Castle Hook Partners LP Quant / Systematic

Location: New York, NY

CIK: 0001687241 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 10, 2023

Total Value: $1.48B (100.0% shares, 0.0% debt)

Holdings (42)

SPY SPDR S&P 500 ETF TR 38.8%

Value $574M Shares 1,500,000 Est. Cost — Unrealized —

TECK TECK RESOURCES LTD 9.4%

Value $139M Shares 3,685,226 Est. Cost $18.94 Unrealized +82.8%

HUM HUMANA INC 5.8%

Value $86.14M Shares 168,181 Est. Cost $498.50 Unrealized +1.9%

FCX FREEPORT-MCMORAN INC 4.5%

Value $66.84M Shares 1,758,961 Est. Cost $33.48 Unrealized 0.0%

NFLX NETFLIX INC 3.9%

Value $57.45M Shares 194,810 Est. Cost $22.38 Unrealized +25.3%

EXE CHESAPEAKE ENERGY CORP 2.9%

Value $42.9M Shares 454,551 Est. Cost $78.51 Unrealized +12.0%

PGR PROGRESSIVE CORP 2.8%

Value $40.76M Shares 314,266 Est. Cost $115.68 Unrealized 0.0%

AR ANTERO RESOURCES CORP 2.7%

Value $39.69M Shares 1,280,803 Est. Cost $36.78 Unrealized -6.1%

EQT EQT CORP 2.7%

Value $39.65M Shares 1,172,096 Est. Cost $40.07 Unrealized -4.5%

AVTR AVANTOR INC 2.2%

Value $32.17M Shares 1,525,179 Est. Cost $20.70 Unrealized 0.0%

AMR ALPHA METALLURGICAL RESOUR I 2.1%

Value $31.49M Shares 215,096 Est. Cost $132.67 Unrealized +14.3%

— ARCH RESOURCES INC 2.1%

Value $31.19M Shares 218,425 Est. Cost $118.84 Unrealized —

BKR BAKER HUGHES COMPANY 2.1%

Value $30.86M Shares 1,045,197 Est. Cost $25.64 Unrealized 0.0%

CF CF INDS HLDGS INC 1.5%

Value $21.99M Shares 258,099 Est. Cost $91.40 Unrealized +3.4%

ACGL ARCH CAP GROUP LTD 1.4%

Value $20.63M Shares 328,685 Est. Cost $53.09 Unrealized 0.0%

OPCH OPTION CARE HEALTH INC 1.4%

Value $20.52M Shares 681,831 Est. Cost $24.50 Unrealized +26.7%

EG EVEREST RE GROUP LTD 1.4%

Value $20.25M Shares 61,129 Est. Cost $295.65 Unrealized 0.0%

V VISA INC 1.4%

Value $19.99M Shares 96,224 Est. Cost $196.98 Unrealized 0.0%

BTU PEABODY ENERGY CORP 1.3%

Value $19.34M Shares 731,933 Est. Cost $21.59 Unrealized +22.4%

AA ALCOA CORP 1.1%

Value $16.98M Shares 373,353 Est. Cost $41.94 Unrealized 0.0%

URA GLOBAL X FDS 1.1%

Value $16.12M Shares 802,810 Est. Cost $25.34 Unrealized —

— ENDEAVOR GROUP HLDGS INC 1.1%

Value $15.57M Shares 690,865 Est. Cost $20.51 Unrealized —

Value $15.03M Shares 430,292 Est. Cost $34.93 Unrealized —

NTR NUTRIEN LTD 1.0%

Value $14.95M Shares 204,729 Est. Cost $71.13 Unrealized 0.0%

CZR CAESARS ENTERTAINMENT INC NE 0.8%

