Newtyn Management, LLC Quant / Systematic

CIK: 0001569241 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $1,062,618 (97.0% shares, 3.0% debt)

Holdings (40)

IWM ISHARES TR 31.0%

Value ($000) $329,846 Shares 2,179,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.7%

Value ($000) $102,979 Shares 347,000 Est. Cost — Unrealized —

PCG PG&E CORP 5.0%

Value ($000) $53,122 Shares 5,312,200 Est. Cost $32.95 Unrealized -54.6%

ADNT ADIENT PLC 4.3%

Value ($000) $45,920 Shares 2,000,000 Est. Cost $26.29 Unrealized -13.3%

ADNT ADIENT PLC 4.0%

Value ($000) $42,958 Shares 1,871,000 Est. Cost $26.29 Unrealized -13.3%

— ALTABA INC 3.3%

Value ($000) $35,064 Shares 1,800,000 Est. Cost $40.54 Unrealized —

DIOD DIODES INC 3.0%

Value ($000) $32,120 Shares 800,000 Est. Cost — Unrealized —

— TILRAY INC 3.0%

Value ($000) $31,973 Shares 49,000,000 Est. Cost $0.73 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 2.6%

Value ($000) $27,722 Shares 666,874 Est. Cost $41.02 Unrealized —

CVSA ADTALEM GLOBAL ED INC 2.2%

Value ($000) $23,844 Shares 626,000 Est. Cost $36.89 Unrealized +21.7%

ADNT ADIENT PLC 2.2%

Value ($000) $22,960 Shares 1,000,000 Est. Cost $26.29 Unrealized -13.3%

— SPIRIT AEROSYSTEMS HLDGS INC 2.1%

Value ($000) $22,616 Shares 275,000 Est. Cost $27.60 Unrealized —

PCG PG&E CORP 1.9%

Value ($000) $20,549 Shares 2,054,875 Est. Cost $32.95 Unrealized -54.6%

GTX GARRETT MOTION INC 1.9%

Value ($000) $19,671 Shares 1,975,000 Est. Cost $13.61 Unrealized -9.7%

SKY SKYLINE CHAMPION CORPORATION 1.8%

Value ($000) $18,806 Shares 625,000 Est. Cost $19.34 Unrealized +49.6%

— SILVER SPIKE ACQUISITION COR 1.7%

Value ($000) $18,162 Shares 1,800,000 Est. Cost $10.09 Unrealized —

— TWIN RIV WORLDWIDE HLDGS INC 1.6%

Value ($000) $17,318 Shares 758,583 Est. Cost $22.83 Unrealized —

CTVA CORTEVA INC 1.6%

Value ($000) $16,800 Shares 600,000 Est. Cost $25.02 Unrealized +6.6%

— TILRAY INC 1.4%

Value ($000) $14,898 Shares 602,200 Est. Cost $43.08 Unrealized —

CUBI CUSTOMERS BANCORP INC 1.3%

Value ($000) $14,000 Shares 675,000 Est. Cost $20.22 Unrealized -1.9%

EXAS EXACT SCIENCES CORP 1.3%

Value ($000) $13,556 Shares 150,000 Est. Cost $63.89 Unrealized +78.3%

CWH CAMPING WORLD HLDGS INC 1.3%

Value ($000) $13,350 Shares 1,500,000 Est. Cost $7.88 Unrealized -13.4%

SPB SPECTRUM BRANDS HLDGS INC NE 1.2%

Value ($000) $13,177 Shares 249,937 Est. Cost $84.61 Unrealized -38.3%

— COREPOINT LODGING INC 1.2%

Value ($000) $13,093 Shares 1,295,043 Est. Cost $10.11 Unrealized —

RFL RAFAEL HLDGS INC 1.0%

Value ($000) $10,228 Shares 487,997 Est. Cost $7.79 Unrealized +161.7%

NODK NI HLDGS INC 0.9%

Value ($000) $9,856 Shares 575,000 Est. Cost $14.72 Unrealized +15.1%

PETS PETMED EXPRESS INC 0.9%

Value ($000) $9,479 Shares 525,999 Est. Cost $20.02 Unrealized -17.5%

— TUSCAN HOLDINGS CORP 0.9%

Value ($000) $9,310 Shares 950,000 Est. Cost $9.90 Unrealized —

CAAP CORPORACION AMER ARPTS S A 0.9%

Value ($000) $9,268 Shares 2,046,000 Est. Cost $7.31 Unrealized -13.2%

— TILRAY INC 0.7%

Value ($000) $7,522 Shares 304,036 Est. Cost $43.08 Unrealized —

— TUSCAN HLDGS CORP II 0.7%

Value ($000) $7,437 Shares 740,000 Est. Cost $10.05 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 0.6%

Value ($000) $6,405 Shares 1,794,086 Est. Cost $3.61 Unrealized +0.7%

— MERRIMACK PHARMACEUTICALS IN 0.5%

Value ($000) $5,268 Shares 1,173,166 Est. Cost $6.35 Unrealized —

— RETAIL VALUE INC 0.4%

Value ($000) $4,630 Shares 125,000 Est. Cost $29.87 Unrealized —

— NII HLDGS INC 0.4%

Value ($000) $4,508 Shares 2,300,000 Est. Cost $1.74 Unrealized —

AAOI APPLIED OPTOELECTRONICS INC 0.4%

Value ($000) $3,883 Shares 346,050 Est. Cost $15.08 Unrealized -33.5%

— FORWARD PHARMA A/S 0.3%

Value ($000) $3,274 Shares 3,209,706 Est. Cost $0.94 Unrealized —

GTX GARRETT MOTION INC 0.3%

Value ($000) $3,215 Shares 322,800 Est. Cost $13.61 Unrealized -9.7%

— FLOTEK INDS INC DEL 0.2%

Value ($000) $2,590 Shares 1,177,085 Est. Cost $2.20 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.1%

