Graham Capital Management, L.P. Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$3.8T
Holdings
85
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (85 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 15,500,000 | $1.8T | 47.97% | Call |
| 2 | IWMISHARES TR | 4,585,000 | $646.1B | 16.94% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 1,000,000 | $241.8B | 6.34% | Put |
| 4 | —TESLA INC | 75,000,000 | $94.4B | 2.48% | |
| 5 | —AK STL CORP | 63,052,000 | $93.3B | 2.45% | |
| 6 | —TESLA INC | 80,250,000 | $91.9B | 2.41% | |
| 7 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 73,699,000 | $80.0B | 2.10% | |
| 8 | XLESELECT SECTOR SPDR TR | 1,060,864 | $68.9B | 1.81% | |
| 9 | XLFSELECT SECTOR SPDR TR | 2,734,292 | $67.5B | 1.77% | |
| 10 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 35,750,000 | $62.5B | 1.64% | |
| 11 | —WEATHERFORD INTL LTD | 52,000,000 | $52.6B | 1.38% | |
| 12 | EWTISHARES INC | 1,200,000 | $42.9B | 1.13% | Put |
| 13 | —SILVER STD RES INC | 43,911,000 | $42.8B | 1.12% | |
| 14 | —SHIP FINANCE INTERNATIONAL L | 33,568,000 | $35.7B | 0.94% | |
| 15 | —BARCLAYS BK PLC | 2,750,000 | $35.1B | 0.92% | Put |
| 16 | —REDWOOD TR INC | 33,849,000 | $34.4B | 0.90% | |
| 17 | —SOLARCITY CORP | 29,881,000 | $29.8B | 0.78% | |
| 18 | INDAISHARES TR | 743,400 | $23.9B | 0.63% | |
| 19 | EPIWISDOMTREE TR | 870,525 | $21.3B | 0.56% | |
| 20 | —VIPSHOP HLDGS LTD | 21,000,000 | $20.8B | 0.54% | |
| 21 | AMLPUSDALPS ETF TR | 1,700,300 | $20.3B | 0.53% | |
| 22 | —BLACKSTONE MTG TR INC | 16,332,000 | $18.9B | 0.50% | |
| 23 | GDXVANECK VECTORS ETF TR | 650,000 | $14.4B | 0.38% | |
| 24 | TSLATESLA INC | 37,800 | $13.7B | 0.36% | Put |
| 25 | —IMMUNOMEDICS INC | 7,000,000 | $12.8B | 0.34% | |
| 26 | —RTW HLDGS INC | 11,500,000 | $12.0B | 0.32% | |
| 27 | —TWO HBRS INVT CORP | 10,900,000 | $11.5B | 0.30% | |
| 28 | SPWR 4 01/15/23SUNPOWER CORP | 13,000,000 | $11.2B | 0.29% | |
| 29 | EEMISHARES TR | 168,000 | $7.0B | 0.18% | |
| 30 | —GOGO INC | 7,000,000 | $6.4B | 0.17% | |
| 31 | —AEGEAN MARINE PETE NETWORK I | 6,000,000 | $5.8B | 0.15% | |
| 32 | —SUNPOWER CORP | 5,500,000 | $5.3B | 0.14% | |
| 33 | RIGTRANSOCEAN LTD | 600,000 | $4.9B | 0.13% | Put |
| 34 | CMECME GROUP INC | 30,000 | $3.8B | 0.10% | |
| 35 | SPWRQSUNPOWER CORP | 305,000 | $2.8B | 0.07% | Put |
| 36 | EWJISHARES INC | 50,000 | $2.7B | 0.07% | |
| 37 | —BHP BILLITON PLC | 81,567 | $2.5B | 0.07% | |
| 38 | —SUNPOWER CORP | 2,000,000 | $1.6B | 0.04% | |
| 39 | AMGNAMGEN INC | 7,500 | $1.3B | 0.03% | |
| 40 | JPMJPMORGAN CHASE & CO | 13,600 | $1.2B | 0.03% | |
| 41 | UNHUNITEDHEALTH GROUP INC | 6,700 | $1.2B | 0.03% | |
