0001140361-23-024468.txt : 20230515 0001140361-23-024468.hdr.sgml : 20230515 20230515060143 ACCESSION NUMBER: 0001140361-23-024468 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Graham Capital Management, L.P. CENTRAL INDEX KEY: 0001315421 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: 23918056 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 0001315421 XXXXXXXX 03-31-2023 03-31-2023 false 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 05-04-2023 0 1019 3289307582
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COM 554382101 7344888 692914 SH SOLE 692914 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 364015 14876 SH SOLE 14876 0 0 MANHATTAN ASSOCIATES INC COM 562750109 335250 2165 SH SOLE 2165 0 0 MANNKIND CORP Note 56400PAQ5 6158125 5900000 PRN SOLE 5900000 0 0 MARATHON DIGITAL HOLDINGS IN Note 565788AB2 4050375 10500000 PRN SOLE 10500000 0 0 MARINUS PHARMACEUTICALS INC COM 56854Q200 538634 78063 SH SOLE 78063 0 0 MARKEL CORP COM 570535104 1030869 807 SH SOLE 807 0 0 MARKETAXESS HLDGS INC COM 57060D108 307553 786 SH SOLE 786 0 0 MARQETA INC CLASS A COM 57142B104 1994256 436380 SH SOLE 436380 0 0 MARRIOTT INTL INC NEW CL A 571903202 1954622 11772 SH SOLE 11772 0 0 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 1004707 7450 SH SOLE 7450 0 0 MASIMO CORP COM 574795100 1623398 8797 SH SOLE 8797 0 0 MASTERCARD INCORPORATED CL A 57636Q104 2074344 5708 SH SOLE 5708 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 322101 10585 SH SOLE 10585 0 0 MATIV HOLDINGS INC COM 808541106 900859 41959 SH SOLE 41959 0 0 MATTEL INC COM 577081102 2288399 124302 SH SOLE 124302 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 737765 14449 SH SOLE 14449 0 0 MAXEON SOLAR TECHNOLOGIES LT Note 57779BAB0 65158178 41413000 PRN SOLE 41413000 0 0 MAXLINEAR INC COM 57776J100 414316 11767 SH SOLE 11767 0 0 MCKESSON CORP COM 58155Q103 2252372 6326 SH SOLE 6326 0 0 MEDPACE HLDGS INC COM 58506Q109 2200937 11704 SH SOLE 11704 0 0 MERCHANTS BANCORP IND COM 58844R108 507649 19495 SH SOLE 19495 0 0 MERCK & CO INC COM 58933Y105 1077198 10125 SH SOLE 10125 0 0 MERCURY GENL CORP NEW COM 589400100 1150575 36250 SH SOLE 36250 0 0 MERIT MED SYS INC COM 589889104 1112651 15046 SH SOLE 15046 0 0 META PLATFORMS INC CL A 30303M102 2681888 12654 SH SOLE 12654 0 0 METLIFE INC COM 59156R108 905486 15628 SH SOLE 15628 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 872219 570 SH SOLE 570 0 0 MFA FINL INC COM 55272X607 2352190 237116 SH SOLE 237116 0 0 MGE ENERGY INC COM 55277P104 368388 4743 SH SOLE 4743 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1258862 28340 SH SOLE 28340 0 0 MGP INGREDIENTS INC NEW COM 55303J106 656728 6790 SH SOLE 6790 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 3286019 39222 SH SOLE 39222 0 0 MICROSOFT CORP COM 594918104 28766285 99779 SH SOLE 99779 0 0 MICROSTRATEGY INC Note 594972AC5 36349586 39382000 PRN SOLE 39382000 0 0 MICROVAST HOLDINGS INC COM 59516C106 354171 285622 SH SOLE 285622 0 0 MIDDLESEX WTR CO COM 596680108 382631 4898 SH SOLE 4898 0 0 MILLERKNOLL INC COM 600544100 1719231 84070 SH SOLE 84070 0 0 MINERALS TECHNOLOGIES INC COM 603158106 816395 13512 SH SOLE 13512 0 0 MITEK SYS