Graham Capital Management, L.P. Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$2.4T
Holdings
79
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (79 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 10,500,000 | $1.2T | 47.05% | Call |
| 2 | IWMISHARES TR | 2,585,000 | $348.6B | 14.25% | Put |
| 3 | —AK STL CORP | 57,257,000 | $118.3B | 4.84% | |
| 4 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 67,699,000 | $73.9B | 3.02% | |
| 5 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 40,500,000 | $63.9B | 2.61% | |
| 6 | TSLATESLA MTRS INC | 287,600 | $61.5B | 2.51% | Put |
| 7 | —TESLA MTRS INC | 58,268,000 | $54.0B | 2.21% | |
| 8 | FXIISHARES TR | 1,250,000 | $43.4B | 1.77% | Put |
| 9 | —STARWOOD WAYPOINT RESIDENTL | 34,005,000 | $36.4B | 1.49% | |
| 10 | —WEATHERFORD INTL LTD | 32,500,000 | $35.4B | 1.45% | |
| 11 | —SHIP FINANCE INTERNATIONAL L | 30,568,000 | $33.4B | 1.37% | |
| 12 | —REDWOOD TR INC | 32,919,000 | $33.1B | 1.35% | |
| 13 | XLFSELECT SECTOR SPDR TR | 1,202,800 | $28.0B | 1.14% | Call |
| 14 | —SILVER STD RES INC | 26,000,000 | $24.1B | 0.98% | |
| 15 | —TRINA SOLAR LIMITED | 25,000,000 | $24.0B | 0.98% | |
| 16 | XLESELECT SECTOR SPDR TR | 276,800 | $20.8B | 0.85% | |
| 17 | EWYISHARES | 352,500 | $18.8B | 0.77% | |
| 18 | —CTRIP COM INTL LTD | 15,000,000 | $17.4B | 0.71% | |
| 19 | —TRINA SOLAR LIMITED | 1,805,613 | $16.8B | 0.69% | Put |
| 20 | —CTRIP COM INTL LTD | 15,000,000 | $15.4B | 0.63% | |
| 21 | —VIPSHOP HLDGS LTD | 15,000,000 | $15.0B | 0.61% | |
| 22 | —SOLARCITY CORP | 15,381,000 | $14.3B | 0.59% | |
| 23 | SPWR 4 01/15/23SUNPOWER CORP | 16,775,000 | $11.9B | 0.49% | |
| 24 | —BLACKSTONE MTG TR INC | 10,460,000 | $11.7B | 0.48% | |
| 25 | —RTW HLDGS INC | 11,500,000 | $11.7B | 0.48% | |
| 26 | SDRLSEADRILL LIMITED | 3,413,900 | $11.6B | 0.48% | Put |
| 27 | INDAISHARES TR | 382,000 | $10.2B | 0.42% | |
| 28 | EPIWISDOMTREE TR | 499,000 | $10.1B | 0.41% | |
| 29 | EX9EXELIXIS INC | 663,180 | $9.9B | 0.40% | |
| 30 | XOPUSDSPDR SERIES TRUST | 225,000 | $9.3B | 0.38% | |
| 31 | —AEGEAN MARINE PETE NETWORK I | 7,500,000 | $7.8B | 0.32% | |
| 32 | RSX1USDVANECK VECTORS ETF TR | 300,000 | $6.4B | 0.26% | |
| 33 | —KCG HLDGS INC | 480,000 | $6.4B | 0.26% | Put |
| 34 | —NQ MOBILE INC | 1,812,600 | $5.8B | 0.24% | Put |
| 35 | —SUNPOWER CORP | 5,665,000 | $5.1B | 0.21% | |
| 36 | EWWISHARES | 100,000 | $4.4B | 0.18% | |
| 37 | —CONSOL ENERGY INC | 217,500 | $4.0B | 0.16% | Put |
