Soros Fund Management

Q4 2015 13F · by George Soros, founder

As of: Dec 31, 2015
Filed: Feb 16, 2016
US stock: $4.7B · prev $5.1B
Positions: 218 · prev 202
Options notional: $696M
Documents: 1· no amendments

Picture77.5% US stock

Mostly picture · of what this 13F reports is US stock

US stock listed on a US exchange 77.5%
Foreign stock not listed in the US 0.0%
Notes debt, at principal 11.0%
Puts at notional value 5.7%
Calls at notional value 5.8%

Moves285 since the prior filing

+31.2 pp in · −34.8 pp out

New 101 +18.49 pp
Added 30 +12.71 pp
Trimmed 46 −12.30 pp
Exited 85 −22.46 pp

Options: 23 moves on a notional base, in the table below.

The book

Diversified · behaves like 48 equal-sized positions

Very concentrated
Concentrated
Focused
Diversified

High turnover · 145% a year, about 0.7 years per position

Low
Moderate
High

Top 5 positions22% of US stock

AGRO Adecoagro S.a. held held6.8%
SYF Synchrony Financial new+4.63 pp new+4.634.6%
unresolved Level 3 Communications Inc added+1.98 pp added+1.983.7%
ZTS Zoetis Inc. trimmed+0.61 pp trimmed+0.613.5%
unresolved Dow Chemical Co trimmed+0.17 pp trimmed+0.173.4%

