Rubric Capital Management LP Quant / Systematic

CIK: 0001687509 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $1,017,383 (100.0% shares, 0.0% debt)

Holdings (43)

CWH CAMPING WORLD HLDGS INC 6.6%

Value ($000) $67,446 Shares 2,700,000 Est. Cost $16.75 Unrealized 0.0%

CNDT CONDUENT INC 6.5%

Value ($000) $66,321 Shares 3,650,000 Est. Cost $16.94 Unrealized +14.0%

BRSL INTERNATIONAL GAME TECHNOLOG 5.3%

Value ($000) $53,917 Shares 2,320,000 Est. Cost $15.34 Unrealized +9.0%

— NATIONSTAR MTG HLDGS INC 5.2%

Value ($000) $52,652 Shares 3,003,512 Est. Cost $18.00 Unrealized —

— FLEXION THERAPEUTICS INC 5.0%

Value ($000) $51,021 Shares 1,973,714 Est. Cost $23.67 Unrealized —

— GULFPORT ENERGY CORP 4.9%

Value ($000) $50,274 Shares 3,999,500 Est. Cost $9.89 Unrealized —

— GMS INC 4.9%

Value ($000) $50,117 Shares 1,850,000 Est. Cost $29.87 Unrealized —

RYAM RAYONIER ADVANCED MATLS INC 4.7%

Value ($000) $47,655 Shares 2,788,487 Est. Cost $15.96 Unrealized +20.6%

— MCDERMOTT INTL INC 4.6%

Value ($000) $47,284 Shares 2,406,310 Est. Cost $19.65 Unrealized —

HRTX HERON THERAPEUTICS INC 4.4%

Value ($000) $44,299 Shares 1,140,247 Est. Cost $14.83 Unrealized +114.6%

KLIC KULICKE & SOFFA INDS INC 4.2%

Value ($000) $42,876 Shares 1,800,000 Est. Cost $20.85 Unrealized -0.7%

— WILLSCOT CORP 4.0%

Value ($000) $40,700 Shares 2,750,000 Est. Cost $12.70 Unrealized —

— RENEWABLE ENERGY GROUP INC 3.4%

Value ($000) $35,053 Shares 1,963,740 Est. Cost $12.47 Unrealized —

— SYNEOS HEALTH INC 3.4%

Value ($000) $35,020 Shares 746,687 Est. Cost $45.23 Unrealized —

— KRATON CORPORATION 3.2%

Value ($000) $32,298 Shares 700,000 Est. Cost $42.79 Unrealized —

ICHR ICHOR HOLDINGS 3.1%

Value ($000) $31,162 Shares 1,468,508 Est. Cost $27.66 Unrealized -13.7%

MX MAGNACHIP SEMICONDUCTOR CORP 3.0%

Value ($000) $30,750 Shares 3,000,000 Est. Cost $8.36 Unrealized +23.9%

BLDR BUILDERS FIRSTSOURCE INC 2.9%

Value ($000) $29,264 Shares 1,600,000 Est. Cost $19.22 Unrealized -0.5%

OSG AMBAC FINL GROUP INC 2.7%

Value ($000) $27,790 Shares 1,400,000 Est. Cost $17.23 Unrealized +7.1%

— CONSTELLIUM NV 2.3%

Value ($000) $23,888 Shares 2,319,239 Est. Cost $9.59 Unrealized —

— PARTY CITY HOLDCO INC 1.8%

Value ($000) $18,681 Shares 1,225,000 Est. Cost $14.21 Unrealized —

SD SANDRIDGE ENERGY INC 1.7%

Value ($000) $17,197 Shares 969,400 Est. Cost $15.61 Unrealized -4.0%

— SPIRIT MTA REIT 1.7%

Value ($000) $16,870 Shares 1,637,856 Est. Cost $10.30 Unrealized —

— WMIH CORP 1.3%

Value ($000) $12,938 Shares 9,655,500 Est. Cost $1.38 Unrealized —

OLN OLIN CORP 1.2%

Value ($000) $12,535 Shares 436,455 Est. Cost $27.28 Unrealized -8.1%

NTRA NATERA INC 1.1%

Value ($000) $11,192 Shares 594,664 Est. Cost $12.16 Unrealized 0.0%

— OCEAN RIG UDW INC 0.9%

Value ($000) $9,617 Shares 326,229 Est. Cost $26.80 Unrealized —

NAVI NAVIENT CORPORATION 0.8%

Value ($000) $8,079 Shares 620,000 Est. Cost $13.60 Unrealized +0.2%

— RAYONIER ADVANCED MATLS INC 0.6%

Value ($000) $6,153 Shares 50,220 Est. Cost $145.28 Unrealized —

— ECLIPSE RES CORP 0.6%

Value ($000) $5,778 Shares 3,611,100 Est. Cost $2.30 Unrealized —

CHRS COHERUS BIOSCIENCES INC 0.5%

Value ($000) $4,900 Shares 350,000 Est. Cost $10.94 Unrealized +30.8%

CHRS COHERUS BIOSCIENCES INC 0.5%

Value ($000) $4,781 Shares 341,490 Est. Cost $10.94 Unrealized +30.8%

— FOUNDATION BLDG MATLS INC 0.4%

Value ($000) $3,566 Shares 231,862 Est. Cost $15.38 Unrealized —

— MONEYGRAM INTL INC 0.3%

Value ($000) $3,471 Shares 518,820 Est. Cost $6.69 Unrealized —

— WILLSCOT CORP 0.3%

Value ($000) $3,164 Shares 1,400,000 Est. Cost $1.44 Unrealized —

— VANTAGE ENERGY ACQUISITION 0.3%

Value ($000) $3,120 Shares 300,000 Est. Cost $10.13 Unrealized —

GERN GERON CORP 0.3%

Value ($000) $2,660 Shares 775,500 Est. Cost — Unrealized —

— TRONC INC 0.3%

Value ($000) $2,630 Shares 152,201 Est. Cost $16.42 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 0.2%

