Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $3,098,031 (100.0% shares, 0.0% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 43.1%

Value ($000) $1,335,465 Shares 4,500,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 9.1%

Value ($000) $283,215 Shares 1,500,000 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 3.8%

Value ($000) $118,899 Shares 710,992 Est. Cost $180.52 Unrealized —

GOOG ALPHABET INC 3.6%

Value ($000) $111,290 Shares 91,296 Est. Cost $56.10 Unrealized +4.7%

MSFT MICROSOFT CORP 3.2%

Value ($000) $99,213 Shares 713,609 Est. Cost $95.29 Unrealized +36.3%

BA BOEING CO 2.9%

Value ($000) $88,619 Shares 232,920 Est. Cost $354.05 Unrealized -0.5%

— UNITED TECHNOLOGIES CORP 2.8%

Value ($000) $87,776 Shares 642,954 Est. Cost $136.52 Unrealized —

PYPL PAYPAL HLDGS INC 2.4%

Value ($000) $74,181 Shares 716,102 Est. Cost $98.24 Unrealized +11.9%

XOM EXXON MOBIL CORP 2.3%

Value ($000) $70,610 Shares 1,000,000 Est. Cost — Unrealized —

AMZN AMAZON COM INC 2.1%

Value ($000) $64,992 Shares 37,440 Est. Cost $76.04 Unrealized +21.9%

DE DEERE & CO 2.0%

Value ($000) $62,251 Shares 369,050 Est. Cost $146.01 Unrealized 0.0%

NSC NORFOLK SOUTHERN CORP 2.0%

Value ($000) $61,463 Shares 342,108 Est. Cost $161.51 Unrealized 0.0%

STNE STONECO LTD 1.9%

Value ($000) $57,527 Shares 1,654,035 Est. Cost $33.26 Unrealized —

NOW SERVICENOW INC 1.8%

Value ($000) $55,539 Shares 218,787 Est. Cost $41.19 Unrealized +32.0%

MA MASTERCARD INC 1.7%

Value ($000) $53,552 Shares 197,193 Est. Cost $221.55 Unrealized +20.1%

PBR PETROLEO BRASILEIRO SA PETRO 1.6%

Value ($000) $51,083 Shares 3,530,251 Est. Cost $14.47 Unrealized —

V VISA INC 1.4%

Value ($000) $42,767 Shares 248,630 Est. Cost $137.38 Unrealized +24.0%

EXC EXELON CORP 1.2%

Value ($000) $37,298 Shares 772,064 Est. Cost $26.77 Unrealized 0.0%

MELI MERCADOLIBRE INC 1.2%

Value ($000) $35,730 Shares 64,818 Est. Cost $398.69 Unrealized +52.1%

GM GENERAL MTRS CO 1.1%

Value ($000) $35,178 Shares 938,572 Est. Cost $36.01 Unrealized 0.0%

SE SEA LTD 1.1%

Value ($000) $33,889 Shares 1,094,953 Est. Cost $32.58 Unrealized —

LNG CHENIERE ENERGY INC 1.1%

Value ($000) $32,993 Shares 523,195 Est. Cost $64.33 Unrealized -0.4%

OC OWENS CORNING NEW 1.0%

Value ($000) $31,078 Shares 491,735 Est. Cost $57.24 Unrealized 0.0%

PAGS PAGSEGURO DIGITAL LTD 0.9%

Value ($000) $28,783 Shares 621,525 Est. Cost $46.45 Unrealized 0.0%

HDB HDFC BANK LTD 0.9%

Value ($000) $28,224 Shares 494,720 Est. Cost $57.05 Unrealized —

DHI D R HORTON INC 0.7%

Value ($000) $22,010 Shares 417,577 Est. Cost $44.66 Unrealized 0.0%

BAC BANK AMER CORP 0.6%

Value ($000) $19,427 Shares 666,001 Est. Cost $24.57 Unrealized 0.0%

ZS ZSCALER INC 0.5%

Value ($000) $14,590 Shares 308,710 Est. Cost $72.02 Unrealized 0.0%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.3%

