Graham Capital Management, L.P. Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$2.5T
Holdings
93
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (93 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 10,500,000 | $1.2T | 48.96% | Call |
| 2 | IWMISHARES TR | 1,640,000 | $225.5B | 8.85% | Put |
| 3 | —AK STL CORP | 58,757,000 | $93.1B | 3.66% | |
| 4 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 73,699,000 | $80.5B | 3.16% | |
| 5 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 35,750,000 | $70.6B | 2.77% | |
| 6 | —TESLA INC | 61,000,000 | $63.5B | 2.50% | |
| 7 | —TESLA INC | 61,250,000 | $61.2B | 2.41% | |
| 8 | —WEATHERFORD INTL LTD | 35,500,000 | $45.7B | 1.79% | |
| 9 | —SILVER STD RES INC | 43,911,000 | $43.2B | 1.70% | |
| 10 | XLFSELECT SECTOR SPDR TR | 1,640,900 | $38.9B | 1.53% | Call |
| 11 | —SHIP FINANCE INTERNATIONAL L | 33,568,000 | $36.4B | 1.43% | |
| 12 | —REDWOOD TR INC | 33,849,000 | $34.1B | 1.34% | |
| 13 | TSLATESLA INC | 119,800 | $33.3B | 1.31% | Put |
| 14 | SPYSPDR S&P 500 ETF TR | 126,500 | $29.8B | 1.17% | |
| 15 | EWGISHARES | 1,000,000 | $28.8B | 1.13% | Put |
| 16 | XLESELECT SECTOR SPDR TR | 312,500 | $21.8B | 0.86% | |
| 17 | —TWO HBRS INVT CORP | 20,000,000 | $20.5B | 0.80% | |
| 18 | —CTRIP COM INTL LTD | 15,000,000 | $19.7B | 0.77% | |
| 19 | XLISELECT SECTOR SPDR TR | 298,900 | $19.4B | 0.76% | |
| 20 | —CTRIP COM INTL LTD | 15,000,000 | $16.6B | 0.65% | |
| 21 | EPIWISDOMTREE TR | 662,475 | $16.0B | 0.63% | |
| 22 | INDAISHARES TR | 505,100 | $15.9B | 0.62% | |
| 23 | —VIPSHOP HLDGS LTD | 15,000,000 | $15.2B | 0.60% | |
| 24 | —SOLARCITY CORP | 15,381,000 | $14.9B | 0.59% | |
| 25 | XOPUSDSPDR SERIES TRUST | 370,000 | $13.9B | 0.54% | |
| 26 | EWJISHARES INC | 250,000 | $12.9B | 0.51% | Call |
| 27 | —BLACKSTONE MTG TR INC | 10,460,000 | $12.0B | 0.47% | |
| 28 | —RTW HLDGS INC | 11,500,000 | $11.8B | 0.47% | |
| 29 | EEMISHARES TR | 290,000 | $11.4B | 0.45% | |
| 30 | SPWR 4 01/15/23SUNPOWER CORP | 13,000,000 | $10.2B | 0.40% | |
| 31 | XLFISELECT SECTOR SPDR TR | 176,500 | $9.6B | 0.38% | |
| 32 | —AEGEAN MARINE PETE NETWORK I | 7,500,000 | $8.3B | 0.33% | |
| 33 | SDRLSEADRILL LIMITED | 3,282,400 | $5.4B | 0.21% | Put |
| 34 | XLBSELECT SECTOR SPDR TR | 102,800 | $5.4B | 0.21% | |
| 35 | —SUNPOWER CORP | 5,500,000 | $5.1B | 0.20% | |
| 36 | XMESPDR SERIES TRUST | 150,000 | $4.6B | 0.18% | |
| 37 | XLVSELECT SECTOR SPDR TR | 56,100 | $4.2B | 0.16% | |
| 38 | —TWENTY FIRST CENTY FOX INC | 128,600 | $4.2B | 0.16% | |
| 39 | SBUXSTARBUCKS CORP | 70,800 | $4.1B | 0.16% | |
| 40 | UNPUNION PAC CORP | 39,000 | $4.1B | 0.16% | |
| 41 | METMETLIFE INC | 78,200 | $4.1B | 0.16% | |
| 42 | XLKSELECT SECTOR SPDR TR | 77,300 | $4.1B | 0.16% | |
| 43 | TXNTEXAS INSTRS INC | 50,900 | $4.1B | 0.16% | |
