Graham Capital Management, L.P. Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$3.4T
Holdings
86
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (86 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 10,925,000 | $1.5T | 42.80% | Call |
| 2 | SPYSPDR S&P 500 ETF TR | 1,169,000 | $341.3B | 10.04% | Call |
| 3 | IWMISHARES TR | 2,130,000 | $331.2B | 9.74% | Put |
| 4 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 39,450,000 | $152.8B | 4.49% | |
| 5 | —TESLA INC | 106,829,000 | $101.6B | 2.99% | |
| 6 | —TESLA INC | 89,000,000 | $87.4B | 2.57% | |
| 7 | —AK STL CORP | 67,316,000 | $67.6B | 1.99% | |
| 8 | XLESELECT SECTOR SPDR TR | 888,010 | $56.6B | 1.66% | |
| 9 | TSLATESLA INC | 200,000 | $44.7B | 1.31% | Put |
| 10 | MSFTMICROSOFT CORP | 265,000 | $35.5B | 1.04% | |
| 11 | —RESTORATION HARDWARE HLDGS I | 28,575,000 | $33.0B | 0.97% | |
| 12 | —GOPRO INC | 32,000,000 | $31.3B | 0.92% | |
| 13 | —MEDICINES CO | 24,800,000 | $29.9B | 0.88% | |
| 14 | CRMSALESFORCE COM INC | 180,000 | $27.3B | 0.80% | |
| 15 | —BARCLAYS BK PLC | 1,000,000 | $26.0B | 0.76% | Put |
| 16 | CATCATERPILLAR INC DEL | 186,000 | $25.3B | 0.75% | |
| 17 | —GOLAR LNG LTD | 27,100,000 | $25.1B | 0.74% | |
| 18 | —CHESAPEAKE ENERGY CORP | 30,750,000 | $24.7B | 0.73% | |
| 19 | —SILVER STD RES INC | 19,870,000 | $20.0B | 0.59% | |
| 20 | —GDS HLDGS LTD | 19,675,000 | $19.6B | 0.58% | |
| 21 | —ZILLOW GROUP INC | 16,900,000 | $19.1B | 0.56% | |
| 22 | —KAMAN CORP | 15,375,000 | $18.0B | 0.53% | |
| 23 | —INTREXON CORP | 24,000,000 | $17.0B | 0.50% | |
| 24 | —PRETIUM RES INC | 17,000,000 | $16.7B | 0.49% | |
| 25 | EWZISHARES INC | 350,000 | $15.3B | 0.45% | |
| 26 | —RWT HLDGS INC | 15,075,000 | $15.2B | 0.45% | |
| 27 | —INTERCEPT PHARMACEUTICALS IN | 16,000,000 | $14.4B | 0.42% | |
| 28 | —COLONY CAP INC | 14,575,000 | $14.2B | 0.42% | |
| 29 | —CONTURA ENERGY INC | 265,958 | $13.8B | 0.41% | |
| 30 | OPK 4.5 02/15/25OPKO HEALTH INC | 15,550,000 | $13.6B | 0.40% | |
| 31 | —SHIP FIN INTL LTD | 13,325,000 | $13.6B | 0.40% | |
| 32 | —CLOVIS ONCOLOGY INC | 14,700,000 | $13.0B | 0.38% | |
| 33 | RWT 5.625 07/15/24REDWOOD TR INC | 12,500,000 | $12.4B | 0.37% | |
| 34 | JPMJPMORGAN CHASE & CO | 100,000 | $11.2B | 0.33% | |
| 35 | —SCORPIO TANKERS INC | 10,650,000 | $11.0B | 0.32% | |
| 36 | —INTERCEPT PHARMACEUTICALS IN | 10,650,000 | $10.6B | 0.31% | |
| 37 | INDAISHARES TR | 280,400 | $9.9B | 0.29% | |
| 38 | EPIWISDOMTREE TR | 378,600 | $9.9B | 0.29% | |
| 39 | EEMISHARES TR | 220,000 | $9.4B | 0.28% | |
| 40 | —MEDICINES CO | 253,400 | $9.2B | 0.27% | Put |
| 41 | BABOEING CO | 25,000 | $9.1B | 0.27% | |
