Graham Capital Management, L.P. Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$3.1T
Holdings
92
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (92 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 6,725,000 | $933.9B | 30.47% | Call |
| 2 | IWMISHARES TR | 2,140,000 | $323.9B | 10.57% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 806,850 | $239.4B | 7.81% | Call |
| 4 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 39,450,000 | $147.6B | 4.82% | |
| 5 | —MEDICINES CO | 84,032,000 | $127.4B | 4.16% | |
| 6 | —TESLA INC | 106,829,000 | $104.5B | 3.41% | |
| 7 | XLFISELECT SECTOR SPDR TR | 1,598,268 | $98.2B | 3.20% | |
| 8 | —TESLA INC | 89,000,000 | $90.6B | 2.96% | |
| 9 | XLFSELECT SECTOR SPDR TR | 3,044,000 | $85.2B | 2.78% | Put |
| 10 | —AK STL CORP | 67,316,000 | $67.5B | 2.20% | |
| 11 | XLESELECT SECTOR SPDR TR | 888,010 | $52.6B | 1.72% | |
| 12 | —RESTORATION HARDWARE HLDGS I | 28,575,000 | $42.4B | 1.38% | |
| 13 | EWZISHARES INC | 1,001,200 | $42.2B | 1.38% | |
| 14 | —CHESAPEAKE ENERGY CORP | 45,485,000 | $27.2B | 0.89% | |
| 15 | CRMSALESFORCE COM INC | 180,000 | $26.7B | 0.87% | |
| 16 | MSFTMICROSOFT CORP | 185,000 | $25.7B | 0.84% | |
| 17 | —GOLAR LNG LTD | 27,100,000 | $23.6B | 0.77% | |
| 18 | CATCATERPILLAR INC DEL | 186,000 | $23.5B | 0.77% | |
| 19 | —DHT HOLDINGS INC | 19,350,000 | $22.1B | 0.72% | |
| 20 | —GOPRO INC | 21,000,000 | $21.2B | 0.69% | |
| 21 | —GDS HLDGS LTD | 19,675,000 | $20.4B | 0.67% | |
| 22 | —SILVER STD RES INC | 19,870,000 | $20.1B | 0.66% | |
| 23 | —ZILLOW GROUP INC | 18,900,000 | $18.8B | 0.61% | |
| 24 | —PRETIUM RES INC | 17,000,000 | $17.8B | 0.58% | |
| 25 | —KAMAN CORP | 15,375,000 | $17.5B | 0.57% | |
| 26 | IQIQIYI INC | 1,041,000 | $16.8B | 0.55% | Put |
| 27 | —RWT HLDGS INC | 15,075,000 | $15.2B | 0.49% | |
| 28 | —INTREXON CORP | 24,000,000 | $15.1B | 0.49% | |
| 29 | —TEVA PHARMACEUTICAL FIN LLC | 16,525,000 | $15.0B | 0.49% | |
| 30 | —SHIP FIN INTL LTD | 13,325,000 | $14.5B | 0.47% | |
| 31 | —COLONY CAP INC | 14,575,000 | $14.4B | 0.47% | |
| 32 | —INTERCEPT PHARMACEUTICALS IN | 16,000,000 | $13.8B | 0.45% | |
| 33 | BABOEING CO | 35,000 | $13.3B | 0.43% | |
| 34 | OPK 4.5 02/15/25OPKO HEALTH INC | 15,550,000 | $12.8B | 0.42% | |
| 35 | RWT 5.625 07/15/24REDWOOD TR INC | 12,500,000 | $12.7B | 0.41% | |
| 36 | EEMISHARES TR | 300,000 | $12.3B | 0.40% | Put |
| 37 | —CALIFORNIA RES CORP | 1,196,800 | $12.2B | 0.40% | Put |
| 38 | —SCORPIO TANKERS INC | 10,650,000 | $11.3B | 0.37% | |
| 39 | EMBISHARES TR | 95,600 | $10.8B | 0.35% | |
| 40 | JPMJPMORGAN CHASE & CO | 90,000 | $10.6B | 0.35% | |
| 41 | UBERUBER TECHNOLOGIES INC | 341,600 | $10.4B | 0.34% | Put |
| 42 | APH1EURAPHRIA INC | 1,945,600 | $10.1B | 0.33% | Put |
| 43 | —GREENLIGHT CAP RE LTD | 10,000,000 | $9.4B | 0.31% | |
