Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,280,337 (99.3% shares, 0.7% debt)

Holdings (39)

SPY SPDR S&P 500 ETF TR 24.1%

Value ($000) $308,360 Shares 1,000,000 Est. Cost — Unrealized —

AMZN AMAZON.COM INC 9.6%

Value ($000) $123,145 Shares 44,637 Est. Cost $96.79 Unrealized +24.8%

PYPL PAYPAL HLDGS INC 8.3%

Value ($000) $106,780 Shares 612,870 Est. Cost $99.30 Unrealized +38.8%

MSFT MICROSOFT CORP 5.9%

Value ($000) $76,069 Shares 373,786 Est. Cost $101.93 Unrealized +69.8%

AMAT APPLIED MATLS INC 5.8%

Value ($000) $74,110 Shares 1,225,975 Est. Cost $53.37 Unrealized -4.0%

HD HOME DEPOT INC 5.0%

Value ($000) $63,488 Shares 253,436 Est. Cost $196.62 Unrealized +1.6%

GOOG ALPHABET Inc 4.2%

Value ($000) $54,264 Shares 38,387 Est. Cost $61.05 Unrealized +9.7%

META FACEBOOK INC 3.7%

Value ($000) $46,997 Shares 206,971 Est. Cost $207.33 Unrealized 0.0%

WDAY WORKDAY INC 3.6%

Value ($000) $45,881 Shares 244,883 Est. Cost $161.65 Unrealized 0.0%

BILL BILL.COM HLDGS INC 3.1%

Value ($000) $39,112 Shares 433,569 Est. Cost $64.39 Unrealized 0.0%

KMX CARMAX INC 3.0%

Value ($000) $37,984 Shares 424,166 Est. Cost $78.36 Unrealized 0.0%

DHI D R HORTON INC 2.7%

Value ($000) $34,909 Shares 629,555 Est. Cost $45.81 Unrealized 0.0%

PCG PG& E CORP 2.5%

Value ($000) $32,376 Shares 3,650,000 Est. Cost $10.77 Unrealized 0.0%

CRWD CROWDSTRIKE HLDGS INC 1.8%

Value ($000) $23,244 Shares 231,769 Est. Cost $80.20 Unrealized 0.0%

— ZENDESK INC 1.7%

Value ($000) $22,176 Shares 250,491 Est. Cost $88.20 Unrealized —

NFLX NETFLIX INC 1.7%

Value ($000) $21,524 Shares 47,302 Est. Cost $42.56 Unrealized 0.0%

SUI SUN CMNTYS 1.6%

Value ($000) $20,580 Shares 151,680 Est. Cost $135.68 Unrealized —

FCX FREEPORT-MCMORAN INC 1.3%

Value ($000) $16,151 Shares 1,395,922 Est. Cost $8.58 Unrealized 0.0%

TMUS T-MOBILE US INC 1.2%

Value ($000) $15,591 Shares 149,700 Est. Cost $92.61 Unrealized 0.0%

STNE STONECO LTD 1.0%

Value ($000) $12,453 Shares 321,287 Est. Cost $38.32 Unrealized —

— CORESITE RLTY CORP 0.9%

Value ($000) $11,171 Shares 92,276 Est. Cost $121.06 Unrealized —

CUZ COUSINS PPTYS INC. 0.8%

Value ($000) $10,586 Shares 354,861 Est. Cost $29.83 Unrealized —

NOW SERVICENOW INC 0.8%

Value ($000) $10,539 Shares 26,019 Est. Cost $41.19 Unrealized +71.4%

— AMERICAN AIRLS GROUP INC 0.7%

Value ($000) $9,452 Shares 10,000,000 Est. Cost $0.95 Unrealized —

VAC MARRIOT VACTINS WORLDWID CO 0.7%

Value ($000) $9,101 Shares 110,699 Est. Cost $81.45 Unrealized 0.0%

ACI ALBERTSONS COS Inc 0.6%

Value ($000) $7,885 Shares 500,000 Est. Cost $10.29 Unrealized 0.0%

REG REGENCY CTRS CORP 0.6%

Value ($000) $7,370 Shares 160,599 Est. Cost $33.42 Unrealized 0.0%

— ARCO PLATFORM LTD 0.5%

Value ($000) $6,849 Shares 157,510 Est. Cost $43.48 Unrealized —

PENN PENN NATL GAMING INC 0.4%

Value ($000) $5,178 Shares 169,549 Est. Cost $22.90 Unrealized 0.0%

— PLAYA HOTELS & RESORTS NV 0.4%

Value ($000) $4,936 Shares 1,363,461 Est. Cost $3.62 Unrealized —

— BRIGHAM MINERALS INC 0.3%

Value ($000) $4,067 Shares 329,303 Est. Cost $12.35 Unrealized —

— SPIRIT RLTY CAP INC NEW 0.3%

Value ($000) $3,434 Shares 98,500 Est. Cost $34.86 Unrealized —

— SCIPLAY CORP 0.3%

Value ($000) $3,319 Shares 223,772 Est. Cost $14.83 Unrealized —

