Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $2,011,663 (100.0% shares, 0.0% debt)

Holdings (55)

SPY SPDR S&P 500 ETF TR 21.9%
Value ($000) $440,319 Shares 1,650,000 Est. Cost Unrealized
POWERSHARES QQQ TRUST 11.6%
Value ($000) $233,640 Shares 1,500,000 Est. Cost $149.46 Unrealized
IWM ISHARES TR 7.6%
Value ($000) $152,460 Shares 1,000,000 Est. Cost Unrealized
BAC BANK AMER CORP 7.0%
Value ($000) $141,003 Shares 4,776,534 Est. Cost $20.18 Unrealized +12.9%
KRE SPDR SERIES TRUST 4.6%
Value ($000) $92,124 Shares 1,565,399 Est. Cost $58.85 Unrealized
STLD STEEL DYNAMICS INC 3.2%
Value ($000) $63,808 Shares 1,479,430 Est. Cost $30.40 Unrealized +6.8%
MAR MARRIOTT INTL INC NEW 2.4%
Value ($000) $48,197 Shares 355,095 Est. Cost $101.28 Unrealized +13.3%
HDB HDFC BANK LTD 2.3%
Value ($000) $45,840 Shares 450,874 Est. Cost $91.49 Unrealized
MPC MARATHON PETE CORP 2.2%
Value ($000) $45,037 Shares 682,587 Est. Cost $39.73 Unrealized +19.5%
DB DEUTSCHE BANK AG 2.1%
Value ($000) $42,648 Shares 2,236,992 Est. Cost $15.74 Unrealized 0.0%
EIX EDISON INTL 2.0%
Value ($000) $40,113 Shares 634,300 Est. Cost Unrealized
AETNA INC NEW 2.0%
Value ($000) $39,878 Shares 221,064 Est. Cost $170.34 Unrealized
JPM JPMORGAN CHASE & CO 1.7%
Value ($000) $33,608 Shares 314,272 Est. Cost $81.33 Unrealized 0.0%
MSFT MICROSOFT CORP 1.6%
Value ($000) $31,652 Shares 370,028 Est. Cost $75.26 Unrealized 0.0%
GOOG ALPHABET INC 1.6%
Value ($000) $31,256 Shares 29,870 Est. Cost $44.20 Unrealized +14.3%
AMZN AMAZON COM INC 1.5%
Value ($000) $30,303 Shares 25,912 Est. Cost $48.67 Unrealized +13.1%
META FACEBOOK INC 1.5%
Value ($000) $30,164 Shares 170,938 Est. Cost $143.75 Unrealized +22.1%
NRG NRG ENERGY INC 1.4%
Value ($000) $27,935 Shares 980,850 Est. Cost $15.90 Unrealized +41.6%
AXTA AXALTA COATING SYS LTD 1.3%
Value ($000) $25,746 Shares 795,623 Est. Cost $31.67 Unrealized 0.0%
ANDEAVOR 1.3%
Value ($000) $25,266 Shares 220,973 Est. Cost $105.00 Unrealized
NBIS YANDEX N V 1.2%
Value ($000) $23,551 Shares 719,107 Est. Cost $32.75 Unrealized
IBN ICICI BK LTD 1.1%
Value ($000) $22,453 Shares 2,307,609 Est. Cost $8.58 Unrealized
NUE NUCOR CORP 1.1%
Value ($000) $21,848 Shares 343,624 Est. Cost $48.98 Unrealized 0.0%
ARISTA NETWORKS INC 1.0%
Value ($000) $19,208 Shares 81,537 Est. Cost $235.57 Unrealized
ABEONA THERAPEUTICS INC 0.9%
Value ($000) $18,863 Shares 1,190,100 Est. Cost $8.78 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.9%
Value ($000) $18,165 Shares 105,348 Est. Cost $172.43 Unrealized
RSP PERMIAN INC 0.9%
Value ($000) $18,010 Shares 442,720 Est. Cost $40.68 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 0.9%