| 44 | AVGOBROADCOM INC | 33,000 | $9.1B | 0.30% | |
| 45 | EWHISHARES INC | 400,000 | $9.1B | 0.30% | |
| 46 | RIG 0.5 01/30/23TRANSOCEAN INC | 10,500,000 | $8.7B | 0.29% | |
| 47 | CSCOCISCO SYS INC | 175,000 | $8.6B | 0.28% | |
| 48 | VVISA INC | 50,000 | $8.6B | 0.28% | |
| 49 | EWWISHARES INC | 200,000 | $8.5B | 0.28% | |
| 50 | NIONIO INC | 5,166,100 | $8.1B | 0.26% | Put |
| 51 | BABAALIBABA GROUP HLDG LTD | 45,000 | $7.5B | 0.25% | |
| 52 | —CONTURA ENERGY INC | 265,958 | $7.4B | 0.24% | |
| 53 | GPROGOPRO INC | 1,385,100 | $7.2B | 0.23% | |
| 54 | HDHOME DEPOT INC | 30,000 | $7.0B | 0.23% | |
| 55 | BZUNBAOZUN INC | 162,600 | $6.9B | 0.23% | Put |
| 56 | SPWR 4 01/15/23SUNPOWER CORP | 7,450,000 | $6.8B | 0.22% | |
| 57 | MRKMERCK & CO INC | 80,000 | $6.7B | 0.22% | |
| 58 | CMECME GROUP INC | 30,000 | $6.3B | 0.21% | |
| 59 | —MFA FINL INC | 6,000,000 | $6.2B | 0.20% | |
| 60 | BACVERIZON COMMUNICATIONS INC | 100,000 | $6.0B | 0.20% | |
| 61 | STZCONSTELLATION BRANDS INC | 26,000 | $5.4B | 0.18% | |
| 62 | GEGENERAL ELECTRIC CO | 600,000 | $5.4B | 0.18% | |
| 63 | CGCCANOPY GROWTH CORP | 231,600 | $5.3B | 0.17% | Put |
| 64 | HTTQUDIAN INC | 750,000 | $5.2B | 0.17% | Put |
| 65 | NVAX 3.75 02/01/23NOVAVAX INC | 11,850,000 | $5.0B | 0.16% | |
| 66 | —TWO HBRS INVT CORP | 4,870,000 | $5.0B | 0.16% | |
| 67 | XOMEXXON MOBIL CORP | 60,000 | $4.2B | 0.14% | |
| 68 | NKENIKE INC | 45,000 | $4.2B | 0.14% | |
| 69 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 5,000,000 | $4.2B | 0.14% | |
| 70 | ENPHENPHASE ENERGY INC | 166,359 | $3.7B | 0.12% | |
| 71 | XMESPDR SERIES TRUST | 135,000 | $3.4B | 0.11% | |
| 72 | MMM3M CO | 20,000 | $3.3B | 0.11% | |
| 73 | HOUSREALOGY HLDGS CORP | 450,000 | $3.0B | 0.10% | Put |
| 74 | —WHITING PETE CORP NEW | 370,000 | $3.0B | 0.10% | Put |
| 75 | GLNGGOLAR LNG LTD BERMUDA | 210,000 | $2.7B | 0.09% | Put |
| 76 | —WHITING PETE CORP NEW | 2,348,000 | $2.3B | 0.08% | |
| 77 | ACBAURORA CANNABIS INC | 502,000 | $2.2B | 0.07% | Put |
| 78 | TALOTALOS ENERGY INC | 104,963 | $2.1B | 0.07% | |
| 79 | —VERASTEM INC | 3,675,000 | $1.7B | 0.06% | |
| 80 | TRVCCITIGROUP INC | 20,000 | $1.4B | 0.05% | |
| 81 | NENOBLE CORP PLC | 1,066,700 | $1.4B | 0.04% | Put |
| 82 | —AURORA CANNABIS INC | 1,500,000 | $1.3B | 0.04% | |
| 83 | NVV1NOVAVAX INC | 250,000 | $1.3B | 0.04% | Put |
| 84 | TLRYEURTILRAY INC | 50,300 | $1.2B | 0.04% | Put |
| 85 | —NIO INC | 4,350,000 | $1.2B | 0.04% | |
| 86 | —BEST INC | 226,504 | $1.2B | 0.04% | |
| 87 | NRPNATURAL RESOURCE PARTNERS L | 44,500 | $1.1B | 0.04% | Put |
| 88 | —MCDERMOTT INTL INC | 485,500 | $980.0M | 0.03% | Put |
| 89 | —EAGLE BULK SHIPPING INC | 628,000 | $670.0M | 0.02% | |
| 90 | —IQIYI INC | 625,000 | $620.0M | 0.02% | |
| 91 | RHRH | 2,856 | $487.0M | 0.02% | |
| 92 | NIHDEURNII HLDGS INC | 192,700 | $377.0M | 0.01% |