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

CIK: 0001384982 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $1,339,804 (100.0% shares, 0.0% debt)

Holdings (39)

SPY SPDR S&P 500 ETF TR 23.8%

Value ($000) $318,926 Shares 1,522,500 Est. Cost — Unrealized —

IWM ISHARES TR 12.5%

Value ($000) $167,871 Shares 1,460,000 Est. Cost — Unrealized —

— DISH NETWORK CORP 5.8%

Value ($000) $78,149 Shares 1,491,385 Est. Cost $52.42 Unrealized —

— ALLERGAN PLC 5.6%

Value ($000) $75,285 Shares 325,782 Est. Cost $241.92 Unrealized —

WMB WILLIAMS COS INC DEL 5.3%

Value ($000) $71,114 Shares 3,287,728 Est. Cost $11.35 Unrealized +5.4%

ALLY ALLY FINL INC 5.2%

Value ($000) $69,065 Shares 4,045,978 Est. Cost $13.62 Unrealized -3.1%

— WILLIAMS PARTNERS L P NEW 4.9%

Value ($000) $65,262 Shares 1,883,999 Est. Cost $23.34 Unrealized —

— CONTINENTAL RESOURCES INC 4.5%

Value ($000) $60,458 Shares 1,335,500 Est. Cost $38.67 Unrealized —

— PIONEER NAT RES CO 4.0%

Value ($000) $52,999 Shares 350,500 Est. Cost $146.10 Unrealized —

NBIS YANDEX N V 3.1%

Value ($000) $41,142 Shares 1,882,951 Est. Cost $18.14 Unrealized —

BAC BANK AMER CORP 2.9%

Value ($000) $39,452 Shares 2,973,000 Est. Cost $11.32 Unrealized +0.2%

— ENERGY TRANSFER PRTNRS L P 2.2%

Value ($000) $29,475 Shares 774,236 Est. Cost $32.51 Unrealized —

GOOGL ALPHABET INC 2.0%

Value ($000) $27,161 Shares 38,607 Est. Cost $36.44 Unrealized -0.0%

LNG CHENIERE ENERGY INC 1.6%

Value ($000) $21,293 Shares 567,063 Est. Cost $33.55 Unrealized +4.8%

HUM HUMANA INC 1.6%

Value ($000) $21,209 Shares 117,904 Est. Cost $161.41 Unrealized +1.7%

C CITIGROUP INC 1.6%

Value ($000) $21,195 Shares 500,000 Est. Cost $33.10 Unrealized 0.0%

HAL HALLIBURTON CO 1.6%

Value ($000) $20,833 Shares 460,000 Est. Cost $34.03 Unrealized +0.3%

TMUS T MOBILE US INC 1.4%

Value ($000) $19,376 Shares 447,800 Est. Cost $38.27 Unrealized +3.5%

COF CAPITAL ONE FINL CORP 1.3%

Value ($000) $17,529 Shares 276,000 Est. Cost $58.66 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 1.2%

Value ($000) $16,255 Shares 109,400 Est. Cost $127.90 Unrealized 0.0%

PAM PAMPA ENERGIA S A 1.1%

Value ($000) $14,497 Shares 530,267 Est. Cost $13.78 Unrealized —

DVN DEVON ENERGY CORP NEW 0.9%

Value ($000) $12,347 Shares 340,620 Est. Cost $23.84 Unrealized 0.0%

— ALLERGAN PLC 0.8%

Value ($000) $10,399 Shares 45,000 Est. Cost $241.92 Unrealized —

CQP CHENIERE ENERGY PARTNERS LP 0.8%

Value ($000) $10,296 Shares 343,413 Est. Cost $29.83 Unrealized —

TEO TELECOM ARGENTINA S A 0.8%

Value ($000) $10,161 Shares 554,328 Est. Cost $21.68 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 0.7%

