0001041062-24-000063.txt : 20240214 0001041062-24-000063.hdr.sgml : 20240214 20240214125513 ACCESSION NUMBER: 0001041062-24-000063 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240214 DATE AS OF CHANGE: 20240214 EFFECTIVENESS DATE: 20240214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Graham Capital Management, L.P. CENTRAL INDEX KEY: 0001315421 ORGANIZATION NAME: IRS NUMBER: 061398337 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11610 FILM NUMBER: 24635225 BUSINESS ADDRESS: STREET 1: 40 HIGHLAND AVENUE CITY: ROWAYTON STATE: CT ZIP: 06853 BUSINESS PHONE: 203.899.3400 MAIL ADDRESS: STREET 1: 40 HIGHLAND AVENUE CITY: ROWAYTON STATE: CT ZIP: 06853 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0001315421 XXXXXXXX 12-31-2023 12-31-2023 Graham Capital Management, L.P.
40 HIGHLAND AVENUE ROWAYTON CT 06853
13F HOLDINGS REPORT 028-11610 000160925 801-73422 N
Timothy Sperry Chief Compliance Officer 203-899-3400 /s/ Timothy Sperry Rowayton CT 02-14-2024 0 960 4514755178 false
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HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 145730 23696 SH SOLE 23696 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1058846 13173 SH SOLE 13173 0 0 HASHICORP INC COM CL A 418100103 1487618 62928 SH SOLE 62928 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 208934 14724 SH SOLE 14724 0 0 HEALTHEQUITY INC COM 42226A107 4084213 61602 SH SOLE 61602 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 155475 15124 SH SOLE 15124 0 0 HELMERICH & PAYNE INC COM 423452101 335904 9274 SH SOLE 9274 0 0 HENRY JACK & ASSOC INC COM 426281101 217989 1334 SH SOLE 1334 0 0 HERITAGE INSURANCE HLDGS INC COM 42727J102 68584 10519 SH SOLE 10519 0 0 HESS CORP COM 42809H107 13708463 95092 SH SOLE 95092 0 0 HESS MIDSTREAM LP CL A SHS 428103105 1407978 44514 SH SOLE 44514 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 935072 55069 SH SOLE 55069 0 0 HIGHWOODS PPTYS INC COM 431284108 1763259 76797 SH SOLE 76797 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 183666 30258 SH SOLE 30258 0 0 HIMS & HERS HEALTH INC COM CL A 433000106 1602062 180007 SH SOLE 180007 0 0 HOLLEY INC COM 43538H103 179976 36956 SH SOLE 36956 0 0 HOME BANCSHARES INC COM 436893200 1728013 68220 SH SOLE 68220 0 0 HONDA MOTOR LTD ADR ECH CNV IN 3 438128308 994900 32187 SH SOLE 32187 0 0 HORMEL FOODS CORP COM 440452100 319109 9938 SH SOLE 9938 0 0 HOWMET AEROSPACE INC COM 443201108 1114764 20598 SH SOLE 20598 0 0 HUB GROUP INC CL A 443320106 1293320 14067 SH SOLE 14067 0 0 HUBBELL INC COM 443510607 3097534 9417 SH SOLE 9417 0 0 HUBSPOT INC COM 443573100 624661 1076 SH SOLE 1076 0 0 HUMANA INC COM 444859102 7847321 17141 SH SOLE 17141 0 0 HUNT J B TRANS SVCS INC COM 445658107 798960 4000 SH SOLE 4000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1071189 84213 SH SOLE 84213 0 0 HURON CONSULTING GROUP INC COM 447462102 800092 7783 SH SOLE 7783 0 0 ICF INTL INC COM 44925C103 268448 2002 SH SOLE 2002 0 0 IDACORP