Positions218 in this filing · 85 exited


AGROAdecoagro S.a.	6.80%	25,915,076	$318M	held	—	11 q
SYFSynchrony Financial	4.63%	7,127,865	$217M	new	+4.63 pp	new
unresolvedLevel 3 Communications Inc	3.70%	3,189,433	$173M	added+59%	+1.98 pp	7 q
ZTSZoetis Inc.	3.46%	3,386,512	$162M	trimmed−4%	+0.61 pp	11 q
unresolvedDow Chemical Co	3.44%	3,131,610	$161M	trimmed−20%	+0.17 pp	7 q
CYCypress Semiconductor	3.43%	16,396,327	$161M	trimmed−17%	+0.11 pp	8 q
ENDPQEndo International PLC	2.83%	2,163,967	$132M	added+7%	+0.08 pp	5 q
ACTAllergan PLC	2.44%	365,390	$114M	trimmed−53%	−1.70 pp	3 q
unresolvedPolycom Inc	2.38%	8,847,191	$111M	trimmed−18%	+0.16 pp	9 q
PYPLPayPal Holdings, Inc.	2.28%	2,955,142	$107M	trimmed−33%	−0.43 pp	2 q
DALDelta Air Lines, Inc.	2.15%	1,984,351	$101M	added+61%	+1.06 pp	3 q
EBAYeBay Inc	2.01%	3,434,592	$94M	trimmed−36%	−0.59 pp	9 q
METAMeta Platforms, Inc. Class A	1.82%	816,761	$85M	trimmed−55%	−1.38 pp	10 q
AALAmerican Airlines Group Inc.	1.64%	1,813,374	$77M	trimmed−5%	+0.17 pp	9 q
EQTEqt Corp	1.62%	1,454,430	$76M	added×15.2	+1.50 pp	11 q
LYBLyondellBasell Industries N.V. Class A	1.62%	873,042	$76M	added×4.8	+1.32 pp	5 q
unresolvedColumbia Pipeline Group Inc	1.60%	3,739,272	$75M	new	+1.60 pp	new
HYGiShares iBoxx $ High Yield Corporate Bond ETF	1.60%	930,000	$75M	new	+1.60 pp	new
DISHDISH Network Corp.	1.59%	1,300,720	$74M	added0%	+0.10 pp	11 q
unresolvedTime Warner Cable Inc	1.57%	397,428	$74M	trimmed−43%	−0.91 pp	3 q
AMZNAmazon.Com Inc	1.53%	106,363	$72M	added+37%	+0.75 pp	2 q
MPCMarathon Petroleum Corporation	1.32%	1,195,157	$62M	new	+1.32 pp	new
VIAVViavi Solutions Inc.	1.31%	10,106,666	$62M	trimmed−3%	+0.20 pp	2 q
unresolvedQunar ADR	1.28%	1,137,290	$60M	trimmed−59%	−0.35 pp	4 q
MCDMcDonald's Corporation	1.25%	494,217	$58M	added×5.8	+1.09 pp	2 q
CITCIT Group Inc.	1.19%	1,400,628	$56M	trimmed−50%	−1.02 pp	2 q
CHDNChurchill Downs Inc	1.17%	387,381	$55M	held	—	11 q
BUDAnheuser-Busch INBEV SA/NV	1.16%	433,156	$54M	added×3.4	+0.89 pp	6 q
KHCThe Kraft Heinz Company	1.15%	741,133	$54M	held	—	2 q
Allergan PLCconvertible	1.12%	51,000	$53M	added+70%	+0.56 pp	3 q
unresolvedBroadcom Corp	1.10%	895,077	$52M	held	—	4 q
GOOGLAlphabet Inc. Class A	1.09%	65,570	$51M	new	+1.09 pp	new
MDLZMondelez International, Inc. Class A	1.03%	1,070,931	$48M	trimmed−3%	+0.12 pp	11 q
YUMYum! Brands, Inc.	1.02%	655,000	$48M	held	—	5 q
1LGEUSDLiberty Global PLC Lilac - C	0.95%	1,032,407	$44M	added×28.8	+0.93 pp	2 q
unresolvedCaesars Acquisition Co	0.94%	6,485,083	$44M	added+3%	+0.06 pp	9 q
LORLLoral Space and Communications, Inc.	0.94%	1,077,127	$44M	added+2%	−0.04 pp	11 q
unresolvedFerrari N V	0.87%	850,000	$41M	new	+0.87 pp	new
CZRCaesars Entertainment, Inc.	0.85%	5,018,427	$40M	held	—	11 q
unresolvedLions Gate Entmnt Corp	0.83%	1,202,443	$39M	held	—	3 q
GLPIGaming and Leisure Properties, Inc.	0.82%	1,384,826	$38M	held	—	4 q
ALLEAllegion Public Limited Company	0.76%	226,367	$36M	trimmed−63%	+0.06 pp	9 q
MSIMotorola Solutions, Inc. New	0.75%	510,224	$35M	trimmed−33%	−0.28 pp	11 q
WUBA58.COM Inc	0.73%	515,199	$34M	added×9.0	+0.68 pp	3 q
unresolvedTravelport Worldwide Ltd	0.73%	2,650,000	$34M	held	—	6 q
ESNTEssent Group LTD	0.69%	1,481,278	$32M	trimmed−50%	−0.77 pp	9 q
