Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $772,995 (100.0% shares, 0.0% debt)

Holdings (37)

VST VISTRA ENERGY CORP 7.7%

Value ($000) $59,542 Shares 2,601,240 Est. Cost $17.21 Unrealized +17.2%

AMZN AMAZON COM INC 6.6%

Value ($000) $50,942 Shares 33,917 Est. Cost $71.56 Unrealized +16.2%

MSFT MICROSOFT CORP 6.6%

Value ($000) $50,761 Shares 499,768 Est. Cost $84.33 Unrealized +18.6%

EQT EQT CORP 6.4%

Value ($000) $49,412 Shares 2,615,771 Est. Cost $18.78 Unrealized 0.0%

ELV ANTHEM INC 6.3%

Value ($000) $48,407 Shares 184,318 Est. Cost $234.63 Unrealized +6.6%

CVS CVS HEALTH CORP 6.1%

Value ($000) $47,113 Shares 719,056 Est. Cost $59.39 Unrealized 0.0%

MPC MARATHON PETE CORP 5.7%

Value ($000) $43,991 Shares 745,481 Est. Cost $52.98 Unrealized +2.4%

IBN ICICI BK LTD 5.6%

Value ($000) $42,941 Shares 4,173,092 Est. Cost $10.29 Unrealized —

FE FIRSTENERGY CORP 4.7%

Value ($000) $36,139 Shares 962,417 Est. Cost $25.68 Unrealized +10.4%

HDB HDFC BANK LTD 4.4%

Value ($000) $33,995 Shares 328,168 Est. Cost $103.59 Unrealized —

NOW SERVICENOW INC 4.0%

Value ($000) $31,270 Shares 175,623 Est. Cost $37.82 Unrealized -6.2%

— VMWARE INC 3.9%

Value ($000) $30,265 Shares 220,701 Est. Cost $137.13 Unrealized —

GOOG ALPHABET INC 3.9%

Value ($000) $29,836 Shares 28,810 Est. Cost $46.93 Unrealized +13.2%

DK DELEK US HLDGS INC NEW 3.8%

Value ($000) $29,376 Shares 903,593 Est. Cost $38.58 Unrealized -23.1%

EIX EDISON INTL 3.1%

Value ($000) $24,001 Shares 422,771 Est. Cost $45.48 Unrealized 0.0%

PCG PG&E CORP 2.9%

Value ($000) $22,621 Shares 952,460 Est. Cost $42.92 Unrealized -17.6%

EWZ ISHARES INC 2.9%

Value ($000) $22,565 Shares 590,714 Est. Cost $38.20 Unrealized —

LNG CHENIERE ENERGY INC 2.8%

Value ($000) $21,667 Shares 366,052 Est. Cost $59.91 Unrealized +2.7%

CI CIGNA CORP NEW 1.9%

Value ($000) $14,710 Shares 77,455 Est. Cost $190.77 Unrealized 0.0%

— POLARITYTE INC 1.7%

Value ($000) $12,910 Shares 957,037 Est. Cost $21.59 Unrealized —

IQ IQIYI INC 1.6%

Value ($000) $12,257 Shares 824,252 Est. Cost $14.87 Unrealized —

— GRACE W R & CO DEL NEW 1.5%

Value ($000) $11,263 Shares 173,519 Est. Cost $64.91 Unrealized —

— CYBERARK SOFTWARE LTD 1.4%

Value ($000) $10,852 Shares 146,370 Est. Cost $74.14 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.4%

