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

CIK: 0001384982 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $1,546,484 (100.0% shares, 0.0% debt)

Holdings (44)

SPY SPDR S&P 500 ETF TR 16.4%

Value ($000) $254,156 Shares 1,290,000 Est. Cost — Unrealized —

IWM ISHARES TR 9.0%

Value ($000) $138,875 Shares 1,270,000 Est. Cost — Unrealized —

— SPDR SERIES TRUST 8.0%

Value ($000) $123,206 Shares 1,790,000 Est. Cost $68.83 Unrealized —

YPF YPF SOCIEDAD ANONIMA 7.8%

Value ($000) $121,154 Shares 3,275,320 Est. Cost $15.83 Unrealized —

LNG CHENIERE ENERGY INC 6.2%

Value ($000) $95,569 Shares 1,194,167 Est. Cost $28.23 Unrealized +170.1%

— PIONEER NAT RES CO 3.9%

Value ($000) $60,983 Shares 309,606 Est. Cost $192.53 Unrealized —

HCA HCA HOLDINGS INC 3.5%

Value ($000) $54,706 Shares 775,747 Est. Cost $40.16 Unrealized +53.0%

VYX NCR CORP NEW 3.3%

Value ($000) $50,723 Shares 1,518,200 Est. Cost $20.21 Unrealized +0.4%

AIG AMERICAN INTL GROUP INC 3.2%

Value ($000) $49,850 Shares 922,812 Est. Cost $34.20 Unrealized +22.2%

MCD MCDONALDS CORP 3.1%

Value ($000) $47,405 Shares 500,000 Est. Cost — Unrealized —

— TRANSCANADA CORP 2.8%

Value ($000) $43,847 Shares 850,900 Est. Cost $51.53 Unrealized —

— ATHLON ENERGY INC 2.8%

Value ($000) $42,997 Shares 738,401 Est. Cost $55.02 Unrealized —

ET ENERGY TRANSFER EQUITY L P 2.5%

Value ($000) $38,438 Shares 623,078 Est. Cost $58.16 Unrealized —

— GOOGLE INC 2.4%

Value ($000) $37,657 Shares 63,998 Est. Cost $584.73 Unrealized —

F FORD MTR CO DEL 2.4%

Value ($000) $36,975 Shares 2,500,000 Est. Cost $8.38 Unrealized +11.9%

— ANADARKO PETE CORP 2.0%

Value ($000) $31,315 Shares 308,703 Est. Cost $83.17 Unrealized —

— SINCLAIR BROADCAST GROUP INC 2.0%

Value ($000) $31,049 Shares 1,190,066 Est. Cost $33.81 Unrealized —

— SPDR SERIES TRUST 1.5%

Value ($000) $23,678 Shares 344,000 Est. Cost $68.83 Unrealized —

— DELPHI AUTOMOTIVE PLC 1.5%

Value ($000) $23,118 Shares 376,888 Est. Cost $56.21 Unrealized —

GM GENERAL MTRS CO 1.4%

Value ($000) $21,442 Shares 671,330 Est. Cost $23.94 Unrealized +10.7%