INC COM 606710200 427196 44546 SH SOLE 44546 0 0 MODEL N INC COM 607525102 1355434 40497 SH SOLE 40497 0 0 MOLINA HEALTHCARE INC COM 60855R100 1645330 6151 SH SOLE 6151 0 0 MONARCH CASINO & RESORT INC COM 609027107 355771 4798 SH SOLE 4798 0 0 MONDAY COM LTD SHS M7S64H106 6420324 44976 SH SOLE 44976 0 0 MONGODB INC CL A 60937P106 394439 1692 SH SOLE 1692 0 0 MONOLITHIC PWR SYS INC COM 609839105 215232 430 SH SOLE 430 0 0 MONRO INC COM 610236101 232716 4708 SH SOLE 4708 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1974929 36566 SH SOLE 36566 0 0 MONTROSE ENVIRONMENTAL GROUP COM 615111101 511293 14334 SH SOLE 14334 0 0 MOODYS CORP COM 615369105 592148 1935 SH SOLE 1935 0 0 MORNINGSTAR INC COM 617700109 1601906 7890 SH SOLE 7890 0 0 MOTORCAR PTS AMER INC COM 620071100 409921 55097 SH SOLE 55097 0 0 MOTOROLA SOLUTIONS INC COM 620076307 1565131 5470 SH SOLE 5470 0 0 MSCI INC COM 55354G100 838975 1499 SH SOLE 1499 0 0 MUELLER WTR PRODS INC COM SER A 624758108 522526 37484 SH SOLE 37484 0 0 MULTIPLAN CORPORATION COM 62548M100 69366 65440 SH SOLE 65440 0 0 MURPHY OIL CORP COM 626717102 1384642 37443 SH SOLE 37443 0 0 MYERS INDS INC COM 628464109 329079 15356 SH SOLE 15356 0 0 MYR GROUP INC DEL COM 55405W104 1487170 11802 SH SOLE 11802 0 0 N-ABLE INC COMMON STOCK 62878D100 1002025 75911 SH SOLE 75911 0 0 NABORS INDUSTRIES LTD SHS G6359F137 679160 5571 SH SOLE 5571 0 0 NAPCO SEC TECHNOLOGIES INC COM 630402105 1225521 32611 SH SOLE 32611 0 0 NASDAQ INC COM 631103108 911184 16667 SH SOLE 16667 0 0 NATIONAL HEALTH INVS INC COM 63633D104 853649 16550 SH SOLE 16550 0 0 NATIONAL INSTRS CORP COM 636518102 408221 7789 SH SOLE 7789 0 0 NATIONAL VISION HLDGS INC COM 63845R107 769858 40863 SH SOLE 40863 0 0 NAVIENT CORPORATION COM 63938C108 2814335 176006 SH SOLE 176006 0 0 NEKTAR THERAPEUTICS COM 640268108 432211 614897 SH SOLE 614897 0 0 NEOGEN CORP COM 640491106 1777531 95979 SH SOLE 95979 0 0 NEOGENOMICS INC COM 64049M209 2388321 137181 SH SOLE 137181 0 0 NERDY INC CL A COM 64081V109 75131 17974 SH SOLE 17974 0 0 NETFLIX INC COM 64110L106 1608209 4655 SH SOLE 4655 0 0 NETSCOUT SYS INC COM 64115T104 3258736 113743 SH SOLE 113743 0 0 NEVRO CORP COM 64157F103 1769361 48945 SH SOLE 48945 0 0 NEW RELIC INC COM 64829B100 3739277 49665 SH SOLE 49665 0 0 NEWMARK GROUP INC CL A 65158N102 1024922 144763 SH SOLE 144763 0 0 NEWS CORP NEW CL B 65249B208 676475 38811 SH SOLE 38811 0 0 NEXGEN ENERGY LTD COM 65340P106 2137431 558076 SH SOLE 558076 0 0 NEXTDECADE CORP COM 65342K105 599570 120638 SH SOLE 120638 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 8119723 133658 SH SOLE 133658 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 1405874 80751 SH SOLE 80751 0 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 710523 89374 SH SOLE 89374 0 0 NGM BIOPHARMACEUTICALS INC COM 62921N105 133183 32643 SH SOLE 32643 0 0 NICOLET BANKSHARES INC COM 65406E102 436621 6925 SH SOLE 6925 0 0 NIKE INC CL B 654106103 1987135 16203 SH SOLE 16203 0 0 NISOURCE INC COM 65473P105 2657877 95060 SH SOLE 95060 0 0 NMI HLDGS INC CL A 629209305 526385 23573 SH SOLE 23573 0 0 NORTHROP GRUMMAN CORP COM 666807102 351830 762 SH SOLE 762 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1291899 