13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2021-09-30, filed 2021-11-15, with 109 holding rows worth $1,964,988,000.
- Accession
- 0001567619-21-020127
- Filer
- CIK 1315421
- Filed
- 2021-11-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2021
A holdings report, 109 entries on the cover page, a total value of $1,964,988,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,964,988,000 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 |
|---|---|---|---|---|---|---|
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000,000 | $218,750,000 | thousands by filing date | put |
| GOGO INC | 38046CAD1 | NOTE 6.000% 5/1 | 52,594,000 | $153,574,000 | thousands by filing date | principal |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 54,693,000 | $140,366,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 69,636,000 | $120,846,000 | thousands by filing date | principal |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 5,571,313 | $104,796,000 | thousands by filing date | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 68,682,000 | $89,930,000 | thousands by filing date | principal |
| TRANSOCEAN INC | 893830BT5 | DEB 4.000%12/1 | 51,451,000 | $56,308,000 | thousands by filing date | principal |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 741,447 | $53,725,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 42,000,000 | $53,623,000 | thousands by filing date | principal |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 41,545,000 | $51,587,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 49,610,000 | $50,230,000 | thousands by filing date | principal |
| FIRST MAJESTIC SILVER CORP | 32076VAB9 | NOTE 1.875% 3/0 | 37,067,000 | $48,167,000 | thousands by filing date | principal |
| DOLLAR GEN CORP COM | 256677105 | Stock | 220,000 | $46,670,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 36,828,000 | $45,559,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,100,000 | $41,283,000 | thousands by filing date | put |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 35,450,000 | $40,974,000 | thousands by filing date | principal |
| ACADEMY SPORTS & OUTDOORS INC COM | 00402L107 | Stock | 938,333 | $37,552,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 35,216,000 | $35,032,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 28,889,000 | $29,799,000 | thousands by filing date | principal |
| Omeros Corp | 682143AE2 | NOTE 6.250%11/1 | 27,005,000 | $29,141,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 23,950,000 | $25,254,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 25,018,000 | $25,085,000 | thousands by filing date | principal |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 29,700,000 | $24,904,000 | thousands by filing date | principal |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 22,500,000 | $24,149,000 | thousands by filing date | principal |
| U.S. GLOBAL JETS ETF | 26922A842 | ETF | 1,000,000 | $23,630,000 | thousands by filing date | call |
| SOCIAL CAPITAL HEDOSOPHA HLD | G8251L105 | SHS CL A | 2,261,200 | $22,951,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 982,987 | $20,111,000 | thousands by filing date | |
| PERSHING SQUARE TONTINE HLDG COM | 71531R109 | CL A | 840,871 | $16,565,000 | thousands by filing date | |
| ARBOR REALTY TRUST INC | 038923AP3 | NOTE 4.750%11/0 | 14,000,000 | $15,663,000 | thousands by filing date | principal |
| SOCIAL CAPITAL HEDOSOPHA HLD | G82514103 | SHS CL A | 1,464,000 | $14,815,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 75,000 | $14,503,000 | thousands by filing date | |
| CNX RES CORP COM | 12653C108 | Stock | 1,131,849 | $14,283,000 | thousands by filing date | |
| MAXEON SOLAR TECHNOLOGIES LT | 57779BAB0 | NOTE 6.500% 7/1 | 11,050,000 | $13,650,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311206 | CL C | 756,122 | $13,247,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 98,400 | $12,564,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 9,500,000 | $12,370,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002401 | COM NEW | 50,000 | $10,365,000 | thousands by filing date | put |
| GS ACQUISITION HLDGS CORP II | 36258Q105 | COM CL A | 986,116 | $10,078,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 12,901 | $10,004,000 | thousands by filing date | |
| NIO INC SPON ADS | 62914V106 | ADR | 259,407 | $9,242,000 | thousands by filing date | |
| GREENLIGHT CAPITAL RE LTD | 395366AB3 | CONVERTIBLE BOND | 8,300,000 | $7,928,000 | thousands by filing date | principal |
| CARVANA CO CL A | 146869102 | Stock | 23,818 | $7,182,000 | thousands by filing date | |
| ATI INC COM | 01741R102 | Stock | 404,008 | $6,718,000 | thousands by filing date | |
| LI AUTO INC SPONSORED ADS | 50202M102 | ADR | 247,600 | $6,509,000 | thousands by filing date | put |
| BLOCK INC CL A | 852234103 | Stock | 24,852 | $5,960,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 21,462 | $5,584,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 40,000 | $5,414,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 40,600 | $5,401,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 452,874 | $5,298,000 | thousands by filing date | |