Value ($000) $3,326 Shares 36,762 Est. Cost $69.59 Unrealized 0.0%

LVS LAS VEGAS SANDS CORP 0.4%

Value ($000) $3,294 Shares 63,282 Est. Cost $47.68 Unrealized 0.0%

ARE ALEXANDRIA REAL ESTATE EQ IN 0.4%

Value ($000) $3,263 Shares 28,315 Est. Cost $93.31 Unrealized 0.0%

VNO VORNADO RLTY TR 0.4%

Value ($000) $3,192 Shares 51,461 Est. Cost $73.92 Unrealized —

— BROOKFIELD ASSET MGMT INC 0.4%

Value ($000) $3,155 Shares 82,258 Est. Cost $42.56 Unrealized —

AVB AVALONBAY CMNTYS INC 0.4%

Value ($000) $3,042 Shares 17,480 Est. Cost $141.10 Unrealized 0.0%

BURL BURLINGTON STORES INC 0.4%

Value ($000) $3,004 Shares 18,469 Est. Cost $161.48 Unrealized 0.0%

DHI D R HORTON INC 0.3%

Value ($000) $2,564 Shares 73,987 Est. Cost $39.76 Unrealized -15.2%

HLT HILTON WORLDWIDE HLDGS INC 0.3%

Value ($000) $2,561 Shares 35,664 Est. Cost $76.97 Unrealized -8.1%

AMT AMERICAN TOWER CORP NEW 0.3%

Value ($000) $1,978 Shares 12,506 Est. Cost $117.20 Unrealized +10.5%

— HCP INC 0.3%

Value ($000) $1,957 Shares 70,077 Est. Cost $26.32 Unrealized —

SUI SUN CMNTYS INC 0.3%

Value ($000) $1,937 Shares 19,040 Est. Cost $98.45 Unrealized —

— CYRUSONE INC 0.2%

Value ($000) $1,448 Shares 27,378 Est. Cost $52.89 Unrealized —

— SESEN BIO INC 0.2%

Value ($000) $1,438 Shares 1,012,924 Est. Cost $1.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VST	VISTRA ENERGY CORP	2,601,240	$59,542	7.7%	$17.21	+17.2%	COM	92840M102
AMZN	AMAZON COM INC	33,917	$50,942	6.6%	$71.56	+16.2%	COM	023135106
MSFT	MICROSOFT CORP	499,768	$50,761	6.6%	$84.33	+18.6%	COM	594918104
EQT	EQT CORP	2,615,771	$49,412	6.4%	$18.78	0.0%	COM	26884L109
ELV	ANTHEM INC	184,318	$48,407	6.3%	$234.63	+6.6%	COM	036752103
CVS	CVS HEALTH CORP	719,056	$47,113	6.1%	$59.39	0.0%	COM	126650100
MPC	MARATHON PETE CORP	745,481	$43,991	5.7%	$52.98	+2.4%	COM	56585A102
IBN	ICICI BK LTD	4,173,092	$42,941	5.6%	$10.29	—	ADR	45104G104
FE	FIRSTENERGY CORP	962,417	$36,139	4.7%	$25.68	+10.4%	COM	337932107
HDB	HDFC BANK LTD	328,168	$33,995	4.4%	$103.59	—	ADR REPS 3 SHS	40415F101
NOW	SERVICENOW INC	175,623	$31,270	4.0%	$37.82	-6.2%	COM	81762P102
—	VMWARE INC	220,701	$30,265	3.9%	$137.13	—	CL A COM	928563402
GOOG	ALPHABET INC	28,810	$29,836	3.9%	$46.93	+13.2%	CAP STK CL C	02079K107
DK	DELEK US HLDGS INC NEW	903,593	$29,376	3.8%	$38.58	-23.1%	COM	24665A103
EIX	EDISON INTL	422,771	$24,001	3.1%	$45.48	0.0%	COM	281020107
PCG	PG&E CORP	952,460	$22,621	2.9%	$42.92	-17.6%	COM	69331C108
EWZ	ISHARES INC	590,714	$22,565	2.9%	$38.20	—	MSCI BRAZIL ETF	464286400
LNG	CHENIERE ENERGY INC	366,052	$21,667	2.8%	$59.91	+2.7%	COM NEW	16411R208
CI	CIGNA CORP NEW	77,455	$14,710	1.9%	$190.77	0.0%	COM	125523100
—	POLARITYTE INC	957,037	$12,910	1.7%	$21.59	—	COM	731094108
IQ	IQIYI INC	824,252	$12,257	1.6%	$14.87	—	SPONSORED ADS	46267X108
—	GRACE W R & CO DEL NEW	173,519	$11,263	1.5%	$64.91	—	COM	38388F108
—	CYBERARK SOFTWARE LTD	146,370	$10,852	1.4%	$74.14	—	SHS	M2682V108
EXR	EXTRA SPACE STORAGE INC	36,762	$3,326	0.4%	$69.59	0.0%	COM	30225T102
LVS	LAS VEGAS SANDS CORP	63,282	$3,294	0.4%	$47.68	0.0%	COM	517834107
ARE	ALEXANDRIA REAL ESTATE EQ IN	28,315	$3,263	0.4%	$93.31	0.0%	COM	015271109
VNO	VORNADO RLTY TR	51,461	$3,192	0.4%	$73.92	—	SH BEN INT	929042109
—	BROOKFIELD ASSET MGMT INC	82,258	$3,155	0.4%	$42.56	—	CL A LTD VT SH	112585104
AVB	AVALONBAY CMNTYS INC	17,480	$3,042	0.4%	$141.10	0.0%	COM	053484101
BURL	BURLINGTON STORES INC	18,469	$3,004	0.4%	$161.48	0.0%	COM	122017106
DHI	D R HORTON INC	73,987	$2,564	0.3%	$39.76	-15.2%	COM	23331A109
HLT	HILTON WORLDWIDE HLDGS INC	35,664	$2,561	0.3%	$76.97	-8.1%	COM	43300A203
AMT	AMERICAN TOWER CORP NEW	12,506	$1,978	0.3%	$117.20	+10.5%	COM	03027X100
—	HCP INC	70,077	$1,957	0.3%	$26.32	—	COM	40414L109
SUI	SUN CMNTYS INC	19,040	$1,937	0.3%	$98.45	—	COM	866674104
—	CYRUSONE INC	27,378	$1,448	0.2%	$52.89	—	COM	23283R100
—	SESEN BIO INC	1,012,924	$1,438	0.2%	$1.95	—	COM	817763105