Lighthouse Investment Partners, LLC Quant / Systematic

CIK: 0001600344 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 13, 2022

Total Value ($000): $165,270 (100.0% shares, 0.0% debt)

Holdings (48)

AKAM AKAMAI TECHNOLOGIES INC 14.3%

Value ($000) $23,580 Shares 197,500 Est. Cost — Unrealized —

VT VANGUARD INTL EQUITY INDEX F 6.9%

Value ($000) $11,415 Shares 112,700 Est. Cost $101.29 Unrealized —

MTCH MATCH GROUP INC NEW 4.1%

Value ($000) $6,764 Shares 62,200 Est. Cost — Unrealized —

MLM MARTIN MARIETTA MATLS INC 3.6%

Value ($000) $5,966 Shares 15,500 Est. Cost $378.22 Unrealized 0.0%

NVT NVENT ELECTRIC PLC 3.4%

Value ($000) $5,686 Shares 163,509 Est. Cost $33.41 Unrealized -1.0%

QQQ INVESCO QQQ TR 3.3%

Value ($000) $5,474 Shares 15,100 Est. Cost — Unrealized —

ITW ILLINOIS TOOL WKS INC 3.3%

Value ($000) $5,423 Shares 25,900 Est. Cost $203.67 Unrealized 0.0%

JBHT HUNT J B TRANS SVCS INC 2.9%

Value ($000) $4,780 Shares 23,808 Est. Cost $191.92 Unrealized 0.0%

WM WASTE MGMT INC DEL 2.4%

Value ($000) $3,974 Shares 25,075 Est. Cost $142.52 Unrealized 0.0%

DD DUPONT DE NEMOURS INC 2.4%

Value ($000) $3,939 Shares 53,532 Est. Cost $29.21 Unrealized +3.0%

MAS MASCO CORP 2.4%

Value ($000) $3,930 Shares 77,060 Est. Cost $57.74 Unrealized -4.4%

DOV DOVER CORP 2.3%

Value ($000) $3,883 Shares 24,751 Est. Cost $160.92 Unrealized -3.0%

CSX CSX CORP 2.2%

Value ($000) $3,713 Shares 99,140 Est. Cost $33.29 Unrealized +0.6%

AKAM AKAMAI TECHNOLOGIES INC 2.2%

Value ($000) $3,701 Shares 31,000 Est. Cost — Unrealized —

UNP UNION PAC CORP 2.2%

Value ($000) $3,676 Shares 13,454 Est. Cost $230.57 Unrealized 0.0%

PCAR PACCAR INC 2.1%

Value ($000) $3,540 Shares 40,200 Est. Cost $49.72 Unrealized +5.4%

CPRT COPART INC 2.0%

Value ($000) $3,243 Shares 25,844 Est. Cost $31.75 Unrealized 0.0%

LAD LITHIA MTRS INC 1.9%

Value ($000) $3,181 Shares 10,600 Est. Cost $312.17 Unrealized 0.0%

ROK ROCKWELL AUTOMATION INC 1.9%

Value ($000) $3,120 Shares 11,142 Est. Cost $268.27 Unrealized 0.0%

— TE CONNECTIVITY LTD 1.8%

Value ($000) $2,935 Shares 22,413 Est. Cost $146.59 Unrealized —

GTLS CHART INDS INC 1.7%

Value ($000) $2,886 Shares 16,800 Est. Cost $140.45 Unrealized 0.0%

EME EMCOR GROUP INC 1.7%

Value ($000) $2,771 Shares 24,600 Est. Cost $116.28 Unrealized 0.0%

CSL CARLISLE COS INC 1.7%

Value ($000) $2,749 Shares 11,179 Est. Cost $220.17 Unrealized +1.8%

AOS SMITH A O CORP 1.6%

Value ($000) $2,683 Shares 42,000 Est. Cost $67.80 Unrealized 0.0%

HXL HEXCEL CORP NEW 1.6%

Value ($000) $2,656 Shares 44,659 Est. Cost $55.13 Unrealized 0.0%

SAIA SAIA INC 1.5%

Value ($000) $2,511 Shares 10,297 Est. Cost $277.03 Unrealized 0.0%