— CBS OUTDOOR AMERS INC 1.3%

Value ($000) $19,563 Shares 653,403 Est. Cost $29.94 Unrealized —

— CBS CORP NEW 1.2%

Value ($000) $18,983 Shares 354,820 Est. Cost $62.14 Unrealized —

ALLY ALLY FINL INC 1.1%

Value ($000) $17,762 Shares 767,600 Est. Cost $18.85 Unrealized -3.2%

— YAHOO INC 1.1%

Value ($000) $16,708 Shares 410,000 Est. Cost $35.13 Unrealized —

F FORD MTR CO DEL 1.0%

Value ($000) $15,701 Shares 1,061,600 Est. Cost $8.38 Unrealized +11.9%

MPC MARATHON PETE CORP 1.0%

Value ($000) $15,402 Shares 181,907 Est. Cost $30.48 Unrealized -1.4%

— MARKET VECTORS ETF TR 1.0%

Value ($000) $14,742 Shares 659,000 Est. Cost $22.37 Unrealized —

MET METLIFE INC 0.7%

Value ($000) $10,178 Shares 189,465 Est. Cost $26.19 Unrealized +27.0%

CYH COMMUNITY HEALTH SYS INC NEW 0.6%

Value ($000) $9,862 Shares 180,000 Est. Cost $33.13 Unrealized +25.4%

— SEMGROUP CORP 0.6%

Value ($000) $9,119 Shares 109,506 Est. Cost $54.22 Unrealized —

AAPL APPLE INC 0.6%

Value ($000) $8,930 Shares 88,634 Est. Cost $18.69 Unrealized +15.7%

— PRECISION CASTPARTS CORP 0.5%

Value ($000) $8,291 Shares 35,000 Est. Cost $236.89 Unrealized —

— GOOGLE INC 0.5%

Value ($000) $8,083 Shares 14,000 Est. Cost $575.29 Unrealized —

— B/E AEROSPACE INC 0.5%

Value ($000) $7,974 Shares 95,000 Est. Cost $83.94 Unrealized —

TEO TELECOM ARGENTINA S A 0.5%

Value ($000) $7,920 Shares 390,128 Est. Cost $22.18 Unrealized —

— OMNICARE INC 0.5%

Value ($000) $7,512 Shares 120,660 Est. Cost $62.26 Unrealized —

MA MASTERCARD INC 0.3%

Value ($000) $4,731 Shares 64,000 Est. Cost $71.09 Unrealized 0.0%

EDN EMPRESA DIST Y COMERCIAL NOR 0.3%

Value ($000) $4,460 Shares 401,092 Est. Cost $11.98 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.3%

Value ($000) $4,028 Shares 2,014,179 Est. Cost $2.93 Unrealized —

CQP CHENIERE ENERGY PARTNERS LP 0.2%

Value ($000) $2,545 Shares 77,779 Est. Cost $29.89 Unrealized —

— PAMPA ENERGIA S A 0.2%

Value ($000) $2,509 Shares 233,356 Est. Cost $10.75 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.1%

