13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2021-03-31, filed 2021-05-17, with 140 holding rows worth $2,247,302,000.
- Accession
- 0001567619-21-010273
- Filer
- CIK 1315421
- Filed
- 2021-05-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2021
A holdings report, 140 entries on the cover page, a total value of $2,247,302,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,247,302,000 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 |
|---|---|---|---|---|---|---|
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 54,693,000 | $143,126,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 2,550,000 | $125,103,000 | thousands by filing date | call |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 65,636,000 | $108,450,000 | thousands by filing date | principal |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 24,000,000 | $108,387,000 | thousands by filing date | principal |
| GOGO INC | 38046CAD1 | NOTE 6.000% 5/1 | 51,529,000 | $90,034,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 56,328,000 | $88,737,000 | thousands by filing date | principal |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 41,545,000 | $55,547,000 | thousands by filing date | principal |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 35,450,000 | $47,638,000 | thousands by filing date | principal |
| DOLLAR GEN CORP COM | 256677105 | Stock | 230,000 | $46,602,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 42,610,000 | $43,720,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 41,070,000 | $43,328,000 | thousands by filing date | principal |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 3,699,600 | $42,175,000 | thousands by filing date | call |
| FIRST MAJESTIC SILVER CORP | 32076VAB9 | NOTE 1.875% 3/0 | 25,100,000 | $41,316,000 | thousands by filing date | principal |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 500,000 | $40,670,000 | thousands by filing date | call |
| TRANSOCEAN INC | 893830BT5 | DEB 4.000%12/1 | 41,701,000 | $39,885,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 34,500,000 | $38,790,000 | thousands by filing date | principal |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 35,216,000 | $34,203,000 | thousands by filing date | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 32,887,000 | $31,529,000 | thousands by filing date | principal |
| GS ACQUISITION HLDGS CORP II | 36258Q105 | COM CL A | 2,981,810 | $31,100,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 120,000 | $28,292,000 | thousands by filing date | |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 22,500,000 | $28,104,000 | thousands by filing date | principal |
| WHITING PETROLEUM CORP | 966387508 | COMMON STOCK | 754,960 | $26,763,000 | thousands by filing date | |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 25,018,000 | $25,794,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887109 | COM | 105,000 | $25,530,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 511,000 | $25,069,000 | thousands by filing date | |
| PERSHING SQUARE TONTINE HLDG COM | 71531R109 | CL A | 1,000,000 | $24,010,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 175,000 | $23,005,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 27,700,000 | $22,791,000 | thousands by filing date | principal |
| Omeros Corp | 682143AE2 | NOTE 6.250%11/1 | 19,005,000 | $22,707,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 204,100 | $22,222,000 | thousands by filing date | |
| SOCIAL CAPITAL HEDOSOPHA HLD | G8251L105 | SHS CL A | 2,067,000 | $22,137,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 82,833 | $21,099,000 | thousands by filing date | |
| TILRAY INC | 88688T100 | COM CL 2 | 926,165 | $21,051,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 300,000 | $19,902,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 29,595 | $19,767,000 | thousands by filing date | |
| AJAX I | G0190X100 | COM | 1,923,475 | $19,734,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 400,000 | $18,664,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 75,266 | $18,277,000 | thousands by filing date | |
| NIO INC SPON ADS | 62914V106 | ADR | 446,541 | $17,406,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 31,577 | $16,859,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 50,000 | $16,350,000 | thousands by filing date | call |
| SOCIAL CAPITAL HEDOSOPHA HLD | G82514103 | SHS CL A | 1,464,000 | $16,045,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 131,833 | $15,593,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 119,871 | $15,540,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 75,000 | $15,317,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 9,500,000 | $15,211,000 | thousands by filing date | principal |
| SFL CORPORATION LTD | G81075AF3 | NOTE 5.750%10/1 | 14,877,000 | $14,897,000 | thousands by filing date | principal |
| ROKU INC COM CL A | 77543R102 | Stock | 44,852 | $14,611,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 63,536 | $14,425,000 | thousands by filing date | |
| NIO INC | G6525FAA0 | DEBT 4.500% 2/0 | 3,362,000 | $13,988,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 256,000 | $13,655,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 150,000 | $13,455,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 80,000 | $13,148,000 | thousands by filing date | |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 12,054,000 | $13,135,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 11,051,000 | $12,073,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 176,700 | $12,070,000 | thousands by filing date | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 16,451 | $11,166,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 50,000 | $11,047,000 | thousands by filing date | call |
| Caterpillar Inc. | 149123101 | COM | 46,604 | $10,806,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 240,000 | $10,123,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 40,000 | $9,742,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 27,500 | $8,992,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 965,038 | $8,984,000 | thousands by filing date | |
| HAPPEN INC COM NEW | 52603A208 | Stock | 533,495 | $8,813,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 51,006 | $8,779,000 | thousands by filing date | |
