Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $3,083,648 (100.0% shares, 0.0% debt)

Holdings (60)

SPY SPDR S&P 500 ETF TR 34.4%
Value ($000) $1,061,396 Shares 4,224,800 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 23.3%
Value ($000) $718,518 Shares 2,860,000 Est. Cost Unrealized
BAC BANK AMER CORP 3.3%
Value ($000) $102,852 Shares 4,058,860 Est. Cost $19.72 Unrealized +1.2%
C CITIGROUP INC 2.4%
Value ($000) $73,392 Shares 1,008,970 Est. Cost $51.91 Unrealized 0.0%
CVX CHEVRON CORP NEW 2.3%
Value ($000) $70,500 Shares 600,000 Est. Cost Unrealized
GOOG ALPHABET INC 2.3%
Value ($000) $69,812 Shares 72,788 Est. Cost $44.20 Unrealized +4.6%
AMZN AMAZON COM INC 2.0%
Value ($000) $61,503 Shares 63,976 Est. Cost $48.67 Unrealized +0.9%
EQT EQT CORP 1.9%
Value ($000) $58,021 Shares 889,349 Est. Cost $30.40 Unrealized +3.1%
DXJ WISDOMTREE TR 1.9%
Value ($000) $57,435 Shares 1,050,000 Est. Cost $54.70 Unrealized
DXJ WISDOMTREE TR 1.6%
Value ($000) $50,565 Shares 924,399 Est. Cost $54.70 Unrealized
DOWDUPONT INC 1.5%
Value ($000) $45,232 Shares 653,365 Est. Cost $69.23 Unrealized
MPC MARATHON PETE CORP 1.3%
Value ($000) $41,092 Shares 732,731 Est. Cost $39.73 Unrealized +4.0%
IBN ICICI BK LTD 1.2%
Value ($000) $36,529 Shares 4,267,463 Est. Cost $8.58 Unrealized
STLD STEEL DYNAMICS INC 1.1%
Value ($000) $35,225 Shares 1,021,915 Est. Cost $29.48 Unrealized 0.0%
NRG NRG ENERGY INC 1.0%
Value ($000) $32,359 Shares 1,264,509 Est. Cost $15.90 Unrealized +22.9%
META FACEBOOK INC 1.0%
Value ($000) $31,058 Shares 181,763 Est. Cost $143.75 Unrealized +15.3%
EA ELECTRONIC ARTS INC 0.9%
Value ($000) $28,569 Shares 241,990 Est. Cost $112.62 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.9%
Value ($000) $28,120 Shares 255,037 Est. Cost $96.02 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.9%
Value ($000) $27,158 Shares 420,993 Est. Cost $64.51 Unrealized
ALLERGAN PLC 0.8%
Value ($000) $25,361 Shares 123,740 Est. Cost $243.09 Unrealized
ZBH ZIMMER BIOMET HLDGS INC 0.8%
Value ($000) $24,936 Shares 212,968 Est. Cost $107.78 Unrealized 0.0%
MGM MGM RESORTS INTERNATIONAL 0.8%
Value ($000) $23,725 Shares 727,974 Est. Cost $30.64 Unrealized 0.0%
ABEONA THERAPEUTICS INC 0.8%
Value ($000) $23,352 Shares 1,369,606 Est. Cost $8.78 Unrealized
SKECHERS U S A INC 0.7%
Value ($000) $21,933 Shares 874,189 Est. Cost $25.09 Unrealized
EXC EXELON CORP 0.6%
Value ($000) $19,958 Shares 529,802 Est. Cost $20.00 Unrealized 0.0%
CIGNA CORPORATION 0.6%
Value ($000) $19,299 Shares 103,234 Est. Cost $172.38 Unrealized
HUM HUMANA INC 0.6%
Value ($000) $19,268 Shares 79,086 Est. Cost $210.64 Unrealized +8.4%
HDB HDFC BANK LTD 0.6%
Value ($000) $19,122 Shares 198,423 Est. Cost $78.55 Unrealized
ANDEAVOR 0.6%
Value ($000) $19,035 Shares 184,536 Est. Cost $103.15 Unrealized
VST VISTRA ENERGY CORP 0.6%
