Graham Capital Management, L.P. Q3 2022 Filing
Filed November 14, 2022
Portfolio Value
$2.5T
Holdings
1,034
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (1,034 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | Z 0.75 09/01/24ZILLOW GROUP INC | 151,450,000 | $151.8B | 6.01% | |
| 2 | IWMISHARES TR | 784,800 | $129.4B | 5.12% | Put |
| 3 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 84,030,000 | $112.9B | 4.47% | |
| 4 | XYZ 0.125 03/01/25BLOCK INC | 108,781,000 | $99.2B | 3.93% | |
| 5 | SPWR 4 01/15/23SUNPOWER CORP | 61,337,000 | $67.2B | 2.66% | |
| 6 | OPK 4.5 02/15/25OPKO HEALTH INC | 55,802,000 | $52.9B | 2.09% | |
| 7 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 69,020,000 | $52.1B | 2.06% | |
| 8 | NVAX 3.75 02/01/23NOVAVAX INC | 48,538,000 | $47.7B | 1.89% | |
| 9 | CCL 5.75 10/01/24CARNIVAL CORP | 43,524,000 | $43.7B | 1.73% | |
| 10 | RIG 4 12/15/25 *TRANSOCEAN INC | 48,451,000 | $43.7B | 1.73% | |
| 11 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 44,181,000 | $43.5B | 1.72% | |
| 12 | DGDOLLAR GEN CORP NEW | 175,367 | $42.1B | 1.66% | |
| 13 | ASOACADEMY SPORTS & OUTDOORS IN | 876,254 | $37.0B | 1.46% | Put |
| 14 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $33.2B | 1.32% | |
| 15 | BTUPEABODY ENERGY CORP | 1,327,018 | $32.9B | 1.30% | Put |
| 16 | INDAISHARES TR | 500,000 | $20.4B | 0.81% | |
| 17 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 24,022,000 | $20.1B | 0.80% | |
| 18 | NEOGNEOGEN CORP | 1,384,899 | $19.3B | 0.77% | |
| 19 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 12,800,000 | $18.9B | 0.75% | |
| 20 | —GREENLIGHT CAP RE LTD | 17,025,000 | $16.4B | 0.65% | |
| 21 | MNKD 2.5 03/01/26MANNKIND CORP | 18,000,000 | $16.1B | 0.64% | |
| 22 | VVISA INC | 82,255 | $14.6B | 0.58% | |
| 23 | FRPTFRESHPET INC | 291,652 | $14.6B | 0.58% | |
| 24 | AGREURAVANGRID INC | 350,125 | $14.6B | 0.58% | |
| 25 | CARRCARRIER GLOBAL CORPORATION | 392,631 | $14.0B | 0.55% | |
| 26 | CMECME GROUP INC | 78,689 | $13.9B | 0.55% | |
| 27 | TSLATESLA INC | 46,596 | $12.4B | 0.49% | |
| 28 | HPPHUDSON PAC PPTYS INC | 1,032,463 | $11.3B | 0.45% | |
| 29 | CNXCNX RES CORP | 678,803 | $10.5B | 0.42% | |
| 30 | DVAX 2.5 05/15/26DYNAVAX TECHNOLOGIES CORP | 8,000,000 | $10.1B | 0.40% | |
| 31 | CCIVGBPLUCID GROUP INC | 716,800 | $10.0B | 0.40% | Put |
| 32 | SHAKSHAKE SHACK INC | 188,506 | $8.5B | 0.34% | |
| 33 | OMER 5.25 02/15/26OMEROS CORP | 14,500,000 | $8.4B | 0.33% | |
| 34 | PTONPELOTON INTERACTIVE INC | 1,212,802 | $8.4B | 0.33% | |
| 35 | LMTLOCKHEED MARTIN CORP | 21,656 | $8.4B | 0.33% | |
| 36 | GMGENERAL MTRS CO | 259,091 | $8.3B | 0.33% | |
| 37 | PYPLPAYPAL HLDGS INC | 94,569 | $8.1B | 0.32% | |
| 38 | RETAEURREATA PHARMACEUTICALS INC | 316,769 | $8.0B | 0.31% | |
| 39 | ABRARBOR REALTY TRUST INC | 630,000 | $7.2B | 0.29% | Put |
| 40 | DVNDEVON ENERGY CORP NEW | 116,044 | $7.0B | 0.28% | |
| 41 | NTSTNETSTREIT CORP | 383,404 | $6.8B | 0.27% | |
| 42 | ENPHENPHASE ENERGY INC | 23,848 | $6.6B | 0.26% | |
| 43 | 9KGNEXTIER OILFIELD SOLUTIONS | 858,776 | $6.4B | 0.25% | |
| 44 | RKLBROCKET LAB USA INC | 1,550,338 | $6.3B | 0.25% | |
| 45 | MIGAMICROSTRATEGY INC | 28,800 | $6.1B | 0.24% | Put |
| 46 | BBIOBRIDGEBIO PHARMA INC | 603,126 | $6.0B | 0.24% | |