96052 SH SOLE 96052 0 0 NOV INC COM 62955J103 1905937 102968 SH SOLE 102968 0 0 NOVANTA INC COM 67000B104 283180 1780 SH SOLE 1780 0 0 NOVAVAX INC COM 670002401 4884957 704900 SH Put SOLE 704900 0 0 NOVOCURE LTD Note 67011XAB9 9875746 11422000 PRN SOLE 11422000 0 0 NOVOCURE LTD ORD SHS G6674U108 251746 4186 SH SOLE 4186 0 0 NOW INC COM 67011P100 174252 15628 SH SOLE 15628 0 0 NRG ENERGY INC COM 629377508 511435 14915 SH SOLE 14915 0 0 NU HLDGS LTD ORD SHS CL A G6683N103 530021 111349 SH SOLE 111349 0 0 NUVASIVE INC COM 670704105 1332206 32249 SH SOLE 32249 0 0 NVENT ELECTRIC PLC SHS G6700G107 4121424 95981 SH SOLE 95981 0 0 NVR INC COM 62944T105 1069860 192 SH SOLE 192 0 0 NXP SEMICONDUCTORS N V COM N6596X109 762869 4091 SH SOLE 4091 0 0 OAK STR HEALTH INC COM 67181A107 2422296 62624 SH SOLE 62624 0 0 OCEANEERING INTL INC COM 675232102 1424944 80825 SH SOLE 80825 0 0 OCEANFIRST FINL CORP COM 675234108 651068 35231 SH SOLE 35231 0 0 OCULAR THERAPEUTIX INC COM 67576A100 409273 77661 SH SOLE 77661 0 0 OGE ENERGY CORP COM 670837103 1342202 35640 SH SOLE 35640 0 0 OKTA INC CL A 679295105 4293975 49791 SH SOLE 49791 0 0 OLAPLEX HLDGS INC COM 679369108 3946876 924327 SH SOLE 924327 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 728034 2136 SH SOLE 2136 0 0 OLD NATL BANCORP IND COM 680033107 654249 45371 SH SOLE 45371 0 0 OLD REP INTL CORP COM 680223104 938996 37605 SH SOLE 37605 0 0 OLD SECOND BANCORP INC ILL COM 680277100 886061 63020 SH SOLE 63020 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1290846 47094 SH SOLE 47094 0 0 OMNICOM GROUP INC COM 681919106 785852 8330 SH SOLE 8330 0 0 ON SEMICONDUCTOR CORP COM 682189105 1589269 19306 SH SOLE 19306 0 0 ONEMAIN HLDGS INC COM 68268W103 442179 11925 SH SOLE 11925 0 0 ONESPAWORLD HOLDINGS LIMITED COM P73684113 496637 41421 SH SOLE 41421 0 0 OPKO HEALTH INC COM 68375N103 893940 612288 SH SOLE 612288 0 0 OPKO HEALTH INC Note 68375NAD5 64396787 68452000 PRN SOLE 68452000 0 0 ORACLE CORP COM 68389X105 2176000 23418 SH SOLE 23418 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 662166 109449 SH SOLE 109449 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 6225570 7333 SH SOLE 7333 0 0 ORIGIN MATERIALS INC COM 68622D106 1328115 311034 SH SOLE 311034 0 0 ORION ENGINEERED CARBONS S A COM L72967109 2190255 83950 SH SOLE 83950 0 0 ORMAT TECHNOLOGIES INC COM 686688102 906869 10698 SH SOLE 10698 0 0 OTIS WORLDWIDE CORP COM 68902V107 881304 10442 SH SOLE 10442 0 0 OUTSET MED INC COM 690145107 680248 36970 SH SOLE 36970 0 0 OVINTIV INC COM 69047Q102 655609 18171 SH SOLE 18171 0 0 OWENS & MINOR INC NEW COM 690732102 1540961 105908 SH SOLE 105908 0 0 PACCAR INC COM 693718108 1741354 23789 SH SOLE 23789 0 0 PACIFIC PREMIER BANCORP COM 69478X105 1125841 46871 SH SOLE 46871 0 0 PACIRA BIOSCIENCES INC COM 695127100 608803 14918 SH SOLE 14918 0 0 PACTIV EVERGREEN INC COM 69526K105 611992 76499 SH SOLE 76499 0 0 PAGERDUTY INC COM 69553P100 833433 23826 SH SOLE 23826 0 0 PAGSEGURO DIGITAL LTD COM CL A G68707101 699440 81615 SH SOLE 81615 0 0 PALO ALTO NETWORKS INC COM 697435105 1211223 6064 SH SOLE 6064 0 0 PAR TECHNOLOGY CORP COM 698884103 264684 7794 SH SOLE 7794 0 0 PARAGON 28 INC