Graham Capital Management, L.P. Q4 2020 Filing
Filed February 16, 2021
Portfolio Value
$2.7T
Holdings
112
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (112 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 1,414,800 | $277.4B | 10.18% | Put |
| 2 | —NIO INC | 53,160,000 | $275.7B | 10.12% | |
| 3 | GQ9SPDR GOLD TR | 766,000 | $136.6B | 5.01% | Call |
| 4 | ZZILLOW GROUP INC | 842,257 | $109.3B | 4.01% | |
| 5 | TSLATESLA INC | 134,644 | $95.0B | 3.49% | |
| 6 | —CLEVELAND-CLIFFS INC NEW | 47,000,000 | $91.7B | 3.37% | |
| 7 | PENN 2.75 05/15/26PENN NATL GAMING INC | 24,000,000 | $90.7B | 3.33% | |
| 8 | SPYSPDR S&P 500 ETF TR | 220,000 | $82.3B | 3.02% | Call |
| 9 | —GOGO INC | 44,619,000 | $76.2B | 2.80% | |
| 10 | NIONIO INC | 1,472,300 | $71.8B | 2.63% | Put |
| 11 | SPWR 4 01/15/23SUNPOWER CORP | 50,933,000 | $65.8B | 2.41% | |
| 12 | NVAX 3.75 02/01/23NOVAVAX INC | 47,936,000 | $60.8B | 2.23% | |
| 13 | NDQINVESCO QQQ TR | 168,500 | $52.9B | 1.94% | Put |
| 14 | MMM3M CO | 300,000 | $52.4B | 1.92% | |
| 15 | NVDANVIDIA CORPORATION | 100,000 | $52.2B | 1.92% | |
| 16 | EMBISHARES TR | 425,000 | $49.3B | 1.81% | |
| 17 | OPK 4.5 02/15/25OPKO HEALTH INC | 38,545,000 | $48.7B | 1.79% | |
| 18 | EWZISHARES INC | 1,300,000 | $48.2B | 1.77% | Call |
| 19 | ROKUROKU INC | 125,000 | $41.5B | 1.52% | |
| 20 | MSFTMICROSOFT CORP | 178,940 | $39.8B | 1.46% | |
| 21 | EEMISHARES TR | 770,000 | $39.8B | 1.46% | Call |
| 22 | XOPSPDR SER TR | 645,000 | $37.7B | 1.38% | Call |
| 23 | CATCATERPILLAR INC | 180,000 | $32.8B | 1.20% | |
| 24 | —GOLAR LNG LTD | 33,821,000 | $30.7B | 1.13% | |
| 25 | HYGISHARES TR | 330,000 | $28.8B | 1.06% | |
| 26 | —PRETIUM RES INC | 26,518,000 | $28.3B | 1.04% | |
| 27 | —INTREXON CORP | 30,000,000 | $25.8B | 0.95% | |
| 28 | XYZSQUARE INC | 110,000 | $23.9B | 0.88% | |
| 29 | OMER 5.25 02/15/26OMEROS CORP | 21,000,000 | $22.5B | 0.83% | |
| 30 | —BLACKSTONE MTG TR INC | 22,212,000 | $22.3B | 0.82% | |
| 31 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 190,000 | $20.7B | 0.76% | |
| 32 | RIG 0.5 01/30/23TRANSOCEAN INC | 40,331,000 | $20.7B | 0.76% | |
| 33 | MARMARRIOTT INTL INC NEW | 150,000 | $19.8B | 0.73% | |
| 34 | BABOEING CO | 90,000 | $19.3B | 0.71% | |
| 35 | —SUNPOWER CORP | 17,931,000 | $18.4B | 0.67% | |
| 36 | RWT 5.75 10/01/25RWT HLDGS INC | 19,187,000 | $18.3B | 0.67% | |
| 37 | WLLWHITING PETE CORP NEW | 730,280 | $18.3B | 0.67% | |
| 38 | MIGAMICROSTRATEGY INC | 45,803 | $17.8B | 0.65% | |
| 39 | EXPEEXPEDIA GROUP INC | 133,333 | $17.7B | 0.65% | |
| 40 | —NIO INC | 3,362,000 | $17.4B | 0.64% | |
| 41 | SMHVANECK VECTORS ETF TR | 70,000 | $15.3B | 0.56% | |
| 42 | —FIRST MAJESTIC SILVER CORP | 10,000,000 | $14.8B | 0.54% | |
| 43 | —SHIP FINANCE INTERNATIONAL L | 14,877,000 | $14.6B | 0.54% | |
| 44 | WYWEYERHAEUSER CO MTN BE | 436,000 | $14.6B | 0.54% | |
| 45 | BALLBALL CORP | 150,000 | $14.0B | 0.51% | |
| 46 | CMECME GROUP INC | 75,000 | $13.7B | 0.50% | |
| 47 | —LONGVIEW ACQUISITION CORP | 624,814 | $12.4B | 0.45% | |
| 48 | —GOPRO INC | 10,500,000 | $12.0B | 0.44% | |
| 49 | GEGENERAL ELECTRIC CO | 1,100,000 | $11.9B | 0.44% | |
