Graham Capital Management, L.P. Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$2.9T
Holdings
86
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (86 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —TESLA INC | 77,329,000 | $460.3B | 15.86% | |
| 2 | —TESLA INC | 51,250,000 | $335.3B | 11.55% | |
| 3 | GQ9SPDR GOLD TR | 1,266,000 | $224.2B | 7.72% | Call |
| 4 | NDQINVESCO QQQ TR | 625,000 | $173.7B | 5.98% | Call |
| 5 | IWMISHARES TR | 1,000,000 | $149.8B | 5.16% | Put |
| 6 | —ZILLOW GROUP INC | 74,787,000 | $144.6B | 4.98% | |
| 7 | XLFSELECT SECTOR SPDR TR | 5,650,000 | $136.0B | 4.68% | Call |
| 8 | XOPSPDR SER TR | 3,108,846 | $130.8B | 4.50% | Call |
| 9 | —NIO INC | 50,960,000 | $121.4B | 4.18% | |
| 10 | EEMISHARES TR | 2,200,000 | $97.0B | 3.34% | Call |
| 11 | PENN 2.75 05/15/26PENN NATL GAMING INC | 24,000,000 | $77.3B | 2.66% | |
| 12 | NVAX 3.75 02/01/23NOVAVAX INC | 47,936,000 | $57.4B | 1.98% | |
| 13 | NIONIO INC | 2,425,000 | $51.5B | 1.77% | Put |
| 14 | MMM3M CO | 300,000 | $48.1B | 1.66% | |
| 15 | MSFTMICROSOFT CORP | 210,000 | $44.2B | 1.52% | |
| 16 | OPK 4.5 02/15/25OPKO HEALTH INC | 31,045,000 | $36.7B | 1.26% | |
| 17 | BABOEING CO | 200,000 | $33.1B | 1.14% | |
| 18 | CATCATERPILLAR INC DEL | 180,000 | $26.8B | 0.92% | |
| 19 | —GOLAR LNG LTD | 34,500,000 | $26.6B | 0.92% | |
| 20 | —GOGO INC | 15,459,000 | $24.7B | 0.85% | |
| 21 | MARMARRIOTT INTL INC NEW | 250,000 | $23.1B | 0.80% | |
| 22 | CSCOCISCO SYS INC | 550,000 | $21.7B | 0.75% | |
| 23 | —BLACKSTONE MTG TR INC | 22,212,000 | $21.4B | 0.74% | |
| 24 | VVISA INC | 95,000 | $19.0B | 0.65% | |
| 25 | —BARCLAYS BANK PLC | 750,000 | $18.7B | 0.64% | Call |
| 26 | EXPEEXPEDIA GROUP INC | 200,000 | $18.3B | 0.63% | |
| 27 | NVDANVIDIA CORPORATION | 30,000 | $16.2B | 0.56% | |
| 28 | —CLEVELAND-CLIFFS INC NEW | 14,500,000 | $15.0B | 0.52% | |
| 29 | —SHIP FINANCE INTERNATIONAL L | 14,877,000 | $14.7B | 0.51% | |
| 30 | JPMJPMORGAN CHASE & CO | 150,000 | $14.4B | 0.50% | |
| 31 | TSLATESLA INC | 33,584 | $14.4B | 0.50% | |
| 32 | OMER 5.25 02/15/26OMEROS CORP | 16,000,000 | $13.7B | 0.47% | |
| 33 | WLLWHITING PETE CORP NEW | 736,035 | $12.7B | 0.44% | Put |
| 34 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 9,700,000 | $12.7B | 0.44% | |
| 35 | CMECME GROUP INC | 75,000 | $12.5B | 0.43% | |
| 36 | BALLBALL CORP | 150,000 | $12.5B | 0.43% | |
| 37 | WYWEYERHAEUSER CO MTN BE | 400,000 | $11.4B | 0.39% | |
| 38 | ZZILLOW GROUP INC | 110,000 | $11.2B | 0.38% | |
| 39 | —INTREXON CORP | 28,000,000 | $11.0B | 0.38% | |
| 40 | —INTERCEPT PHARMACEUTICALS IN | 13,500,000 | $10.9B | 0.38% | |
| 41 | TALOTALOS ENERGY INC | 1,603,571 | $10.3B | 0.36% | |
