Graham Capital Management, L.P. Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$2.7T

Holdings

114

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (114 positions)

#StockSharesValue% PortfolioType
1
GQ9SPDR GOLD TRUST
10,000,000$1.2T44.20%Call
2
TESLA INC
104,250,000$114.8B4.28%
3
NDQINVESCO QQQ TR
636,691$109.3B4.07%Call
4
IWMISHARES TR
650,000$106.5B3.97%Put
5
CHESAPEAKE ENERGY CORP
81,500,000$83.2B3.10%
6
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
40,000,000$79.7B2.97%
7
XLFSELECT SECTOR SPDR TR
2,961,568$78.7B2.93%
8
AK STL CORP
67,616,000$77.3B2.88%
9
EFAISHARES TR
1,000,000$67.0B2.50%Call
10
XLYSELECT SECTOR SPDR TR
533,416$58.3B2.17%
11
WEATHERFORD INTL LTD
47,247,000$46.8B1.74%
12
HERBALIFE LTD
35,000,000$45.3B1.69%
13
SILVER STD RES INC
44,218,000$43.8B1.63%
14
IMMUNOMEDICS INC
8,797,000$41.2B1.54%
15
TESLA INC
30,000,000$36.4B1.36%
16
GOPRO INC
30,000,000$27.7B1.03%
17
AMLPUSDALPS ETF TR
2,737,480$27.6B1.03%
18
SOLARCITY CORP
24,881,000$24.7B0.92%
19
VIPSHOP HLDGS LTD
23,440,000$23.1B0.86%
20
RWT 5.625 07/15/24REDWOOD TR INC
20,000,000$19.7B0.73%
21
GOLAR LNG LTD
18,000,000$19.6B0.73%
22
NXPINXP SEMICONDUCTORS N V
170,151$18.6B0.69%Call
23
PRETIUM RES INC
20,000,000$17.4B0.65%
24
RADIUS HEALTH INC
17,500,000$16.3B0.61%
25
KAMAN CORP
12,875,000$15.6B0.58%
26
CANADIAN SOLAR INC
16,000,000$15.5B0.58%
27
DHT HOLDINGS INC
15,000,000$15.3B0.57%
28
RTW HLDGS INC
14,750,000$15.0B0.56%
29
ARRAY BIOPHARMA INC
10,000,000$13.5B0.50%
30
SHIP FIN INTL LTD
13,000,000$13.4B0.50%
31
CSIQCANADIAN SOLAR INC
1,043,500$12.8B0.48%Put
32
INTERCEPT PHARMACEUTICALS IN
13,636,000$11.9B0.45%
33
COLONY CAP INC
12,000,000$11.4B0.43%
34
EEMISHARES TR
250,000$10.8B0.40%Put
35
XLVSELECT SECTOR SPDR TR
122,892$10.3B0.38%
36
GDXVANECK VECTORS ETF TR
430,000$9.6B0.36%
37
SENS 5.25 02/01/23SENSEONICS HLDGS INC
6,500,000$9.2B0.34%
38
EXASEXACT SCIENCES CORP
8,500,000$8.9B0.33%
39
RIGTRANSOCEAN LTD
650,000$8.7B0.33%Put
40
SPWR 4 01/15/23SUNPOWER CORP
9,000,000$7.3B0.27%
41
DERMIRA INC
8,500,000$7.0B0.26%
42
TWENTY FIRST CENTY FOX INC
140,500$7.0B0.26%
43
AKORN INC
368,800$6.1B0.23%Call
44
IBBISHARES TR
50,000$5.5B0.20%
45
GEGENERAL ELECTRIC CO
400,000$5.4B0.20%
46
CMECME GROUP INC
30,000$4.9B0.18%
47
VALEVALE S A
350,000$4.5B0.17%Put
