Graham Capital Management, L.P. Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$2.1T
Holdings
77
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (77 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,145,000 | $353.1B | 16.99% | Call |
| 2 | —TESLA INC | 113,329,000 | $340.4B | 16.38% | |
| 3 | GQ9SPDR GOLD TR | 1,575,000 | $263.6B | 12.69% | Call |
| 4 | —TESLA INC | 51,250,000 | $170.0B | 8.18% | |
| 5 | —ZILLOW GROUP INC | 74,787,000 | $92.7B | 4.46% | |
| 6 | IWMISHARES TR | 500,000 | $71.6B | 3.45% | Put |
| 7 | —DHT HOLDINGS INC | 47,913,000 | $51.0B | 2.46% | |
| 8 | —NIO INC | 40,860,000 | $39.8B | 1.92% | |
| 9 | NIONIO INC | 4,236,740 | $32.7B | 1.57% | Put |
| 10 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 22,200,000 | $26.7B | 1.28% | |
| 11 | —AURORA CANNABIS INC | 56,690,000 | $25.7B | 1.24% | |
| 12 | VVISA INC | 120,000 | $23.2B | 1.12% | |
| 13 | CATCATERPILLAR INC DEL | 180,000 | $22.8B | 1.10% | |
| 14 | BABOEING CO | 120,000 | $22.0B | 1.06% | |
| 15 | BABAALIBABA GROUP HLDG LTD | 100,000 | $21.6B | 1.04% | |
| 16 | —OMEROS CORP | 20,700,000 | $21.5B | 1.03% | |
| 17 | NVAX 3.75 02/01/23NOVAVAX INC | 21,936,000 | $21.0B | 1.01% | |
| 18 | XLFSELECT SECTOR SPDR TR | 900,000 | $20.8B | 1.00% | Call |
| 19 | —BLACKSTONE MTG TR INC | 21,353,000 | $19.9B | 0.96% | |
| 20 | JPMJPMORGAN CHASE & CO | 210,000 | $19.8B | 0.95% | |
| 21 | CRMSALESFORCE COM INC | 100,000 | $18.7B | 0.90% | |
| 22 | CSCOCISCO SYS INC | 400,000 | $18.7B | 0.90% | |
| 23 | —GOLAR LNG LTD | 22,600,000 | $16.7B | 0.80% | |
| 24 | RIG 0.5 01/30/23TRANSOCEAN INC | 40,331,000 | $16.7B | 0.80% | |
| 25 | OPK 4.5 02/15/25OPKO HEALTH INC | 15,550,000 | $16.2B | 0.78% | |
| 26 | BZUNBAOZUN INC | 413,200 | $15.9B | 0.76% | Put |
| 27 | MMM3M CO | 100,000 | $15.6B | 0.75% | |
| 28 | PENN 2.75 05/15/26PENN NATL GAMING INC | 10,000,000 | $15.0B | 0.72% | |
| 29 | —BAOZUN INC | 15,000,000 | $14.5B | 0.70% | |
| 30 | —SHIP FINANCE INTERNATIONAL L | 14,877,000 | $13.8B | 0.67% | |
| 31 | TALOTALOS ENERGY INC | 1,484,842 | $13.7B | 0.66% | |
| 32 | —INTERCEPT PHARMACEUTICALS IN | 18,000,000 | $13.5B | 0.65% | |
| 33 | HDHOME DEPOT INC | 50,000 | $12.5B | 0.60% | |
| 34 | GDXVANECK VECTORS ETF TR | 324,852 | $11.9B | 0.57% | |
| 35 | NKENIKE INC | 120,000 | $11.8B | 0.57% | |
| 36 | UBERUBER TECHNOLOGIES INC | 350,000 | $10.9B | 0.52% | |
| 37 | —SCORPIO TANKERS INC | 12,334,000 | $10.7B | 0.52% | |