| 38 | CMECME GROUP INC | 30,000 | $3.5B | 0.14% | |
| 39 | THCTENET HEALTHCARE CORP | 200,000 | $3.0B | 0.12% | Put |
| 40 | UNVREURUNIVAR INC | 92,998 | $2.6B | 0.11% | |
| 41 | PRKSSEAWORLD ENTMT INC | 135,200 | $2.6B | 0.10% | |
| 42 | 4DHDANA INCORPORATED | 134,400 | $2.6B | 0.10% | |
| 43 | VCVISTEON CORP | 31,100 | $2.5B | 0.10% | |
| 44 | CNACNA FINL CORP | 58,400 | $2.4B | 0.10% | |
| 45 | —ANALOGIC CORP | 29,000 | $2.4B | 0.10% | |
| 46 | —PINNACLE FOODS INC DEL | 44,300 | $2.4B | 0.10% | |
| 47 | BOBEUSDBOB EVANS FARMS INC | 44,216 | $2.4B | 0.10% | |
| 48 | MRVLMARVELL TECHNOLOGY GROUP LTD | 168,300 | $2.3B | 0.10% | |
| 49 | SAVESPIRIT AIRLS INC | 40,300 | $2.3B | 0.10% | |
| 50 | CDKCDK GLOBAL INC | 39,000 | $2.3B | 0.10% | |
| 51 | BCOBRINKS CO | 53,200 | $2.2B | 0.09% | |
| 52 | TG7TRIUMPH GROUP INC NEW | 82,411 | $2.2B | 0.09% | |
| 53 | SPWRQSUNPOWER CORP | 330,000 | $2.2B | 0.09% | Put |
| 54 | GU9GUESS INC | 179,700 | $2.2B | 0.09% | |
| 55 | DATATABLEAU SOFTWARE INC | 51,300 | $2.2B | 0.09% | |
| 56 | —VITAMIN SHOPPE INC | 85,100 | $2.0B | 0.08% | |
| 57 | RLRALPH LAUREN CORP | 22,000 | $2.0B | 0.08% | |
| 58 | —FRANCESCAS HLDGS CORP | 108,700 | $2.0B | 0.08% | |
| 59 | WGOWINNEBAGO INDS INC | 56,500 | $1.8B | 0.07% | |
| 60 | —ACTUANT CORP | 66,900 | $1.7B | 0.07% | |
| 61 | —SILVER SPRING NETWORKS INC | 124,419 | $1.7B | 0.07% | |
| 62 | SRISTONERIDGE INC | 85,537 | $1.5B | 0.06% | |
| 63 | —SUPERVALU INC | 311,300 | $1.5B | 0.06% | |
| 64 | —SUNPOWER CORP | 2,000,000 | $1.3B | 0.05% | |
| 65 | REVEURREVLON INC | 36,425 | $1.1B | 0.04% | |
| 66 | NSCNORFOLK SOUTHERN CORP | 9,300 | $1.0B | 0.04% | |
| 67 | —TWENTY FIRST CENTY FOX INC | 35,800 | $1.0B | 0.04% | |
| 68 | PGPROCTER AND GAMBLE CO | 11,800 | $992.0M | 0.04% | |
| 69 | CVXCHEVRON CORP NEW | 8,400 | $989.0M | 0.04% | |
| 70 | AIGAMERICAN INTL GROUP INC | 15,150 | $989.0M | 0.04% | |
| 71 | TRVCCITIGROUP INC | 16,600 | $987.0M | 0.04% | |
| 72 | UNPUNION PAC CORP | 9,500 | $985.0M | 0.04% | |
| 73 | BMYBRISTOL MYERS SQUIBB CO | 16,800 | $982.0M | 0.04% | |
| 74 | KMIKINDER MORGAN INC DEL | 47,000 | $973.0M | 0.04% | |
| 75 | —DU PONT E I DE NEMOURS & CO | 13,200 | $969.0M | 0.04% | |
| 76 | VRSUSDVERSO CORP | 100,000 | $710.0M | 0.03% | |
| 77 | GOGOGOGO INC | 76,500 | $705.0M | 0.03% | |
| 78 | LEE1EURLEE ENTERPRISES INC | 151,128 | $438.0M | 0.02% | |
| 79 | —NORTH ATLANTIC DRILLING LTD | 135,500 | $430.0M | 0.02% | Put |