BYD BOYD GAMING CORP 0.2%

Value ($000) $2,592 Shares 124,000 Est. Cost $17.50 Unrealized 0.0%

— EVOQUA WATER TECHNOLOGIES CO 0.2%

Value ($000) $2,526 Shares 135,824 Est. Cost $11.21 Unrealized —

— CHUYS HLDGS INC 0.1%

Value ($000) $1,893 Shares 127,236 Est. Cost $14.88 Unrealized —

IIPR INNOVATIVE INDL PPTYS INC 0.1%

Value ($000) $1,760 Shares 20,000 Est. Cost $88.00 Unrealized —

— POLARITYTE INC 0.1%

Value ($000) $1,501 Shares 1,210,655 Est. Cost $18.70 Unrealized —

— KENSINGTON CAP ACQUISITION C 0.1%

Value ($000) $984 Shares 98,200 Est. Cost $10.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,000,000	$308,360	24.1%	—	—	Put	78462F103
AMZN	AMAZON.COM INC	44,637	$123,145	9.6%	$96.79	+24.8%	COM	023135106
PYPL	PAYPAL HLDGS INC	612,870	$106,780	8.3%	$99.30	+38.8%	COM	70450Y103
MSFT	MICROSOFT CORP	373,786	$76,069	5.9%	$101.93	+69.8%	COM	594918104
AMAT	APPLIED MATLS INC	1,225,975	$74,110	5.8%	$53.37	-4.0%	COM	038222105
HD	HOME DEPOT INC	253,436	$63,488	5.0%	$196.62	+1.6%	COM	437076102
GOOG	ALPHABET Inc	38,387	$54,264	4.2%	$61.05	+9.7%	CAP STK CL C	02079K107
META	FACEBOOK INC	206,971	$46,997	3.7%	$207.33	0.0%	CL A	30303M102
WDAY	WORKDAY INC	244,883	$45,881	3.6%	$161.65	0.0%	CL A	98138H101
BILL	BILL.COM HLDGS INC	433,569	$39,112	3.1%	$64.39	0.0%	COM	090043100
KMX	CARMAX INC	424,166	$37,984	3.0%	$78.36	0.0%	COM	143130102
DHI	D R HORTON INC	629,555	$34,909	2.7%	$45.81	0.0%	COM	23331A109
PCG	PG& E CORP	3,650,000	$32,376	2.5%	$10.77	0.0%	COM	69331C108
CRWD	CROWDSTRIKE HLDGS INC	231,769	$23,244	1.8%	$80.20	0.0%	CL A	22788C105
—	ZENDESK INC	250,491	$22,176	1.7%	$88.20	—	COM	98936J101
NFLX	NETFLIX INC	47,302	$21,524	1.7%	$42.56	0.0%	COM	64110L106
SUI	SUN CMNTYS	151,680	$20,580	1.6%	$135.68	—	COM	866674104
FCX	FREEPORT-MCMORAN INC	1,395,922	$16,151	1.3%	$8.58	0.0%	CL B	35671D857
TMUS	T-MOBILE US INC	149,700	$15,591	1.2%	$92.61	0.0%	COM	872590104
STNE	STONECO LTD	321,287	$12,453	1.0%	$38.32	—	COM CL A	G85158106
—	CORESITE RLTY CORP	92,276	$11,171	0.9%	$121.06	—	COM	21870Q105
CUZ	COUSINS PPTYS INC.	354,861	$10,586	0.8%	$29.83	—	COM NEW	222795502
NOW	SERVICENOW INC	26,019	$10,539	0.8%	$41.19	+71.4%	COM	81762P102
—	AMERICAN AIRLS GROUP INC	10,000,000	$9,452	0.7%	$0.95	—	NOTE 6.500% 7/0	02376RAF9
VAC	MARRIOT VACTINS WORLDWID CO	110,699	$9,101	0.7%	$81.45	0.0%	COM	57164Y107
ACI	ALBERTSONS COS Inc	500,000	$7,885	0.6%	$10.29	0.0%	Common Stock	013091103
REG	REGENCY CTRS CORP	160,599	$7,370	0.6%	$33.42	0.0%	COM	758849103
—	ARCO PLATFORM LTD	157,510	$6,849	0.5%	$43.48	—	COM CL A	G04553106
PENN	PENN NATL GAMING INC	169,549	$5,178	0.4%	$22.90	0.0%	COM	707569109
—	PLAYA HOTELS & RESORTS NV	1,363,461	$4,936	0.4%	$3.62	—	SHS	N70544106
—	BRIGHAM MINERALS INC	329,303	$4,067	0.3%	$12.35	—	CL A COM	10918L103
—	SPIRIT RLTY CAP INC NEW	98,500	$3,434	0.3%	$34.86	—	COM NEW	84860W300
—	SCIPLAY CORP	223,772	$3,319	0.3%	$14.83	—	CL A	809087109
BYD	BOYD GAMING CORP	124,000	$2,592	0.2%	$17.50	0.0%	COM	103304101
—	EVOQUA WATER TECHNOLOGIES CO	135,824	$2,526	0.2%	$11.21	—	COM	30057T105
—	CHUYS HLDGS INC	127,236	$1,893	0.1%	$14.88	—	COM	171604101
IIPR	INNOVATIVE INDL PPTYS INC	20,000	$1,760	0.1%	$88.00	—	COM	45781V101
—	POLARITYTE INC	1,210,655	$1,501	0.1%	$18.70	—	COM	731094108
—	KENSINGTON CAP ACQUISITION C	98,200	$984	0.1%	$10.02	—	UNIT 07/01/2027	490073202