COM 69913P105 745293 43661 SH SOLE 43661 0 0 PARAMOUNT GROUP INC COM 69924R108 1895674 415718 SH SOLE 415718 0 0 PARK AEROSPACE CORP COM 70014A104 247224 18381 SH SOLE 18381 0 0 PARK HOTELS & RESORTS INC COM 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CORP COM 704699107 551109 18606 SH SOLE 18606 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 1275455 112474 SH SOLE 112474 0 0 PENN ENTERTAINMENT INC COM 707569109 1839780 62029 SH SOLE 62029 0 0 PENNANT GROUP INC COM 70805E109 575241 40283 SH SOLE 40283 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 1581989 26539 SH SOLE 26539 0 0 PENNYMAC MTG INVT TR COM 70931T103 1364980 110704 SH SOLE 110704 0 0 PENTAIR PLC SHS G7S00T104 1294755 23426 SH SOLE 23426 0 0 PERFICIENT INC COM 71375U101 993695 13765 SH SOLE 13765 0 0 PERION NETWORK LTD SHS M78673114 2135538 53955 SH SOLE 53955 0 0 PERKINELMER INC COM 714046109 784368 5886 SH SOLE 5886 0 0 PERMIAN RESOURCES CORP Note 15136AAA0 113694778 61353000 PRN SOLE 61353000 0 0 PETIQ INC COM CL A 71639T106 255272 22314 SH SOLE 22314 0 0 PG&E CORP COM 69331C108 909142 56224 SH SOLE 56224 0 0 PHREESIA INC COM 71944F106 1816926 56269 SH SOLE 56269 0 0 PHYSICIANS RLTY TR COM 71943U104 248032 16613 SH SOLE 16613 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 198311 27166 SH SOLE 27166 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 2898547 52548 SH SOLE 52548 0 0 PLEXUS CORP COM 729132100 538781 5522 SH SOLE 5522 0 0 PLUG POWER INC COM 72919P202 1959994 167235 SH SOLE 167235 0 0 POINT BIOPHARMA GLOBAL INC COM 730541109 1053888 144964 SH SOLE 144964 0 0 POLARIS INC COM 731068102 3195215 28882 SH SOLE 28882 0 0 PORCH GROUP INC COM 733245104 194256 135844 SH SOLE 135844 0 0 PORTILLOS INC COM CL A 73642K106 1520582 71155 SH SOLE 71155 0 0 PORTLAND GEN ELEC CO COM 736508847 1891994 38699 SH SOLE 38699 0 0 POWERSCHOOL HOLDINGS INC COM CL A 73939C106 861892 43486 SH SOLE 43486 0 0 PREFERRED BK LOS ANGELES CA COM 740367404 300303 5479 SH SOLE 5479 0 0 PRICESMART INC COM 741511109 566621 7927 SH SOLE 7927 0 0 PROCTER AND GAMBLE CO COM 742718109 4327176 29102 SH SOLE 29102 0 0 PROG HOLDINGS INC COM NPV 74319R101 1252924 52666 SH SOLE 52666 0 0 PROGRESS SOFTWARE CORP COM 743312100 1632441 28415 SH SOLE 28415 0 0 PROGRESSIVE CORP COM 743315103 1883671 13167 SH SOLE 13167 0 0 PROGYNY INC COM 74340E103 1923923 59898 SH SOLE 59898 0 0 PROLOGIS INC. COM 74340W103 448797 3597 SH SOLE 3597 0 0 PROPETRO HLDG CORP COM 74347M108 893810 124313 SH SOLE 124313 0 0 PROSPERITY BANCSHARES INC COM 743606105 313013 5088 SH SOLE 5088 0 0 PROVIDENT FINL SVCS INC COM 74386T105 291689 15208 SH SOLE 15208 0 0 PRUDENTIAL FINL INC COM 744320102 1545748 18682 SH SOLE 18682 0 0 PTC INC COM 69370C100 1421173 11083 SH SOLE 11083 0 0 PUBLIC STORAGE COM 74460D109 1180158 3906 SH SOLE 3906 0 0 PULTE GROUP INC COM 745867101 889061 15255 SH SOLE 15255 0 0 PURE STORAGE INC CL A 74624M102 1741746 68277 SH SOLE 68277 0 0 PURPLE INNOVATION INC COM 74640Y106 974653 369187 SH SOLE 369187 0 0 Q2 HLDGS INC COM 74736L109 3888630 157946 SH SOLE 157946 0 0 QIAGEN NV SHS N72482123 2221771 48373 SH SOLE 48373 0 0 QUALCOMM INC COM 747525103 562117 4406 SH SOLE 4406 0 0 QUINSTREET INC