Alight Capital Management LP Quant / Systematic

CIK: 0001651473 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $171,997 (100.0% shares, 0.0% debt)

Holdings (42)

SPY SPDR S&P 500 ETF TR 10.4%

Value ($000) $17,806 Shares 60,000 Est. Cost $296.77 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 5.4%

Value ($000) $9,296 Shares 200,000 Est. Cost $46.48 Unrealized —

NSC NORFOLK SOUTHERN CORP 5.2%

Value ($000) $8,983 Shares 50,000 Est. Cost $161.51 Unrealized 0.0%

DE DEERE & CO 4.9%

Value ($000) $8,434 Shares 50,000 Est. Cost $145.09 Unrealized +0.6%

DIS DISNEY WALT CO 4.5%

Value ($000) $7,819 Shares 60,000 Est. Cost $108.33 Unrealized +23.9%

AAPL APPLE INC 3.9%

Value ($000) $6,719 Shares 30,000 Est. Cost $50.22 Unrealized 0.0%

TTWO TAKE-TWO INTERACTIVE SOFTWAR 3.6%

Value ($000) $6,267 Shares 50,000 Est. Cost $102.91 Unrealized +21.2%

SONY SONY CORP 3.4%

Value ($000) $5,913 Shares 100,000 Est. Cost $52.39 Unrealized —

— ZYNGA INC 3.4%

Value ($000) $5,820 Shares 1,000,000 Est. Cost $4.40 Unrealized —

MA MASTERCARD INC 3.2%

Value ($000) $5,431 Shares 20,000 Est. Cost $266.10 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 3.1%

Value ($000) $5,310 Shares 40,000 Est. Cost $105.71 Unrealized +10.8%

— ACTIVISION BLIZZARD INC 3.1%

Value ($000) $5,292 Shares 100,000 Est. Cost $52.92 Unrealized —

NVDA NVIDIA CORP 3.0%

Value ($000) $5,222 Shares 30,000 Est. Cost $4.13 Unrealized +1.3%

GOOGL ALPHABET INC 2.8%

Value ($000) $4,885 Shares 4,000 Est. Cost $58.78 Unrealized 0.0%

UPS UNITED PARCEL SERVICE INC 2.8%

Value ($000) $4,793 Shares 40,000 Est. Cost $88.95 Unrealized 0.0%

GPN GLOBAL PMTS INC 2.8%

Value ($000) $4,770 Shares 30,000 Est. Cost $155.39 Unrealized 0.0%

RACE FERRARI N V 2.7%

Value ($000) $4,623 Shares 30,000 Est. Cost $121.84 Unrealized +30.9%

PPG PPG INDS INC 2.4%

Value ($000) $4,148 Shares 35,000 Est. Cost $101.82 Unrealized 0.0%

— TWITTER INC 2.4%

Value ($000) $4,120 Shares 100,000 Est. Cost $41.20 Unrealized —

— JUNIPER NETWORKS INC 2.2%

Value ($000) $3,713 Shares 150,000 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 2.0%

