Graham Capital Management, L.P. Q1 2019 Filing
Filed May 15, 2019
Portfolio Value
$1.9T
Holdings
75
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (75 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 5,000,000 | $610.0B | 32.78% | Call |
| 2 | IWMISHARES TR | 1,050,000 | $160.7B | 8.64% | Put |
| 3 | —TESLA INC | 138,829,000 | $142.9B | 7.68% | |
| 4 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 39,450,000 | $128.9B | 6.93% | |
| 5 | —AK STL CORP | 67,316,000 | $67.9B | 3.65% | |
| 6 | FXIISHARES TR | 1,463,481 | $64.8B | 3.48% | |
| 7 | XLESELECT SECTOR SPDR TR | 699,940 | $46.3B | 2.49% | |
| 8 | VVISA INC | 240,000 | $37.5B | 2.01% | |
| 9 | BABAALIBABA GROUP HLDG LTD | 200,000 | $36.5B | 1.96% | |
| 10 | —RESTORATION HARDWARE HLDGS I | 28,175,000 | $30.9B | 1.66% | |
| 11 | —GOPRO INC | 30,450,000 | $30.1B | 1.62% | |
| 12 | —CHESAPEAKE ENERGY CORP | 30,750,000 | $28.5B | 1.53% | |
| 13 | MSFTMICROSOFT CORP | 230,000 | $27.1B | 1.46% | |
| 14 | CRMSALESFORCE COM INC | 160,000 | $25.3B | 1.36% | |
| 15 | —SILVER STD RES INC | 19,870,000 | $19.9B | 1.07% | |
| 16 | —MEDICINES CO | 19,550,000 | $19.6B | 1.05% | |
| 17 | —ARRAY BIOPHARMA INC | 10,000,000 | $17.6B | 0.95% | |
| 18 | —ZILLOW GROUP INC | 16,900,000 | $17.3B | 0.93% | |
| 19 | —KAMAN CORP | 15,375,000 | $16.9B | 0.91% | |
| 20 | —PRETIUM RES INC | 17,000,000 | $16.0B | 0.86% | |
| 21 | —GOLAR LNG LTD | 16,400,000 | $15.7B | 0.84% | |
| 22 | —CONTURA ENERGY INC | 265,958 | $15.4B | 0.83% | |
| 23 | —RWT HLDGS INC | 15,075,000 | $15.2B | 0.82% | |
| 24 | —COLONY CAP INC | 14,575,000 | $14.0B | 0.75% | |
| 25 | —INTREXON CORP | 23,000,000 | $13.8B | 0.74% | |
| 26 | —CLOVIS ONCOLOGY INC | 14,500,000 | $13.5B | 0.72% | |
| 27 | —SHIP FIN INTL LTD | 13,325,000 | $13.2B | 0.71% | |
| 28 | RWT 5.625 07/15/24REDWOOD TR INC | 12,500,000 | $12.3B | 0.66% | |
| 29 | —INTERCEPT PHARMACEUTICALS IN | 12,000,000 | $11.9B | 0.64% | |
| 30 | UNITUNITI GROUP INC | 1,000,000 | $11.2B | 0.60% | Put |
| 31 | CATCATERPILLAR INC DEL | 80,000 | $10.8B | 0.58% | |
| 32 | IQIQIYI INC | 409,500 | $9.8B | 0.53% | Put |
| 33 | RSX1USDVANECK VECTORS ETF TR | 470,000 | $9.7B | 0.52% | |
| 34 | —SCORPIO TANKERS INC | 10,000,000 | $8.9B | 0.48% | |
| 35 | ITBISHARES TR | 250,000 | $8.8B | 0.47% | |