unresolvedBaker Hughes Inc.	0.67%	685,157	$32M	new	+0.67 pp	new
ARCPVereit Inc	0.66%	3,886,300	$31M	held	—	2 q
ABTAbbott Laboratories	0.64%	664,181	$30M	trimmed−9%	+0.06 pp	11 q
EQIXEquinix, Inc.	0.63%	97,318	$29M	new	+0.63 pp	new
ALLYAlly Financial Inc.	0.60%	1,515,657	$28M	trimmed−27%	−0.24 pp	7 q
ZAYOZayo Group Holdings, Inc.	0.60%	1,057,713	$28M	added+21%	+0.16 pp	5 q
NXPINXP Semiconductors N.V.	0.59%	330,161	$28M	new	+0.59 pp	new
unresolvedChipmos Tech Bermuda Ltd	0.58%	1,372,921	$27M	trimmed−4%	+0.12 pp	7 q
JDJD.com, Inc.	0.57%	833,405	$27M	trimmed−16%	+0.06 pp	3 q
AGOAssured Guaranty, LTD	0.48%	849,924	$22M	held	—	8 q
SABRSabre Corporation	0.47%	792,504	$22M	new	+0.47 pp	new
TMUST-Mobile US, Inc.	0.45%	543,122	$21M	trimmed−19%	−0.07 pp	7 q
MXLMaxLinear, Inc.	0.44%	1,387,566	$20M	trimmed−46%	−0.19 pp	4 q
KREState Street SPDR S&P Regional Banking ETF	0.43%	475,850	$20M	new	+0.43 pp	new
DHTDht Holdings, Inc.	0.43%	2,518,310	$20M	trimmed−28%	−0.08 pp	4 q
XLFState Street Financial Select Sector SPDR ETF	0.41%	803,858	$19M	new	+0.41 pp	new
YPFYPF Sociedad Anonima	0.41%	1,213,620	$19M	trimmed−88%	−2.63 pp	10 q
BAXBaxter International Inc.	0.40%	495,000	$19M	trimmed−3%	+0.07 pp	2 q
unresolvedCalifornia Res Corp	0.40%	8,003,523	$19M	trimmed−12%	−0.07 pp	4 q
unresolvedSmart & Final Stores Inc	0.40%	1,028,433	$19M	trimmed−36%	−0.10 pp	4 q
WIXWIX.com Ltd.	0.40%	832,479	$19M	held	—	4 q
unresolvedAmaya Inc	0.38%	1,429,000	$18M	new	+0.38 pp	new
unresolvedQlogic Corp	0.37%	1,406,666	$17M	added×2.1	+0.24 pp	2 q
VLOValero Energy Corporation	0.37%	245,118	$17M	new	+0.37 pp	new
unresolvedExa Corp	0.35%	1,430,000	$17M	added+14%	+0.09 pp	4 q
LITELumentum Holdings Inc.	0.33%	706,666	$16M	trimmed−52%	−0.16 pp	2 q
MXIMMaxim Integrated Products	0.32%	399,494	$15M	added×2.7	+0.22 pp	2 q
HPEHewlett Packard Enterprise Company	0.31%	947,532	$14M	new	+0.31 pp	new
PEverpure, Inc.	0.27%	802,000	$12M	new	+0.27 pp	new
WWayfair Inc.	0.27%	266,611	$13M	added×2.3	+0.19 pp	4 q
EPCEdgewell Personal Care Company	0.26%	152,728	$12M	added+7%	+0.03 pp	3 q
MODNModel N, Inc.	0.25%	1,066,666	$12M	added×2.9	+0.18 pp	2 q
unresolvedExar Corp	0.23%	1,788,822	$11M	trimmed−31%	−0.07 pp	11 q
STWDStarwood Property Trust, Inc.	0.23%	525,000	$11M	held	—	3 q
unresolvedAmerican Capital Agency Corp	0.22%	601,362	$10M	trimmed−46%	−0.19 pp	2 q
unresolvedMead Johnson Nut'n Co	0.22%	130,000	$10M	held	—	5 q
unresolvedChina Biologic Products Inc	0.21%	67,700	$10M	new	+0.21 pp	new
HOUSAnywhere Real Estate Inc.	0.20%	250,105	$9M	added×2.5	+0.13 pp	5 q
MBIMBIA Inc.	0.19%	1,337,713	$9M	trimmed−55%	−0.17 pp	8 q
unresolvedQuantum Corp	0.18%	8,852,481	$8M	added×2.7	+0.14 pp	4 q
VSTOVista Outdoor Inc.	0.18%	188,052	$8M	trimmed−27%	−0.04 pp	4 q
LPSNLivePerson Inc	0.17%	1,206,666	$8M	added×3.8	+0.12 pp	2 q
SYTSyngenta Ag-adr	0.17%	102,700	$8M	new	+0.17 pp	new
unresolvedE M C Corp Mass	0.16%	299,118	$8M	new	+0.16 pp	new
unresolvedStarwood HOTELS&RESORTS Wrld	0.15%	103,000	$7M	new	+0.15 pp	new
VRSKVerisk Analytics, Inc.	0.15%	88,626	$7M	trimmed−57%	−0.15 pp	11 q
unresolvedRite Aid Corp	0.14%	808,700	$6M	new	+0.14 pp	new
unresolvedEnergen Corp	0.13%	148,913	$6M	trimmed−85%	−0.83 pp	11 q