Value ($000) $17,593 Shares 318,896 Est. Cost $50.99 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.9%
Value ($000) $17,322 Shares 188,463 Est. Cost $59.68 Unrealized 0.0%
PCRX PACIRA PHARMACEUTICALS INC 0.8%
Value ($000) $16,235 Shares 355,630 Est. Cost $45.15 Unrealized -12.2%
CSX CSX CORP 0.8%
Value ($000) $15,813 Shares 287,456 Est. Cost $15.87 Unrealized 0.0%
FDX FEDEX CORP 0.7%
Value ($000) $14,945 Shares 59,892 Est. Cost $199.05 Unrealized 0.0%
CLOVIS ONCOLOGY INC 0.7%
Value ($000) $14,786 Shares 217,447 Est. Cost $78.06 Unrealized
VMWARE INC 0.7%
Value ($000) $14,626 Shares 116,707 Est. Cost $125.32 Unrealized
LNG CHENIERE ENERGY INC 0.7%
Value ($000) $13,947 Shares 259,053 Est. Cost $48.24 Unrealized 0.0%
VST VISTRA ENERGY CORP 0.7%
Value ($000) $13,327 Shares 727,467 Est. Cost $14.74 Unrealized +8.7%
CAESARS ENTMT CORP 0.6%
Value ($000) $12,398 Shares 980,075 Est. Cost $12.65 Unrealized
UNIVAR INC 0.6%
Value ($000) $12,384 Shares 400,000 Est. Cost $30.96 Unrealized
DELL TECHNOLOGIES INC 0.5%
Value ($000) $10,881 Shares 133,875 Est. Cost $81.28 Unrealized
OCEAN RIG UDW INC 0.5%
Value ($000) $9,759 Shares 364,142 Est. Cost $26.80 Unrealized
ANADARKO PETE CORP 0.4%
Value ($000) $8,004 Shares 149,225 Est. Cost $53.64 Unrealized
EXP EAGLE MATERIALS INC 0.3%
Value ($000) $6,980 Shares 61,610 Est. Cost $104.03 Unrealized 0.0%
PBF PBF ENERGY INC 0.3%
Value ($000) $6,381 Shares 180,000 Est. Cost $30.91 Unrealized 0.0%
POWERSHARES QQQ TRUST 0.3%
Value ($000) $5,435 Shares 34,895 Est. Cost $149.46 Unrealized
CBRE CBRE GROUP INC 0.3%
Value ($000) $5,384 Shares 124,320 Est. Cost $40.46 Unrealized +2.5%
CCI CROWN CASTLE INTL CORP NEW 0.3%
Value ($000) $5,121 Shares 46,132 Est. Cost $76.51 Unrealized 0.0%
HST HOST HOTELS & RESORTS INC 0.2%
Value ($000) $4,807 Shares 242,166 Est. Cost $13.41 Unrealized +6.9%
VMC VULCAN MATLS CO 0.2%
Value ($000) $4,650 Shares 36,224 Est. Cost $113.21 Unrealized +0.5%
OC OWENS CORNING NEW 0.2%
Value ($000) $3,118 Shares 33,915 Est. Cost $84.25 Unrealized 0.0%
EQIX EQUINIX INC 0.2%
Value ($000) $3,087 Shares 6,812 Est. Cost $395.83 Unrealized 0.0%
DHI D R HORTON INC 0.1%
Value ($000) $3,014 Shares 59,026 Est. Cost $36.77 Unrealized +15.8%
HEDJ WISDOMTREE TR 0.1%
Value ($000) $2,962 Shares 46,488 Est. Cost $63.72 Unrealized
CPT CAMDEN PPTY TR 0.1%
Value ($000) $2,958 Shares 32,134 Est. Cost $70.14 Unrealized 0.0%
WY WEYERHAEUSER CO 0.1%
Value ($000) $1,585 Shares 44,964 Est. Cost $23.66 Unrealized +8.8%
PENN PENN NATL GAMING INC 0.1%
Value ($000) $1,066 Shares 34,015 Est. Cost $26.99 Unrealized 0.0%