Graham Capital Management, L.P. Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$932.9B
Holdings
103
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (103 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | 1,117,733 | $69.2B | 7.42% | |
| 2 | XLFSELECT SECTOR SPDR TR | 2,800,000 | $63.0B | 6.76% | Put |
| 3 | JKSJINKOSOLAR HLDG CO LTD | 1,895,100 | $39.6B | 4.25% | Put |
| 4 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 36,000,000 | $36.2B | 3.88% | |
| 5 | —STARWOOD WAYPOINT RESIDENTL | 34,005,000 | $35.1B | 3.76% | |
| 6 | —YY INC | 31,200,000 | $30.4B | 3.26% | |
| 7 | —VIPSHOP HLDGS LTD | 30,250,000 | $30.4B | 3.26% | |
| 8 | YYEURYY INC | 493,100 | $30.4B | 3.26% | Put |
| 9 | EWYISHARES | 503,100 | $26.6B | 2.85% | |
| 10 | COPCONOCOPHILLIPS | 624,672 | $25.2B | 2.70% | |
| 11 | —TESLA MTRS INC | 27,500,000 | $25.0B | 2.68% | |
| 12 | —QIHOO 360 TECHNOLOGY CO LTD | 25,000,000 | $24.9B | 2.67% | |
| 13 | —TRINA SOLAR LIMITED | 23,950,000 | $22.2B | 2.38% | |
| 14 | RDS/AROYAL DUTCH SHELL PLC | 439,840 | $21.3B | 2.28% | |
| 15 | —SOUFUN HLDGS LTD | 19,500,000 | $19.0B | 2.04% | |
| 16 | —PARSLEY ENERGY INC | 754,397 | $17.0B | 1.83% | |
| 17 | —ISTAR INC | 16,500,000 | $17.0B | 1.82% | |
| 18 | NBL2EURNOBLE ENERGY INC | 472,093 | $14.8B | 1.59% | |
| 19 | TSLATESLA MTRS INC | 63,500 | $14.6B | 1.56% | Put |
| 20 | —EXELIXIS INC | 13,215,000 | $13.1B | 1.41% | |
| 21 | —NQ MOBILE INC | 2,720,900 | $12.5B | 1.34% | Put |
| 22 | HESHESS CORP | 235,000 | $12.4B | 1.33% | |
| 23 | —SOLARCITY CORP | 17,500,000 | $12.1B | 1.30% | |
| 24 | —FMC TECHNOLOGIES INC | 442,673 | $12.1B | 1.30% | |
| 25 | —TRULIA INC | 10,000,000 | $11.8B | 1.26% | |
| 26 | GQ9SPDR GOLD TRUST | 100,000 | $11.8B | 1.26% | Call |
| 27 | QEPQEP RES INC | 799,925 | $11.3B | 1.21% | |
| 28 | —AK STL CORP | 12,000,000 | $10.9B | 1.17% | |
| 29 | OXYOCCIDENTAL PETE CORP DEL | 151,116 | $10.3B | 1.11% | |
| 30 | —STARWOOD PPTY TR INC | 10,000,000 | $9.9B | 1.06% | |
| 31 | 9990302DAPACHE CORP | 200,000 | $9.8B | 1.05% | Call |
| 32 | DOEURDIAMOND OFFSHORE DRILLING IN | 439,414 | $9.5B | 1.02% | |
| 33 | —ICONIX BRAND GROUP INC | 1,161,200 | $9.3B | 1.00% | Put |
| 34 | —ENERGEN CORP | 253,821 | $9.3B | 1.00% | |
| 35 | —COBALT INTL ENERGY INC | 18,000,000 | $9.1B | 0.98% | |
| 36 | XECEURCIMAREX ENERGY CO | 91,476 | $8.9B | 0.95% | |
| 37 | —NORTEL NETWORKS CORP NEW | 10,000,000 | $8.5B | 0.91% | |
| 38 | GPOR1EURGULFPORT ENERGY CORP | 297,967 | $8.4B | 0.91% | |
| 39 | RICEEURRICE ENERGY INC | 583,258 | $8.1B | 0.87% | |
| 40 | APCANADARKO PETE CORP | 165,000 | $7.7B | 0.82% | |
| 41 | —REDWOOD TR INC | 8,065,000 | $7.6B | 0.81% | |
| 42 | —RSP PERMIAN INC | 251,559 | $7.3B | 0.78% | |
| 43 | —SHIP FINANCE INTERNATIONAL L | 7,100,000 | $6.9B | 0.74% | |
| 44 | —ICONIX BRAND GROUP INC | 10,000,000 | $6.9B | 0.74% | |
| 45 | —CANADIAN SOLAR INC | 8,000,000 | $6.8B | 0.72% | |
| 46 | CRCCANADIAN NAT RES LTD | 242,118 | $6.5B | 0.70% | |
| 47 | SMSM ENERGY CO | 332,937 | $6.2B | 0.67% | |
| 48 | 37MMRC GLOBAL INC | 430,089 | $5.7B | 0.61% | |
