Graham Capital Management, L.P. Q1 2022 Filing
Filed May 16, 2022
Portfolio Value
$2.9T
Holdings
869
Report Date
Q1 2022
Filing Type
13F-HR
All Holdings (869 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 2,267,200 | $465.4B | 16.06% | Put |
| 2 | —GOGO INC | 52,634,000 | $167.6B | 5.78% | |
| 3 | SPYSPDR S&P 500 ETF TR | 325,000 | $146.8B | 5.07% | Call |
| 4 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 90,270,000 | $126.1B | 4.35% | |
| 5 | CCL 5.75 04/01/23CARNIVAL CORP | 59,374,000 | $124.6B | 4.30% | |
| 6 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 73,419,000 | $111.8B | 3.86% | |
| 7 | Z 0.75 09/01/24ZILLOW GROUP INC | 67,000,000 | $85.9B | 2.96% | |
| 8 | NVAX 3.75 02/01/23NOVAVAX INC | 80,038,000 | $85.5B | 2.95% | |
| 9 | OPK 4.5 02/15/25OPKO HEALTH INC | 52,702,000 | $62.3B | 2.15% | |
| 10 | SPWR 4 01/15/23SUNPOWER CORP | 45,225,000 | $52.4B | 1.81% | |
| 11 | DGDOLLAR GEN CORP NEW | 200,000 | $44.5B | 1.54% | |
| 12 | RIG 4 12/15/25 *TRANSOCEAN INC | 32,451,000 | $39.6B | 1.37% | |
| 13 | ASOACADEMY SPORTS & OUTDOORS IN | 1,000,206 | $39.4B | 1.36% | |
| 14 | XMESPDR SER TR | 625,000 | $38.3B | 1.32% | Call |
| 15 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $35.8B | 1.24% | |
| 16 | —GOPRO INC | 35,450,000 | $35.6B | 1.23% | |
| 17 | —PERSHING SQUARE TONTINE HLDG | 1,287,868 | $25.6B | 0.88% | |
| 18 | —TILRAY BRANDS INC | 25,507,000 | $24.5B | 0.85% | |
| 19 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 23,866,000 | $24.5B | 0.85% | |
| 20 | EWZISHARES INC | 607,550 | $23.0B | 0.79% | Call |
| 21 | —PRECIGEN INC | 26,501,000 | $21.5B | 0.74% | |
| 22 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 21,522,000 | $21.1B | 0.73% | |
| 23 | TRVCCITIGROUP INC | 354,071 | $18.9B | 0.65% | |
| 24 | CMECME GROUP INC | 79,141 | $18.8B | 0.65% | |
| 25 | MNKD 2.5 03/01/26MANNKIND CORP | 18,000,000 | $18.0B | 0.62% | |
| 26 | —ALLEGHENY TECHNOLOGIES INC | 9,500,000 | $17.7B | 0.61% | |
| 27 | TSLATESLA INC | 16,361 | $17.6B | 0.61% | |
| 28 | HYGISHARES TR | 212,300 | $17.5B | 0.60% | |
| 29 | TIPISHARES TR | 123,600 | $15.4B | 0.53% | |
| 30 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 13,550,000 | $14.9B | 0.51% | |
| 31 | ABNBAIRBNB INC | 85,461 | $14.7B | 0.51% | |
| 32 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,453,353 | $14.5B | 0.50% | |
| 33 | CCIVGBPLUCID GROUP INC | 551,800 | $14.0B | 0.48% | Put |
| 34 | METAMETA PLATFORMS INC | 60,819 | $13.5B | 0.47% | |
| 35 | GMGENERAL MTRS CO | 301,757 | $13.2B | 0.46% | |
| 36 | LNGCHENIERE ENERGY INC | 80,490 | $11.2B | 0.39% | |
| 37 | ENPHENPHASE ENERGY INC | 53,679 | $10.8B | 0.37% | |
| 38 | OMER 5.25 02/15/26OMEROS CORP | 14,500,000 | $10.8B | 0.37% | |
| 39 | VTVVANGUARD INDEX FDS | 70,000 | $10.3B | 0.36% | |
| 40 | XBISPDR SER TR | 93,000 | $8.4B | 0.29% | |
| 41 | —GREENLIGHT CAP RE LTD | 8,300,000 | $7.9B | 0.27% | |
| 42 | ABRARBOR REALTY TRUST INC | 437,285 | $7.5B | 0.26% | |
| 43 | ZIONZIONS BANCORPORATION N A | 113,108 | $7.4B | 0.26% | |
| 44 | ICLNISHARES TR | 330,000 | $7.1B | 0.25% | |
| 45 | HRUSDHEALTHCARE RLTY TR | 253,864 | $7.0B | 0.24% | |
| 46 | —SOCIAL CAPITAL HEDOSOPHA HLD | 612,972 | $6.2B | 0.21% | |
