Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 10, 2023

Total Value ($000): $1,480,347 (100.0% shares, 0.0% debt)

Holdings (42)

SPY SPDR S&P 500 ETF TR 38.8%

Value ($000) $573,645 Shares 1,500,000 Est. Cost — Unrealized —

TECK TECK RESOURCES LTD 9.4%

Value ($000) $139,375 Shares 3,685,226 Est. Cost $18.94 Unrealized +82.8%

HUM HUMANA INC 5.8%

Value ($000) $86,141 Shares 168,181 Est. Cost $498.50 Unrealized +1.9%

FCX FREEPORT-MCMORAN INC 4.5%

Value ($000) $66,841 Shares 1,758,961 Est. Cost $33.48 Unrealized 0.0%

NFLX NETFLIX INC 3.9%

Value ($000) $57,446 Shares 194,810 Est. Cost $22.38 Unrealized +25.3%

EXE CHESAPEAKE ENERGY CORP 2.9%

Value ($000) $42,896 Shares 454,551 Est. Cost $78.51 Unrealized +12.0%

PGR PROGRESSIVE CORP 2.8%

Value ($000) $40,763 Shares 314,266 Est. Cost $115.68 Unrealized 0.0%

AR ANTERO RESOURCES CORP 2.7%

Value ($000) $39,692 Shares 1,280,803 Est. Cost $36.78 Unrealized -6.1%

EQT EQT CORP 2.7%

Value ($000) $39,652 Shares 1,172,096 Est. Cost $40.07 Unrealized -4.5%

AVTR AVANTOR INC 2.2%

Value ($000) $32,166 Shares 1,525,179 Est. Cost $20.70 Unrealized 0.0%

AMR ALPHA METALLURGICAL RESOUR I 2.1%

Value ($000) $31,488 Shares 215,096 Est. Cost $132.67 Unrealized +14.3%

— ARCH RESOURCES INC 2.1%

Value ($000) $31,189 Shares 218,425 Est. Cost $118.84 Unrealized —

BKR BAKER HUGHES COMPANY 2.1%

Value ($000) $30,865 Shares 1,045,197 Est. Cost $25.64 Unrealized 0.0%

CF CF INDS HLDGS INC 1.5%

Value ($000) $21,990 Shares 258,099 Est. Cost $91.40 Unrealized +3.4%

ACGL ARCH CAP GROUP LTD 1.4%

Value ($000) $20,635 Shares 328,685 Est. Cost $53.09 Unrealized 0.0%

OPCH OPTION CARE HEALTH INC 1.4%

Value ($000) $20,516 Shares 681,831 Est. Cost $24.50 Unrealized +26.7%

EG EVEREST RE GROUP LTD 1.4%

Value ($000) $20,250 Shares 61,129 Est. Cost $295.65 Unrealized 0.0%

V VISA INC 1.4%

Value ($000) $19,991 Shares 96,224 Est. Cost $196.98 Unrealized 0.0%

BTU PEABODY ENERGY CORP 1.3%

Value ($000) $19,338 Shares 731,933 Est. Cost $21.59 Unrealized +22.4%

AA ALCOA CORP 1.1%

Value ($000) $16,976 Shares 373,353 Est. Cost $41.94 Unrealized 0.0%

URA GLOBAL X FDS 1.1%

Value ($000) $16,120 Shares 802,810 Est. Cost $25.34 Unrealized —

— ENDEAVOR GROUP HLDGS INC 1.1%

Value ($000) $15,572 Shares 690,865 Est. Cost $20.51 Unrealized —

Value ($000) $15,030 Shares 430,292 Est. Cost $34.93 Unrealized —

NTR NUTRIEN LTD 1.0%

Value ($000) $14,951 Shares 204,729 Est. Cost $71.13 Unrealized 0.0%

