Graham Capital Management, L.P. Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$3.1T
Holdings
104
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (104 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 10,500,000 | $1.3T | 42.46% | Call |
| 2 | IWMISHARES TR | 5,000,000 | $621.0B | 19.99% | Put |
| 3 | GDXVANECK VECTORS ETF TR | 2,600,000 | $68.7B | 2.21% | |
| 4 | EWGISHARES | 2,500,000 | $65.7B | 2.11% | Put |
| 5 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 57,000,000 | $62.5B | 2.01% | |
| 6 | —STARWOOD WAYPOINT RESIDENTL | 34,005,000 | $36.5B | 1.17% | |
| 7 | CVXCHEVRON CORP NEW | 350,711 | $36.1B | 1.16% | |
| 8 | SUSUNCOR ENERGY INC NEW | 1,283,293 | $35.6B | 1.15% | |
| 9 | EWYISHARES | 607,100 | $35.3B | 1.14% | |
| 10 | —WEATHERFORD INTL LTD | 27,500,000 | $30.9B | 1.00% | |
| 11 | —AK STL CORP | 25,029,000 | $30.2B | 0.97% | |
| 12 | CRCCANADIAN NAT RES LTD | 931,766 | $29.9B | 0.96% | |
| 13 | —TRINA SOLAR LIMITED | 2,873,523 | $29.4B | 0.95% | Put |
| 14 | —TESLA MTRS INC | 31,000,000 | $28.0B | 0.90% | |
| 15 | NBRNABORS INDUSTRIES LTD | 2,247,135 | $27.3B | 0.88% | |
| 16 | —SHIP FINANCE INTERNATIONAL L | 24,855,000 | $27.0B | 0.87% | |
| 17 | APCANADARKO PETE CORP | 404,701 | $25.6B | 0.83% | |
| 18 | —TRINA SOLAR LIMITED | 25,000,000 | $24.4B | 0.79% | |
| 19 | JKSJINKOSOLAR HLDG CO LTD | 1,500,700 | $23.7B | 0.76% | Put |
| 20 | —REDWOOD TR INC | 23,419,000 | $23.5B | 0.76% | |
| 21 | HALHALLIBURTON CO | 499,511 | $22.4B | 0.72% | |
| 22 | —VIPSHOP HLDGS LTD | 20,000,000 | $21.5B | 0.69% | |
| 23 | TSLATESLA MTRS INC | 98,100 | $20.0B | 0.64% | Put |
| 24 | —ISTAR INC | 16,500,000 | $16.8B | 0.54% | |
| 25 | COPCONOCOPHILLIPS | 361,208 | $15.7B | 0.51% | |
| 26 | —TRULIA INC | 10,000,000 | $15.3B | 0.49% | |
| 27 | —ENSCO PLC | 1,780,922 | $15.1B | 0.49% | |
| 28 | PXDEURPIONEER NAT RES CO | 80,834 | $15.0B | 0.48% | |
| 29 | XECEURCIMAREX ENERGY CO | 103,121 | $13.9B | 0.45% | |
| 30 | SMSM ENERGY CO | 337,249 | $13.0B | 0.42% | |
| 31 | —COBALT INTL ENERGY INC | 25,240,000 | $13.0B | 0.42% | |
| 32 | RESRPC INC | 768,061 | $12.9B | 0.42% | |
| 33 | SWN1EURSOUTHWESTERN ENERGY CO | 896,050 | $12.4B | 0.40% | |
| 34 | —RSP PERMIAN INC | 312,185 | $12.1B | 0.39% | |
| 35 | —RTW HLDGS INC | 11,500,000 | $11.7B | 0.38% | |
| 36 | —NQ MOBILE INC | 3,029,800 | $11.6B | 0.37% | Put |
| 37 | EEMISHARES TR | 307,000 | $11.5B | 0.37% | |
| 38 | CPE3EURCALLON PETE CO DEL | 707,050 | $11.1B | 0.36% | |
| 39 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 10,000,000 | $10.9B | 0.35% | |
| 40 | XLESELECT SECTOR SPDR TR | 151,800 | $10.7B | 0.35% | |
| 41 | GPOR1EURGULFPORT ENERGY CORP | 373,937 | $10.6B | 0.34% | |
| 42 | EX9EXELIXIS INC | 800,980 | $10.2B | 0.33% | |
| 43 | —SOLARCITY CORP | 12,602,000 | $10.2B | 0.33% | |
| 44 | —SPRINT CORP | 1,465,300 | $9.7B | 0.31% | Put |
| 45 | —PARSLEY ENERGY INC | 287,571 | $9.6B | 0.31% | |
| 46 | AMLPUSDALPS ETF TR | 756,928 | $9.6B | 0.31% | |
| 47 | —ICONIX BRAND GROUP INC | 1,174,900 | $9.5B | 0.31% | Put |
| 48 | —ENERGEN CORP | 159,047 | $9.2B | 0.30% | |
