13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2020-09-30, filed 2020-11-16, with 88 holding rows worth $2,903,493,000.
- Accession
- 0001567619-20-019656
- Filer
- CIK 1315421
- Filed
- 2020-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2020
A holdings report, 88 entries on the cover page, a total value of $2,903,493,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,903,493,000 with VALUE read as thousands by filing date, 13F file number 028-11610. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 77,329,000 | $460,349,000 | thousands by filing date | principal |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 51,250,000 | $335,297,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,266,000 | $224,233,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 625,000 | $173,650,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000,000 | $149,790,000 | thousands by filing date | put |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 74,787,000 | $144,631,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 5,650,000 | $135,995,000 | thousands by filing date | call |
| NIO INC | 62914VAB2 | NOTE 4.500% 2/0 | 50,960,000 | $121,386,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,200,000 | $96,998,000 | thousands by filing date | call |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 2,000,000 | $84,140,000 | thousands by filing date | call |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 24,000,000 | $77,284,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 47,936,000 | $57,429,000 | thousands by filing date | principal |
| NIO INC SPON ADS | 62914V106 | ADR | 2,425,000 | $51,458,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 300,000 | $48,054,000 | thousands by filing date | |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 1,108,846 | $46,649,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 210,000 | $44,169,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 31,045,000 | $36,662,000 | thousands by filing date | principal |
| Boeing Company | 097023105 | COM | 200,000 | $33,052,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 180,000 | $26,847,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 34,500,000 | $26,593,000 | thousands by filing date | principal |
| GOGO INC | 38046CAD1 | NOTE 6.000% 5/1 | 15,459,000 | $24,713,000 | thousands by filing date | principal |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 250,000 | $23,145,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 550,000 | $21,664,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 22,212,000 | $21,412,000 | thousands by filing date | principal |
| Visa Inc | 92826C839 | COM | 95,000 | $18,997,000 | thousands by filing date | |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 750,000 | $18,675,000 | thousands by filing date | call |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 200,000 | $18,338,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 30,000 | $16,236,000 | thousands by filing date | |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 14,500,000 | $15,006,000 | thousands by filing date | principal |
| SFL CORPORATION LTD | G81075AF3 | NOTE 5.750%10/1 | 14,877,000 | $14,671,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 150,000 | $14,440,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 33,584 | $14,407,000 | thousands by filing date | |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 16,000,000 | $13,709,000 | thousands by filing date | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 9,700,000 | $12,665,000 | thousands by filing date | principal |
| WHITING PETROLEUM CORP | 966387508 | COMMON STOCK | 729,344 | $12,610,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 75,000 | $12,548,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 150,000 | $12,468,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 400,000 | $11,408,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 110,000 | $11,174,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 28,000,000 | $11,025,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 13,500,000 | $10,935,000 | thousands by filing date | principal |
| TALOS ENERGY INC | 87484T108 | COM | 1,603,571 | $10,343,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 100,000 | $10,074,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 200,000 | $9,874,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 205,000 | $9,122,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 66,620 | $8,105,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 2,550 | $8,029,000 | thousands by filing date | |
| NIO INC | G6525FAA0 | DEBT 4.500% 2/0 | 3,362,000 | $8,008,000 | thousands by filing date | principal |
| GREENLIGHT CAPITAL RE LTD | 395366AB3 | CONVERTIBLE BOND | 9,300,000 | $7,641,000 | thousands by filing date | principal |
| BLOOMIN BRANDS INC | 094235108 | COM | 500,000 | $7,635,000 | thousands by filing date | |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 40,331,000 | $7,599,000 | thousands by filing date | principal |
| Omeros Corp | 682143AE2 | NOTE 6.250%11/1 | 6,905,000 | $6,533,000 | thousands by filing date | principal |
| TILRAY BRANDS INC | 88688TAB6 | NOTE 5.000%10/0 | 15,150,000 | $6,312,000 | thousands by filing date | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 414,100 | $6,286,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 1,000,000 | $6,230,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 55,000 | $6,128,000 | thousands by filing date | |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 700,000 | $5,880,000 | thousands by filing date | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 68,709 | $5,674,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 170,000 | $5,198,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 65,000 | $5,003,000 | thousands by filing date | |
| BEYOND MEAT INC | 08862E109 | COM | 30,000 | $4,981,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 26,000 | $4,927,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 20,000 | $4,653,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 50,000 | $4,047,000 | thousands by filing date | |
| BAOZUN INC ADR | 06684L103 | SPONSORED ADR | 115,400 | $3,749,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AD7 | BOND | 3,563,000 | $3,260,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 3,656,000 | $3,184,000 | thousands by filing date | principal |
| CONTURA ENERGY INC | 21241B100 | COM | 434,904 | $3,183,000 | thousands by filing date | |
| Eagle Bulk Shipping Inc | 269442AB5 | CV | 4,400,000 | $3,157,000 | thousands by filing date | principal |
| VERASTEM INC | 92337C104 | COM | 1,997,310 | $2,416,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 407,943 | $2,104,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 70,000 | $2,096,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 2,000,000 | $2,063,000 | thousands by filing date | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 10,000 | $1,970,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075402 | COM | 250,000 | $1,880,000 | thousands by filing date | put |
| APHRIA INC | 03765K104 | COM | 422,700 | $1,876,000 | thousands by filing date | put |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 45,500 | $1,706,000 | thousands by filing date | |
| ACCELERATE DIAGNOSTICS INC | 00430HAB8 | NOTE 2.500% 3/1 | 2,500,000 | $1,597,000 | thousands by filing date | principal |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 54,000 | $1,493,000 | thousands by filing date | |
| TWIST BIOSCIENCE CORP | 90184D100 | COM | 14,748 | $1,120,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 10,000 | $727,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 200,000 | $670,000 | thousands by filing date | |
| NIKOLA CORP | 654110105 | COM | 30,000 | $614,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B408 | COM NEW | 100,000 | $509,000 | thousands by filing date | |
| UNITI GROUP INC | 91325V108 | COM | 44,661 | $470,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 68,120 | $316,000 | thousands by filing date | put |
| WHITING PETROLEUM CORP | 966387508 | COMMON STOCK | 6,691 | $115,000 | thousands by filing date | put |
| Mallinckrodt Plc | G5785G107 | SHS | 25,000 | $24,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-20-019656 | this filing | 2020-11-16 | acceptance time not in the bulk data set |