Value ($000) $3,474 Shares 20,771 Est. Cost $181.89 Unrealized —

SNAP SNAP INC 1.8%

Value ($000) $3,160 Shares 200,000 Est. Cost $11.48 Unrealized +39.4%

AMD ADVANCED MICRO DEVICES INC 1.7%

Value ($000) $2,899 Shares 100,000 Est. Cost $22.70 Unrealized +38.1%

MSFT MICROSOFT CORP 1.6%

Value ($000) $2,781 Shares 20,000 Est. Cost $129.91 Unrealized 0.0%

NFLX NETFLIX INC 1.6%

Value ($000) $2,676 Shares 10,000 Est. Cost $31.29 Unrealized 0.0%

TXN TEXAS INSTRS INC 1.5%

Value ($000) $2,585 Shares 20,000 Est. Cost $102.86 Unrealized 0.0%

INTC INTEL CORP 1.5%

Value ($000) $2,577 Shares 50,000 Est. Cost $43.02 Unrealized 0.0%

HAS HASBRO INC 1.4%

Value ($000) $2,374 Shares 20,000 Est. Cost $76.93 Unrealized +16.2%

— SPLUNK INC 1.4%

Value ($000) $2,357 Shares 20,000 Est. Cost $125.77 Unrealized —

QCOM QUALCOMM INC 1.3%

Value ($000) $2,288 Shares 30,000 Est. Cost $46.50 Unrealized +39.7%

MU MICRON TECHNOLOGY INC 1.2%

Value ($000) $2,143 Shares 50,000 Est. Cost $44.12 Unrealized 0.0%

NOW SERVICENOW INC 1.2%

Value ($000) $2,031 Shares 8,000 Est. Cost $53.24 Unrealized +2.1%

EA ELECTRONIC ARTS INC 1.1%

Value ($000) $1,956 Shares 20,000 Est. Cost $90.53 Unrealized +0.9%

LSCC LATTICE SEMICONDUCTOR CORP 1.1%

Value ($000) $1,829 Shares 100,000 Est. Cost $11.93 Unrealized —

NFLX NETFLIX INC 0.8%

Value ($000) $1,338 Shares 5,000 Est. Cost $31.29 Unrealized 0.0%

SFIX STITCH FIX INC 0.7%

Value ($000) $1,155 Shares 60,000 Est. Cost $26.83 Unrealized -13.4%

DELL DELL TECHNOLOGIES INC 0.6%

Value ($000) $1,037 Shares 20,000 Est. Cost $24.29 Unrealized 0.0%

FISV FISERV INC 0.6%

Value ($000) $1,036 Shares 10,000 Est. Cost $102.09 Unrealized 0.0%

ROKU ROKU INC 0.6%

Value ($000) $1,018 Shares 10,000 Est. Cost $80.28 Unrealized +52.3%

MCHP MICROCHIP TECHNOLOGY INC 0.5%

Value ($000) $929 Shares 10,000 Est. Cost $40.19 Unrealized 0.0%

RNG RINGCENTRAL INC 0.4%

Value ($000) $628 Shares 5,000 Est. Cost $78.74 Unrealized +66.5%

HUYA HUYA INC 0.2%

Value ($000) $362 Shares 15,293 Est. Cost $23.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	60,000	$17,806	10.4%	$296.77	—	TR UNIT	78462F103
TSM	TAIWAN SEMICONDUCTOR MFG LTD	200,000	$9,296	5.4%	$46.48	—	SPONSORED ADS	874039100
NSC	NORFOLK SOUTHERN CORP	50,000	$8,983	5.2%	$161.51	0.0%	COM	655844108
DE	DEERE & CO	50,000	$8,434	4.9%	$145.09	+0.6%	COM	244199105
DIS	DISNEY WALT CO	60,000	$7,819	4.5%	$108.33	+23.9%	COM DISNEY	254687106
AAPL	APPLE INC	30,000	$6,719	3.9%	$50.22	0.0%	COM	037833100
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	50,000	$6,267	3.6%	$102.91	+21.2%	COM	874054109
SONY	SONY CORP	100,000	$5,913	3.4%	$52.39	—	SPONSORED ADR	835699307
—	ZYNGA INC	1,000,000	$5,820	3.4%	$4.40	—	CL A	98986T108
MA	MASTERCARD INC	20,000	$5,431	3.2%	$266.10	0.0%	CL A	57636Q104
FIS	FIDELITY NATL INFORMATION SV	40,000	$5,310	3.1%	$105.71	+10.8%	COM	31620M106
—	ACTIVISION BLIZZARD INC	100,000	$5,292	3.1%	$52.92	—	COM	00507V109
NVDA	NVIDIA CORP	30,000	$5,222	3.0%	$4.13	+1.3%	COM	67066G104
GOOGL	ALPHABET INC	4,000	$4,885	2.8%	$58.78	0.0%	CAP STK CL A	02079K305
UPS	UNITED PARCEL SERVICE INC	40,000	$4,793	2.8%	$88.95	0.0%	CL B	911312106
GPN	GLOBAL PMTS INC	30,000	$4,770	2.8%	$155.39	0.0%	COM	37940X102
RACE	FERRARI N V	30,000	$4,623	2.7%	$121.84	+30.9%	COM	N3167Y103
PPG	PPG INDS INC	35,000	$4,148	2.4%	$101.82	0.0%	COM	693506107
—	TWITTER INC	100,000	$4,120	2.4%	$41.20	—	COM	90184L102
—	JUNIPER NETWORKS INC	150,000	$3,713	2.2%	—	—	Call	48203R104
BABA	ALIBABA GROUP HLDG LTD	20,771	$3,474	2.0%	$181.89	—	SPONSORED ADS	01609W102
SNAP	SNAP INC	200,000	$3,160	1.8%	$11.48	+39.4%	CL A	83304A106
AMD	ADVANCED MICRO DEVICES INC	100,000	$2,899	1.7%	$22.70	+38.1%	COM	007903107
MSFT	MICROSOFT CORP	20,000	$2,781	1.6%	$129.91	0.0%	COM	594918104
NFLX	NETFLIX INC	10,000	$2,676	1.6%	$31.29	0.0%	COM	64110L106
TXN	TEXAS INSTRS INC	20,000	$2,585	1.5%	$102.86	0.0%	COM	882508104
INTC	INTEL CORP	50,000	$2,577	1.5%	$43.02	0.0%	COM	458140100
HAS	HASBRO INC	20,000	$2,374	1.4%	$76.93	+16.2%	COM	418056107
—	SPLUNK INC	20,000	$2,357	1.4%	$125.77	—	COM	848637104
QCOM	QUALCOMM INC	30,000	$2,288	1.3%	$46.50	+39.7%	Call	747525103
MU	MICRON TECHNOLOGY INC	50,000	$2,143	1.2%	$44.12	0.0%	COM	595112103
NOW	SERVICENOW INC	8,000	$2,031	1.2%	$53.24	+2.1%	COM	81762P102
EA	ELECTRONIC ARTS INC	20,000	$1,956	1.1%	$90.53	+0.9%	COM	285512109
LSCC	LATTICE SEMICONDUCTOR CORP	100,000	$1,829	1.1%	$11.93	—	COM	518415104
NFLX	NETFLIX INC	5,000	$1,338	0.8%	$31.29	0.0%	Call	64110L106
SFIX	STITCH FIX INC	60,000	$1,155	0.7%	$26.83	-13.4%	COM CL A	860897107
DELL	DELL TECHNOLOGIES INC	20,000	$1,037	0.6%	$24.29	0.0%	CL C	24703L202
FISV	FISERV INC	10,000	$1,036	0.6%	$102.09	0.0%	COM	337738108
ROKU	ROKU INC	10,000	$1,018	0.6%	$80.28	+52.3%	COM CL A	77543R102
MCHP	MICROCHIP TECHNOLOGY INC	10,000	$929	0.5%	$40.19	0.0%	COM	595017104
RNG	RINGCENTRAL INC	5,000	$628	0.4%	$78.74	+66.5%	CL A	76680R206
HUYA	HUYA INC	15,293	$362	0.2%	$23.67	—	ADS REP SHS A	44852D108