Graham Capital Management, L.P. Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$2.5T

Holdings

972

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (972 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
1,311,700$222.1B8.99%Put
2
Z 0.75 09/01/24ZILLOW GROUP INC
120,450,000$125.9B5.10%
3
PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC
73,419,000$91.5B3.70%
485,038,000$85.4B3.46%
5
CCL 5.75 04/01/23CARNIVAL CORP
70,174,000$78.4B3.18%
6
MSTR 0.75 12/15/25MICROSTRATEGY INC
90,270,000$55.5B2.25%
7
OPK 4.5 02/15/25OPKO HEALTH INC
52,702,000$53.8B2.18%
8
SPWR 4 01/15/23SUNPOWER CORP
46,690,000$47.6B1.93%
9
DGDOLLAR GEN CORP NEW
160,875$39.5B1.60%
10
RIG 4 12/15/25 *TRANSOCEAN INC
34,451,000$34.4B1.39%
11
STWD 4.375 04/01/23STARWOOD PPTY TR INC
32,866,000$32.6B1.32%
12
GPRE 2.25 03/15/27GREEN PLAINS INC
28,800,000$32.3B1.31%
13
BACBK OF AMERICA CORP
1,000,000$31.1B1.26%Call
14
PERSHING SQUARE TONTINE HLDG
1,301,990$26.0B1.05%
15
TILRAY BRANDS INC
25,507,000$23.4B0.95%
16
ASOACADEMY SPORTS & OUTDOORS IN
625,263$22.2B0.90%
17
DVNDEVON ENERGY CORP NEW
383,375$21.1B0.86%
18
TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO
21,522,000$19.3B0.78%
19
PRECIGEN INC
24,001,000$19.1B0.78%
20
BTUPEABODY ENGR CORP
846,800$18.1B0.73%Put
21
MNKD 2.5 03/01/26MANNKIND CORP
18,000,000$17.8B0.72%
22
CMECME GROUP INC
82,897$17.0B0.69%
23
MSFTMICROSOFT CORP
65,219$16.8B0.68%
24
CGCCANOPY GROWTH CORP
5,294,500$15.1B0.61%Put
25
EWZISHARES INC
543,550$14.9B0.60%
26
MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT
13,550,000$13.8B0.56%
27
ENPHENPHASE ENERGY INC
68,532$13.4B0.54%
28
TSLATESLA INC
19,599$13.2B0.53%
29
GREENLIGHT CAP RE LTD
14,300,000$13.2B0.53%
30
CCIVGBPLUCID GROUP INC
756,800$13.0B0.53%Put
31
GMGENERAL MTRS CO
372,655$11.8B0.48%
32
DVAX 2.5 05/15/26DYNAVAX TECHNOLOGIES CORP
8,000,000$11.7B0.48%
33
IOVAIOVANCE BIOTHERAPEUTICS INC
968,506$10.7B0.43%
34
LNGCHENIERE ENERGY INC
79,851$10.6B0.43%
35
SOCIAL CAPITAL HEDOSOPHA HLD
1,056,910$10.5B0.42%
36
XLFSELECT SECTOR SPDR TR
320,000$10.1B0.41%
37
EWYISHARES INC
168,000$9.8B0.40%
38
LMTLOCKHEED MARTIN CORP
21,875$9.4B0.38%
39
ABNBAIRBNB INC
100,676$9.0B0.36%
40
HRUSDHEALTHCARE RLTY TR
319,094$8.7B0.35%
4114,500,000$8.1B0.33%
42
THOTHOR INDS INC
107,225$8.0B0.32%
43
AGREURAVANGRID INC
165,226$7.6B0.31%
44
IYTISHARES TR
35,500$7.6B0.31%
45
XHBSPDR SER TR
137,000$7.5B0.30%
4622,700,000$7.3B0.30%
47
