KETTLE HILL CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001387369 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $294,148 (100.0% shares, 0.0% debt)

Holdings (48)

MS MORGAN STANLEY 8.8%

Value ($000) $26,016 Shares 765,185 Est. Cost $39.15 Unrealized 0.0%

EIX EDISON INTL 6.1%

Value ($000) $17,934 Shares 327,329 Est. Cost $53.09 Unrealized 0.0%

EXC EXELON CORP 5.2%

Value ($000) $15,265 Shares 414,702 Est. Cost $25.47 Unrealized 0.0%

ULTA ULTA BEAUTY INC 5.1%

Value ($000) $15,090 Shares 85,885 Est. Cost $249.33 Unrealized 0.0%

FE FIRSTENERGY CORP 5.0%

Value ($000) $14,701 Shares 366,883 Est. Cost $36.33 Unrealized 0.0%

SSNC SS&C TECHNOLOGIES HLDGS INC 4.6%

Value ($000) $13,385 Shares 305,456 Est. Cost $56.54 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 4.0%

Value ($000) $11,768 Shares 219,012 Est. Cost $41.01 Unrealized 0.0%

— ZYNGA INC 3.7%

Value ($000) $10,870 Shares 1,586,840 Est. Cost $6.85 Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 3.6%

Value ($000) $10,469 Shares 88,260 Est. Cost $112.79 Unrealized +4.8%

RJF RAYMOND JAMES FINANCIAL INC 3.5%

Value ($000) $10,234 Shares 161,927 Est. Cost $51.50 Unrealized 0.0%

ALLY ALLY FINL INC 3.0%

Value ($000) $8,722 Shares 604,419 Est. Cost $21.61 Unrealized 0.0%

MSFT MICROSOFT CORP 2.5%

Value ($000) $7,270 Shares 46,095 Est. Cost $156.34 Unrealized 0.0%

— VONAGE HLDGS CORP 2.3%

Value ($000) $6,908 Shares 955,414 Est. Cost $7.34 Unrealized —

EVR EVERCORE INC 2.2%

Value ($000) $6,384 Shares 138,598 Est. Cost $59.03 Unrealized 0.0%

SWKS SKYWORKS SOLUTIONS INC 2.0%

Value ($000) $5,945 Shares 66,509 Est. Cost $92.62 Unrealized 0.0%

BWA BORGWARNER INC 2.0%

Value ($000) $5,938 Shares 243,676 Est. Cost $26.41 Unrealized 0.0%

CHTR CHARTER COMMUNICATIONS INC N 2.0%

Value ($000) $5,860 Shares 13,430 Est. Cost $489.07 Unrealized 0.0%

QCOM QUALCOMM INC 2.0%

Value ($000) $5,812 Shares 85,918 Est. Cost $71.93 Unrealized 0.0%

— NATIONAL OILWELL VARCO INC 1.8%

Value ($000) $5,427 Shares 552,078 Est. Cost $9.83 Unrealized —

FCX FREEPORT-MCMORAN INC 1.8%

Value ($000) $5,322 Shares 788,405 Est. Cost $10.23 Unrealized -4.3%

— SPLUNK INC 1.8%

Value ($000) $5,216 Shares 41,325 Est. Cost $126.22 Unrealized —

BOX BOX INC 1.8%

Value ($000) $5,208 Shares 370,959 Est. Cost $14.88 Unrealized 0.0%

VST VISTRA ENERGY CORP 1.8%

Value ($000) $5,178 Shares 324,452 Est. Cost $17.77 Unrealized 0.0%

AEO AMERICAN EAGLE OUTFITTERS IN 1.7%

Value ($000) $5,059 Shares 636,406 Est. Cost $10.98 Unrealized 0.0%

MHK MOHAWK INDS INC 1.6%

Value ($000) $4,633 Shares 60,768 Est. Cost $118.44 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 1.5%

