Serengeti Asset Management

Serengeti Asset Management as of June 30, 2015

Portfolio Holdings for Serengeti Asset Management

Serengeti Asset Management holds 45 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Celgene Corporation 9.6 $107M 920k 115.74
Ishares Tr Nasdq Biotec Etf Put Option (IBB) 9.3 $103M 280k 368.97
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 8.6 $95M 460k 205.85
Kinder Morgan Call Option (KMI) 6.1 $67M 1.8M 38.39
Fortress Investment Group Ll Cl A 5.8 $64M 8.8M 7.30
Williams Companies Call Option (WMB) 5.2 $57M 1.0M 57.39
Ishares Tr Russell 2000 Etf Put Option (IWM) 4.5 $50M 400k 124.86
Procter & Gamble Company Put Option (PG) 4.2 $47M 600k 78.24
Anadarko Petroleum Corporation Call Option 4.2 $47M 600k 78.06
Rbc Cad Put Option (RY) 3.9 $43M 700k 61.15
Kkr & Co L P Del Com Units 3.5 $39M 1.7M 22.85
Ishares Jp Mor Em Mk Etf Put Option (EMB) 3.3 $36M 330k 109.92
Apollo Global Mgmt Cl A Shs 3.2 $35M 1.6M 22.15
Jazz Pharmaceuticals Shs Usd Put Option (JAZZ) 3.2 $35M 200k 176.07
Eastman Kodak Com New (KODK) 2.4 $27M 1.6M 16.80
Ishares Iboxx Hi Yd Etf Put Option (HYG) 2.4 $27M 300k 88.80
Coca-Cola Company Put Option (KO) 2.3 $26M 650k 39.23
Nuance Communications Put Option 1.6 $18M 1.0M 17.51
Google CL C Call Option 1.4 $16M 30k 520.50
Irsa Inversiones Y Rep S A Globl Dep Rcpt 1.3 $14M 800k 17.95
Herbalife Note 2.000% 8/1 (Principal) 1.2 $13M 15M 0.89
Pacific Datavision Inc equity us cm 1.1 $12M 285k 42.13
Gilead Sciences Put Option (GILD) 1.1 $12M 100k 117.08
Golar Lng Ltd Bermuda SHS (GLNG) 1.0 $11M 240k 46.80
Herbalife Com Usd Shs (HLF) 1.0 $11M 200k 55.09
Liberty Global Shs Cl A Call Option 1.0 $11M 210k 51.09
Twenty First Centy Fox CL B 0.9 $9.7M 300k 32.22
Sunedison 0.8 $9.0M 300k 29.91
Cresud S A C I F Y A Sponsored Adr (CRESY) 0.7 $7.8M 600k 13.02
T. Rowe Price Put Option (TROW) 0.7 $7.8M 100k 77.73
Pampa Energia S A Spons Adr Lvl I (PAM) 0.7 $7.6M 550k 13.81
Amc Entmt Hldgs Cl A Com 0.7 $7.2M 235k 30.68
Forest City Enterprises Cl A 0.6 $7.2M 325k 22.10
Adecoagro S A (AGRO) 0.5 $6.0M 650k 9.22
Altisource Residential Corp CL B 0.4 $4.8M 285k 16.85
Flowers Foods Call Option (FLO) 0.3 $3.2M 150k 21.15
National Bk Greece S A Spn Adr Rep 1 Sh 0.3 $3.2M 3.0M 1.05
Alibaba Group Hldg Sponsored Ads (BABA) 0.3 $2.9M 35k 82.26
Energy Xxi Usd Unrs Shs Call Option 0.2 $2.1M 800k 2.63
Altisource Asset Management 0.2 $1.9M 14k 144.30
Moduslink Global Solutions I Com New 0.1 $1.2M 350k 3.40
Empresa Dist Y Comercial Nor Spon Adr (EDN) 0.1 $1.0M 81k 12.93
Gulf Coast Ultra Deep Rty Tr Royalty Tr Unt (GULTU) 0.0 $490k 700k 0.70
Eastman Kodak *w Exp 09/03/201 0.0 $465k 115k 4.05
Eastman Kodak *w Exp 09/03/201 0.0 $428k 115k 3.73