Graham Capital Management, L.P. Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$4.8T

Holdings

114

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (114 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
5,450,000$1.6T32.97%
2
GQ9SPDR GOLD TRUST
10,000,000$1.1T23.47%
3
NDQINVESCO QQQ TR
1,394,877$259.2B5.39%
4
EWZISHARES INC
5,755,957$194.1B4.04%
5
IWMISHARES TR
1,050,000$177.0B3.68%
6
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
40,000,000$155.2B3.23%
7
FXIISHARES TR
2,300,000$98.5B2.05%
8
TESLA INC
82,400,000$84.3B1.75%
9
CHESAPEAKE ENERGY CORP
81,500,000$80.4B1.67%
10
EEMISHARES TR
1,865,000$80.0B1.67%
11
AK STL CORP
67,889,000$78.8B1.64%
12
TESLA INC
72,000,000$71.5B1.49%
13
TESLA INC
53,500,000$51.4B1.07%
14
TWENTY FIRST CENTY FOX INC
899,790$41.7B0.87%
15
IMMUNOMEDICS INC
8,797,000$36.6B0.76%
16
RESTORATION HARDWARE HLDGS I
29,545,000$35.7B0.74%
17
SILVER STD RES INC
35,968,000$35.5B0.74%
18
WEATHERFORD INTL LTD
35,247,000$33.3B0.69%
19
GOPRO INC
30,000,000$28.7B0.60%
20
XLYSELECT SECTOR SPDR TR
234,448$27.5B0.57%
21
INTREXON CORP
23,000,000$27.0B0.56%
22
RWT 5.625 07/15/24REDWOOD TR INC
20,000,000$19.8B0.41%
23
CGCCANOPY GROWTH CORP
400,600$19.5B0.41%
24
PRETIUM RES INC
20,000,000$17.9B0.37%
25
XLVSELECT SECTOR SPDR TR
175,013$16.7B0.35%
26
CANADIAN SOLAR INC
16,000,000$15.8B0.33%
27
KAMAN CORP
12,875,000$15.1B0.31%
28
RTW HLDGS INC
14,750,000$15.0B0.31%
29
INTERCEPT PHARMACEUTICALS IN
14,636,000$14.8B0.31%
30
XLFSELECT SECTOR SPDR TR
532,950$14.7B0.31%
31
RADIUS HEALTH INC
17,500,000$13.4B0.28%
32
SHIP FIN INTL LTD
13,000,000$13.0B0.27%
33
ARRAY BIOPHARMA INC
10,000,000$12.6B0.26%
34
RESTORATION HARDWARE HLDGS I
10,000,000$12.4B0.26%
35
VIPSHOP HLDGS LTD
11,690,000$11.5B0.24%
36
TESARO INC
7,500,000$10.0B0.21%
37
GOLAR LNG LTD
8,900,000$9.3B0.19%
38
ENCORE CAP EUROPE FIN LTD
7,500,000$7.7B0.16%
39
SPWR 4 01/15/23SUNPOWER CORP
9,000,000$7.6B0.16%
40
GEGENERAL ELECTRIC CO
650,000$7.3B0.15%
41
DERMIRA INC
8,500,000$7.1B0.15%
42
NXPINXP SEMICONDUCTORS N V
80,852$6.9B0.14%
43
TAT&T INC
157,039$5.3B0.11%
44
CMECME GROUP INC
30,000$5.1B0.11%
45
TWO HBRS INVT CORP
4,870,000$5.0B0.10%
46
OPKOPKO HEALTH INC
1,365,900$4.7B0.10%
47
PANDORA MEDIA INC
4,250,000$4.1B0.09%
48
SUNPOWER CORP
4,936,000$4.0B0.08%
49
MATMATTEL INC
250,000$3.9B0.08%
50
GSV CAP CORP
4,000,000$3.8B0.08%
51
NFLXNETFLIX INC
9,849$3.7B0.08%
52
XLESELECT SECTOR SPDR TR
48,300$3.7B0.08%
53
TMUST MOBILE US INC
52,133$3.7B0.08%
54
TTWOTAKE-TWO INTERACTIVE SOFTWAR
26,447$3.6B0.08%
55
CHTRCHARTER COMMUNICATIONS INC N
11,180$3.6B0.08%
56
GCI LIBERTY INC
71,088$3.6B0.08%
57
LNGCHENIERE ENERGY INC
52,152$3.6B0.08%
58
CRMSALESFORCE COM INC
22,788$3.6B0.08%
59
MSFTMICROSOFT CORP
31,659$3.6B0.08%
60
BIDUNBAIDU INC
15,821$3.6B0.08%
61
XPOXPO LOGISTICS INC
31,613$3.6B0.08%
62
MAMASTERCARD INCORPORATED
16,202$3.6B0.08%
63
T7DTRANSDIGM GROUP INC
9,675$3.6B0.07%
64
WPWORLDPAY INC
35,539$3.6B0.07%
65
EXPRESS SCRIPTS HLDG CO
37,859$3.6B0.07%
66
BKNGBOOKING HLDGS INC
1,809$3.6B0.07%
67
ADSKAUTODESK INC
22,946$3.6B0.07%
68
VVISA INC
23,840$3.6B0.07%
69
GDDYGODADDY INC
42,889$3.6B0.07%
70
ADBEADOBE SYS INC
13,073$3.5B0.07%
71
AMZNAMAZON COM INC
1,760$3.5B0.07%
72
IQVIQVIA HLDGS INC
27,162$3.5B0.07%
73
CZREURCAESARS ENTMT CORP
342,790$3.5B0.07%
74
ELVANTHEM INC
12,814$3.5B0.07%
75
GOOGLALPHABET INC
2,908$3.5B0.07%
76
STZCONSTELLATION BRANDS INC
16,259$3.5B0.07%
77
BABAALIBABA GROUP HLDG LTD
21,237$3.5B0.07%
78
SPOTSPOTIFY TECHNOLOGY S A
19,333$3.5B0.07%
79
AAPLAPPLE INC
15,480$3.5B0.07%
80
ROCKWELL COLLINS INC
24,850$3.5B0.07%
81
TRVCCITIGROUP INC
48,593$3.5B0.07%
82
ZAYOEURZAYO GROUP HLDGS INC
100,204$3.5B0.07%
83
DELLDELL TECHNOLOGIES INC
35,790$3.5B0.07%
84
DALDELTA AIR LINES INC DEL
59,614$3.4B0.07%
85
AETNA INC NEW
16,992$3.4B0.07%
86
ALLERGAN PLC
18,084$3.4B0.07%
87
METAFACEBOOK INC
20,909$3.4B0.07%
88
BRK/BBERKSHIRE HATHAWAY INC DEL
15,949$3.4B0.07%
89
JPMJPMORGAN CHASE & CO
30,005$3.4B0.07%
90
PYPLPAYPAL HLDGS INC
38,517$3.4B0.07%
91
ALLYALLY FINL INC
127,671$3.4B0.07%
92
DLTRDOLLAR TREE INC
41,344$3.4B0.07%
93
CMCSACOMCAST CORP NEW
94,722$3.4B0.07%
94
GMGENERAL MTRS CO
99,465$3.3B0.07%
95
UAAUNDER ARMOUR INC
155,421$3.3B0.07%
96
BACBANK AMER CORP
111,235$3.3B0.07%
97
DOWDUPONT INC
49,327$3.2B0.07%
98
WFCWELLS FARGO CO NEW
59,652$3.1B0.07%
99
TECK/BTECK RESOURCES LTD
115,000$2.8B0.06%
100
GDXVANECK VECTORS ETF TR
115,000$2.1B0.04%
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