Graham Capital Management, L.P. Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$2.0T
Holdings
104
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (104 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 1,003,000 | $219.4B | 11.17% | Put |
| 2 | —GOGO INC | 52,594,000 | $153.6B | 7.82% | |
| 3 | —CLEVELAND-CLIFFS INC NEW | 54,693,000 | $140.4B | 7.14% | |
| 4 | NVAX 3.75 02/01/23NOVAVAX INC | 69,636,000 | $120.8B | 6.15% | |
| 5 | ARANTERO RESOURCES CORP | 5,613,713 | $105.6B | 5.37% | Call |
| 6 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 68,682,000 | $89.9B | 4.58% | |
| 7 | RIG 4 12/15/25 *TRANSOCEAN INC | 51,451,000 | $56.3B | 2.87% | |
| 8 | PENNPENN NATL GAMING INC | 741,447 | $53.7B | 2.73% | |
| 9 | GPRE 2.25 03/15/27GREEN PLAINS INC | 42,000,000 | $53.6B | 2.73% | |
| 10 | OPK 4.5 02/15/25OPKO HEALTH INC | 41,545,000 | $51.6B | 2.63% | |
| 11 | —BLACKSTONE MORTGAGE TRUST IN | 49,610,000 | $50.2B | 2.56% | |
| 12 | —FIRST MAJESTIC SILVER CORP | 37,067,000 | $48.2B | 2.45% | |
| 13 | DGDOLLAR GEN CORP NEW | 220,000 | $46.7B | 2.38% | |
| 14 | SPWR 4 01/15/23SUNPOWER CORP | 36,828,000 | $45.6B | 2.32% | |
| 15 | XLFSELECT SECTOR SPDR TR | 1,141,400 | $42.8B | 2.18% | Put |
| 16 | —GOPRO INC | 35,450,000 | $41.0B | 2.09% | |
| 17 | ASOACADEMY SPORTS & OUTDOORS IN | 938,333 | $37.6B | 1.91% | |
| 18 | —GOLAR LNG LTD | 35,216,000 | $35.0B | 1.78% | |
| 19 | TWO 6.25 01/15/26TWO HBRS INVT CORP | 28,889,000 | $29.8B | 1.52% | |
| 20 | —OMEROS CORP | 27,005,000 | $29.1B | 1.48% | |
| 21 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 23,950,000 | $25.3B | 1.29% | |
| 22 | —PRETIUM RES INC | 25,018,000 | $25.1B | 1.28% | |
| 23 | —INTREXON CORP | 29,700,000 | $24.9B | 1.27% | |
| 24 | OMER 5.25 02/15/26OMEROS CORP | 22,500,000 | $24.1B | 1.23% | |
| 25 | JETSETF SER SOLUTIONS | 1,000,000 | $23.6B | 1.20% | Call |
| 26 | —SOCIAL CAPITAL HEDOSOPHA HLD | 2,261,200 | $23.0B | 1.17% | |
| 27 | EQTEQT CORP | 982,987 | $20.1B | 1.02% | |
| 28 | —PERSHING SQUARE TONTINE HLDG | 840,871 | $16.6B | 0.84% | |
| 29 | —ARBOR REALTY TRUST INC | 14,000,000 | $15.7B | 0.80% | |
| 30 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,464,000 | $14.8B | 0.75% | |
| 31 | CMECME GROUP INC | 75,000 | $14.5B | 0.74% | |
| 32 | CNXCNX RES CORP | 1,131,849 | $14.3B | 0.73% | |
| 33 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 11,050,000 | $13.7B | 0.69% | |
| 34 | UAUNDER ARMOUR INC | 756,122 | $13.2B | 0.67% | |
| 35 | TIPISHARES TR | 98,400 | $12.6B | 0.64% | |
| 36 | —ALLEGHENY TECHNOLOGIES INC | 9,500,000 | $12.4B | 0.63% | |
| 37 | NVV1NOVAVAX INC | 50,000 | $10.4B | 0.53% | Put |
| 38 | —GS ACQUISITION HLDGS CORP II | 986,116 | $10.1B | 0.51% | |
| 39 | TSLATESLA INC | 12,901 | $10.0B | 0.51% | |
| 40 | NIONIO INC | 259,407 | $9.2B | 0.47% | |
| 41 | SPWRQSUNPOWER CORP | 381,795 | $8.7B | 0.44% | Put |
| 42 | —GREENLIGHT CAP RE LTD | 8,300,000 | $7.9B | 0.40% | |
| 43 | CVNACARVANA CO | 23,818 | $7.2B | 0.37% | |
| 44 | ATDALLEGHENY TECHNOLOGIES INC | 404,008 | $6.7B | 0.34% | |
| 45 | LILI AUTO INC | 247,600 | $6.5B | 0.33% | Put |
| 46 | XYZSQUARE INC | 24,852 | $6.0B | 0.30% | |