Value ($000) $9,931 Shares 567,184 Est. Cost $12.65 Unrealized —

— WHITING PETE CORP NEW 0.6%

Value ($000) $8,103 Shares 875,000 Est. Cost $8.19 Unrealized —

— DELPHI AUTOMOTIVE PLC 0.6%

Value ($000) $7,786 Shares 124,375 Est. Cost $64.29 Unrealized —

ET ENERGY TRANSFER EQUITY L P 0.4%

Value ($000) $5,942 Shares 413,500 Est. Cost $14.37 Unrealized —

— VIPER ENERGY PARTNERS LP 0.4%

Value ($000) $5,334 Shares 286,017 Est. Cost $18.14 Unrealized —

— OASIS PETE INC NEW 0.3%

Value ($000) $4,110 Shares 440,000 Est. Cost $9.34 Unrealized —

AIG AMERICAN INTL GROUP INC 0.2%

Value ($000) $2,274 Shares 43,000 Est. Cost $35.34 Unrealized +22.5%

— VANECK VECTORS ETF TR 0.1%

Value ($000) $1,609 Shares 55,000 Est. Cost $29.25 Unrealized —

AR ANTERO RES CORP 0.1%

Value ($000) $798 Shares 30,700 Est. Cost $27.26 Unrealized 0.0%

NFLX NETFLIX INC 0.1%

Value ($000) $732 Shares 8,000 Est. Cost — Unrealized —

OKE ONEOK INC NEW 0.0%

Value ($000) $522 Shares 11,000 Est. Cost $22.12 Unrealized 0.0%

CTRA CABOT OIL & GAS CORP 0.0%

Value ($000) $386 Shares 15,000 Est. Cost $17.47 Unrealized 0.0%

— PARSLEY ENERGY INC 0.0%

Value ($000) $271 Shares 10,000 Est. Cost $27.10 Unrealized —

— TIME WARNER INC 0.0%

Value ($000) $257 Shares 3,500 Est. Cost $72.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,522,500	$318,926	23.8%	—	—	Call	78462F103
IWM	ISHARES TR	1,460,000	$167,871	12.5%	—	—	Call	464287655
—	DISH NETWORK CORP	1,491,385	$78,149	5.8%	$52.42	—	CL A	25470M109
—	ALLERGAN PLC	325,782	$75,285	5.6%	$241.92	—	SHS	G0177J108
WMB	WILLIAMS COS INC DEL	3,287,728	$71,114	5.3%	$11.35	+5.4%	COM	969457100
ALLY	ALLY FINL INC	4,045,978	$69,065	5.2%	$13.62	-3.1%	COM	02005N100
—	WILLIAMS PARTNERS L P NEW	1,883,999	$65,262	4.9%	$23.34	—	COM UNIT LTD PAR	96949L105
—	CONTINENTAL RESOURCES INC	1,335,500	$60,458	4.5%	$38.67	—	COM	212015101
—	PIONEER NAT RES CO	350,500	$52,999	4.0%	$146.10	—	COM	723787107
NBIS	YANDEX N V	1,882,951	$41,142	3.1%	$18.14	—	SHS CLASS A	N97284108
BAC	BANK AMER CORP	2,973,000	$39,452	2.9%	$11.32	+0.2%	COM	060505104
—	ENERGY TRANSFER PRTNRS L P	774,236	$29,475	2.2%	$32.51	—	UNIT LTD PARTN	29273R109
GOOGL	ALPHABET INC	38,607	$27,161	2.0%	$36.44	-0.0%	CAP STK CL A	02079K305
LNG	CHENIERE ENERGY INC	567,063	$21,293	1.6%	$33.55	+4.8%	COM NEW	16411R208
HUM	HUMANA INC	117,904	$21,209	1.6%	$161.41	+1.7%	COM	444859102
C	CITIGROUP INC	500,000	$21,195	1.6%	$33.10	0.0%	COM NEW	172967424
HAL	HALLIBURTON CO	460,000	$20,833	1.6%	$34.03	+0.3%	COM	406216101
TMUS	T MOBILE US INC	447,800	$19,376	1.4%	$38.27	+3.5%	COM	872590104
COF	CAPITAL ONE FINL CORP	276,000	$17,529	1.3%	$58.66	0.0%	COM	14040H105
GS	GOLDMAN SACHS GROUP INC	109,400	$16,255	1.2%	$127.90	0.0%	COM	38141G104
PAM	PAMPA ENERGIA S A	530,267	$14,497	1.1%	$13.78	—	SPONS ADR LVL I	697660207
DVN	DEVON ENERGY CORP NEW	340,620	$12,347	0.9%	$23.84	0.0%	COM	25179M103
—	ALLERGAN PLC	45,000	$10,399	0.8%	$241.92	—	Call	G0177J108
CQP	CHENIERE ENERGY PARTNERS LP	343,413	$10,296	0.8%	$29.83	—	COM UNIT	16411Q101
TEO	TELECOM ARGENTINA S A	554,328	$10,161	0.8%	$21.68	—	SPON ADR REP B	879273209
EDN	EMPRESA DIST Y COMERCIAL NOR	567,184	$9,931	0.7%	$12.65	—	SPON ADR	29244A102
—	WHITING PETE CORP NEW	875,000	$8,103	0.6%	$8.19	—	COM	966387102
—	DELPHI AUTOMOTIVE PLC	124,375	$7,786	0.6%	$64.29	—	SHS	G27823106
ET	ENERGY TRANSFER EQUITY L P	413,500	$5,942	0.4%	$14.37	—	COM UT LTD PTN	29273V100
—	VIPER ENERGY PARTNERS LP	286,017	$5,334	0.4%	$18.14	—	COM UNT RP INT	92763M105
—	OASIS PETE INC NEW	440,000	$4,110	0.3%	$9.34	—	COM	674215108
AIG	AMERICAN INTL GROUP INC	43,000	$2,274	0.2%	$35.34	+22.5%	COM NEW	026874784
—	VANECK VECTORS ETF TR	55,000	$1,609	0.1%	$29.25	—	OIL SVCS ETF	92189F718
AR	ANTERO RES CORP	30,700	$798	0.1%	$27.26	0.0%	COM	03674X106
NFLX	NETFLIX INC	8,000	$732	0.1%	—	—	Put	64110L106
OKE	ONEOK INC NEW	11,000	$522	0.0%	$22.12	0.0%	COM	682680103
CTRA	CABOT OIL & GAS CORP	15,000	$386	0.0%	$17.47	0.0%	COM	127097103
—	PARSLEY ENERGY INC	10,000	$271	0.0%	$27.10	—	CL A	701877102
—	TIME WARNER INC	3,500	$257	0.0%	$72.57	—	COM NEW	887317303