Graham Capital Management, L.P. Q1 2023 Filing
Filed May 15, 2023
Portfolio Value
$3289.3T
Holdings
1,014
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (1,014 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 2,000,000 | $356.8T | 10.85% | Put |
| 2 | Z 0.75 09/01/24ZILLOW GROUP INC | 180,580,000 | $211.2T | 6.42% | |
| 3 | BTU 3.25 03/01/28PEABODY ENGR CORP | 87,160,000 | $132.9T | 4.04% | |
| 4 | RIG 4 12/15/25 *TRANSOCEAN INC | 83,951,000 | $124.4T | 3.78% | |
| 5 | XYZ 0.125 03/01/25BLOCK INC | 120,783,000 | $116.0T | 3.53% | |
| 6 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 61,353,000 | $113.7T | 3.46% | |
| 7 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 41,413,000 | $65.2T | 1.98% | |
| 8 | OPK 4.5 02/15/25OPKO HEALTH INC | 68,452,000 | $64.4T | 1.96% | |
| 9 | BILL 0 12/01/25BILL HOLDINGS INC | 58,573,000 | $53.7T | 1.63% | |
| 10 | CCL 5.75 10/01/24CARNIVAL CORP | 41,024,000 | $51.7T | 1.57% | |
| 11 | DGDOLLAR GEN CORP NEW | 202,363 | $42.6T | 1.29% | |
| 12 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 39,382,000 | $36.3T | 1.11% | |
| 13 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $34.8T | 1.06% | |
| 14 | EWZISHARES INC | 1,204,800 | $33.0T | 1.00% | Call |
| 15 | BTUPEABODY ENERGY CORP | 1,253,793 | $32.1T | 0.98% | Put |
| 16 | ZS 0.125 07/01/25ZSCALER INC | 30,000,000 | $31.7T | 0.96% | |
| 17 | MSFTMICROSOFT CORP | 99,779 | $28.8T | 0.87% | |
| 18 | BE 2.5 08/15/25BLOOM ENERGY CORP | 18,500,000 | $25.6T | 0.78% | |
| 19 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 26,022,000 | $22.5T | 0.69% | |
| 20 | ABRARBOR REALTY TRUST INC | 1,916,028 | $22.0T | 0.67% | Put |
| 21 | SMHVANECK ETF TRUST | 75,262 | $19.8T | 0.60% | |
| 22 | WRBBERKLEY W R CORP | 305,907 | $19.0T | 0.58% | |
| 23 | BABOEING CO | 84,702 | $18.0T | 0.55% | |
| 24 | CARRCARRIER GLOBAL CORPORATION | 316,505 | $14.5T | 0.44% | |
| 25 | CMECME GROUP INC | 75,008 | $14.4T | 0.44% | |
| 26 | LMTLOCKHEED MARTIN CORP | 29,786 | $14.1T | 0.43% | |
| 27 | TSLATESLA INC | 66,395 | $13.8T | 0.42% | |
| 28 | CNXCNX RES CORP | 855,576 | $13.7T | 0.42% | |
| 29 | LNGCHENIERE ENERGY INC | 83,868 | $13.2T | 0.40% | |
| 30 | GMGENERAL MTRS CO | 359,793 | $13.2T | 0.40% | |
| 31 | —GREENLIGHT CAP RE LTD | 12,998,000 | $12.7T | 0.38% | |
| 32 | CRWDCROWDSTRIKE HLDGS INC | 91,210 | $12.5T | 0.38% | |
| 33 | DDOG 0.125 06/15/25DATADOG INC | 11,500,000 | $12.4T | 0.38% | |
| 34 | AMZNAMAZON COM INC | 118,185 | $12.2T | 0.37% | |
| 35 | DVNDEVON ENERGY CORP NEW | 219,409 | $11.1T | 0.34% | |
| 36 | GOOGALPHABET INC | 106,569 | $11.1T | 0.34% | |
| 37 | XYZBLOCK INC | 158,018 | $10.8T | 0.33% | |
| 38 | FRPTFRESHPET INC | 162,256 | $10.7T | 0.33% | |
| 39 | WMTWALMART INC | 72,151 | $10.6T | 0.32% | |
| 40 | DISDISNEY WALT CO | 100,000 | $10.0T | 0.30% | |
| 41 | NVCR 0 11/01/25NOVOCURE LTD | 11,422,000 | $9.9T | 0.30% | |
| 42 | DEIDOUGLAS EMMETT INC | 784,654 | $9.7T | 0.29% | |
| 43 | VVISA INC | 42,170 | $9.5T | 0.29% | |
| 44 | ENPHENPHASE ENERGY INC | 43,264 | $9.1T | 0.28% | |
| 45 | EMBISHARES TR | 104,000 | $9.0T | 0.27% | |
| 46 | AIRCUSDAPARTMENT INCOME REIT CORP | 245,229 | $8.8T | 0.27% | |
| 47 | HN9HANESBRANDS INC | 1,650,997 | $8.7T | 0.26% | |
