Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $9,855,220 (100.0% shares, 0.0% debt)

Holdings (41)

SPY SPDR S&P 500 ETF TR 39.2%

Value ($000) $3,862,320 Shares 12,000,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 28.0%

Value ($000) $2,763,930 Shares 13,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 13.1%

Value ($000) $1,287,440 Shares 4,000,000 Est. Cost — Unrealized —

EEM ISHARES TR 2.3%

Value ($000) $224,350 Shares 5,000,000 Est. Cost $44.87 Unrealized —

GLD SPDR GOLD TRUST 2.2%

Value ($000) $214,350 Shares 1,500,000 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.3%

Value ($000) $130,338 Shares 614,514 Est. Cost $180.52 Unrealized —

EEM ISHARES TR 1.0%

Value ($000) $99,097 Shares 2,208,537 Est. Cost $44.87 Unrealized —

C CITIGROUP INC 0.9%

Value ($000) $90,737 Shares 1,135,768 Est. Cost $59.26 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 0.9%

Value ($000) $90,591 Shares 604,909 Est. Cost $136.52 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.9%

Value ($000) $89,498 Shares 703,267 Est. Cost $104.72 Unrealized 0.0%

BAC BANK AMER CORP 0.7%

Value ($000) $73,711 Shares 2,092,887 Est. Cost $26.76 Unrealized +3.8%

XOM EXXON MOBIL CORP 0.7%

Value ($000) $69,780 Shares 1,000,000 Est. Cost — Unrealized —

PYPL PAYPAL HLDGS INC 0.7%

Value ($000) $68,133 Shares 629,873 Est. Cost $98.24 Unrealized +5.8%

OC OWENS CORNING NEW 0.6%

Value ($000) $57,648 Shares 885,257 Est. Cost $60.25 Unrealized +6.3%

NOW SERVICENOW INC 0.6%

Value ($000) $57,488 Shares 203,628 Est. Cost $41.19 Unrealized +27.9%

GOOG ALPHABET INC 0.6%

Value ($000) $56,278 Shares 42,092 Est. Cost $56.10 Unrealized +14.2%

MSFT MICROSOFT CORP 0.5%

Value ($000) $53,441 Shares 338,876 Est. Cost $95.29 Unrealized +46.1%

EWZ ISHARES TR 0.5%

Value ($000) $51,945 Shares 1,094,735 Est. Cost $47.45 Unrealized —

HD HOME DEPOT INC 0.5%

Value ($000) $50,053 Shares 229,203 Est. Cost $194.99 Unrealized 0.0%

PBR PETROLEO BRASILEIRO SA PETRO 0.5%

Value ($000) $48,101 Shares 3,017,651 Est. Cost $14.47 Unrealized —

BA BOEING CO 0.5%

Value ($000) $45,613 Shares 140,021 Est. Cost $354.05 Unrealized -0.9%

FCX FREEPORT-MCMORAN INC 0.4%

Value ($000) $43,697 Shares 3,330,530 Est. Cost $10.23 Unrealized 0.0%

STNE STONECO LTD 0.4%

Value ($000) $41,443 Shares 1,038,944 Est. Cost $33.26 Unrealized —

MA MASTERCARD INC 0.4%

Value ($000) $37,969 Shares 127,161 Est. Cost $221.55 Unrealized +23.0%

V VISA INC 0.3%

Value ($000) $34,007 Shares 180,987 Est. Cost $137.38 Unrealized +25.6%

DE DEERE & CO 0.3%

Value ($000) $32,372 Shares 186,841 Est. Cost $146.01 Unrealized +8.2%

LVS LAS VEGAS SANDS CORP 0.3%

Value ($000) $29,754 Shares 430,965 Est. Cost $56.10 Unrealized +3.2%

LPX LOUISIANA PAC CORP 0.3%

Value ($000) $26,809 Shares 903,575 Est. Cost $28.24 Unrealized 0.0%

VNO VORNADO RLTY TR 0.2%

Value ($000) $20,024 Shares 301,110 Est. Cost $66.50 Unrealized —

HLT HILTON WORLDWIDE HLDGS INC 0.2%

Value ($000) $17,247 Shares 155,504 Est. Cost $98.88 Unrealized 0.0%

— ZENDESK INC 0.2%

Value ($000) $15,568 Shares 203,158 Est. Cost $76.63 Unrealized —

INVH INVITATION HOMES INC 0.2%

Value ($000) $14,985 Shares 500,000 Est. Cost $25.12 Unrealized 0.0%

WDAY WORKDAY INC 0.1%

Value ($000) $14,162 Shares 86,117 Est. Cost $166.02 Unrealized 0.0%

ESTC ELASTIC N V 0.1%

Value ($000) $11,348 Shares 176,492 Est. Cost $73.30 Unrealized 0.0%

— MGM GROWTH PPTYS LLC 0.1%

