Central Asset Investments & Management Holdings (HK) Ltd Quant / Systematic

Location: Hong Kong

CIK: 0001583672 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value: $122M (80.6% shares, 19.4% debt)

Holdings (30)

MU MICRON TECHNOLOGY INC 21.9%

Value $26.66M Shares 648,457 Share Price $41.12 * Est. Cost/Share $30.01 Unrealized @ Report Date +40.0%

— CANADIAN SOLAR INC 15.8%

Value $19.19M Shares 19,847,000 Share Price $0.97 Est. Cost/Share $0.99 Unrealized @ Report Date —

AMZN AMAZON COM INC 10.8%

Value $13.16M Shares 11,250 Share Price $1169.51 * Est. Cost/Share $54.25 Unrealized @ Report Date +1.4%

MSFT MICROSOFT CORP 5.8%

Value $7.108M Shares 83,100 Share Price $85.54 * Est. Cost/Share $75.26 Unrealized @ Report Date 0.0%

XLE SELECT SECTOR SPDR TR 3.7%

Value $4.531M Shares 62,700 Share Price $72.26 Est. Cost/Share $72.26 Unrealized @ Report Date —

NTES NETEASE INC 3.5%

Value $4.313M Shares 12,500 Share Price $345.04 Est. Cost/Share $345.04 Unrealized @ Report Date —

JPM JPMORGAN CHASE & CO 3.3%

Value $3.989M Shares 37,300 Share Price $106.94 * Est. Cost/Share $79.61 Unrealized @ Report Date +2.2%

META FACEBOOK INC 3.0%

Value $3.686M Shares 20,890 Share Price $176.45 Est. Cost/Share $173.31 Unrealized @ Report Date +1.3%

— FIAT CHRYSLER AUTOMOBILES N 3.0%

Value $3.607M Shares 202,200 Share Price $17.84 Est. Cost/Share $17.88 Unrealized @ Report Date —

— SPDR SERIES TRUST 2.9%

Value $3.558M Shares 95,700 Share Price $37.18 Est. Cost/Share $37.18 Unrealized @ Report Date —

— BROADCOM LTD 2.8%

Value $3.453M Shares 13,440 Share Price $256.92 Est. Cost/Share $256.92 Unrealized @ Report Date —

MS MORGAN STANLEY 2.8%

Value $3.371M Shares 64,250 Share Price $52.47 * Est. Cost/Share $39.73 Unrealized @ Report Date 0.0%

— SEMICONDUCTOR MFG INTL CORP 2.5%

Value $2.996M Shares 350,000 Share Price $8.56 Est. Cost/Share $8.56 Unrealized @ Report Date —

— SOLARCITY CORP 2.3%

Value $2.792M Shares 3,000,000 Share Price $0.93 Est. Cost/Share $0.93 Unrealized @ Report Date —

— CHINA MOBILE LIMITED 2.3%

Value $2.767M Shares 54,755 Share Price $50.53 Est. Cost/Share $55.23 Unrealized @ Report Date —

— LAM RESEARCH CORP 2.3%

Value $2.761M Shares 15,000 Share Price $184.07 Est. Cost/Share $176.57 Unrealized @ Report Date —

C CITIGROUP INC 2.1%

Value $2.511M Shares 33,750 Share Price $74.40 * Est. Cost/Share $55.56 Unrealized @ Report Date +1.6%

NVDA NVIDIA CORP 1.7%

Value $2.03M Shares 10,490 Share Price $193.52 * Est. Cost/Share $4.02 Unrealized @ Report Date +22.2%

— YY INC 1.6%

Value $1.979M Shares 17,500 Share Price $113.09 Est. Cost/Share $100.14 Unrealized @ Report Date —

— CTRIP COM INTL LTD 1.4%

Value $1.677M Shares 1,500,000 Share Price $1.12 Est. Cost/Share $1.11 Unrealized @ Report Date —

TSLA TESLA INC 1.0%

Value $1.168M Shares 3,750 Share Price $311.47 * Est. Cost/Share $21.75 Unrealized @ Report Date 0.0%

ZTO ZTO EXPRESS CAYMAN INC 0.9%

Value $1.141M Shares 72,000 Share Price $15.85 Est. Cost/Share $15.85 Unrealized @ Report Date —

— DISCOVER FINL SVCS 0.5%

Value $585K Shares 7,600 Share Price $76.97 Est. Cost/Share $76.97 Unrealized @ Report Date —

NAK NORTHERN DYNASTY MINERALS LT 0.5%

Value $578K Shares 326,700 Share Price $1.77 * Est. Cost/Share $1.79 Unrealized @ Report Date +10.7%

SYF SYNCHRONY FINL 0.5%

Value $560K Shares 14,500 Share Price $38.62 * Est. Cost/Share $28.01 Unrealized @ Report Date 0.0%

NOAH NOAH HLDGS LTD 0.4%

Value $500K Shares 10,800 Share Price $46.30 Est. Cost/Share $32.12 Unrealized @ Report Date —