| 42 | DRIDARDEN RESTAURANTS INC | 100,000 | $10.1B | 0.35% | |
| 43 | KOCOCA COLA CO | 200,000 | $9.9B | 0.34% | |
| 44 | TWTRUSDTWITTER INC | 205,000 | $9.1B | 0.31% | |
| 45 | IBMINTERNATIONAL BUSINESS MACHS | 66,620 | $8.1B | 0.28% | |
| 46 | AMZNAMAZON COM INC | 2,550 | $8.0B | 0.28% | |
| 47 | —NIO INC | 3,362,000 | $8.0B | 0.28% | |
| 48 | —GREENLIGHT CAP RE LTD | 9,300,000 | $7.6B | 0.26% | |
| 49 | BLMNBLOOMIN BRANDS INC | 500,000 | $7.6B | 0.26% | |
| 50 | RIG 0.5 01/30/23TRANSOCEAN INC | 40,331,000 | $7.6B | 0.26% | |
| 51 | —OMEROS CORP | 6,905,000 | $6.5B | 0.23% | |
| 52 | —TILRAY INC | 15,150,000 | $6.3B | 0.22% | |
| 53 | CCLCARNIVAL CORP | 414,100 | $6.3B | 0.22% | Put |
| 54 | GEGENERAL ELECTRIC CO | 1,000,000 | $6.2B | 0.21% | |
| 55 | XBISPDR SER TR | 55,000 | $6.1B | 0.21% | |
| 56 | DBDEUTSCHE BANK A G | 700,000 | $5.9B | 0.20% | |
| 57 | ENPHENPHASE ENERGY INC | 68,709 | $5.7B | 0.20% | |
| 58 | DALDELTA AIR LINES INC DEL | 170,000 | $5.2B | 0.18% | |
| 59 | XLISELECT SECTOR SPDR TR | 65,000 | $5.0B | 0.17% | |
| 60 | BYNDBEYOND MEAT INC | 30,000 | $5.0B | 0.17% | |
| 61 | STZCONSTELLATION BRANDS INC | 26,000 | $4.9B | 0.17% | |
| 62 | BDXBECTON DICKINSON & CO | 20,000 | $4.7B | 0.16% | |
| 63 | ATVIEURACTIVISION BLIZZARD INC | 50,000 | $4.0B | 0.14% | |
| 64 | BZUNBAOZUN INC | 115,400 | $3.7B | 0.13% | |
| 65 | RWT 5.625 07/15/24REDWOOD TR INC | 3,563,000 | $3.3B | 0.11% | |
| 66 | —SHIP FIN INTL LTD | 3,656,000 | $3.2B | 0.11% | |
| 67 | —CONTURA ENERGY INC | 434,904 | $3.2B | 0.11% | |
| 68 | —EAGLE BULK SHIPPING INC | 4,400,000 | $3.2B | 0.11% | |
| 69 | VSTMVERASTEM INC | 1,997,310 | $2.4B | 0.08% | |
| 70 | DHTDHT HOLDINGS INC | 407,943 | $2.1B | 0.07% | |
| 71 | XLESELECT SECTOR SPDR TR | 70,000 | $2.1B | 0.07% | |
| 72 | —ALLEGHENY TECHNOLOGIES INC | 2,000,000 | $2.1B | 0.07% | |
| 73 | PYPLPAYPAL HLDGS INC | 10,000 | $2.0B | 0.07% | |
| 74 | RWTREDWOOD TR INC | 250,000 | $1.9B | 0.06% | Put |
| 75 | APH1EURAPHRIA INC | 422,700 | $1.9B | 0.06% | Put |
| 76 | LUVSOUTHWEST AIRLS CO | 45,500 | $1.7B | 0.06% | |
| 77 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 2,500,000 | $1.6B | 0.06% | |
| 78 | EWZISHARES INC | 54,000 | $1.5B | 0.05% | |
| 79 | TWSTTWIST BIOSCIENCE CORP | 14,748 | $1.1B | 0.04% | |
| 80 | PENNPENN NATL GAMING INC | 10,000 | $727.0M | 0.03% | |
| 81 | GNWGENWORTH FINL INC | 200,000 | $670.0M | 0.02% | |
| 82 | —NIKOLA CORP | 30,000 | $614.0M | 0.02% | |
| 83 | TWOEURTWO HBRS INVT CORP | 100,000 | $509.0M | 0.02% | |
| 84 | UNITUNITI GROUP INC | 44,661 | $470.0M | 0.02% | |
| 85 | ACBAURORA CANNABIS INC | 68,120 | $316.0M | 0.01% | Put |
| 86 | —MALLINCKRODT PUB LTD CO | 25,000 | $24.0M | 0.00% |