MIGAMICROSTRATEGY INC
41,600$6.8B0.28%Put
48
SHAKSHAKE SHACK INC
162,313$6.4B0.26%
49
AMZNAMAZON COM INC
57,751$6.1B0.25%
50
ENVXENOVIX CORPORATION
669,034$6.0B0.24%
51
SENS 5.25 02/01/23SENSEONICS HLDGS INC
5,700,000$5.7B0.23%
52
PBFPBF ENERGY INC
195,307$5.7B0.23%
53
CHWYCHEWY INC
161,769$5.6B0.23%
54
LSCCLATTICE SEMICONDUCTOR CORP
109,506$5.3B0.22%
55
BEAMBEAM THERAPEUTICS INC
135,588$5.2B0.21%
56
NHINATIONAL HEALTH INVS INC
86,127$5.2B0.21%
57
ONON SEMICONDUCTOR CORP
102,084$5.1B0.21%
58
OKEONEOK INC NEW
91,635$5.1B0.21%
59
UNITUNITI GROUP INC
524,320$4.9B0.20%
60
ATDALLEGHENY TECHNOLOGIES INC
213,270$4.8B0.20%
61
JPMJPMORGAN CHASE & CO
42,739$4.8B0.19%
62
SMTCSEMTECH CORP
84,346$4.6B0.19%
63
CCOCAMECO CORP
218,298$4.6B0.19%
64
LUMNLUMEN TECHNOLOGIES INC
420,451$4.6B0.19%
65
TMOTHERMO FISHER SCIENTIFIC INC
8,441$4.6B0.19%
66
SPAQUSDFISKER INC
526,300$4.5B0.18%Put
67
PTONPELOTON INTERACTIVE INC
488,368$4.5B0.18%
68
NXPINXP SEMICONDUCTORS N V
29,800$4.4B0.18%
69
TSAACI WORLDWIDE INC
169,242$4.4B0.18%
70
0C3ENDEAVOR GROUP HLDGS INC
211,779$4.4B0.18%
71
LXPUSDLXP INDUSTRIAL TRUST
400,708$4.3B0.17%
72
NEOGNEOGEN CORP
175,536$4.2B0.17%
73
RKLBROCKET LAB USA INC
1,096,257$4.2B0.17%
74
OTLYOATLY GROUP AB
1,189,922$4.1B0.17%
75
ADMARCHER DANIELS MIDLAND CO
53,059$4.1B0.17%
76
MUMICRON TECHNOLOGY INC
74,282$4.1B0.17%
77
CBRECBRE GROUP INC
54,761$4.0B0.16%
78
VRTXVERTEX PHARMACEUTICALS INC
14,283$4.0B0.16%
79
UNVREURUNIVAR SOLUTIONS INC
161,341$4.0B0.16%
80
EEMISHARES TR
100,000$4.0B0.16%
81
XBISPDR SER TR
53,000$3.9B0.16%
82
BBIOBRIDGEBIO PHARMA INC
430,271$3.9B0.16%
83
ADIANALOG DEVICES INC
26,228$3.8B0.16%
84
ICLNISHARES TR
200,000$3.8B0.15%
85
AMDADVANCED MICRO DEVICES INC
49,431$3.8B0.15%
86
SHLSSHOALS TECHNOLOGIES GROUP IN
229,108$3.8B0.15%
87
ATGEADTALEM GLOBAL ED INC
104,762$3.8B0.15%
88
TALOTALOS ENERGY INC
242,197$3.7B0.15%
89
PXDEURPIONEER NAT RES CO
16,380$3.7B0.15%
90
RNGRINGCENTRAL INC
69,093$3.6B0.15%
91
ORCLORACLE CORP
51,531$3.6B0.15%
92
MMM3M CO
27,711$3.6B0.15%
93
FANGDIAMONDBACK ENERGY INC
29,100$3.5B0.14%
94
FDSFACTSET RESH SYS INC
8,944$3.4B0.14%
95
PINCPREMIER INC
95,043$3.4B0.14%
96
CDNSCADENCE DESIGN SYSTEM INC
22,583$3.4B0.14%
97
MCHPMICROCHIP TECHNOLOGY INC.
58,295$3.4B0.14%
98
NTSTNETSTREIT CORP
179,284$3.4B0.14%
99
FLT1EURFLEETCOR TECHNOLOGIES INC
16,004$3.4B0.14%
100
GOOGALPHABET INC
1,512$3.3B0.13%
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