| ROKU INC COM CL A | 77543R102 | Stock | 16,587 | $5,197,000 | thousands by filing date | |
| SCORPIO TANKERS INC | 80918TAB5 | NOTE 3.000% 5/1 | 4,762,000 | $4,723,000 | thousands by filing date | principal |
| TILRAY INC | 88688T100 | COM CL 2 | 409,866 | $4,627,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 201,495 | $4,569,000 | thousands by filing date | |
| ROBLOX CORP CL A | 771049103 | Stock | 55,320 | $4,179,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 180,300 | $4,089,000 | thousands by filing date | put |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 46,236 | $4,075,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 79,400 | $3,865,000 | thousands by filing date | |
| HAPPEN INC COM NEW | 52603A208 | Stock | 133,999 | $3,784,000 | thousands by filing date | |
| SILVERGATE CAP CORP CLASS A | 82837P408 | CL A | 32,040 | $3,700,000 | thousands by filing date | |
| Airbnb, Inc. Class A | 009066101 | COM | 21,232 | $3,561,000 | thousands by filing date | |
| MODERNA INC | 60770K107 | COM | 8,797 | $3,385,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 12,763 | $3,385,000 | thousands by filing date | |
| FERROGLOBE PLC | G33856108 | SHS | 379,421 | $3,300,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 74,998 | $3,299,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 471,160 | $3,260,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 53,773 | $3,247,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 136,224 | $2,960,000 | thousands by filing date | |
| UNITY SOFTWARE INC COM | 91332U101 | Stock | 23,125 | $2,919,000 | thousands by filing date | |
| OPENDOOR TECHNOLOGIES INC | 683712103 | COM | 135,194 | $2,775,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 12,141 | $2,515,000 | thousands by filing date | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 16,574 | $2,485,000 | thousands by filing date | |
| Palantir Technologies Inc. Class A | 69608A108 | COM | 100,837 | $2,424,000 | thousands by filing date | |
| DANIMER SCIENTIFIC INC | 236272100 | COM CL A | 147,441 | $2,409,000 | thousands by filing date | |
| DOCUSIGN INC COM | 256163106 | Stock | 9,317 | $2,398,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 20,047 | $2,301,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 73,800 | $2,174,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 39,800 | $2,073,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 13,513 | $2,001,000 | thousands by filing date | |
| NANO DIMENSION LTD | 63008G203 | SPONSORD ADS NEW | 330,422 | $1,863,000 | thousands by filing date | |
| PINTEREST INC CL A | 72352L106 | Stock | 35,386 | $1,802,000 | thousands by filing date | |
| SONOS INC | 83570H108 | COM | 55,689 | $1,802,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 15,800 | $1,738,000 | thousands by filing date | |
| INVITAE CORP | 46185L103 | COM | 57,035 | $1,621,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 7,261 | $1,596,000 | thousands by filing date | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 2,696 | $1,559,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 41,400 | $1,553,000 | thousands by filing date | |
| PIEDMONT LITHIUM INC | 72016P105 | COM | 25,939 | $1,412,000 | thousands by filing date | |
| DENISON MINES CORP | 248356107 | COM | 950,000 | $1,396,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AF1 | NOTE 4.125% 9/0 | 1,000,000 | $1,267,000 | thousands by filing date | principal |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 7,464 | $1,223,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 10,599 | $1,183,000 | thousands by filing date | |
| NEXGEN ENERGY LTD COM | 65340P106 | Stock | 250,000 | $1,182,000 | thousands by filing date | |
| CALLON PETROLEUM CORP | 13123X508 | COMMON STOCK | 23,810 | $1,168,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 32,741 | $1,164,000 | thousands by filing date | |
| BUTTERFLY NETWORK INC | 124155102 | COM CL A | 107,595 | $1,123,000 | thousands by filing date | |
| STANDARD LITHIUM CORP COM | 853606101 | Stock | 132,594 | $1,077,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 24,700 | $1,030,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 31,475 | $804,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 42,400 | $797,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,000 | $656,000 | thousands by filing date | |
| PAGERDUTY INC COM | 69553P100 | Stock | 14,303 | $592,000 | thousands by filing date | |
| iShares U.S. Treasury Bond ETF | 46429B267 | SHS | 20,400 | $541,000 | thousands by filing date | |
| PROTERRA INC | 74374T109 | COM | 42,795 | $432,000 | thousands by filing date | |
| ADAPTIVE BIOTECHNOLOGIES CORP COM | 00650F109 | Stock | 12,693 | $431,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 6,200 | $396,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 40,120 | $277,000 | thousands by filing date | put |
| GEO GROUP INC NEW | 36162J106 | COM | 13,333 | $99,000 | thousands by filing date | |
| PARAMOUNT GROUP INC | 69924R108 | COM | 10,933 | $98,000 | thousands by filing date | |
| COTY INC | 222070203 | COM CL A | 11,251 | $88,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-21-020127 | this filing | 2021-11-15 | acceptance time not in the bulk data set |