Graham Capital Management, L.P. Q4 2022 Filing
Filed February 14, 2023
Portfolio Value
$3.3T
Holdings
1,011
Report Date
Q4 2022
Filing Type
13F-HR
All Holdings (1,011 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 3,283,900 | $572.6B | 17.39% | Put |
| 2 | Z 0.75 09/01/24ZILLOW GROUP INC | 166,080,000 | $172.4B | 5.24% | |
| 3 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 86,773,000 | $146.6B | 4.45% | |
| 4 | XYZ 0.125 03/01/25BLOCK INC | 120,783,000 | $115.2B | 3.50% | |
| 5 | SPWR 4 01/15/23SUNPOWER CORP | 89,113,000 | $89.0B | 2.70% | |
| 6 | RIG 4 12/15/25 *TRANSOCEAN INC | 72,451,000 | $87.6B | 2.66% | |
| 7 | OPK 4.5 02/15/25OPKO HEALTH INC | 67,452,000 | $59.0B | 1.79% | |
| 8 | CCL 5.75 10/01/24CARNIVAL CORP | 51,024,000 | $56.5B | 1.72% | |
| 9 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 44,181,000 | $43.8B | 1.33% | |
| 10 | DGDOLLAR GEN CORP NEW | 151,792 | $37.4B | 1.14% | |
| 11 | GPRE 2.25 03/15/27GREEN PLAINS INC | 28,800,000 | $34.4B | 1.05% | |
| 12 | BTUPEABODY ENERGY CORP | 1,275,909 | $33.7B | 1.02% | Put |
| 13 | BE 2.5 08/15/25BLOOM ENERGY CORP | 24,500,000 | $33.1B | 1.01% | |
| 14 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 29,835,000 | $32.6B | 0.99% | |
| 15 | ZS 0.125 07/01/25ZSCALER INC | 30,000,000 | $31.6B | 0.96% | |
| 16 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 66,282,000 | $31.2B | 0.95% | |
| 17 | TWOTWO HBRS INVT CORP | 1,660,500 | $26.2B | 0.80% | Put |
| 18 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 24,022,000 | $20.6B | 0.63% | |
| 19 | RGAREINSURANCE GRP OF AMERICA I | 137,603 | $19.6B | 0.59% | |
| 20 | CARRCARRIER GLOBAL CORPORATION | 395,631 | $16.3B | 0.50% | |
| 21 | NVAX 3.75 02/01/23NOVAVAX INC | 16,288,000 | $16.2B | 0.49% | |
| 22 | CNXCNX RES CORP | 933,401 | $15.7B | 0.48% | |
| 23 | CMECME GROUP INC | 89,857 | $15.1B | 0.46% | |
| 24 | SMHVANECK ETF TRUST | 67,500 | $13.7B | 0.42% | |
| 25 | LMTLOCKHEED MARTIN CORP | 27,852 | $13.5B | 0.41% | |
| 26 | —GREENLIGHT CAP RE LTD | 12,998,000 | $12.7B | 0.38% | |
| 27 | DDOG 0.125 06/15/25DATADOG INC | 11,500,000 | $12.6B | 0.38% | |
| 28 | ABRARBOR REALTY TRUST INC | 934,132 | $12.3B | 0.37% | Put |
| 29 | SCCOSOUTHERN COPPER CORP | 190,841 | $11.5B | 0.35% | |
| 30 | ENPHENPHASE ENERGY INC | 43,388 | $11.5B | 0.35% | |
| 31 | TSLATESLA INC | 92,840 | $11.4B | 0.35% | |
| 32 | PTONPELOTON INTERACTIVE INC | 1,436,622 | $11.4B | 0.35% | |
| 33 | GMGENERAL MTRS CO | 331,729 | $11.2B | 0.34% | |
| 34 | FRPTFRESHPET INC | 204,404 | $10.8B | 0.33% | |
| 35 | DEIDOUGLAS EMMETT INC | 678,681 | $10.6B | 0.32% | |
| 36 | VNOVORNADO RLTY TR | 492,538 | $10.2B | 0.31% | |
| 37 | GDXVANECK ETF TRUST | 335,000 | $9.6B | 0.29% | |
| 38 | MNKD 2.5 03/01/26MANNKIND CORP | 7,900,000 | $9.4B | 0.29% | |
| 39 | PYPLPAYPAL HLDGS INC | 128,921 | $9.2B | 0.28% | |
| 40 | LTHM1EURLIVENT CORP | 456,525 | $9.1B | 0.28% | |
| 41 | HPPHUDSON PAC PPTYS INC | 930,250 | $9.1B | 0.27% | |
| 42 | IYTISHARES TR | 41,500 | $8.9B | 0.27% | |
| 43 | BABOEING CO | 44,958 | $8.6B | 0.26% | |
| 44 | LNGCHENIERE ENERGY INC | 55,021 | $8.3B | 0.25% | |
| 45 | EEMISHARES TR | 200,000 | $7.6B | 0.23% | Call |
| 46 | VOYAVOYA FINANCIAL INC | 119,166 | $7.3B | 0.22% | |
