Graham Capital Management, L.P. Q3 2023 Filing
Filed November 22, 2023
Portfolio Value
$4.3T
Holdings
976
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (976 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 1,822,500 | $322.1B | 7.57% | Put |
| 2 | Z 0.75 09/01/24ZILLOW GROUP INC | 167,336,000 | $195.6B | 4.59% | |
| 3 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 71,003,000 | $168.0B | 3.95% | |
| 4 | NDQINVESCO QQQ TR | 440,000 | $157.6B | 3.70% | Put |
| 5 | AAPLAPPLE INC | 846,957 | $145.0B | 3.41% | Put |
| 6 | BTU 3.25 03/01/28PEABODY ENGR CORP | 93,160,000 | $141.0B | 3.31% | |
| 7 | RIG 4 12/15/25 *TRANSOCEAN INC | 74,852,000 | $134.6B | 3.16% | |
| 8 | HYGISHARES TR | 1,698,900 | $125.2B | 2.94% | Put |
| 9 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 95,422,000 | $102.9B | 2.42% | |
| 10 | TLRY 5.2 06/15/27TILRAY BRANDS INC | 80,000,000 | $91.3B | 2.14% | |
| 11 | MIGAMICROSTRATEGY INC | 261,800 | $85.9B | 2.02% | Put |
| 12 | BILL 0 12/01/25BILL HOLDINGS INC | 64,573,000 | $64.9B | 1.53% | |
| 13 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 59,073,000 | $61.0B | 1.43% | |
| 14 | OPK 4.5 02/15/25OPKO HEALTH INC | 59,524,000 | $58.6B | 1.38% | |
| 15 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 55,529,000 | $53.5B | 1.26% | |
| 16 | GOOGALPHABET INC | 387,544 | $51.1B | 1.20% | |
| 17 | WMTWALMART INC | 309,382 | $49.5B | 1.16% | |
| 18 | BE 2.5 08/15/25BLOOM ENERGY CORP | 44,529,000 | $48.8B | 1.15% | |
| 19 | AMZNAMAZON COM INC | 380,865 | $48.4B | 1.14% | |
| 20 | RCL 6 08/15/25ROYAL CARIBBEAN GROUP | 22,000,000 | $43.5B | 1.02% | |
| 21 | ZS 0.125 07/01/25ZSCALER INC | 33,989,000 | $40.9B | 0.96% | |
| 22 | MSFTMICROSOFT CORP | 121,821 | $38.5B | 0.90% | |
| 23 | DGDOLLAR GEN CORP NEW | 330,986 | $35.0B | 0.82% | |
| 24 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $33.4B | 0.78% | |
| 25 | METAMETA PLATFORMS INC | 110,723 | $33.2B | 0.78% | |
| 26 | AVGOBROADCOM INC | 39,000 | $32.4B | 0.76% | |
| 27 | BTUPEABODY ENERGY CORP | 1,225,000 | $31.8B | 0.75% | Put |
| 28 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 35,532,000 | $31.6B | 0.74% | |
| 29 | CVXCHEVRON CORP NEW | 183,459 | $30.9B | 0.73% | |
| 30 | XYZ 0.125 03/01/25BLOCK INC | 32,983,000 | $30.6B | 0.72% | |
| 31 | MAMASTERCARD INCORPORATED | 75,090 | $29.7B | 0.70% | |
| 32 | MCDMCDONALDS CORP | 110,495 | $29.1B | 0.68% | |
| 33 | UBERUBER TECHNOLOGIES INC | 617,113 | $28.4B | 0.67% | |
| 34 | RIVNRIVIAN AUTOMOTIVE INC | 1,154,100 | $28.0B | 0.66% | Put |
| 35 | PEPPEPSICO INC | 156,092 | $26.4B | 0.62% | |
| 36 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 31,929,000 | $25.7B | 0.60% | |
| 37 | DUKDUKE ENERGY CORP NEW | 269,086 | $23.7B | 0.56% | |
| 38 | SPGIS&P GLOBAL INC | 62,200 | $22.7B | 0.53% | |
| 39 | BACBANK AMERICA CORP | 829,467 | $22.7B | 0.53% | |
| 40 | TRVTRAVELERS COMPANIES INC | 136,900 | $22.4B | 0.53% | |
| 41 | GEO 6.5 02/23/26GEO CORRECTIONS HOLDINGS INC | 18,600,000 | $22.1B | 0.52% | |
| 42 | WOLF 1.75 05/01/26WOLFSPEED INC | 20,147,000 | $21.7B | 0.51% | |
| 43 | SBUXSTARBUCKS CORP | 227,134 | $20.7B | 0.49% | |
| 44 | CITCINTAS CORP | 42,595 | $20.5B | 0.48% | |
| 45 | NVDANVIDIA CORPORATION | 45,175 | $19.7B | 0.46% | |
