Graham Capital Management, L.P. Q1 2021 Filing
Filed May 17, 2021
Portfolio Value
$2.2T
Holdings
135
Report Date
Q1 2021
Filing Type
13F-HR
All Holdings (135 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | 3,061,000 | $150.2B | 6.68% | Call |
| 2 | —CLEVELAND-CLIFFS INC NEW | 54,693,000 | $143.1B | 6.37% | |
| 3 | NVAX 3.75 02/01/23NOVAVAX INC | 65,636,000 | $108.5B | 4.83% | |
| 4 | PENN 2.75 05/15/26PENN NATL GAMING INC | 24,000,000 | $108.4B | 4.82% | |
| 5 | —GOGO INC | 51,529,000 | $90.0B | 4.01% | |
| 6 | SPWR 4 01/15/23SUNPOWER CORP | 56,328,000 | $88.7B | 3.95% | |
| 7 | OPK 4.5 02/15/25OPKO HEALTH INC | 41,545,000 | $55.5B | 2.47% | |
| 8 | —GOPRO INC | 35,450,000 | $47.6B | 2.12% | |
| 9 | DGDOLLAR GEN CORP NEW | 230,000 | $46.6B | 2.07% | |
| 10 | —BLACKSTONE MTG TR INC | 42,610,000 | $43.7B | 1.95% | |
| 11 | —SUNPOWER CORP | 41,070,000 | $43.3B | 1.93% | |
| 12 | —BARCLAYS BANK PLC | 3,699,600 | $42.2B | 1.88% | Call |
| 13 | —FIRST MAJESTIC SILVER CORP | 25,100,000 | $41.3B | 1.84% | |
| 14 | XOPSPDR SER TR | 500,000 | $40.7B | 1.81% | Call |
| 15 | RIG 4 12/15/25 *TRANSOCEAN INC | 41,701,000 | $39.9B | 1.77% | |
| 16 | GPRE 2.25 03/15/27GREEN PLAINS INC | 34,500,000 | $38.8B | 1.73% | |
| 17 | —GOLAR LNG LTD | 35,216,000 | $34.2B | 1.52% | |
| 18 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 32,887,000 | $31.5B | 1.40% | |
| 19 | —GS ACQUISITION HLDGS CORP II | 2,981,810 | $31.1B | 1.38% | |
| 20 | MSFTMICROSOFT CORP | 120,000 | $28.3B | 1.26% | |
| 21 | OMER 5.25 02/15/26OMEROS CORP | 22,500,000 | $28.1B | 1.25% | |
| 22 | WLLWHITING PETE CORP NEW | 754,960 | $26.8B | 1.19% | |
| 23 | —PRETIUM RES INC | 25,018,000 | $25.8B | 1.15% | |
| 24 | BDXBECTON DICKINSON & CO | 105,000 | $25.5B | 1.14% | |
| 25 | GSGOLDMAN SACHS GROUP INC | 77,500 | $25.3B | 1.13% | Call |
| 26 | —PERSHING SQUARE TONTINE HLDG | 1,000,000 | $24.0B | 1.07% | |
| 27 | VTVVANGUARD INDEX FDS | 175,000 | $23.0B | 1.02% | |
| 28 | —INTREXON CORP | 27,700,000 | $22.8B | 1.01% | |
| 29 | —OMEROS CORP | 19,005,000 | $22.7B | 1.01% | |
| 30 | EMBISHARES TR | 204,100 | $22.2B | 0.99% | |
| 31 | —SOCIAL CAPITAL HEDOSOPHA HLD | 2,067,000 | $22.1B | 0.99% | |
| 32 | BABOEING CO | 82,833 | $21.1B | 0.94% | |
| 33 | TLRYEURTILRAY INC | 926,165 | $21.1B | 0.94% | |
| 34 | ZZILLOW GROUP INC | 154,871 | $20.1B | 0.89% | Call |
| 35 | LVLNSPDR SER TR | 300,000 | $19.9B | 0.89% | Call |
| 36 | TSLATESLA INC | 29,595 | $19.8B | 0.88% | |
| 37 | —AJAX I | 1,923,475 | $19.7B | 0.88% | |
| 38 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 161,833 | $19.1B | 0.85% | Call |
| 39 | FXIISHARES TR | 400,000 | $18.7B | 0.83% | Call |
| 40 | PYPLPAYPAL HLDGS INC | 75,266 | $18.3B | 0.81% | |
| 41 | NIONIO INC | 446,541 | $17.4B | 0.77% | |
| 42 | NVDANVIDIA CORPORATION | 31,577 | $16.9B | 0.75% | |
| 43 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,464,000 | $16.0B | 0.71% | |
| 44 | CMECME GROUP INC | 75,000 | $15.3B | 0.68% | |
| 45 | —ALLEGHENY TECHNOLOGIES INC | 9,500,000 | $15.2B | 0.68% | |
| 46 | —SHIP FINANCE INTERNATIONAL L | 14,877,000 | $14.9B | 0.66% | |
| 47 | ROKUROKU INC | 44,852 | $14.6B | 0.65% | |
