Graham Capital Management, L.P. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$1.9T

Holdings

102

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (102 positions)

#StockSharesValue% PortfolioType
1
GQ9SPDR GOLD TRUST
5,000,000$629.0B33.57%Call
2
TESLA INC
85,250,000$85.0B4.54%
3
AK STL CORP
67,616,000$79.6B4.25%
4
CHESAPEAKE ENERGY CORP
81,500,000$70.3B3.76%
5
POWERSHARES QQQ TRUST
379,964$60.8B3.25%Call
6
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
40,000,000$58.7B3.13%
7
TWXCHFTIME WARNER INC
616,166$58.3B3.11%
8
NXPINXP SEMICONDUCTORS N V
488,190$57.1B3.05%Put
9
TESLA INC
50,000,000$52.2B2.79%
10
XLESELECT SECTOR SPDR TR
759,283$51.2B2.73%
11
SILVER STD RES INC
44,218,000$43.8B2.34%
12
HERBALIFE LTD
35,000,000$42.4B2.27%
13
WEATHERFORD INTL LTD
47,247,000$42.4B2.27%
14
XLYSELECT SECTOR SPDR TR
403,546$40.9B2.18%
15
XLFSELECT SECTOR SPDR TR
1,355,000$37.4B1.99%
16
REDWOOD TR INC
33,849,000$33.9B1.81%
17
AAPLAPPLE INC
196,476$33.0B1.76%Put
18
SOLARCITY CORP
29,881,000$29.3B1.57%
19
IMMUNOMEDICS INC
8,797,000$26.0B1.39%
20
VIPSHOP HLDGS LTD
23,440,000$25.2B1.35%
21
EWZISHARES INC
450,000$20.2B1.08%
22
GOLAR LNG LTD
18,000,000$18.5B0.99%
23
RADIUS HEALTH INC
17,500,000$17.7B0.94%
24
PRETIUM RES INC
20,000,000$16.7B0.89%
25
GDXVANECK VECTORS ETF TR
750,000$16.5B0.88%
26
AMLPUSDALPS ETF TR
1,700,000$15.9B0.85%
27
RTW HLDGS INC
14,750,000$14.9B0.80%
28
DHT HOLDINGS INC
15,000,000$14.6B0.78%
29
ARRAY BIOPHARMA INC
10,000,000$13.4B0.71%
30
INTERCEPT PHARMACEUTICALS IN
12,956,000$10.4B0.56%
31
VALEVALE S A
770,000$9.8B0.52%Put
32
MONSANTO CO NEW
78,640$9.2B0.49%
33
SPWR 4 01/15/23SUNPOWER CORP
11,000,000$8.8B0.47%
34
TAT&T INC
200,000$7.1B0.38%Put
35
AKORN INC
367,000$6.9B0.37%Call
36
RIGTRANSOCEAN LTD
650,000$6.4B0.34%Put
37
GOGO INC
7,000,000$6.3B0.33%
38
IBBISHARES TR
50,000$5.3B0.28%
39
CALIFORNIA RES CORP
5,000,000$5.1B0.27%
40
TWO HBRS INVT CORP
4,870,000$5.1B0.27%
41
CMECME GROUP INC
30,000$4.9B0.26%
42
GSV CAP CORP
4,000,000$4.0B0.21%
43
TSLATESLA INC
15,000$4.0B0.21%Put
44
SUNPOWER CORP
4,936,000$3.8B0.21%
45
BHCVALEANT PHARMACEUTICALS INTL
200,000$3.2B0.17%Put
46
EXASEXACT SCIENCES CORP
3,500,000$3.1B0.17%
47
IRDMIRIDIUM COMMUNICATIONS INC
250,000$2.8B0.15%Put
48
AEGEAN MARINE PETE NETWORK I
3,000,000$2.7B0.15%