Value ($000) $2,338 Shares 476,164 Est. Cost $12.99 Unrealized —

— MIDSTATES PETE CO INC 0.2%

Value ($000) $2,246 Shares 165,000 Est. Cost $16.68 Unrealized —

— CNX MIDSTREAM PARTNERS LP 0.2%

Value ($000) $2,166 Shares 111,698 Est. Cost $18.39 Unrealized —

ERII ENERGY RECOVERY INC 0.2%

Value ($000) $2,027 Shares 250,818 Est. Cost $8.01 Unrealized +5.3%

— AVAYA HLDGS CORP 0.1%

Value ($000) $1,487 Shares 74,070 Est. Cost $20.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CWH	CAMPING WORLD HLDGS INC	2,700,000	$67,446	6.6%	$16.75	0.0%	CL A	13462K109
CNDT	CONDUENT INC	3,650,000	$66,321	6.5%	$16.94	+14.0%	COM	206787103
BRSL	INTERNATIONAL GAME TECHNOLOG	2,320,000	$53,917	5.3%	$15.34	+9.0%	SHS USD	G4863A108
—	NATIONSTAR MTG HLDGS INC	3,003,512	$52,652	5.2%	$18.00	—	COM	63861C109
—	FLEXION THERAPEUTICS INC	1,973,714	$51,021	5.0%	$23.67	—	COM	33938J106
—	GULFPORT ENERGY CORP	3,999,500	$50,274	4.9%	$9.89	—	COM NEW	402635304
—	GMS INC	1,850,000	$50,117	4.9%	$29.87	—	COM	36251C103
RYAM	RAYONIER ADVANCED MATLS INC	2,788,487	$47,655	4.7%	$15.96	+20.6%	COM	75508B104
—	MCDERMOTT INTL INC	2,406,310	$47,284	4.6%	$19.65	—	COM	580037703
HRTX	HERON THERAPEUTICS INC	1,140,247	$44,299	4.4%	$14.83	+114.6%	COM	427746102
KLIC	KULICKE & SOFFA INDS INC	1,800,000	$42,876	4.2%	$20.85	-0.7%	COM	501242101
—	WILLSCOT CORP	2,750,000	$40,700	4.0%	$12.70	—	COM	971375126
—	RENEWABLE ENERGY GROUP INC	1,963,740	$35,053	3.4%	$12.47	—	COM NEW	75972A301
—	SYNEOS HEALTH INC	746,687	$35,020	3.4%	$45.23	—	CL A	87166B102
—	KRATON CORPORATION	700,000	$32,298	3.2%	$42.79	—	COM	50077C106
ICHR	ICHOR HOLDINGS	1,468,508	$31,162	3.1%	$27.66	-13.7%	SHS	G4740B105
MX	MAGNACHIP SEMICONDUCTOR CORP	3,000,000	$30,750	3.0%	$8.36	+23.9%	COM	55933J203
BLDR	BUILDERS FIRSTSOURCE INC	1,600,000	$29,264	2.9%	$19.22	-0.5%	COM	12008R107
