Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 12, 2023

Total Value ($000): $4,418,559 (100.0% shares, 0.0% debt)

Holdings (31)

GLD SPDR GOLD TR 70.5%

Value ($000) $3,114,740 Shares 17,000,000 Est. Cost — Unrealized —

EEM ISHARES TR 4.5%

Value ($000) $197,300 Shares 5,000,000 Est. Cost — Unrealized —

TECK TECK RESOURCES LTD 2.4%

Value ($000) $105,276 Shares 2,884,268 Est. Cost $18.94 Unrealized +109.5%

META META PLATFORMS INC 2.1%

Value ($000) $91,962 Shares 433,907 Est. Cost $169.12 Unrealized 0.0%

HUM HUMANA INC 1.8%

Value ($000) $81,206 Shares 167,276 Est. Cost $498.50 Unrealized -4.0%

FXI ISHARES TR 1.7%

Value ($000) $73,825 Shares 2,500,000 Est. Cost — Unrealized —

SLB SCHLUMBERGER STK 1.5%

Value ($000) $65,232 Shares 1,328,553 Est. Cost $49.39 Unrealized 0.0%

NFLX NETFLIX INC 1.5%

Value ($000) $64,337 Shares 186,226 Est. Cost $22.38 Unrealized +47.9%

AVTR AVANTOR INC 1.4%

Value ($000) $61,043 Shares 2,887,536 Est. Cost $21.69 Unrealized +5.1%

DHI D R HORTON INC 1.3%

Value ($000) $58,740 Shares 601,294 Est. Cost $92.76 Unrealized 0.0%

BKR BAKER HUGHES COMPANY 1.3%

Value ($000) $57,337 Shares 1,986,714 Est. Cost $26.90 Unrealized +5.2%

XYZ BLOCK INC 1.2%

Value ($000) $53,940 Shares 785,724 Est. Cost $74.85 Unrealized 0.0%

FCX FREEPORT-MCORMAN INC 1.2%

Value ($000) $53,068 Shares 1,297,201 Est. Cost $33.48 Unrealized +19.4%

PGR PROGRESSIVE CORP 1.0%

Value ($000) $43,860 Shares 306,588 Est. Cost $115.68 Unrealized +8.9%

EL LAUDER ESTEE COS INC 0.9%

Value ($000) $38,820 Shares 157,511 Est. Cost $240.71 Unrealized 0.0%

EQIX EQUINIX INC 0.8%

Value ($000) $36,374 Shares 50,447 Est. Cost $662.35 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.6%

