Graham Capital Management, L.P. Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$2.7B

Holdings

114

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (114 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	GQ9SPDR GOLD TRUST	10,000,000	$1.2B	44.20%	Call
2	—TESLA INC	104,250,000	$114.8M	4.28%
3	NDQINVESCO QQQ TR	636,691	$109.3M	4.07%	Call
4	IWMISHARES TR	650,000	$106.5M	3.97%	Put
5	—CHESAPEAKE ENERGY CORP	81,500,000	$83.2M	3.10%
6	AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC	40,000,000	$79.7M	2.97%
7	XLFSELECT SECTOR SPDR TR	2,961,568	$78.7M	2.93%
8	—AK STL CORP	67,616,000	$77.3M	2.88%
9	EFAISHARES TR	1,000,000	$67.0M	2.50%	Call
10	XLYSELECT SECTOR SPDR TR	533,416	$58.3M	2.17%
11	—WEATHERFORD INTL LTD	47,247,000	$46.8M	1.74%
12	—HERBALIFE LTD	35,000,000	$45.3M	1.69%
13	—SILVER STD RES INC	44,218,000	$43.8M	1.63%
14	—IMMUNOMEDICS INC	8,797,000	$41.2M	1.54%
15	—TESLA INC	30,000,000	$36.4M	1.36%
16	—GOPRO INC	30,000,000	$27.7M	1.03%
17	AMLPUSDALPS ETF TR	2,737,480	$27.6M	1.03%
18	—SOLARCITY CORP	24,881,000	$24.7M	0.92%
19	—VIPSHOP HLDGS LTD	23,440,000	$23.1M	0.86%
20	RWT 5.625 07/15/24REDWOOD TR INC	20,000,000	$19.7M	0.73%
21	—GOLAR LNG LTD	18,000,000	$19.6M	0.73%
22	NXPINXP SEMICONDUCTORS N V	170,151	$18.6M	0.69%	Call
23	—PRETIUM RES INC	20,000,000	$17.4M	0.65%
24	—RADIUS HEALTH INC	17,500,000	$16.3M	0.61%
25	—KAMAN CORP	12,875,000	$15.6M	0.58%
26	—CANADIAN SOLAR INC	16,000,000	$15.5M	0.58%
27	—DHT HOLDINGS INC	15,000,000	$15.3M	0.57%
28	—RTW HLDGS INC	14,750,000	$15.0M	0.56%
29	—ARRAY BIOPHARMA INC	10,000,000	$13.5M	0.50%
30	—SHIP FIN INTL LTD	13,000,000	$13.4M	0.50%
31	CSIQCANADIAN SOLAR INC	1,043,500	$12.8M	0.48%	Put
32	—INTERCEPT PHARMACEUTICALS IN	13,636,000	$11.9M	0.45%
33	—COLONY CAP INC	12,000,000	$11.4M	0.43%
34	EEMISHARES TR	250,000	$10.8M	0.40%	Put
35	XLVSELECT SECTOR SPDR TR	122,892	$10.3M	0.38%
36	GDXVANECK VECTORS ETF TR	430,000	$9.6M	0.36%
37	SENS 5.25 02/01/23SENSEONICS HLDGS INC	6,500,000	$9.2M	0.34%
38	EXASEXACT SCIENCES CORP	8,500,000	$8.9M	0.33%
39	RIGTRANSOCEAN LTD	650,000	$8.7M	0.33%	Put
40	SPWR 4 01/15/23SUNPOWER CORP	9,000,000	$7.3M	0.27%
41	—DERMIRA INC	8,500,000	$7.0M	0.26%
42	—TWENTY FIRST CENTY FOX INC	140,500	$7.0M	0.26%
43	—AKORN INC	368,800	$6.1M	0.23%	Call
44	IBBISHARES TR	50,000	$5.5M	0.20%
45	GEGENERAL ELECTRIC CO	400,000	$5.4M	0.20%
46	CMECME GROUP INC	30,000	$4.9M	0.18%
