Graham Capital Management, L.P. Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$1.9T

Holdings

114

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (114 positions)

#StockSharesValue% PortfolioType
1
CLEVELAND-CLIFFS INC NEW
54,693,000$152.8B8.00%
265,636,000$117.2B6.14%
3
ARANTERO RESOURCES CORP
7,577,478$113.9B5.96%Call
4
GOGO INC
52,594,000$102.2B5.35%
5
PENN 2.75 05/15/26PENN NATL GAMING INC
22,512,000$75.3B3.94%
6
PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC
47,922,000$63.8B3.34%
7
SPWR 4 01/15/23SUNPOWER CORP
43,328,000$61.6B3.23%
8
RIG 4 12/15/25 *TRANSOCEAN INC
51,451,000$61.3B3.21%
9
OPK 4.5 02/15/25OPKO HEALTH INC
41,545,000$53.9B2.82%
10
BLACKSTONE MTG TR INC
49,610,000$50.5B2.64%
11
XOPSPDR SER TR
514,000$49.7B2.60%Call
12
GPRE 2.25 03/15/27GREEN PLAINS INC
36,500,000$47.2B2.47%
13
GOPRO INC
35,450,000$45.8B2.40%
14
FIRST MAJESTIC SILVER CORP
25,100,000$41.8B2.19%
15
DGDOLLAR GEN CORP NEW
190,000$41.1B2.15%
16
GOLAR LNG LTD
35,216,000$34.9B1.83%
17
ASOACADEMY SPORTS & OUTDOORS IN
833,333$34.4B1.80%
18
TWO 6.25 01/15/26TWO HBRS INVT CORP
28,889,000$31.7B1.66%
19
OMEROS CORP
27,005,000$30.0B1.57%
20
SOCIAL CAPITAL HEDOSOPHA HLD
2,642,000$26.9B1.41%
21
STWD 4.375 04/01/23STARWOOD PPTY TR INC
23,839,000$25.7B1.35%
22
INTREXON CORP
29,700,000$25.6B1.34%
2322,500,000$25.2B1.32%
24
PRETIUM RES INC
25,018,000$25.2B1.32%
25
GS ACQUISITION HLDGS CORP II
2,346,161$24.4B1.28%
26
UAUNDER ARMOUR INC
1,308,387$24.3B1.27%
27
EQTEQT CORP
1,042,877$23.2B1.22%
28
AJAX I
1,923,475$19.2B1.00%
29
PERSHING SQUARE TONTINE HLDG
840,871$19.1B1.00%
30
CMECME GROUP INC
75,000$16.0B0.83%
31
SOCIAL CAPITAL HEDOSOPHA HLD
1,464,000$15.2B0.80%
32
ARBOR REALTY TRUST INC
14,000,000$15.2B0.80%
33
ALLEGHENY TECHNOLOGIES INC
9,500,000$15.1B0.79%
34
CNX 2.25 05/01/26CNX RES CORP
11,000,000$14.3B0.75%
35
AMCAMC ENTMT HLDGS INC
250,050$14.2B0.74%
36
NIONIO INC
259,407$13.8B0.72%
37
JNJJOHNSON & JOHNSON
75,000$12.4B0.65%
38
BDXBECTON DICKINSON & CO
50,000$12.2B0.64%
39
DYCOM INDS INC
12,054,000$12.1B0.63%
40
ROKUROKU INC
23,429$10.8B0.56%
41
BCCCGLOBAL X FDS
400,000$10.3B0.54%
42
XLISELECT SECTOR SPDR TR
100,000$10.2B0.54%
43
XYZSQUARE INC
39,114$9.5B0.50%
44
PYPLPAYPAL HLDGS INC
32,233$9.4B0.49%
45
GDXVANECK VECTORS ETF TR
250,000$8.5B0.44%
46
XMESPDR SER TR
191,292$8.2B0.43%
47
