JD CAPITAL MANAGEMENT LLC
Follow13F filer, CIK 1219037, DARIEN, CT
JD CAPITAL MANAGEMENT LLC reported $510,937,000 across 17 holdings for the quarter ended 2019-12-31, in a 13F-HR filed 2020-02-10. Its ten largest share positions make up 100% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001085146-20-000490
- Period
- 2019-12-31
- Reported value
- $511M
- Holdings
- 17
- Top 10 weight
- 100%
- New
- 6
- Sold out
- 4
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| IEFnew | +228,000 | $25.1M |
| AMZNnew | +1,300 | $2.4M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| EEMexited | -25,000 | -$1.02M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q4 2019
Share positions as resolved from 13F-HR 0001085146-20-000490, largest first. % of portfolio is the value over $76,639,000, the sum of the share positions whose value is usable for ratios (method).
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| HYGISHARES TR IBOXX HI YD ETF | call | 2,250,000 | $198M | +850,000 |
| PROSHARES TR II ULTRA VIX S…PROSHARES TR II ULTRA VIX SHORT T… ULTRA VIX SHORT | put | 4,270,500 | $55M | +3,419,220 |
| IEFISHARES TR 7-10 YR TRSY BD | call | 417,900 | $46.1M | -182,100 |
| IEFISHARES TR 7-10 YR TRSY BD | put | 350,000 | $38.6M | 0 |
| HYGISHARES TR IBOXX HI YD ETF | put | 370,000 | $32.5M | new |
| EEMISHARES TR MSCI EMG MKT ETF | put | 450,000 | $20.2M | 0 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 250,000 | $11.2M | 0 |
| DIREXION SHS ETF TRDIREXION SHS ETF TR OIL GAS BL 3X SH | put | 305,660 | $11.2M | new |
| DIREXION DAILY S&P OIL & GA…DIREXION DAILY S&P OIL & GAS EXP.… ETF | put | 166,300 | $9.26M | new |
| DIREXION SHS ETF TRDIREXION SHS ETF TR DLY GOLD INDX 3X | put | 187,700 | $6.54M | +10,000 |
| DIREXION SHS ETF TRDIREXION SHS ETF TR DAILY GOLD MINER | put | 523,100 | $2.94M | +50,200 |
| AMZNAMAZON COM INC COM | put | 1,500 | $2.77M | new |
| PROSHARES TR II ULTRA VIX S…PROSHARES TR II ULTRA VIX SHORT T… ULTRA VIX SHORT | call | 9,000 | $116K | -236,300 |
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| MICROCHIP TECHNOLOGY INC.MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 | principal | 21,036,000 | $45.3M | 0 |
| TESLA INCTESLA INC NOTE 1.250% 3/0 | principal | 3,000,000 | $3.82M | 0 |
Sold out in Q4 2019
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| DIREXION SHS ETF TRDIREXION SHS ETF TR | 112,300 | $8.82M | put |
| DIREXION SHS ETF TRDIREXION SHS ETF TR | 2,118,100 | $7.03M | put |
| GLDSPDR GOLD TR | 50,000 | $6.94M | put |
| EEMISHARES TR | 25,000 | $1.02M | shares |
How Q4 2019 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001085146-20-000490 | base | 2020-02-10 | acceptance time not in the bulk data set |