Graham Capital Management, L.P. Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$4.8T
Holdings
51
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (51 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 15,500,000 | $1.9T | 39.55% | Call |
| 2 | IWMISHARES TR | 5,885,000 | $872.0B | 18.30% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 3,050,000 | $766.3B | 16.08% | Put |
| 4 | —TESLA INC | 80,250,000 | $88.2B | 1.85% | |
| 5 | —AK STL CORP | 64,052,000 | $85.9B | 1.80% | |
| 6 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 69,699,000 | $73.9B | 1.55% | |
| 7 | XMESPDR SERIES TRUST | 2,270,000 | $73.0B | 1.53% | Call |
| 8 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 40,000,000 | $70.9B | 1.49% | |
| 9 | —TESLA INC | 50,000,000 | $61.5B | 1.29% | |
| 10 | XLFSELECT SECTOR SPDR TR | 2,312,514 | $59.8B | 1.26% | |
| 11 | —WEATHERFORD INTL LTD | 52,000,000 | $56.9B | 1.19% | |
| 12 | —POWERSHARES QQQ TRUST | 350,000 | $50.9B | 1.07% | Call |
| 13 | EWZISHARES INC | 1,200,000 | $50.0B | 1.05% | Call |
| 14 | —SILVER STD RES INC | 44,218,000 | $44.4B | 0.93% | |
| 15 | —ARRAY BIOPHARMA INC | 23,500,000 | $42.6B | 0.89% | |
| 16 | XLESELECT SECTOR SPDR TR | 550,100 | $37.7B | 0.79% | |
| 17 | AMLPUSDALPS ETF TR | 3,214,286 | $36.1B | 0.76% | |
| 18 | GDXVANECK VECTORS ETF TR | 1,541,258 | $35.4B | 0.74% | |
| 19 | —REDWOOD TR INC | 33,849,000 | $34.2B | 0.72% | |
| 20 | —SHIP FINANCE INTERNATIONAL L | 30,568,000 | $33.6B | 0.70% | |
| 21 | —SOLARCITY CORP | 29,881,000 | $29.8B | 0.63% | |
| 22 | FXIISHARES TR | 655,000 | $28.8B | 0.61% | Call |
| 23 | —IMMUNOMEDICS INC | 8,797,000 | $24.9B | 0.52% | |
| 24 | INDAISHARES TR | 743,400 | $24.4B | 0.51% | |
| 25 | DISH 3.375 08/15/26DISH NETWORK CORP | 20,000,000 | $22.4B | 0.47% | |
| 26 | —RADIUS HEALTH INC | 20,000,000 | $20.0B | 0.42% | |
| 27 | —BLACKSTONE MTG TR INC | 16,332,000 | $18.6B | 0.39% | |
| 28 | BACBANK AMER CORP | 600,000 | $15.2B | 0.32% | |
| 29 | ROBOEXCHANGE TRADED CONCEPTS TR | 389,960 | $15.1B | 0.32% | |
| 30 | —RTW HLDGS INC | 11,500,000 | $11.9B | 0.25% | |
| 31 | EEMISHARES TR | 230,936 | $10.3B | 0.22% | |
| 32 | —VIPSHOP HLDGS LTD | 10,000,000 | $9.9B | 0.21% | |
| 33 | TWTRUSDTWITTER INC | 566,329 | $9.6B | 0.20% | |
| 34 | —GOGO INC | 10,000,000 | $9.2B | 0.19% | |
| 35 | SPWR 4 01/15/23SUNPOWER CORP | 11,000,000 | $9.1B | 0.19% | |
| 36 | XOPUSDSPDR SERIES TRUST | 180,000 | $6.1B | 0.13% | |
| 37 | —AEGEAN MARINE PETE NETWORK I | 6,000,000 | $5.7B | 0.12% | |
| 38 | —SUNPOWER CORP | 5,500,000 | $5.3B | 0.11% | |
| 39 | TSLATESLA INC | 15,000 | $5.1B | 0.11% | Put |
| 40 | BHCVALEANT PHARMACEUTICALS INTL | 300,000 | $4.3B | 0.09% | Put |
| 41 | CMECME GROUP INC | 30,000 | $4.1B | 0.09% | |
| 42 | —RADIUS HEALTH INC | 90,000 | $3.5B | 0.07% | Put |
| 43 | GOGOGOGO INC | 250,000 | $3.0B | 0.06% | Put |
| 44 | IACIEURIAC INTERACTIVECORP | 18,500 | $2.2B | 0.05% | |
| 45 | SPWRQSUNPOWER CORP | 225,000 | $1.6B | 0.03% | Put |
| 46 | —SUNPOWER CORP | 2,000,000 | $1.6B | 0.03% | |
| 47 | —ENDO INTL PLC | 150,000 | $1.3B | 0.03% | Put |
| 48 | LEE1EURLEE ENTERPRISES INC | 551,128 | $1.2B | 0.03% | |
| 49 | RSX1USDVANECK VECTORS ETF TR | 50,000 | $1.1B | 0.02% | |
| 50 | WWAYFAIR INC | 13,500 | $910.0M | 0.02% | |
| 51 | CZREURCAESARS ENTMT CORP | 57,149 | $763.0M | 0.02% |