47	VALEVALE S A	350,000	$4.5M	0.17%	Put
48	MATMATTEL INC	250,000	$4.1M	0.15%	Put
49	—PANDORA MEDIA INC	4,250,000	$4.1M	0.15%
50	—SUNPOWER CORP	4,936,000	$3.9M	0.15%
51	—GSV CAP CORP	4,000,000	$3.8M	0.14%
52	—ENDO INTL PLC	390,000	$3.7M	0.14%	Put
53	LEE1EURLEE ENTERPRISES INC	916,128	$2.6M	0.10%
54	—GOLAR LNG PARTNERS LP	150,000	$2.3M	0.09%	Put
55	—TEVA PHARMACEUTICAL FIN LLC	2,000,000	$1.9M	0.07%
56	—INTREXON CORP	130,000	$1.8M	0.07%
57	EWZISHARES INC	50,000	$1.6M	0.06%
58	RSX1USDVANECK VECTORS ETF TR	65,000	$1.4M	0.05%
59	ORCLORACLE CORP	28,500	$1.3M	0.05%
60	NFLXNETFLIX INC	3,097	$1.2M	0.05%
61	CHTRCHARTER COMMUNICATIONS INC N	3,716	$1.1M	0.04%
62	AMZNAMAZON COM INC	637	$1.1M	0.04%
63	GOOGLALPHABET INC	956	$1.1M	0.04%
64	CRMSALESFORCE COM INC	7,908	$1.1M	0.04%
65	DELLDELL TECHNOLOGIES INC	12,741	$1.1M	0.04%
66	METAFACEBOOK INC	5,521	$1.1M	0.04%
67	NXSTNEXSTAR MEDIA GROUP INC	14,526	$1.1M	0.04%
68	VICIVICI PPTYS INC	51,333	$1.1M	0.04%
69	T7DTRANSDIGM GROUP INC	3,041	$1.0M	0.04%
70	—AETNA INC NEW	5,719	$1.0M	0.04%
71	—COMSTOCK RES INC	1,047,500	$1.0M	0.04%
72	APCANADARKO PETE CORP	14,228	$1.0M	0.04%
73	LNGCHENIERE ENERGY INC	15,999	$1.0M	0.04%
74	MAMASTERCARD INCORPORATED	5,273	$1.0M	0.04%
75	PYPLPAYPAL HLDGS INC	12,428	$1.0M	0.04%
76	AVGOBROADCOM INC	4,254	$1.0M	0.04%
77	—ALLERGAN PLC	6,194	$1.0M	0.04%
78	—GCI LIBERTY INC	22,874	$1.0M	0.04%
79	ADBEADOBE SYS INC	4,217	$1.0M	0.04%
80	MSFTMICROSOFT CORP	10,420	$1.0M	0.04%
81	FLT1EURFLEETCOR TECHNOLOGIES INC	4,870	$1.0M	0.04%
82	—STAMPS COM INC	4,048	$1.0M	0.04%
83	VVISA INC	7,727	$1.0M	0.04%
84	PANWPALO ALTO NETWORKS INC	4,977	$1.0M	0.04%
85	WFCWELLS FARGO CO NEW	18,417	$1.0M	0.04%
86	UNHUNITEDHEALTH GROUP INC	4,105	$1.0M	0.04%
87	CMCSACOMCAST CORP NEW	30,687	$1.0M	0.04%
88	—AEGEAN MARINE PETE NETWORK I	2,000,000	$1.0M	0.04%
89	WPWORLDPAY INC	12,275	$1.0M	0.04%
90	STZCONSTELLATION BRANDS INC	4,568	$999K	0.04%
91	AAPLAPPLE INC	5,389	$997K	0.04%
92	GDDYGODADDY INC	14,074	$993K	0.04%
93	MUMICRON TECHNOLOGY INC	18,806	$986K	0.04%
94	BKNGBOOKING HLDGS INC	486	$985K	0.04%
95	—DOWDUPONT INC	14,859	$979K	0.04%
96	LSXMKUSDLIBERTY MEDIA CORP DELAWARE	21,569	$978K	0.04%
97	BABAALIBABA GROUP HLDG LTD	5,259	$975K	0.04%
98	XOPUSDSPDR SERIES TRUST	22,500	$968K	0.04%
99	TRVCCITIGROUP INC	14,352	$960K	0.04%
100	BRK/BBERKSHIRE HATHAWAY INC DEL	5,121	$955K	0.04%

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