Castle Hook Partners LP Quant / Systematic

CIK: 0001687241 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value ($000): $7,977,377 (100.0% shares, 0.0% debt)

Holdings (47)

SPY SPDR S&P 500 ETF TR 66.3%

Value ($000) $5,285,923 Shares 11,121,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 7.7%

Value ($000) $614,280 Shares 1,500,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 6.0%

Value ($000) $475,310 Shares 1,000,000 Est. Cost — Unrealized —

AMZN AMAZON COM INC 2.4%

Value ($000) $187,920 Shares 1,236,804 Est. Cost $130.15 Unrealized +7.7%

XBI SPDR SER TR 2.0%

Value ($000) $161,363 Shares 1,807,181 Est. Cost $89.29 Unrealized —

KRE SPDR SER TR 1.6%

Value ($000) $124,677 Shares 2,377,977 Est. Cost $52.43 Unrealized —

BAC BANK AMERICA CORP 1.6%

Value ($000) $124,103 Shares 3,685,850 Est. Cost $27.61 Unrealized 0.0%

NVDA NVIDIA CORPORATION 1.4%

Value ($000) $113,559 Shares 229,310 Est. Cost $41.52 Unrealized +11.5%

MSFT MICROSOFT CORP 1.3%

Value ($000) $102,290 Shares 272,018 Est. Cost $324.59 Unrealized +7.9%

META META PLATFORMS INC 1.2%

Value ($000) $95,931 Shares 271,022 Est. Cost $323.40 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 0.8%

Value ($000) $66,080 Shares 3,746,033 Est. Cost $15.34 Unrealized 0.0%

CLF CLEVELAND-CLIFFS INC NEW 0.8%

Value ($000) $60,536 Shares 2,964,534 Est. Cost $17.12 Unrealized 0.0%

UNP UNION PAC CORP 0.7%

Value ($000) $56,242 Shares 228,979 Est. Cost $207.21 Unrealized +1.0%

XYZ BLOCK INC 0.7%

Value ($000) $53,506 Shares 691,735 Est. Cost $56.54 Unrealized 0.0%

— CATALENT INC 0.6%

Value ($000) $46,134 Shares 1,026,802 Est. Cost $43.67 Unrealized —

EQIX EQUINIX INC 0.5%

Value ($000) $42,553 Shares 52,835 Est. Cost $730.30 Unrealized +0.5%

OPCH OPTION CARE HEALTH INC 0.5%

Value ($000) $39,658 Shares 1,177,133 Est. Cost $28.07 Unrealized +9.5%

ALL ALLSTATE CORP 0.5%

Value ($000) $36,786 Shares 262,798 Est. Cost $124.75 Unrealized 0.0%

INTC INTEL CORP 0.4%

Value ($000) $29,529 Shares 587,637 Est. Cost $32.69 Unrealized +22.5%

HUM HUMANA INC 0.4%

Value ($000) $29,183 Shares 63,745 Est. Cost $475.18 Unrealized +1.0%

URA GLOBAL X FDS 0.4%

Value ($000) $28,845 Shares 1,041,701 Est. Cost $24.51 Unrealized —

VST VISTRA CORP 0.3%

Value ($000) $25,474 Shares 661,331 Est. Cost $34.08 Unrealized 0.0%

NFLX NETFLIX INC 0.3%

Value ($000) $24,907 Shares 51,156 Est. Cost $26.29 Unrealized +66.1%

AVTR AVANTOR INC 0.3%

Value ($000) $24,749 Shares 1,084,040 Est. Cost $21.69 Unrealized -5.5%

SPG SIMON PPTY GROUP INC NEW 0.3%

Value ($000) $24,318 Shares 170,485 Est. Cost $107.59 Unrealized +0.7%

V VISA INC 0.2%

Value ($000) $19,063 Shares 73,222 Est. Cost $224.44 Unrealized +8.1%

VNO VORNADO RLTY TR 0.2%

Value ($000) $15,691 Shares 555,445 Est. Cost $28.25 Unrealized —

EXE CHESAPEAKE ENERGY CORP 0.1%

Value ($000) $11,380 Shares 147,912 Est. Cost $78.66 Unrealized -2.1%

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $10,690 Shares 471,319 Est. Cost $25.80 Unrealized -1.7%

