Serengeti Asset Management LP Current Holdings: USA Options

Serengeti Asset Management LP current holdings: USA Options

Serengeti Asset Management LP reported $0.23 billion in put and call options, at their filed underlying value (listed in the US), 7 positions, in its Form 13F for the quarter ended 2016-09-30; the largest are SPY, HYG, IWM.

SPY: Country of operation —; Class TR UNIT · Put; Shares 275,000; Value $59,483,000.
HYG: Country of operation —; Class IBOXX HI YD ETF · Put; Shares 650,000; Value $56,719,000.
IWM: Country of operation —; Class RUSSELL 2000 ETF · Put; Shares 400,000; Value $49,684,000.
KKR & CO L P DEL: Country of operation —; Class COM UNITS · Call; Shares 2,400,000; Value $34,225,000.

Form 13F-HR as filed (SEC CIK 1420299): quarter ended 2016-09-30, filed 2016-11-14. The manager files one row per sub-manager; rows for the same security, class and put/call are added together.

Stock	Country of operation	Class	Shares	Value	Quarter end	Filed
SPY SPDR S&P 500 ETF TR		TR UNIT · Put	275,000	$59,483,000	2016-09-30	2016-11-14
HYG ISHARES TR		IBOXX HI YD ETF · Put	650,000	$56,719,000	2016-09-30	2016-11-14
IWM ISHARES TR		RUSSELL 2000 ETF · Put	400,000	$49,684,000	2016-09-30	2016-11-14
KKR & CO L P DEL CUSIP 48248M102		COM UNITS · Call	2,400,000	$34,225,000	2016-09-30	2016-11-14
XLP SELECT SECTOR SPDR TR		SBI CONS STPLS · Put	200,000	$10,642,000	2016-09-30	2016-11-14
VLO VALERO ENERGY CORP NEW	United States	COM · Put	200,000	$10,600,000	2016-09-30	2016-11-14
KMI KINDER MORGAN INC DEL	United States	COM · Call	200,000	$4,626,000	2016-09-30	2016-11-14

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