unresolvedRepublic Awys Hldgs Inc	0.13%	1,561,899	$6M	added+47%	+0.01 pp	2 q
SMTCSemtech Corp	0.13%	326,666	$6M	new	+0.13 pp	new
unresolvedCameron International Corp	0.12%	92,091	$6M	held	—	2 q
CMBTCmb.tech NV	0.12%	400,900	$5M	added+45%	+0.04 pp	2 q
unresolvedArris Group Inc New	0.11%	167,000	$5M	new	+0.11 pp	new
HCAHCA Healthcare, Inc.	0.11%	79,247	$5M	new	+0.11 pp	new
unresolvedMazor Robotics Ltd	0.11%	514,565	$5M	held	—	8 q
ODPOffice Depot Inc	0.11%	879,719	$5M	trimmed−31%	−0.05 pp	5 q
unresolvedPandora Media Inc	0.11%	372,023	$5M	added×24.8	+0.10 pp	2 q
unresolvedWillis Group Holdings Public	0.11%	106,300	$5M	new	+0.11 pp	new
ABEOAbeona Therapeutics Inc.	0.10%	1,462,122	$5M	held	—	3 q
unresolvedKrispy Kreme Doughnuts Inc	0.10%	322,512	$5M	held	—	4 q
SUNEQSunedison Inc	0.10%	905,257	$5M	trimmed−10%	−0.04 pp	9 q
WFCWells Fargo & Co.	0.10%	84,861	$5M	new	+0.10 pp	new
VIABViacom Inc. Class B	0.09%	100,000	$4M	new	+0.09 pp	new
99998USDLiberty Global PLC Lilac - A	0.09%	103,200	$4M	added×2.9	+0.07 pp	2 q
MMYTMakeMyTrip Limited	0.09%	239,258	$4M	new	+0.09 pp	new
EXPEExpedia Group, Inc.	0.08%	31,886	$4M	new	+0.08 pp	new
VYXNCR Voyix Corporation	0.08%	149,400	$4M	new	+0.08 pp	new
CVCCablevision Sys Cp NY Grp Cl-a	0.07%	102,571	$3M	new	+0.07 pp	new
unresolvedHercules Offshore Inc	0.07%	1,404,596	$3M	new	+0.07 pp	new
SAVEQSpirit Airlines, Inc.	0.07%	76,500	$3M	new	+0.07 pp	new
CMECME Group Inc.	0.06%	30,000	$3M	held	—	11 q
CHRSCoherus Oncology, Inc.	0.06%	127,600	$3M	held	—	3 q
unresolvedPennymac Finl Svcs Inc	0.06%	187,382	$3M	held	—	7 q
WYNNWynn Resorts Ltd	0.06%	38,100	$3M	trimmed−80%	−0.14 pp	2 q
CVSCvs Health Corporation	0.05%	25,971	$3M	new	+0.05 pp	new
unresolvedNovatel Wireless Inc	0.05%	1,424,138	$2M	trimmed−40%	−0.05 pp	3 q
WBAWalgreens Boots Alliance, Inc	0.05%	30,000	$3M	trimmed−58%	−0.07 pp	5 q
DISCADiscovery, Inc. Series A	0.04%	74,550	$2M	trimmed−85%	−0.21 pp	6 q
GSITGSI Technology	0.04%	562,726	$2M	held	—	4 q
unresolvedPenn Va Corp	0.04%	6,003,509	$2M	held	—	11 q
SPYState Street SPDR S&P 500 ETF Trust	0.04%	8,100	$2M	added+29%	+0.02 pp	8 q
2663134DBitauto Holdings Ltd-adr	0.03%	42,681	$1M	new	+0.03 pp	new
CVLTCommvault Systems, Inc.	0.03%	29,922	$1M	new	+0.03 pp	new
CPRTCopart Inc	0.03%	32,400	$1M	new	+0.03 pp	new
TSUTIM Participacoes S.A.	0.03%	154,884	$1M	new	+0.03 pp	new
AKRXAkorn, Inc.	0.02%	20,100	$750,000	new	+0.02 pp	new
AMGNAmgen Inc	0.02%	4,400	$714,000	added×2.1	+0.01 pp	2 q
BRKRBruker Corporation	0.02%	29,900	$726,000	new	+0.02 pp	new
unresolvedCooper Cos Inc/The	0.02%	6,500	$872,000	new	+0.02 pp	new
GSATGlobalstar, Inc.	0.02%	500,000	$720,000	held	—	7 q
IONSIonis Pharmaceuticals, Inc.	0.02%	12,000	$743,000	new	+0.02 pp	new
unresolvedKeurig Green Mtn Inc	0.02%	9,100	$819,000	new	+0.02 pp	new
KMIKinder Morgan, Inc.	0.02%	50,700	$756,000	new	+0.02 pp	new
NDSNNordson Corp	0.02%	12,800	$821,000	new	+0.02 pp	new
PMPhilip Morris International Inc.	0.02%	9,000	$791,000	new	+0.02 pp	new
ROVIRovi Corporation Com Stk (De)	0.02%	56,666	$944,000	trimmed−99%	−0.82 pp	4 q
SFMSprouts Farmers Market, Inc.	0.02%	31,800	$846,000	new	+0.02 pp	new
unresolvedVwr Corp	0.02%	26,500	$750,000	new	+0.02 pp	new
VEEVVeeva Systems Inc.	0.02%	25,000	$721,000	new	+0.02 pp	new