Value ($000) $2,221 Shares 25,000 Est. Cost $88.84 Unrealized —

— GENERAL MTRS CO 0.1%

Value ($000) $1,286 Shares 57,451 Est. Cost $24.34 Unrealized —

— GENERAL MTRS CO 0.1%

Value ($000) $831 Shares 57,451 Est. Cost $16.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,290,000	$254,156	16.4%	—	—	Call	78462F103
IWM	ISHARES TR	1,270,000	$138,875	9.0%	—	—	Call	464287655
—	SPDR SERIES TRUST	1,790,000	$123,206	8.0%	$68.83	—	Call	78464A730
YPF	YPF SOCIEDAD ANONIMA	3,275,320	$121,154	7.8%	$15.83	—	SPON ADR CL D	984245100
LNG	CHENIERE ENERGY INC	1,194,167	$95,569	6.2%	$28.23	+170.1%	COM NEW	16411R208
—	PIONEER NAT RES CO	309,606	$60,983	3.9%	$192.53	—	COM	723787107
HCA	HCA HOLDINGS INC	775,747	$54,706	3.5%	$40.16	+53.0%	COM	40412C101
VYX	NCR CORP NEW	1,518,200	$50,723	3.3%	$20.21	+0.4%	COM	62886E108
AIG	AMERICAN INTL GROUP INC	922,812	$49,850	3.2%	$34.20	+22.2%	COM NEW	026874784
MCD	MCDONALDS CORP	500,000	$47,405	3.1%	—	—	Call	580135101
—	TRANSCANADA CORP	850,900	$43,847	2.8%	$51.53	—	COM	89353D107
—	ATHLON ENERGY INC	738,401	$42,997	2.8%	$55.02	—	COM	047477104
ET	ENERGY TRANSFER EQUITY L P	623,078	$38,438	2.5%	$58.16	—	COM UT LTD PTN	29273V100
—	GOOGLE INC	63,998	$37,657	2.4%	$584.73	—	CL A	38259P508
F	FORD MTR CO DEL	2,500,000	$36,975	2.4%	$8.38	+11.9%	Call	345370860
—	ANADARKO PETE CORP	308,703	$31,315	2.0%	$83.17	—	COM	032511107
—	SINCLAIR BROADCAST GROUP INC	1,190,066	$31,049	2.0%	$33.81	—	CL A	829226109
—	SPDR SERIES TRUST	344,000	$23,678	1.5%	$68.83	—	S&P OILGAS EXP	78464A730
—	DELPHI AUTOMOTIVE PLC	376,888	$23,118	1.5%	$56.21	—	SHS	G27823106
GM	GENERAL MTRS CO	671,330	$21,442	1.4%	$23.94	+10.7%	COM	37045V100
—	CBS OUTDOOR AMERS INC	653,403	$19,563	1.3%	$29.94	—	COM	14987J106
—	CBS CORP NEW	354,820	$18,983	1.2%	$62.14	—	CL B	124857202
ALLY	ALLY FINL INC	767,600	$17,762	1.1%	$18.85	-3.2%	COM	02005N100
—	YAHOO INC	410,000	$16,708	1.1%	$35.13	—	COM	984332106
F	FORD MTR CO DEL	1,061,600	$15,701	1.0%	$8.38	+11.9%	COM PAR $0.01	345370860
MPC	MARATHON PETE CORP	181,907	$15,402	1.0%	$30.48	-1.4%	COM	56585A102
—	MARKET VECTORS ETF TR	659,000	$14,742	1.0%	$22.37	—	RUSSIA ETF	57060U506
MET	METLIFE INC	189,465	$10,178	0.7%	$26.19	+27.0%	COM	59156R108
CYH	COMMUNITY HEALTH SYS INC NEW	180,000	$9,862	0.6%	$33.13	+25.4%	COM	203668108
—	SEMGROUP CORP	109,506	$9,119	0.6%	$54.22	—	CL A	81663A105
AAPL	APPLE INC	88,634	$8,930	0.6%	$18.69	+15.7%	COM	037833100
—	PRECISION CASTPARTS CORP	35,000	$8,291	0.5%	$236.89	—	COM	740189105
—	GOOGLE INC	14,000	$8,083	0.5%	$575.29	—	CL C	38259P706
—	B/E AEROSPACE INC	95,000	$7,974	0.5%	$83.94	—	COM	073302101
TEO	TELECOM ARGENTINA S A	390,128	$7,920	0.5%	$22.18	—	SPON ADR REP B	879273209
—	OMNICARE INC	120,660	$7,512	0.5%	$62.26	—	COM	681904108
MA	MASTERCARD INC	64,000	$4,731	0.3%	$71.09	0.0%	CL A	57636Q104
EDN	EMPRESA DIST Y COMERCIAL NOR	401,092	$4,460	0.3%	$11.98	—	SPON ADR	29244A102
GULTU	GULF COAST ULTRA DEEP RTY TR	2,014,179	$4,028	0.3%	$2.93	—	ROYALTY TR UNT	40222T104
CQP	CHENIERE ENERGY PARTNERS LP	77,779	$2,545	0.2%	$29.89	—	COM UNIT	16411Q101
—	PAMPA ENERGIA S A	233,356	$2,509	0.2%	$10.75	—	SPONS ADR LVL I	697600207
BABA	ALIBABA GROUP HLDG LTD	25,000	$2,221	0.1%	$88.84	—	SPONSORED ADS	01609W102
—	GENERAL MTRS CO	57,451	$1,286	0.1%	$24.34	—	*W EXP 07/10/201	37045V118
—	GENERAL MTRS CO	57,451	$831	0.1%	$16.67	—	*W EXP 07/10/201	37045V126