Value ($000) $28,210 Shares 329,598 Est. Cost $85.59 Unrealized —

EG EVEREST RE GROUP LTD 0.6%

Value ($000) $25,991 Shares 72,597 Est. Cost $303.02 Unrealized +13.0%

EQT EQT CORP 0.6%

Value ($000) $24,680 Shares 773,419 Est. Cost $40.07 Unrealized -23.4%

OPCH OPTION CARE HEALTH INC 0.5%

Value ($000) $24,045 Shares 756,831 Est. Cost $25.04 Unrealized +19.7%

ACGL ARCH CAP GROUP LTD 0.5%

Value ($000) $22,118 Shares 325,884 Est. Cost $53.09 Unrealized +17.7%

EXE CHESAPEAKE ENERGY CORP 0.5%

Value ($000) $21,039 Shares 276,689 Est. Cost $78.51 Unrealized -5.1%

URA GLOBAL X FDS 0.4%

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

AR ANTERO RESOURCES CORP 0.3%

Value ($000) $14,920 Shares 646,165 Est. Cost $36.78 Unrealized -28.4%

BTU PEABODY ENERGY CORP 0.3%

Value ($000) $13,201 Shares 515,671 Est. Cost $21.59 Unrealized +18.4%

AMR ALPHA METALLURGICAL RESOUR I 0.3%

Value ($000) $12,413 Shares 79,571 Est. Cost $132.67 Unrealized +19.5%

BRSL INTERNATIONAL GAME TECHNOLOG 0.2%

Value ($000) $8,040 Shares 300,000 Est. Cost $18.96 Unrealized 0.0%

WFRD WEATHERFORD INTL PLC 0.1%

Value ($000) $5,229 Shares 88,105 Est. Cost $41.21 Unrealized +42.1%

— BLUE WHALE ACQUISITION CORP 0.1%

Value ($000) $2,503 Shares 250,000 Est. Cost $10.10 Unrealized —

IRT INDEPENDENCE RLTY TR INC 0.0%

Value ($000) $1,603 Shares 100,000 Est. Cost $16.03 Unrealized —

— CHURCHILL CAPITAL CORP VI 0.0%

Value ($000) $1,506 Shares 149,105 Est. Cost $10.04 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	17,000,000	$3,114,740	70.5%	—	—	Call	78463V107
EEM	ISHARES TR	5,000,000	$197,300	4.5%	—	—	Call	464287234
TECK	TECK RESOURCES LTD	2,884,268	$105,276	2.4%	$18.94	+109.5%	CL B	878742204
META	META PLATFORMS INC	433,907	$91,962	2.1%	$169.12	0.0%	CL A	30303M102
HUM	HUMANA INC	167,276	$81,206	1.8%	$498.50	-4.0%	COM	444859102
FXI	ISHARES TR	2,500,000	$73,825	1.7%	—	—	Call	464287184
SLB	SCHLUMBERGER STK	1,328,553	$65,232	1.5%	$49.39	0.0%	COM STK	806857108
NFLX	NETFLIX INC	186,226	$64,337	1.5%	$22.38	+47.9%	COM	64110L106
AVTR	AVANTOR INC	2,887,536	$61,043	1.4%	$21.69	+5.1%	COM	05352A100
DHI	D R HORTON INC	601,294	$58,740	1.3%	$92.76	0.0%	COM	23331A109
BKR	BAKER HUGHES COMPANY	1,986,714	$57,337	1.3%	$26.90	+5.2%	CL A	05722G100
XYZ	BLOCK INC	785,724	$53,940	1.2%	$74.85	0.0%	CL A	852234103
FCX	FREEPORT-MCORMAN INC	1,297,201	$53,068	1.2%	$33.48	+19.4%	CL B	35671D857
PGR	PROGRESSIVE CORP	306,588	$43,860	1.0%	$115.68	+8.9%	COM	743315103
EL	LAUDER ESTEE COS INC	157,511	$38,820	0.9%	$240.71	0.0%	CL A	518439104
EQIX	EQUINIX INC	50,447	$36,374	0.8%	$662.35	0.0%	COM	29444U700
—	ACTIVISION BLIZZARD INC	329,598	$28,210	0.6%	$85.59	—	COM	00507V109
EG	EVEREST RE GROUP LTD	72,597	$25,991	0.6%	$303.02	+13.0%	COM	G3223R108
EQT	EQT CORP	773,419	$24,680	0.6%	$40.07	-23.4%	COM	26884L109
OPCH	OPTION CARE HEALTH INC	756,831	$24,045	0.5%	$25.04	+19.7%	COM NEW	68404L201
ACGL	ARCH CAP GROUP LTD	325,884	$22,118	0.5%	$53.09	+17.7%	ORD	G0450A105
EXE	CHESAPEAKE ENERGY CORP	276,689	$21,039	0.5%	$78.51	-5.1%	COM	165167735
URA	GLOBAL X FDS	802,810	$16,000	0.4%	$25.34	—	GLOBAL X URANIUM	37954Y871
AR	ANTERO RESOURCES CORP	646,165	$14,920	0.3%	$36.78	-28.4%	COM	03674X106
BTU	PEABODY ENERGY CORP	515,671	$13,201	0.3%	$21.59	+18.4%	COM	704551100
AMR	ALPHA METALLURGICAL RESOUR I	79,571	$12,413	0.3%	$132.67	+19.5%	COM	020764106
BRSL	INTERNATIONAL GAME TECHNOLOG	300,000	$8,040	0.2%	$18.96	0.0%	SHS USD	G4863A108
WFRD	WEATHERFORD INTL PLC	88,105	$5,229	0.1%	$41.21	+42.1%	ORD SHS	G48833118
—	BLUE WHALE ACQUISITION CORP	250,000	$2,503	0.1%	$10.10	—	UNIT 07/30/2026	G1330M111
IRT	INDEPENDENCE RLTY TR INC	100,000	$1,603	0.0%	$16.03	—	COM	45378A106
—	CHURCHILL CAPITAL CORP VI	149,105	$1,506	0.0%	$10.04	—	UNIT 99/99/9999	17143W200