| 42 | COFCAPITAL ONE FINL CORP | 14,700 | $1.2B | 0.03% | |
| 43 | MDTMEDTRONIC PLC | 13,600 | $1.2B | 0.03% | |
| 44 | BACBANK AMER CORP | 49,500 | $1.2B | 0.03% | |
| 45 | GSGOLDMAN SACHS GROUP INC | 5,400 | $1.2B | 0.03% | |
| 46 | BKNGPRICELINE GRP INC | 640 | $1.2B | 0.03% | |
| 47 | WMTWAL-MART STORES INC | 15,800 | $1.2B | 0.03% | |
| 48 | LMTLOCKHEED MARTIN CORP | 4,300 | $1.2B | 0.03% | |
| 49 | 4DHDANA INCORPORATED | 53,300 | $1.2B | 0.03% | |
| 50 | APCANADARKO PETE CORP | 26,100 | $1.2B | 0.03% | |
| 51 | GILDGILEAD SCIENCES INC | 16,600 | $1.2B | 0.03% | |
| 52 | —ALLERGAN PLC | 4,800 | $1.2B | 0.03% | |
| 53 | —C&J ENERGY SVCS INC NEW | 34,000 | $1.2B | 0.03% | |
| 54 | MRKMERCK & CO INC | 18,100 | $1.2B | 0.03% | |
| 55 | CELGCELGENE CORP | 8,900 | $1.2B | 0.03% | |
| 56 | MRVLMARVELL TECHNOLOGY GROUP LTD | 69,300 | $1.1B | 0.03% | |
| 57 | —PINNACLE FOODS INC DEL | 19,200 | $1.1B | 0.03% | |
| 58 | —SUPERVALU INC | 334,700 | $1.1B | 0.03% | |
| 59 | MUMICRON TECHNOLOGY INC | 35,500 | $1.1B | 0.03% | |
| 60 | FXIISHARES TR | 25,000 | $993.0M | 0.03% | |
| 61 | FTITECHNIPFMC PLC | 35,500 | $966.0M | 0.03% | |
| 62 | CNACNA FINL CORP | 18,800 | $917.0M | 0.02% | |
| 63 | TWOTWO HBRS INVT CORP | 91,000 | $902.0M | 0.02% | |
| 64 | FLSFLOWSERVE CORP | 17,600 | $817.0M | 0.02% | |
| 65 | FFIVF5 NETWORKS INC | 6,400 | $813.0M | 0.02% | |
| 66 | PUMPPROPETRO HLDG CORP | 57,600 | $804.0M | 0.02% | |
| 67 | —ROWAN COMPANIES PLC | 77,000 | $788.0M | 0.02% | |
| 68 | DATATABLEAU SOFTWARE INC | 12,700 | $778.0M | 0.02% | |
| 69 | WTWEURWEIGHT WATCHERS INTL INC NEW | 21,300 | $712.0M | 0.02% | |
| 70 | TG7TRIUMPH GROUP INC NEW | 20,811 | $658.0M | 0.02% | |
| 71 | SLCAU S SILICA HLDGS INC | 17,900 | $635.0M | 0.02% | |
| 72 | REVEURREVLON INC | 26,025 | $617.0M | 0.02% | |
| 73 | BCOBRINKS CO | 9,100 | $610.0M | 0.02% | |
| 74 | CLBCORE LABORATORIES N V | 6,000 | $608.0M | 0.02% | |
| 75 | —SILVER SPRING NETWORKS INC | 52,919 | $597.0M | 0.02% | |
| 76 | HPHELMERICH & PAYNE INC | 10,000 | $543.0M | 0.01% | |
| 77 | —FRANCESCAS HLDGS CORP | 44,700 | $489.0M | 0.01% | |
| 78 | RSX1USDVANECK VECTORS ETF TR | 25,000 | $479.0M | 0.01% | |
| 79 | SDRLSEADRILL LIMITED | 1,315,300 | $474.0M | 0.01% | Put |
| 80 | —IMPAX LABORATORIES INC | 24,200 | $390.0M | 0.01% | |
| 81 | RLRALPH LAUREN CORP | 5,200 | $384.0M | 0.01% | |
| 82 | LEE1EURLEE ENTERPRISES INC | 184,528 | $351.0M | 0.01% | |
| 83 | DNOWNOW INC | 20,000 | $322.0M | 0.01% | |
| 84 | —SUPERIOR ENERGY SVCS INC | 20,000 | $209.0M | 0.01% | |
| 85 | —NORTH ATLANTIC DRILLING LTD | 135,500 | $180.0M | 0.00% | Put |