Value ($000) $4,485 Shares 75,398 Est. Cost $59.48 Unrealized —

EA ELECTRONIC ARTS INC 1.5%

Value ($000) $4,465 Shares 44,571 Est. Cost $102.32 Unrealized 0.0%

NFLX NETFLIX INC 1.5%

Value ($000) $4,459 Shares 11,876 Est. Cost $35.38 Unrealized 0.0%

— MIMECAST LTD 1.5%

Value ($000) $4,366 Shares 123,672 Est. Cost $35.30 Unrealized —

URBN URBAN OUTFITTERS INC 1.5%

Value ($000) $4,321 Shares 303,462 Est. Cost $23.25 Unrealized -0.1%

— EXTENDED STAY AMER INC 1.4%

Value ($000) $4,155 Shares 568,459 Est. Cost $7.31 Unrealized —

— DISH NETWORK CORPORATION 1.2%

Value ($000) $3,649 Shares 182,533 Est. Cost $33.75 Unrealized —

— SERVICEMASTER GLOBAL HLDGS I 1.1%

Value ($000) $3,309 Shares 122,570 Est. Cost $27.00 Unrealized —

TENB TENABLE HLDGS INC 1.1%

Value ($000) $3,114 Shares 142,471 Est. Cost $24.76 Unrealized -0.1%

ADBE ADOBE INC 1.0%

Value ($000) $2,926 Shares 9,195 Est. Cost $342.05 Unrealized 0.0%

INTC INTEL CORP 1.0%

Value ($000) $2,912 Shares 53,807 Est. Cost $52.33 Unrealized 0.0%

HP HELMERICH & PAYNE INC 0.8%

Value ($000) $2,328 Shares 148,783 Est. Cost $35.22 Unrealized 0.0%

HCC WARRIOR MET COAL INC 0.8%

Value ($000) $2,218 Shares 208,860 Est. Cost $18.07 Unrealized 0.0%

— NIELSEN HLDGS PLC 0.7%

Value ($000) $2,146 Shares 171,166 Est. Cost $12.54 Unrealized —

Value ($000) $1,783 Shares 17,748 Est. Cost $186.39 Unrealized 0.0%

— MYLAN NV 0.6%

Value ($000) $1,774 Shares 118,980 Est. Cost $20.10 Unrealized —

— APACHE CORP 0.5%

Value ($000) $1,564 Shares 374,069 Est. Cost $23.35 Unrealized —

GIS GENERAL MLS INC 0.5%

Value ($000) $1,466 Shares 27,776 Est. Cost $43.30 Unrealized 0.0%

CAT CATERPILLAR INC DEL 0.5%

Value ($000) $1,460 Shares 12,578 Est. Cost $113.38 Unrealized 0.0%

DCH AMERICAN AXLE & MFG HLDGS IN 0.4%

Value ($000) $1,044 Shares 289,225 Est. Cost $7.43 Unrealized 0.0%

URI UNITED RENTALS INC 0.2%

Value ($000) $731 Shares 7,101 Est. Cost $128.39 Unrealized 0.0%

RRC RANGE RES CORP 0.2%

Value ($000) $445 Shares 194,967 Est. Cost $3.19 Unrealized 0.0%

— ALBIREO PHARMA INC 0.1%

Value ($000) $414 Shares 25,268 Est. Cost $16.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MS	MORGAN STANLEY	765,185	$26,016	8.8%	$39.15	0.0%	COM NEW	617446448
EIX	EDISON INTL	327,329	$17,934	6.1%	$53.09	0.0%	COM	281020107
EXC	EXELON CORP	414,702	$15,265	5.2%	$25.47	0.0%	COM	30161N101
ULTA	ULTA BEAUTY INC	85,885	$15,090	5.1%	$249.33	0.0%	COM	90384S303
FE	FIRSTENERGY CORP	366,883	$14,701	5.0%	$36.33	0.0%	COM	337932107
SSNC	SS&C TECHNOLOGIES HLDGS INC	305,456	$13,385	4.6%	$56.54	0.0%	COM	78467J100
VZ	VERIZON COMMUNICATIONS INC	219,012	$11,768	4.0%	$41.01	0.0%	COM	92343V104
—	ZYNGA INC	1,586,840	$10,870	3.7%	$6.85	—	CL A	98986T108