EQT EQT CORP 0.1%

Value ($000) $10,135 Shares 262,170 Est. Cost $39.30 Unrealized 0.0%

CRBG COREBRIDGE FINL INC 0.1%

Value ($000) $8,664 Shares 400,000 Est. Cost $18.69 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 0.0%

Value ($000) $3,259 Shares 76,550 Est. Cost $35.90 Unrealized 0.0%

PCG PG&E CORP 0.0%

Value ($000) $3,068 Shares 170,144 Est. Cost $16.69 Unrealized 0.0%

CCJ CAMECO CORP 0.0%

Value ($000) $2,408 Shares 55,869 Est. Cost $36.35 Unrealized +14.5%

SLG SL GREEN RLTY CORP 0.0%

Value ($000) $2,392 Shares 52,947 Est. Cost $31.06 Unrealized —

LPX LOUISIANA PAC CORP 0.0%

Value ($000) $2,281 Shares 32,200 Est. Cost $59.73 Unrealized 0.0%

Value ($000) $2,233 Shares 63,082 Est. Cost $38.23 Unrealized —

DHI D R HORTON INC 0.0%

Value ($000) $1,736 Shares 11,424 Est. Cost $120.55 Unrealized 0.0%

CTRE CARETRUST REIT INC 0.0%

Value ($000) $1,561 Shares 69,767 Est. Cost $22.38 Unrealized —

FDX FEDEX CORP 0.0%

Value ($000) $1,534 Shares 6,064 Est. Cost $246.77 Unrealized -1.8%

REXR REXFORD INDL RLTY INC 0.0%

Value ($000) $1,465 Shares 26,116 Est. Cost $56.10 Unrealized —

SUI SUN CMNTYS INC 0.0%

Value ($000) $1,437 Shares 10,749 Est. Cost $133.65 Unrealized —

UE URBAN EDGE PPTYS 0.0%

Value ($000) $1,088 Shares 59,453 Est. Cost $15.26 Unrealized —

NUE NUCOR CORP 0.0%

Value ($000) $1,044 Shares 5,998 Est. Cost $153.29 Unrealized 0.0%

CENX CENTURY ALUM CO 0.0%

Value ($000) $951 Shares 78,340 Est. Cost $7.85 Unrealized 0.0%

SKT TANGER INC 0.0%

Value ($000) $774 Shares 27,912 Est. Cost $27.72 Unrealized —

CZR CAESARS ENTERTAINMENT INC NE 0.0%

Value ($000) $669 Shares 14,269 Est. Cost $44.41 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	11,121,000	$5,285,923	66.3%	—	—	Call	78462F103
QQQ	INVESCO QQQ TR	1,500,000	$614,280	7.7%	—	—	Call	46090E103
SPY	SPDR S&P 500 ETF TR	1,000,000	$475,310	6.0%	—	—	Put	78462F103
AMZN	AMAZON COM INC	1,236,804	$187,920	2.4%	$130.15	+7.7%	COM	023135106
XBI	SPDR SER TR	1,807,181	$161,363	2.0%	$89.29	—	S&P BIOTECH	78464A870
KRE	SPDR SER TR	2,377,977	$124,677	1.6%	$52.43	—	S&P REGL BKG	78464A698
BAC	BANK AMERICA CORP	3,685,850	$124,103	1.6%	$27.61	0.0%	COM	060505104
NVDA	NVIDIA CORPORATION	229,310	$113,559	1.4%	$41.52	+11.5%	COM	67066G104
MSFT	MICROSOFT CORP	272,018	$102,290	1.3%	$324.59	+7.9%	COM	594918104
META	META PLATFORMS INC	271,022	$95,931	1.2%	$323.40	0.0%	CL A	30303M102
KMI	KINDER MORGAN INC DEL	3,746,033	$66,080	0.8%	$15.34	0.0%	COM	49456B101
