Columbus Hill Capital Management, L.P. Quant / Systematic

CIK: 0001384982 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 13, 2013

Total Value ($000): $1,847,829 (100.0% shares, 0.0% debt)

Holdings (38)

SPY SPDR S&P 500 ETF TR 27.2%

Value ($000) $501,963 Shares 2,987,700 Est. Cost — Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 12.1%

Value ($000) $224,235 Shares 1,485,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 6.0%

Value ($000) $110,274 Shares 5,540,000 Est. Cost — Unrealized —

YPF YPF SOCIEDAD ANONIMA 4.6%

Value ($000) $85,061 Shares 4,225,577 Est. Cost $15.59 Unrealized —

LNG CHENIERE ENERGY INC 4.0%

Value ($000) $73,985 Shares 2,167,105 Est. Cost $28.23 Unrealized +5.2%

— SEMGROUP CORP 3.6%

Value ($000) $66,361 Shares 1,163,821 Est. Cost $54.22 Unrealized —

AIG AMERICAN INTL GROUP INC 3.4%

Value ($000) $62,293 Shares 1,280,966 Est. Cost $32.51 Unrealized +10.8%

XLK SELECT SECTOR SPDR TR 3.4%

Value ($000) $62,158 Shares 1,940,000 Est. Cost — Unrealized —

ET ENERGY TRANSFER EQUITY L P 3.3%

Value ($000) $61,223 Shares 930,728 Est. Cost $65.78 Unrealized —

GM GENERAL MTRS CO 3.2%

Value ($000) $58,493 Shares 1,626,170 Est. Cost $23.62 Unrealized +13.2%

EQT EQT CORP 2.4%

Value ($000) $44,030 Shares 496,282 Est. Cost $38.48 Unrealized +10.5%

HCA HCA HOLDINGS INC 2.3%

Value ($000) $42,486 Shares 993,821 Est. Cost $36.12 Unrealized +0.6%

— E TRADE FINANCIAL CORP 2.2%

Value ($000) $40,065 Shares 2,428,166 Est. Cost $14.41 Unrealized —

C CITIGROUP INC 2.1%

Value ($000) $39,070 Shares 805,393 Est. Cost $35.76 Unrealized +5.2%

— HERTZ GLOBAL HOLDINGS INC 1.6%

Value ($000) $29,021 Shares 1,309,615 Est. Cost $24.80 Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 1.6%

Value ($000) $28,786 Shares 393,094 Est. Cost $33.34 Unrealized +10.8%

MS MORGAN STANLEY 1.5%

Value ($000) $28,294 Shares 1,049,873 Est. Cost $17.33 Unrealized +13.4%

HAL HALLIBURTON CO 1.4%

Value ($000) $25,970 Shares 539,347 Est. Cost $33.21 Unrealized +12.4%

MET METLIFE INC 1.4%

Value ($000) $25,551 Shares 544,220 Est. Cost $25.80 Unrealized +11.6%

XLI SELECT SECTOR SPDR TR 1.3%

Value ($000) $23,203 Shares 500,000 Est. Cost — Unrealized —

— TRANSCANADA CORP 1.2%

Value ($000) $21,970 Shares 500,000 Est. Cost — Unrealized —

OC OWENS CORNING NEW 1.1%

Value ($000) $20,896 Shares 550,173 Est. Cost $41.69 Unrealized -6.5%

QCOM QUALCOMM INC 1.1%

Value ($000) $20,869 Shares 310,000 Est. Cost $46.56 Unrealized 0.0%

— DELPHI AUTOMOTIVE PLC 1.1%

Value ($000) $19,654 Shares 336,434 Est. Cost $50.69 Unrealized —

AMP AMERIPRISE FINL INC 1.0%

Value ($000) $18,748 Shares 205,840 Est. Cost $59.57 Unrealized +14.3%

VC VISTEON CORP 1.0%

Value ($000) $18,658 Shares 246,669 Est. Cost $35.05 Unrealized +14.3%

CNQ CANADIAN NAT RES LTD 0.9%

Value ($000) $15,720 Shares 500,000 Est. Cost — Unrealized —

DAN DANA HLDG CORP 0.7%

Value ($000) $12,918 Shares 565,605 Est. Cost $14.00 Unrealized +22.7%

URI UNITED RENTALS INC 0.6%

Value ($000) $11,634 Shares 199,595 Est. Cost $51.55 Unrealized +4.2%

— ROCKWOOD HLDGS INC 0.6%

Value ($000) $10,229 Shares 152,898 Est. Cost $64.03 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.5%