49
MATMATTEL INC
200,000$2.6B0.14%Put
50
GOLAR LNG PARTNERS LP
150,000$2.6B0.14%Put
51
ENDO INTL PLC
390,000$2.3B0.12%Put
52
EEMISHARES TR
38,663$1.9B0.10%
53
LEE1EURLEE ENTERPRISES INC
916,128$1.8B0.10%
54
TEVA PHARMACEUTICAL FIN LLC
2,000,000$1.8B0.09%
55
GOGOGOGO INC
200,000$1.7B0.09%Put
56
ADSKAUTODESK INC
8,693$1.1B0.06%
57
BKNGBOOKING HLDGS INC
524$1.1B0.06%
58
DALDELTA AIR LINES INC DEL
19,736$1.1B0.06%
59
MUMICRON TECHNOLOGY INC
20,243$1.1B0.06%
60
XPOXPO LOGISTICS INC
10,321$1.1B0.06%
61
MGMMGM RESORTS INTERNATIONAL
29,994$1.1B0.06%
62
ALLERGAN PLC
6,169$1.0B0.06%
63
STZCONSTELLATION BRANDS INC
4,550$1.0B0.06%
64
NFLXNETFLIX INC
3,497$1.0B0.06%
65
NOWSERVICENOW INC
6,234$1.0B0.06%
66
ALLYALLY FINL INC
37,893$1.0B0.05%
67
DELLDELL TECHNOLOGIES INC
13,931$1.0B0.05%
68
DXCDXC TECHNOLOGY CO
10,099$1.0B0.05%
69
NXSTNEXSTAR MEDIA GROUP INC
15,026$999.0M0.05%
70
GDDYGODADDY INC
16,265$999.0M0.05%
71
MAMASTERCARD INCORPORATED
5,690$997.0M0.05%
72
GOOGLALPHABET INC
952$987.0M0.05%
73
BRK/BBERKSHIRE HATHAWAY INC DEL
4,932$984.0M0.05%
74
ROCKWELL COLLINS INC
7,292$983.0M0.05%
75
FLT1EURFLEETCOR TECHNOLOGIES INC
4,850$982.0M0.05%
76
PYPLPAYPAL HLDGS INC
12,858$976.0M0.05%
77
VVISA INC
8,135$973.0M0.05%
78
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
23,815$973.0M0.05%
79
MSFTMICROSOFT CORP
10,632$970.0M0.05%
80
AMZNAMAZON COM INC
667$965.0M0.05%
81
AETNA INC NEW
5,696$963.0M0.05%
82
BABAALIBABA GROUP HLDG LTD
5,238$961.0M0.05%
83
WFCWELLS FARGO CO NEW
18,342$961.0M0.05%
84
LBRDKLIBERTY BROADBAND CORP
11,140$955.0M0.05%
85
ADNTADIENT PLC
15,798$944.0M0.05%
86
ZAYOEURZAYO GROUP HLDGS INC
27,533$941.0M0.05%
87
IQVIQVIA HLDGS INC
9,582$940.0M0.05%
88
CMCSACOMCAST CORP NEW
27,457$938.0M0.05%
89
JPMJPMORGAN CHASE & CO
8,524$937.0M0.05%
90
ATVIEURACTIVISION BLIZZARD INC
13,875$936.0M0.05%
91
BACBANK AMER CORP
31,221$936.0M0.05%
92
TRVCCITIGROUP INC
13,816$933.0M0.05%
93
CHTRCHARTER COMMUNICATIONS INC N
2,955$920.0M0.05%
94
BABOEING CO
2,804$919.0M0.05%
95
GCI LIBERTY INC
17,109$904.0M0.05%
96
DOWDUPONT INC
14,033$894.0M0.05%
97
METAFACEBOOK INC
5,499$879.0M0.05%
98
QCOMQUALCOMM INC
15,793$875.0M0.05%
99
CZREURCAESARS ENTMT CORP
76,336$859.0M0.05%
100
AVGOBROADCOM LTD
3,615$852.0M0.05%
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