CLF	CLEVELAND-CLIFFS INC NEW	2,964,534	$60,536	0.8%	$17.12	0.0%	COM	185899101
UNP	UNION PAC CORP	228,979	$56,242	0.7%	$207.21	+1.0%	COM	907818108
XYZ	BLOCK INC	691,735	$53,506	0.7%	$56.54	0.0%	CL A	852234103
—	CATALENT INC	1,026,802	$46,134	0.6%	$43.67	—	COM	148806102
EQIX	EQUINIX INC	52,835	$42,553	0.5%	$730.30	+0.5%	COM	29444U700
OPCH	OPTION CARE HEALTH INC	1,177,133	$39,658	0.5%	$28.07	+9.5%	COM NEW	68404L201
ALL	ALLSTATE CORP	262,798	$36,786	0.5%	$124.75	0.0%	COM	020002101
INTC	INTEL CORP	587,637	$29,529	0.4%	$32.69	+22.5%	COM	458140100
HUM	HUMANA INC	63,745	$29,183	0.4%	$475.18	+1.0%	COM	444859102
URA	GLOBAL X FDS	1,041,701	$28,845	0.4%	$24.51	—	GLOBAL X URANIUM	37954Y871
VST	VISTRA CORP	661,331	$25,474	0.3%	$34.08	0.0%	COM	92840M102
NFLX	NETFLIX INC	51,156	$24,907	0.3%	$26.29	+66.1%	COM	64110L106
AVTR	AVANTOR INC	1,084,040	$24,749	0.3%	$21.69	-5.5%	COM	05352A100
SPG	SIMON PPTY GROUP INC NEW	170,485	$24,318	0.3%	$107.59	+0.7%	COM	828806109
V	VISA INC	73,222	$19,063	0.2%	$224.44	+8.1%	COM CL A	92826C839
VNO	VORNADO RLTY TR	555,445	$15,691	0.2%	$28.25	—	SH BEN INT	929042109
EXE	CHESAPEAKE ENERGY CORP	147,912	$11,380	0.1%	$78.66	-2.1%	COM	165167735
AR	ANTERO RESOURCES CORP	471,319	$10,690	0.1%	$25.80	-1.7%	COM	03674X106
EQT	EQT CORP	262,170	$10,135	0.1%	$39.30	0.0%	COM	26884L109
CRBG	COREBRIDGE FINL INC	400,000	$8,664	0.1%	$18.69	0.0%	COM	21871X109
FCX	FREEPORT-MCMORAN INC	76,550	$3,259	0.0%	$35.90	0.0%	CL B	35671D857
PCG	PG&E CORP	170,144	$3,068	0.0%	$16.69	0.0%	COM	69331C108
CCJ	CAMECO CORP	55,869	$2,408	0.0%	$36.35	+14.5%	COM	13321L108
SLG	SL GREEN RLTY CORP	52,947	$2,392	0.0%	$31.06	—	COM	78440X887
LPX	LOUISIANA PAC CORP	32,200	$2,281	0.0%	$59.73	0.0%	COM	546347105
BP	BP PLC	63,082	$2,233	0.0%	$38.23	—	SPONSORED ADR	055622104
DHI	D R HORTON INC	11,424	$1,736	0.0%	$120.55	0.0%	COM	23331A109
CTRE	CARETRUST REIT INC	69,767	$1,561	0.0%	$22.38	—	COM	14174T107
FDX	FEDEX CORP	6,064	$1,534	0.0%	$246.77	-1.8%	COM	31428X106
REXR	REXFORD INDL RLTY INC	26,116	$1,465	0.0%	$56.10	—	COM	76169C100
SUI	SUN CMNTYS INC	10,749	$1,437	0.0%	$133.65	—	COM	866674104
UE	URBAN EDGE PPTYS	59,453	$1,088	0.0%	$15.26	—	COM	91704F104
NUE	NUCOR CORP	5,998	$1,044	0.0%	$153.29	0.0%	COM	670346105
CENX	CENTURY ALUM CO	78,340	$951	0.0%	$7.85	0.0%	COM	156431108
SKT	TANGER INC	27,912	$774	0.0%	$27.72	—	COM	875465106
CZR	CAESARS ENTERTAINMENT INC NE	14,269	$669	0.0%	$44.41	0.0%	COM	12769G100