INC COM 451107106 800128 8138 SH SOLE 8138 0 0 IDEXX LABS INC COM 45168D104 613885 1106 SH SOLE 1106 0 0 IHEARTMEDIA INC COM CL A 45174J509 200039 74921 SH SOLE 74921 0 0 ILLINOIS TOOL WKS INC COM 452308109 1148083 4383 SH SOLE 4383 0 0 IMAX CORP COM 45245E109 1318005 87750 SH SOLE 87750 0 0 INARI MED INC COM 45332Y109 1493744 23009 SH SOLE 23009 0 0 INCYTE CORP COM 45337C102 1231689 19616 SH SOLE 19616 0 0 INFINERA CORP COM 45667G103 661523 139268 SH SOLE 139268 0 0 INFOSYS LTD SPONSORED ADR 456788108 223832 12178 SH SOLE 12178 0 0 ING GROEP N.V. SPONSORED ADR 456837103 258840 17233 SH SOLE 17233 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1181149 6666 SH SOLE 6666 0 0 INSMED INC COM PAR $.01 457669307 350435 11308 SH SOLE 11308 0 0 INSTRUCTURE HLDGS INC COM 457790103 298298 11044 SH SOLE 11044 0 0 INSULET CORP COM 45784P101 1184060 5457 SH SOLE 5457 0 0 INTEL CORP COM 458140100 1244391 24764 SH SOLE 24764 0 0 INTAPP INC COM 45827U109 410654 10801 SH SOLE 10801 0 0 INTEGRAL AD SCIENCE HLDNG CO COM 45828L108 1035749 71977 SH SOLE 71977 0 0 INTER PARFUMS INC COM 458334109 225232 1564 SH SOLE 1564 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 753976 9095 SH SOLE 9095 0 0 INTERDIGITAL INC COM 45867G101 894695 8243 SH SOLE 8243 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 3030448 7400 SH SOLE 7400 0 0 INTUIT COM 461202103 2275734 3641 SH SOLE 3641 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B704 264037 29801 SH SOLE 29801 0 0 IONIS PHARMACEUTICALS INC COM 462222100 633640 12525 SH SOLE 12525 0 0 IROBOT CORP COM 462726100 319933 8267 SH SOLE 8267 0 0 ISHARES INC MSCI BRAZIL ETF 464286400 3496000 100000 SH SOLE 100000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2010500 50000 SH SOLE 50000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 12063000 300000 SH Put SOLE 300000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 398376 3600 SH SOLE 3600 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 5218460 26000 SH SOLE 26000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 726871265 3621500 SH Put SOLE 3621500 0 0 ISHARES TR US HOME CONS ETF 464288752 1831140 18000 SH SOLE 18000 0 0 ISHARES TR US TREAS BD ETF 46429B267 1022976 44400 SH SOLE 44400 0 0 ITEOS THERAPEUTICS INC COM 46565G104 156322 14276 SH SOLE 14276 0 0 ITRON INC COM 465741106 2316043 30672 SH SOLE 30672 0 0 JPMORGAN CHASE & CO COM 46625H100 26361588 154977 SH SOLE 154977 0 0 JACK IN THE BOX INC COM 466367109 1240449 15196 SH SOLE 15196 0 0 JACKSON FINANCIAL INC COM CL A 46817M107 565146 11038 SH SOLE 11038 0 0 ZIFF DAVIS INC COM 48123V102 1334931 19868 SH SOLE 19868 0 0 OPENLANE INC COM 48238T109 1212347 81860 SH SOLE 81860 0 0 KBR INC COM 48242W106 1387577 25042 SH SOLE 25042 0 0 KLA CORP COM NEW 482480100 1935148 3329 SH SOLE 3329 0 0 KEMPER CORP COM 488401100 1587518 32618 SH SOLE 32618 0 0 KENNEDY-WILSON HOLDINGS INC COM 489398107 1065522 86068 SH SOLE 86068 0 0 KEYCORP COM 493267108 249077 17297 SH SOLE 17297 0 