Graham Capital Management, L.P. Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$3.8T
Holdings
118
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (118 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 15,500,000 | $1.9T | 49.94% | Call |
| 2 | HYGISHARES TR | 5,518,600 | $481.6B | 12.55% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 1,500,000 | $400.3B | 10.43% | Call |
| 4 | —AK STL CORP | 64,616,000 | $85.5B | 2.23% | |
| 5 | —TESLA INC | 80,250,000 | $85.1B | 2.22% | |
| 6 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 40,000,000 | $60.1B | 1.57% | |
| 7 | TWXCHFTIME WARNER INC | 641,166 | $58.6B | 1.53% | |
| 8 | —TESLA INC | 50,000,000 | $58.2B | 1.52% | |
| 9 | XLESELECT SECTOR SPDR TR | 701,686 | $50.7B | 1.32% | |
| 10 | —SILVER STD RES INC | 44,218,000 | $43.4B | 1.13% | |
| 11 | —WEATHERFORD INTL LTD | 38,247,000 | $41.4B | 1.08% | |
| 12 | XLFSELECT SECTOR SPDR TR | 1,305,800 | $36.4B | 0.95% | |
| 13 | —REDWOOD TR INC | 33,849,000 | $33.9B | 0.88% | |
| 14 | AMLPUSDALPS ETF TR | 2,850,000 | $30.8B | 0.80% | |
| 15 | —SOLARCITY CORP | 29,881,000 | $29.6B | 0.77% | |
| 16 | —IMMUNOMEDICS INC | 8,797,000 | $28.6B | 0.75% | |
| 17 | —HERBALIFE LTD | 25,000,000 | $25.1B | 0.65% | |
| 18 | CZREURCAESARS ENTMT CORP | 1,777,504 | $22.5B | 0.59% | |
| 19 | EWZISHARES INC | 500,000 | $20.2B | 0.53% | |
| 20 | —BLACKSTONE MTG TR INC | 16,332,000 | $19.2B | 0.50% | |
| 21 | GDXVANECK VECTORS ETF TR | 823,661 | $19.1B | 0.50% | |
| 22 | —RADIUS HEALTH INC | 20,000,000 | $18.9B | 0.49% | |
| 23 | XMESPDR SERIES TRUST | 400,000 | $14.5B | 0.38% | |
| 24 | XLYSELECT SECTOR SPDR TR | 146,392 | $14.4B | 0.38% | |
| 25 | —POWERSHARES QQQ TRUST | 90,391 | $14.1B | 0.37% | |
| 26 | EEMISHARES TR | 248,844 | $11.7B | 0.31% | |
| 27 | —RTW HLDGS INC | 11,500,000 | $11.7B | 0.30% | |
| 28 | —ARRAY BIOPHARMA INC | 10,000,000 | $11.3B | 0.30% | |
| 29 | —INTERCEPT PHARMACEUTICALS IN | 12,956,000 | $10.3B | 0.27% | |
| 30 | —VIPSHOP HLDGS LTD | 10,000,000 | $10.0B | 0.26% | |
| 31 | NXPINXP SEMICONDUCTORS N V | 83,672 | $9.8B | 0.26% | |
| 32 | SPWR 4 01/15/23SUNPOWER CORP | 11,000,000 | $9.4B | 0.24% | |
| 33 | —GOGO INC | 7,000,000 | $6.4B | 0.17% | |
| 34 | OSVEURVANECK VECTORS ETF TR | 200,000 | $5.2B | 0.14% | |
| 35 | —TWO HBRS INVT CORP | 4,870,000 | $5.1B | 0.13% | |
| 36 | TSLATESLA INC | 15,000 | $4.7B | 0.12% | Put |
| 37 | CMECME GROUP INC | 30,000 | $4.4B | 0.11% | |
| 38 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,025,000 | $4.4B | 0.11% | Put |
| 39 | —AEGEAN MARINE PETE NETWORK I | 4,250,000 | $4.1B | 0.11% | |
| 40 | —GOLAR LNG PARTNERS LP | 150,000 | $3.4B | 0.09% | Put |
| 41 | RIGTRANSOCEAN LTD | 275,000 | $2.9B | 0.08% | Put |
| 42 | —RADIUS HEALTH INC | 90,000 | $2.9B | 0.07% | Put |
| 43 | NOVEURNATIONAL OILWELL VARCO INC | 75,265 | $2.7B | 0.07% | |
| 44 | CVXCHEVRON CORP NEW | 21,177 | $2.7B | 0.07% | |
| 45 | TAT&T INC | 68,018 | $2.6B | 0.07% | |
| 46 | IPINTL PAPER CO | 45,005 | $2.6B | 0.07% | |
| 47 | ACNACCENTURE PLC IRELAND | 16,985 | $2.6B | 0.07% | |
| 48 | TROWPRICE T ROWE GROUP INC | 24,495 | $2.6B | 0.07% | |