CZR CAESARS ENTERTAINMENT INC NE 0.8%

Value ($000) $12,140 Shares 291,817 Est. Cost $44.53 Unrealized 0.0%

WFRD WEATHERFORD INTL PLC 0.8%

Value ($000) $11,649 Shares 228,780 Est. Cost $41.21 Unrealized 0.0%

RIG TRANSOCEAN LTD 0.4%

Value ($000) $5,442 Shares 1,193,317 Est. Cost $3.86 Unrealized 0.0%

OKLO ALTC ACQUISITION CORP 0.3%

Value ($000) $4,960 Shares 500,000 Est. Cost $9.87 Unrealized -0.3%

— CORAZON CAPITAL V838 MONOCER 0.3%

Value ($000) $4,086 Shares 400,000 Est. Cost $9.95 Unrealized —

— CC NEUBERGER PRINCIPAL HOLDN 0.2%

Value ($000) $3,030 Shares 300,000 Est. Cost $9.99 Unrealized —

— VALOR LATITUDE ACQUISITN COR 0.2%

Value ($000) $3,021 Shares 300,000 Est. Cost $9.94 Unrealized —

— FOREST ROAD ACQUISITION COR 0.2%

Value ($000) $3,018 Shares 300,000 Est. Cost $9.96 Unrealized —

— FINSERV ACQUISITION CORP II 0.2%

Value ($000) $3,009 Shares 300,000 Est. Cost $9.97 Unrealized —

— FIFTH WALL ACQUISITN CORP II 0.2%

Value ($000) $2,511 Shares 250,000 Est. Cost $9.95 Unrealized —

— BLUE WHALE ACQUISITION CORP 0.2%

Value ($000) $2,498 Shares 250,000 Est. Cost $10.10 Unrealized —

— CONCORD ACQUISITION CORP III 0.1%

Value ($000) $2,038 Shares 200,000 Est. Cost $10.19 Unrealized —

— TB SA ACQUISITION CORP 0.1%

Value ($000) $2,020 Shares 200,000 Est. Cost $9.85 Unrealized —

— RICE ACQUISITION CORP II 0.1%

Value ($000) $1,901 Shares 181,059 Est. Cost $10.22 Unrealized —

— TCV ACQUISITION CORP 0.1%

Value ($000) $1,515 Shares 150,000 Est. Cost $9.91 Unrealized —

CNDAU CONCORD ACQUISITION CORP II 0.1%

Value ($000) $1,493 Shares 150,000 Est. Cost $9.97 Unrealized —

— CHURCHILL CAPITAL CORP VI 0.1%

Value ($000) $1,490 Shares 149,105 Est. Cost $10.04 Unrealized —

— MELI KASZEK PIONEER CORP 0.1%

Value ($000) $998 Shares 100,000 Est. Cost $11.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,500,000	$573,645	38.8%	—	—	Put	78462F103
TECK	TECK RESOURCES LTD	3,685,226	$139,375	9.4%	$18.94	+82.8%	CL B	878742204
HUM	HUMANA INC	168,181	$86,141	5.8%	$498.50	+1.9%	COM	444859102
FCX	FREEPORT-MCMORAN INC	1,758,961	$66,841	4.5%	$33.48	0.0%	CL B	35671D857
NFLX	NETFLIX INC	194,810	$57,446	3.9%	$22.38	+25.3%	COM	64110L106
EXE	CHESAPEAKE ENERGY CORP	454,551	$42,896	2.9%	$78.51	+12.0%	COM	165167735
PGR	PROGRESSIVE CORP	314,266	$40,763	2.8%	$115.68	0.0%	COM	743315103
AR	ANTERO RESOURCES CORP	1,280,803	$39,692	2.7%	$36.78	-6.1%	COM	03674X106
EQT	EQT CORP	1,172,096	$39,652	2.7%	$40.07	-4.5%	COM	26884L109
AVTR	AVANTOR INC	1,525,179	$32,166	2.2%	$20.70	0.0%	COM	05352A100