| 48 | XYZSQUARE INC | 63,536 | $14.4B | 0.64% | |
| 49 | —NIO INC | 3,362,000 | $14.0B | 0.62% | |
| 50 | EEMISHARES TR | 256,000 | $13.7B | 0.61% | |
| 51 | EWYISHARES INC | 150,000 | $13.5B | 0.60% | Call |
| 52 | JNJJOHNSON & JOHNSON | 80,000 | $13.1B | 0.59% | |
| 53 | —DYCOM INDS INC | 12,054,000 | $13.1B | 0.58% | |
| 54 | TWO 6.25 01/15/26TWO HBRS INVT CORP | 11,051,000 | $12.1B | 0.54% | |
| 55 | XLFISELECT SECTOR SPDR TR | 176,700 | $12.1B | 0.54% | |
| 56 | MIGAMICROSTRATEGY INC | 16,451 | $11.2B | 0.50% | |
| 57 | IWMISHARES TR | 50,000 | $11.0B | 0.49% | Call |
| 58 | CATCATERPILLAR INC | 46,604 | $10.8B | 0.48% | |
| 59 | INDAISHARES TR | 240,000 | $10.1B | 0.45% | |
| 60 | SMHVANECK VECTORS ETF TR | 40,000 | $9.7B | 0.43% | |
| 61 | ACBAURORA CANNABIS INC | 1,005,158 | $9.4B | 0.42% | Put |
| 62 | LCLENDINGCLUB CORP | 533,495 | $8.8B | 0.39% | |
| 63 | EXPEEXPEDIA GROUP INC | 51,006 | $8.8B | 0.39% | |
| 64 | —GREENLIGHT CAP RE LTD | 9,300,000 | $8.6B | 0.38% | |
| 65 | ICEINTERCONTINENTAL EXCHANGE IN | 75,606 | $8.4B | 0.38% | |
| 66 | HSTHOST HOTELS & RESORTS INC | 500,000 | $8.4B | 0.37% | |
| 67 | —PIEDMONT LITHIUM LTD | 120,481 | $8.4B | 0.37% | |
| 68 | DOCUDOCUSIGN INC | 41,338 | $8.4B | 0.37% | |
| 69 | EWZISHARES INC | 250,000 | $8.4B | 0.37% | |
| 70 | BFLYBUTTERFLY NETWORK INC | 490,858 | $8.3B | 0.37% | |
| 71 | SEDGSOLAREDGE TECHNOLOGIES INC | 28,275 | $8.1B | 0.36% | |
| 72 | TIPISHARES TR | 64,400 | $8.1B | 0.36% | |
| 73 | —ARCLIGHT CLEAN TRANSITION CO | 449,316 | $8.0B | 0.36% | |
| 74 | ENPHENPHASE ENERGY INC | 43,708 | $7.1B | 0.32% | |
| 75 | LAC1EURLITHIUM AMERS CORP NEW | 436,500 | $7.0B | 0.31% | |
| 76 | TALOTALOS ENERGY INC | 568,790 | $6.8B | 0.30% | |
| 77 | SICPQSILVERGATE CAP CORP | 46,358 | $6.6B | 0.29% | |
| 78 | GDXVANECK VECTORS ETF TR | 200,000 | $6.5B | 0.29% | |
| 79 | MARMARRIOTT INTL INC NEW | 43,740 | $6.5B | 0.29% | |
| 80 | NNDMNANO DIMENSION LTD | 697,903 | $6.0B | 0.27% | |
| 81 | LYVLIVE NATION ENTERTAINMENT IN | 65,000 | $5.5B | 0.24% | |
| 82 | ICLNISHARES TR | 200,000 | $4.9B | 0.22% | |
| 83 | METAFACEBOOK INC | 15,904 | $4.7B | 0.21% | |
| 84 | PENNPENN NATL GAMING INC | 44,640 | $4.7B | 0.21% | |
| 85 | AMRALPHA METALLURGICAL RESOUR I | 367,479 | $4.6B | 0.21% | |
| 86 | XMESPDR SER TR | 105,000 | $4.2B | 0.19% | |
| 87 | GEGENERAL ELECTRIC CO | 306,445 | $4.0B | 0.18% | |
| 88 | CVNACARVANA CO | 15,000 | $3.9B | 0.18% | |
| 89 | WFCWELLS FARGO CO NEW | 100,000 | $3.9B | 0.17% | |
| 90 | NVTA1EURINVITAE CORP | 101,649 | $3.9B | 0.17% | |
| 91 | KOCOCA COLA CO | 70,000 | $3.7B | 0.16% | |
| 92 | TWTRUSDTWITTER INC | 53,326 | $3.4B | 0.15% | |
| 93 | PINSPINTEREST INC | 43,315 | $3.2B | 0.14% | |
| 94 | CVXCHEVRON CORP NEW | 30,000 | $3.1B | 0.14% | |
| 95 | ARCTARCTURUS THERAPEUTICS HLDGS | 74,262 | $3.1B | 0.14% | |
| 96 | STLDSTEEL DYNAMICS INC | 60,000 | $3.0B | 0.14% | |
| 97 | UUNITY SOFTWARE INC | 30,167 | $3.0B | 0.13% | |
| 98 | RUNSUNRUN INC | 49,217 | $3.0B | 0.13% | |
| 99 | EWHISHARES INC | 100,000 | $2.7B | 0.12% | |
| 100 | CSCOCISCO SYS INC | 50,000 | $2.6B | 0.12% |
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