Duquesne Family Office LLC Quant / Systematic

CIK: 0001536411 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $1,026,024 (100.0% shares, 0.0% debt)

Holdings (32)

IWM Ishares Tr 13.0%

Value ($000) $133,758 Shares 991,900 Est. Cost $134.85 Unrealized —

ABBV Abbvie Inc 7.5%

Value ($000) $76,504 Shares 1,221,723 Est. Cost $40.97 Unrealized +2.0%

BAC Bank Amer Corp 5.5%

Value ($000) $56,629 Shares 2,562,400 Est. Cost $13.45 Unrealized +16.5%

HAL Halliburton Co 5.5%

Value ($000) $56,324 Shares 1,041,300 Est. Cost $41.70 Unrealized 0.0%

XLF Select Sector Spdr Tr 5.4%

Value ($000) $55,742 Shares 2,397,500 Est. Cost $23.25 Unrealized —

C Citigroup Inc 5.4%

Value ($000) $55,098 Shares 927,100 Est. Cost $40.63 Unrealized 0.0%

PNC Pnc Finl Svcs Group Inc 5.3%

Value ($000) $54,503 Shares 466,000 Est. Cost $75.07 Unrealized +2.8%

WFC Wells Fargo & Co New 5.2%

Value ($000) $52,928 Shares 960,400 Est. Cost $39.03 Unrealized 0.0%

XLI Select Sector Spdr Tr 5.0%

Value ($000) $51,462 Shares 827,100 Est. Cost $62.22 Unrealized —

LYB Lyondellbasell Industries N 4.8%

Value ($000) $48,766 Shares 568,500 Est. Cost $49.39 Unrealized 0.0%

MRK Merck & Co Inc 3.9%

Value ($000) $40,255 Shares 683,800 Est. Cost $43.73 Unrealized +0.8%

EOG Eog Res Inc 3.8%

Value ($000) $38,499 Shares 380,800 Est. Cost $67.24 Unrealized +7.6%

FCX Freeport-Mcmoran Inc 3.7%

Value ($000) $38,021 Shares 2,882,600 Est. Cost $10.16 Unrealized +14.2%

AA Alcoa Corp 3.3%

Value ($000) $33,718 Shares 1,200,800 Est. Cost $25.90 Unrealized 0.0%

JPM Jpmorgan Chase & Co 2.8%

Value ($000) $28,260 Shares 327,500 Est. Cost $59.89 Unrealized 0.0%

NUE Nucor Corp 2.1%

Value ($000) $21,546 Shares 362,000 Est. Cost $42.03 Unrealized +8.6%

ACIU Ac Immune Sa 2.0%

Value ($000) $20,496 Shares 1,579,031 Est. Cost $17.11 Unrealized -19.1%

— Pioneer Nat Res Co 2.0%

Value ($000) $20,222 Shares 112,300 Est. Cost $182.77 Unrealized —

— Yahoo Inc 1.8%

Value ($000) $18,681 Shares 483,100 Est. Cost $38.67 Unrealized —

BHP Bhp Billiton Ltd 1.1%

Value ($000) $11,629 Shares 325,000 Est. Cost $34.65 Unrealized —

— Aspen Technology Inc 1.1%

Value ($000) $11,477 Shares 209,900 Est. Cost $54.68 Unrealized —

PSTG Pure Storage Inc 1.0%

Value ($000) $10,475 Shares 926,133 Est. Cost $16.25 Unrealized -20.3%

RIG Transocean Ltd 1.0%

Value ($000) $10,343 Shares 701,700 Est. Cost $11.85 Unrealized 0.0%

WMB Williams Cos Inc Del 1.0%

Value ($000) $10,192 Shares 327,300 Est. Cost $11.20 Unrealized +65.6%

DOV Dover Corp 1.0%

Value ($000) $10,161 Shares 135,600 Est. Cost $49.76 Unrealized 0.0%

CTRA Cabot Oil & Gas Corp 1.0%

Value ($000) $10,038 Shares 429,700 Est. Cost $16.40 Unrealized 0.0%

EMR Emerson Elec Co 1.0%