| 36 | —SUNPOWER CORP | 9,936,000 | $8.4B | 0.45% | |
| 37 | EPIWISDOMTREE TR | 290,300 | $7.6B | 0.41% | |
| 38 | INDAISHARES TR | 216,500 | $7.6B | 0.41% | |
| 39 | OPK 4.5 02/15/25OPKO HEALTH INC | 7,500,000 | $7.1B | 0.38% | |
| 40 | —ENCORE CAP EUROPE FIN LTD | 7,850,000 | $7.0B | 0.37% | |
| 41 | RIGTRANSOCEAN LTD | 700,500 | $6.1B | 0.33% | Put |
| 42 | —DHT HOLDINGS INC | 5,784,000 | $5.8B | 0.31% | |
| 43 | XLFSELECT SECTOR SPDR TR | 194,000 | $5.0B | 0.27% | |
| 44 | CMECME GROUP INC | 30,000 | $4.9B | 0.27% | |
| 45 | BHCBAUSCH HEALTH COS INC | 185,000 | $4.6B | 0.25% | Put |
| 46 | XMESPDR SERIES TRUST | 150,000 | $4.5B | 0.24% | |
| 47 | GLNGGOLAR LNG LTD BERMUDA | 210,000 | $4.4B | 0.24% | Put |
| 48 | —BARCLAYS BK PLC | 150,000 | $4.4B | 0.24% | Put |
| 49 | ECPGENCORE CAP GROUP INC | 157,000 | $4.3B | 0.23% | Put |
| 50 | NIONIO INC | 820,400 | $4.2B | 0.22% | Put |
| 51 | EWZISHARES INC | 100,000 | $4.1B | 0.22% | |
| 52 | —RADIUS HEALTH INC | 4,750,000 | $4.0B | 0.21% | |
| 53 | —MCDERMOTT INTL INC | 525,000 | $3.9B | 0.21% | Put |
| 54 | —NIO INC | 4,350,000 | $3.7B | 0.20% | |
| 55 | NVAX 3.75 02/01/23NOVAVAX INC | 8,600,000 | $3.2B | 0.17% | |
| 56 | JPMJPMORGAN CHASE & CO | 30,000 | $3.0B | 0.16% | |
| 57 | —VERASTEM INC | 3,675,000 | $2.9B | 0.16% | |
| 58 | TALOTALOS ENERGY INC | 102,620 | $2.7B | 0.15% | |
| 59 | NENOBLE CORP PLC | 770,000 | $2.2B | 0.12% | Put |
| 60 | LEE1EURLEE ENTERPRISES INC | 666,128 | $2.2B | 0.12% | |
| 61 | SPWR 4 01/15/23SUNPOWER CORP | 2,650,000 | $2.2B | 0.12% | |
| 62 | —AURORA CANNABIS INC | 1,350,000 | $1.9B | 0.10% | |
| 63 | GPROGOPRO INC | 265,100 | $1.7B | 0.09% | |
| 64 | DHTDHT HOLDINGS INC | 375,000 | $1.7B | 0.09% | Put |
| 65 | AAALCOA CORP | 45,000 | $1.3B | 0.07% | |
| 66 | —WHITING PETE CORP NEW | 40,000 | $1.0B | 0.06% | |
| 67 | CLFCLEVELAND CLIFFS INC | 75,000 | $749.0M | 0.04% | |
| 68 | —IQIYI INC | 625,000 | $745.0M | 0.04% | |
| 69 | —GDS HLDGS LTD | 738,000 | $711.0M | 0.04% | |
| 70 | GDXVANECK VECTORS ETF TR | 25,000 | $560.0M | 0.03% | |
| 71 | —SSR MNG INC | 550,000 | $547.0M | 0.03% | |
| 72 | KGCKINROSS GOLD CORP | 150,000 | $516.0M | 0.03% | |
| 73 | NIHDEURNII HLDGS INC | 162,700 | $318.0M | 0.02% | |
| 74 | —IQIYI INC | 250,000 | $260.0M | 0.01% | |
| 75 | CHKEURCHESAPEAKE ENERGY CORP | 50,200 | $155.0M | 0.01% |