1 $1.6M 2.2M 0.71
Transportadora De Gas Sur Spon Adr B (TGS) 0.1 $1.1M 200k 5.33
Uni Pixel Com New 0.1 $1.1M 150k 7.01
Moduslink Global Solutions I Com New 0.1 $920k 239k 3.85
Eastman Kodak *w Exp 09/03/201 0.0 $619k 115k 5.40
Eastman Kodak *w Exp 09/03/201 0.0 $514k 115k 4.48