Value ($000) $1,241 Shares 63,681 Est. Cost $20.20 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	2,179,500	$329,846	31.0%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	347,000	$102,979	9.7%	—	—	Put	78462F103
PCG	PG&E CORP	5,312,200	$53,122	5.0%	$32.95	-54.6%	Call	69331C108
ADNT	ADIENT PLC	2,000,000	$45,920	4.3%	$26.29	-13.3%	ORD SHS	G0084W101
ADNT	ADIENT PLC	1,871,000	$42,958	4.0%	$26.29	-13.3%	Put	G0084W101
—	ALTABA INC	1,800,000	$35,064	3.3%	$40.54	—	COM	021346101
DIOD	DIODES INC	800,000	$32,120	3.0%	—	—	Put	254543101
—	TILRAY INC	49,000,000	$31,973	3.0%	$0.73	—	DEBT 5.000%10/0	U8961EAA4
—	LIBERTY MEDIA CORP DELAWARE	666,874	$27,722	2.6%	$41.02	—	COM A SIRIUSXM	531229409
CVSA	ADTALEM GLOBAL ED INC	626,000	$23,844	2.2%	$36.89	+21.7%	COM	00737L103
ADNT	ADIENT PLC	1,000,000	$22,960	2.2%	$26.29	-13.3%	Call	G0084W101
—	SPIRIT AEROSYSTEMS HLDGS INC	275,000	$22,616	2.1%	$27.60	—	COM CL A	848574109
PCG	PG&E CORP	2,054,875	$20,549	1.9%	$32.95	-54.6%	COM	69331C108
GTX	GARRETT MOTION INC	1,975,000	$19,671	1.9%	$13.61	-9.7%	COM	366505105
SKY	SKYLINE CHAMPION CORPORATION	625,000	$18,806	1.8%	$19.34	+49.6%	COM	830830105
—	SILVER SPIKE ACQUISITION COR	1,800,000	$18,162	1.7%	$10.09	—	UNIT 99/99/9999	G8136L122
—	TWIN RIV WORLDWIDE HLDGS INC	758,583	$17,318	1.6%	$22.83	—	COM	90171V204
CTVA	CORTEVA INC	600,000	$16,800	1.6%	$25.02	+6.6%	COM	22052L104
—	TILRAY INC	602,200	$14,898	1.4%	$43.08	—	Put	88688T100
CUBI	CUSTOMERS BANCORP INC	675,000	$14,000	1.3%	$20.22	-1.9%	COM	23204G100
EXAS	EXACT SCIENCES CORP	150,000	$13,556	1.3%	$63.89	+78.3%	COM	30063P105
CWH	CAMPING WORLD HLDGS INC	1,500,000	$13,350	1.3%	$7.88	-13.4%	CL A	13462K109
SPB	SPECTRUM BRANDS HLDGS INC NE	249,937	$13,177	1.2%	$84.61	-38.3%	COM	84790A105
—	COREPOINT LODGING INC	1,295,043	$13,093	1.2%	$10.11	—	COM	21872L104
RFL	RAFAEL HLDGS INC	487,997	$10,228	1.0%	$7.79	+161.7%	COM CL B	75062E106
NODK	NI HLDGS INC	575,000	$9,856	0.9%	$14.72	+15.1%	COM	65342T106
PETS	PETMED EXPRESS INC	525,999	$9,479	0.9%	$20.02	-17.5%	COM	716382106
—	TUSCAN HOLDINGS CORP	950,000	$9,310	0.9%	$9.90	—	COM	90069K104
CAAP	CORPORACION AMER ARPTS S A	2,046,000	$9,268	0.9%	$7.31	-13.2%	COM	L1995B107
—	TILRAY INC	304,036	$7,522	0.7%	$43.08	—	COM CL 2	88688T100
—	TUSCAN HLDGS CORP II	740,000	$7,437	0.7%	$10.05	—	UNIT 04/01/2026	90070A202
LSAK	NET 1 UEPS TECHNOLOGIES INC	1,794,086	$6,405	0.6%	$3.61	+0.7%	COM NEW	64107N206
—	MERRIMACK PHARMACEUTICALS IN	1,173,166	$5,268	0.5%	$6.35	—	COM NEW	590328209
—	RETAIL VALUE INC	125,000	$4,630	0.4%	$29.87	—	COM	76133Q102
—	NII HLDGS INC	2,300,000	$4,508	0.4%	$1.74	—	COM PAR	62913F508
AAOI	APPLIED OPTOELECTRONICS INC	346,050	$3,883	0.4%	$15.08	-33.5%	COM	03823U102
—	FORWARD PHARMA A/S	3,209,706	$3,274	0.3%	$0.94	—	SPONSORED ADS	34986J105
GTX	GARRETT MOTION INC	322,800	$3,215	0.3%	$13.61	-9.7%	Call	366505105
—	FLOTEK INDS INC DEL	1,177,085	$2,590	0.2%	$2.20	—	COM	343389102
TBPH	THERAVANCE BIOPHARMA INC	63,681	$1,241	0.1%	$20.20	0.0%	COM	G8807B106