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

CIK: 0001384982 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $1,437,381 (100.0% shares, 0.0% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 52.9%

Value ($000) $760,732 Shares 3,701,500 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 20.0%

Value ($000) $286,978 Shares 2,628,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 2.3%

Value ($000) $32,367 Shares 610,000 Est. Cost — Unrealized —

HUM HUMANA INC 2.2%

Value ($000) $31,999 Shares 174,904 Est. Cost $161.41 Unrealized -0.8%

— WILLIAMS PARTNERS L P NEW 2.1%

Value ($000) $30,687 Shares 1,500,572 Est. Cost $20.45 Unrealized —

AAPL APPLE INC 1.9%

Value ($000) $27,974 Shares 256,666 Est. Cost $23.64 Unrealized -4.6%

— PIONEER NAT RES CO 1.8%

Value ($000) $25,755 Shares 183,000 Est. Cost $141.42 Unrealized —

— ENERGY TRANSFER PRTNRS L P 1.7%

Value ($000) $24,294 Shares 751,213 Est. Cost $32.34 Unrealized —

LNG CHENIERE ENERGY INC 1.3%

Value ($000) $19,184 Shares 567,063 Est. Cost $33.55 Unrealized -3.4%

— CONTINENTAL RESOURCES INC 1.2%

Value ($000) $17,943 Shares 591,000 Est. Cost $30.36 Unrealized —

IWM ISHARES TR 1.2%

Value ($000) $17,701 Shares 160,000 Est. Cost — Unrealized —

NBIS YANDEX N V 1.2%

Value ($000) $16,606 Shares 1,083,951 Est. Cost $15.40 Unrealized —

— ALLERGAN PLC 1.1%

Value ($000) $15,755 Shares 58,782 Est. Cost $291.13 Unrealized —

WMB WILLIAMS COS INC DEL 1.1%

Value ($000) $15,660 Shares 974,500 Est. Cost $9.91 Unrealized 0.0%

PAM PAMPA ENERGIA S A 0.8%

Value ($000) $11,369 Shares 530,267 Est. Cost $13.78 Unrealized —

ALLY ALLY FINL INC 0.8%

Value ($000) $10,782 Shares 575,978 Est. Cost $16.19 Unrealized -18.7%

TMUS T MOBILE US INC 0.7%

Value ($000) $10,046 Shares 262,300 Est. Cost $37.32 Unrealized -2.3%

TEO TELECOM ARGENTINA S A 0.7%

Value ($000) $9,917 Shares 554,328 Est. Cost $21.68 Unrealized —

CQP CHENIERE ENERGY PARTNERS LP 0.7%

Value ($000) $9,904 Shares 343,413 Est. Cost $29.83 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 0.7%

Value ($000) $9,472 Shares 567,184 Est. Cost $12.65 Unrealized —

— DELPHI AUTOMOTIVE PLC 0.6%

Value ($000) $9,331 Shares 124,375 Est. Cost $64.29 Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.5%

