HIGHBRIDGE CAPITAL MANAGEMENT LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$6.7B

Holdings

923

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (923 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BABAALIBABA GROUP HLDG LTD	3,691,000	$520.1M	7.76%	Put
2	SPYSPDR S&P 500 ETF TR	900,000	$217.6M	3.25%	Put
3	IWMISHARES TR	1,100,000	$155.0M	2.31%	Put
4	CLCOLGATE PALMOLIVE CO	1,356,569	$100.6M	1.50%	Call
5	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	65,000,000	$97.4M	1.45%
6	—LAM RESEARCH CORP	40,050,000	$94.5M	1.41%
7	INTC 3.25 08/01/39INTEL CORP	49,500,000	$81.7M	1.22%
8	XBISPDR SERIES TRUST	1,000,000	$77.2M	1.15%	Call
9	STLAFIAT CHRYSLER AUTOMOBILES N	6,772,978	$71.4M	1.06%	Put
10	AMZNAMAZON COM INC	67,500	$65.3M	0.97%	Call
11	FEZSPDR INDEX SHS FDS	1,657,700	$63.8M	0.95%	Put
12	METAFACEBOOK INC	405,200	$61.2M	0.91%	Put
13	—ILG INC	2,107,589	$57.9M	0.86%	Put
14	AIGAMERICAN INTL GROUP INC	2,743,100	$57.6M	0.86%
15	—OLD REP INTL CORP	45,323,000	$57.6M	0.86%
16	INTCINTEL CORP	1,659,300	$56.0M	0.84%	Put
17	MAMASTERCARD INCORPORATED	460,300	$55.9M	0.83%	Call
18	AABAUSDALTABA INC	964,955	$52.6M	0.78%
19	BMYBRISTOL MYERS SQUIBB CO	926,183	$51.6M	0.77%	Call
20	—DOW CHEM CO	790,000	$49.8M	0.74%	Call
21	TWXCHFTIME WARNER INC	485,000	$48.7M	0.73%
22	—CEMEX SAB DE CV	40,728,000	$48.7M	0.73%
23	—CITRIX SYS INC	39,000,000	$46.9M	0.70%
24	—LIGAND PHARMACEUTICALS INC	27,500,000	$45.6M	0.68%
25	—WELLTOWER INC	637,000	$42.2M	0.63%
26	LMCA 1.375 10/15/23LIBERTY MEDIA CORP DELAWARE	35,000,000	$41.6M	0.62%
27	—ALERE INC	101,010	$39.7M	0.59%
28	—ATHENE HLDG LTD	773,908	$38.4M	0.57%
29	TECK/BTECK RESOURCES LTD	2,177,900	$37.7M	0.56%	Put
30	DEODIAGEO P L C	314,500	$37.7M	0.56%	Put
31	JNJJOHNSON & JOHNSON	283,753	$37.5M	0.56%	Put
32	—STARWOOD PPTY TR INC	31,902,000	$36.3M	0.54%
33	—MONSANTO CO NEW	300,000	$35.5M	0.53%
34	USFDUS FOODS HLDG CORP	1,292,371	$35.2M	0.52%	Call
35	LBRDALIBERTY BROADBAND CORP	395,482	$33.9M	0.51%
36	MRKMERCK & CO INC	522,078	$33.5M	0.50%	Call
37	—EURONET WORLDWIDE INC	26,000,000	$33.2M	0.50%
38	—PNC FINL SVCS GROUP INC	575,000	$33.1M	0.49%
39	—LAYNE CHRISTENSEN CO	31,000,000	$32.8M	0.49%
40	VIABVIACOM INC NEW	968,879	$32.5M	0.49%	Call
41	—CF CORP	2,862,303	$32.2M	0.48%
42	—IMMUNOGEN INC	17,092,000	$31.4M	0.47%
43	DELLDELL TECHNOLOGIES INC	511,197	$31.2M	0.47%
44	—TPG PACE ENERGY HLDGS CORP	3,000,000	$31.2M	0.47%
45	—BANK AMER CORP	2,577,500	$31.0M	0.46%
46	—SUCAMPO PHARMACEUTICALS INC	31,341,000	$30.7M	0.46%
47	—SHIP FINANCE INTERNATIONAL L	28,500,000	$30.6M	0.46%
48	MSFTMICROSOFT CORP	443,644	$30.6M	0.46%	Put