Value $12.14M Shares 291,817 Est. Cost $44.53 Unrealized 0.0%

WFRD WEATHERFORD INTL PLC 0.8%

Value $11.65M Shares 228,780 Est. Cost $41.21 Unrealized 0.0%

RIG TRANSOCEAN LTD 0.4%

Value $5.442M Shares 1,193,317 Est. Cost $3.86 Unrealized 0.0%

OKLO ALTC ACQUISITION CORP 0.3%

Value $4.96M Shares 500,000 Est. Cost $9.87 Unrealized -0.3%

— CORAZON CAPITAL V838 MONOCER 0.3%

Value $4.086M Shares 400,000 Est. Cost $9.95 Unrealized —

— CC NEUBERGER PRINCIPAL HOLDN 0.2%

Value $3.03M Shares 300,000 Est. Cost $9.99 Unrealized —

— VALOR LATITUDE ACQUISITN COR 0.2%

Value $3.021M Shares 300,000 Est. Cost $9.94 Unrealized —

— FOREST ROAD ACQUISITION COR 0.2%

Value $3.018M Shares 300,000 Est. Cost $9.96 Unrealized —

— FINSERV ACQUISITION CORP II 0.2%

Value $3.009M Shares 300,000 Est. Cost $9.97 Unrealized —

— FIFTH WALL ACQUISITN CORP II 0.2%

Value $2.511M Shares 250,000 Est. Cost $9.95 Unrealized —

— BLUE WHALE ACQUISITION CORP 0.2%

Value $2.498M Shares 250,000 Est. Cost $10.10 Unrealized —

— CONCORD ACQUISITION CORP III 0.1%

Value $2.038M Shares 200,000 Est. Cost $10.19 Unrealized —

— TB SA ACQUISITION CORP 0.1%

Value $2.02M Shares 200,000 Est. Cost $9.85 Unrealized —

— RICE ACQUISITION CORP II 0.1%

Value $1.901M Shares 181,059 Est. Cost $10.22 Unrealized —

— TCV ACQUISITION CORP 0.1%

Value $1.515M Shares 150,000 Est. Cost $9.91 Unrealized —

CNDAU CONCORD ACQUISITION CORP II 0.1%

Value $1.492M Shares 150,000 Est. Cost $9.97 Unrealized —

— CHURCHILL CAPITAL CORP VI 0.1%

Value $1.49M Shares 149,105 Est. Cost $10.04 Unrealized —

— MELI KASZEK PIONEER CORP 0.1%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,500,000	$574M	38.8%	—	—	Put	78462F103
TECK	TECK RESOURCES LTD	3,685,226	$139M	9.4%	$18.94	+82.8%	CL B	878742204
HUM	HUMANA INC	168,181	$86.14M	5.8%	$498.50	+1.9%	COM	444859102
FCX	FREEPORT-MCMORAN INC	1,758,961	$66.84M	4.5%	$33.48	0.0%	CL B	35671D857
NFLX	NETFLIX INC	194,810	$57.45M	3.9%	$22.38	+25.3%	COM	64110L106
EXE	CHESAPEAKE ENERGY CORP	454,551	$42.9M	2.9%	$78.51	+12.0%	COM	165167735
PGR	PROGRESSIVE CORP	314,266	$40.76M	2.8%	$115.68	0.0%	COM	743315103
AR	ANTERO RESOURCES CORP	1,280,803	$39.69M	2.7%	$36.78	-6.1%	COM	03674X106
EQT	EQT CORP	1,172,096	$39.65M	2.7%	$40.07	-4.5%	COM	26884L109
AVTR	AVANTOR INC	1,525,179	$32.17M	2.2%	$20.70	0.0%	COM	05352A100
AMR	ALPHA METALLURGICAL RESOUR I	215,096	$31.49M	2.1%	$132.67	+14.3%	COM	020764106