0 KINDER MORGAN INC DEL COM 49456B101 1803143 102219 SH SOLE 102219 0 0 KINROSS GOLD CORP COM 496902404 232126 38368 SH SOLE 38368 0 0 KINSALE CAP GROUP INC COM 49714P108 2142754 6398 SH SOLE 6398 0 0 KNIFE RIVER CORP COMMON STOCK 498894104 1292165 19525 SH SOLE 19525 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 1780463 30884 SH SOLE 30884 0 0 KODIAK SCIENCES INC COM 50015M109 43572 14333 SH SOLE 14333 0 0 KOHLS CORP COM 500255104 846289 29508 SH SOLE 29508 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 217671 10728 SH SOLE 10728 0 0 KRISPY KREME INC COM 50101L106 581403 38529 SH SOLE 38529 0 0 KROGER CO COM 501044101 1342960 29380 SH SOLE 29380 0 0 KULICKE & SOFFA INDS INC COM 501242101 400386 7317 SH SOLE 7317 0 0 KYMERA THERAPEUTICS INC COM 501575104 351195 13794 SH SOLE 13794 0 0 LA Z BOY INC COM 505336107 625203 16934 SH SOLE 16934 0 0 LAM RESEARCH CORP COM 512807108 872552 1114 SH SOLE 1114 0 0 LAS VEGAS SANDS CORP COM 517834107 1366955 27778 SH SOLE 27778 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 216284 3135 SH SOLE 3135 0 0 LAUDER ESTEE COS INC CL A 518439104 1700303 11626 SH SOLE 11626 0 0 LEAR CORP COM NEW 521865204 391999 2776 SH SOLE 2776 0 0 LEGALZOOM COM INC COM 52466B103 1125740 99623 SH SOLE 99623 0 0 LEIDOS HOLDINGS INC COM 525327102 508620 4699 SH SOLE 4699 0 0 LEMONADE INC COM 52567D107 319987 19838 SH SOLE 19838 0 0 LENNAR CORP CL A 526057104 1519463 10195 SH SOLE 10195 0 0 LENNOX INTL INC COM 526107107 2467178 5513 SH SOLE 5513 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 735120 44445 SH SOLE 44445 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 621591 7713 SH SOLE 7713 0 0 LIBERTY MEDIA CORP DEL COM LBTY ONE S C 531229755 267797 4242 SH SOLE 4242 0 0 LIFE TIME GROUP HOLDINGS INC COMMON STOCK 53190C102 473859 31423 SH SOLE 31423 0 0 LIFEMD INC COM 53216B104 142804 17226 SH SOLE 17226 0 0 ELI LILLY & CO COM 532457108 1224132 2100 SH SOLE 2100 0 0 LINCOLN NATL CORP IND COM 534187109 4538269 168271 SH SOLE 168271 0 0 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 239330 21236 SH SOLE 21236 0 0 LINDSAY CORP COM 535555106 257287 1992 SH SOLE 1992 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 589101 54046 SH SOLE 54046 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 479236 47030 SH SOLE 47030 0 0 LIVEPERSON INC COM 538146101 66208 17469 SH SOLE 17469 0 0 LOCKHEED MARTIN CORP COM 539830109 2597065 5730 SH SOLE 5730 0 0 LUCID GROUP INC COM 549498103 8680178 2061800 SH Put SOLE 2061800 0 0 LULULEMON ATHLETICA INC COM 550021109 2346310 4589 SH SOLE 4589 0 0 LUMEN TECHNOLOGIES INC COM 550241103 1311826 716845 SH SOLE 716845 0 0 LUMENTUM HLDGS INC COM 55024U109 920181 17554 SH SOLE 17554 0 0 LYELL IMMUNOPHARMA INC COM 55083R104 50186 25869 SH SOLE 25869 0 0 LYFT INC CL A COM 55087P104 1306214 87139 SH SOLE 87139 0 0 MDU RES GROUP INC COM 552690109 1243915 62824 SH SOLE 62824 0 0 MGM RESORTS INTERNATIONAL COM 552953101 4346783 97287 SH SOLE 97287 0 0 M/I HOMES