| 47 | LEGLEGGETT & PLATT INC | 174,713 | $5.8B | 0.23% | |
| 48 | CCOCAMECO CORP | 218,298 | $5.8B | 0.23% | |
| 49 | LNGCHENIERE ENERGY INC | 34,595 | $5.7B | 0.23% | |
| 50 | SENS 5.25 02/01/23SENSEONICS HLDGS INC | 5,700,000 | $5.7B | 0.23% | |
| 51 | TWOEURTWO HBRS INVT CORP | 1,654,600 | $5.5B | 0.22% | Put |
| 52 | RNGRINGCENTRAL INC | 135,610 | $5.4B | 0.21% | |
| 53 | RDFNREDFIN CORP | 919,325 | $5.4B | 0.21% | |
| 54 | LTHM1EURLIVENT CORP | 163,547 | $5.0B | 0.20% | |
| 55 | MACMACERICH CO | 630,154 | $5.0B | 0.20% | |
| 56 | DEIDOUGLAS EMMETT INC | 266,685 | $4.8B | 0.19% | |
| 57 | VOYAVOYA FINANCIAL INC | 78,546 | $4.8B | 0.19% | |
| 58 | GTMZOOMINFO TECHNOLOGIES INC | 114,036 | $4.8B | 0.19% | |
| 59 | SGFYGBPSIGNIFY HEALTH INC | 160,335 | $4.7B | 0.18% | |
| 60 | IEIINSIGHT ENTERPRISES INC | 56,548 | $4.7B | 0.18% | |
| 61 | BLBLACKLINE INC | 76,894 | $4.6B | 0.18% | |
| 62 | ACNACCENTURE PLC IRELAND | 17,001 | $4.4B | 0.17% | |
| 63 | VMWEURVMWARE INC | 40,541 | $4.3B | 0.17% | |
| 64 | GNTXGENTEX CORP | 180,995 | $4.3B | 0.17% | |
| 65 | IBPINSTALLED BLDG PRODS INC | 51,863 | $4.2B | 0.17% | |
| 66 | VRTXVERTEX PHARMACEUTICALS INC | 14,195 | $4.1B | 0.16% | |
| 67 | SAFESAFEHOLD INC | 154,458 | $4.1B | 0.16% | |
| 68 | ORCLORACLE CORP | 66,397 | $4.1B | 0.16% | |
| 69 | DISDISNEY WALT CO | 42,903 | $4.0B | 0.16% | |
| 70 | UNVREURUNIVAR SOLUTIONS INC | 176,586 | $4.0B | 0.16% | |
| 71 | ABCLABCELLERA BIOLOGICS INC | 404,171 | $4.0B | 0.16% | |
| 72 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 6,000,000 | $4.0B | 0.16% | |
| 73 | AMZNAMAZON COM INC | 35,002 | $4.0B | 0.16% | |
| 74 | 2362120DSINCLAIR BROADCAST GROUP INC | 218,346 | $3.9B | 0.16% | |
| 75 | BABOEING CO | 32,605 | $3.9B | 0.16% | |
| 76 | WMSADVANCED DRAIN SYS INC DEL | 31,709 | $3.9B | 0.16% | |
| 77 | LSCCLATTICE SEMICONDUCTOR CORP | 80,078 | $3.9B | 0.16% | |
| 78 | MSFTMICROSOFT CORP | 16,678 | $3.9B | 0.15% | |
| 79 | ICLNISHARES TR | 200,000 | $3.8B | 0.15% | |
| 80 | CALMCAL MAINE FOODS INC | 68,058 | $3.8B | 0.15% | |
| 81 | HRTXHERON THERAPEUTICS INC | 890,650 | $3.8B | 0.15% | |
| 82 | AZOAUTOZONE INC | 1,749 | $3.7B | 0.15% | |
| 83 | QLYSQUALYS INC | 26,194 | $3.7B | 0.14% | |
| 84 | CSLCARLISLE COS INC | 13,004 | $3.6B | 0.14% | |
| 85 | MPCMARATHON PETE CORP | 36,634 | $3.6B | 0.14% | |
| 86 | CRMSALESFORCE INC | 25,199 | $3.6B | 0.14% | |
| 87 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 655,450 | $3.6B | 0.14% | |
| 88 | JBLJABIL INC | 62,461 | $3.6B | 0.14% | |
| 89 | HCQAMN HEALTHCARE SVCS INC | 33,518 | $3.6B | 0.14% | |
| 90 | RUNSUNRUN INC | 128,567 | $3.5B | 0.14% | |
| 91 | HLTHILTON WORLDWIDE HLDGS INC | 29,391 | $3.5B | 0.14% | |
| 92 | WEXWEX INC | 27,820 | $3.5B | 0.14% | |
| 93 | PKPARK HOTELS & RESORTS INC | 311,134 | $3.5B | 0.14% | |
| 94 | NXPINXP SEMICONDUCTORS N V | 23,737 | $3.5B | 0.14% | |
| 95 | FIVNFIVE9 INC | 46,316 | $3.5B | 0.14% | |
| 96 | AXNX*AXONICS INC | 49,219 | $3.5B | 0.14% | |
| 97 | COUPEURCOUPA SOFTWARE INC | 58,761 | $3.5B | 0.14% | |
| 98 | TMHCTAYLOR MORRISON HOME CORP | 145,306 | $3.4B | 0.13% | |
| 99 | GRBKGREEN BRICK PARTNERS INC | 157,694 | $3.4B | 0.13% | |
| 100 | GLBEGLOBAL E ONLINE LTD | 125,223 | $3.4B | 0.13% |
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