Graham Capital Management, L.P. Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$2.7T
Holdings
76
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (76 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TRUST | 6,325,000 | $902.1B | 32.88% | Call |
| 2 | IWMISHARES TR | 2,370,000 | $392.1B | 14.29% | Put |
| 3 | NDQINVESCO QQQ TR | 1,350,000 | $286.5B | 10.44% | Call |
| 4 | —TESLA INC | 118,329,000 | $150.9B | 5.50% | |
| 5 | XLESELECT SECTOR SPDR TR | 1,338,010 | $80.3B | 2.93% | |
| 6 | EEMISHARES TR | 1,750,000 | $78.5B | 2.86% | Call |
| 7 | EWZISHARES INC | 1,295,300 | $61.5B | 2.24% | Call |
| 8 | RIG 0.5 01/30/23TRANSOCEAN INC | 35,181,000 | $35.1B | 1.28% | |
| 9 | INDAISHARES TR | 950,000 | $33.4B | 1.22% | |
| 10 | CRMSALESFORCE COM INC | 180,000 | $29.3B | 1.07% | |
| 11 | CATCATERPILLAR INC DEL | 186,000 | $27.5B | 1.00% | |
| 12 | —DHT HOLDINGS INC | 18,350,000 | $25.7B | 0.94% | |
| 13 | AMZNAMAZON COM INC | 12,000 | $22.2B | 0.81% | |
| 14 | EMBISHARES TR | 190,000 | $21.8B | 0.79% | |
| 15 | —ZILLOW GROUP INC | 18,900,000 | $21.2B | 0.77% | |
| 16 | —CALIFORNIA RES CORP | 2,279,300 | $20.6B | 0.75% | Put |
| 17 | —PRETIUM RES INC | 19,000,000 | $19.9B | 0.72% | |
| 18 | —GOLAR LNG LTD | 21,100,000 | $18.9B | 0.69% | |
| 19 | VVISA INC | 100,000 | $18.8B | 0.68% | |
| 20 | —KAMAN CORP | 15,375,000 | $18.5B | 0.67% | |
| 21 | NIONIO INC | 4,554,700 | $18.3B | 0.67% | Put |
| 22 | —IQIYI INC | 16,000,000 | $17.7B | 0.65% | |
| 23 | —GDS HLDGS LTD | 14,675,000 | $17.7B | 0.65% | |
| 24 | BABOEING CO | 50,000 | $16.3B | 0.59% | |
| 25 | —INTERCEPT PHARMACEUTICALS IN | 16,000,000 | $16.2B | 0.59% | |
| 26 | —BARCLAYS BK PLC | 1,025,000 | $16.2B | 0.59% | Put |
| 27 | —GOPRO INC | 16,000,000 | $15.6B | 0.57% | |
| 28 | APH1EURAPHRIA INC | 2,902,000 | $15.1B | 0.55% | Put |
| 29 | CSCOCISCO SYS INC | 315,000 | $15.1B | 0.55% | |
| 30 | —SHIP FIN INTL LTD | 13,325,000 | $15.1B | 0.55% | |
| 31 | XLISELECT SECTOR SPDR TR | 185,000 | $15.1B | 0.55% | |
| 32 | —COLONY CAP INC | 14,575,000 | $14.4B | 0.52% | |
| 33 | —OMEROS CORP | 14,700,000 | $14.3B | 0.52% | |
| 34 | —MEDICINES CO | 165,100 | $14.0B | 0.51% | |
| 35 | —INTREXON CORP | 22,000,000 | $13.4B | 0.49% | |
| 36 | MMM3M CO | 75,000 | $13.2B | 0.48% | |
| 37 | —SCORPIO TANKERS INC | 10,650,000 | $13.1B | 0.48% | |
