Duquesne Family Office LLC Quant / Systematic

CIK: 0001536411 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $1,338,604 (100.0% shares, 0.0% debt)

Holdings (33)

— SPDR Gold Trust 17.7%

Value ($000) $237,162 Shares 2,016,000 Est. Cost — Unrealized —

META Facebook Inc. 17.2%

Value ($000) $230,903 Shares 2,023,694 Est. Cost $86.22 Unrealized +21.5%

EEM IShrs MSCI Emg'g Mkt Idx 7.6%

Value ($000) $101,757 Shares 2,971,000 Est. Cost $34.25 Unrealized —

KO Coca-Cola Co 4.8%

Value ($000) $64,431 Shares 1,388,900 Est. Cost $31.84 Unrealized 0.0%

PM Philip Morris Int'l Inc. 4.1%

Value ($000) $54,431 Shares 554,800 Est. Cost $55.87 Unrealized 0.0%

SO Southern Co 3.9%

Value ($000) $52,630 Shares 1,017,400 Est. Cost $32.22 Unrealized 0.0%

DUK Duke Energy Corp 3.9%

Value ($000) $52,369 Shares 649,100 Est. Cost $50.48 Unrealized 0.0%

AMZN Amazon.com Inc. 3.4%

Value ($000) $45,829 Shares 77,200 Est. Cost $28.33 Unrealized +0.2%

GOOGL Alphabet Inc. 3.2%

Value ($000) $42,494 Shares 55,700 Est. Cost $36.65 Unrealized -0.3%

PPL PPL Corp 2.8%

Value ($000) $37,107 Shares 974,700 Est. Cost $22.88 Unrealized 0.0%

PEP Pepsico Inc. 2.7%

Value ($000) $36,206 Shares 353,300 Est. Cost $73.27 Unrealized 0.0%

EMR Emerson Electric Inc. 2.2%

Value ($000) $29,963 Shares 551,000 Est. Cost $37.38 Unrealized 0.0%

MSFT Microsoft Corp 2.1%

Value ($000) $28,559 Shares 517,100 Est. Cost $39.29 Unrealized +17.3%

PSTG Pure Storage Inc. 2.0%

Value ($000) $27,169 Shares 1,984,600 Est. Cost $16.25 Unrealized -18.3%

CAT Caterpillar Inc. 1.9%

Value ($000) $25,258 Shares 330,000 Est. Cost $53.06 Unrealized 0.0%

— Barrick Gold Corp 1.9%

Value ($000) $24,887 Shares 1,832,600 Est. Cost $13.58 Unrealized —

LUV Southwest Airlines Co. 1.6%

Value ($000) $22,086 Shares 493,000 Est. Cost $36.21 Unrealized 0.0%

VZ Verizon Comms Inc. 1.6%

Value ($000) $21,632 Shares 400,000 Est. Cost $30.04 Unrealized 0.0%

ZTS Zoetis Inc. 1.6%

Value ($000) $21,185 Shares 477,900 Est. Cost $39.31 Unrealized 0.0%

HD Home Depot Inc. 1.5%

Value ($000) $20,108 Shares 150,700 Est. Cost $98.37 Unrealized 0.0%

POST Post Holdings Inc. 1.5%

Value ($000) $20,026 Shares 291,200 Est. Cost $42.18 Unrealized 0.0%

WDAY Workday Inc. 1.5%

Value ($000) $19,955 Shares 259,700 Est. Cost $66.19 Unrealized 0.0%

MCD McDonald's Corp 1.5%

Value ($000) $19,883 Shares 158,200 Est. Cost $93.96 Unrealized 0.0%

AEM Agnico Eagle Mines Ltd 1.2%

Value ($000) $15,726 Shares 434,900 Est. Cost $27.41 Unrealized 0.0%

— WhiteWave Foods Co 1.1%

Value ($000) $14,793 Shares 364,000 Est. Cost $40.64 Unrealized —

ED Consolidated Edison Inc. 0.8%

Value ($000) $10,872 Shares 141,900 Est. Cost $49.79 Unrealized 0.0%

WEC WEC Energy Grp Inc. 0.8%

Value ($000) $10,692 Shares 178,000 Est. Cost $40.72 Unrealized 0.0%

AEP Am Elect Pwr Co Inc. 0.8%