| 47 | SSRMSSR MNG INC | 274,471 | $6.0B | 0.21% | |
| 48 | AGREURAVANGRID INC | 126,721 | $5.9B | 0.20% | |
| 49 | THOTHOR INDS INC | 73,200 | $5.8B | 0.20% | |
| 50 | LMTLOCKHEED MARTIN CORP | 13,034 | $5.8B | 0.20% | |
| 51 | SENS 5.25 02/01/23SENSEONICS HLDGS INC | 5,700,000 | $5.7B | 0.20% | |
| 52 | CCOCAMECO CORP | 196,018 | $5.7B | 0.20% | |
| 53 | AMZNAMAZON COM INC | 1,723 | $5.6B | 0.19% | |
| 54 | BEBLOOM ENERGY CORP | 231,217 | $5.6B | 0.19% | |
| 55 | BBIOBRIDGEBIO PHARMA INC | 544,212 | $5.5B | 0.19% | |
| 56 | 0C3ENDEAVOR GROUP HLDGS INC | 182,426 | $5.4B | 0.19% | |
| 57 | XIFRNEXTERA ENERGY PARTNERS LP | 64,541 | $5.4B | 0.19% | |
| 58 | GHGUARDANT HEALTH INC | 78,361 | $5.2B | 0.18% | |
| 59 | JPMJPMORGAN CHASE & CO | 36,374 | $5.0B | 0.17% | |
| 60 | CPECALLON PETE CO DEL | 81,162 | $4.8B | 0.17% | |
| 61 | PYPLPAYPAL HLDGS INC | 40,000 | $4.6B | 0.16% | |
| 62 | ONON SEMICONDUCTOR CORP | 72,625 | $4.5B | 0.16% | |
| 63 | OWLBLUE OWL CAPITAL INC | 341,860 | $4.3B | 0.15% | |
| 64 | SGFYGBPSIGNIFY HEALTH INC | 238,475 | $4.3B | 0.15% | |
| 65 | AXSMAXSOME THERAPEUTICS INC | 101,851 | $4.2B | 0.15% | |
| 66 | GOOGLALPHABET INC | 1,506 | $4.2B | 0.14% | |
| 67 | MACMACERICH CO | 260,460 | $4.1B | 0.14% | |
| 68 | VTNRUSDVERTEX ENERGY INC | 401,300 | $4.0B | 0.14% | Put |
| 69 | AVGOBROADCOM INC | 6,150 | $3.9B | 0.13% | |
| 70 | BHPBHP GROUP LTD | 50,000 | $3.9B | 0.13% | |
| 71 | XLFSELECT SECTOR SPDR TR | 100,000 | $3.8B | 0.13% | |
| 72 | AMDADVANCED MICRO DEVICES INC | 34,064 | $3.7B | 0.13% | |
| 73 | EXECHESAPEAKE ENERGY CORP | 42,396 | $3.7B | 0.13% | |
| 74 | GSGOLDMAN SACHS GROUP INC | 11,145 | $3.7B | 0.13% | |
| 75 | ACNACCENTURE PLC IRELAND | 10,835 | $3.7B | 0.13% | |
| 76 | CWKCUSHMAN WAKEFIELD PLC | 175,462 | $3.6B | 0.12% | |
| 77 | DEIDOUGLAS EMMETT INC | 106,783 | $3.6B | 0.12% | |
| 78 | ADMARCHER DANIELS MIDLAND CO | 37,136 | $3.4B | 0.12% | |
| 79 | NTRNUTRIEN LTD | 32,171 | $3.3B | 0.12% | |
| 80 | NXPINXP SEMICONDUCTORS N V | 17,846 | $3.3B | 0.11% | |
| 81 | JETSETF SER SOLUTIONS | 150,000 | $3.3B | 0.11% | |
| 82 | GOOGALPHABET INC | 1,139 | $3.2B | 0.11% | |
| 83 | QCOMQUALCOMM INC | 20,181 | $3.1B | 0.11% | |
| 84 | MSFTMICROSOFT CORP | 9,924 | $3.1B | 0.11% | |
| 85 | NMRKNEWMARK GROUP INC | 191,793 | $3.1B | 0.11% | |
| 86 | ADIANALOG DEVICES INC | 18,210 | $3.0B | 0.10% | |
| 87 | KREFKKR REAL ESTATE FIN TR INC | 145,246 | $3.0B | 0.10% | |
| 88 | —DANIMER SCIENTIFIC INC | 500,000 | $2.9B | 0.10% | |
| 89 | RDNRADIAN GROUP INC | 130,642 | $2.9B | 0.10% | |
| 90 | SAFESAFEHOLD INC | 51,431 | $2.9B | 0.10% | |
| 91 | JBLJABIL INC | 44,937 | $2.8B | 0.10% | |
| 92 | BOOTBOOT BARN HLDGS INC | 28,709 | $2.7B | 0.09% | |
| 93 | SLABSILICON LABORATORIES INC | 18,069 | $2.7B | 0.09% | |
| 94 | ORCLORACLE CORP | 32,552 | $2.7B | 0.09% | |
| 95 | OXY/WSOCCIDENTAL PETE CORP | 75,000 | $2.6B | 0.09% | |
| 96 | NHINATIONAL HEALTH INVS INC | 44,761 | $2.6B | 0.09% | |
| 97 | MXLMAXLINEAR INC | 44,991 | $2.6B | 0.09% | |
| 98 | TQJSIGNATURE BK NEW YORK N Y | 8,944 | $2.6B | 0.09% | |
| 99 | KRKROGER CO | 44,649 | $2.6B | 0.09% | |
| 100 | DISDISNEY WALT CO | 18,624 | $2.6B | 0.09% |
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