INC COM 55305B101 200549 1456 SH SOLE 1456 0 0 MP MATERIALS CORP COM CL A 553368101 8392580 422800 SH Put SOLE 422800 0 0 MRC GLOBAL INC COM 55345K103 123125 11183 SH SOLE 11183 0 0 MSA SAFETY INC COM 553498106 723943 4288 SH SOLE 4288 0 0 MSC INDL DIRECT INC CL A 553530106 309349 3055 SH SOLE 3055 0 0 MYR GROUP INC DEL COM 55405W104 459779 3179 SH SOLE 3179 0 0 VERIS RESIDENTIAL INC COM 554489104 374563 23812 SH SOLE 23812 0 0 SPHERE ENTERTAINMENT CO CL A 55826T102 776903 22877 SH SOLE 22877 0 0 MAGNA INTL INC COM 559222401 368246 6233 SH SOLE 6233 0 0 MAGNITE INC COM 55955D100 269141 28816 SH SOLE 28816 0 0 MANNKIND CORP COM NEW 56400P706 129074 35460 SH SOLE 35460 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 5998633 5900000 PRN SOLE 5900000 0 0 MARATHON PETE CORP COM 56585A102 2770623 18675 SH SOLE 18675 0 0 MARKEL GROUP INC COM 570535104 498385 351 SH SOLE 351 0 0 MASCO CORP COM 574599106 340660 5086 SH SOLE 5086 0 0 MASONITE INTL CORP COM 575385109 406876 4806 SH SOLE 4806 0 0 MASTERCARD INCORPORATED CL A 57636Q104 853020 2000 SH SOLE 2000 0 0 MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 45845401 56573000 PRN SOLE 56573000 0 0 MAXIMUS INC COM 577933104 2753962 32840 SH SOLE 32840 0 0 MCCORMICK & CO INC COM NON VTG 579780206 338063 4941 SH SOLE 4941 0 0 MCDONALDS CORP COM 580135101 24451401 82464 SH SOLE 82464 0 0 MCEWEN MNG INC COM NEW 58039P305 254600 35312 SH SOLE 35312 0 0 MCKESSON CORP COM 58155Q103 2697784 5827 SH SOLE 5827 0 0 MEDPACE HLDGS INC COM 58506Q109 516810 1686 SH SOLE 1686 0 0 MERCADOLIBRE INC COM 58733R102 697764 444 SH SOLE 444 0 0 MERCK & CO INC COM 58933Y105 2204166 20218 SH SOLE 20218 0 0 MERSANA THERAPEUTICS INC COM 59045L106 27402 11811 SH SOLE 11811 0 0 METLIFE INC COM 59156R108 394994 5973 SH SOLE 5973 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2188180 1804 SH SOLE 1804 0 0 MICROSOFT CORP COM 594918104 23799948 63291 SH SOLE 63291 0 0 MICROSTRATEGY INC CL A NEW 594972408 333116388 527400 SH Put SOLE 527400 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 212316752 128453000 PRN SOLE 128453000 0 0 MICRON TECHNOLOGY INC COM 595112103 3184718 37318 SH SOLE 37318 0 0 MID-AMER APT CMNTYS INC COM 59522J103 594717 4423 SH SOLE 4423 0 0 MILLERKNOLL INC COM 600544100 1120693 42005 SH SOLE 42005 0 0 MIMEDX GROUP INC COM 602496101 164166 18719 SH SOLE 18719 0 0 MOBILEYE GLOBAL INC COMMON CLASS A 60741F104 1449747 33466 SH SOLE 33466 0 0 MODERNA INC COM 60770K107 385667 3878 SH SOLE 3878 0 0 MOHAWK INDS INC COM 608190104 230805 2230 SH SOLE 2230 0 0 MOLINA HEALTHCARE INC COM 60855R100 229793 636 SH SOLE 636 0 0 MONDELEZ INTL INC CL A 609207105 303264 4187 SH SOLE 4187 0 0 MONGODB INC CL A 60937P106 1284198 3141 SH SOLE 3141 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 998497 17332 SH SOLE 17332 0 0 MONTROSE ENVIRONMENTAL GROUP COM 615111101 276157 8595 SH SOLE 8595 0 0 MOODYS CORP COM 615369105 1758692 4503 SH SOLE 4503 0 0 MOSAIC CO NEW COM 61945C103 479282 13414 SH