COM 74874Q100 485669 30603 SH SOLE 30603 0 0 QURATE RETAIL INC COM SER A 74915M100 406933 411959 SH SOLE 411959 0 0 RACKSPACE TECHNOLOGY INC COM 750102105 232819 123840 SH SOLE 123840 0 0 RAMACO RES INC COM 75134P303 106081 12041 SH SOLE 12041 0 0 RAMBUS INC DEL COM 750917106 1436817 28030 SH SOLE 28030 0 0 RANPAK HOLDINGS CORP COM CL A 75321W103 143346 27461 SH SOLE 27461 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 152078 24255 SH SOLE 24255 0 0 RE MAX HLDGS INC CL A 75524W108 519426 27688 SH SOLE 27688 0 0 REDFIN CORP COM 75737F108 896930 98999 SH SOLE 98999 0 0 REDWOOD TRUST INC COM 758075402 352731 52334 SH SOLE 52334 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2008247 108203 SH SOLE 108203 0 0 REINSURANCE GRP OF AMERICA I COM 759351604 2954441 22254 SH SOLE 22254 0 0 REPAY HLDGS CORP COM CL A 76029L100 341462 51973 SH SOLE 51973 0 0 RESMED INC COM 761152107 5441682 24849 SH SOLE 24849 0 0 RESOURCES CONNECTION INC COM 76122Q105 646915 37920 SH SOLE 37920 0 0 RIGEL PHARMACEUTICALS INC COM 766559603 14926 11308 SH SOLE 11308 0 0 RING ENERGY INC COM 76680V108 1132880 596253 SH SOLE 596253 0 0 RISKIFIED LTD SHS CL A M8216R109 67245 11923 SH SOLE 11923 0 0 RITE AID CORP COM 767754872 127765 57038 SH SOLE 57038 0 0 RITHM CAPITAL CORP COM 64828T201 2485256 310657 SH SOLE 310657 0 0 RIVIAN AUTOMOTIVE INC COM CL A 76954A103 3701268 239100 SH Put SOLE 239100 0 0 RMR GROUP INC CL A 74967R106 348073 13265 SH SOLE 13265 0 0 ROBINHOOD MKTS INC COM CL A 770700102 2233387 230009 SH SOLE 230009 0 0 ROCKET LAB USA INC COM 773122106 419230 103770 SH SOLE 103770 0 0 ROKU INC COM CL A 77543R102 346476 5264 SH SOLE 5264 0 0 ROLLINS INC COM 775711104 1208841 32210 SH SOLE 32210 0 0 ROPER TECHNOLOGIES INC COM 776696106 899448 2041 SH SOLE 2041 0 0 ROYAL CARIBBEAN GROUP COM V7780T103 2728756 41788 SH SOLE 41788 0 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 568985 15792 SH SOLE 15792 0 0 RPC INC COM 749660106 615200 80000 SH SOLE 80000 0 0 RPT REALTY SH BEN INT 74971D101 224835 23642 SH SOLE 23642 0 0 RYERSON HLDG CORP COM 783754104 1594389 43826 SH SOLE 43826 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2321045 25867 SH SOLE 25867 0 0 S&P GLOBAL INC COM 78409V104 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3598932 67700 SH SOLE 67700 0 0 SPIRE INC COM 84857L101 1211808 17277 SH SOLE 17277 0 0 SPLUNK INC COM 848637104 203361 2121 SH SOLE 2121 0 0 SPORTRADAR GROUP AG CLASS A ORD SHS H8088L103 690112 59339 SH SOLE 59339 0 0 SPS COMM INC COM 78463M107 501980 3296 SH SOLE 3296 0 0 SSR MINING IN COM 784730103 6552781 433385 SH SOLE 433385 0 0 STAGWELL INC COM CL A 85256A109 1023759 137973 SH SOLE 137973 0 0 STARBUCKS CORP COM 855244109 5790148 55605 SH SOLE 55605 0 0 STATE STR CORP COM 857477103 479571 6336 SH SOLE 6336 0 0 STEELCASE INC CL A 858155203 1016580 120734 SH SOLE 120734 0 0 STERICYCLE INC COM 858912108 2297374 52680 SH SOLE 52680 0 0 STITCH FIX INC COM CL A 860897107 414165 81050 SH SOLE 81050 0 0 STONECO LTD COM CL A G85158106 176823 18535 SH SOLE 18535 0 0 STRIDE INC COM 86333M108 3493995 89019 SH SOLE 89019 0 0 SUMMIT MATLS INC CL A 86614U100 597777 20982 SH SOLE 20982 0 0 SUN CTRY AIRLS HLDGS INC COM 