Graham Capital Management, L.P. Q2 2023 Filing
Filed August 14, 2023
Portfolio Value
$3.5T
Holdings
924
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (924 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 2,344,200 | $439.0B | 12.68% | Put |
| 2 | Z 0.75 09/01/24ZILLOW GROUP INC | 187,336,000 | $232.2B | 6.71% | |
| 3 | RIG 4 12/15/25 *TRANSOCEAN INC | 95,656,000 | $153.4B | 4.43% | |
| 4 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 71,653,000 | $137.9B | 3.98% | |
| 5 | BTU 3.25 03/01/28PEABODY ENGR CORP | 93,160,000 | $125.6B | 3.63% | |
| 6 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 61,548,000 | $102.0B | 2.95% | |
| 7 | XYZ 0.125 03/01/25BLOCK INC | 78,983,000 | $74.7B | 2.16% | |
| 8 | BILL 0 12/01/25BILL HOLDINGS INC | 64,573,000 | $67.6B | 1.95% | |
| 9 | OPK 4.5 02/15/25OPKO HEALTH INC | 65,952,000 | $66.7B | 1.93% | |
| 10 | DGDOLLAR GEN CORP NEW | 285,687 | $48.5B | 1.40% | |
| 11 | ZS 0.125 07/01/25ZSCALER INC | 37,500,000 | $43.8B | 1.27% | |
| 12 | AMZNAMAZON COM INC | 320,437 | $41.8B | 1.21% | |
| 13 | BE 2.5 08/15/25BLOOM ENERGY CORP | 33,529,000 | $40.8B | 1.18% | |
| 14 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 34,882,000 | $38.0B | 1.10% | |
| 15 | MSFTMICROSOFT CORP | 107,746 | $36.7B | 1.06% | |
| 16 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $35.4B | 1.02% | |
| 17 | EWZISHARES INC | 1,000,000 | $32.4B | 0.94% | Call |
| 18 | BTUPEABODY ENERGY CORP | 1,285,603 | $27.8B | 0.80% | Put |
| 19 | KOCOCA COLA CO | 427,526 | $25.7B | 0.74% | |
| 20 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 26,783,000 | $23.0B | 0.67% | |
| 21 | UNHUNITEDHEALTH GROUP INC | 46,366 | $22.3B | 0.64% | |
| 22 | UPSUNITED PARCEL SERVICE INC | 114,804 | $20.6B | 0.59% | |
| 23 | RIVNRIVIAN AUTOMOTIVE INC | 1,196,357 | $19.9B | 0.58% | Put |
| 24 | UBERUBER TECHNOLOGIES INC | 456,984 | $19.7B | 0.57% | |
| 25 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 18,429,000 | $19.5B | 0.56% | |
| 26 | CVXCHEVRON CORP NEW | 120,185 | $18.9B | 0.55% | |
| 27 | GOOGALPHABET INC | 150,277 | $18.2B | 0.52% | |
| 28 | TAT&T INC | 1,137,894 | $18.1B | 0.52% | |
| 29 | JNJJOHNSON & JOHNSON | 108,569 | $18.0B | 0.52% | |
| 30 | BABOEING CO | 78,352 | $16.5B | 0.48% | |
| 31 | IBMINTERNATIONAL BUSINESS MACHS | 120,218 | $16.1B | 0.46% | |
| 32 | WOLF 1.75 05/01/26WOLFSPEED INC | 11,765,000 | $15.9B | 0.46% | |
| 33 | LNGCHENIERE ENERGY INC | 97,200 | $14.8B | 0.43% | |
| 34 | HONHONEYWELL INTL INC | 71,313 | $14.8B | 0.43% | |
| 35 | LMTLOCKHEED MARTIN CORP | 31,286 | $14.4B | 0.42% | |
| 36 | DDOG 0.125 06/15/25DATADOG INC | 11,500,000 | $14.3B | 0.41% | |
| 37 | ORLYOREILLY AUTOMOTIVE INC | 14,612 | $14.0B | 0.40% | |
| 38 | CMECME GROUP INC | 75,000 | $13.9B | 0.40% | |
| 39 | BKNGBOOKING HOLDINGS INC | 5,023 | $13.6B | 0.39% | |
| 40 | GMGENERAL MTRS CO | 335,935 | $13.0B | 0.37% | |
| 41 | TMUST-MOBILE US INC | 93,110 | $12.9B | 0.37% | |
| 42 | —GREENLIGHT CAP RE LTD | 12,998,000 | $12.9B | 0.37% | |
| 43 | VVISA INC | 54,194 | $12.9B | 0.37% | |
| 44 | GOOGLALPHABET INC | 107,284 | $12.8B | 0.37% | |
| 45 | SHWSHERWIN WILLIAMS CO | 48,229 | $12.8B | 0.37% | |
| 46 | BXMTBLACKSTONE MTG TR INC | 614,140 | $12.8B | 0.37% | Put |