—	ARCH RESOURCES INC	218,425	$31.19M	2.1%	$118.84	—	CL A	03940R107
BKR	BAKER HUGHES COMPANY	1,045,197	$30.86M	2.1%	$25.64	0.0%	CL A	05722G100
CF	CF INDS HLDGS INC	258,099	$21.99M	1.5%	$91.40	+3.4%	COM	125269100
ACGL	ARCH CAP GROUP LTD	328,685	$20.63M	1.4%	$53.09	0.0%	ORD	G0450A105
OPCH	OPTION CARE HEALTH INC	681,831	$20.52M	1.4%	$24.50	+26.7%	COM NEW	68404L201
EG	EVEREST RE GROUP LTD	61,129	$20.25M	1.4%	$295.65	0.0%	COM	G3223R108
V	VISA INC	96,224	$19.99M	1.4%	$196.98	0.0%	COM CL A	92826C839
BTU	PEABODY ENERGY CORP	731,933	$19.34M	1.3%	$21.59	+22.4%	COM	704551100
AA	ALCOA CORP	373,353	$16.98M	1.1%	$41.94	0.0%	COM	013872106
URA	GLOBAL X FDS	802,810	$16.12M	1.1%	$25.34	—	GLOBAL X URANIUM	37954Y871
—	ENDEAVOR GROUP HLDGS INC	690,865	$15.57M	1.1%	$20.51	—	CL A COM	29260Y109
BP	BP PLC	430,292	$15.03M	1.0%	$34.93	—	SPONSORED ADR	055622104
NTR	NUTRIEN LTD	204,729	$14.95M	1.0%	$71.13	0.0%	COM	67077M108
CZR	CAESARS ENTERTAINMENT INC NE	291,817	$12.14M	0.8%	$44.53	0.0%	COM	12769G100
WFRD	WEATHERFORD INTL PLC	228,780	$11.65M	0.8%	$41.21	0.0%	ORD SHS	G48833118
RIG	TRANSOCEAN LTD	1,193,317	$5.442M	0.4%	$3.86	0.0%	REG SHS	H8817H100
OKLO	ALTC ACQUISITION CORP	500,000	$4.96M	0.3%	$9.87	-0.3%	COM CL A	02156V109
—	CORAZON CAPITAL V838 MONOCER	400,000	$4.086M	0.3%	$9.95	—	UNIT 03/24/2026	G24237110
—	CC NEUBERGER PRINCIPAL HOLDN	300,000	$3.03M	0.2%	$9.99	—	UNIT 99/99/9999	G1992N118
—	VALOR LATITUDE ACQUISITN COR	300,000	$3.021M	0.2%	$9.94	—	UNIT 04/02/2026	G9460N114
—	FOREST ROAD ACQUISITION COR	300,000	$3.018M	0.2%	$9.96	—	UNIT 99/99/9999	34619V202
—	FINSERV ACQUISITION CORP II	300,000	$3.009M	0.2%	$9.97	—	UNIT 02/17/2026	31809Y202
—	FIFTH WALL ACQUISITN CORP II	250,000	$2.511M	0.2%	$9.95	—	CLASS A ORD SHS	G34142102
—	BLUE WHALE ACQUISITION CORP	250,000	$2.498M	0.2%	$10.10	—	UNIT 07/30/2026	G1330M111
—	CONCORD ACQUISITION CORP III	200,000	$2.038M	0.1%	$10.19	—	UNIT 99/99/9999	20607V205
—	TB SA ACQUISITION CORP	200,000	$2.02M	0.1%	$9.85	—	UNIT 03/25/2028	G8657L113
—	RICE ACQUISITION CORP II	181,059	$1.901M	0.1%	$10.22	—	UNIT 99/99/9999	G75529118
—	TCV ACQUISITION CORP	150,000	$1.515M	0.1%	$9.91	—	CL A SHS	G8704C124
CNDAU	CONCORD ACQUISITION CORP II	150,000	$1.492M	0.1%	$9.97	—	UNIT 99/99/9999	20607U207
—	CHURCHILL CAPITAL CORP VI	149,105	$1.49M	0.1%	$10.04	—	UNIT 99/99/9999	17143W200
—	MELI KASZEK PIONEER CORP	100,000	$998K	0.1%	$11.05	—	CLASS A ORD	G5S74L106