OSG	AMBAC FINL GROUP INC	1,400,000	$27,790	2.7%	$17.23	+7.1%	COM NEW	023139884
—	CONSTELLIUM NV	2,319,239	$23,888	2.3%	$9.59	—	CL A	N22035104
—	PARTY CITY HOLDCO INC	1,225,000	$18,681	1.8%	$14.21	—	COM	702149105
SD	SANDRIDGE ENERGY INC	969,400	$17,197	1.7%	$15.61	-4.0%	COM NEW	80007P869
—	SPIRIT MTA REIT	1,637,856	$16,870	1.7%	$10.30	—	COM SHS BEN IN	84861U105
—	WMIH CORP	9,655,500	$12,938	1.3%	$1.38	—	COM	92936P100
OLN	OLIN CORP	436,455	$12,535	1.2%	$27.28	-8.1%	COM PAR $1	680665205
NTRA	NATERA INC	594,664	$11,192	1.1%	$12.16	0.0%	COM	632307104
—	OCEAN RIG UDW INC	326,229	$9,617	0.9%	$26.80	—	COM CL A	G66964118
NAVI	NAVIENT CORPORATION	620,000	$8,079	0.8%	$13.60	+0.2%	COM	63938C108
—	RAYONIER ADVANCED MATLS INC	50,220	$6,153	0.6%	$145.28	—	PFD CV SER A	75508B203
—	ECLIPSE RES CORP	3,611,100	$5,778	0.6%	$2.30	—	COM	27890G100
CHRS	COHERUS BIOSCIENCES INC	350,000	$4,900	0.5%	$10.94	+30.8%	Call	19249H103
CHRS	COHERUS BIOSCIENCES INC	341,490	$4,781	0.5%	$10.94	+30.8%	COM	19249H103
—	FOUNDATION BLDG MATLS INC	231,862	$3,566	0.4%	$15.38	—	COM	350392106
—	MONEYGRAM INTL INC	518,820	$3,471	0.3%	$6.69	—	COM NEW	60935Y208
—	WILLSCOT CORP	1,400,000	$3,164	0.3%	$1.44	—	*W EXP 09/10/202	971375118
—	VANTAGE ENERGY ACQUISITION	300,000	$3,120	0.3%	$10.13	—	UNIT 04/12/2024	92211L204
GERN	GERON CORP	775,500	$2,660	0.3%	—	—	Put	374163103
—	TRONC INC	152,201	$2,630	0.3%	$16.42	—	COM	89703P107
—	MERRIMACK PHARMACEUTICALS IN	476,164	$2,338	0.2%	$12.99	—	COM NEW	590328209
—	MIDSTATES PETE CO INC	165,000	$2,246	0.2%	$16.68	—	COM PAR	59804T407
—	CNX MIDSTREAM PARTNERS LP	111,698	$2,166	0.2%	$18.39	—	COM UNIT REPST	12654A101
ERII	ENERGY RECOVERY INC	250,818	$2,027	0.2%	$8.01	+5.3%	COM	29270J100
—	AVAYA HLDGS CORP	74,070	$1,487	0.1%	$20.08	—	COM	05351X101