| 47 | PYPLPAYPAL HLDGS INC | 21,462 | $5.6B | 0.28% | |
| 48 | VTVVANGUARD INDEX FDS | 40,000 | $5.4B | 0.28% | |
| 49 | LQDISHARES TR | 40,600 | $5.4B | 0.27% | |
| 50 | CYHCOMMUNITY HEALTH SYS INC NEW | 452,874 | $5.3B | 0.27% | |
| 51 | ROKUROKU INC | 16,587 | $5.2B | 0.26% | |
| 52 | —SCORPIO TANKERS INC | 4,762,000 | $4.7B | 0.24% | |
| 53 | TLRYEURTILRAY INC | 409,866 | $4.6B | 0.24% | |
| 54 | RBLXROBLOX CORP | 55,320 | $4.2B | 0.21% | |
| 55 | ZZILLOW GROUP INC | 46,236 | $4.1B | 0.21% | |
| 56 | INDAISHARES TR | 79,400 | $3.9B | 0.20% | |
| 57 | LCLENDINGCLUB CORP | 133,999 | $3.8B | 0.19% | |
| 58 | SICPQSILVERGATE CAP CORP | 32,040 | $3.7B | 0.19% | |
| 59 | ABNBAIRBNB INC | 21,232 | $3.6B | 0.18% | |
| 60 | ACBAURORA CANNABIS INC | 511,280 | $3.5B | 0.18% | Put |
| 61 | SEDGSOLAREDGE TECHNOLOGIES INC | 12,763 | $3.4B | 0.17% | |
| 62 | MRNAMODERNA INC | 8,797 | $3.4B | 0.17% | |
| 63 | GSMFERROGLOBE PLC | 379,421 | $3.3B | 0.17% | |
| 64 | RUNSUNRUN INC | 74,998 | $3.3B | 0.17% | |
| 65 | TWTRUSDTWITTER INC | 53,773 | $3.2B | 0.17% | |
| 66 | CCOCAMECO CORP | 136,224 | $3.0B | 0.15% | |
| 67 | UUNITY SOFTWARE INC | 23,125 | $2.9B | 0.15% | |
| 68 | OPENOPENDOOR TECHNOLOGIES INC | 135,194 | $2.8B | 0.14% | |
| 69 | NVDANVIDIA CORPORATION | 12,141 | $2.5B | 0.13% | |
| 70 | ENPHENPHASE ENERGY INC | 16,574 | $2.5B | 0.13% | |
| 71 | PLTRPALANTIR TECHNOLOGIES INC | 100,837 | $2.4B | 0.12% | |
| 72 | —DANIMER SCIENTIFIC INC | 147,441 | $2.4B | 0.12% | |
| 73 | DOCUDOCUSIGN INC | 9,317 | $2.4B | 0.12% | |
| 74 | ICEINTERCONTINENTAL EXCHANGE IN | 20,047 | $2.3B | 0.12% | |
| 75 | GDXVANECK ETF TRUST | 73,800 | $2.2B | 0.11% | |
| 76 | XLESELECT SECTOR SPDR TR | 39,800 | $2.1B | 0.11% | |
| 77 | MARMARRIOTT INTL INC NEW | 13,513 | $2.0B | 0.10% | |
| 78 | NNDMNANO DIMENSION LTD | 330,422 | $1.9B | 0.09% | |
| 79 | PINSPINTEREST INC | 35,386 | $1.8B | 0.09% | |
| 80 | SONOSONOS INC | 55,689 | $1.8B | 0.09% | |
| 81 | EMBISHARES TR | 15,800 | $1.7B | 0.09% | |
| 82 | NVTA1EURINVITAE CORP | 57,035 | $1.6B | 0.08% | |
| 83 | BABOEING CO | 7,261 | $1.6B | 0.08% | |
| 84 | MIGAMICROSTRATEGY INC | 2,696 | $1.6B | 0.08% | |
| 85 | PLLPIEDMONT LITHIUM INC | 25,939 | $1.4B | 0.07% | |
| 86 | DMLDENISON MINES CORP | 950,000 | $1.4B | 0.07% | |
| 87 | —GREEN PLAINS INC | 1,000,000 | $1.3B | 0.06% | |
| 88 | EXPEEXPEDIA GROUP INC | 7,464 | $1.2B | 0.06% | |
| 89 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 10,599 | $1.2B | 0.06% | |
| 90 | NXENEXGEN ENERGY LTD | 250,000 | $1.2B | 0.06% | |
| 91 | CPECALLON PETE CO DEL | 23,810 | $1.2B | 0.06% | |
| 92 | WYWEYERHAEUSER CO MTN BE | 32,741 | $1.2B | 0.06% | |
| 93 | BFLYBUTTERFLY NETWORK INC | 107,595 | $1.1B | 0.06% | |
| 94 | SLISTANDARD LITHIUM LTD | 132,594 | $1.1B | 0.05% | |
| 95 | XMESPDR SER TR | 24,700 | $1.0B | 0.05% | |
| 96 | PACBPACIFIC BIOSCIENCES CALIF IN | 31,475 | $804.0M | 0.04% | |
| 97 | PDPAGERDUTY INC | 14,303 | $592.0M | 0.03% | |
| 98 | AQLTISHARES TR | 20,400 | $541.0M | 0.03% | |
| 99 | ACTCUSDPROTERRA INC | 42,795 | $432.0M | 0.02% | |
| 100 | ADPTADAPTIVE BIOTECHNOLOGIES COR | 12,693 | $431.0M | 0.02% |
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