One Fin Capital Management LP Quant / Systematic

CIK: 0001753875 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $287,865 (97.9% shares, 2.1% debt)

Holdings (28)

CEG CONSTELLATION ENERGY CORP 8.5%

Value ($000) $24,336 Shares 425,000 Est. Cost $47.25 Unrealized +23.6%

— VMWARE INC 8.3%

Value ($000) $23,936 Shares 210,000 Est. Cost $113.98 Unrealized —

AIZ ASSURANT INC 8.2%

Value ($000) $23,646 Shares 136,800 Est. Cost $98.22 Unrealized +73.1%

GFI GOLD FIELDS LTD 7.6%

Value ($000) $21,888 Shares 2,400,000 Est. Cost $9.12 Unrealized —

— ST ENERGY TRANSITION I LTD 6.9%

Value ($000) $19,740 Shares 2,000,000 Est. Cost $9.87 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 5.6%

Value ($000) $16,110 Shares 300,000 Est. Cost $43.08 Unrealized +42.4%

— VMWARE INC 4.8%

Value ($000) $13,678 Shares 120,000 Est. Cost $113.98 Unrealized —

— ANNALY CAPITAL MANAGEMENT IN 4.1%

Value ($000) $11,820 Shares 2,000,000 Est. Cost $5.91 Unrealized —

— ALLEGHANY CORP MD 4.1%

Value ($000) $11,663 Shares 14,000 Est. Cost $833.07 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 3.9%