Value ($000) $10,320 Shares 1,500,000 Est. Cost — Unrealized —

LVS LAS VEGAS SANDS CORP 0.3%

Value ($000) $9,826 Shares 170,125 Est. Cost $53.36 Unrealized 0.0%

CBRE CBRE GROUP INC 0.3%

Value ($000) $9,807 Shares 185,000 Est. Cost $52.59 Unrealized 0.0%

PCG PG&E CORP 0.3%

Value ($000) $8,734 Shares 873,362 Est. Cost $19.01 Unrealized -21.3%

— PING IDENTITY HLDG CORP 0.2%

Value ($000) $7,357 Shares 426,483 Est. Cost $17.25 Unrealized —

VYX NCR CORP NEW 0.2%

Value ($000) $5,933 Shares 187,976 Est. Cost $19.32 Unrealized 0.0%

— POLARITYTE INC 0.1%

Value ($000) $3,910 Shares 1,210,655 Est. Cost $18.70 Unrealized —

FNKO FUNKO INC 0.1%

Value ($000) $3,487 Shares 169,500 Est. Cost $23.13 Unrealized 0.0%

PTCT PTC THERAPEUTICS INC 0.0%

Value ($000) $1,015 Shares 30,000 Est. Cost $43.52 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,500,000	$1,335,465	43.1%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	1,500,000	$283,215	9.1%	—	—	Put	46090E103
BABA	ALIBABA GROUP HLDG LTD	710,992	$118,899	3.8%	$180.52	—	SPONSORED ADS	01609W102
GOOG	ALPHABET INC	91,296	$111,290	3.6%	$56.10	+4.7%	CAP STK CL C	02079K107
MSFT	MICROSOFT CORP	713,609	$99,213	3.2%	$95.29	+36.3%	COM	594918104
BA	BOEING CO	232,920	$88,619	2.9%	$354.05	-0.5%	COM	097023105
—	UNITED TECHNOLOGIES CORP	642,954	$87,776	2.8%	$136.52	—	COM	913017109
PYPL	PAYPAL HLDGS INC	716,102	$74,181	2.4%	$98.24	+11.9%	COM	70450Y103
XOM	EXXON MOBIL CORP	1,000,000	$70,610	2.3%	—	—	Put	30231G102
AMZN	AMAZON COM INC	37,440	$64,992	2.1%	$76.04	+21.9%	COM	023135106
DE	DEERE & CO	369,050	$62,251	2.0%	$146.01	0.0%	COM	244199105
NSC	NORFOLK SOUTHERN CORP	342,108	$61,463	2.0%	$161.51	0.0%	COM	655844108
STNE	STONECO LTD	1,654,035	$57,527	1.9%	$33.26	—	COM CL A	G85158106
NOW	SERVICENOW INC	218,787	$55,539	1.8%	$41.19	+32.0%	COM	81762P102
MA	MASTERCARD INC	197,193	$53,552	1.7%	$221.55	+20.1%	CL A	57636Q104
PBR	PETROLEO BRASILEIRO SA PETRO	3,530,251	$51,083	1.6%	$14.47	—	SPONSORED ADR	71654V408
V	VISA INC	248,630	$42,767	1.4%	$137.38	+24.0%	COM CL A	92826C839
EXC	EXELON CORP	772,064	$37,298	1.2%	$26.77	0.0%	COM	30161N101
MELI	MERCADOLIBRE INC	64,818	$35,730	1.2%	$398.69	+52.1%	COM	58733R102
GM	GENERAL MTRS CO	938,572	$35,178	1.1%	$36.01	0.0%	COM	37045V100
SE	SEA LTD	1,094,953	$33,889	1.1%	$32.58	—	SPONSORED ADS	81141R100
LNG	CHENIERE ENERGY INC	523,195	$32,993	1.1%	$64.33	-0.4%	COM NEW	16411R208
OC	OWENS CORNING NEW	491,735	$31,078	1.0%	$57.24	0.0%	COM	690742101
PAGS	PAGSEGURO DIGITAL LTD	621,525	$28,783	0.9%	$46.45	0.0%	COM CL A	G68707101
HDB	HDFC BANK LTD	494,720	$28,224	0.9%	$57.05	—	SPONSORED ADS	40415F101
DHI	D R HORTON INC	417,577	$22,010	0.7%	$44.66	0.0%	COM	23331A109
BAC	BANK AMER CORP	666,001	$19,427	0.6%	$24.57	0.0%	COM	060505104
ZS	ZSCALER INC	308,710	$14,590	0.5%	$72.02	0.0%	COM	98980G102
TEVA	TEVA PHARMACEUTICAL INDS LTD	1,500,000	$10,320	0.3%	—	—	Put	881624209
LVS	LAS VEGAS SANDS CORP	170,125	$9,826	0.3%	$53.36	0.0%	COM	517834107
CBRE	CBRE GROUP INC	185,000	$9,807	0.3%	$52.59	0.0%	CL A	12504L109
PCG	PG&E CORP	873,362	$8,734	0.3%	$19.01	-21.3%	COM	69331C108
—	PING IDENTITY HLDG CORP	426,483	$7,357	0.2%	$17.25	—	COM	72341T103
VYX	NCR CORP NEW	187,976	$5,933	0.2%	$19.32	0.0%	COM	62886E108
—	POLARITYTE INC	1,210,655	$3,910	0.1%	$18.70	—	COM	731094108
FNKO	FUNKO INC	169,500	$3,487	0.1%	$23.13	0.0%	COM CL A	361008105
PTCT	PTC THERAPEUTICS INC	30,000	$1,015	0.0%	$43.52	0.0%	COM	69366J200