Graham Capital Management, L.P. Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$1.9T
Holdings
104
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (104 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 4,000,000 | $506.1B | 26.06% | Call |
| 2 | IWMISHARES TR | 3,000,000 | $344.9B | 17.76% | Put |
| 3 | XLESELECT SECTOR SPDR TR | 739,280 | $50.4B | 2.60% | |
| 4 | SPYSPDR S&P 500 ETF TR | 200,000 | $41.9B | 2.16% | Put |
| 5 | —EXELIXIS INC | 27,615,000 | $41.1B | 2.11% | |
| 6 | —WEATHERFORD INTL LTD | 37,500,000 | $40.9B | 2.11% | |
| 7 | JKSJINKOSOLAR HLDG CO LTD | 1,912,100 | $39.0B | 2.01% | Put |
| 8 | HALHALLIBURTON CO | 857,403 | $38.8B | 2.00% | |
| 9 | —STARWOOD WAYPOINT RESIDENTL | 34,005,000 | $37.8B | 1.94% | |
| 10 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 36,000,000 | $37.6B | 1.93% | |
| 11 | EWYISHARES | 694,800 | $36.2B | 1.86% | |
| 12 | EEMISHARES TR | 1,000,000 | $34.4B | 1.77% | Put |
| 13 | —VIPSHOP HLDGS LTD | 30,250,000 | $29.8B | 1.54% | |
| 14 | —TESLA MTRS INC | 31,000,000 | $27.5B | 1.42% | |
| 15 | SWN1EURSOUTHWESTERN ENERGY CO | 2,121,800 | $26.7B | 1.37% | |
| 16 | CRCCANADIAN NAT RES LTD | 853,055 | $26.3B | 1.35% | |
| 17 | —PARSLEY ENERGY INC | 941,394 | $25.5B | 1.31% | |
| 18 | —REDWOOD TR INC | 23,344,000 | $23.1B | 1.19% | |
| 19 | XLFISELECT SECTOR SPDR TR | 400,000 | $22.1B | 1.14% | Call |
| 20 | —SHIP FINANCE INTERNATIONAL L | 18,500,000 | $19.5B | 1.01% | |
| 21 | TTENTOTAL S A | 396,018 | $19.0B | 0.98% | |
| 22 | —AK STL CORP | 15,991,000 | $18.4B | 0.95% | |
| 23 | —QIHOO 360 TECHNOLOGY CO LTD | 18,000,000 | $17.9B | 0.92% | |
| 24 | CLRUSDCONTINENTAL RESOURCES INC | 395,225 | $17.9B | 0.92% | |
| 25 | DVNDEVON ENERGY CORP NEW | 488,823 | $17.7B | 0.91% | |
| 26 | —ENERGEN CORP | 357,475 | $17.2B | 0.89% | |
| 27 | —TRINA SOLAR LIMITED | 20,000,000 | $17.2B | 0.89% | |
| 28 | —ISTAR INC | 16,500,000 | $16.6B | 0.86% | |
| 29 | —TRULIA INC | 10,000,000 | $15.7B | 0.81% | |
| 30 | TSLATESLA MTRS INC | 73,500 | $15.6B | 0.80% | Put |
| 31 | SLCAU S SILICA HLDGS INC | 446,105 | $15.4B | 0.79% | |
| 32 | GDXVANECK VECTORS ETF TR | 492,100 | $13.6B | 0.70% | |
| 33 | OSVEURVANECK VECTORS ETF TR | 445,728 | $13.0B | 0.67% | |
| 34 | —SOLARCITY CORP | 16,500,000 | $12.8B | 0.66% | |
| 35 | —ENSCO PLC | 1,297,406 | $12.6B | 0.65% | |
| 36 | —RSP PERMIAN INC | 346,400 | $12.1B | 0.62% | |
| 37 | —RTW HLDGS INC | 11,500,000 | $11.3B | 0.58% | |
| 38 | XECEURCIMAREX ENERGY CO | 92,700 | $11.1B | 0.57% | |
| 39 | EWWISHARES | 203,700 | $10.3B | 0.53% | |
| 40 | WFRDWEATHERFORD INTL PLC | 1,839,620 | $10.2B | 0.53% | Call |
| 41 | —STARWOOD PPTY TR INC | 10,000,000 | $10.1B | 0.52% | |
| 42 | —NQ MOBILE INC | 2,720,900 | $10.1B | 0.52% | Put |
| 43 | —NORTEL NETWORKS CORP NEW | 10,000,000 | $8.7B | 0.45% | |
| 44 | —TRINA SOLAR LIMITED | 1,036,600 | $8.0B | 0.41% | Put |
| 45 | —ICONIX BRAND GROUP INC | 1,163,700 | $7.9B | 0.41% | Put |
| 46 | QEPQEP RES INC | 441,362 | $7.8B | 0.40% | |
| 47 | —SUPERIOR ENERGY SVCS INC | 421,789 | $7.8B | 0.40% | |
| 48 | —COBALT INTL ENERGY INC | 20,240,000 | $7.7B | 0.40% | |