ALLTAllot Ltd.	0.02%	146,500	$853,000	new	+0.02 pp	new
unresolvedGenco Shipping & Trading Ltd	0.02%	747,838	$1M	held	—	2 q
unresolvedAbeona Therapeutics Inc	0.01%	250,000	$300,000	held	—	3 q
AAPAdvance Auto Parts Inc	0.01%	2,300	$346,000	new	+0.01 pp	new
AGYSAgilysys, Inc. (DE)	0.01%	46,255	$462,000	trimmed−81%	−0.04 pp	3 q
unresolvedAlliance One Intl Inc	0.01%	36,099	$414,000	held	—	3 q
ALNYAlnylam Pharmaceuticals, Inc.	0.01%	6,000	$565,000	new	+0.01 pp	new
CORCencora, Inc.	0.01%	3,900	$404,000	new	+0.01 pp	new
unresolvedAshland Inc New	0.01%	4,400	$452,000	new	+0.01 pp	new
BMABanco Macro S.A.	0.01%	8,036	$467,000	new	+0.01 pp	new
unresolvedBioamber Inc	0.01%	194,000	$274,000	held	—	11 q
unresolvedCBS Corp	0.01%	6,300	$297,000	new	+0.01 pp	new
CRICarter's Inc.	0.01%	4,300	$383,000	new	+0.01 pp	new
CNKCinemark Holdings, Inc.	0.01%	11,700	$391,000	new	+0.01 pp	new
CBRLCracker Barrel Old Country Store, Inc,.	0.01%	3,000	$380,000	new	+0.01 pp	new
DXCMDexCom, Inc.	0.01%	5,700	$467,000	new	+0.01 pp	new
unresolvedDynegy Inc New DEL	0.01%	1,270,300	$597,000	held	—	7 q
KODKEastman Kodak Company	0.01%	24,123	$303,000	held	—	9 q
unresolvedFirst Niagara Finl Gp Inc	0.01%	23,500	$255,000	new	+0.01 pp	new
WOOFoot Locker Inc	0.01%	6,500	$423,000	new	+0.01 pp	new
GBTGlobal Blood Therapeutics, Inc.	0.01%	21,000	$679,000	held	—	2 q
unresolvedHsn Inc	0.01%	4,800	$243,000	new	+0.01 pp	new
HAINHain Celestial Group Inc	0.01%	7,000	$283,000	new	+0.01 pp	new
HN9Hanesbrands Inc	0.01%	15,900	$468,000	trimmed−92%	−0.11 pp	2 q
unresolvedHarman Intl Inds Inc	0.01%	3,900	$367,000	new	+0.01 pp	new
ILMNIllumina Inc	0.01%	2,100	$403,000	new	+0.01 pp	new
INCYIncyte Genomics Inc	0.01%	4,200	$455,000	new	+0.01 pp	new
ICPTIntercept Pharmaceuticals, Inc.	0.01%	2,800	$418,000	new	+0.01 pp	new
unresolvedInvensense Inc	0.01%	51,811	$530,000	held	—	8 q
JAHJarden Corporation	0.01%	8,100	$463,000	new	+0.01 pp	new
JBLUJetBlue Airways Corp	0.01%	15,500	$351,000	new	+0.01 pp	new
unresolvedKey Energy Svcs Inc	0.01%	500,000	$241,000	held	—	5 q
LAMRLamar Advertising Co	0.01%	7,000	$420,000	new	+0.01 pp	new
MGMMgm Resorts International	0.01%	19,500	$443,000	new	+0.01 pp	new
MGNXMacroGenics, Inc.	0.01%	19,488	$604,000	held	—	7 q
MMSMAXIMUS, Inc.	0.01%	8,100	$456,000	new	+0.01 pp	new
MCKMcKesson Corporation	0.01%	2,100	$414,000	new	+0.01 pp	new
NEUNewMarket Corporation	0.01%	700	$267,000	new	+0.01 pp	new
ODFLOld Dominion Freight Line	0.01%	6,900	$408,000	new	+0.01 pp	new
OPKOpko Health Inc.	0.01%	55,500	$558,000	new	+0.01 pp	new
unresolvedParexel Intl Corp	0.01%	5,800	$395,000	new	+0.01 pp	new
PAGPenske Automotive Group, Inc.	0.01%	7,500	$318,000	new	+0.01 pp	new
PIIPolaris Inc.	0.01%	3,800	$327,000	new	+0.01 pp	new
RGCRegencell Bioscience Holdings Limited	0.01%	17,400	$328,000	new	+0.01 pp	new
RMDResMed Inc.	0.01%	12,800	$687,000	new	+0.01 pp	new
XOPState Street SPDR S&P Oil & Gas Exploration & Production ETF	0.01%	16,790	$507,000	held	—	3 q
SBHSally Beauty Holdings, Inc.	0.01%	15,000	$418,000	new	+0.01 pp	new
SNIScripps Networks Inter-cl A	0.01%	5,600	$309,000	new	+0.01 pp	new
SRESempra	0.01%	4,300	$404,000	new	+0.01 pp	new
unresolvedStaples Inc	0.01%	32,800	$311,000	new	+0.01 pp	new
