Graham Capital Management, L.P. Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$4.5T
Holdings
950
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (950 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 3,647,500 | $732.1B | 16.22% | Put |
| 2 | MIGAMICROSTRATEGY INC | 527,400 | $333.1B | 7.38% | Put |
| 3 | Z 0.75 09/01/24ZILLOW GROUP INC | 172,336,000 | $233.3B | 5.17% | |
| 4 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 128,453,000 | $212.3B | 4.70% | |
| 5 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 70,181,000 | $163.1B | 3.61% | |
| 6 | BTU 3.25 03/01/28PEABODY ENGR CORP | 98,010,000 | $140.6B | 3.11% | |
| 7 | TLRY 5.2 06/15/27TILRAY BRANDS INC | 83,500,000 | $92.5B | 2.05% | |
| 8 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 73,241,000 | $88.5B | 1.96% | |
| 9 | RIG 4 12/15/25 *TRANSOCEAN INC | 52,326,000 | $76.0B | 1.68% | |
| 10 | BILL 0 12/01/25BILL HOLDINGS INC | 64,573,000 | $60.7B | 1.35% | |
| 11 | OPK 4.5 02/15/25OPKO HEALTH INC | 54,524,000 | $53.5B | 1.18% | |
| 12 | BE 2.5 08/15/25BLOOM ENERGY CORP | 42,529,000 | $49.1B | 1.09% | |
| 13 | MAXNMAXEON SOLAR TECHNOLOGIES LT | 6,713,100 | $48.1B | 1.07% | Put |
| 14 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 56,573,000 | $45.8B | 1.02% | |
| 15 | ZS 0.125 07/01/25ZSCALER INC | 29,489,000 | $44.8B | 0.99% | |
| 16 | GPRE 2.25 03/15/27GREEN PLAINS INC | 38,257,000 | $40.1B | 0.89% | |
| 17 | AMZNAMAZON COM INC | 260,430 | $39.6B | 0.88% | |
| 18 | DGDOLLAR GEN CORP NEW | 281,731 | $38.3B | 0.85% | |
| 19 | BTUPEABODY ENERGY CORP | 1,567,296 | $38.1B | 0.84% | Put |
| 20 | RIVNRIVIAN AUTOMOTIVE INC | 1,619,698 | $38.0B | 0.84% | Put |
| 21 | GOOGALPHABET INC | 254,978 | $35.9B | 0.80% | |
| 22 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 35,532,000 | $32.0B | 0.71% | |
| 23 | CYTK 3.5 07/01/27CYTOKINETICS INC | 17,100,000 | $30.2B | 0.67% | |
| 24 | UBERUBER TECHNOLOGIES INC | 455,405 | $28.0B | 0.62% | |
| 25 | WOLF 1.875 12/01/29WOLFSPEED INC | 40,294,000 | $27.0B | 0.60% | |
| 26 | JPMJPMORGAN CHASE & CO | 154,977 | $26.4B | 0.58% | |
| 27 | PLUG 3.75 06/01/25PLUG PWR INC | 25,058,000 | $26.1B | 0.58% | |
| 28 | GEO 6.5 02/23/26GEO CORRECTIONS HOLDINGS INC | 18,600,000 | $26.0B | 0.58% | |
| 29 | MCDMCDONALDS CORP | 82,464 | $24.5B | 0.54% | |
| 30 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 31,929,000 | $24.4B | 0.54% | |
| 31 | WMTWALMART INC | 154,491 | $24.4B | 0.54% | |
| 32 | PEPPEPSICO INC | 141,237 | $24.0B | 0.53% | |
| 33 | MSFTMICROSOFT CORP | 63,291 | $23.8B | 0.53% | |
| 34 | CYTKCYTOKINETICS INC | 284,700 | $23.8B | 0.53% | Put |
| 35 | DUKDUKE ENERGY CORP NEW | 224,160 | $21.8B | 0.48% | |
| 36 | BACBANK AMERICA CORP | 637,502 | $21.5B | 0.48% | |
| 37 | METAMETA PLATFORMS INC | 54,821 | $19.4B | 0.43% | |
| 38 | PSAPUBLIC STORAGE | 62,564 | $19.1B | 0.42% | |
| 39 | BXMTBLACKSTONE MTG TR INC | 875,800 | $18.6B | 0.41% | Put |
| 40 | NVDANVIDIA CORPORATION | 37,049 | $18.3B | 0.41% | |
| 41 | ROSTROSS STORES INC | 129,994 | $18.0B | 0.40% | |
| 42 | ABR 7.5 08/01/25ARBOR REALTY TRUST INC | 16,450,000 | $16.8B | 0.37% | |
| 43 | CMECME GROUP INC | 75,000 | $15.8B | 0.35% | |
| 44 | BBIOBRIDGEBIO PHARMA INC | 388,179 | $15.7B | 0.35% | Put |