FLS FLOWSERVE CORP 1.5%

Value ($000) $2,456 Shares 68,401 Est. Cost $30.15 Unrealized 0.0%

KBR KBR INC 1.5%

Value ($000) $2,441 Shares 44,602 Est. Cost $42.25 Unrealized +10.3%

FTV FORTIVE CORP 1.5%

Value ($000) $2,437 Shares 40,000 Est. Cost $48.63 Unrealized 0.0%

— COLFAX CORP 1.4%

Value ($000) $2,370 Shares 59,575 Est. Cost $43.45 Unrealized —

MIDD MIDDLEBY CORP 1.4%

Value ($000) $2,266 Shares 13,821 Est. Cost $181.61 Unrealized 0.0%

MTCH MATCH GROUP INC NEW 1.3%

Value ($000) $2,175 Shares 20,000 Est. Cost — Unrealized —

IR INGERSOLL RAND INC 1.3%

Value ($000) $2,115 Shares 42,000 Est. Cost $53.32 Unrealized 0.0%

XPO XPO LOGISTICS INC 1.2%

Value ($000) $2,046 Shares 28,100 Est. Cost $46.47 Unrealized -10.1%

— MAXAR TECHNOLOGIES INC 1.1%

Value ($000) $1,847 Shares 46,800 Est. Cost $39.47 Unrealized —

URI UNITED RENTALS INC 1.1%

Value ($000) $1,812 Shares 5,100 Est. Cost $316.24 Unrealized 0.0%

CARR CARRIER GLOBAL CORPORATION 1.0%

Value ($000) $1,720 Shares 37,500 Est. Cost $44.60 Unrealized 0.0%

GNRC GENERAC HLDGS INC 1.0%

Value ($000) $1,701 Shares 5,723 Est. Cost $299.98 Unrealized 0.0%

GWW GRAINGER W W INC 1.0%

Value ($000) $1,679 Shares 3,256 Est. Cost $452.39 Unrealized +4.6%

— SPIRIT AEROSYSTEMS HLDGS INC 0.9%

Value ($000) $1,556 Shares 31,831 Est. Cost $43.09 Unrealized —

R RYDER SYS INC 0.9%

Value ($000) $1,468 Shares 18,500 Est. Cost $77.79 Unrealized 0.0%

DY DYCOM INDS INC 0.9%

Value ($000) $1,419 Shares 14,900 Est. Cost $91.51 Unrealized 0.0%

GT GOODYEAR TIRE & RUBR CO 0.7%

Value ($000) $1,143 Shares 80,000 Est. Cost $20.62 Unrealized -13.9%

SITE SITEONE LANDSCAPE SUPPLY INC 0.7%

Value ($000) $1,132 Shares 7,000 Est. Cost $181.65 Unrealized 0.0%

BABA ALIBABA GROUP HLDG LTD 0.7%

Value ($000) $1,088 Shares 10,000 Est. Cost — Unrealized —

UAL UNITED AIRLS HLDGS INC 0.5%

Value ($000) $862 Shares 18,600 Est. Cost $43.35 Unrealized 0.0%

LKQ LKQ CORP 0.5%

Value ($000) $772 Shares 17,000 Est. Cost $46.20 Unrealized 0.0%

DASH DOORDASH INC 0.4%

Value ($000) $586 Shares 5,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AKAM	AKAMAI TECHNOLOGIES INC	197,500	$23,580	14.3%	—	—	Put	00971T101
VT	VANGUARD INTL EQUITY INDEX F	112,700	$11,415	6.9%	$101.29	—	TT WRLD ST ETF	922042742
MTCH	MATCH GROUP INC NEW	62,200	$6,764	4.1%	—	—	Put	57667L107
MLM	MARTIN MARIETTA MATLS INC	15,500	$5,966	3.6%	$378.22	0.0%	COM	573284106
NVT	NVENT ELECTRIC PLC	163,509	$5,686	3.4%	$33.41	-1.0%	SHS	G6700G107
QQQ	INVESCO QQQ TR	15,100	$5,474	3.3%	—	—	Put	46090E103
ITW	ILLINOIS TOOL WKS INC	25,900	$5,423	3.3%	$203.67	0.0%	COM	452308109