| 49 | —KCG HLDGS INC | 452,800 | $5.4B | 0.58% | Put |
| 50 | HALHALLIBURTON CO | 150,000 | $5.4B | 0.57% | |
| 51 | EWWISHARES | 97,800 | $5.3B | 0.56% | |
| 52 | XMESPDR SERIES TRUST | 250,000 | $5.1B | 0.55% | |
| 53 | EQTEQT CORP | 74,529 | $5.0B | 0.54% | |
| 54 | SDRLSEADRILL LIMITED | 1,501,500 | $5.0B | 0.53% | Put |
| 55 | —MARKET VECTORS ETF TR | 244,100 | $4.9B | 0.52% | |
| 56 | —NQ MOBILE INC | 5,370,000 | $4.5B | 0.48% | |
| 57 | SLCAU S SILICA HLDGS INC | 185,000 | $4.2B | 0.45% | |
| 58 | —WHITING PETE CORP NEW | 511,900 | $4.1B | 0.44% | Put |
| 59 | —AK STL HLDG CORP | 852,900 | $3.5B | 0.38% | Put |
| 60 | FETUSDFORUM ENERGY TECHNOLOGIES IN | 250,000 | $3.3B | 0.35% | |
| 61 | —SUPERIOR ENERGY SVCS INC | 245,791 | $3.3B | 0.35% | |
| 62 | SUSUNCOR ENERGY INC NEW | 117,192 | $3.3B | 0.35% | |
| 63 | —NEWFIELD EXPL CO | 95,701 | $3.2B | 0.34% | |
| 64 | LYGLLOYDS BANKING GROUP PLC | 800,000 | $3.2B | 0.34% | Put |
| 65 | CMECME GROUP INC | 30,000 | $2.9B | 0.31% | |
| 66 | ZGZILLOW GROUP INC | 104,700 | $2.7B | 0.29% | Put |
| 67 | —COBALT INTL ENERGY INC | 823,671 | $2.4B | 0.26% | Put |
| 68 | —AEGEAN MARINE PETE NETWORK I | 3,000,000 | $2.4B | 0.26% | |
| 69 | VIPSVIPSHOP HLDGS LTD | 180,000 | $2.3B | 0.25% | Put |
| 70 | —SOLARCITY CORP | 84,200 | $2.1B | 0.22% | Put |
| 71 | —RTW HLDGS INC | 2,000,000 | $1.8B | 0.20% | |
| 72 | NBRNABORS INDUSTRIES LTD | 171,317 | $1.6B | 0.17% | |
| 73 | SUNEQUSDSUNEDISON INC | 2,400,000 | $1.3B | 0.14% | Put |
| 74 | —SUNEDISON INC | 30,190,000 | $1.2B | 0.12% | |
| 75 | RIGTRANSOCEAN LTD | 117,500 | $1.1B | 0.12% | Put |
| 76 | WGOWINNEBAGO INDS INC | 25,200 | $566.0M | 0.06% | |
| 77 | BOBEUSDBOB EVANS FARMS INC | 11,826 | $552.0M | 0.06% | |
| 78 | PRKSSEAWORLD ENTMT INC | 24,500 | $516.0M | 0.06% | |
| 79 | LDOSLEIDOS HLDGS INC | 10,100 | $508.0M | 0.05% | |
| 80 | NUVAGBPNUVASIVE INC | 10,000 | $487.0M | 0.05% | |
| 81 | —KRISPY KREME DOUGHNUTS INC | 30,803 | $480.0M | 0.05% | |
| 82 | GU9GUESS INC | 24,800 | $465.0M | 0.05% | |
| 83 | VCVISTEON CORP | 5,600 | $446.0M | 0.05% | |
| 84 | TG7TRIUMPH GROUP INC NEW | 14,111 | $444.0M | 0.05% | |
| 85 | DGIIDIGI INTL INC | 46,700 | $440.0M | 0.05% | |
| 86 | BAXBAXTER INTL INC | 10,500 | $431.0M | 0.05% | |
| 87 | AORTCRYOLIFE INC | 40,003 | $430.0M | 0.05% | |
| 88 | —VITAMIN SHOPPE INC | 13,200 | $409.0M | 0.04% | |
| 89 | COTYCOTY INC | 13,700 | $381.0M | 0.04% | |
| 90 | RLRALPH LAUREN CORP | 3,500 | $337.0M | 0.04% | |
| 91 | WATWATERS CORP | 2,400 | $317.0M | 0.03% | |
| 92 | 4DHDANA HLDG CORP | 22,400 | $316.0M | 0.03% | |
| 93 | SRISTONERIDGE INC | 21,500 | $313.0M | 0.03% | |
| 94 | SAVESPIRIT AIRLS INC | 6,500 | $312.0M | 0.03% | |
| 95 | CNACNA FINL CORP | 9,600 | $309.0M | 0.03% | |
| 96 | —SILVER SPRING NETWORKS INC | 18,373 | $271.0M | 0.03% | |
| 97 | —ACTUANT CORP | 9,500 | $235.0M | 0.03% | |
| 98 | CDKCDK GLOBAL INC | 5,000 | $233.0M | 0.02% | |
| 99 | —SUPERVALU INC | 39,900 | $230.0M | 0.02% | |
| 100 | IVCUSDINVACARE CORP | 15,349 | $202.0M | 0.02% |
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