| 46 | SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC | 17,500,000 | $19.6B | 0.46% | |
| 47 | GEGENERAL ELECTRIC CO | 160,867 | $17.8B | 0.42% | |
| 48 | JPMJPMORGAN CHASE & CO | 117,610 | $17.1B | 0.40% | |
| 49 | HONHONEYWELL INTL INC | 92,010 | $17.0B | 0.40% | |
| 50 | LNGCHENIERE ENERGY INC | 97,200 | $16.1B | 0.38% | |
| 51 | GOOGLALPHABET INC | 122,613 | $16.0B | 0.38% | |
| 52 | ORLYOREILLY AUTOMOTIVE INC | 16,737 | $15.2B | 0.36% | |
| 53 | CMECME GROUP INC | 75,573 | $15.1B | 0.36% | |
| 54 | CRMSALESFORCE INC | 72,373 | $14.7B | 0.34% | |
| 55 | UNHUNITEDHEALTH GROUP INC | 27,174 | $13.7B | 0.32% | |
| 56 | ADBEADOBE INC | 26,412 | $13.5B | 0.32% | |
| 57 | TAT&T INC | 876,743 | $13.2B | 0.31% | |
| 58 | TJXTJX COS INC NEW | 146,916 | $13.1B | 0.31% | |
| 59 | PSAPUBLIC STORAGE | 48,847 | $12.9B | 0.30% | |
| 60 | BXMTBLACKSTONE MTG TR INC | 588,700 | $12.8B | 0.30% | Put |
| 61 | VRSKVERISK ANALYTICS INC | 53,393 | $12.6B | 0.30% | |
| 62 | RSGREPUBLIC SVCS INC | 87,545 | $12.5B | 0.29% | |
| 63 | ORCLORACLE CORP | 110,938 | $11.8B | 0.28% | |
| 64 | AZOAUTOZONE INC | 4,468 | $11.3B | 0.27% | |
| 65 | PPGPPG INDS INC | 84,524 | $11.0B | 0.26% | |
| 66 | NXPINXP SEMICONDUCTORS N V | 54,625 | $10.9B | 0.26% | |
| 67 | TSLATESLA INC | 43,457 | $10.9B | 0.26% | |
| 68 | MDTMEDTRONIC PLC | 138,551 | $10.9B | 0.26% | |
| 69 | LENLENNAR CORP | 95,728 | $10.7B | 0.25% | |
| 70 | CFGCITIZENS FINL GROUP INC | 387,959 | $10.4B | 0.24% | |
| 71 | SKAASKECHERS U S A INC | 212,360 | $10.4B | 0.24% | |
| 72 | NOWSERVICENOW INC | 18,453 | $10.3B | 0.24% | |
| 73 | UPSUNITED PARCEL SERVICE INC | 66,096 | $10.3B | 0.24% | |
| 74 | COSTCOSTCO WHSL CORP NEW | 17,823 | $10.1B | 0.24% | |
| 75 | GRMNGARMIN LTD | 95,530 | $10.0B | 0.24% | |
| 76 | PGPROCTER AND GAMBLE CO | 68,383 | $10.0B | 0.23% | |
| 77 | CARRCARRIER GLOBAL CORPORATION | 179,378 | $9.9B | 0.23% | |
| 78 | TRVCCITIGROUP INC | 240,338 | $9.9B | 0.23% | |
| 79 | GPCGENUINE PARTS CO | 64,861 | $9.4B | 0.22% | |
| 80 | MOHMOLINA HEALTHCARE INC | 28,413 | $9.3B | 0.22% | |
| 81 | NFLXNETFLIX INC | 23,029 | $8.7B | 0.20% | |
| 82 | WSMWILLIAMS SONOMA INC | 54,128 | $8.4B | 0.20% | |
| 83 | AMDADVANCED MICRO DEVICES INC | 79,684 | $8.2B | 0.19% | |
| 84 | VVISA INC | 35,343 | $8.1B | 0.19% | |
| 85 | CSCOCISCO SYS INC | 146,873 | $7.9B | 0.19% | |
| 86 | BKNGBOOKING HOLDINGS INC | 2,521 | $7.8B | 0.18% | |
| 87 | GSMFERROGLOBE PLC | 1,470,100 | $7.6B | 0.18% | |
| 88 | TXNTEXAS INSTRS INC | 47,500 | $7.6B | 0.18% | |
| 89 | URIUNITED RENTALS INC | 16,848 | $7.5B | 0.18% | |
| 90 | WWAYFAIR INC | 120,649 | $7.3B | 0.17% | Put |
| 91 | XBISPDR SER TR | 100,000 | $7.3B | 0.17% | |
| 92 | WCNWASTE CONNECTIONS INC | 53,000 | $7.1B | 0.17% | |
| 93 | MRKMERCK & CO INC | 68,655 | $7.1B | 0.17% | |
| 94 | FFORD MTR CO DEL | 561,861 | $7.0B | 0.16% | |
| 95 | SPOTSPOTIFY TECHNOLOGY S A | 45,062 | $7.0B | 0.16% | |
| 96 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 9,000,000 | $6.8B | 0.16% | |
| 97 | APHAMPHENOL CORP NEW | 80,380 | $6.8B | 0.16% | |
| 98 | CHTRCHARTER COMMUNICATIONS INC N | 15,133 | $6.7B | 0.16% | |
| 99 | DEDEERE & CO | 17,500 | $6.6B | 0.16% | |
| 100 | EQHEQUITABLE HLDGS INC | 224,482 | $6.4B | 0.15% |
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