Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $1,393,747 (100.0% shares, 0.0% debt)

Holdings (46)

BAC BANK AMER CORP 10.0%

Value ($000) $138,737 Shares 4,626,106 Est. Cost $20.18 Unrealized +29.2%

SPY SPDR S&P 500 ETF TR 8.5%

Value ($000) $118,418 Shares 450,000 Est. Cost — Unrealized —

— AETNA INC NEW 5.6%

Value ($000) $78,615 Shares 465,175 Est. Cost $169.64 Unrealized —

DVN DEVON ENERGY CORP NEW 5.2%

Value ($000) $72,801 Shares 2,290,046 Est. Cost $26.09 Unrealized 0.0%

— ANDEAVOR 4.6%

Value ($000) $63,719 Shares 633,643 Est. Cost $102.11 Unrealized —

STLD STEEL DYNAMICS INC 4.5%

Value ($000) $63,284 Shares 1,431,120 Est. Cost $30.40 Unrealized +28.3%

MPC MARATHON PETE CORP 4.2%

Value ($000) $58,298 Shares 797,402 Est. Cost $41.75 Unrealized +28.7%

— ACTIVISION BLIZZARD INC 4.1%

Value ($000) $56,791 Shares 841,847 Est. Cost $67.46 Unrealized —

— WPX ENERGY INC 3.5%

Value ($000) $49,139 Shares 3,324,723 Est. Cost $14.78 Unrealized —

— ANADARKO PETE CORP 3.2%

Value ($000) $44,828 Shares 742,055 Est. Cost $59.05 Unrealized —

FE FIRSTENERGY CORP 2.8%

Value ($000) $38,954 Shares 1,145,376 Est. Cost $23.30 Unrealized 0.0%

VST VISTRA ENERGY CORP 2.7%

Value ($000) $37,049 Shares 1,778,627 Est. Cost $15.80 Unrealized +4.6%

NRG NRG ENERGY INC 2.6%

Value ($000) $36,758 Shares 1,204,004 Est. Cost $17.21 Unrealized +33.4%

MSFT MICROSOFT CORP 2.6%

Value ($000) $36,022 Shares 394,672 Est. Cost $75.82 Unrealized +11.2%

— ARISTA NETWORKS INC 2.6%

Value ($000) $35,552 Shares 139,257 Est. Cost $243.75 Unrealized —

D DOMINION ENERGY INC 2.3%

Value ($000) $32,369 Shares 480,043 Est. Cost $51.93 Unrealized 0.0%

— ENERGEN CORP 2.1%

Value ($000) $29,066 Shares 462,391 Est. Cost $62.86 Unrealized —

GOOG ALPHABET INC 2.0%

Value ($000) $28,438 Shares 27,562 Est. Cost $44.20 Unrealized +23.9%

CCI CROWN CASTLE INTL CORP NEW 1.9%

Value ($000) $26,054 Shares 237,693 Est. Cost $77.47 Unrealized +0.3%

NUE NUCOR CORP 1.8%

Value ($000) $24,820 Shares 406,281 Est. Cost $50.03 Unrealized +11.5%

DY DYCOM INDS INC 1.7%

Value ($000) $24,077 Shares 223,705 Est. Cost $113.52 Unrealized 0.0%

LNG CHENIERE ENERGY INC 1.7%

Value ($000) $23,764 Shares 444,600 Est. Cost $51.09 Unrealized +7.8%

