Rubric Capital Management LP Quant / Systematic

CIK: 0001687509 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: Feb 3, 2017

Total Value ($000): $291,047 (100.0% shares, 0.0% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 17.3%

Value ($000) $50,294 Shares 225,000 Est. Cost — Unrealized —

TSLA TESLA MTRS INC 7.3%

Value ($000) $21,369 Shares 100,000 Est. Cost — Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 6.7%

Value ($000) $19,495 Shares 1,275,000 Est. Cost $12.63 Unrealized 0.0%

— TESSERA HLDG CORP 6.1%

Value ($000) $17,680 Shares 400,000 Est. Cost $44.20 Unrealized —

— NATIONSTAR MTG HLDGS INC 6.1%

Value ($000) $17,609 Shares 975,000 Est. Cost $18.06 Unrealized —

OLN OLIN CORP 5.9%

Value ($000) $17,287 Shares 675,000 Est. Cost $18.41 Unrealized 0.0%

SIG SIGNET JEWELERS LIMITED 4.6%

Value ($000) $13,385 Shares 142,000 Est. Cost $72.55 Unrealized 0.0%

VYX NCR CORP NEW 3.7%

Value ($000) $10,692 Shares 263,598 Est. Cost $22.45 Unrealized 0.0%

MX MAGNACHIP SEMICONDUCTOR CORP 3.4%

Value ($000) $9,920 Shares 1,600,000 Est. Cost $6.81 Unrealized 0.0%

FIZZ NATIONAL BEVERAGE CORP 3.2%

Value ($000) $9,194 Shares 180,000 Est. Cost $18.97 Unrealized 0.0%

— GMS INC 2.5%

Value ($000) $7,255 Shares 247,780 Est. Cost $29.28 Unrealized —

HRTX HERON THERAPEUTICS INC 2.5%

Value ($000) $7,205 Shares 550,000 Est. Cost $15.69 Unrealized 0.0%

FXI ISHARES TR 2.4%

Value ($000) $6,942 Shares 200,000 Est. Cost — Unrealized —

— DELEK US HLDGS INC 2.4%

Value ($000) $6,941 Shares 288,350 Est. Cost $24.07 Unrealized —

— DELL TECHNOLOGIES INC 2.3%

Value ($000) $6,651 Shares 121,000 Est. Cost $54.97 Unrealized —

PARR PAR PACIFIC HOLDINGS INC 2.2%

Value ($000) $6,543 Shares 450,000 Est. Cost $14.27 Unrealized 0.0%

— VMWARE INC 2.0%

Value ($000) $5,905 Shares 75,000 Est. Cost $78.73 Unrealized —

— KRATON CORPORATION 2.0%

Value ($000) $5,696 Shares 200,000 Est. Cost $28.48 Unrealized —

CNDT CONDUENT INC 1.9%

Value ($000) $5,440 Shares 365,100 Est. Cost $14.90 Unrealized 0.0%

— RENEWABLE ENERGY GROUP INC 1.7%

Value ($000) $4,850 Shares 500,000 Est. Cost $9.70 Unrealized —

MCO MOODYS CORP 1.6%

Value ($000) $4,714 Shares 50,000 Est. Cost — Unrealized —

FIZZ NATIONAL BEVERAGE CORP 1.6%

Value ($000) $4,558 Shares 89,241 Est. Cost $18.97 Unrealized 0.0%

— FORTERRA INC 1.5%

Value ($000) $4,332 Shares 200,000 Est. Cost $21.66 Unrealized —

BCO BRINKS CO 1.4%

Value ($000) $4,125 Shares 100,000 Est. Cost $36.44 Unrealized 0.0%

— MITEL NETWORKS CORP 1.3%

Value ($000) $3,647 Shares 536,356 Est. Cost $6.80 Unrealized —

— ANTARES PHARMA INC 0.9%

Value ($000) $2,713 Shares 1,164,348 Est. Cost $2.33 Unrealized —

— ALLERGAN PLC 0.9%

Value ($000) $2,604 Shares 12,400 Est. Cost $210.00 Unrealized —

STC STEWART INFORMATION SVCS COR 0.8%

Value ($000) $2,304 Shares 50,000 Est. Cost $44.87 Unrealized 0.0%

— MDC PARTNERS INC 0.8%

Value ($000) $2,290 Shares 349,683 Est. Cost $6.55 Unrealized —

— RESTORATION HARDWARE HLDGS I 0.7%

Value ($000) $2,026 Shares 66,000 Est. Cost $30.70 Unrealized —

— SEARS HLDGS CORP 0.6%