| 47 | JCIJOHNSON CTLS INTL PLC | 184,729 | $12.6B | 0.36% | |
| 48 | HUMHUMANA INC | 28,122 | $12.6B | 0.36% | |
| 49 | VRSKVERISK ANALYTICS INC | 55,209 | $12.5B | 0.36% | |
| 50 | GSGOLDMAN SACHS GROUP INC | 37,965 | $12.2B | 0.35% | |
| 51 | CARRCARRIER GLOBAL CORPORATION | 245,981 | $12.2B | 0.35% | |
| 52 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 16,000,000 | $12.1B | 0.35% | |
| 53 | ATVIEURACTIVISION BLIZZARD INC | 140,689 | $11.9B | 0.34% | |
| 54 | TSLATESLA INC | 44,401 | $11.6B | 0.34% | |
| 55 | INTUINTUIT | 24,693 | $11.3B | 0.33% | |
| 56 | SKAASKECHERS U S A INC | 213,522 | $11.2B | 0.32% | |
| 57 | AFLAFLAC INC | 160,064 | $11.2B | 0.32% | |
| 58 | TXRHTEXAS ROADHOUSE INC | 94,815 | $10.6B | 0.31% | |
| 59 | LSCCLATTICE SEMICONDUCTOR CORP | 110,134 | $10.6B | 0.31% | |
| 60 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 11,905,000 | $10.5B | 0.30% | |
| 61 | METMETLIFE INC | 183,779 | $10.4B | 0.30% | |
| 62 | SCHWSCHWAB CHARLES CORP | 173,703 | $9.8B | 0.28% | |
| 63 | CLXCLOROX CO DEL | 61,180 | $9.7B | 0.28% | |
| 64 | CRMSALESFORCE INC | 45,999 | $9.7B | 0.28% | |
| 65 | LUVSOUTHWEST AIRLS CO | 264,150 | $9.6B | 0.28% | Call |
| 66 | MSIMOTOROLA SOLUTIONS INC | 32,119 | $9.4B | 0.27% | |
| 67 | FISVFISERV INC | 72,973 | $9.2B | 0.27% | |
| 68 | IDXXIDEXX LABS INC | 18,125 | $9.1B | 0.26% | |
| 69 | DISDISNEY WALT CO | 100,000 | $8.9B | 0.26% | |
| 70 | SHLSSHOALS TECHNOLOGIES GROUP IN | 347,390 | $8.9B | 0.26% | |
| 71 | LENLENNAR CORP | 70,184 | $8.8B | 0.25% | |
| 72 | WWAYFAIR INC | 131,428 | $8.5B | 0.25% | Put |
| 73 | SYYSYSCO CORP | 110,180 | $8.2B | 0.24% | |
| 74 | SBUXSTARBUCKS CORP | 81,793 | $8.1B | 0.23% | |
| 75 | IPOAGBPVIRGIN GALACTIC HOLDINGS INC | 2,043,000 | $7.9B | 0.23% | Put |
| 76 | WMTWALMART INC | 48,137 | $7.6B | 0.22% | |
| 77 | COTYCOTY INC | 609,470 | $7.5B | 0.22% | |
| 78 | AGCOAGCO CORP | 56,138 | $7.4B | 0.21% | |
| 79 | AEMAGNICO EAGLE MINES LTD | 144,847 | $7.2B | 0.21% | |
| 80 | CSXCSX CORP | 206,424 | $7.0B | 0.20% | |
| 81 | ALLYALLY FINL INC | 259,599 | $7.0B | 0.20% | |
| 82 | GSMFERROGLOBE PLC | 1,469,900 | $7.0B | 0.20% | |
| 83 | SEDGSOLAREDGE TECHNOLOGIES INC | 25,375 | $6.8B | 0.20% | |
| 84 | MARMARRIOTT INTL INC NEW | 37,136 | $6.8B | 0.20% | |
| 85 | FWONALIBERTY MEDIA CORP DEL | 90,135 | $6.8B | 0.20% | |
| 86 | CPECALLON PETE CO DEL | 187,387 | $6.6B | 0.19% | |
| 87 | RWT 7.75 06/15/27REDWOOD TRUST INC | 7,500,000 | $6.4B | 0.18% | |
| 88 | DOCUDOCUSIGN INC | 123,888 | $6.3B | 0.18% | |
| 89 | MNKD 2.5 03/01/26MANNKIND CORP | 5,900,000 | $6.3B | 0.18% | |
| 90 | AFWALIGN TECHNOLOGY INC | 17,643 | $6.2B | 0.18% | |
| 91 | AAPLAPPLE INC | 31,492 | $6.1B | 0.18% | |
| 92 | UALUNITED AIRLS HLDGS INC | 110,269 | $6.1B | 0.17% | |
| 93 | PXDEURPIONEER NAT RES CO | 29,000 | $6.0B | 0.17% | |
| 94 | DOCHEALTHPEAK PROPERTIES INC | 290,345 | $5.8B | 0.17% | |
| 95 | SPLKCHFSPLUNK INC | 54,968 | $5.8B | 0.17% | |
| 96 | BYDBOYD GAMING CORP | 83,711 | $5.8B | 0.17% | |
| 97 | MARA 1 12/01/26MARATHON DIGITAL HOLDINGS IN | 10,500,000 | $5.7B | 0.16% | |
| 98 | EQHEQUITABLE HLDGS INC | 209,111 | $5.7B | 0.16% | |
| 99 | RMERESMED INC | 25,668 | $5.6B | 0.16% | |
| 100 | LQDISHARES TR | 51,300 | $5.5B | 0.16% |
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