VICI VICI PPTYS INC 1.7%

Value ($000) $23,266 Shares 1,270,000 Est. Cost $13.09 Unrealized 0.0%

— PARSLEY ENERGY INC 1.7%

Value ($000) $23,069 Shares 795,741 Est. Cost $28.99 Unrealized —

IBN ICICI BK LTD 1.5%

Value ($000) $20,269 Shares 2,290,304 Est. Cost $8.58 Unrealized —

— CIGNA CORPORATION 1.4%

Value ($000) $20,086 Shares 119,746 Est. Cost $167.74 Unrealized —

— BROADCOM LTD 1.4%

Value ($000) $19,636 Shares 83,329 Est. Cost $235.64 Unrealized —

— UNIVAR INC 1.1%

Value ($000) $15,539 Shares 559,950 Est. Cost $30.04 Unrealized —

FDX FEDEX CORP 1.1%

Value ($000) $15,126 Shares 62,996 Est. Cost $200.10 Unrealized +10.2%

AMZN AMAZON COM INC 1.1%

Value ($000) $14,889 Shares 10,287 Est. Cost $48.67 Unrealized +46.9%

EIX EDISON INTL 1.0%

Value ($000) $14,387 Shares 225,991 Est. Cost $43.79 Unrealized 0.0%

PCG PG&E CORP 1.0%

Value ($000) $14,280 Shares 325,064 Est. Cost $41.94 Unrealized 0.0%

IQ IQIYI INC 0.9%

Value ($000) $13,218 Shares 850,000 Est. Cost $15.55 Unrealized —

PLAY DAVE & BUSTERS ENTMT INC 0.9%

Value ($000) $12,983 Shares 311,041 Est. Cost $50.99 Unrealized -9.6%

CBRE CBRE GROUP INC 0.9%

Value ($000) $12,889 Shares 273,163 Est. Cost $43.23 Unrealized +5.4%

VISN COMMSCOPE HLDG CO INC 0.8%

Value ($000) $10,469 Shares 261,931 Est. Cost $39.02 Unrealized 0.0%

— LIFE STORAGE INC 0.7%

Value ($000) $10,222 Shares 122,388 Est. Cost $83.52 Unrealized —

— OCEAN RIG UDW INC 0.5%

Value ($000) $6,736 Shares 266,972 Est. Cost $26.80 Unrealized —

ESS ESSEX PPTY TR INC 0.4%

Value ($000) $6,249 Shares 25,966 Est. Cost $175.97 Unrealized 0.0%

KRC KILROY RLTY CORP 0.3%

Value ($000) $4,590 Shares 64,687 Est. Cost $70.96 Unrealized —

EXP EAGLE MATERIALS INC 0.3%

Value ($000) $4,521 Shares 43,873 Est. Cost $104.03 Unrealized -0.3%

WY WEYERHAEUSER CO 0.3%

Value ($000) $3,681 Shares 105,181 Est. Cost $24.95 Unrealized +3.9%

FXI ISHARES TR 0.3%

Value ($000) $3,495 Shares 73,980 Est. Cost $47.24 Unrealized —

— ADVERUM BIOTECHNOLOGIES INC 0.2%

Value ($000) $3,351 Shares 577,778 Est. Cost $5.80 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value ($000) $1,793 Shares 78,828 Est. Cost $22.75 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.1%

