KETTLE HILL CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001387369 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $388,015 (100.0% shares, 0.0% debt)

Holdings (36)

MS MORGAN STANLEY 7.8%

Value ($000) $30,206 Shares 625,375 Est. Cost $39.15 Unrealized -10.1%

FE FIRSTENERGY CORP 6.4%

Value ($000) $24,858 Shares 641,011 Est. Cost $34.74 Unrealized -6.2%

PINS PINTEREST INC 6.2%

Value ($000) $24,236 Shares 1,093,206 Est. Cost $19.52 Unrealized 0.0%

SNAP SNAP INC 4.7%

Value ($000) $18,199 Shares 774,762 Est. Cost $17.78 Unrealized 0.0%

AMZN AMAZON COM INC 4.6%

Value ($000) $17,836 Shares 6,465 Est. Cost $120.78 Unrealized 0.0%

MTN VAIL RESORTS INC 4.5%

Value ($000) $17,608 Shares 96,669 Est. Cost $174.91 Unrealized 0.0%

— NIELSEN HLDGS PLC 4.3%

Value ($000) $16,860 Shares 1,134,594 Est. Cost $14.51 Unrealized —

KIM KIMCO RLTY CORP 4.3%

Value ($000) $16,526 Shares 1,287,090 Est. Cost $8.81 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 4.2%

Value ($000) $16,247 Shares 1,070,970 Est. Cost $10.85 Unrealized 0.0%

EVR EVERCORE INC 3.6%

Value ($000) $13,828 Shares 234,693 Est. Cost $54.69 Unrealized -11.5%

TTWO TAKE-TWO INTERACTIVE SOFTWAR 3.3%

Value ($000) $12,628 Shares 90,480 Est. Cost $113.23 Unrealized +15.5%

CFG CITIZENS FINANCIAL GROUP INC 3.2%

Value ($000) $12,545 Shares 497,043 Est. Cost $17.73 Unrealized 0.0%

EXC EXELON CORP 3.2%

Value ($000) $12,399 Shares 341,653 Est. Cost $25.47 Unrealized -14.7%

— APACHE CORP 3.1%

Value ($000) $12,110 Shares 897,068 Est. Cost $17.61 Unrealized —

Value ($000) $11,697 Shares 46,994 Est. Cost $183.15 Unrealized -1.1%

ALLY ALLY FINL INC 2.7%

Value ($000) $10,482 Shares 528,606 Est. Cost $21.61 Unrealized -34.6%

— CHANGE HEALTHCARE INC 2.5%

Value ($000) $9,809 Shares 875,797 Est. Cost $11.20 Unrealized —

JACK JACK IN THE BOX INC 2.5%

Value ($000) $9,613 Shares 129,742 Est. Cost $61.63 Unrealized 0.0%

WYNN WYNN RESORTS LTD 2.5%

Value ($000) $9,588 Shares 128,713 Est. Cost $77.91 Unrealized 0.0%

ARMK ARAMARK 2.4%

Value ($000) $9,154 Shares 405,593 Est. Cost $16.33 Unrealized 0.0%

— HUDSON PAC PPTYS INC 2.2%

Value ($000) $8,619 Shares 342,576 Est. Cost $25.16 Unrealized —

AMN AMN HEALTHCARE SVCS INC 2.2%

Value ($000) $8,412 Shares 185,942 Est. Cost $47.83 Unrealized 0.0%

IWM ISHARES TR 2.0%

Value ($000) $7,948 Shares 55,508 Est. Cost $143.19 Unrealized —

AEO AMERICAN EAGLE OUTFITTERS IN 2.0%

Value ($000) $7,753 Shares 711,329 Est. Cost $10.68 Unrealized -23.5%

SSNC SS&C TECHNOLOGIES HLDGS INC 1.6%

Value ($000) $6,236 Shares 110,408 Est. Cost $56.54 Unrealized -3.6%

— RUBICON PROJ INC 1.5%

Value ($000) $5,945 Shares 891,334 Est. Cost $6.67 Unrealized —

NCLH NORWEGIAN CRUISE LINE HLDG L 1.5%

Value ($000) $5,942 Shares 361,661 Est. Cost $14.65 Unrealized 0.0%

— VONAGE HLDGS CORP 1.4%

Value ($000) $5,409 Shares 537,650 Est. Cost $7.34 Unrealized —

— MYLAN NV 1.3%

Value ($000) $5,185 Shares 322,433 Est. Cost $17.56 Unrealized —

SRG SERITAGE GROWTH PPTYS 1.2%

Value ($000) $4,837 Shares 424,310 Est. Cost $10.06 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 1.0%

