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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