AMTTd Ameritrade Holding Corp	0.01%	6,900	$239,000	new	+0.01 pp	new
unresolvedTasman Metals Ord (Cve)	0.01%	1,666,666	$313,000	held	—	11 q
TDYTeledyne Technologies Incorporated	0.01%	3,900	$346,000	new	+0.01 pp	new
TRIPTripAdvisor, Inc.	0.01%	4,800	$409,000	trimmed−98%	−0.26 pp	2 q
UAAUnder Armour, Inc.	0.01%	5,700	$459,000	new	+0.01 pp	new
UTHRUnited Therapeutics Corp	0.01%	4,400	$689,000	new	+0.01 pp	new
VARVarian Medical Systems, Inc.	0.01%	6,000	$485,000	new	+0.01 pp	new
unresolvedViolin Memory Inc	0.01%	416,666	$375,000	held	—	9 q
WBCWabco Holdings Inc.	0.01%	3,800	$389,000	new	+0.01 pp	new
WYNTravel + Leisure Co.	0.01%	4,100	$298,000	new	+0.01 pp	new
ZBHZimmer Biomet Holdings, Inc.	0.01%	4,700	$482,000	new	+0.01 pp	new
ALKSAlkermes Inc. plc	0.01%	3,400	$270,000	trimmed−57%	0.00 pp	2 q
EXXIEnergy Xxi Ltd	0.01%	500,000	$505,000	held	—	5 q
GSMFerroglobe PLC	0.01%	57,900	$622,000	new	+0.01 pp	new
JAZZJazz Pharmaceuticals, Inc.	0.01%	3,200	$450,000	new	+0.01 pp	new
MNKMallinckrodt PLC	0.01%	6,500	$485,000	new	+0.01 pp	new
unresolvedMichael Kors Hldgs Ltd	0.01%	7,400	$296,000	new	+0.01 pp	new
SIGSignet Jewelers Limited	0.01%	3,800	$470,000	new	+0.01 pp	new
GRMNGarmin Ltd	0.01%	11,800	$439,000	new	+0.01 pp	new
unresolvedEastman Kodak Co	0.00%	8,383	$23,000	held	—	9 q
unresolvedEastman Kodak Co	0.00%	8,383	$15,000	held	—	9 q
unresolvedTowerstream Corp	0.00%	431,800	$164,000	held	—	11 q
WTMWhite Mountains Insurance Group Ltd.	0.00%	300	$218,000	new	0.00 pp	new
VIPSVipshop Holdings Limited	—	−5,881,922	—	exited	−1.95 pp	—
NEENextEra Energy, Inc.	—	−1,007,055	—	exited	−1.93 pp	—
unresolvedPmc-sierra Inc	—	−11,161,666	—	exited	−1.49 pp	—
SLBSLB Limited	—	−982,116	—	exited	−1.33 pp	—
NRGNRG Energy, Inc.	—	−4,321,456	—	exited	−1.26 pp	—
LUVSouthwest Airlines Co.	—	−1,338,253	—	exited	−1.00 pp	—
unresolvedMonsanto Co	—	−529,120	—	exited	−0.89 pp	—
LSCCLattice Semiconductor Corp	—	−11,266,666	—	exited	−0.85 pp	—
SCHWThe Charles Schwab Corporation	—	−1,296,455	—	exited	−0.73 pp	—
CTRPTrip.com Group Limited	—	−1,144,708	—	exited	−0.71 pp	—
NFLXNetFlix Inc	—	−317,534	—	exited	−0.65 pp	—
INTUIntuit Inc	—	−360,429	—	exited	−0.63 pp	—
Nextera Energy Incconvertible	—	−575,000	—	exited	−0.58 pp	—
GMGeneral Motors Company	—	−888,899	—	exited	−0.53 pp	—
unresolvedDelek US Hldgs Inc	—	−957,073	—	exited	−0.52 pp	—
NBLNoble Energy, Inc.	—	−795,969	—	exited	−0.47 pp	—
unresolvedAltera Corp	—	−441,606	—	exited	−0.44 pp	—
unresolvedWestern Refng Inc	—	−487,469	—	exited	−0.42 pp	—
RDNRadian Group Inc.	—	−1,125,504	—	exited	−0.35 pp	—
PRGOPerrigo Company PLC	—	−113,921	—	exited	−0.35 pp	—
BXPBXP, Inc.	—	−140,333	—	exited	−0.33 pp	—
unresolvedFederal Realty Investment Trust REIT	—	−121,734	—	exited	−0.33 pp	—
SPGSimon Property Group, Inc.	—	−89,614	—	exited	−0.32 pp	—
WELLWelltower Inc.	—	−237,386	—	exited	−0.32 pp	—
VTRVentas, Inc.	—	−282,600	—	exited	−0.31 pp	—
unresolvedSigma Aldrich Corp	—	−108,381	—	exited	−0.30 pp	—
unresolvedSoufun Holdings Ltd ADR	—	−1,969,051	—	exited	−0.26 pp	—
MTGMGIC Investment Corp.	—	−1,176,914	—	exited	−0.21 pp	—
unresolvedPlains Gp Hldgs L P	—	−615,415	—	exited	−0.21 pp	—
HDHome Depot, Inc.	—	−83,426	—	exited	−0.19 pp	—