| GREENLIGHT CAPITAL RE LTD | 395366AB3 | CONVERTIBLE BOND | 9,300,000 | $8,567,000 | thousands by filing date | principal |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 75,606 | $8,443,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 500,000 | $8,425,000 | thousands by filing date | |
| PIEDMONT LITHIUM LTD | 720162106 | SPONSORED ADS | 120,481 | $8,372,000 | thousands by filing date | |
| DOCUSIGN INC COM | 256163106 | Stock | 41,338 | $8,368,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 250,000 | $8,362,000 | thousands by filing date | |
| BUTTERFLY NETWORK INC | 124155102 | COM CL A | 490,858 | $8,261,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 28,275 | $8,127,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 64,400 | $8,082,000 | thousands by filing date | |
| ARCLIGHT CLEAN TRANSITION CO | G04561109 | CL A | 449,316 | $8,033,000 | thousands by filing date | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 43,708 | $7,087,000 | thousands by filing date | |
| LITHIUM AMERS CORP NEW | 53680Q207 | COM NEW | 436,500 | $7,014,000 | thousands by filing date | |
| TALOS ENERGY INC | 87484T108 | COM | 568,790 | $6,848,000 | thousands by filing date | |
| SILVERGATE CAP CORP CLASS A | 82837P408 | CL A | 46,358 | $6,590,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 200,000 | $6,500,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 43,740 | $6,478,000 | thousands by filing date | |
| NANO DIMENSION LTD | 63008G203 | SPONSORD ADS NEW | 697,903 | $5,994,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 65,000 | $5,502,000 | thousands by filing date | |
| iShares S&P Global Clean Energy Index Fund | 464288224 | COM | 200,000 | $4,860,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 15,904 | $4,684,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 44,640 | $4,680,000 | thousands by filing date | |
| ALPHA METALLURGICAL RESOUR I | 020764106 | COM | 367,479 | $4,641,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 35,000 | $4,537,000 | thousands by filing date | call |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 105,000 | $4,191,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 306,445 | $4,023,000 | thousands by filing date | |
| CARVANA CO CL A | 146869102 | Stock | 15,000 | $3,936,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 100,000 | $3,907,000 | thousands by filing date | |
| INVITAE CORP | 46185L103 | COM | 101,649 | $3,884,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 70,000 | $3,689,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 30,000 | $3,548,000 | thousands by filing date | call |
| TWITTER INC | 90184L102 | COM | 53,326 | $3,393,000 | thousands by filing date | |
| PINTEREST INC CL A | 72352L106 | Stock | 43,315 | $3,206,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 30,000 | $3,143,000 | thousands by filing date | |
| ARCTURUS THERAPEUTICS HLDGS | 03969T109 | COM | 74,262 | $3,067,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 60,000 | $3,045,000 | thousands by filing date | |
| UNITY SOFTWARE INC COM | 91332U101 | Stock | 30,167 | $3,026,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 49,217 | $2,976,000 | thousands by filing date | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 100,000 | $2,658,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 50,000 | $2,585,000 | thousands by filing date | |
| OPENDOOR TECHNOLOGIES INC | 683712103 | COM | 120,155 | $2,546,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 229,843 | $2,344,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 1,000 | $2,329,000 | thousands by filing date | |
| Palantir Technologies Inc. Class A | 69608A108 | COM | 100,000 | $2,329,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 123,782 | $2,299,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 161,255 | $2,180,000 | thousands by filing date | |
| PRECIGEN INC | 74017N105 | COM | 309,467 | $2,132,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 111,278 | $2,089,000 | thousands by filing date | |
| SONOS INC | 83570H108 | COM | 53,309 | $1,997,000 | thousands by filing date | |
| SPARTAN ACQUISITION CORP II | 846775104 | COM | 178,000 | $1,861,000 | thousands by filing date | |
| NIKOLA CORP | 654110105 | COM | 130,000 | $1,805,000 | thousands by filing date | |
| MP MATERIALS CORP | 553368101 | COM CL A | 46,000 | $1,653,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 345,911 | $1,608,000 | thousands by filing date | |
| EXONE CO | 302104104 | COM | 50,000 | $1,568,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 44,876 | $1,494,000 | thousands by filing date | |
| HIGHCAPE CAP ACQUISITION COR | 42984L105 | COM CL A | 116,769 | $1,391,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189H805 | RARE EAR STR ETF | 18,000 | $1,349,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 123,412 | $1,274,000 | thousands by filing date | |
| CNX RES CORP COM | 12653C108 | Stock | 81,692 | $1,200,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 66,000 | $1,096,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 15,000 | $1,087,000 | thousands by filing date | |
| DENISON MINES CORP | 248356107 | COM | 950,000 | $1,035,000 | thousands by filing date | |
| NEXGEN ENERGY LTD COM | 65340P106 | Stock | 250,000 | $907,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 3,761 | $816,000 | thousands by filing date | |
| FERROGLOBE PLC | G33856108 | SHS | 207,722 | $785,000 | thousands by filing date | |
| ETSY INC | 29786A106 | COM | 3,771 | $760,000 | thousands by filing date | |
| PELOTON INTERACTIVE INC | 70614W100 | CL A COM | 6,350 | $713,000 | thousands by filing date | |
| MAXEON SOLAR TECHNOLOGIES LT | Y58473102 | SHS | 22,222 | $701,000 | thousands by filing date | |
| PAGERDUTY INC COM | 69553P100 | Stock | 17,411 | $700,000 | thousands by filing date | |
| Accelerate Diagnostics | 00430H102 | COM | 84,000 | $698,000 | thousands by filing date | |
| Eagle Bulk Shipping Inc | 269442AB5 | CV | 500,000 | $564,000 | thousands by filing date | principal |
| LUMINAR TECHNOLOGIES INC | 550424105 | COM CL A | 21,000 | $510,000 | thousands by filing date | |
| iShares U.S. Treasury Bond ETF | 46429B267 | SHS | 18,600 | $487,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 40,120 | $373,000 | thousands by filing date | put |
| QUANTUMSCAPE CORP COM CL A | 74767V109 | Stock | 7,000 | $313,000 | thousands by filing date | |
| GIGCAPITAL2 INC | 375036118 | *W EXP 02/28/202 | 119,279 | $89,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-21-010273 | this filing | 2021-05-17 | acceptance time not in the bulk data set |