Value ($000) $11,088 Shares 107,600 Est. Cost $72.08 Unrealized +31.9%

VNQ VANGUARD INDEX FDS 3.8%

Value ($000) $10,933 Shares 120,000 Est. Cost $91.11 Unrealized —

— ACTIVISION BLIZZARD INC 3.4%

Value ($000) $9,733 Shares 125,000 Est. Cost $80.11 Unrealized —

C CITIGROUP INC 3.2%

Value ($000) $9,198 Shares 200,000 Est. Cost $43.77 Unrealized 0.0%

LC LENDINGCLUB CORP 3.2%

Value ($000) $9,177 Shares 785,000 Est. Cost $14.08 Unrealized 0.0%

CNH CNH INDL N V 3.0%

Value ($000) $8,693 Shares 750,000 Est. Cost $13.79 Unrealized -5.7%

— LIBERTY MEDIA CORP DEL 2.8%

Value ($000) $8,179 Shares 340,806 Est. Cost $25.44 Unrealized —

— U S SILICA HLDGS INC 2.8%

Value ($000) $8,169 Shares 715,300 Est. Cost $18.66 Unrealized —

— CITRIX SYS INC 2.5%

Value ($000) $7,288 Shares 75,000 Est. Cost $97.17 Unrealized —

— REDFIN CORP 2.1%

Value ($000) $5,955 Shares 10,000,000 Est. Cost $0.60 Unrealized —

NBIS YANDEX N V 2.0%

Value ($000) $5,682 Shares 300,000 Est. Cost $18.94 Unrealized —

MANU MANCHESTER UTD PLC NEW 1.9%

Value ($000) $5,560 Shares 500,000 Est. Cost $12.95 Unrealized 0.0%

— LIBERTY MEDIA CORP DEL 1.9%

Value ($000) $5,395 Shares 85,000 Est. Cost $69.84 Unrealized —

NXE NEXGEN ENERGY LTD 1.5%

Value ($000) $4,236 Shares 1,180,000 Est. Cost $4.74 Unrealized 0.0%

CVNA CARVANA CO 1.3%

Value ($000) $3,658 Shares 162,000 Est. Cost $52.61 Unrealized 0.0%

AFRM AFFIRM HLDGS INC 1.0%

Value ($000) $2,944 Shares 163,000 Est. Cost $27.20 Unrealized 0.0%

OSCR OSCAR HEALTH INC 0.9%

Value ($000) $2,550 Shares 600,000 Est. Cost $6.81 Unrealized -6.6%

— ATARA BIOTHERAPEUTICS INC 0.8%

Value ($000) $2,360 Shares 303,000 Est. Cost $15.76 Unrealized —

STETW ST ENERGY TRANSITION I LTD 0.1%

Value ($000) $250 Shares 1,000,000 Est. Cost $0.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CEG	CONSTELLATION ENERGY CORP	425,000	$24,336	8.5%	$47.25	+23.6%	COM	21037T109
—	VMWARE INC	210,000	$23,936	8.3%	$113.98	—	CL A COM	928563402
AIZ	ASSURANT INC	136,800	$23,646	8.2%	$98.22	+73.1%	COM	04621X108
GFI	GOLD FIELDS LTD	2,400,000	$21,888	7.6%	$9.12	—	SPONSORED ADR	38059T106
—	ST ENERGY TRANSITION I LTD	2,000,000	$19,740	6.9%	$9.87	—	CL A ORD SHS	G8465L107
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$16,110	5.6%	$43.08	+42.4%	COM	12008R107
—	VMWARE INC	120,000	$13,678	4.8%	$113.98	—	Put	928563402
—	ANNALY CAPITAL MANAGEMENT IN	2,000,000	$11,820	4.1%	$5.91	—	COM	035710409
—	ALLEGHANY CORP MD	14,000	$11,663	4.1%	$833.07	—	COM	017175100
ASH	ASHLAND GLOBAL HLDGS INC	107,600	$11,088	3.9%	$72.08	+31.9%	COM	044186104
VNQ	VANGUARD INDEX FDS	120,000	$10,933	3.8%	$91.11	—	REAL ESTATE ETF	922908553
—	ACTIVISION BLIZZARD INC	125,000	$9,733	3.4%	$80.11	—	COM	00507V109
C	CITIGROUP INC	200,000	$9,198	3.2%	$43.77	0.0%	COM NEW	172967424
LC	LENDINGCLUB CORP	785,000	$9,177	3.2%	$14.08	0.0%	COM NEW	52603A208
CNH	CNH INDL N V	750,000	$8,693	3.0%	$13.79	-5.7%	SHS	N20944109
—	LIBERTY MEDIA CORP DEL	340,806	$8,179	2.8%	$25.44	—	COM C BRAVES GRP	531229888
—	U S SILICA HLDGS INC	715,300	$8,169	2.8%	$18.66	—	COM	90346E103
—	CITRIX SYS INC	75,000	$7,288	2.5%	$97.17	—	COM	177376100
—	REDFIN CORP	10,000,000	$5,955	2.1%	$0.60	—	NOTE 10/1	75737FAC2
NBIS	YANDEX N V	300,000	$5,682	2.0%	$18.94	—	SHS CLASS A	N97284108
MANU	MANCHESTER UTD PLC NEW	500,000	$5,560	1.9%	$12.95	0.0%	ORD CL A	G5784H106
—	LIBERTY MEDIA CORP DEL	85,000	$5,395	1.9%	$69.84	—	COM SER C FRMLA	531229854
NXE	NEXGEN ENERGY LTD	1,180,000	$4,236	1.5%	$4.74	0.0%	COM	65340P106
CVNA	CARVANA CO	162,000	$3,658	1.3%	$52.61	0.0%	CL A	146869102
AFRM	AFFIRM HLDGS INC	163,000	$2,944	1.0%	$27.20	0.0%	COM CL A	00827B106
OSCR	OSCAR HEALTH INC	600,000	$2,550	0.9%	$6.81	-6.6%	CL A	687793109
—	ATARA BIOTHERAPEUTICS INC	303,000	$2,360	0.8%	$15.76	—	COM	046513107
STETW	ST ENERGY TRANSITION I LTD	1,000,000	$250	0.1%	$0.25	—	*W EXP 12/02/202	G8465L115