| 38 | RWT 5.625 07/15/24REDWOOD TR INC | 12,500,000 | $12.8B | 0.47% | |
| 39 | MSFTMICROSOFT CORP | 80,000 | $12.6B | 0.46% | |
| 40 | OPK 4.5 02/15/25OPKO HEALTH INC | 15,550,000 | $12.1B | 0.44% | |
| 41 | UBERUBER TECHNOLOGIES INC | 375,000 | $11.2B | 0.41% | Put |
| 42 | HDHOME DEPOT INC | 50,000 | $10.9B | 0.40% | |
| 43 | —SILVER STD RES INC | 10,727,000 | $10.9B | 0.40% | |
| 44 | IQIQIYI INC | 506,800 | $10.7B | 0.39% | Put |
| 45 | AVGOBROADCOM INC | 33,000 | $10.4B | 0.38% | |
| 46 | —GREENLIGHT CAP RE LTD | 9,300,000 | $8.9B | 0.32% | |
| 47 | FXIISHARES TR | 200,000 | $8.7B | 0.32% | |
| 48 | —CHESAPEAKE ENERGY CORP | 14,985,000 | $7.4B | 0.27% | |
| 49 | NVDANVIDIA CORP | 30,000 | $7.1B | 0.26% | |
| 50 | GEGENERAL ELECTRIC CO | 600,000 | $6.7B | 0.24% | |
| 51 | GPROGOPRO INC | 1,497,100 | $6.5B | 0.24% | |
| 52 | BABAALIBABA GROUP HLDG LTD | 30,000 | $6.4B | 0.23% | |
| 53 | SPWR 4 01/15/23SUNPOWER CORP | 7,450,000 | $6.1B | 0.22% | |
| 54 | CGCCANOPY GROWTH CORP | 286,100 | $6.0B | 0.22% | Put |
| 55 | CMECME GROUP INC | 30,000 | $6.0B | 0.22% | |
| 56 | —TILRAY INC | 10,650,000 | $5.7B | 0.21% | |
| 57 | NKENIKE INC | 55,000 | $5.6B | 0.20% | |
| 58 | STZCONSTELLATION BRANDS INC | 26,000 | $4.9B | 0.18% | |
| 59 | EWHISHARES INC | 200,000 | $4.9B | 0.18% | |
| 60 | NVAX 3.75 02/01/23NOVAVAX INC | 11,850,000 | $4.7B | 0.17% | |
| 61 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 5,000,000 | $4.1B | 0.15% | |
| 62 | ENPHENPHASE ENERGY INC | 125,959 | $3.3B | 0.12% | |
| 63 | —SHIP FINANCE INTERNATIONAL L | 3,030,000 | $3.2B | 0.12% | |
| 64 | —CONTURA ENERGY INC | 319,522 | $2.9B | 0.11% | |
| 65 | —VERASTEM INC | 3,021,000 | $2.7B | 0.10% | |
| 66 | NENOBLE CORP PLC | 2,133,400 | $2.6B | 0.09% | Put |
| 67 | —WHITING PETE CORP NEW | 2,348,000 | $2.3B | 0.08% | |
| 68 | —NIO INC | 4,350,000 | $2.3B | 0.08% | |
| 69 | —WHITING PETE CORP NEW | 219,000 | $1.6B | 0.06% | Put |
| 70 | STNGSCORPIO TANKERS INC | 40,000 | $1.6B | 0.06% | |
| 71 | NVV1NOVAVAX INC | 250,000 | $995.0M | 0.04% | Put |
| 72 | —AURORA CANNABIS INC | 1,500,000 | $948.0M | 0.03% | |
| 73 | ACBAURORA CANNABIS INC | 392,068 | $846.0M | 0.03% | Put |
| 74 | —EAGLE BULK SHIPPING INC | 628,000 | $688.0M | 0.03% | |
| 75 | NIHDEURNII HLDGS INC | 192,700 | $418.0M | 0.02% | |
| 76 | —MALLINCKRODT PUB LTD CO | 100,000 | $349.0M | 0.01% |