SOLE 13414 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 10403981 33230 SH SOLE 33230 0 0 MULTIPLAN CORPORATION COM 62548M100 47219 32791 SH SOLE 32791 0 0 MURPHY USA INC COM 626755102 664271 1863 SH SOLE 1863 0 0 NCR VOYIX CORPORATION COM 62886E108 1259575 74487 SH SOLE 74487 0 0 NOV INC COM 62955J103 457152 22542 SH SOLE 22542 0 0 NCR ATLEOS CORPORATION COM SHS 63001N106 359006 14780 SH SOLE 14780 0 0 NASDAQ INC COM 631103108 4426721 76139 SH SOLE 76139 0 0 NATERA INC COM 632307104 774982 12372 SH SOLE 12372 0 0 NATIONAL VISION HLDGS INC COM 63845R107 394468 18847 SH SOLE 18847 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 216876 449 SH SOLE 449 0 0 NATWEST GROUP PLC SPONS ADR 639057207 62977 11186 SH SOLE 11186 0 0 NAVITAS SEMICONDUCTOR CORP COM 63942X106 706625 87562 SH SOLE 87562 0 0 NEOGEN CORP COM 640491106 201703 10030 SH SOLE 10030 0 0 NERDY INC CL A COM 64081V109 93464 27249 SH SOLE 27249 0 0 NETAPP INC COM 64110D104 2927088 33202 SH SOLE 33202 0 0 NETFLIX INC COM 64110L106 12461694 25595 SH SOLE 25595 0 0 NEW FORTRESS ENERGY INC COM CL A 644393100 1187854 31483 SH SOLE 31483 0 0 NEW GOLD INC CDA COM 644535106 21525 14743 SH SOLE 14743 0 0 RITHM CAPITAL CORP COM NEW 64828T201 280564 26270 SH SOLE 26270 0 0 NEW YORK TIMES CO CL A 650111107 5861849 119654 SH SOLE 119654 0 0 NEWELL BRANDS INC COM 651229106 968532 111582 SH SOLE 111582 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 131472 19800 SH SOLE 19800 0 0 NEXTRACKER INC CLASS A COM 65290E101 1038711 22171 SH SOLE 22171 0 0 NIKE INC CL B 654106103 572055 5269 SH SOLE 5269 0 0 NISOURCE INC COM 65473P105 263721 9933 SH SOLE 9933 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 533082 118200 SH SOLE 118200 0 0 NORFOLK SOUTHN CORP COM 655844108 1971409 8340 SH SOLE 8340 0 0 NORTHERN TR CORP COM 665859104 531256 6296 SH SOLE 6296 0 0 NORTHROP GRUMMAN CORP COM 666807102 1183926 2529 SH SOLE 2529 0 0 GEN DIGITAL INC COM 668771108 1476614 64707 SH SOLE 64707 0 0 NOVARTIS AG SPONSORED ADR 66987V109 2815548 27885 SH SOLE 27885 0 0 NOVAVAX INC COM NEW 670002401 3364800 701000 SH Put SOLE 701000 0 0 NOVO-NORDISK A S ADR 670100205 1259918 12179 SH SOLE 12179 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 345268 17779 SH SOLE 17779 0 0 NUTANIX INC CL A 67059N108 1365412 28631 SH SOLE 28631 0 0 NVIDIA CORPORATION COM 67066G104 18347406 37049 SH SOLE 37049 0 0 OBSIDIAN ENERGY LTD COM 674482203 235083 34673 SH SOLE 34673 0 0 OCCIDENTAL PETE CORP COM 674599105 711743 11920 SH SOLE 11920 0 0 OCEANFIRST FINL CORP COM 675234108 219812 12662 SH SOLE 12662 0 0 OKTA INC CL A 679295105 435268 4808 SH SOLE 4808 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 278462 687 SH SOLE 687 0 0 OLD NATL BANCORP IND COM 680033107 600642 35562 SH SOLE 35562 0 0 OLD REP INTL CORP COM 680223104 375350 12767 SH SOLE 12767 0 0 OLLIES BARGAIN OUTLET HLDGS COM 681116109 4396459 57932 SH SOLE 57932 0 0 OMNICELL COM COM 68213N109 598129 15895 SH SOLE 15895 0 0 OPERA LTD