| 50 | BDXBECTON DICKINSON & CO | 45,064 | $11.3B | 0.41% | |
| 51 | DOCUDOCUSIGN INC | 50,000 | $11.1B | 0.41% | |
| 52 | —GREEN PLAINS INC | 11,460,000 | $11.0B | 0.40% | |
| 53 | —OMEROS CORP | 10,005,000 | $10.7B | 0.39% | |
| 54 | VVISA INC | 47,500 | $10.4B | 0.38% | |
| 55 | JPMJPMORGAN CHASE & CO | 80,000 | $10.2B | 0.37% | |
| 56 | VTVVANGUARD INDEX FDS | 84,370 | $10.0B | 0.37% | |
| 57 | FXIISHARES TR | 200,000 | $9.3B | 0.34% | Call |
| 58 | DALDELTA AIR LINES INC DEL | 225,000 | $9.0B | 0.33% | |
| 59 | —GREENLIGHT CAP RE LTD | 10,300,000 | $8.9B | 0.33% | |
| 60 | ICLNISHARES TR | 300,000 | $8.5B | 0.31% | |
| 61 | KOCOCA COLA CO | 150,000 | $8.2B | 0.30% | |
| 62 | BLMNBLOOMIN BRANDS INC | 416,889 | $8.1B | 0.30% | |
| 63 | SEDGSOLAREDGE TECHNOLOGIES INC | 25,000 | $8.0B | 0.29% | |
| 64 | PMT 5.5 11/01/24PENNYMAC CORP | 7,990,000 | $7.9B | 0.29% | |
| 65 | ACBAURORA CANNABIS INC | 931,462 | $7.7B | 0.28% | Put |
| 66 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 5,000,000 | $7.3B | 0.27% | |
| 67 | TANINVESCO EXCH TRADED FD TR II | 68,800 | $7.1B | 0.26% | |
| 68 | ENPHENPHASE ENERGY INC | 39,500 | $6.9B | 0.25% | |
| 69 | GDXVANECK VECTORS ETF TR | 180,000 | $6.5B | 0.24% | |
| 70 | LUVSOUTHWEST AIRLS CO | 136,800 | $6.4B | 0.23% | |
| 71 | HSTHOST HOTELS & RESORTS INC | 429,715 | $6.3B | 0.23% | |
| 72 | —ALLEGHENY TECHNOLOGIES INC | 4,500,000 | $6.2B | 0.23% | |
| 73 | —DYCOM INDS INC | 5,800,000 | $6.0B | 0.22% | |
| 74 | ICEINTERCONTINENTAL EXCHANGE IN | 50,000 | $5.8B | 0.21% | |
| 75 | TALOTALOS ENERGY INC | 675,317 | $5.6B | 0.20% | |
| 76 | EWWISHARES INC | 113,122 | $4.9B | 0.18% | |
| 77 | PYPLPAYPAL HLDGS INC | 20,000 | $4.7B | 0.17% | |
| 78 | ATVIEURACTIVISION BLIZZARD INC | 50,000 | $4.6B | 0.17% | |
| 79 | NVTA1EURINVITAE CORP | 101,649 | $4.2B | 0.16% | |
| 80 | DGDOLLAR GEN CORP NEW | 20,000 | $4.2B | 0.15% | |
| 81 | NVV1NOVAVAX INC | 37,562 | $4.2B | 0.15% | |
| 82 | —CONTURA ENERGY INC | 367,479 | $4.2B | 0.15% | |
| 83 | LAC1EURLITHIUM AMERS CORP NEW | 330,000 | $4.1B | 0.15% | |
| 84 | VSTMVERASTEM INC | 1,866,687 | $4.0B | 0.15% | |
| 85 | —PIEDMONT LITHIUM LTD | 145,272 | $3.9B | 0.14% | |
| 86 | IBMINTERNATIONAL BUSINESS MACHS | 30,000 | $3.8B | 0.14% | |
| 87 | —EAGLE BULK SHIPPING INC | 4,400,000 | $3.6B | 0.13% | |
| 88 | RWT 5.625 07/15/24REDWOOD TR INC | 3,563,000 | $3.4B | 0.12% | |
| 89 | —SHIP FIN INTL LTD | 3,656,000 | $3.3B | 0.12% | |
| 90 | NNDMNANO DIMENSION LTD | 300,000 | $2.7B | 0.10% | |
| 91 | TWTRUSDTWITTER INC | 50,000 | $2.7B | 0.10% | |
| 92 | CCLCARNIVAL CORP | 116,653 | $2.5B | 0.09% | |
| 93 | EWHISHARES INC | 100,000 | $2.5B | 0.09% | |
| 94 | OPENOPENDOOR TECHNOLOGIES INC | 106,360 | $2.4B | 0.09% | |
| 95 | LCLENDINGCLUB CORP | 208,000 | $2.2B | 0.08% | |
| 96 | ATDALLEGHENY TECHNOLOGIES INC | 118,781 | $2.0B | 0.07% | |
| 97 | CRCCALIFORNIA RES CORP | 82,162 | $1.9B | 0.07% | |
| 98 | SICPQSILVERGATE CAP CORP | 25,000 | $1.9B | 0.07% | |
| 99 | TLRYEURTILRAY INC | 193,190 | $1.6B | 0.06% | |
| 100 | AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC | 2,500,000 | $1.5B | 0.05% |
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