Value ($000) $1,450 Shares 9,392 Est. Cost $103.84 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK AMER CORP	4,626,106	$138,737	10.0%	$20.18	+29.2%	COM	060505104
SPY	SPDR S&P 500 ETF TR	450,000	$118,418	8.5%	—	—	Call	78462F103
—	AETNA INC NEW	465,175	$78,615	5.6%	$169.64	—	COM	00817Y108
DVN	DEVON ENERGY CORP NEW	2,290,046	$72,801	5.2%	$26.09	0.0%	COM	25179M103
—	ANDEAVOR	633,643	$63,719	4.6%	$102.11	—	COM	03349M105
STLD	STEEL DYNAMICS INC	1,431,120	$63,284	4.5%	$30.40	+28.3%	COM	858119100
MPC	MARATHON PETE CORP	797,402	$58,298	4.2%	$41.75	+28.7%	COM	56585A102
—	ACTIVISION BLIZZARD INC	841,847	$56,791	4.1%	$67.46	—	COM	00507V109
—	WPX ENERGY INC	3,324,723	$49,139	3.5%	$14.78	—	COM	98212B103
—	ANADARKO PETE CORP	742,055	$44,828	3.2%	$59.05	—	COM	032511107
FE	FIRSTENERGY CORP	1,145,376	$38,954	2.8%	$23.30	0.0%	COM	337932107
VST	VISTRA ENERGY CORP	1,778,627	$37,049	2.7%	$15.80	+4.6%	COM	92840M102
NRG	NRG ENERGY INC	1,204,004	$36,758	2.6%	$17.21	+33.4%	COM NEW	629377508
MSFT	MICROSOFT CORP	394,672	$36,022	2.6%	$75.82	+11.2%	COM	594918104
—	ARISTA NETWORKS INC	139,257	$35,552	2.6%	$243.75	—	COM	040413106
D	DOMINION ENERGY INC	480,043	$32,369	2.3%	$51.93	0.0%	COM	25746U109
—	ENERGEN CORP	462,391	$29,066	2.1%	$62.86	—	COM	29265N108
GOOG	ALPHABET INC	27,562	$28,438	2.0%	$44.20	+23.9%	CAP STK CL C	02079K107
CCI	CROWN CASTLE INTL CORP NEW	237,693	$26,054	1.9%	$77.47	+0.3%	COM	22822V101
NUE	NUCOR CORP	406,281	$24,820	1.8%	$50.03	+11.5%	COM	670346105
DY	DYCOM INDS INC	223,705	$24,077	1.7%	$113.52	0.0%	COM	267475101
LNG	CHENIERE ENERGY INC	444,600	$23,764	1.7%	$51.09	+7.8%	COM NEW	16411R208
VICI	VICI PPTYS INC	1,270,000	$23,266	1.7%	$13.09	0.0%	COM	925652109
—	PARSLEY ENERGY INC	795,741	$23,069	1.7%	$28.99	—	CL A	701877102
IBN	ICICI BK LTD	2,290,304	$20,269	1.5%	$8.58	—	ADR	45104G104
—	CIGNA CORPORATION	119,746	$20,086	1.4%	$167.74	—	COM	125509109
—	BROADCOM LTD	83,329	$19,636	1.4%	$235.64	—	SHS	Y09827109
—	UNIVAR INC	559,950	$15,539	1.1%	$30.04	—	COM	91336L107
FDX	FEDEX CORP	62,996	$15,126	1.1%	$200.10	+10.2%	COM	31428X106
AMZN	AMAZON COM INC	10,287	$14,889	1.1%	$48.67	+46.9%	COM	023135106
EIX	EDISON INTL	225,991	$14,387	1.0%	$43.79	0.0%	COM	281020107
PCG	PG&E CORP	325,064	$14,280	1.0%	$41.94	0.0%	COM	69331C108
IQ	IQIYI INC	850,000	$13,218	0.9%	$15.55	—	SPONSORED ADS	46267X108
PLAY	DAVE & BUSTERS ENTMT INC	311,041	$12,983	0.9%	$50.99	-9.6%	COM	238337109
CBRE	CBRE GROUP INC	273,163	$12,889	0.9%	$43.23	+5.4%	CL A	12504L109
VISN	COMMSCOPE HLDG CO INC	261,931	$10,469	0.8%	$39.02	0.0%	COM	20337X109
—	LIFE STORAGE INC	122,388	$10,222	0.7%	$83.52	—	COM	53223X107
—	OCEAN RIG UDW INC	266,972	$6,736	0.5%	$26.80	—	COM CL A	G66964118
ESS	ESSEX PPTY TR INC	25,966	$6,249	0.4%	$175.97	0.0%	COM	297178105
KRC	KILROY RLTY CORP	64,687	$4,590	0.3%	$70.96	—	COM	49427F108
EXP	EAGLE MATERIALS INC	43,873	$4,521	0.3%	$104.03	-0.3%	COM	26969P108
WY	WEYERHAEUSER CO	105,181	$3,681	0.3%	$24.95	+3.9%	COM	962166104
FXI	ISHARES TR	73,980	$3,495	0.3%	$47.24	—	CHINA LG-CAP ETF	464287184
—	ADVERUM BIOTECHNOLOGIES INC	577,778	$3,351	0.2%	$5.80	—	COM	00773U108
—	VANECK VECTORS ETF TR	78,828	$1,793	0.1%	$22.75	—	RUSSIA ETF	92189F403
SPG	SIMON PPTY GROUP INC NEW	9,392	$1,450	0.1%	$103.84	0.0%	COM	828806109