Walnut Level Capital LLC
Follow13F filer, CIK 1803088, DENVER, CO
Walnut Level Capital LLC reported $238,953,760 across 35 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-13. Its ten largest share positions make up 74.08% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001803088-24-000006
- Period
- 2024-09-30
- Reported value
- $239M
- Holdings
- 35
- Top 10 weight
- 74.08%
- New
- 8
- Sold out
- 18
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| WLKnew | +45,000 | $6.76M |
| CEadded | +47,500 | $6.46M |
| MEOHadded | +155,807 | $6.44M |
| OLNadded | +118,339 | $5.68M |
| HUNadded | +228,619 | $5.53M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| PPGreduced | -54,000 | -$7.15M |
| APDreduced | -22,876 | -$6.81M |
| DARexited | -148,633 | -$5.46M |
| OECreduced | -166,189 | -$2.96M |
| LWexited | -34,584 | -$2.91M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q3 2024
Share positions as resolved from 13F-HR 0001803088-24-000006, largest first. % of portfolio is the value over $166,093,260, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| MEOHMETHANEX CORP | 585,933 | $24.2M | 14.58% | +155,807 | Timeline | ||
| EMNEASTMAN CHEM CO | 153,542 | $17.2M | 10.35% | +20,883 | Timeline | ||
| HUNHUNTSMAN CORP | 698,719 | $16.9M | 10.18% | +228,619 | Timeline | ||
| APDAIR PRODUCTS AND CHEMICALS I | 50,392 | $15M | 9.03% | -22,876 | Timeline | ||
| HRLHORMEL FOODS CORP | 333,000 | $10.6M | 6.36% | +138,000 | Timeline | ||
| OLNOLIN CORP | 188,339 | $9.04M | 5.44% | +118,339 | Timeline | ||
| OECORION S.A. | 460,793 | $8.21M | 4.94% | -166,189 | Timeline | ||
| PPGPPG INDS INC | 57,954 | $7.68M | 4.62% | -54,000 | Timeline | ||
| CECELANESE CORP DEL | 55,000 | $7.48M | 4.5% | +47,500 | Timeline | ||
| WLKWESTLAKE CORPORATION | 45,000 | $6.76M | 4.07% | new | Timeline | ||
| DDDUPONT DE NEMOURS INC | 70,000 | $6.24M | 3.76% | +15,000 | Timeline | ||
| AVOMISSION PRODUCE INC | 376,906 | $4.83M | 2.91% | +41,902 | Timeline | ||
| TROXTRONOX HOLDINGS PLC | 305,000 | $4.46M | 2.69% | +125,000 | Timeline | ||
| REXREX AMERICAN RES CORP | 91,927 | $4.26M | 2.56% | +56,341 | Timeline | ||
| FCXFREEPORT MCMORAN INC | 80,000 | $3.99M | 2.4% | new | Timeline | ||
| PPCPILGRIMS PRIDE CORP | 65,000 | $2.99M | 1.8% | 0 | Timeline | ||
| TECKTECK RESOURCES LTD | 47,500 | $2.48M | 1.49% | new | Timeline | ||
| BGBUNGE GLOBAL SA | 25,000 | $2.42M | 1.45% | 0 | Timeline | ||
| CTVACORTEVA INC | 40,000 | $2.35M | 1.42% | 0 | Timeline | ||
| AGROADECOAGRO S A | 198,317 | $2.2M | 1.32% | -43,000 | Timeline | ||
| STKLSUNOPTA INC | 325,000 | $2.07M | 1.25% | 0 | Timeline | ||
| MPMP MATERIALS CORP | 92,530 | $1.63M | 0.98% | -72,970 | Timeline | ||
| CCCHEMOURS CO | 50,000 | $1.02M | 0.61% | +7,212 | Timeline | ||
| CMPCOMPASS MINERALS INTL INC | 60,000 | $721K | 0.43% | new | Timeline | ||
| IEIVANHOE ELECTRIC INC | 80,000 | $677K | 0.41% | new | Timeline | ||
| AXTAAXALTA COATING SYS LTD | 17,500 | $633K | 0.38% | 0 | Timeline | ||
| CNHCNH INDL N V | 80,000 | $80K | 0.05% | 0 | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| MEOHMETHANEX CORP Stock | call | 550,000 | $22.7M | +200,000 |
| PPGPPG INDS INC Stock | put | 100,000 | $13.2M | new |
| HUNHUNTSMAN CORP COM | put | 500,000 | $12.1M | new |
| OECORION S.A. COM | call | 500,000 | $8.9M | -25,000 |
| DARDARLING INGREDIENTS INC Stock | call | 200,000 | $7.43M | 0 |
| OECORION S.A. COM | put | 200,000 | $3.56M | new |
| AVOMISSION PRODUCE INC COM | call | 200,000 | $2.56M | +100,000 |
| REXREX AMERICAN RES CORP COMMON STOCK | call | 50,000 | $2.31M | -50,000 |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| BGBUNGE GLOBAL SA | 100,000 | $10.7M | put |
| IWMISHARES TR | 50,000 | $10.1M | put |
| ADMARCHER DANIELS MIDLAND CO | 137,500 | $8.31M | put |
| DARDARLING INGREDIENTS INC | 148,633 | $5.46M | shares |
| LWLAMB WESTON HLDGS INC | 34,584 | $2.91M | shares |
| MPMP MATERIALS CORP | 200,000 | $2.55M | call |
| CCCHEMOURS CO | 110,000 | $2.48M | put |
| HUNHUNTSMAN CORP | 100,000 | $2.28M | call |
| SHWSHERWIN WILLIAMS CO | 7,500 | $2.24M | shares |
| CFCF INDUSTRIES HOLD | 30,000 | $2.22M | shares |
| ECLECOLAB INC | 7,523 | $1.79M | shares |
| TSNTYSON FOODS INC | 25,000 | $1.43M | shares |
| MOSMOSAIC CO | 42,500 | $1.23M | shares |
| IFFINTERNATIONAL FLAVORS&FRAGRA | 6,614 | $630K | shares |
| INGRINGREDION INC | 5,000 | $574K | shares |
| LINLINDE PLC | 54 | $23.7K | shares |
| GISGENERAL MILLS INC | 162 | $10.2K | shares |
| ANDEANDERSONS INC | 163 | $8.09K | shares |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001803088-24-000006 | base | 2024-11-13 | acceptance time not in the bulk data set |