Value ($000) $7,743 Shares 250,000 Est. Cost $30.97 Unrealized —

MTZ MASTEC INC 0.1%

Value ($000) $6,416 Shares 100,000 Est. Cost $65.85 Unrealized 0.0%

CRWD CROWDSTRIKE HLDGS INC 0.1%

Value ($000) $4,987 Shares 100,000 Est. Cost $52.49 Unrealized 0.0%

CLVT CLARIVATE ANALYTICS PLC 0.0%

Value ($000) $4,351 Shares 258,985 Est. Cost $16.84 Unrealized 0.0%

— EVO PMTS INC 0.0%

Value ($000) $3,832 Shares 145,100 Est. Cost $26.41 Unrealized —

— POLARITYTE INC 0.0%

Value ($000) $3,148 Shares 1,210,655 Est. Cost $18.70 Unrealized —

PCG PG&E CORP 0.0%

Value ($000) $516 Shares 47,468 Est. Cost $19.01 Unrealized -55.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	12,000,000	$3,862,320	39.2%	—	—	Call	78462F103
QQQ	INVESCO QQQ TR	13,000,000	$2,763,930	28.0%	—	—	Call	46090E103
SPY	SPDR S&P 500 ETF TR	4,000,000	$1,287,440	13.1%	—	—	Put	78462F103
EEM	ISHARES TR	5,000,000	$224,350	2.3%	$44.87	—	Call	464287234
GLD	SPDR GOLD TRUST	1,500,000	$214,350	2.2%	—	—	Call	78463V107
BABA	ALIBABA GROUP HLDG LTD	614,514	$130,338	1.3%	$180.52	—	SPONSORED ADS	01609W102
EEM	ISHARES TR	2,208,537	$99,097	1.0%	$44.87	—	MSCI EMG MKT ETF	464287234
C	CITIGROUP INC	1,135,768	$90,737	0.9%	$59.26	0.0%	COM NEW	172967424
—	UNITED TECHNOLOGIES CORP	604,909	$90,591	0.9%	$136.52	—	COM	913017109
NXPI	NXP SEMICONDUCTORS N V	703,267	$89,498	0.9%	$104.72	0.0%	COM	N6596X109
BAC	BANK AMER CORP	2,092,887	$73,711	0.7%	$26.76	+3.8%	COM	060505104
XOM	EXXON MOBIL CORP	1,000,000	$69,780	0.7%	—	—	Put	30231G102
PYPL	PAYPAL HLDGS INC	629,873	$68,133	0.7%	$98.24	+5.8%	COM	70450Y103
OC	OWENS CORNING NEW	885,257	$57,648	0.6%	$60.25	+6.3%	COM	690742101
NOW	SERVICENOW INC	203,628	$57,488	0.6%	$41.19	+27.9%	COM	81762P102
GOOG	ALPHABET INC	42,092	$56,278	0.6%	$56.10	+14.2%	CAP STK CL C	02079K107
MSFT	MICROSOFT CORP	338,876	$53,441	0.5%	$95.29	+46.1%	COM	594918104
EWZ	ISHARES TR	1,094,735	$51,945	0.5%	$47.45	—	MSCI BRAZIL ETF	464286400
HD	HOME DEPOT INC	229,203	$50,053	0.5%	$194.99	0.0%	COM	437076102
PBR	PETROLEO BRASILEIRO SA PETRO	3,017,651	$48,101	0.5%	$14.47	—	SPONSORED ADR	71654V408
BA	BOEING CO	140,021	$45,613	0.5%	$354.05	-0.9%	COM	097023105
FCX	FREEPORT-MCMORAN INC	3,330,530	$43,697	0.4%	$10.23	0.0%	CL B	35671D857
STNE	STONECO LTD	1,038,944	$41,443	0.4%	$33.26	—	COM CL A	G85158106
MA	MASTERCARD INC	127,161	$37,969	0.4%	$221.55	+23.0%	CL A	57636Q104
V	VISA INC	180,987	$34,007	0.3%	$137.38	+25.6%	COM CL A	92826C839
DE	DEERE & CO	186,841	$32,372	0.3%	$146.01	+8.2%	COM	244199105
LVS	LAS VEGAS SANDS CORP	430,965	$29,754	0.3%	$56.10	+3.2%	COM	517834107
LPX	LOUISIANA PAC CORP	903,575	$26,809	0.3%	$28.24	0.0%	COM	546347105
VNO	VORNADO RLTY TR	301,110	$20,024	0.2%	$66.50	—	SH BEN INT	929042109
HLT	HILTON WORLDWIDE HLDGS INC	155,504	$17,247	0.2%	$98.88	0.0%	COM	43300A203
—	ZENDESK INC	203,158	$15,568	0.2%	$76.63	—	COM	98936J101
INVH	INVITATION HOMES INC	500,000	$14,985	0.2%	$25.12	0.0%	COM	46187W107
WDAY	WORKDAY INC	86,117	$14,162	0.1%	$166.02	0.0%	CL A	98138H101
ESTC	ELASTIC N V	176,492	$11,348	0.1%	$73.30	0.0%	ORD SHS	N14506104
—	MGM GROWTH PPTYS LLC	250,000	$7,743	0.1%	$30.97	—	CL A COM	55303A105
MTZ	MASTEC INC	100,000	$6,416	0.1%	$65.85	0.0%	COM	576323109
CRWD	CROWDSTRIKE HLDGS INC	100,000	$4,987	0.1%	$52.49	0.0%	CL A	22788C105
CLVT	CLARIVATE ANALYTICS PLC	258,985	$4,351	0.0%	$16.84	0.0%	COM	G21810109
—	EVO PMTS INC	145,100	$3,832	0.0%	$26.41	—	CL A COM	26927E104
—	POLARITYTE INC	1,210,655	$3,148	0.0%	$18.70	—	COM	731094108
PCG	PG&E CORP	47,468	$516	0.0%	$19.01	-55.4%	COM	69331C108