Value ($000) $9,756 Shares 175,000 Est. Cost $42.86 Unrealized 0.0%

EQT Eqt Corp 0.9%

Value ($000) $9,300 Shares 142,200 Est. Cost $34.21 Unrealized 0.0%

RRC Range Res Corp 0.9%

Value ($000) $9,277 Shares 270,000 Est. Cost $35.78 Unrealized 0.0%

— United States Stl Corp New 0.9%

Value ($000) $9,078 Shares 275,000 Est. Cost $33.01 Unrealized —

— Southwestern Energy Co 0.9%

Value ($000) $8,967 Shares 828,700 Est. Cost $10.82 Unrealized —

— Agrium Inc 0.4%

Value ($000) $3,919 Shares 38,974 Est. Cost $90.42 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	Ishares Tr	991,900	$133,758	13.0%	$134.85	—	RUSSELL 2000 ETF	464287655
ABBV	Abbvie Inc	1,221,723	$76,504	7.5%	$40.97	+2.0%	COM	00287Y109
BAC	Bank Amer Corp	2,562,400	$56,629	5.5%	$13.45	+16.5%	COM	060505104
HAL	Halliburton Co	1,041,300	$56,324	5.5%	$41.70	0.0%	COM	406216101
XLF	Select Sector Spdr Tr	2,397,500	$55,742	5.4%	$23.25	—	SBI INT-FINL	81369Y605
C	Citigroup Inc	927,100	$55,098	5.4%	$40.63	0.0%	COM NEW	172967424
PNC	Pnc Finl Svcs Group Inc	466,000	$54,503	5.3%	$75.07	+2.8%	COM	693475105
WFC	Wells Fargo & Co New	960,400	$52,928	5.2%	$39.03	0.0%	COM	949746101
XLI	Select Sector Spdr Tr	827,100	$51,462	5.0%	$62.22	—	SBI INT-INDS	81369Y704
LYB	Lyondellbasell Industries N	568,500	$48,766	4.8%	$49.39	0.0%	SHS - A -	N53745100
MRK	Merck & Co Inc	683,800	$40,255	3.9%	$43.73	+0.8%	COM	58933Y105
EOG	Eog Res Inc	380,800	$38,499	3.8%	$67.24	+7.6%	COM	26875P101
FCX	Freeport-Mcmoran Inc	2,882,600	$38,021	3.7%	$10.16	+14.2%	CL B	35671D857
AA	Alcoa Corp	1,200,800	$33,718	3.3%	$25.90	0.0%	COM	013872106
JPM	Jpmorgan Chase & Co	327,500	$28,260	2.8%	$59.89	0.0%	COM	46625H100
NUE	Nucor Corp	362,000	$21,546	2.1%	$42.03	+8.6%	COM	670346105
ACIU	Ac Immune Sa	1,579,031	$20,496	2.0%	$17.11	-19.1%	SHS	H00263105
—	Pioneer Nat Res Co	112,300	$20,222	2.0%	$182.77	—	COM	723787107
—	Yahoo Inc	483,100	$18,681	1.8%	$38.67	—	COM	984332106
BHP	Bhp Billiton Ltd	325,000	$11,629	1.1%	$34.65	—	SPONSORED ADR	088606108
—	Aspen Technology Inc	209,900	$11,477	1.1%	$54.68	—	COM	045327103
PSTG	Pure Storage Inc	926,133	$10,475	1.0%	$16.25	-20.3%	CL A	74624M102
RIG	Transocean Ltd	701,700	$10,343	1.0%	$11.85	0.0%	REG SHS	H8817H100
WMB	Williams Cos Inc Del	327,300	$10,192	1.0%	$11.20	+65.6%	COM	969457100
DOV	Dover Corp	135,600	$10,161	1.0%	$49.76	0.0%	COM	260003108
CTRA	Cabot Oil & Gas Corp	429,700	$10,038	1.0%	$16.40	0.0%	COM	127097103
EMR	Emerson Elec Co	175,000	$9,756	1.0%	$42.86	0.0%	COM	291011104
EQT	Eqt Corp	142,200	$9,300	0.9%	$34.21	0.0%	COM	26884L109
RRC	Range Res Corp	270,000	$9,277	0.9%	$35.78	0.0%	COM	75281A109
—	United States Stl Corp New	275,000	$9,078	0.9%	$33.01	—	COM	912909108
—	Southwestern Energy Co	828,700	$8,967	0.9%	$10.82	—	COM	845467109
—	Agrium Inc	38,974	$3,919	0.4%	$90.42	—	COM	008916108