866683105 363629 17738 SH SOLE 17738 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 909536 58229 SH SOLE 58229 0 0 SUNOPTA INC COM 8676EP108 1407390 182778 SH SOLE 182778 0 0 SUNPOWER CORP COM 867652406 1565774 113134 SH SOLE 113134 0 0 SUNRUN INC COM 86771W105 558779 27731 SH SOLE 27731 0 0 SUPER MICRO COMPUTER INC COM 86800U104 977809 9177 SH SOLE 9177 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 361031 9965 SH SOLE 9965 0 0 SURGERY PARTNERS INC COM 86881A100 247115 7169 SH SOLE 7169 0 0 SURMODICS INC COM 868873100 440291 19328 SH SOLE 19328 0 0 SYNAPTICS INC COM 87157D109 572867 5154 SH SOLE 5154 0 0 SYNCHRONY FINANCIAL COM 87165B103 608179 20914 SH SOLE 20914 0 0 SYNOVUS FINL CORP COM 87161C501 3223646 104562 SH SOLE 104562 0 0 T-MOBILE US INC COM 872590104 1487796 10272 SH SOLE 10272 0 0 TALOS ENERGY INC COM 87484T108 364618 24570 SH SOLE 24570 0 0 TAPESTRY INC COM 876030107 1045158 24244 SH SOLE 24244 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 1816584 47480 SH SOLE 47480 0 0 TD SYNNEX CORPORATION COM 87162W100 1234943 12759 SH SOLE 12759 0 0 TECHTARGET INC COM 87874R100 3145365 87081 SH SOLE 87081 0 0 TEEKAY CORPORATION COM Y8564W103 356394 57669 SH SOLE 57669 0 0 TEEKAY TANKERS LTD CL A Y8565N300 2222314 51766 SH SOLE 51766 0 0 TEGNA INC COM 87901J105 755116 44655 SH SOLE 44655 0 0 TELADOC HEALTH INC COM 87918A105 647525 25001 SH SOLE 25001 0 0 TELEPHONE & DATA SYS INC COM 879433829 2389101 227317 SH SOLE 227317 0 0 TERADATA CORP DEL COM 88076W103 599527 14884 SH SOLE 14884 0 0 TESLA INC COM 88160R101 13774306 66395 SH SOLE 66395 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 679881 256559 SH SOLE 256559 0 0 TEXAS PACIFIC LAND CORPORATI COM 88262P102 1411846 830 SH SOLE 830 0 0 TEXAS ROADHOUSE INC COM 882681109 2077129 19222 SH SOLE 19222 0 0 THE CIGNA GROUP COM 125523100 4549456 17804 SH SOLE 17804 0 0 THE NECESSITY RETAIL REIT IN COM CLASS A 02607T109 410190 65317 SH SOLE 65317 0 0 THE TRADE DESK INC COM CL A 88339J105 896229 14714 SH SOLE 14714 0 0 THERAVANCE BIOPHARMA INC COM G8807B106 194540 17930 SH SOLE 17930 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1815565 3150 SH SOLE 3150 0 0 THOR INDS INC COM 885160101 1451518 18226 SH SOLE 18226 0 0 THOUGHTWORKS HOLDING INC COM 88546E105 485355 65945 SH SOLE 65945 0 0 TITAN MACHY INC COM 88830R101 925680 30400 SH SOLE 30400 0 0 TJX COS INC NEW COM 872540109 4340673 55394 SH SOLE 55394 0 0 TOAST INC CL A 888787108 226525 12762 SH SOLE 12762 0 0 TOLL BROTHERS INC COM 889478103 1320359 21995 SH SOLE 21995 0 0 TPG INC COM CL A 872657101 780969 26627 SH SOLE 26627 0 0 TPG RE FIN TR INC COM 87266M107 546569 75285 SH SOLE 75285 0 0 TPI COMPOSITES INC COM 87266J104 980329 75121 SH SOLE 75121 0 0 TRAEGER INC COMMON STOCK 89269P103 313157 76194 SH SOLE 76194 0 0 TRANSDIGM GROUP INC COM 893641100 1031132 1399 SH SOLE 1399 0 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 124376907 83951000 PRN SOLE 83951000 0 0 TREACE MED CONCEPTS INC COM 89455T109 211596 8400 SH SOLE 8400 0 0 TRINSEO PLC SHS G9059U107 577357 27691 SH SOLE 27691 0 0 TRIUMPH GROUP INC NEW COM 896818101 249729 21547 SH SOLE 21547 0 0 TRUSTCO BK CORP N Y COM 898349204 402444 12600 SH SOLE 