Value ($000) $7,311 Shares 278,000 Est. Cost $26.30 Unrealized —

— WHITING PETE CORP NEW 0.5%

Value ($000) $6,983 Shares 875,000 Est. Cost $8.19 Unrealized —

AXP AMERICAN EXPRESS CO 0.3%

Value ($000) $4,973 Shares 81,000 Est. Cost $50.49 Unrealized 0.0%

— VIPER ENERGY PARTNERS LP 0.3%

Value ($000) $4,665 Shares 286,017 Est. Cost $18.14 Unrealized —

AIG AMERICAN INTL GROUP INC 0.3%

Value ($000) $4,648 Shares 86,000 Est. Cost $35.34 Unrealized +19.1%

CC CHEMOURS CO 0.3%

Value ($000) $4,383 Shares 626,105 Est. Cost $11.77 Unrealized -69.1%

LYB LYONDELLBASELL INDUSTRIES N 0.3%

Value ($000) $4,251 Shares 49,673 Est. Cost $52.02 Unrealized -12.0%

— MARKET VECTORS ETF TR 0.1%

Value ($000) $1,996 Shares 75,000 Est. Cost $26.61 Unrealized —

BAC BANK AMER CORP 0.1%

Value ($000) $1,731 Shares 128,000 Est. Cost $10.86 Unrealized 0.0%

GOOGL ALPHABET INC 0.1%

Value ($000) $1,221 Shares 1,600 Est. Cost $36.73 Unrealized -0.5%

— DISH NETWORK CORP 0.0%

Value ($000) $259 Shares 5,600 Est. Cost $57.14 Unrealized —

— TIME WARNER INC 0.0%

Value ($000) $254 Shares 3,500 Est. Cost $72.57 Unrealized —

HAL HALLIBURTON CO 0.0%

Value ($000) $250 Shares 7,000 Est. Cost $26.95 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,701,500	$760,732	52.9%	—	—	Put	78462F103
—	POWERSHARES QQQ TRUST	2,628,000	$286,978	20.0%	—	—	Put	73935A104
XLP	SELECT SECTOR SPDR TR	610,000	$32,367	2.3%	—	—	Put	81369Y308
HUM	HUMANA INC	174,904	$31,999	2.2%	$161.41	-0.8%	COM	444859102
—	WILLIAMS PARTNERS L P NEW	1,500,572	$30,687	2.1%	$20.45	—	COM UNIT LTD PAR	96949L105
AAPL	APPLE INC	256,666	$27,974	1.9%	$23.64	-4.6%	COM	037833100
—	PIONEER NAT RES CO	183,000	$25,755	1.8%	$141.42	—	COM	723787107
—	ENERGY TRANSFER PRTNRS L P	751,213	$24,294	1.7%	$32.34	—	UNIT LTD PARTN	29273R109
LNG	CHENIERE ENERGY INC	567,063	$19,184	1.3%	$33.55	-3.4%	COM NEW	16411R208
—	CONTINENTAL RESOURCES INC	591,000	$17,943	1.2%	$30.36	—	COM	212015101
IWM	ISHARES TR	160,000	$17,701	1.2%	—	—	Put	464287655
NBIS	YANDEX N V	1,083,951	$16,606	1.2%	$15.40	—	SHS CLASS A	N97284108
—	ALLERGAN PLC	58,782	$15,755	1.1%	$291.13	—	SHS	G0177J108
WMB	WILLIAMS COS INC DEL	974,500	$15,660	1.1%	$9.91	0.0%	COM	969457100
PAM	PAMPA ENERGIA S A	530,267	$11,369	0.8%	$13.78	—	SPONS ADR LVL I	697660207
ALLY	ALLY FINL INC	575,978	$10,782	0.8%	$16.19	-18.7%	COM	02005N100
TMUS	T MOBILE US INC	262,300	$10,046	0.7%	$37.32	-2.3%	COM	872590104
TEO	TELECOM ARGENTINA S A	554,328	$9,917	0.7%	$21.68	—	SPON ADR REP B	879273209
CQP	CHENIERE ENERGY PARTNERS LP	343,413	$9,904	0.7%	$29.83	—	COM UNIT	16411Q101
EDN	EMPRESA DIST Y COMERCIAL NOR	567,184	$9,472	0.7%	$12.65	—	SPON ADR	29244A102
—	DELPHI AUTOMOTIVE PLC	124,375	$9,331	0.6%	$64.29	—	SHS	G27823106
—	VALEANT PHARMACEUTICALS INTL	278,000	$7,311	0.5%	$26.30	—	COM	91911K102
—	WHITING PETE CORP NEW	875,000	$6,983	0.5%	$8.19	—	COM	966387102
AXP	AMERICAN EXPRESS CO	81,000	$4,973	0.3%	$50.49	0.0%	COM	025816109
—	VIPER ENERGY PARTNERS LP	286,017	$4,665	0.3%	$18.14	—	COM UNT RP INT	92763M105
AIG	AMERICAN INTL GROUP INC	86,000	$4,648	0.3%	$35.34	+19.1%	COM NEW	026874784
CC	CHEMOURS CO	626,105	$4,383	0.3%	$11.77	-69.1%	COM	163851108
LYB	LYONDELLBASELL INDUSTRIES N	49,673	$4,251	0.3%	$52.02	-12.0%	SHS - A -	N53745100
—	MARKET VECTORS ETF TR	75,000	$1,996	0.1%	$26.61	—	OIL SVCS ETF	57060U191
BAC	BANK AMER CORP	128,000	$1,731	0.1%	$10.86	0.0%	COM	060505104
GOOGL	ALPHABET INC	1,600	$1,221	0.1%	$36.73	-0.5%	CAP STK CL A	02079K305
—	DISH NETWORK CORP	5,600	$259	0.0%	$57.14	—	CL A	25470M109
—	TIME WARNER INC	3,500	$254	0.0%	$72.57	—	COM NEW	887317303
HAL	HALLIBURTON CO	7,000	$250	0.0%	$26.95	0.0%	COM	406216101