AMR	ALPHA METALLURGICAL RESOUR I	215,096	$31,488	2.1%	$132.67	+14.3%	COM	020764106
—	ARCH RESOURCES INC	218,425	$31,189	2.1%	$118.84	—	CL A	03940R107
BKR	BAKER HUGHES COMPANY	1,045,197	$30,865	2.1%	$25.64	0.0%	CL A	05722G100
CF	CF INDS HLDGS INC	258,099	$21,990	1.5%	$91.40	+3.4%	COM	125269100
ACGL	ARCH CAP GROUP LTD	328,685	$20,635	1.4%	$53.09	0.0%	ORD	G0450A105
OPCH	OPTION CARE HEALTH INC	681,831	$20,516	1.4%	$24.50	+26.7%	COM NEW	68404L201
EG	EVEREST RE GROUP LTD	61,129	$20,250	1.4%	$295.65	0.0%	COM	G3223R108
V	VISA INC	96,224	$19,991	1.4%	$196.98	0.0%	COM CL A	92826C839
BTU	PEABODY ENERGY CORP	731,933	$19,338	1.3%	$21.59	+22.4%	COM	704551100
AA	ALCOA CORP	373,353	$16,976	1.1%	$41.94	0.0%	COM	013872106
URA	GLOBAL X FDS	802,810	$16,120	1.1%	$25.34	—	GLOBAL X URANIUM	37954Y871
—	ENDEAVOR GROUP HLDGS INC	690,865	$15,572	1.1%	$20.51	—	CL A COM	29260Y109
BP	BP PLC	430,292	$15,030	1.0%	$34.93	—	SPONSORED ADR	055622104
NTR	NUTRIEN LTD	204,729	$14,951	1.0%	$71.13	0.0%	COM	67077M108
CZR	CAESARS ENTERTAINMENT INC NE	291,817	$12,140	0.8%	$44.53	0.0%	COM	12769G100
WFRD	WEATHERFORD INTL PLC	228,780	$11,649	0.8%	$41.21	0.0%	ORD SHS	G48833118
RIG	TRANSOCEAN LTD	1,193,317	$5,442	0.4%	$3.86	0.0%	REG SHS	H8817H100
OKLO	ALTC ACQUISITION CORP	500,000	$4,960	0.3%	$9.87	-0.3%	COM CL A	02156V109
—	CORAZON CAPITAL V838 MONOCER	400,000	$4,086	0.3%	$9.95	—	UNIT 03/24/2026	G24237110
—	CC NEUBERGER PRINCIPAL HOLDN	300,000	$3,030	0.2%	$9.99	—	UNIT 99/99/9999	G1992N118
—	VALOR LATITUDE ACQUISITN COR	300,000	$3,021	0.2%	$9.94	—	UNIT 04/02/2026	G9460N114
—	FOREST ROAD ACQUISITION COR	300,000	$3,018	0.2%	$9.96	—	UNIT 99/99/9999	34619V202
—	FINSERV ACQUISITION CORP II	300,000	$3,009	0.2%	$9.97	—	UNIT 02/17/2026	31809Y202
—	FIFTH WALL ACQUISITN CORP II	250,000	$2,511	0.2%	$9.95	—	CLASS A ORD SHS	G34142102
—	BLUE WHALE ACQUISITION CORP	250,000	$2,498	0.2%	$10.10	—	UNIT 07/30/2026	G1330M111
—	CONCORD ACQUISITION CORP III	200,000	$2,038	0.1%	$10.19	—	UNIT 99/99/9999	20607V205
—	TB SA ACQUISITION CORP	200,000	$2,020	0.1%	$9.85	—	UNIT 03/25/2028	G8657L113
—	RICE ACQUISITION CORP II	181,059	$1,901	0.1%	$10.22	—	UNIT 99/99/9999	G75529118
—	TCV ACQUISITION CORP	150,000	$1,515	0.1%	$9.91	—	CL A SHS	G8704C124
CNDAU	CONCORD ACQUISITION CORP II	150,000	$1,493	0.1%	$9.97	—	UNIT 99/99/9999	20607U207
—	CHURCHILL CAPITAL CORP VI	149,105	$1,490	0.1%	$10.04	—	UNIT 99/99/9999	17143W200
—	MELI KASZEK PIONEER CORP	100,000	$998	0.1%	$11.05	—	CLASS A ORD	G5S74L106