| 42 | APH1EURAPHRIA INC | 1,250,700 | $8.8B | 0.26% | Put |
| 43 | IQIQIYI INC | 416,000 | $8.6B | 0.25% | Put |
| 44 | —TEVA PHARMACEUTICAL FIN LLC | 9,025,000 | $8.3B | 0.24% | |
| 45 | BZUNBAOZUN INC | 162,600 | $8.1B | 0.24% | Put |
| 46 | —ENCORE CAP EUROPE FIN LTD | 7,850,000 | $8.0B | 0.24% | |
| 47 | XLFISELECT SECTOR SPDR TR | 125,000 | $7.3B | 0.21% | |
| 48 | —DHT HOLDINGS INC | 6,834,000 | $7.1B | 0.21% | |
| 49 | MRKMERCK & CO INC | 80,000 | $6.7B | 0.20% | |
| 50 | ENPHENPHASE ENERGY INC | 358,220 | $6.5B | 0.19% | |
| 51 | —MFA FINL INC | 6,000,000 | $6.1B | 0.18% | |
| 52 | CMECME GROUP INC | 30,000 | $5.8B | 0.17% | |
| 53 | AVGOBROADCOM INC | 20,000 | $5.8B | 0.17% | |
| 54 | HTTQUDIAN INC | 750,000 | $5.6B | 0.17% | Put |
| 55 | —SUNPOWER CORP | 5,875,000 | $5.4B | 0.16% | |
| 56 | XLFSELECT SECTOR SPDR TR | 194,000 | $5.4B | 0.16% | |
| 57 | —TWO HBRS INVT CORP | 4,870,000 | $4.9B | 0.14% | |
| 58 | GPROGOPRO INC | 882,905 | $4.8B | 0.14% | |
| 59 | NVAX 3.75 02/01/23NOVAVAX INC | 11,850,000 | $4.8B | 0.14% | |
| 60 | NIONIO INC | 1,825,300 | $4.7B | 0.14% | Put |
| 61 | XOMEXXON MOBIL CORP | 60,000 | $4.6B | 0.14% | |
| 62 | STZCONSTELLATION BRANDS INC | 23,000 | $4.5B | 0.13% | |
| 63 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 5,000,000 | $4.5B | 0.13% | |
| 64 | —MCDERMOTT INTL INC | 446,300 | $4.3B | 0.13% | Put |
| 65 | —RADIUS HEALTH INC | 4,750,000 | $4.3B | 0.13% | |
| 66 | BABAALIBABA GROUP HLDG LTD | 25,000 | $4.2B | 0.12% | |
| 67 | GLNGGOLAR LNG LTD BERMUDA | 210,000 | $3.9B | 0.11% | Put |
| 68 | HOUSREALOGY HLDGS CORP | 450,000 | $3.3B | 0.10% | Put |
| 69 | XLISELECT SECTOR SPDR TR | 40,000 | $3.1B | 0.09% | |
| 70 | USX1UNITED STATES STL CORP NEW | 175,000 | $2.7B | 0.08% | |
| 71 | TALOTALOS ENERGY INC | 104,963 | $2.5B | 0.07% | |
| 72 | NOCNORTHROP GRUMMAN CORP | 7,362 | $2.4B | 0.07% | |
| 73 | AAALCOA CORP | 100,000 | $2.3B | 0.07% | |
| 74 | FCXFREEPORT-MCMORAN INC | 200,000 | $2.3B | 0.07% | |
| 75 | SPWR 4 01/15/23SUNPOWER CORP | 2,650,000 | $2.3B | 0.07% | |
| 76 | —NIO INC | 4,350,000 | $2.2B | 0.06% | |
| 77 | NENOBLE CORP PLC | 1,066,700 | $2.0B | 0.06% | Put |
| 78 | —VERASTEM INC | 3,675,000 | $2.0B | 0.06% | |
| 79 | HLHECLA MNG CO | 1,015,900 | $1.8B | 0.05% | Put |
| 80 | —AURORA CANNABIS INC | 1,500,000 | $1.8B | 0.05% | |
| 81 | CDECOEUR MNG INC | 250,000 | $1.1B | 0.03% | |
| 82 | HCCWARRIOR MET COAL INC | 40,000 | $1.0B | 0.03% | |
| 83 | TECK/BTECK RESOURCES LTD | 30,000 | $691.0M | 0.02% | |
| 84 | —IQIYI INC | 625,000 | $688.0M | 0.02% | |
| 85 | LEE1EURLEE ENTERPRISES INC | 162,009 | $362.0M | 0.01% | |
| 86 | NIHDEURNII HLDGS INC | 192,700 | $325.0M | 0.01% |