Value ($000) $10,637 Shares 160,200 Est. Cost $43.68 Unrealized 0.0%

EL The Estee Lauder Co Inc. 0.8%

Value ($000) $10,553 Shares 111,900 Est. Cost $78.56 Unrealized 0.0%

JD JD.Com Inc. 0.7%

Value ($000) $9,445 Shares 356,400 Est. Cost $26.50 Unrealized —

HDB HDFC Bank Ltd. 0.6%

Value ($000) $7,753 Shares 125,800 Est. Cost $49.48 Unrealized —

SGI Tempur Sealy Int'l Inc. 0.6%

Value ($000) $7,629 Shares 125,500 Est. Cost $19.01 Unrealized -22.1%

WMB Williams Co's Inc. 0.3%

Value ($000) $4,474 Shares 278,400 Est. Cost $9.91 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR Gold Trust	2,016,000	$237,162	17.7%	—	—	Call	78463V907
META	Facebook Inc.	2,023,694	$230,903	17.2%	$86.22	+21.5%	CL A	30303M102
EEM	IShrs MSCI Emg'g Mkt Idx	2,971,000	$101,757	7.6%	$34.25	—	MSCI EMG MKT ETF	464287234
KO	Coca-Cola Co	1,388,900	$64,431	4.8%	$31.84	0.0%	COM	191216100
PM	Philip Morris Int'l Inc.	554,800	$54,431	4.1%	$55.87	0.0%	COM	718172109
SO	Southern Co	1,017,400	$52,630	3.9%	$32.22	0.0%	COM	842587107
DUK	Duke Energy Corp	649,100	$52,369	3.9%	$50.48	0.0%	COM	26441C204
AMZN	Amazon.com Inc.	77,200	$45,829	3.4%	$28.33	+0.2%	COM	023135106
GOOGL	Alphabet Inc.	55,700	$42,494	3.2%	$36.65	-0.3%	CAP STK CL A	02079K305
PPL	PPL Corp	974,700	$37,107	2.8%	$22.88	0.0%	COM	69351T106
PEP	Pepsico Inc.	353,300	$36,206	2.7%	$73.27	0.0%	COM	713448108
EMR	Emerson Electric Inc.	551,000	$29,963	2.2%	$37.38	0.0%	COM	291011104
MSFT	Microsoft Corp	517,100	$28,559	2.1%	$39.29	+17.3%	COM	594918104
PSTG	Pure Storage Inc.	1,984,600	$27,169	2.0%	$16.25	-18.3%	CL A	74624M102
CAT	Caterpillar Inc.	330,000	$25,258	1.9%	$53.06	0.0%	COM	149123101
—	Barrick Gold Corp	1,832,600	$24,887	1.9%	$13.58	—	COM	067901108
LUV	Southwest Airlines Co.	493,000	$22,086	1.6%	$36.21	0.0%	COM	844741108
VZ	Verizon Comms Inc.	400,000	$21,632	1.6%	$30.04	0.0%	COM	92343V104
ZTS	Zoetis Inc.	477,900	$21,185	1.6%	$39.31	0.0%	CL A	98978V103
HD	Home Depot Inc.	150,700	$20,108	1.5%	$98.37	0.0%	COM	437076102
POST	Post Holdings Inc.	291,200	$20,026	1.5%	$42.18	0.0%	COM	737446104
WDAY	Workday Inc.	259,700	$19,955	1.5%	$66.19	0.0%	CL A	98138H101
MCD	McDonald's Corp	158,200	$19,883	1.5%	$93.96	0.0%	COM	580135101
AEM	Agnico Eagle Mines Ltd	434,900	$15,726	1.2%	$27.41	0.0%	COM	008474108
—	WhiteWave Foods Co	364,000	$14,793	1.1%	$40.64	—	COM	966244105
ED	Consolidated Edison Inc.	141,900	$10,872	0.8%	$49.79	0.0%	COM	209115104
WEC	WEC Energy Grp Inc.	178,000	$10,692	0.8%	$40.72	0.0%	COM	92939U106
AEP	Am Elect Pwr Co Inc.	160,200	$10,637	0.8%	$43.68	0.0%	COM	025537101
EL	The Estee Lauder Co Inc.	111,900	$10,553	0.8%	$78.56	0.0%	CL A	518439104
JD	JD.Com Inc.	356,400	$9,445	0.7%	$26.50	—	SPON ADR CL A	47215P106
HDB	HDFC Bank Ltd.	125,800	$7,753	0.6%	$49.48	—	ADR REPS 3 SHS	40415F101
SGI	Tempur Sealy Int'l Inc.	125,500	$7,629	0.6%	$19.01	-22.1%	COM	88023U101
WMB	Williams Co's Inc.	278,400	$4,474	0.3%	$9.91	0.0%	COM	969457100