| 48 | TWOTWO HBRS INVT CORP | 568,630 | $8.4T | 0.25% | Put |
| 49 | XIFRNEXTERA ENERGY PARTNERS LP | 133,658 | $8.1T | 0.25% | |
| 50 | JNJJOHNSON & JOHNSON | 52,123 | $8.1T | 0.25% | |
| 51 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 9,800,000 | $7.8T | 0.24% | |
| 52 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 12,000,000 | $7.7T | 0.24% | |
| 53 | DOCUDOCUSIGN INC | 130,390 | $7.6T | 0.23% | |
| 54 | KDPKEURIG DR PEPPER INC | 213,750 | $7.5T | 0.23% | |
| 55 | YUMYUM BRANDS INC | 56,993 | $7.5T | 0.23% | |
| 56 | MACMACERICH CO | 692,914 | $7.3T | 0.22% | |
| 57 | SHLSSHOALS TECHNOLOGIES GROUP IN | 319,101 | $7.3T | 0.22% | |
| 58 | GSMFERROGLOBE PLC | 1,469,900 | $7.3T | 0.22% | |
| 59 | GOOGLALPHABET INC | 68,015 | $7.1T | 0.21% | |
| 60 | HPHELMERICH & PAYNE INC | 183,700 | $6.6T | 0.20% | |
| 61 | SSRMSSR MINING IN | 433,385 | $6.6T | 0.20% | |
| 62 | LSCCLATTICE SEMICONDUCTOR CORP | 67,491 | $6.4T | 0.20% | |
| 63 | CSCOCISCO SYS INC | 123,122 | $6.4T | 0.20% | |
| 64 | CVXCHEVRON CORP NEW | 39,396 | $6.4T | 0.20% | |
| 65 | MNDYMONDAY COM LTD | 44,976 | $6.4T | 0.20% | |
| 66 | ORLYOREILLY AUTOMOTIVE INC | 7,333 | $6.2T | 0.19% | |
| 67 | MNKD 2.5 03/01/26MANNKIND CORP | 5,900,000 | $6.2T | 0.19% | |
| 68 | FDXFEDEX CORP | 26,641 | $6.1T | 0.19% | |
| 69 | DRIDARDEN RESTAURANTS INC | 38,215 | $5.9T | 0.18% | |
| 70 | EEMISHARES TR | 150,000 | $5.9T | 0.18% | |
| 71 | BXMTBLACKSTONE MTG TR INC | 327,325 | $5.8T | 0.18% | Put |
| 72 | SBUXSTARBUCKS CORP | 55,605 | $5.8T | 0.18% | |
| 73 | KMBKIMBERLY-CLARK CORP | 43,090 | $5.8T | 0.18% | |
| 74 | UNHUNITEDHEALTH GROUP INC | 12,119 | $5.7T | 0.17% | |
| 75 | CCOCAMECO CORP | 218,298 | $5.7T | 0.17% | |
| 76 | HONHONEYWELL INTL INC | 29,794 | $5.7T | 0.17% | |
| 77 | ALLEALLEGION PLC | 53,338 | $5.7T | 0.17% | |
| 78 | DTDYNATRACE INC | 132,717 | $5.6T | 0.17% | |
| 79 | RMERESMED INC | 24,849 | $5.4T | 0.17% | |
| 80 | TIPISHARES TR | 49,200 | $5.4T | 0.16% | |
| 81 | 8LP1VITAL ENERGY INC | 118,664 | $5.4T | 0.16% | |
| 82 | ECLECOLAB INC | 32,055 | $5.3T | 0.16% | |
| 83 | GPCGENUINE PARTS CO | 30,604 | $5.1T | 0.16% | |
| 84 | ADPAUTOMATIC DATA PROCESSING IN | 22,210 | $4.9T | 0.15% | |
| 85 | GWWGRAINGER W W INC | 7,137 | $4.9T | 0.15% | |
| 86 | FDSFACTSET RESH SYS INC | 11,831 | $4.9T | 0.15% | |
| 87 | NVV1NOVAVAX INC | 704,900 | $4.9T | 0.15% | Put |
| 88 | CPECALLON PETE CO DEL | 144,952 | $4.8T | 0.15% | |
| 89 | SLGSL GREEN RLTY CORP | 201,528 | $4.7T | 0.14% | |
| 90 | AZOAUTOZONE INC | 1,906 | $4.7T | 0.14% | |
| 91 | —INTERCEPT PHARMACEUTICALS IN | 4,500,000 | $4.7T | 0.14% | |
| 92 | HCPHASHICORP INC | 157,753 | $4.6T | 0.14% | |
| 93 | PCTYPAYLOCITY HLDG CORP | 23,194 | $4.6T | 0.14% | |
| 94 | JPMJPMORGAN CHASE & CO | 35,342 | $4.6T | 0.14% | |
| 95 | UPSUNITED PARCEL SERVICE INC | 23,547 | $4.6T | 0.14% | |
| 96 | CITHE CIGNA GROUP | 17,804 | $4.5T | 0.14% | |
| 97 | DCIDONALDSON INC | 69,179 | $4.5T | 0.14% | |
| 98 | SMARGBPSMARTSHEET INC | 94,315 | $4.5T | 0.14% | |
| 99 | ALGMALLEGRO MICROSYSTEMS INC | 93,011 | $4.5T | 0.14% | |
| 100 | AFLAFLAC INC | 68,758 | $4.4T | 0.13% |
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