Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $450,484 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P500 ETF TRUST 36.7%

Value ($000) $165,189 Shares 739,000 Est. Cost — Unrealized —

SYF SYNCHRONY FINL 8.7%

Value ($000) $39,279 Shares 1,082,964 Est. Cost $25.67 Unrealized 0.0%

— AETNA INC NEW 6.7%

Value ($000) $30,053 Shares 242,344 Est. Cost $124.01 Unrealized —

EXC EXELON CORP 6.1%

Value ($000) $27,339 Shares 770,331 Est. Cost $17.24 Unrealized 0.0%

AVB AVALONBAY CMNTYS INC 6.1%

Value ($000) $27,280 Shares 153,992 Est. Cost $123.37 Unrealized 0.0%

RDN RADIAN GROUP INC 3.9%

Value ($000) $17,491 Shares 972,804 Est. Cost $12.43 Unrealized 0.0%

— DOW CHEM CO 3.4%

Value ($000) $15,208 Shares 265,783 Est. Cost $57.22 Unrealized —

MTG MGIC INVT CORP WIS 3.0%

Value ($000) $13,710 Shares 1,345,473 Est. Cost $9.03 Unrealized 0.0%

WLK WESTLAKE CHEM CORP 2.9%

Value ($000) $13,056 Shares 233,192 Est. Cost $47.64 Unrealized 0.0%

MGM MGM RESORTS INTERNATIONAL 2.6%

Value ($000) $11,917 Shares 413,350 Est. Cost $26.17 Unrealized 0.0%

HAL HALLIBURTON CO 2.3%

Value ($000) $10,260 Shares 189,689 Est. Cost $41.70 Unrealized 0.0%

SLB SCHLUMBERGER LTD 2.2%

Value ($000) $9,762 Shares 116,279 Est. Cost $63.04 Unrealized 0.0%

NUE NUCOR CORP 2.1%

Value ($000) $9,523 Shares 160,000 Est. Cost $45.63 Unrealized 0.0%

— CONSOL ENERGY INC 2.1%

Value ($000) $9,483 Shares 520,161 Est. Cost $18.23 Unrealized —

— PRAXAIR INC 2.1%

Value ($000) $9,240 Shares 78,843 Est. Cost $117.19 Unrealized —

— ALEXION PHARMACEUTICALS INC 2.0%

Value ($000) $8,986 Shares 73,447 Est. Cost $122.35 Unrealized —

LUV SOUTHWEST AIRLS CO 2.0%

Value ($000) $8,789 Shares 176,352 Est. Cost $40.16 Unrealized 0.0%

JBLU JETBLUE AIRWAYS CORP 1.7%

Value ($000) $7,663 Shares 341,798 Est. Cost $19.75 Unrealized 0.0%

W WAYFAIR INC 1.2%

Value ($000) $5,258 Shares 150,000 Est. Cost $35.95 Unrealized 0.0%

— CIGNA CORPORATION 0.7%

Value ($000) $3,021 Shares 22,649 Est. Cost $133.38 Unrealized —

HUM HUMANA INC 0.7%

Value ($000) $2,978 Shares 14,598 Est. Cost $176.81 Unrealized 0.0%

— ABEONA THERAPEUTICS INC 0.4%

Value ($000) $1,697 Shares 349,800 Est. Cost $4.85 Unrealized —

VMC VULCAN MATLS CO 0.3%

Value ($000) $1,500 Shares 11,987 Est. Cost $111.71 Unrealized 0.0%

CPT CAMDEN PPTY TR 0.2%

Value ($000) $1,060 Shares 12,611 Est. Cost $58.23 Unrealized 0.0%

MLM MARTIN MARIETTA MATLS INC 0.2%

Value ($000) $742 Shares 3,351 Est. Cost $191.92 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P500 ETF TRUST	739,000	$165,189	36.7%	—	—	Put	78462F103
SYF	SYNCHRONY FINL	1,082,964	$39,279	8.7%	$25.67	0.0%	COM	87165B103
—	AETNA INC NEW	242,344	$30,053	6.7%	$124.01	—	COM	00817Y108
EXC	EXELON CORP	770,331	$27,339	6.1%	$17.24	0.0%	COM	30161N101
AVB	AVALONBAY CMNTYS INC	153,992	$27,280	6.1%	$123.37	0.0%	COM	053484101
RDN	RADIAN GROUP INC	972,804	$17,491	3.9%	$12.43	0.0%	COM	750236101
—	DOW CHEM CO	265,783	$15,208	3.4%	$57.22	—	COM	260543103
MTG	MGIC INVT CORP WIS	1,345,473	$13,710	3.0%	$9.03	0.0%	COM	552848103
WLK	WESTLAKE CHEM CORP	233,192	$13,056	2.9%	$47.64	0.0%	COM	960413102
MGM	MGM RESORTS INTERNATIONAL	413,350	$11,917	2.6%	$26.17	0.0%	COM	552953101
HAL	HALLIBURTON CO	189,689	$10,260	2.3%	$41.70	0.0%	COM	406216101
SLB	SCHLUMBERGER LTD	116,279	$9,762	2.2%	$63.04	0.0%	COM	806857108
NUE	NUCOR CORP	160,000	$9,523	2.1%	$45.63	0.0%	COM	670346105
—	CONSOL ENERGY INC	520,161	$9,483	2.1%	$18.23	—	COM	20854P109
—	PRAXAIR INC	78,843	$9,240	2.1%	$117.19	—	COM	74005P104
—	ALEXION PHARMACEUTICALS INC	73,447	$8,986	2.0%	$122.35	—	COM	015351109
LUV	SOUTHWEST AIRLS CO	176,352	$8,789	2.0%	$40.16	0.0%	COM	844741108
JBLU	JETBLUE AIRWAYS CORP	341,798	$7,663	1.7%	$19.75	0.0%	COM	477143101
W	WAYFAIR INC	150,000	$5,258	1.2%	$35.95	0.0%	CL A	94419L101
—	CIGNA CORPORATION	22,649	$3,021	0.7%	$133.38	—	COM	125509109
HUM	HUMANA INC	14,598	$2,978	0.7%	$176.81	0.0%	COM	444859102
—	ABEONA THERAPEUTICS INC	349,800	$1,697	0.4%	$4.85	—	COM	00289Y107
VMC	VULCAN MATLS CO	11,987	$1,500	0.3%	$111.71	0.0%	COM	929160109
CPT	CAMDEN PPTY TR	12,611	$1,060	0.2%	$58.23	0.0%	SH BEN INT	133131102
MLM	MARTIN MARIETTA MATLS INC	3,351	$742	0.2%	$191.92	0.0%	COM	573284106