12600 0 0 TRUSTMARK CORP COM 898402102 1251153 50654 SH SOLE 50654 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 549344 28273 SH SOLE 28273 0 0 TUPPERWARE BRANDS CORP COM 899896104 322390 128956 SH SOLE 128956 0 0 TWO HARBORS INVENTMENT CORPO Note 90187BAB7 22537492 26022000 PRN SOLE 26022000 0 0 TWO HBRS INVT CORP COM 90187B804 294641 20030 SH SOLE 20030 0 0 TWO HBRS INVT CORP COM 90187B804 8069906 548600 SH Put SOLE 548600 0 0 U HAUL HOLDING COMPANY COM 023586100 736438 12346 SH SOLE 12346 0 0 U HAUL HOLDING COMPANY COM SER N 023586506 239495 4619 SH SOLE 4619 0 0 U S SILICA HLDGS INC COM 90346E103 2076819 173938 SH SOLE 173938 0 0 UBER TECHNOLOGIES INC COM 90353T100 1307022 41231 SH SOLE 41231 0 0 UDEMY INC COM 902685106 182904 20714 SH SOLE 20714 0 0 UFP INDUSTRIES INC COM 90278Q108 1732366 21799 SH SOLE 21799 0 0 UIPATH INC CL A 90364P105 1130723 64392 SH SOLE 64392 0 0 ULTA BEAUTY INC COM 90384S303 3234731 5928 SH SOLE 5928 0 0 UMB FINL CORP COM 902788108 1276766 22120 SH SOLE 22120 0 0 UMH PPTYS INC COM 903002103 190968 12912 SH SOLE 12912 0 0 UNIFIRST CORP MASS COM 904708104 931199 5284 SH SOLE 5284 0 0 UNION PAC CORP COM 907818108 311349 1547 SH SOLE 1547 0 0 UNISYS CORP COM 909214306 652736 168231 SH SOLE 168231 0 0 UNITED AIRLS HLDGS INC COM 910047109 1809249 40887 SH SOLE 40887 0 0 UNITED NAT FOODS INC COM 911163103 1983364 75270 SH SOLE 75270 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4567882 23547 SH SOLE 23547 0 0 UNITED RENTALS INC COM 911363109 2364666 5975 SH SOLE 5975 0 0 UNITED STATES STL CORP NEW COM 912909108 2665749 102136 SH SOLE 102136 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5727318 12119 SH SOLE 12119 0 0 UNITI GROUP INC COM 91325V108 669313 188539 SH SOLE 188539 0 0 UNIVAR SOLUTIONS INC COM 91336L107 228045 6510 SH SOLE 6510 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 248518 1602 SH SOLE 1602 0 0 UNIVERSAL ELECTRS INC COM 913483103 688587 67908 SH SOLE 67908 0 0 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 349278 7260 SH SOLE 7260 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 654917 35945 SH SOLE 35945 0 0 UPWORK INC COM 91688F104 1636124 144534 SH SOLE 144534 0 0 URANIUM ENERGY CORP COM 916896103 569744 197828 SH SOLE 197828 0 0 US FOODS HLDG CORP COM 912008109 721142 19522 SH SOLE 19522 0 0 USANA HEALTH SCIENCES INC COM 90328M107 253235 4026 SH SOLE 4026 0 0 V F CORP COM 918204108 1623081 70846 SH SOLE 70846 0 0 VAALCO ENERGY INC COM 91851C201 2367631 522656 SH SOLE 522656 0 0 VAIL RESORTS INC COM 91879Q109 658276 2817 SH SOLE 2817 0 0 VALERO ENERGY CORP COM 91913Y100 3350400 24000 SH SOLE 24000 0 0 VALLEY NATL BANCORP COM 919794107 1314011 142209 SH SOLE 142209 0 0 VALMONT INDS INC COM 920253101 3407036 10671 SH SOLE 10671 0 0 VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 19808205 75262 SH SOLE 75262 0 0 VARONIS SYS INC COM 922280102 1614024 62054 SH SOLE 62054 0 0 VEECO INSTRS INC DEL COM 922417100 3456487 163582 SH SOLE 163582 0 0 VERADIGM INC COM 01988P108 203527 15596 SH SOLE 15596 0 0 VERIS RESIDENTIAL INC COM 554489104 1287368 87935 SH SOLE 87935 0 0 VERISIGN INC COM 92343E102 656390 3106 SH SOLE 3106 0 0 VERITEX HLDGS INC COM 923451108 