SPONSORED ADS 68373M107 388777 29386 SH SOLE 29386 0 0 OPKO HEALTH INC COM 68375N103 355762 235604 SH SOLE 235604 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 53453967 54524000 PRN SOLE 54524000 0 0 ORACLE CORP COM 68389X105 3240075 30732 SH SOLE 30732 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 1451534 43085 SH SOLE 43085 0 0 ORANGE SPONSORED ADR 684060106 350615 30675 SH SOLE 30675 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 208616 25441 SH SOLE 25441 0 0 BARK INC COM 68622E104 24679 30638 SH SOLE 30638 0 0 OTIS WORLDWIDE CORP COM 68902V107 1134032 12675 SH SOLE 12675 0 0 OVINTIV INC COM 69047Q102 731048 16645 SH SOLE 16645 0 0 OWENS & MINOR INC NEW COM 690732102 1037612 53846 SH SOLE 53846 0 0 OXFORD INDS INC COM 691497309 1273600 12736 SH SOLE 12736 0 0 PBF ENERGY INC CL A 69318G106 388518 8838 SH SOLE 8838 0 0 PG&E CORP COM 69331C108 550077 30509 SH SOLE 30509 0 0 PMV PHARMACEUTICALS INC COM 69353Y103 71037 22915 SH SOLE 22915 0 0 PTC THERAPEUTICS INC COM 69366J200 358914 13023 SH SOLE 13023 0 0 PTC INC COM 69370C100 2221992 12700 SH SOLE 12700 0 0 PACIRA BIOSCIENCES INC COM 695127100 218838 6486 SH SOLE 6486 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 1717979 100057 SH SOLE 100057 0 0 PALO ALTO NETWORKS INC COM 697435105 737200 2500 SH SOLE 2500 0 0 PAN AMERN SILVER CORP COM 697900108 479775 29380 SH SOLE 29380 0 0 PAPA JOHNS INTL INC COM 698813102 226632 2973 SH SOLE 2973 0 0 PAR TECHNOLOGY CORP COM 698884103 253795 5829 SH SOLE 5829 0 0 PAR PAC HOLDINGS INC COM NEW 69888T207 370610 10190 SH SOLE 10190 0 0 PARAMOUNT GROUP INC COM 69924R108 113466 21947 SH SOLE 21947 0 0 PARKER-HANNIFIN CORP COM 701094104 1151750 2500 SH SOLE 2500 0 0 PARSONS CORP DEL COM 70202L102 714330 11391 SH SOLE 11391 0 0 PAYCOM SOFTWARE INC COM 70432V102 1458410 7055 SH SOLE 7055 0 0 PAYCOR HCM INC COM 70435P102 290062 13435 SH SOLE 13435 0 0 PAYLOCITY HLDG CORP COM 70438V106 629727 3820 SH SOLE 3820 0 0 PAYPAL HLDGS INC COM 70450Y103 5855014 95343 SH SOLE 95343 0 0 PAYONEER GLOBAL INC COM 70451X104 748677 143700 SH SOLE 143700 0 0 PEABODY ENERGY CORP COM 704551100 369567 15196 SH SOLE 15196 0 0 PEABODY ENERGY CORP COM 704551100 37747072 1552100 SH Put SOLE 1552100 0 0 PEABODY ENGR CORP NOTE 3.250% 3/0 704551AD2 140628012 98010000 PRN SOLE 98010000 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 167566 27515 SH SOLE 27515 0 0 PENN ENTERTAINMENT INC COM 707569109 1182635 45451 SH SOLE 45451 0 0 PENUMBRA INC COM 70975L107 1723049 6850 SH SOLE 6850 0 0 PEOPLES BANCORP INC COM 709789101 241992 7168 SH SOLE 7168 0 0 PEPSICO INC COM 713448108 23987692 141237 SH SOLE 141237 0 0 PERFICIENT INC COM 71375U101 401765 6104 SH SOLE 6104 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 220519 3189 SH SOLE 3189 0 0 PETCO HEALTH & WELLNESS CO I COM 71601V105 478566 151445 SH SOLE 151445 0 0 PETMED EXPRESS INC COM 716382106 211763 28011 SH SOLE 28011 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 510018 31936 SH SOLE 