Value ($000) $8,392 Shares 225,522 Est. Cost $26.01 Unrealized +20.8%

MPC MARATHON PETE CORP 0.4%

Value ($000) $7,236 Shares 112,500 Est. Cost $24.39 Unrealized 0.0%

CQP CHENIERE ENERGY PARTNERS LP 0.4%

Value ($000) $6,714 Shares 254,693 Est. Cost $29.89 Unrealized —

AAPL APPLE INC 0.4%

Value ($000) $6,675 Shares 14,000 Est. Cost $14.28 Unrealized 0.0%

UAL UNITED CONTL HLDGS INC 0.3%

Value ($000) $6,323 Shares 205,886 Est. Cost $31.81 Unrealized +1.2%

BZH BEAZER HOMES USA INC 0.3%

Value ($000) $6,207 Shares 344,859 Est. Cost $18.22 Unrealized -3.5%

— GENERAL MTRS CO 0.1%

Value ($000) $1,446 Shares 54,747 Est. Cost $24.00 Unrealized —

— GENERAL MTRS CO 0.1%

Value ($000) $1,018 Shares 54,747 Est. Cost $16.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,987,700	$501,963	27.2%	—	—	Call	78462F103
DIA	SPDR DOW JONES INDL AVRG ETF	1,485,000	$224,235	12.1%	—	—	Call	78467X109
XLF	SELECT SECTOR SPDR TR	5,540,000	$110,274	6.0%	—	—	Call	81369Y605
YPF	YPF SOCIEDAD ANONIMA	4,225,577	$85,061	4.6%	$15.59	—	SPON ADR CL D	984245100
LNG	CHENIERE ENERGY INC	2,167,105	$73,985	4.0%	$28.23	+5.2%	COM NEW	16411R208
—	SEMGROUP CORP	1,163,821	$66,361	3.6%	$54.22	—	CL A	81663A105
AIG	AMERICAN INTL GROUP INC	1,280,966	$62,293	3.4%	$32.51	+10.8%	COM NEW	026874784
XLK	SELECT SECTOR SPDR TR	1,940,000	$62,158	3.4%	—	—	Call	81369Y803
ET	ENERGY TRANSFER EQUITY L P	930,728	$61,223	3.3%	$65.78	—	COM UT LTD PTN	29273V100
GM	GENERAL MTRS CO	1,626,170	$58,493	3.2%	$23.62	+13.2%	COM	37045V100
EQT	EQT CORP	496,282	$44,030	2.4%	$38.48	+10.5%	COM	26884L109
HCA	HCA HOLDINGS INC	993,821	$42,486	2.3%	$36.12	+0.6%	COM	40412C101
—	E TRADE FINANCIAL CORP	2,428,166	$40,065	2.2%	$14.41	—	COM NEW	269246401
C	CITIGROUP INC	805,393	$39,070	2.1%	$35.76	+5.2%	COM NEW	172967424
—	HERTZ GLOBAL HOLDINGS INC	1,309,615	$29,021	1.6%	$24.80	—	COM	42805T105
LYB	LYONDELLBASELL INDUSTRIES N	393,094	$28,786	1.6%	$33.34	+10.8%	SHS - A -	N53745100
MS	MORGAN STANLEY	1,049,873	$28,294	1.5%	$17.33	+13.4%	COM NEW	617446448
HAL	HALLIBURTON CO	539,347	$25,970	1.4%	$33.21	+12.4%	COM	406216101
MET	METLIFE INC	544,220	$25,551	1.4%	$25.80	+11.6%	COM	59156R108
XLI	SELECT SECTOR SPDR TR	500,000	$23,203	1.3%	—	—	Call	81369Y704
—	TRANSCANADA CORP	500,000	$21,970	1.2%	—	—	Call	89353D107
OC	OWENS CORNING NEW	550,173	$20,896	1.1%	$41.69	-6.5%	COM	690742101
QCOM	QUALCOMM INC	310,000	$20,869	1.1%	$46.56	0.0%	COM	747525103
—	DELPHI AUTOMOTIVE PLC	336,434	$19,654	1.1%	$50.69	—	SHS	G27823106
AMP	AMERIPRISE FINL INC	205,840	$18,748	1.0%	$59.57	+14.3%	COM	03076C106
VC	VISTEON CORP	246,669	$18,658	1.0%	$35.05	+14.3%	COM NEW	92839U206
CNQ	CANADIAN NAT RES LTD	500,000	$15,720	0.9%	—	—	Call	136385101
DAN	DANA HLDG CORP	565,605	$12,918	0.7%	$14.00	+22.7%	COM	235825205
URI	UNITED RENTALS INC	199,595	$11,634	0.6%	$51.55	+4.2%	COM	911363109
—	ROCKWOOD HLDGS INC	152,898	$10,229	0.6%	$64.03	—	COM	774415103
NXPI	NXP SEMICONDUCTORS N V	225,522	$8,392	0.5%	$26.01	+20.8%	COM	N6596X109
MPC	MARATHON PETE CORP	112,500	$7,236	0.4%	$24.39	0.0%	COM	56585A102
CQP	CHENIERE ENERGY PARTNERS LP	254,693	$6,714	0.4%	$29.89	—	COM UNIT	16411Q101
AAPL	APPLE INC	14,000	$6,675	0.4%	$14.28	0.0%	COM	037833100
UAL	UNITED CONTL HLDGS INC	205,886	$6,323	0.3%	$31.81	+1.2%	COM	910047109
BZH	BEAZER HOMES USA INC	344,859	$6,207	0.3%	$18.22	-3.5%	COM NEW	07556Q881
—	GENERAL MTRS CO	54,747	$1,446	0.1%	$24.00	—	*W EXP 07/10/201	37045V118
—	GENERAL MTRS CO	54,747	$1,018	0.1%	$16.35	—	*W EXP 07/10/201	37045V126