49	FEFIRSTENERGY CORP	1,038,178	$30.3M	0.45%
50	CMCSACOMCAST CORP NEW	766,034	$29.8M	0.44%	Put
51	—FINISAR CORP	1,123,670	$29.2M	0.44%
52	—GOGO INC	31,000,000	$28.4M	0.42%
53	—INVACARE CORP	26,275,000	$28.3M	0.42%
54	—AEGERION PHARMACEUTICALS INC	35,000,000	$28.1M	0.42%
55	—GORES HLDGS II INC	2,800,200	$28.1M	0.42%
56	—QIAGEN NV	22,000,000	$27.0M	0.40%
57	VVVVALVOLINE INC	1,125,031	$26.7M	0.40%	Call
58	—TPG PACE HLDGS CORP	2,558,505	$26.3M	0.39%
59	—WEBMD HEALTH CORP	20,500,000	$26.0M	0.39%
60	—PRICELINE GRP INC	17,500,000	$25.7M	0.38%
61	BMTABRITISH AMERN TOB PLC	375,142	$25.7M	0.38%	Call
62	SYYSYSCO CORP	506,195	$25.5M	0.38%	Call
63	BCRUSDBARD C R INC	80,000	$25.3M	0.38%
64	DFSEURDISCOVER FINL SVCS	399,398	$24.8M	0.37%	Call
65	CPBCAMPBELL SOUP CO	472,207	$24.6M	0.37%	Put
66	GPOR1EURGULFPORT ENERGY CORP	1,624,993	$24.0M	0.36%	Put
67	—SHIP FINANCE INTERNATIONAL L	24,500,000	$23.7M	0.35%
68	GQ9SPDR GOLD TRUST	200,000	$23.6M	0.35%	Put
69	—NXP SEMICONDUCTORS N V	19,500,000	$23.3M	0.35%
70	TSNTYSON FOODS INC	366,898	$23.0M	0.34%	Call
71	DVADAVITA INC	349,085	$22.6M	0.34%
72	KRKROGER CO	963,951	$22.5M	0.34%	Put
73	BACVERIZON COMMUNICATIONS INC	489,216	$21.8M	0.33%	Put
74	—DOUBLE EAGLE ACQUISITION COR	2,151,300	$21.5M	0.32%
75	AAPLAPPLE INC	146,765	$21.1M	0.32%	Put
76	PEOEXELON CORP	581,461	$21.0M	0.31%
77	INTUINTUIT	157,491	$20.9M	0.31%	Put
78	ETRENTERGY CORP NEW	272,467	$20.9M	0.31%
79	LYBLYONDELLBASELL INDUSTRIES N	245,903	$20.8M	0.31%	Call
80	SWN1EURSOUTHWESTERN ENERGY CO	3,339,703	$20.3M	0.30%	Put
81	TMUST MOBILE US INC	334,478	$20.3M	0.30%	Put
82	UTXZUNITED TECHNOLOGIES CORP	164,902	$20.1M	0.30%
83	AKAMAKAMAI TECHNOLOGIES INC	403,800	$20.1M	0.30%
84	DXCDXC TECHNOLOGY CO	260,937	$20.0M	0.30%	Put
85	—MERRIMACK PHARMACEUTICALS IN	25,762,000	$19.2M	0.29%
86	—BECTON DICKINSON & CO	350,000	$19.1M	0.29%
87	ASHASHLAND GLOBAL HLDGS INC	290,020	$19.1M	0.29%	Call
88	TRIB 4 04/01/45TRINITY BIOTECH INVT LTD	23,425,000	$19.0M	0.28%
89	UHSUNIVERSAL HLTH SVCS INC	155,813	$19.0M	0.28%
90	WMTWAL-MART STORES INC	246,047	$18.6M	0.28%	Put
91	CNCCENTENE CORP DEL	230,031	$18.4M	0.27%
92	—SPECTRUM PHARMACEUTICALS INC	17,272,000	$18.0M	0.27%
93	PGPROCTER AND GAMBLE CO	203,725	$17.8M	0.26%
94	IBMINTERNATIONAL BUSINESS MACHS	115,405	$17.8M	0.26%
95	—SINA CORP	208,250	$17.7M	0.26%
96	VACMARRIOTT VACATIONS WRLDWDE C	150,000	$17.7M	0.26%	Put
97	—SABAN CAP ACQUISITION CORP	1,750,000	$17.6M	0.26%
98	DISDISNEY WALT CO	165,758	$17.6M	0.26%	Call
99	—J2 GLOBAL INC	12,700,000	$17.4M	0.26%
100	—SAFEGUARD SCIENTIFICS INC	16,880,000	$17.1M	0.26%

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