Owl Creek Asset Management, L.P. Quant / Systematic

CIK: 0001313756 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $2,542,529 (93.8% shares, 6.2% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 32.6%

Value ($000) $829,374 Shares 3,430,000 Est. Cost — Unrealized —

— ALTABA INC 29.9%

Value ($000) $759,357 Shares 13,938,274 Est. Cost $54.48 Unrealized —

— CIT GROUP INC 6.0%

Value ($000) $151,792 Shares 3,116,873 Est. Cost $36.84 Unrealized —

C CITIGROUP INC 4.5%

Value ($000) $114,662 Shares 1,714,444 Est. Cost $44.44 Unrealized +4.5%

— HERBALIFE LTD 4.1%

Value ($000) $103,566 Shares 98,500,000 Est. Cost $0.86 Unrealized —

— SERVICEMASTER GLOBAL HLDGS I 4.0%

Value ($000) $102,417 Shares 2,613,337 Est. Cost $35.03 Unrealized —

LW LAMB WESTON HLDGS INC 3.2%

Value ($000) $81,200 Shares 1,843,778 Est. Cost $29.75 Unrealized +29.9%

HLF HERBALIFE LTD 3.0%

Value ($000) $76,093 Shares 1,066,776 Est. Cost $26.41 Unrealized +27.6%

ADNT ADIENT PLC 2.7%

Value ($000) $69,755 Shares 1,066,912 Est. Cost $52.31 Unrealized +27.4%

— PDVWIRELESS INC 2.0%

Value ($000) $49,676 Shares 2,132,038 Est. Cost $26.73 Unrealized —

DAL DELTA AIR LINES INC DEL 1.7%

Value ($000) $44,362 Shares 825,500 Est. Cost $44.31 Unrealized 0.0%

— COTT CORP QUE 1.6%

Value ($000) $39,577 Shares 2,740,800 Est. Cost $12.36 Unrealized —

UAL UNITED CONTL HLDGS INC 1.5%

Value ($000) $38,378 Shares 510,000 Est. Cost $75.50 Unrealized 0.0%

— DHT HOLDINGS INC 0.8%

Value ($000) $19,266 Shares 19,270,000 Est. Cost $1.01 Unrealized —

AAP ADVANCE AUTO PARTS INC 0.7%

Value ($000) $17,146 Shares 147,065 Est. Cost $140.21 Unrealized -14.1%

— YAHOO INC 0.6%

Value ($000) $16,498 Shares 14,500,000 Est. Cost $0.98 Unrealized —

— COLONY CAP INC 0.5%

Value ($000) $13,302 Shares 12,500,000 Est. Cost $0.98 Unrealized —

— CONSTELLATION ALPHA CAPITAL 0.2%

Value ($000) $5,831 Shares 575,000 Est. Cost $10.14 Unrealized —

— COLONY CAP INC 0.2%

Value ($000) $4,665 Shares 4,500,000 Est. Cost $1.00 Unrealized —

— KAYNE ANDERSON ACQUISITION 0.2%

Value ($000) $4,387 Shares 438,700 Est. Cost $10.02 Unrealized —

— COBALT INTL ENERGY INC 0.0%

Value ($000) $1,035 Shares 419,066 Est. Cost $2.47 Unrealized —

— MODERN MEDIA ACQUISITION 0.0%

Value ($000) $190 Shares 500,000 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,430,000	$829,374	32.6%	—	—	Put	78462F103
—	ALTABA INC	13,938,274	$759,357	29.9%	$54.48	—	COM	021346101
—	CIT GROUP INC	3,116,873	$151,792	6.0%	$36.84	—	COM NEW	125581801
C	CITIGROUP INC	1,714,444	$114,662	4.5%	$44.44	+4.5%	COM NEW	172967424
—	HERBALIFE LTD	98,500,000	$103,566	4.1%	$0.86	—	NOTE 2.000% 8/1	42703MAB9
—	SERVICEMASTER GLOBAL HLDGS I	2,613,337	$102,417	4.0%	$35.03	—	COM	81761R109
LW	LAMB WESTON HLDGS INC	1,843,778	$81,200	3.2%	$29.75	+29.9%	COM	513272104
HLF	HERBALIFE LTD	1,066,776	$76,093	3.0%	$26.41	+27.6%	COM USD SHS	G4412G101
ADNT	ADIENT PLC	1,066,912	$69,755	2.7%	$52.31	+27.4%	ORD SHS	G0084W101
—	PDVWIRELESS INC	2,132,038	$49,676	2.0%	$26.73	—	COM	69290R104
DAL	DELTA AIR LINES INC DEL	825,500	$44,362	1.7%	$44.31	0.0%	COM NEW	247361702
—	COTT CORP QUE	2,740,800	$39,577	1.6%	$12.36	—	COM	22163N106
UAL	UNITED CONTL HLDGS INC	510,000	$38,378	1.5%	$75.50	0.0%	COM	910047109
—	DHT HOLDINGS INC	19,270,000	$19,266	0.8%	$1.01	—	DEBT 4.500%10/0	23335SAB2
AAP	ADVANCE AUTO PARTS INC	147,065	$17,146	0.7%	$140.21	-14.1%	COM	00751Y106
—	YAHOO INC	14,500,000	$16,498	0.6%	$0.98	—	NOTE 12/0	984332AF3
—	COLONY CAP INC	12,500,000	$13,302	0.5%	$0.98	—	NOTE 5.000% 4/1	19624RAA4
—	CONSTELLATION ALPHA CAPITAL	575,000	$5,831	0.2%	$10.14	—	UNIT 99/99/9999	G2379F124
—	COLONY CAP INC	4,500,000	$4,665	0.2%	$1.00	—	NOTE 3.875% 1/1	19624RAB2
—	KAYNE ANDERSON ACQUISITION	438,700	$4,387	0.2%	$10.02	—	UNIT 06/30/2022	48661U201
—	COBALT INTL ENERGY INC	419,066	$1,035	0.0%	$2.47	—	COM NEW	19075F304
—	MODERN MEDIA ACQUISITION	500,000	$190	0.0%	$0.38	—	RIGHT 99/99/9999	60765P129