| 38 | —COLONY CAP INC | 11,075,000 | $10.4B | 0.50% | |
| 39 | —CLEVELAND CLIFFS INC | 11,500,000 | $10.4B | 0.50% | |
| 40 | IBBISHARES TR | 75,000 | $10.3B | 0.49% | |
| 41 | —INTREXON CORP | 24,000,000 | $10.2B | 0.49% | |
| 42 | ZZILLOW GROUP INC | 149,800 | $8.6B | 0.42% | |
| 43 | —GREENLIGHT CAP RE LTD | 9,300,000 | $7.6B | 0.36% | |
| 44 | CCLCARNIVAL CORP | 422,500 | $6.9B | 0.33% | Put |
| 45 | BLMNBLOOMIN BRANDS INC | 650,000 | $6.9B | 0.33% | |
| 46 | —TILRAY INC | 15,150,000 | $6.9B | 0.33% | |
| 47 | DBDEUTSCHE BANK A G | 700,000 | $6.7B | 0.32% | |
| 48 | SPWR 4 01/15/23SUNPOWER CORP | 6,920,000 | $5.6B | 0.27% | |
| 49 | TEAMATLASSIAN CORP PLC | 30,000 | $5.4B | 0.26% | |
| 50 | XYZSQUARE INC | 50,000 | $5.2B | 0.25% | |
| 51 | ENPHENPHASE ENERGY INC | 104,209 | $5.0B | 0.24% | |
| 52 | CMECME GROUP INC | 30,000 | $4.9B | 0.23% | |
| 53 | GEGENERAL ELECTRIC CO | 700,000 | $4.8B | 0.23% | |
| 54 | STZCONSTELLATION BRANDS INC | 26,000 | $4.5B | 0.22% | |
| 55 | VLOVALERO ENERGY CORP | 75,000 | $4.4B | 0.21% | |
| 56 | APH1EURAPHRIA INC | 937,900 | $4.0B | 0.19% | Put |
| 57 | BYNDBEYOND MEAT INC | 30,000 | $4.0B | 0.19% | |
| 58 | —CALIFORNIA RES CORP | 2,838,700 | $3.5B | 0.17% | Put |
| 59 | XBISPDR SER TR | 30,000 | $3.4B | 0.16% | |
| 60 | —SHIP FIN INTL LTD | 3,656,000 | $3.2B | 0.16% | |
| 61 | RWT 5.625 07/15/24REDWOOD TR INC | 3,563,000 | $3.1B | 0.15% | |
| 62 | NOG1EURNORTHERN OIL & GAS INC NEV | 3,544,236 | $3.0B | 0.14% | |
| 63 | VSTMVERASTEM INC | 1,697,310 | $2.9B | 0.14% | |
| 64 | BDXBECTON DICKINSON & CO | 12,000 | $2.9B | 0.14% | |
| 65 | —NIO INC | 2,900,000 | $2.8B | 0.14% | |
| 66 | RWTREDWOOD TR INC | 309,436 | $2.2B | 0.10% | Put |
| 67 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 2,500,000 | $1.8B | 0.09% | |
| 68 | —WHITING PETE CORP NEW | 1,550,800 | $1.8B | 0.08% | Put |
| 69 | TWSTTWIST BIOSCIENCE CORP | 38,061 | $1.7B | 0.08% | |
| 70 | INTCINTEL CORP | 25,000 | $1.5B | 0.07% | |
| 71 | LUVSOUTHWEST AIRLS CO | 36,400 | $1.2B | 0.06% | |
| 72 | —CONTURA ENERGY INC | 319,522 | $971.0M | 0.05% | |
| 73 | ACBAURORA CANNABIS INC | 68,120 | $845.0M | 0.04% | Put |
| 74 | AVDLAVADEL PHARMACEUTICALS PLC | 63,600 | $513.0M | 0.02% | |
| 75 | TWOEURTWO HBRS INVT CORP | 100,000 | $504.0M | 0.02% | |
| 76 | NLYEURANNALY CAPITAL MANAGEMENT IN | 70,000 | $459.0M | 0.02% | |
| 77 | —EAGLE BULK SHIPPING INC | 628,000 | $419.0M | 0.02% |