TSLATESLA INC
11,929$8.1B0.42%
48
GREENLIGHT CAP RE LTD
8,300,000$7.9B0.42%
49
ZZILLOW GROUP INC
62,631$7.7B0.40%
50
CNXCNX RES CORP
529,692$7.2B0.38%
51
TIPISHARES TR
55,100$7.1B0.37%
52
CYHCOMMUNITY HEALTH SYS INC NEW
452,874$7.0B0.37%
53
XLFSELECT SECTOR SPDR TR
185,000$6.8B0.36%
54
NVDANVIDIA CORPORATION
8,310$6.6B0.35%
55
RUNSUNRUN INC
117,182$6.5B0.34%
56
BABOEING CO
27,235$6.5B0.34%
57
TSMTAIWAN SEMICONDUCTOR MFG LTD
52,275$6.3B0.33%
58
ACBAURORA CANNABIS INC
680,158$6.1B0.32%Put
59
CPECALLON PETE CO DEL
102,812$5.9B0.31%
60
EWZISHARES INC
145,000$5.9B0.31%
61
NEENEXTERA ENERGY INC
80,000$5.9B0.31%
62
DANIMER SCIENTIFIC INC
217,500$5.4B0.29%
63
MSFTMICROSOFT CORP
20,000$5.4B0.28%
64
LYVLIVE NATION ENTERTAINMENT IN
60,000$5.3B0.28%
65
RBLXROBLOX CORP
55,320$5.0B0.26%
66
SICPQSILVERGATE CAP CORP
43,000$4.9B0.26%
67
EMBISHARES TR
42,800$4.8B0.25%
68
SCORPIO TANKERS INC
4,762,000$4.8B0.25%
69
JPMJPMORGAN CHASE & CO
30,000$4.7B0.24%
70
DOCUDOCUSIGN INC
16,552$4.6B0.24%
71
PINSPINTEREST INC
58,507$4.6B0.24%
72
ATDALLEGHENY TECHNOLOGIES INC
219,131$4.6B0.24%
73
ACTCUSDPROTERRA INC
259,503$4.4B0.23%
74
SEDGSOLAREDGE TECHNOLOGIES INC
15,870$4.4B0.23%
75
TWTRUSDTWITTER INC
60,000$4.1B0.22%
76
MIGAMICROSTRATEGY INC
6,194$4.1B0.22%
77
NNDMNANO DIMENSION LTD
496,343$4.1B0.21%
78
LCLENDINGCLUB CORP
223,204$4.0B0.21%
79
CATCATERPILLAR INC
18,178$4.0B0.21%
80
PLLPIEDMONT LITHIUM INC
50,383$3.9B0.21%
81
JETSETF SER SOLUTIONS
150,000$3.6B0.19%
82
ENPHENPHASE ENERGY INC
19,380$3.6B0.19%
83
ICEINTERCONTINENTAL EXCHANGE IN
29,490$3.5B0.18%
84
EXPEEXPEDIA GROUP INC
19,894$3.3B0.17%
85
UUNITY SOFTWARE INC
29,311$3.2B0.17%
86
OPENOPENDOOR TECHNOLOGIES INC
171,359$3.0B0.16%
87
LQDISHARES TR
22,100$3.0B0.16%
88
GEGENERAL ELECTRIC CO
217,942$2.9B0.15%
89
SABRSABRE CORP
230,649$2.9B0.15%
90
LAC1EURLITHIUM AMERS CORP NEW
186,942$2.8B0.15%
91
XLKSELECT SECTOR SPDR TR
18,100$2.7B0.14%
92
XLVSELECT SECTOR SPDR TR
21,000$2.6B0.14%
93
CCOCAMECO CORP
136,224$2.6B0.14%
94
NVTA1EURINVITAE CORP
72,292$2.4B0.13%
95
MARMARRIOTT INTL INC NEW
17,060$2.3B0.12%
96
SPWRQSUNPOWER CORP
70,806$2.1B0.11%
97
BFLYBUTTERFLY NETWORK INC
128,299$1.9B0.10%
98
SONOSONOS INC
48,660$1.7B0.09%
99
RRCRANGE RES CORP
92,412$1.5B0.08%
100
REMXVANECK VECTORS ETF TR
18,000$1.5B0.08%
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