One Fin Capital Management LP Quant / Systematic

CIK: 0001753875 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 16, 2022

Total Value ($000): $268,137 (97.8% shares, 2.2% debt)

Holdings (29)

CEG CONSTELLATION ENERGY CORP 12.1%

Value ($000) $32,361 Shares 389,000 Est. Cost $47.25 Unrealized +51.9%

— ST ENERGY TRANSITION I LTD 7.5%

Value ($000) $20,060 Shares 2,000,000 Est. Cost $9.87 Unrealized —

AIZ ASSURANT INC 7.4%

Value ($000) $19,873 Shares 136,800 Est. Cost $98.22 Unrealized +56.6%

— LIBERTY MEDIA CORP DEL 6.6%

Value ($000) $17,703 Shares 465,000 Est. Cost $38.07 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 6.6%

Value ($000) $17,676 Shares 300,000 Est. Cost $43.08 Unrealized +45.1%

— ACTIVISION BLIZZARD INC 6.0%

Value ($000) $16,020 Shares 215,500 Est. Cost $77.69 Unrealized —

— LIBERTY MEDIA CORP DEL 4.1%

Value ($000) $11,009 Shares 400,311 Est. Cost $25.75 Unrealized —

COIN COINBASE GLOBAL INC 4.1%

Value ($000) $10,963 Shares 170,000 Est. Cost $69.82 Unrealized 0.0%

— SPLUNK INC 3.9%

Value ($000) $10,528 Shares 140,000 Est. Cost $75.20 Unrealized —

EVTC EVERTEC INC 3.9%

Value ($000) $10,346 Shares 330,000 Est. Cost $34.52 Unrealized 0.0%

ASH ASHLAND INC 3.8%

Value ($000) $10,219 Shares 107,600 Est. Cost $72.08 Unrealized +31.5%

DLR DIGITAL RLTY TR INC 3.7%

Value ($000) $9,918 Shares 100,000 Est. Cost — Unrealized —

LC LENDINGCLUB CORP 3.5%

Value ($000) $9,337 Shares 845,000 Est. Cost $14.03 Unrealized -4.1%

CNH CNH INDL N V 3.1%

Value ($000) $8,378 Shares 750,000 Est. Cost $13.79 Unrealized -20.0%

— U S SILICA HLDGS INC 2.9%

Value ($000) $7,833 Shares 715,300 Est. Cost $18.66 Unrealized —

PAX PATRIA INVESTMENTS LIMITED 2.9%

Value ($000) $7,830 Shares 600,000 Est. Cost $11.37 Unrealized 0.0%

SBUX STARBUCKS CORP 2.7%

Value ($000) $7,162 Shares 85,000 Est. Cost $78.36 Unrealized 0.0%

— REDFIN CORP 2.2%

Value ($000) $5,919 Shares 10,000,000 Est. Cost $0.60 Unrealized —

SEE SEALED AIR CORP NEW 2.1%

Value ($000) $5,564 Shares 125,000 Est. Cost $50.96 Unrealized 0.0%

LYV LIVE NATION ENTERTAINMENT IN 1.8%

Value ($000) $4,943 Shares 65,000 Est. Cost $89.57 Unrealized 0.0%

VNQ VANGUARD INDEX FDS 1.8%

Value ($000) $4,810 Shares 60,000 Est. Cost $91.11 Unrealized —

HD HOME DEPOT INC 1.7%

Value ($000) $4,691 Shares 17,000 Est. Cost $270.67 Unrealized 0.0%

NLY ANNALY CAPITAL MANAGEMENT IN 1.5%

Value ($000) $4,076 Shares 237,500 Est. Cost $17.16 Unrealized —

AFRM AFFIRM HLDGS INC 1.1%

Value ($000) $3,058 Shares 163,000 Est. Cost $27.20 Unrealized -3.8%