unresolvedNrg Yield Inc	—	−814,670	—	exited	−0.19 pp	—
unresolvedAvago Technologies Ltd	—	−77,724	—	exited	−0.19 pp	—
ETRAE*trade Financial Corp	—	−346,441	—	exited	−0.18 pp	—
FNSRFinisar Corp	—	−666,666	—	exited	−0.15 pp	—
ORLYO'Reilly Automotive, Inc.	—	−30,600	—	exited	−0.15 pp	—
TAPMolson Coors Beverage Company Class B	—	−88,210	—	exited	−0.14 pp	—
NLYAnnaly Capital Management. Inc.	—	−503,018	—	exited	−0.10 pp	—
LOWLowe's Companies Inc.	—	−73,313	—	exited	−0.10 pp	—
NPTNNeophotonics Corp	—	−714,938	—	exited	−0.10 pp	—
OLNOlin Corp.	—	−310,400	—	exited	−0.10 pp	—
SJMThe J.M. Smucker Company	—	−43,700	—	exited	−0.10 pp	—
BKDBrookdale Senior Living, Inc.	—	−195,000	—	exited	−0.09 pp	—
unresolvedAlon USA Energy Inc	—	−229,318	—	exited	−0.08 pp	—
unresolvedCharter Comm's Inc	—	−20,000	—	exited	−0.07 pp	—
XLBState Street Materials Select Sector SPDR ETF	—	−90,900	—	exited	−0.07 pp	—
AVBAvalonBay Communities, Inc.	—	−18,121	—	exited	−0.06 pp	—
VMRKVivmark Residential	—	−42,541	—	exited	−0.06 pp	—
ESSEssex Property Trust, Inc	—	−14,160	—	exited	−0.06 pp	—
unresolvedPrecision Castparts Corp	—	−13,000	—	exited	−0.06 pp	—
CALXCalix, Inc.	—	−353,097	—	exited	−0.05 pp	—
CLXClorox Company	—	−17,300	—	exited	−0.04 pp	—
unresolvedCoca Cola Enterprises Inc Ne	—	−40,700	—	exited	−0.04 pp	—
VLRSControladora Vuela Compania De Aviacion, S.a.b. De C.v.	—	−146,011	—	exited	−0.04 pp	—
XLEState Street Energy Select Sector SPDR ETF	—	−34,600	—	exited	−0.04 pp	—
FNFabrinet	—	−100,000	—	exited	−0.04 pp	—
KELKellanova	—	−24,600	—	exited	−0.03 pp	—
SIMOSilicon Motion Technology Corporation	—	−54,012	—	exited	−0.03 pp	—
unresolvedDynegy Inc	—	−39,527	—	exited	−0.02 pp	—
GGALGrupo Financiero Galicia SA	—	−61,583	—	exited	−0.02 pp	—
HSYThe Hershey Company	—	−9,100	—	exited	−0.02 pp	—
unresolvedJanus Cap Group Inc	—	−87,061	—	exited	−0.02 pp	—
KMBKimberly-Clark Corp.	—	−7,900	—	exited	−0.02 pp	—
RMBSRambus Inc	—	−93,900	—	exited	−0.02 pp	—
MDRXVeradigm Inc	—	−38,200	—	exited	−0.01 pp	—
UHALU-Haul Holding Company	—	−800	—	exited	−0.01 pp	—
1885807DAthenahealth Inc	—	−3,700	—	exited	−0.01 pp	—
BDXBecton, Dickinson and Co.	—	−3,700	—	exited	−0.01 pp	—
BIOBio-Rad Laboratories, Inc.Class A	—	−2,200	—	exited	−0.01 pp	—
TECHBio-Techne Corp.	—	−5,500	—	exited	−0.01 pp	—
BMYBristol-Myers Squibb Co.	—	−5,000	—	exited	−0.01 pp	—
unresolvedDentsply Intl Inc New	—	−9,800	—	exited	−0.01 pp	—
IDXXIdexx Laboratories Inc	—	−6,800	—	exited	−0.01 pp	—
ISRGIntuitive Surgical Inc.	—	−1,100	—	exited	−0.01 pp	—
PEPPepsiCo, Inc.	—	−8,000	—	exited	−0.01 pp	—
SIX1Six Flags Entertainment Corp.	—	−6,200	—	exited	−0.01 pp	—
BABAAlibaba Group Holding Limited	—	−1,000	—	exited	0.00 pp	—
CBOECboe Global Markets, Inc.	—	−3,200	—	exited	0.00 pp	—
CMGChipotle Mexican Grill, Inc.	—	−300	—	exited	0.00 pp	—
unresolvedForest City Enterprises Inc	—	−10,000	—	exited	0.00 pp	—
IPGThe Interpublic Group of Companies, Inc.	—	−11,700	—	exited	0.00 pp	—
BPOPPopular Inc	—	−7,000	—	exited	0.00 pp	—
unresolvedPriceline Grp Inc	—	−200	—	exited	0.00 pp	—
VFCV.F. Corporation	—	−3,300	—	exited	0.00 pp	—
WENThe Wendy's Company	—	−16,400	—	exited	0.00 pp	—
unresolvedXl Group PLC	—	−5,600	—	exited	0.00 pp	—