| 49 | MPCMARATHON PETE CORP | 195,914 | $7.4B | 0.38% | |
| 50 | GPOR1EURGULFPORT ENERGY CORP | 222,333 | $7.0B | 0.36% | |
| 51 | —AEGEAN MARINE PETE NETWORK I | 7,500,000 | $6.0B | 0.31% | |
| 52 | CPE3EURCALLON PETE CO DEL | 533,933 | $6.0B | 0.31% | |
| 53 | —ICONIX BRAND GROUP INC | 7,000,000 | $5.7B | 0.29% | |
| 54 | OISOIL STS INTL INC | 172,858 | $5.7B | 0.29% | |
| 55 | AMZNAMAZON COM INC | 7,550 | $5.4B | 0.28% | |
| 56 | —SPRINT CORP | 1,165,300 | $5.3B | 0.27% | Put |
| 57 | —NQ MOBILE INC | 5,370,000 | $4.7B | 0.24% | |
| 58 | —CHESAPEAKE ENERGY CORP | 5,500,000 | $4.5B | 0.23% | |
| 59 | —SHIP FINANCE INTERNATIONAL L | 300,000 | $4.4B | 0.23% | Put |
| 60 | GDXJVANECK VECTORS ETF TR | 102,200 | $4.4B | 0.22% | |
| 61 | —TESORO CORP | 55,657 | $4.2B | 0.21% | |
| 62 | —BARCLAYS BK PLC | 300,000 | $4.1B | 0.21% | Put |
| 63 | AEMAGNICO EAGLE MINES LTD | 76,400 | $4.1B | 0.21% | |
| 64 | MRO*MARATHON OIL CORP | 250,000 | $3.8B | 0.19% | |
| 65 | WDCWESTERN DIGITAL CORP | 67,500 | $3.2B | 0.16% | Put |
| 66 | XMESPDR SERIES TRUST | 125,000 | $3.0B | 0.16% | |
| 67 | —COLONY STARWOOD HOMES | 100,000 | $3.0B | 0.16% | Call |
| 68 | —LLOYDS BANKING GROUP PLC | 3,000,000 | $2.9B | 0.15% | |
| 69 | CMECME GROUP INC | 30,000 | $2.9B | 0.15% | |
| 70 | PTENPATTERSON UTI ENERGY INC | 135,353 | $2.9B | 0.15% | |
| 71 | —GOGO INC | 4,000,000 | $2.7B | 0.14% | |
| 72 | —FRONTIER COMMUNICATIONS CORP | 500,000 | $2.5B | 0.13% | Put |
| 73 | GOGOGOGO INC | 292,100 | $2.5B | 0.13% | Put |
| 74 | ITBISHARES TR | 80,000 | $2.2B | 0.11% | |
| 75 | —SOLARCITY CORP | 84,200 | $2.0B | 0.10% | Put |
| 76 | SDRLSEADRILL LIMITED | 546,200 | $1.8B | 0.09% | Put |
| 77 | RIGTRANSOCEAN LTD | 117,500 | $1.4B | 0.07% | Put |
| 78 | 37MMRC GLOBAL INC | 53,353 | $758.0M | 0.04% | |
| 79 | BAXBAXTER INTL INC | 16,100 | $728.0M | 0.04% | |
| 80 | —COBALT INTL ENERGY INC | 534,300 | $716.0M | 0.04% | Put |
| 81 | RLRALPH LAUREN CORP | 7,200 | $645.0M | 0.03% | |
| 82 | WATWATERS CORP | 4,400 | $619.0M | 0.03% | |
| 83 | CNACNA FINL CORP | 19,000 | $597.0M | 0.03% | |
| 84 | SRISTONERIDGE INC | 35,501 | $530.0M | 0.03% | |
| 85 | TG7TRIUMPH GROUP INC NEW | 14,711 | $522.0M | 0.03% | |
| 86 | —ACTUANT CORP | 22,000 | $497.0M | 0.03% | |
| 87 | AORTCRYOLIFE INC | 42,003 | $496.0M | 0.03% | |
| 88 | —PINNACLE FOODS INC DEL | 10,700 | $495.0M | 0.03% | |
| 89 | —VITAMIN SHOPPE INC | 16,100 | $492.0M | 0.03% | |
| 90 | WGOWINNEBAGO INDS INC | 21,400 | $490.0M | 0.03% | |
| 91 | LDOSLEIDOS HLDGS INC | 10,100 | $483.0M | 0.02% | |
| 92 | BOBEUSDBOB EVANS FARMS INC | 12,626 | $479.0M | 0.02% | |
| 93 | CDKCDK GLOBAL INC | 8,100 | $449.0M | 0.02% | |
| 94 | OIIOCEANEERING INTL INC | 15,000 | $448.0M | 0.02% | |
| 95 | DGIIDIGI INTL INC | 41,700 | $447.0M | 0.02% | |
| 96 | SAVESPIRIT AIRLS INC | 9,400 | $422.0M | 0.02% | |
| 97 | GU9GUESS INC | 27,200 | $409.0M | 0.02% | |
| 98 | —SILVER SPRING NETWORKS INC | 32,373 | $393.0M | 0.02% | |
| 99 | —SUPERVALU INC | 82,300 | $388.0M | 0.02% | |
| 100 | PRKSSEAWORLD ENTMT INC | 26,900 | $385.0M | 0.02% |
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