JBHT	HUNT J B TRANS SVCS INC	23,808	$4,780	2.9%	$191.92	0.0%	COM	445658107
WM	WASTE MGMT INC DEL	25,075	$3,974	2.4%	$142.52	0.0%	COM	94106L109
DD	DUPONT DE NEMOURS INC	53,532	$3,939	2.4%	$29.21	+3.0%	COM	26614N102
MAS	MASCO CORP	77,060	$3,930	2.4%	$57.74	-4.4%	COM	574599106
DOV	DOVER CORP	24,751	$3,883	2.3%	$160.92	-3.0%	COM	260003108
CSX	CSX CORP	99,140	$3,713	2.2%	$33.29	+0.6%	COM	126408103
AKAM	AKAMAI TECHNOLOGIES INC	31,000	$3,701	2.2%	—	—	Call	00971T101
UNP	UNION PAC CORP	13,454	$3,676	2.2%	$230.57	0.0%	COM	907818108
PCAR	PACCAR INC	40,200	$3,540	2.1%	$49.72	+5.4%	COM	693718108
CPRT	COPART INC	25,844	$3,243	2.0%	$31.75	0.0%	COM	217204106
LAD	LITHIA MTRS INC	10,600	$3,181	1.9%	$312.17	0.0%	COM	536797103
ROK	ROCKWELL AUTOMATION INC	11,142	$3,120	1.9%	$268.27	0.0%	COM	773903109
—	TE CONNECTIVITY LTD	22,413	$2,935	1.8%	$146.59	—	SHS	H84989104
GTLS	CHART INDS INC	16,800	$2,886	1.7%	$140.45	0.0%	COM	16115Q308
EME	EMCOR GROUP INC	24,600	$2,771	1.7%	$116.28	0.0%	COM	29084Q100
CSL	CARLISLE COS INC	11,179	$2,749	1.7%	$220.17	+1.8%	COM	142339100
AOS	SMITH A O CORP	42,000	$2,683	1.6%	$67.80	0.0%	COM	831865209
HXL	HEXCEL CORP NEW	44,659	$2,656	1.6%	$55.13	0.0%	COM	428291108
SAIA	SAIA INC	10,297	$2,511	1.5%	$277.03	0.0%	COM	78709Y105
FLS	FLOWSERVE CORP	68,401	$2,456	1.5%	$30.15	0.0%	COM	34354P105
KBR	KBR INC	44,602	$2,441	1.5%	$42.25	+10.3%	COM	48242W106
FTV	FORTIVE CORP	40,000	$2,437	1.5%	$48.63	0.0%	COM	34959J108
—	COLFAX CORP	59,575	$2,370	1.4%	$43.45	—	COM	194014106
MIDD	MIDDLEBY CORP	13,821	$2,266	1.4%	$181.61	0.0%	COM	596278101
MTCH	MATCH GROUP INC NEW	20,000	$2,175	1.3%	—	—	Call	57667L107
IR	INGERSOLL RAND INC	42,000	$2,115	1.3%	$53.32	0.0%	COM	45687V106
XPO	XPO LOGISTICS INC	28,100	$2,046	1.2%	$46.47	-10.1%	COM	983793100
—	MAXAR TECHNOLOGIES INC	46,800	$1,847	1.1%	$39.47	—	COM	57778K105
URI	UNITED RENTALS INC	5,100	$1,812	1.1%	$316.24	0.0%	COM	911363109
CARR	CARRIER GLOBAL CORPORATION	37,500	$1,720	1.0%	$44.60	0.0%	COM	14448C104
GNRC	GENERAC HLDGS INC	5,723	$1,701	1.0%	$299.98	0.0%	COM	368736104
GWW	GRAINGER W W INC	3,256	$1,679	1.0%	$452.39	+4.6%	COM	384802104
—	SPIRIT AEROSYSTEMS HLDGS INC	31,831	$1,556	0.9%	$43.09	—	COM CL A	848574109
R	RYDER SYS INC	18,500	$1,468	0.9%	$77.79	0.0%	COM	783549108
DY	DYCOM INDS INC	14,900	$1,419	0.9%	$91.51	0.0%	COM	267475101
GT	GOODYEAR TIRE & RUBR CO	80,000	$1,143	0.7%	$20.62	-13.9%	COM	382550101
SITE	SITEONE LANDSCAPE SUPPLY INC	7,000	$1,132	0.7%	$181.65	0.0%	COM	82982L103
BABA	ALIBABA GROUP HLDG LTD	10,000	$1,088	0.7%	—	—	Call	01609W102
UAL	UNITED AIRLS HLDGS INC	18,600	$862	0.5%	$43.35	0.0%	COM	910047109
LKQ	LKQ CORP	17,000	$772	0.5%	$46.20	0.0%	COM	501889208
DASH	DOORDASH INC	5,000	$586	0.4%	—	—	Call	25809K105