| 47 | MACMACERICH CO | 642,537 | $7.2B | 0.22% | |
| 48 | ADIANALOG DEVICES INC | 44,063 | $7.2B | 0.22% | |
| 49 | SHLSSHOALS TECHNOLOGIES GROUP IN | 278,471 | $6.9B | 0.21% | |
| 50 | LUMNLUMEN TECHNOLOGIES INC | 1,216,322 | $6.3B | 0.19% | |
| 51 | XLUSELECT SECTOR SPDR TR | 89,744 | $6.3B | 0.19% | |
| 52 | CRWDCROWDSTRIKE HLDGS INC | 59,716 | $6.3B | 0.19% | |
| 53 | FTNTFORTINET INC | 125,322 | $6.1B | 0.19% | |
| 54 | —INTERCEPT PHARMACEUTICALS IN | 5,747,000 | $5.9B | 0.18% | |
| 55 | CYBRCYBERARK SOFTWARE LTD | 45,158 | $5.9B | 0.18% | |
| 56 | OMER 5.25 02/15/26OMEROS CORP | 11,019,000 | $5.8B | 0.18% | |
| 57 | SENS 5.25 02/01/23SENSEONICS HLDGS INC | 5,700,000 | $5.7B | 0.17% | |
| 58 | SMGSCOTTS MIRACLE-GRO CO | 116,518 | $5.7B | 0.17% | |
| 59 | DNUTKRISPY KREME INC | 536,306 | $5.5B | 0.17% | |
| 60 | XYZBLOCK INC | 87,045 | $5.5B | 0.17% | |
| 61 | DVNDEVON ENERGY CORP NEW | 86,882 | $5.3B | 0.16% | |
| 62 | WWWWOLVERINE WORLD WIDE INC | 488,668 | $5.3B | 0.16% | |
| 63 | BDNBRANDYWINE RLTY TR | 851,408 | $5.2B | 0.16% | |
| 64 | STNGSCORPIO TANKERS INC | 95,821 | $5.2B | 0.16% | |
| 65 | OLPXOLAPLEX HLDGS INC | 965,851 | $5.0B | 0.15% | |
| 66 | ORCLORACLE CORP | 61,388 | $5.0B | 0.15% | |
| 67 | CCOCAMECO CORP | 218,298 | $4.9B | 0.15% | |
| 68 | CCIVGBPLUCID GROUP INC | 717,800 | $4.9B | 0.15% | Put |
| 69 | HEIHEICO CORP NEW | 31,694 | $4.9B | 0.15% | |
| 70 | MSFTMICROSOFT CORP | 20,275 | $4.9B | 0.15% | |
| 71 | CITCINTAS CORP | 10,747 | $4.9B | 0.15% | |
| 72 | ZSZSCALER INC | 42,831 | $4.8B | 0.15% | |
| 73 | EFTTECHTARGET INC | 107,650 | $4.7B | 0.14% | |
| 74 | PAYCPAYCOM SOFTWARE INC | 15,273 | $4.7B | 0.14% | |
| 75 | RDFNREDFIN CORP | 1,113,684 | $4.7B | 0.14% | |
| 76 | OGEOGE ENERGY CORP | 118,984 | $4.7B | 0.14% | |
| 77 | RKLBROCKET LAB USA INC | 1,230,210 | $4.6B | 0.14% | |
| 78 | GGGGRACO INC | 67,799 | $4.6B | 0.14% | |
| 79 | DENEURDENBURY INC | 51,780 | $4.5B | 0.14% | |
| 80 | XXYCROSS CTRY HEALTHCARE INC | 167,432 | $4.4B | 0.14% | |
| 81 | GU9GUESS INC | 214,421 | $4.4B | 0.13% | |
| 82 | MLKNMILLERKNOLL INC | 206,285 | $4.3B | 0.13% | |
| 83 | SMARGBPSMARTSHEET INC | 109,805 | $4.3B | 0.13% | |
| 84 | ANETEURARISTA NETWORKS INC | 34,705 | $4.2B | 0.13% | |
| 85 | PSTGPURE STORAGE INC | 154,376 | $4.1B | 0.13% | |
| 86 | INSWINTERNATIONAL SEAWAYS INC | 111,470 | $4.1B | 0.13% | |
| 87 | SGSWEETGREEN INC | 477,819 | $4.1B | 0.12% | |
| 88 | MODNEURMODEL N INC | 99,300 | $4.0B | 0.12% | |
| 89 | LSCCLATTICE SEMICONDUCTOR CORP | 61,216 | $4.0B | 0.12% | |
| 90 | ICLNISHARES TR | 200,000 | $4.0B | 0.12% | |
| 91 | GPKGRAPHIC PACKAGING HLDG CO | 176,525 | $3.9B | 0.12% | |
| 92 | AXNX*AXONICS INC | 62,363 | $3.9B | 0.12% | |
| 93 | PMTPENNYMAC MTG INVT TR | 312,846 | $3.9B | 0.12% | |
| 94 | ESPRESPERION THERAPEUTICS INC NE | 621,174 | $3.9B | 0.12% | |
| 95 | CSCOCISCO SYS INC | 80,296 | $3.8B | 0.12% | |
| 96 | PTENPATTERSON-UTI ENERGY INC | 225,294 | $3.8B | 0.12% | |
| 97 | ESTCELASTIC N V | 73,481 | $3.8B | 0.11% | |
| 98 | MARA 1 12/01/26MARATHON DIGITAL HOLDINGS IN | 16,000,000 | $3.8B | 0.11% | |
| 99 | NVTNVENT ELECTRIC PLC | 97,776 | $3.8B | 0.11% | |
| 100 | RUNSUNRUN INC | 156,493 | $3.8B | 0.11% |
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