OSCR OSCAR HEALTH INC 1.1%

Value ($000) $2,994 Shares 600,000 Est. Cost $6.81 Unrealized -14.3%

HPQ HP INC 1.1%

Value ($000) $2,990 Shares 120,000 Est. Cost $27.00 Unrealized 0.0%

NBIS YANDEX N V 0.4%

Value ($000) $1,000 Shares 52,809 Est. Cost $18.94 Unrealized —

EQIX EQUINIX INC 0.3%

Value ($000) $796 Shares 1,400 Est. Cost $609.45 Unrealized 0.0%

STETW ST ENERGY TRANSITION I LTD 0.0%

Value ($000) $80 Shares 1,000,000 Est. Cost $0.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CEG	CONSTELLATION ENERGY CORP	389,000	$32,361	12.1%	$47.25	+51.9%	COM	21037T109
—	ST ENERGY TRANSITION I LTD	2,000,000	$20,060	7.5%	$9.87	—	CL A ORD SHS	G8465L107
AIZ	ASSURANT INC	136,800	$19,873	7.4%	$98.22	+56.6%	COM	04621X108
—	LIBERTY MEDIA CORP DEL	465,000	$17,703	6.6%	$38.07	—	COM A SIRIUSXM	531229409
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$17,676	6.6%	$43.08	+45.1%	COM	12008R107
—	ACTIVISION BLIZZARD INC	215,500	$16,020	6.0%	$77.69	—	COM	00507V109
—	LIBERTY MEDIA CORP DEL	400,311	$11,009	4.1%	$25.75	—	COM C BRAVES GRP	531229888
COIN	COINBASE GLOBAL INC	170,000	$10,963	4.1%	$69.82	0.0%	COM CL A	19260Q107
—	SPLUNK INC	140,000	$10,528	3.9%	$75.20	—	COM	848637104
EVTC	EVERTEC INC	330,000	$10,346	3.9%	$34.52	0.0%	COM	30040P103
ASH	ASHLAND INC	107,600	$10,219	3.8%	$72.08	+31.5%	COM	044186104
DLR	DIGITAL RLTY TR INC	100,000	$9,918	3.7%	—	—	Put	253868103
LC	LENDINGCLUB CORP	845,000	$9,337	3.5%	$14.03	-4.1%	COM NEW	52603A208
CNH	CNH INDL N V	750,000	$8,378	3.1%	$13.79	-20.0%	SHS	N20944109
—	U S SILICA HLDGS INC	715,300	$7,833	2.9%	$18.66	—	COM	90346E103
PAX	PATRIA INVESTMENTS LIMITED	600,000	$7,830	2.9%	$11.37	0.0%	COM CL A	G69451105
SBUX	STARBUCKS CORP	85,000	$7,162	2.7%	$78.36	0.0%	COM	855244109
—	REDFIN CORP	10,000,000	$5,919	2.2%	$0.60	—	NOTE 10/1	75737FAC2
SEE	SEALED AIR CORP NEW	125,000	$5,564	2.1%	$50.96	0.0%	COM	81211K100
LYV	LIVE NATION ENTERTAINMENT IN	65,000	$4,943	1.8%	$89.57	0.0%	COM	538034109
VNQ	VANGUARD INDEX FDS	60,000	$4,810	1.8%	$91.11	—	REAL ESTATE ETF	922908553
HD	HOME DEPOT INC	17,000	$4,691	1.7%	$270.67	0.0%	COM	437076102
NLY	ANNALY CAPITAL MANAGEMENT IN	237,500	$4,076	1.5%	$17.16	—	COM NEW	035710839
AFRM	AFFIRM HLDGS INC	163,000	$3,058	1.1%	$27.20	-3.8%	COM CL A	00827B106
OSCR	OSCAR HEALTH INC	600,000	$2,994	1.1%	$6.81	-14.3%	CL A	687793109
HPQ	HP INC	120,000	$2,990	1.1%	$27.00	0.0%	COM	40434L105
NBIS	YANDEX N V	52,809	$1,000	0.4%	$18.94	—	SHS CLASS A	N97284108
EQIX	EQUINIX INC	1,400	$796	0.3%	$609.45	0.0%	COM	29444U700
STETW	ST ENERGY TRANSITION I LTD	1,000,000	$80	0.0%	$0.25	—	*W EXP 12/02/202	G8465L115