| 49 | EXREXTRA SPACE STORAGE INC | 29,286 | $2.6B | 0.07% | |
| 50 | XOMEXXON MOBIL CORP | 30,176 | $2.5B | 0.07% | |
| 51 | 9990302DAPACHE CORP | 59,755 | $2.5B | 0.07% | |
| 52 | CINFCINCINNATI FINL CORP | 33,464 | $2.5B | 0.07% | |
| 53 | SYKSTRYKER CORP | 16,200 | $2.5B | 0.07% | |
| 54 | BBTUSDBB&T CORP | 50,417 | $2.5B | 0.07% | |
| 55 | ROPROPER TECHNOLOGIES INC | 9,523 | $2.5B | 0.06% | |
| 56 | KIMKIMCO RLTY CORP | 135,093 | $2.5B | 0.06% | |
| 57 | MMM3M CO | 10,412 | $2.5B | 0.06% | |
| 58 | DDOMINION ENERGY INC | 30,021 | $2.4B | 0.06% | |
| 59 | MRSHMARSH & MCLENNAN COS INC | 29,696 | $2.4B | 0.06% | |
| 60 | VENVENTAS INC | 39,006 | $2.3B | 0.06% | |
| 61 | ICPTUSDINTERCEPT PHARMACEUTICALS IN | 40,000 | $2.3B | 0.06% | Put |
| 62 | SRESEMPRA ENERGY | 20,778 | $2.2B | 0.06% | |
| 63 | —XL GROUP LTD | 63,002 | $2.2B | 0.06% | |
| 64 | LEE1EURLEE ENTERPRISES INC | 916,128 | $2.2B | 0.06% | |
| 65 | BHCVALEANT PHARMACEUTICALS INTL | 100,000 | $2.1B | 0.05% | Put |
| 66 | SPWRQSUNPOWER CORP | 225,000 | $1.9B | 0.05% | Put |
| 67 | —MALLINCKRODT PUB LTD CO | 80,000 | $1.8B | 0.05% | Put |
| 68 | —SUNPOWER CORP | 2,000,000 | $1.6B | 0.04% | |
| 69 | —ENDO INTL PLC | 175,000 | $1.4B | 0.04% | Put |
| 70 | XPOXPO LOGISTICS INC | 12,947 | $1.2B | 0.03% | |
| 71 | NXSTNEXSTAR MEDIA GROUP INC | 15,026 | $1.2B | 0.03% | |
| 72 | WFCWELLS FARGO CO NEW | 18,342 | $1.1B | 0.03% | |
| 73 | DALDELTA AIR LINES INC DEL | 19,736 | $1.1B | 0.03% | |
| 74 | ALLYALLY FINL INC | 37,893 | $1.1B | 0.03% | |
| 75 | BACBANK AMER CORP | 37,411 | $1.1B | 0.03% | |
| 76 | CMCSACOMCAST CORP NEW | 27,457 | $1.1B | 0.03% | |
| 77 | BRK/BBERKSHIRE HATHAWAY INC DEL | 5,459 | $1.1B | 0.03% | |
| 78 | JPMJPMORGAN CHASE & CO | 10,108 | $1.1B | 0.03% | |
| 79 | FLT1EURFLEETCOR TECHNOLOGIES INC | 5,558 | $1.1B | 0.03% | |
| 80 | RSX1USDVANECK VECTORS ETF TR | 50,000 | $1.1B | 0.03% | |
| 81 | MPCMARATHON PETE CORP | 16,054 | $1.1B | 0.03% | |
| 82 | STZCONSTELLATION BRANDS INC | 4,550 | $1.0B | 0.03% | |
| 83 | TRVCCITIGROUP INC | 13,816 | $1.0B | 0.03% | |
| 84 | T7DTRANSDIGM GROUP INC | 3,743 | $1.0B | 0.03% | |
| 85 | AMZNAMAZON COM INC | 878 | $1.0B | 0.03% | |
| 86 | ELVANTHEM INC | 4,545 | $1.0B | 0.03% | |
| 87 | VVISA INC | 8,973 | $1.0B | 0.03% | |
| 88 | MSFTMICROSOFT CORP | 11,945 | $1.0B | 0.03% | |
| 89 | ADNTADIENT PLC | 12,844 | $1.0B | 0.03% | |
| 90 | GOOGLALPHABET INC | 952 | $1.0B | 0.03% | |
| 91 | MGMMGM RESORTS INTERNATIONAL | 29,994 | $1.0B | 0.03% | |
| 92 | —DOWDUPONT INC | 14,033 | $999.0M | 0.03% | |
| 93 | GDDYGODADDY INC | 19,806 | $996.0M | 0.03% | |
| 94 | CHTRCHARTER COMMUNICATIONS INC N | 2,955 | $993.0M | 0.03% | |
| 95 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 13,933 | $990.0M | 0.03% | |
| 96 | DELLDELL TECHNOLOGIES INC | 12,161 | $988.0M | 0.03% | |
| 97 | —MONSANTO CO NEW | 8,440 | $986.0M | 0.03% | |
| 98 | NFLXNETFLIX INC | 5,096 | $978.0M | 0.03% | |
| 99 | AAPLAPPLE INC | 5,776 | $977.0M | 0.03% | |
| 100 | SBACSBA COMMUNICATIONS CORP NEW | 5,958 | $973.0M | 0.03% |
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