1887810 103385 SH SOLE 103385 0 0 VERITIV CORP COM 923454102 794082 5876 SH SOLE 5876 0 0 VERITONE INC COM 92347M100 146974 25210 SH SOLE 25210 0 0 VERTIV HOLDINGS CO COM CL A 92537N108 4217013 294690 SH SOLE 294690 0 0 VIAD CORP COM 92552R406 606673 29111 SH SOLE 29111 0 0 VICOR CORP COM 925815102 513946 10949 SH SOLE 10949 0 0 VIEWRAY INC COM 92672L107 1258817 363820 SH SOLE 363820 0 0 VIMEO INC COMMON STOCK 92719V100 717914 187445 SH SOLE 187445 0 0 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 2349405 580100 SH Put SOLE 580100 0 0 VISA INC COM CL A 92826C839 9507648 42170 SH SOLE 42170 0 0 VITA COCO CO INC COM 92846Q107 1150693 58649 SH SOLE 58649 0 0 VITAL ENERGY INC COM 516806205 5403958 118664 SH SOLE 118664 0 0 VMWARE INC CL A COM 928563402 3484313 27908 SH SOLE 27908 0 0 VOYA FINANCIAL INC COM 929089100 2411989 33753 SH SOLE 33753 0 0 W & T OFFSHORE INC COM 92922P106 1080292 212656 SH SOLE 212656 0 0 WABASH NATL CORP COM 929566107 3585640 145817 SH SOLE 145817 0 0 WALMART INC COM 931142103 10638664 72151 SH SOLE 72151 0 0 WARBY PARKER INC CL A COM 93403J106 455751 43036 SH SOLE 43036 0 0 WARNER BROS DISCOVERY INC COM SER A 934423104 2757290 182602 SH SOLE 182602 0 0 WARNER MUSIC GROUP CORP COM CL A 934550203 202021 6054 SH SOLE 6054 0 0 WASTE MGMT INC DEL COM 94106L109 1421700 8713 SH SOLE 8713 0 0 WATERS CORP COM 941848103 1309734 4230 SH SOLE 4230 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 3017809 17929 SH SOLE 17929 0 0 WEBSTER FINL CORP COM 947890109 793800 20137 SH SOLE 20137 0 0 WELLS FARGO CO NEW COM 949746101 1696865 45395 SH SOLE 45395 0 0 WERNER ENTERPRISES INC COM 950755108 1758916 38666 SH SOLE 38666 0 0 WESCO INTL INC COM 95082P105 2163869 14002 SH SOLE 14002 0 0 WESTERN UN CO COM 959802109 3355280 300922 SH SOLE 300922 0 0 WEX INC COM 96208T104 1387633 7546 SH SOLE 7546 0 0 WHEELS UP EXPERIENCE INC COM CL A 96328L106 9761 15426 SH SOLE 15426 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 1344284 28675 SH SOLE 28675 0 0 WINTRUST FINL CORP COM 97650W108 1241681 17021 SH SOLE 17021 0 0 WISDOMTREE INC COM 97717P104 148808 25394 SH SOLE 25394 0 0 WIX COM LTD SHS M98068105 974447 9764 SH SOLE 9764 0 0 WOLFSPEED INC COM 977852102 1497162 23051 SH SOLE 23051 0 0 WOODWARD INC COM 980745103 1583430 16262 SH SOLE 16262 0 0 WORTHINGTON INDS INC COM 981811102 933869 14445 SH SOLE 14445 0 0 WSFS FINL CORP COM 929328102 365193 9710 SH SOLE 9710 0 0 XEROX HOLDINGS CORP COM 98421M106 1659981 107791 SH SOLE 107791 0 0 XP INC CL A G98239109 229067 19298 SH SOLE 19298 0 0 XPEL INC COM 98379L100 972772 14316 SH SOLE 14316 0 0 YELLOW CORP COM 985510106 321310 158281 SH SOLE 158281 0 0 YEXT INC COM 98585N106 170779 17771 SH SOLE 17771 0 0 YUM BRANDS INC COM 988498101 7527635 56993 SH SOLE 56993 0 0 ZILLOW GROUP INC Note 98954MAE1 211173267 180580000 PRN SOLE 180580000 0 0 ZOETIS INC CL A 98978V103 2304028 13843 SH SOLE 13843 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1147399 15539 SH SOLE 15539 0 0 ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 1090477 44131 SH SOLE 44131 0 0 ZSCALER INC COM 98980G102 2781839 23811 SH SOLE 23811 0 0 ZSCALER INC Note 98980GAB8 31708125 30000000 PRN SOLE 30000000 0 0