Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 11, 2023

Total Value ($000): $3,371,774 (100.0% shares, 0.0% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 52.6%

Value ($000) $1,773,120 Shares 4,000,000 Est. Cost — Unrealized —

IWM ISHARES TR 8.3%

Value ($000) $280,905 Shares 1,500,000 Est. Cost — Unrealized —

EWJ ISHARES TR 7.3%

Value ($000) $247,600 Shares 4,000,000 Est. Cost — Unrealized —

TECK TECK RESOURCES LTD 3.4%

Value ($000) $116,082 Shares 2,757,283 Est. Cost $18.94 Unrealized +126.9%

NFLX NETFLIX INC 3.3%

Value ($000) $112,430 Shares 255,239 Est. Cost $26.29 Unrealized +40.1%

META META PLATFORMS INC 2.8%

Value ($000) $95,513 Shares 332,822 Est. Cost $169.12 Unrealized +44.9%

— CATALENT INC 2.2%

Value ($000) $74,987 Shares 1,729,410 Est. Cost $43.36 Unrealized —

EQIX EQUINIX INC 1.8%

Value ($000) $61,901 Shares 78,961 Est. Cost $673.23 Unrealized +2.9%

OPCH OPTION CARE HEALTH INC 1.8%

Value ($000) $60,410 Shares 1,859,340 Est. Cost $28.07 Unrealized +7.4%

AMZN AMAZON COM INC 1.6%

Value ($000) $54,489 Shares 417,988 Est. Cost $114.20 Unrealized 0.0%

HUM HUMANA INC 1.5%

Value ($000) $50,354 Shares 112,617 Est. Cost $498.50 Unrealized -2.1%

— ACTIVISION BLIZZARD INC 1.3%

Value ($000) $43,196 Shares 512,408 Est. Cost $85.13 Unrealized —

AVTR AVANTOR INC 1.3%

Value ($000) $42,912 Shares 2,089,199 Est. Cost $21.69 Unrealized -6.8%

V VISA INC 1.0%

Value ($000) $35,380 Shares 148,983 Est. Cost $224.44 Unrealized 0.0%

EG EVEREST RE GROUP LTD 1.0%

Value ($000) $32,368 Shares 94,681 Est. Cost $313.00 Unrealized +10.5%

NVDA NVIDIA CORPORATION 0.9%

Value ($000) $30,760 Shares 72,716 Est. Cost $33.17 Unrealized 0.0%

PNC PNC FINL SVCS GROUP INC 0.9%

Value ($000) $30,638 Shares 243,254 Est. Cost $110.41 Unrealized 0.0%

RBLX ROBLOX CORP 0.8%

Value ($000) $25,522 Shares 633,312 Est. Cost $40.14 Unrealized 0.0%

EQT EQT CORP 0.7%

Value ($000) $25,192 Shares 612,493 Est. Cost $40.07 Unrealized -15.1%

LULU LULULEMON ATHLETICA INC 0.7%

Value ($000) $24,916 Shares 65,829 Est. Cost $368.96 Unrealized 0.0%

INTC INTEL CORP 0.7%

Value ($000) $23,479 Shares 702,114 Est. Cost $30.72 Unrealized 0.0%

EXE CHESAPEAKE ENERGY CORP 0.7%

Value ($000) $23,153 Shares 276,689 Est. Cost $78.51 Unrealized -6.3%

URA GLOBAL X FDS 0.7%

Value ($000) $22,605 Shares 1,041,701 Est. Cost $24.51 Unrealized —

PGR PROGRESSIVE CORP 0.7%

Value ($000) $22,498 Shares 169,964 Est. Cost $115.68 Unrealized +6.0%

ACGL ARCH CAP GROUP LTD 0.6%

Value ($000) $19,072 Shares 254,801 Est. Cost $53.09 Unrealized +29.5%

BOOT BOOT BARN HLDGS INC 0.5%

Value ($000) $17,041 Shares 201,216 Est. Cost $73.34 Unrealized 0.0%

Value ($000) $9,412 Shares 266,716 Est. Cost $35.29 Unrealized —

OLLI OLLIES BARGAIN OUTLET HLDGS 0.3%

Value ($000) $8,494 Shares 146,618 Est. Cost $61.60 Unrealized 0.0%

ASLE AERSALE CORPORATION 0.0%

Value ($000) $1,470 Shares 100,000 Est. Cost $16.06 Unrealized 0.0%

SLG SL GREEN RLTY CORP 0.0%

Value ($000) $1,370 Shares 45,599 Est. Cost $30.05 Unrealized —

VTMX VESTA REAL ESTATE CORPORATIO 0.0%

Value ($000) $1,289 Shares 40,000 Est. Cost $32.22 Unrealized —

CUZ COUSINS PPTYS INC 0.0%

Value ($000) $1,179 Shares 51,691 Est. Cost $22.80 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.0%