| 49 | TTENTOTAL S A | 191,503 | $9.1B | 0.29% | |
| 50 | MRO*MARATHON OIL CORP | 560,177 | $8.9B | 0.29% | |
| 51 | —ROWAN COMPANIES PLC | 555,224 | $8.4B | 0.27% | |
| 52 | —FMC TECHNOLOGIES INC | 259,356 | $7.7B | 0.25% | |
| 53 | —AEGEAN MARINE PETE NETWORK I | 7,500,000 | $7.5B | 0.24% | |
| 54 | —BLACKSTONE MTG TR INC | 6,000,000 | $6.6B | 0.21% | |
| 55 | MTDRMATADOR RES CO | 255,522 | $6.2B | 0.20% | |
| 56 | —ICONIX BRAND GROUP INC | 7,000,000 | $6.0B | 0.19% | |
| 57 | DVNDEVON ENERGY CORP NEW | 136,611 | $6.0B | 0.19% | |
| 58 | MPCMARATHON PETE CORP | 138,504 | $5.6B | 0.18% | |
| 59 | FETUSDFORUM ENERGY TECHNOLOGIES IN | 277,705 | $5.5B | 0.18% | |
| 60 | —NQ MOBILE INC | 5,370,000 | $5.3B | 0.17% | |
| 61 | —SUNPOWER CORP | 5,665,000 | $5.2B | 0.17% | |
| 62 | SLBSCHLUMBERGER LTD | 63,756 | $5.0B | 0.16% | |
| 63 | WFRDWEATHERFORD INTL PLC | 832,693 | $4.7B | 0.15% | |
| 64 | —CONSOL ENERGY INC | 220,000 | $4.2B | 0.14% | Put |
| 65 | 37MMRC GLOBAL INC | 254,555 | $4.2B | 0.13% | |
| 66 | XMESPDR SERIES TRUST | 125,000 | $3.3B | 0.11% | |
| 67 | —SILVER RUN ACQUISITION CORP | 183,162 | $3.3B | 0.11% | |
| 68 | GOGOGOGO INC | 294,900 | $3.3B | 0.10% | Put |
| 69 | CMECME GROUP INC | 30,000 | $3.1B | 0.10% | |
| 70 | —LLOYDS BANKING GROUP PLC | 3,000,000 | $3.1B | 0.10% | |
| 71 | SLCAU S SILICA HLDGS INC | 64,325 | $3.0B | 0.10% | |
| 72 | SDRLSEADRILL LIMITED | 1,246,200 | $3.0B | 0.10% | Put |
| 73 | —ENCANA CORP | 250,000 | $2.6B | 0.08% | |
| 74 | FXIISHARES TR | 66,000 | $2.5B | 0.08% | |
| 75 | SPWRQSUNPOWER CORP | 277,000 | $2.5B | 0.08% | Put |
| 76 | ITBISHARES TR | 80,000 | $2.2B | 0.07% | |
| 77 | —WHITING PETE CORP NEW | 200,422 | $1.8B | 0.06% | |
| 78 | —GOGO INC | 2,000,000 | $1.5B | 0.05% | |
| 79 | RIGTRANSOCEAN LTD | 117,500 | $1.3B | 0.04% | Put |
| 80 | MRVLMARVELL TECHNOLOGY GROUP LTD | 88,800 | $1.2B | 0.04% | |
| 81 | BCOBRINKS CO | 26,800 | $994.0M | 0.03% | |
| 82 | WGOWINNEBAGO INDS INC | 42,000 | $990.0M | 0.03% | |
| 83 | CDKCDK GLOBAL INC | 17,100 | $981.0M | 0.03% | |
| 84 | 4DHDANA INCORPORATED | 62,400 | $973.0M | 0.03% | |
| 85 | RLRALPH LAUREN CORP | 9,500 | $961.0M | 0.03% | |
| 86 | UNVREURUNIVAR INC | 41,798 | $913.0M | 0.03% | |
| 87 | SRISTONERIDGE INC | 48,911 | $900.0M | 0.03% | |
| 88 | BAXBAXTER INTL INC | 18,500 | $881.0M | 0.03% | |
| 89 | VCVISTEON CORP | 11,900 | $853.0M | 0.03% | |
| 90 | —SILVER SPRING NETWORKS INC | 54,619 | $774.0M | 0.02% | |
| 91 | GU9GUESS INC | 49,200 | $719.0M | 0.02% | |
| 92 | CNACNA FINL CORP | 20,800 | $716.0M | 0.02% | |
| 93 | —PINNACLE FOODS INC DEL | 14,200 | $712.0M | 0.02% | |
| 94 | TG7TRIUMPH GROUP INC NEW | 25,211 | $703.0M | 0.02% | |
| 95 | SAVESPIRIT AIRLS INC | 16,200 | $689.0M | 0.02% | |
| 96 | —ACTUANT CORP | 28,000 | $651.0M | 0.02% | |
| 97 | —SUPERVALU INC | 130,300 | $650.0M | 0.02% | |
| 98 | VRSUSDVERSO CORP | 100,000 | $645.0M | 0.02% | |
| 99 | —VITAMIN SHOPPE INC | 19,600 | $526.0M | 0.02% | |
| 100 | DGIIDIGI INTL INC | 41,700 | $475.0M | 0.02% |
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