NXPI NXP SEMICONDUCTORS N V 0.4%

Value $457K Shares 3,900 Share Price $117.18 * Est. Cost/Share $102.65 Unrealized @ Report Date 0.0%

ATHM AUTOHOME INC 0.3%

Value $323K Shares 5,000 Share Price $64.60 Est. Cost/Share $64.60 Unrealized @ Report Date —

— MARVELL TECHNOLOGY GROUP LTD 0.2%

Value $288K Shares 13,400 Share Price $21.49 Est. Cost/Share $21.49 Unrealized @ Report Date —

— PHOENIX NEW MEDIA LTD 0.1%

Value $84,000 Shares 13,000 Share Price $6.46 Est. Cost/Share $6.46 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
MU	MICRON TECHNOLOGY INC	648,457	$26.66M	21.9%	$41.12 *	$30.01	+40.0%	COM	595112103
—	CANADIAN SOLAR INC	19,847,000	$19.19M	15.8%	$0.97	$0.99	—	NOTE 4.250% 2/1	136635AE9
AMZN	AMAZON COM INC	11,250	$13.16M	10.8%	$1169.51 *	$54.25	+1.4%	COM	023135106
MSFT	MICROSOFT CORP	83,100	$7.108M	5.8%	$85.54 *	$75.26	0.0%	COM	594918104
XLE	SELECT SECTOR SPDR TR	62,700	$4.531M	3.7%	$72.26	$72.26	—	ENERGY	81369Y506
NTES	NETEASE INC	12,500	$4.313M	3.5%	$345.04	$345.04	—	SPONSORED ADR	64110W102
JPM	JPMORGAN CHASE & CO	37,300	$3.989M	3.3%	$106.94 *	$79.61	+2.2%	COM	46625H100
META	FACEBOOK INC	20,890	$3.686M	3.0%	$176.45	$173.31	+1.3%	CL A	30303M102
—	FIAT CHRYSLER AUTOMOBILES N	202,200	$3.607M	3.0%	$17.84	$17.88	—	SHS	N31738102
—	SPDR SERIES TRUST	95,700	$3.558M	2.9%	$37.18	$37.18	—	S&P OILGAS EXP	78464A730
—	BROADCOM LTD	13,440	$3.453M	2.8%	$256.92	$256.92	—	SHS	Y09827109
MS	MORGAN STANLEY	64,250	$3.371M	2.8%	$52.47 *	$39.73	0.0%	COM NEW	617446448
—	SEMICONDUCTOR MFG INTL CORP	350,000	$2.996M	2.5%	$8.56	$8.56	—	SPONSORED ADR	81663N206
—	SOLARCITY CORP	3,000,000	$2.792M	2.3%	$0.93	$0.93	—	NOTE 1.625%11/0	83416TAC4
—	CHINA MOBILE LIMITED	54,755	$2.767M	2.3%	$50.53	$55.23	—	SPONSORED ADR	16941M109
—	LAM RESEARCH CORP	15,000	$2.761M	2.3%	$184.07	$176.57	—	COM	512807108
C	CITIGROUP INC	33,750	$2.511M	2.1%	$74.40 *	$55.56	+1.6%	COM NEW	172967424
NVDA	NVIDIA CORP	10,490	$2.03M	1.7%	$193.52 *	$4.02	+22.2%	COM	67066G104
—	YY INC	17,500	$1.979M	1.6%	$113.09	$100.14	—	ADS REPCOM CLA	98426T106
—	CTRIP COM INTL LTD	1,500,000	$1.677M	1.4%	$1.12	$1.11	—	NOTE 1.990% 7/0	22943FAH3
TSLA	TESLA INC	3,750	$1.168M	1.0%	$311.47 *	$21.75	0.0%	COM	88160R101
ZTO	ZTO EXPRESS CAYMAN INC	72,000	$1.141M	0.9%	$15.85	$15.85	—	SPONSORED ADR	98980A105
—	DISCOVER FINL SVCS	7,600	$585K	0.5%	$76.97	$76.97	—	COM	254709108
NAK	NORTHERN DYNASTY MINERALS LT	326,700	$578K	0.5%	$1.77 *	$1.79	+10.7%	COM NEW	66510M204
SYF	SYNCHRONY FINL	14,500	$560K	0.5%	$38.62 *	$28.01	0.0%	COM	87165B103
NOAH	NOAH HLDGS LTD	10,800	$500K	0.4%	$46.30	$32.12	—	SPON ADS CL A	65487X102
NXPI	NXP SEMICONDUCTORS N V	3,900	$457K	0.4%	$117.18 *	$102.65	0.0%	COM	N6596X109
ATHM	AUTOHOME INC	5,000	$323K	0.3%	$64.60	$64.60	—	SP ADR RP CL A	05278C107
—	MARVELL TECHNOLOGY GROUP LTD	13,400	$288K	0.2%	$21.49	$21.49	—	ORD	G5876H105
—	PHOENIX NEW MEDIA LTD	13,000	$84,000	0.1%	$6.46	$6.46	—	SPONSORED ADS	71910C103