31936 0 0 PFIZER INC COM 717081103 973563 33816 SH SOLE 33816 0 0 PHATHOM PHARMACEUTICALS INC COM 71722W107 188251 20619 SH SOLE 20619 0 0 PHILIP MORRIS INTL INC COM 718172109 1022179 10865 SH SOLE 10865 0 0 PHREESIA INC COM 71944F106 660423 28528 SH SOLE 28528 0 0 PIEDMONT LITHIUM INC COM 72016P105 238685 8455 SH SOLE 8455 0 0 PINNACLE WEST CAP CORP COM 723484101 1261295 17557 SH SOLE 17557 0 0 PINTEREST INC CL A 72352L106 1816368 49038 SH SOLE 49038 0 0 PLUG POWER INC COM NEW 72919P202 13134600 2918800 SH Put SOLE 2918800 0 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 26122339 25058000 PRN SOLE 25058000 0 0 POOL CORP COM 73278L105 1426983 3579 SH SOLE 3579 0 0 POPULAR INC COM NEW 733174700 2000292 24373 SH SOLE 24373 0 0 POST HLDGS INC COM 737446104 1554523 17653 SH SOLE 17653 0 0 POWELL INDS INC COM 739128106 219939 2488 SH SOLE 2488 0 0 PRECIGEN INC COM 74017N105 21116 15758 SH SOLE 15758 0 0 PRECISION DRILLING CORP COM NEW 74022D407 207822 3828 SH SOLE 3828 0 0 PRICESMART INC COM 741511109 441191 5822 SH SOLE 5822 0 0 PRIMORIS SVCS CORP COM 74164F103 644772 19415 SH SOLE 19415 0 0 PRIMO WATER CORPORATION COM 74167P108 1054222 70048 SH SOLE 70048 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 246237 3130 SH SOLE 3130 0 0 PROASSURANCE CORP COM 74267C106 249792 18114 SH SOLE 18114 0 0 PROCORE TECHNOLOGIES INC COM 74275K108 457060 6603 SH SOLE 6603 0 0 PRIVIA HEALTH GROUP INC COM 74276R102 554240 24066 SH SOLE 24066 0 0 PROFRAC HLDG CORP CLASS A COM 74319N100 401019 47290 SH SOLE 47290 0 0 PROG HOLDINGS INC COM NPV 74319R101 805824 26070 SH SOLE 26070 0 0 PROGRESSIVE CORP COM 743315103 3451120 21667 SH SOLE 21667 0 0 PROGYNY INC COM 74340E103 603506 16232 SH SOLE 16232 0 0 PROPETRO HLDG CORP COM 74347M108 840648 100316 SH SOLE 100316 0 0 PROVIDENT FINL SVCS INC COM 74386T105 581161 32233 SH SOLE 32233 0 0 PRUDENTIAL FINL INC COM 744320102 4804573 46327 SH SOLE 46327 0 0 PUBLIC STORAGE COM 74460D109 19082020 62564 SH SOLE 62564 0 0 PURECYCLE TECHNOLOGIES INC COM 74623V103 9985680 2465600 SH Put SOLE 2465600 0 0 QUAKER HOUGHTON COM 747316107 300709 1409 SH SOLE 1409 0 0 QUALCOMM INC COM 747525103 1217640 8419 SH SOLE 8419 0 0 QUALYS INC COM 74758T303 833797 4248 SH SOLE 4248 0 0 QUANTERIX CORP COM 74766Q101 410264 15006 SH SOLE 15006 0 0 QURATE RETAIL INC COM SER A 74915M100 308787 352698 SH SOLE 352698 0 0 REV GROUP INC COM 749527107 185043 10184 SH SOLE 10184 0 0 RPM INTL INC COM 749685103 823271 7375 SH SOLE 7375 0 0 RPT REALTY SH BEN INT 74971D101 253572 19764 SH SOLE 19764 0 0 RADIAN GROUP INC COM 750236101 272053 9529 SH SOLE 9529 0 0 RALPH LAUREN CORP CL A 751212101 7262777 50366 SH SOLE 50366 0 0 RAPID7 INC COM 753422104 612112 10720 SH SOLE 10720 0 0 RAYONIER INC COM 754907103 821686 24594 SH SOLE 24594 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 78238 19318 SH SOLE 19318 0 0 RTX CORPORATION COM 75513E101 205133 2438 SH SOLE 2438 0 0 ANYWHERE 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