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	88,260	$10,469	3.6%	$112.79	+4.8%	COM	874054109
RJF	RAYMOND JAMES FINANCIAL INC	161,927	$10,234	3.5%	$51.50	0.0%	COM	754730109
ALLY	ALLY FINL INC	604,419	$8,722	3.0%	$21.61	0.0%	COM	02005N100
MSFT	MICROSOFT CORP	46,095	$7,270	2.5%	$156.34	0.0%	COM	594918104
—	VONAGE HLDGS CORP	955,414	$6,908	2.3%	$7.34	—	COM	92886T201
EVR	EVERCORE INC	138,598	$6,384	2.2%	$59.03	0.0%	CLASS A	29977A105
SWKS	SKYWORKS SOLUTIONS INC	66,509	$5,945	2.0%	$92.62	0.0%	COM	83088M102
BWA	BORGWARNER INC	243,676	$5,938	2.0%	$26.41	0.0%	COM	099724106
CHTR	CHARTER COMMUNICATIONS INC N	13,430	$5,860	2.0%	$489.07	0.0%	CL A	16119P108
QCOM	QUALCOMM INC	85,918	$5,812	2.0%	$71.93	0.0%	COM	747525103
—	NATIONAL OILWELL VARCO INC	552,078	$5,427	1.8%	$9.83	—	COM	637071101
FCX	FREEPORT-MCMORAN INC	788,405	$5,322	1.8%	$10.23	-4.3%	CL B	35671D857
—	SPLUNK INC	41,325	$5,216	1.8%	$126.22	—	COM	848637104
BOX	BOX INC	370,959	$5,208	1.8%	$14.88	0.0%	CL A	10316T104
VST	VISTRA ENERGY CORP	324,452	$5,178	1.8%	$17.77	0.0%	COM	92840M102
AEO	AMERICAN EAGLE OUTFITTERS IN	636,406	$5,059	1.7%	$10.98	0.0%	COM	02553E106
MHK	MOHAWK INDS INC	60,768	$4,633	1.6%	$118.44	0.0%	COM	608190104
—	ACTIVISION BLIZZARD INC	75,398	$4,485	1.5%	$59.48	—	COM	00507V109
EA	ELECTRONIC ARTS INC	44,571	$4,465	1.5%	$102.32	0.0%	COM	285512109
NFLX	NETFLIX INC	11,876	$4,459	1.5%	$35.38	0.0%	COM	64110L106
—	MIMECAST LTD	123,672	$4,366	1.5%	$35.30	—	ORD SHS	G14838109
URBN	URBAN OUTFITTERS INC	303,462	$4,321	1.5%	$23.25	-0.1%	COM	917047102
—	EXTENDED STAY AMER INC	568,459	$4,155	1.4%	$7.31	—	UNIT 99/99/9999B	30224P200
—	DISH NETWORK CORPORATION	182,533	$3,649	1.2%	$33.75	—	CL A	25470M109
—	SERVICEMASTER GLOBAL HLDGS I	122,570	$3,309	1.1%	$27.00	—	COM	81761R109
TENB	TENABLE HLDGS INC	142,471	$3,114	1.1%	$24.76	-0.1%	COM	88025T102
ADBE	ADOBE INC	9,195	$2,926	1.0%	$342.05	0.0%	COM	00724F101
INTC	INTEL CORP	53,807	$2,912	1.0%	$52.33	0.0%	COM	458140100
HP	HELMERICH & PAYNE INC	148,783	$2,328	0.8%	$35.22	0.0%	COM	423452101
HCC	WARRIOR MET COAL INC	208,860	$2,218	0.8%	$18.07	0.0%	COM	93627C101
—	NIELSEN HLDGS PLC	171,166	$2,146	0.7%	$12.54	—	SHS EUR	G6518L108
RH	RH	17,748	$1,783	0.6%	$186.39	0.0%	COM	74967X103
—	MYLAN NV	118,980	$1,774	0.6%	$20.10	—	SHS EURO	N59465109
—	APACHE CORP	374,069	$1,564	0.5%	$23.35	—	COM	037411105
GIS	GENERAL MLS INC	27,776	$1,466	0.5%	$43.30	0.0%	COM	370334104
CAT	CATERPILLAR INC DEL	12,578	$1,460	0.5%	$113.38	0.0%	COM	149123101
DCH	AMERICAN AXLE & MFG HLDGS IN	289,225	$1,044	0.4%	$7.43	0.0%	COM	024061103
URI	UNITED RENTALS INC	7,101	$731	0.2%	$128.39	0.0%	COM	911363109
RRC	RANGE RES CORP	194,967	$445	0.2%	$3.19	0.0%	COM	75281A109
—	ALBIREO PHARMA INC	25,268	$414	0.1%	$16.38	—	COM	01345P106