Value ($000) $1,032 Shares 8,939 Est. Cost $94.44 Unrealized 0.0%

CUBE CUBESMART 0.0%

Value ($000) $1,004 Shares 22,482 Est. Cost $44.66 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,000,000	$1,773,120	52.6%	—	—	Put	78462F103
IWM	ISHARES TR	1,500,000	$280,905	8.3%	—	—	Put	464287655
EWJ	ISHARES TR	4,000,000	$247,600	7.3%	—	—	Call	46434G822
TECK	TECK RESOURCES LTD	2,757,283	$116,082	3.4%	$18.94	+126.9%	CL B	878742204
NFLX	NETFLIX INC	255,239	$112,430	3.3%	$26.29	+40.1%	COM	64110L106
META	META PLATFORMS INC	332,822	$95,513	2.8%	$169.12	+44.9%	CL A	30303M102
—	CATALENT INC	1,729,410	$74,987	2.2%	$43.36	—	COM	148806102
EQIX	EQUINIX INC	78,961	$61,901	1.8%	$673.23	+2.9%	COM	29444U700
OPCH	OPTION CARE HEALTH INC	1,859,340	$60,410	1.8%	$28.07	+7.4%	COM NEW	68404L201
AMZN	AMAZON COM INC	417,988	$54,489	1.6%	$114.20	0.0%	COM	023135106
HUM	HUMANA INC	112,617	$50,354	1.5%	$498.50	-2.1%	COM	444859102
—	ACTIVISION BLIZZARD INC	512,408	$43,196	1.3%	$85.13	—	COM	00507V109
AVTR	AVANTOR INC	2,089,199	$42,912	1.3%	$21.69	-6.8%	COM	05352A100
V	VISA INC	148,983	$35,380	1.0%	$224.44	0.0%	COM CL A	92826C839
EG	EVEREST RE GROUP LTD	94,681	$32,368	1.0%	$313.00	+10.5%	COM	G3223R108
NVDA	NVIDIA CORPORATION	72,716	$30,760	0.9%	$33.17	0.0%	COM	67066G104
PNC	PNC FINL SVCS GROUP INC	243,254	$30,638	0.9%	$110.41	0.0%	COM	693475105
RBLX	ROBLOX CORP	633,312	$25,522	0.8%	$40.14	0.0%	CL A	771049103
EQT	EQT CORP	612,493	$25,192	0.7%	$40.07	-15.1%	COM	26884L109
LULU	LULULEMON ATHLETICA INC	65,829	$24,916	0.7%	$368.96	0.0%	COM	550021109
INTC	INTEL CORP	702,114	$23,479	0.7%	$30.72	0.0%	COM	458140100
EXE	CHESAPEAKE ENERGY CORP	276,689	$23,153	0.7%	$78.51	-6.3%	COM	165167735
URA	GLOBAL X FDS	1,041,701	$22,605	0.7%	$24.51	—	GLOBAL X URANIUM	37954Y871
PGR	PROGRESSIVE CORP	169,964	$22,498	0.7%	$115.68	+6.0%	COM	743315103
ACGL	ARCH CAP GROUP LTD	254,801	$19,072	0.6%	$53.09	+29.5%	ORD	G0450A105
BOOT	BOOT BARN HLDGS INC	201,216	$17,041	0.5%	$73.34	0.0%	COM	099406100
BP	BP PLC	266,716	$9,412	0.3%	$35.29	—	SPONSORED ADR	055622104
OLLI	OLLIES BARGAIN OUTLET HLDGS	146,618	$8,494	0.3%	$61.60	0.0%	COM	681116109
ASLE	AERSALE CORPORATION	100,000	$1,470	0.0%	$16.06	0.0%	COM	00810F106
SLG	SL GREEN RLTY CORP	45,599	$1,370	0.0%	$30.05	—	COM	78440X887
VTMX	VESTA REAL ESTATE CORPORATIO	40,000	$1,289	0.0%	$32.22	—	ADS	92540K109
CUZ	COUSINS PPTYS INC	51,691	$1,179	0.0%	$22.80	—	COM NEW	222795502
SPG	SIMON PPTY GROUP INC NEW	8,939	$1,032	0.0%	$94.44	0.0%	COM	828806109
CUBE	CUBESMART	22,482	$1,004	0.0%	$44.66	—	COM	229663109