Value ($000) $1,858 Shares 200,000 Est. Cost — Unrealized —

— MIDSTATES PETE CO INC 0.5%

Value ($000) $1,578 Shares 76,090 Est. Cost $20.74 Unrealized —

BAK BRASKEM S A 0.4%

Value ($000) $1,273 Shares 60,000 Est. Cost $21.22 Unrealized —

— GOL LINHAS AEREAS INTLG S A 0.4%

Value ($000) $1,055 Shares 77,446 Est. Cost $13.62 Unrealized —

KW KENNEDY-WILSON HLDGS INC 0.3%

Value ($000) $728 Shares 35,500 Est. Cost $21.35 Unrealized 0.0%

OMER OMEROS CORP 0.2%

Value ($000) $496 Shares 50,000 Est. Cost $10.20 Unrealized 0.0%

RITM NEW RESIDENTIAL INVT CORP 0.1%

Value ($000) $393 Shares 25,000 Est. Cost $15.72 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	225,000	$50,294	17.3%	—	—	Put	78462F103
TSLA	TESLA MTRS INC	100,000	$21,369	7.3%	—	—	Put	88160R101
IRWD	IRONWOOD PHARMACEUTICALS INC	1,275,000	$19,495	6.7%	$12.63	0.0%	COM CL A	46333X108
—	TESSERA HLDG CORP	400,000	$17,680	6.1%	$44.20	—	COM	88166T101
—	NATIONSTAR MTG HLDGS INC	975,000	$17,609	6.1%	$18.06	—	COM	63861C109
OLN	OLIN CORP	675,000	$17,287	5.9%	$18.41	0.0%	COM PAR $1	680665205
SIG	SIGNET JEWELERS LIMITED	142,000	$13,385	4.6%	$72.55	0.0%	SHS	G81276100
VYX	NCR CORP NEW	263,598	$10,692	3.7%	$22.45	0.0%	COM	62886E108
MX	MAGNACHIP SEMICONDUCTOR CORP	1,600,000	$9,920	3.4%	$6.81	0.0%	COM	55933J203
FIZZ	NATIONAL BEVERAGE CORP	180,000	$9,194	3.2%	$18.97	0.0%	Call	635017106
—	GMS INC	247,780	$7,255	2.5%	$29.28	—	COM	36251C103
HRTX	HERON THERAPEUTICS INC	550,000	$7,205	2.5%	$15.69	0.0%	COM	427746102
FXI	ISHARES TR	200,000	$6,942	2.4%	—	—	Put	464287184
—	DELEK US HLDGS INC	288,350	$6,941	2.4%	$24.07	—	COM	246647101
—	DELL TECHNOLOGIES INC	121,000	$6,651	2.3%	$54.97	—	COM CL V	24703L103
PARR	PAR PACIFIC HOLDINGS INC	450,000	$6,543	2.2%	$14.27	0.0%	COM NEW	69888T207
—	VMWARE INC	75,000	$5,905	2.0%	$78.73	—	CL A COM	928563402
—	KRATON CORPORATION	200,000	$5,696	2.0%	$28.48	—	COM	50077C106
CNDT	CONDUENT INC	365,100	$5,440	1.9%	$14.90	0.0%	COM	206787103
—	RENEWABLE ENERGY GROUP INC	500,000	$4,850	1.7%	$9.70	—	COM NEW	75972A301
MCO	MOODYS CORP	50,000	$4,714	1.6%	—	—	Put	615369105
FIZZ	NATIONAL BEVERAGE CORP	89,241	$4,558	1.6%	$18.97	0.0%	COM	635017106
—	FORTERRA INC	200,000	$4,332	1.5%	$21.66	—	COM	34960W106
BCO	BRINKS CO	100,000	$4,125	1.4%	$36.44	0.0%	COM	109696104
—	MITEL NETWORKS CORP	536,356	$3,647	1.3%	$6.80	—	COM	60671Q104
—	ANTARES PHARMA INC	1,164,348	$2,713	0.9%	$2.33	—	COM	036642106
—	ALLERGAN PLC	12,400	$2,604	0.9%	$210.00	—	SHS	G0177J108
STC	STEWART INFORMATION SVCS COR	50,000	$2,304	0.8%	$44.87	0.0%	COM	860372101
—	MDC PARTNERS INC	349,683	$2,290	0.8%	$6.55	—	CL A SUB VTG	552697104
—	RESTORATION HARDWARE HLDGS I	66,000	$2,026	0.7%	$30.70	—	COM	761283100
—	SEARS HLDGS CORP	200,000	$1,858	0.6%	—	—	Put	812350106
—	MIDSTATES PETE CO INC	76,090	$1,578	0.5%	$20.74	—	COM PAR	59804T407
BAK	BRASKEM S A	60,000	$1,273	0.4%	$21.22	—	SP ADR PFD A	105532105
—	GOL LINHAS AEREAS INTLG S A	77,446	$1,055	0.4%	$13.62	—	SPON ADR PFD NEW	38045R206
KW	KENNEDY-WILSON HLDGS INC	35,500	$728	0.3%	$21.35	0.0%	COM	489398107
OMER	OMEROS CORP	50,000	$496	0.2%	$10.20	0.0%	COM	682143102
RITM	NEW RESIDENTIAL INVT CORP	25,000	$393	0.1%	$15.72	—	COM NEW	64828T201