The business TV broadcaster also said part of Icahn's stake took the form of derivatives rather than common shares.
Shares in Hertz, which on Monday said it had adopted a "shareholder rights" plan after observing "unusual and substantial activity" in its shares, were up 1.7 percent.
Icahn was not immediately available to comment.
(Reporting By Christian Plumb and Sam Forgione; Editing by Grant McCool)