Value ($000) $3,903 Shares 41,495 Est. Cost $81.74 Unrealized 0.0%

KOS KOSMOS ENERGY LTD 1.0%

Value ($000) $3,737 Shares 2,251,241 Est. Cost $1.61 Unrealized 0.0%

AXS AXIS CAPITAL HOLDINGS LTD 0.9%

Value ($000) $3,507 Shares 86,469 Est. Cost $32.94 Unrealized 0.0%

PCG PG&E CORP 0.8%

Value ($000) $2,980 Shares 335,953 Est. Cost $10.77 Unrealized 0.0%

HOLX HOLOGIC INC 0.2%

Value ($000) $835 Shares 14,651 Est. Cost $49.07 Unrealized 0.0%

GTN GRAY TELEVISION INC 0.1%

Value ($000) $338 Shares 24,220 Est. Cost $12.81 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MS	MORGAN STANLEY	625,375	$30,206	7.8%	$39.15	-10.1%	COM NEW	617446448
FE	FIRSTENERGY CORP	641,011	$24,858	6.4%	$34.74	-6.2%	COM	337932107
PINS	PINTEREST INC	1,093,206	$24,236	6.2%	$19.52	0.0%	CL A	72352L106
SNAP	SNAP INC	774,762	$18,199	4.7%	$17.78	0.0%	CL A	83304A106
AMZN	AMAZON COM INC	6,465	$17,836	4.6%	$120.78	0.0%	COM	023135106
MTN	VAIL RESORTS INC	96,669	$17,608	4.5%	$174.91	0.0%	COM	91879Q109
—	NIELSEN HLDGS PLC	1,134,594	$16,860	4.3%	$14.51	—	SHS EUR	G6518L108
KIM	KIMCO RLTY CORP	1,287,090	$16,526	4.3%	$8.81	0.0%	COM	49446R109
KMI	KINDER MORGAN INC DEL	1,070,970	$16,247	4.2%	$10.85	0.0%	COM	49456B101
EVR	EVERCORE INC	234,693	$13,828	3.6%	$54.69	-11.5%	CLASS A	29977A105
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	90,480	$12,628	3.3%	$113.23	+15.5%	COM	874054109
CFG	CITIZENS FINANCIAL GROUP INC	497,043	$12,545	3.2%	$17.73	0.0%	COM	174610105
EXC	EXELON CORP	341,653	$12,399	3.2%	$25.47	-14.7%	COM	30161N101
—	APACHE CORP	897,068	$12,110	3.1%	$17.61	—	COM	037411105
RH	RH	46,994	$11,697	3.0%	$183.15	-1.1%	COM	74967X103
ALLY	ALLY FINL INC	528,606	$10,482	2.7%	$21.61	-34.6%	COM	02005N100
—	CHANGE HEALTHCARE INC	875,797	$9,809	2.5%	$11.20	—	COM	15912K100
JACK	JACK IN THE BOX INC	129,742	$9,613	2.5%	$61.63	0.0%	COM	466367109
WYNN	WYNN RESORTS LTD	128,713	$9,588	2.5%	$77.91	0.0%	COM	983134107
ARMK	ARAMARK	405,593	$9,154	2.4%	$16.33	0.0%	COM	03852U106
—	HUDSON PAC PPTYS INC	342,576	$8,619	2.2%	$25.16	—	COM	444097109
AMN	AMN HEALTHCARE SVCS INC	185,942	$8,412	2.2%	$47.83	0.0%	COM	001744101
IWM	ISHARES TR	55,508	$7,948	2.0%	$143.19	—	RUSSELL 2000 ETF	464287655
AEO	AMERICAN EAGLE OUTFITTERS IN	711,329	$7,753	2.0%	$10.68	-23.5%	COM	02553E106
SSNC	SS&C TECHNOLOGIES HLDGS INC	110,408	$6,236	1.6%	$56.54	-3.6%	COM	78467J100
—	RUBICON PROJ INC	891,334	$5,945	1.5%	$6.67	—	COM	78112V102
NCLH	NORWEGIAN CRUISE LINE HLDG L	361,661	$5,942	1.5%	$14.65	0.0%	SHS	G66721104
—	VONAGE HLDGS CORP	537,650	$5,409	1.4%	$7.34	—	COM	92886T201
—	MYLAN NV	322,433	$5,185	1.3%	$17.56	—	SHS EURO	N59465109
SRG	SERITAGE GROWTH PPTYS	424,310	$4,837	1.2%	$10.06	0.0%	CL A	81752R100
JPM	JPMORGAN CHASE & CO	41,495	$3,903	1.0%	$81.74	0.0%	COM	46625H100
KOS	KOSMOS ENERGY LTD	2,251,241	$3,737	1.0%	$1.61	0.0%	COM	500688106
AXS	AXIS CAPITAL HOLDINGS LTD	86,469	$3,507	0.9%	$32.94	0.0%	SHS	G0692U109
PCG	PG&E CORP	335,953	$2,980	0.8%	$10.77	0.0%	COM	69331C108
HOLX	HOLOGIC INC	14,651	$835	0.2%	$49.07	0.0%	COM	436440101
GTN	GRAY TELEVISION INC	24,220	$338	0.1%	$12.81	0.0%	COM	389375106