Other 13(f) securities

Options 17

Contract	% of notional	Shares	Notional
SPY PUT	29.42%	1,004,000	$205M
BABA CALL	11.50%	985,000	$80M
Powershares Qqq Trust Series 1 PUT	10.38%	646,000	$72M
Dow Chemical Co CALL	10.04%	1,357,000	$70M
XOP CALL	8.34%	1,920,000	$58M
IWM PUT	6.11%	378,000	$43M
PFE CALL	5.98%	1,290,000	$42M
XLF CALL	4.10%	1,200,000	$29M
UNP CALL	3.80%	337,800	$26M
KRC PUT	3.05%	335,000	$21M
CSX CALL	2.78%	746,200	$19M
SBA Comms Corp CALL	1.37%	91,000	$10M
BUD CALL	0.90%	50,000	$6M
VMW CALL	0.81%	100,000	$6M
SEM PUT	0.53%	307,500	$4M
XPO CALL	0.49%	125,000	$3M
BKD CALL	0.39%	148,000	$3M

Notes 9

Issue	% of notes	Principal	Value
Nuance Communications	27.15%	179,276,000	$181M
Viavi Solutions Inc	24.56%	173,756,000	$164M
Webmd Health Corp	15.52%	100,034,000	$103M
Invensense Inc	13.89%	98,814,000	$93M
Ciena Corp	9.47%	64,057,000	$63M
Webmd Health Corp	3.29%	21,820,000	$22M
Violin Memory Inc	2.29%	25,650,000	$15M
Liberty Media Corp	1.95%	13,200,000	$13M
Cornerstone Ondemand Inc	1.89%	12,750,000	$13M

Source

Form: 13F-HR
Reading: 0 defects · 61 unresolved
Accession: 0001140361-16-053193
SEC cross-check: SEC data set not published yet

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