| 44 | OXYOCCIDENTAL PETE CORP DEL | 64,600 | $4.1B | 0.16% | |
| 45 | DWDMORGAN STANLEY | 95,400 | $4.1B | 0.16% | |
| 46 | CATCATERPILLAR INC DEL | 44,000 | $4.1B | 0.16% | |
| 47 | KOCOCA COLA CO | 96,000 | $4.1B | 0.16% | |
| 48 | TWXCHFTIME WARNER INC | 41,600 | $4.1B | 0.16% | |
| 49 | XOMEXXON MOBIL CORP | 49,400 | $4.1B | 0.16% | |
| 50 | MAMASTERCARD INCORPORATED | 36,000 | $4.0B | 0.16% | |
| 51 | —MONSANTO CO NEW | 35,600 | $4.0B | 0.16% | |
| 52 | ABBVABBVIE INC | 61,800 | $4.0B | 0.16% | |
| 53 | VVISA INC | 45,300 | $4.0B | 0.16% | |
| 54 | APCANADARKO PETE CORP | 64,800 | $4.0B | 0.16% | |
| 55 | JNJJOHNSON & JOHNSON | 31,800 | $4.0B | 0.16% | |
| 56 | UNHUNITEDHEALTH GROUP INC | 24,000 | $3.9B | 0.15% | |
| 57 | CMECME GROUP INC | 30,000 | $3.6B | 0.14% | |
| 58 | XLUSELECT SECTOR SPDR TR | 65,300 | $3.4B | 0.13% | |
| 59 | VCVISTEON CORP | 31,100 | $3.0B | 0.12% | |
| 60 | BCOBRINKS CO | 53,200 | $2.8B | 0.11% | |
| 61 | 4DHDANA INCORPORATED | 134,400 | $2.6B | 0.10% | |
| 62 | MRVLMARVELL TECHNOLOGY GROUP LTD | 168,300 | $2.6B | 0.10% | |
| 63 | —PINNACLE FOODS INC DEL | 44,300 | $2.6B | 0.10% | |
| 64 | DATATABLEAU SOFTWARE INC | 51,300 | $2.5B | 0.10% | |
| 65 | CDKCDK GLOBAL INC | 39,000 | $2.5B | 0.10% | |
| 66 | GDXVANECK VECTORS ETF TR | 100,000 | $2.3B | 0.09% | |
| 67 | —ANALOGIC CORP | 29,000 | $2.2B | 0.09% | |
| 68 | CNACNA FINL CORP | 48,400 | $2.1B | 0.08% | |
| 69 | TG7TRIUMPH GROUP INC NEW | 82,411 | $2.1B | 0.08% | |
| 70 | FLSFLOWSERVE CORP | 43,000 | $2.1B | 0.08% | |
| 71 | UNVREURUNIVAR INC | 65,998 | $2.0B | 0.08% | |
| 72 | GU9GUESS INC | 179,700 | $2.0B | 0.08% | |
| 73 | FFIVF5 NETWORKS INC | 13,900 | $2.0B | 0.08% | |
| 74 | SPWRQSUNPOWER CORP | 305,000 | $1.9B | 0.07% | Put |
| 75 | RLRALPH LAUREN CORP | 22,000 | $1.8B | 0.07% | |
| 76 | —ACTUANT CORP | 66,900 | $1.8B | 0.07% | |
| 77 | WGOWINNEBAGO INDS INC | 56,500 | $1.7B | 0.06% | |
| 78 | —SUNPOWER CORP | 2,000,000 | $1.5B | 0.06% | |
| 79 | HALHALLIBURTON CO | 29,500 | $1.5B | 0.06% | |
| 80 | LVLNSPDR SERIES TRUST | 24,000 | $1.3B | 0.05% | |
| 81 | —TERRAFORM PWR INC | 105,000 | $1.3B | 0.05% | |
| 82 | —SUPERVALU INC | 311,300 | $1.2B | 0.05% | |
| 83 | PTENPATTERSON UTI ENERGY INC | 48,000 | $1.2B | 0.05% | |
| 84 | —SILVER SPRING NETWORKS INC | 96,419 | $1.1B | 0.04% | |
| 85 | —FRANCESCAS HLDGS CORP | 70,500 | $1.1B | 0.04% | |
| 86 | XHBSPDR SERIES TRUST | 25,000 | $931.0M | 0.04% | |
| 87 | REVEURREVLON INC | 24,425 | $680.0M | 0.03% | |
| 88 | LEE1EURLEE ENTERPRISES INC | 151,128 | $393.0M | 0.02% | |
| 89 | SLCAU S SILICA HLDGS INC | 8,000 | $384.0M | 0.02% | |
| 90 | —NORTH ATLANTIC DRILLING LTD | 135,500 | $229.0M | 0.01% | Put |
| 91 | —KEANE GROUP INC | 16,000 | $229.0M | 0.01% | |
| 92 | —ROWAN COMPANIES PLC | 13,200 | $206.0M | 0.01% | |
| 93 | PDEURPRECISION DRILLING CORP | 20,000 | $94.0M | 0.00% |