48
MATMATTEL INC
250,000$4.1B0.15%Put
49
PANDORA MEDIA INC
4,250,000$4.1B0.15%
50
SUNPOWER CORP
4,936,000$3.9B0.15%
51
GSV CAP CORP
4,000,000$3.8B0.14%
52
ENDO INTL PLC
390,000$3.7B0.14%Put
53
LEE1EURLEE ENTERPRISES INC
916,128$2.6B0.10%
54
GOLAR LNG PARTNERS LP
150,000$2.3B0.09%Put
55
TEVA PHARMACEUTICAL FIN LLC
2,000,000$1.9B0.07%
56
INTREXON CORP
130,000$1.8B0.07%
57
EWZISHARES INC
50,000$1.6B0.06%
58
RSX1USDVANECK VECTORS ETF TR
65,000$1.4B0.05%
59
ORCLORACLE CORP
28,500$1.3B0.05%
60
NFLXNETFLIX INC
3,097$1.2B0.05%
61
CHTRCHARTER COMMUNICATIONS INC N
3,716$1.1B0.04%
62
AMZNAMAZON COM INC
637$1.1B0.04%
63
GOOGLALPHABET INC
956$1.1B0.04%
64
CRMSALESFORCE COM INC
7,908$1.1B0.04%
65
DELLDELL TECHNOLOGIES INC
12,741$1.1B0.04%
66
METAFACEBOOK INC
5,521$1.1B0.04%
67
NXSTNEXSTAR MEDIA GROUP INC
14,526$1.1B0.04%
68
VICIVICI PPTYS INC
51,333$1.1B0.04%
69
T7DTRANSDIGM GROUP INC
3,041$1.0B0.04%
70
AETNA INC NEW
5,719$1.0B0.04%
71
COMSTOCK RES INC
1,047,500$1.0B0.04%
72
APCANADARKO PETE CORP
14,228$1.0B0.04%
73
LNGCHENIERE ENERGY INC
15,999$1.0B0.04%
74
MAMASTERCARD INCORPORATED
5,273$1.0B0.04%
75
PYPLPAYPAL HLDGS INC
12,428$1.0B0.04%
76
AVGOBROADCOM INC
4,254$1.0B0.04%
77
ALLERGAN PLC
6,194$1.0B0.04%
78
GCI LIBERTY INC
22,874$1.0B0.04%
79
ADBEADOBE SYS INC
4,217$1.0B0.04%
80
MSFTMICROSOFT CORP
10,420$1.0B0.04%
81
FLT1EURFLEETCOR TECHNOLOGIES INC
4,870$1.0B0.04%
82
STAMPS COM INC
4,048$1.0B0.04%
83
VVISA INC
7,727$1.0B0.04%
84
PANWPALO ALTO NETWORKS INC
4,977$1.0B0.04%
85
WFCWELLS FARGO CO NEW
18,417$1.0B0.04%
86
UNHUNITEDHEALTH GROUP INC
4,105$1.0B0.04%
87
CMCSACOMCAST CORP NEW
30,687$1.0B0.04%
88
AEGEAN MARINE PETE NETWORK I
2,000,000$1.0B0.04%
89
WPWORLDPAY INC
12,275$1.0B0.04%
90
STZCONSTELLATION BRANDS INC
4,568$999.0M0.04%
91
AAPLAPPLE INC
5,389$997.0M0.04%
92
GDDYGODADDY INC
14,074$993.0M0.04%
93
MUMICRON TECHNOLOGY INC
18,806$986.0M0.04%
94
BKNGBOOKING HLDGS INC
486$985.0M0.04%
95
DOWDUPONT INC
14,859$979.0M0.04%
96
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
21,569$978.0M0.04%
97
BABAALIBABA GROUP HLDG LTD
5,259$975.0M0.04%
98
XOPUSDSPDR SERIES TRUST
22,500$968.0M0.04%
99
TRVCCITIGROUP INC
14,352$960.0M0.04%
100
BRK/BBERKSHIRE HATHAWAY INC DEL
5,121$955.0M0.04%
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