Value ($000) $17,693 Shares 946,654 Est. Cost $14.74 Unrealized 0.0%
PCRX PACIRA PHARMACEUTICALS INC 0.5%
Value ($000) $16,919 Shares 450,563 Est. Cost $45.15 Unrealized -10.9%
TRGP TARGA RES CORP 0.5%
Value ($000) $16,767 Shares 354,491 Est. Cost $32.52 Unrealized 0.0%
AETNA INC NEW 0.5%
Value ($000) $16,531 Shares 103,961 Est. Cost $159.01 Unrealized
ENERGEN CORP 0.5%
Value ($000) $16,227 Shares 296,763 Est. Cost $54.68 Unrealized
RITE AID CORP 0.5%
Value ($000) $15,685 Shares 8,002,550 Est. Cost $2.45 Unrealized
GGAL GRUPO FINANCIERO GALICIA S A 0.5%
Value ($000) $15,462 Shares 300,000 Est. Cost $51.54 Unrealized
BEST INC 0.5%
Value ($000) $14,065 Shares 1,175,000 Est. Cost $11.97 Unrealized
CSGP COSTAR GROUP INC 0.4%
Value ($000) $13,761 Shares 51,300 Est. Cost $27.75 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.4%
Value ($000) $13,645 Shares 90,385 Est. Cost $152.37 Unrealized
CLOVIS ONCOLOGY INC 0.4%
Value ($000) $12,520 Shares 151,947 Est. Cost $82.40 Unrealized
PAGP PLAINS GP HLDGS L P 0.4%
Value ($000) $11,777 Shares 538,518 Est. Cost $21.87 Unrealized
ABEONA THERAPEUTICS INC 0.3%
Value ($000) $8,184 Shares 480,000 Est. Cost $8.78 Unrealized
LYON WILLIAM HOMES 0.3%
Value ($000) $7,969 Shares 346,640 Est. Cost $22.99 Unrealized
ENVISION HEALTHCARE CORP 0.2%
Value ($000) $6,884 Shares 153,142 Est. Cost $44.95 Unrealized
CENTENNIAL RESOURCE DEV INC 0.2%
Value ($000) $6,182 Shares 344,000 Est. Cost $15.82 Unrealized
DDS DILLARDS INC 0.1%
Value ($000) $3,855 Shares 68,758 Est. Cost $46.22 Unrealized 0.0%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $3,527 Shares 190,750 Est. Cost $13.16 Unrealized 0.0%
POWERSHARES QQQ TRUST 0.1%
Value ($000) $3,107 Shares 21,359 Est. Cost $145.47 Unrealized
DYNEGY INC NEW DEL 0.1%
Value ($000) $2,937 Shares 300,000 Est. Cost $7.92 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.1%
Value ($000) $2,324 Shares 11,267 Est. Cost $205.55 Unrealized -3.4%
FLEXION THERAPEUTICS INC 0.1%
Value ($000) $1,773 Shares 73,316 Est. Cost $24.18 Unrealized
WY WEYERHAEUSER CO 0.0%
Value ($000) $1,530 Shares 44,964 Est. Cost $23.66 Unrealized 0.0%
DUKE REALTY CORP 0.0%
Value ($000) $1,484 Shares 51,509 Est. Cost $28.81 Unrealized
KIM KIMCO RLTY CORP 0.0%
Value ($000) $1,465 Shares 74,922 Est. Cost $12.87 Unrealized 0.0%
PFGC PERFORMANCE FOOD GROUP CO 0.0%
Value ($000) $1,288 Shares 45,600 Est. Cost $27.92 Unrealized 0.0%
DHI D R HORTON INC 0.0%
Value ($000) $1,063 Shares 26,638 Est. Cost $29.71 Unrealized +11.9%
SL GREEN RLTY CORP 0.0%
Value ($000) $1,046 Shares 10,323 Est. Cost $101.33 Unrealized
CBRE CBRE GROUP INC 0.0%
Value ($000) $1,004 Shares 26,511 Est. Cost $36.79 Unrealized 0.0%
VMC VULCAN MATLS CO 0.0%
Value ($000) $995 Shares 8,322 Est. Cost $111.47 Unrealized 0.0%
VERSARTIS INC 0.0%
Value ($000) $654 Shares 266,850 Est. Cost $2.45 Unrealized