Pentwater Capital Management LP
Q1 2020 13F-HR Holdings
Net value change ($000)
-57,619
(-0.9%)
New positions
31
Sold out positions
45
Turnover %
42.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2019
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| SPY | 290,355 | NEW |
| Allergan plc | 289,629 | 2788.6% |
| MELLANOX TECHNOLOGIES LTD | 221,278 | 144.3% |
| Forty Seven, Inc. | 142,596 | NEW |
| WABCO Holdings Inc. | 100,270 | 370.0% |
| SPRINT CORPORATION | 96,830 | 853.7% |
| LEGG MASON, INC. | 95,248 | NEW |
| DIS | 87,643 | NEW |
| TAUBMAN CENTERS INC | 83,760 | NEW |
| Advanced Disposal Services, Inc. | 79,507 | 241.9% |
Top Reduces (Value $000, Stocks/ETFs)
| Zayo Group Holdings, Inc. | -302,459 | -100.0% |
| MEDICINES CO /DE | -66,296 | -100.0% |
| TURQUOISE HILL RESOURCES LTD | -65,348 | -48.3% |
| NXPI | -64,118 | -98.6% |
| ESPR | -61,432 | -45.7% |
| LIBERTY PROPERTY TRUST | -54,045 | -100.0% |
| TD AMERITRADE HOLDING CORP | -46,387 | -18.3% |
| ACHILLION PHARMACEUTICALS INC | -45,296 | -100.0% |
| PCG | -33,151 | -14.6% |
| RTX | -28,454 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
2,320,615
(38.3% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|