| 45 | AMDADVANCED MICRO DEVICES INC | 102,684 | $15.1B | 0.34% | |
| 46 | ABRARBOR REALTY TRUST INC | 988,300 | $15.0B | 0.33% | Put |
| 47 | XYZBLOCK INC | 191,368 | $14.8B | 0.33% | |
| 48 | TJXTJX COS INC NEW | 154,135 | $14.5B | 0.32% | |
| 49 | EEMISHARES TR | 350,000 | $14.1B | 0.31% | Put |
| 50 | HESHESS CORP | 95,092 | $13.7B | 0.30% | |
| 51 | SOSOUTHERN CO | 194,753 | $13.7B | 0.30% | |
| 52 | PLUNPLUG POWER INC | 2,918,800 | $13.1B | 0.29% | Put |
| 53 | SBUXSTARBUCKS CORP | 135,478 | $13.0B | 0.29% | |
| 54 | TSLATESLA INC | 51,141 | $12.7B | 0.28% | |
| 55 | CRMSALESFORCE INC | 47,879 | $12.6B | 0.28% | |
| 56 | NFLXNETFLIX INC | 25,595 | $12.5B | 0.28% | |
| 57 | COSTCOSTCO WHSL CORP NEW | 18,383 | $12.1B | 0.27% | |
| 58 | UPSUNITED PARCEL SERVICE INC | 76,290 | $12.0B | 0.27% | |
| 59 | SPYSPDR S&P 500 ETF TR | 25,000 | $11.9B | 0.26% | Put |
| 60 | CVNACARVANA CO | 219,411 | $11.6B | 0.26% | Put |
| 61 | BPBP PLC | 318,179 | $11.3B | 0.25% | |
| 62 | XBISPDR SER TR | 126,000 | $11.3B | 0.25% | |
| 63 | ZSZSCALER INC | 49,018 | $10.9B | 0.24% | |
| 64 | CCLCARNIVAL CORP | 583,358 | $10.8B | 0.24% | Put |
| 65 | CFGCITIZENS FINL GROUP INC | 318,225 | $10.5B | 0.23% | |
| 66 | EPDENTERPRISE PRODS PARTNERS L | 400,000 | $10.5B | 0.23% | Call |
| 67 | MSIMOTOROLA SOLUTIONS INC | 33,230 | $10.4B | 0.23% | |
| 68 | ECLECOLAB INC | 51,023 | $10.1B | 0.22% | |
| 69 | PCTPURECYCLE TECHNOLOGIES INC | 2,465,600 | $10.0B | 0.22% | Put |
| 70 | GPCGENUINE PARTS CO | 71,165 | $9.9B | 0.22% | |
| 71 | SPOTSPOTIFY TECHNOLOGY S A | 50,587 | $9.5B | 0.21% | |
| 72 | TAT&T INC | 558,394 | $9.4B | 0.21% | |
| 73 | AONAON PLC | 31,900 | $9.3B | 0.21% | |
| 74 | ENVXENOVIX CORPORATION | 735,200 | $9.2B | 0.20% | Put |
| 75 | CNCCENTENE CORP DEL | 121,663 | $9.0B | 0.20% | |
| 76 | CCIVGBPLUCID GROUP INC | 2,061,800 | $8.7B | 0.19% | Put |
| 77 | GMGENERAL MTRS CO | 240,000 | $8.6B | 0.19% | |
| 78 | 7HPHP INC | 285,279 | $8.6B | 0.19% | |
| 79 | SKAASKECHERS U S A INC | 137,640 | $8.6B | 0.19% | |
| 80 | MMM3M CO | 77,772 | $8.5B | 0.19% | |
| 81 | MPMP MATERIALS CORP | 422,800 | $8.4B | 0.19% | Put |
| 82 | LNGCHENIERE ENERGY INC | 47,090 | $8.0B | 0.18% | |
| 83 | VRSKVERISK ANALYTICS INC | 33,033 | $7.9B | 0.17% | |
| 84 | HUMHUMANA INC | 17,141 | $7.8B | 0.17% | |
| 85 | VVISA INC | 30,000 | $7.8B | 0.17% | |
| 86 | NXPINXP SEMICONDUCTORS N V | 33,135 | $7.6B | 0.17% | |
| 87 | GSMFERROGLOBE PLC | 1,160,400 | $7.6B | 0.17% | |
| 88 | RLRALPH LAUREN CORP | 50,366 | $7.3B | 0.16% | |
| 89 | DISDISNEY WALT CO | 79,684 | $7.2B | 0.16% | |
| 90 | EQHEQUITABLE HLDGS INC | 216,025 | $7.2B | 0.16% | |
| 91 | G3VGREEN PLAINS INC | 278,987 | $7.0B | 0.16% | Put |
| 92 | GRPN 1.125 03/15/26GROUPON INC | 11,250,000 | $7.0B | 0.15% | |
| 93 | BKNGBOOKING HOLDINGS INC | 1,963 | $7.0B | 0.15% | |
| 94 | MDTMEDTRONIC PLC | 83,279 | $6.9B | 0.15% | |
| 95 | IPOAGBPVIRGIN GALACTIC HOLDINGS INC | 2,765,300 | $6.8B | 0.15% | Put |
| 96 | GOOGLALPHABET INC | 48,236 | $6.7B | 0.15% | |
| 97 | NETCLOUDFLARE INC | 76,387 | $6.4B | 0.14% | |
| 98 | WWAYFAIR INC | 98,472 | $6.1B | 0.13% | Put |
| 99 | MNKD 2.5 03/01/26MANNKIND CORP | 5,900,000 | $6.0B | 0.13% | |
| 100 | GRMNGARMIN LTD | 46,623 | $6.0B | 0.13% |
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