Slate Path Capital LP Quant / Systematic

CIK: 0001559706 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $3,289,349 (100.0% shares, 0.0% debt)

Holdings (15)

SPY SPDR S&P 500 ETF TR 30.6%

Value ($000) $1,005,885 Shares 4,500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 19.2%

Value ($000) $630,075 Shares 27,100,000 Est. Cost $23.25 Unrealized —

XLK SELECT SECTOR SPDR TR 6.6%

Value ($000) $217,620 Shares 4,500,000 Est. Cost — Unrealized —

CHTR CHARTER COMMUNICATIONS INC N 6.6%

Value ($000) $215,940 Shares 750,000 Est. Cost $214.89 Unrealized +25.3%

ALLY ALLY FINL INC 6.0%

Value ($000) $198,188 Shares 10,420,000 Est. Cost $14.81 Unrealized 0.0%

GM GENERAL MTRS CO 6.0%

Value ($000) $196,846 Shares 5,650,000 Est. Cost $28.16 Unrealized 0.0%

— TESORO CORP 4.8%

Value ($000) $158,722 Shares 1,815,000 Est. Cost $80.47 Unrealized —

AAP ADVANCE AUTO PARTS INC 4.5%

Value ($000) $147,980 Shares 875,000 Est. Cost $138.99 Unrealized -0.8%

GDX VANECK VECTORS ETF TR 4.1%

Value ($000) $133,365 Shares 6,375,000 Est. Cost $27.19 Unrealized —

PODD INSULET CORP 3.3%

Value ($000) $107,388 Shares 2,850,000 Est. Cost $33.03 Unrealized +12.8%

— UNITED STATES STL CORP NEW 2.7%

Value ($000) $88,137 Shares 2,670,000 Est. Cost $18.31 Unrealized —

ALNY ALNYLAM PHARMACEUTICALS INC 2.3%

Value ($000) $74,880 Shares 2,000,000 Est. Cost $53.05 Unrealized -21.1%

— TWITTER INC 1.9%

Value ($000) $61,859 Shares 3,795,000 Est. Cost $16.30 Unrealized —

— SKECHERS U S A INC 1.4%

Value ($000) $45,719 Shares 1,860,000 Est. Cost $24.58 Unrealized —

— ATARA BIOTHERAPEUTICS INC 0.2%

Value ($000) $6,745 Shares 475,000 Est. Cost $22.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,500,000	$1,005,885	30.6%	—	—	Call	78462F103
XLF	SELECT SECTOR SPDR TR	27,100,000	$630,075	19.2%	$23.25	—	SBI INT-FINL	81369Y605
XLK	SELECT SECTOR SPDR TR	4,500,000	$217,620	6.6%	—	—	Put	81369Y803
CHTR	CHARTER COMMUNICATIONS INC N	750,000	$215,940	6.6%	$214.89	+25.3%	CL A	16119P108
ALLY	ALLY FINL INC	10,420,000	$198,188	6.0%	$14.81	0.0%	COM	02005N100
GM	GENERAL MTRS CO	5,650,000	$196,846	6.0%	$28.16	0.0%	COM	37045V100
—	TESORO CORP	1,815,000	$158,722	4.8%	$80.47	—	COM	881609101
AAP	ADVANCE AUTO PARTS INC	875,000	$147,980	4.5%	$138.99	-0.8%	COM	00751Y106
GDX	VANECK VECTORS ETF TR	6,375,000	$133,365	4.1%	$27.19	—	GOLD MINERS ETF	92189F106
PODD	INSULET CORP	2,850,000	$107,388	3.3%	$33.03	+12.8%	COM	45784P101
—	UNITED STATES STL CORP NEW	2,670,000	$88,137	2.7%	$18.31	—	COM	912909108
ALNY	ALNYLAM PHARMACEUTICALS INC	2,000,000	$74,880	2.3%	$53.05	-21.1%	COM	02043Q107
—	TWITTER INC	3,795,000	$61,859	1.9%	$16.30	—	COM	90184L102
—	SKECHERS U S A INC	1,860,000	$45,719	1.4%	$24.58	—	CL A	830566105
—	ATARA BIOTHERAPEUTICS INC	475,000	$6,745	0.2%	$22.38	—	COM	046513107