Bayberry Capital Partners LP Quant / Systematic

CIK: 0001771524 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $516,115 (100.0% shares, 0.0% debt)

Holdings (19)

SPY SPDR S&P 500 ETF TR 46.0%

Value ($000) $237,437 Shares 770,000 Est. Cost — Unrealized —

ELF E L F BEAUTY INC 6.3%

Value ($000) $32,324 Shares 1,695,000 Est. Cost $15.01 Unrealized -4.7%

— WILLSCOT CORP 6.2%

Value ($000) $31,831 Shares 2,590,000 Est. Cost $16.67 Unrealized —

— BERRY GLOBAL GROUP INC 5.5%

Value ($000) $28,188 Shares 636,000 Est. Cost $33.71 Unrealized —

CPRT COPART INC 4.2%

Value ($000) $21,900 Shares 263,000 Est. Cost $21.90 Unrealized -8.4%

ILPT INDUSTRIAL LOGISTICS PPTYS T 3.8%

Value ($000) $19,564 Shares 952,000 Est. Cost $22.13 Unrealized —

— UNIVAR SOLUTIONS INC 3.6%

Value ($000) $18,377 Shares 1,090,000 Est. Cost $18.92 Unrealized —

CNNE CANNAE HLDGS INC 3.4%

Value ($000) $17,482 Shares 425,348 Est. Cost $31.27 Unrealized +4.1%

— LHC GROUP INC 3.2%

Value ($000) $16,508 Shares 94,700 Est. Cost $140.20 Unrealized —

SPWH SPORTSMAN WHSE HLDGS INC 3.1%

Value ($000) $15,946 Shares 1,119,000 Est. Cost $9.40 Unrealized 0.0%

GDDY GODADDY INC 3.0%

Value ($000) $15,619 Shares 213,000 Est. Cost $67.05 Unrealized +7.1%

— HD SUPPLY HLDGS INC 2.5%

Value ($000) $12,786 Shares 369,000 Est. Cost $28.43 Unrealized —

FCN FTI CONSULTING INC 2.3%

Value ($000) $12,119 Shares 105,800 Est. Cost $121.03 Unrealized 0.0%

STNG SCORPIO TANKERS INC 1.4%

Value ($000) $7,430 Shares 580,000 Est. Cost $34.91 Unrealized —

BKNG BOOKING HOLDINGS INC 1.4%

Value ($000) $7,245 Shares 4,550 Est. Cost $1497.60 Unrealized 0.0%

TJX TJX COS INC NEW 1.3%

Value ($000) $6,826 Shares 135,000 Est. Cost $46.63 Unrealized 0.0%

DECK DECKERS OUTDOOR CORP 1.2%

Value ($000) $6,088 Shares 31,000 Est. Cost $27.55 Unrealized 0.0%

OSW ONESPAWORLD HOLDINGS LIMITED 1.0%

Value ($000) $5,000 Shares 1,048,244 Est. Cost $14.31 Unrealized -62.6%

PNTG PENNANT GROUP INC 0.7%

Value ($000) $3,445 Shares 152,434 Est. Cost $23.73 Unrealized -11.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	770,000	$237,437	46.0%	—	—	Put	78462F103
ELF	E L F BEAUTY INC	1,695,000	$32,324	6.3%	$15.01	-4.7%	COM	26856L103
—	WILLSCOT CORP	2,590,000	$31,831	6.2%	$16.67	—	COM	971375126
—	BERRY GLOBAL GROUP INC	636,000	$28,188	5.5%	$33.71	—	COM	08579W103
CPRT	COPART INC	263,000	$21,900	4.2%	$21.90	-8.4%	COM	217204106
ILPT	INDUSTRIAL LOGISTICS PPTYS T	952,000	$19,564	3.8%	$22.13	—	COM SHS BEN INT	456237106
—	UNIVAR SOLUTIONS INC	1,090,000	$18,377	3.6%	$18.92	—	COM	91336L107
CNNE	CANNAE HLDGS INC	425,348	$17,482	3.4%	$31.27	+4.1%	COM	13765N107
—	LHC GROUP INC	94,700	$16,508	3.2%	$140.20	—	COM	50187A107
SPWH	SPORTSMAN WHSE HLDGS INC	1,119,000	$15,946	3.1%	$9.40	0.0%	COM	84920Y106
GDDY	GODADDY INC	213,000	$15,619	3.0%	$67.05	+7.1%	CL A	380237107
—	HD SUPPLY HLDGS INC	369,000	$12,786	2.5%	$28.43	—	COM	40416M105
FCN	FTI CONSULTING INC	105,800	$12,119	2.3%	$121.03	0.0%	COM	302941109
STNG	SCORPIO TANKERS INC	580,000	$7,430	1.4%	$34.91	—	SHS	Y7542C130
BKNG	BOOKING HOLDINGS INC	4,550	$7,245	1.4%	$1497.60	0.0%	COM	09857L108
TJX	TJX COS INC NEW	135,000	$6,826	1.3%	$46.63	0.0%	COM	872540109
DECK	DECKERS OUTDOOR CORP	31,000	$6,088	1.2%	$27.55	0.0%	COM	243537107
OSW	ONESPAWORLD HOLDINGS LIMITED	1,048,244	$5,000	1.0%	$14.31	-62.6%	COM	P73684113
PNTG	PENNANT GROUP INC	152,434	$3,445	0.7%	$23.73	-11.7%	COM	70805E109