Graham Capital Management, L.P. Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$5309.9T

Holdings

1,015

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (1,015 positions)

#StockSharesValue% PortfolioType
1
MIGAMICROSTRATEGY INC
541,343$922.8T17.38%Put
2
IWMISHARES TR
3,012,700$633.6T11.93%Put
3
MSTR 0.75 12/15/25MICROSTRATEGY INC
56,366,000$241.8T4.55%
4
PR 3.25 04/01/28PERMIAN RESOURCES CORP
70,181,000$211.0T3.97%
5
Z 0.75 09/01/24ZILLOW GROUP INC
166,836,000$197.3T3.72%
6
MSTR 0 02/15/27MICROSTRATEGY INC
104,000,000$142.3T2.68%
7
BTU 3.25 03/01/28PEABODY ENGR CORP
89,510,000$126.6T2.39%
8
TLRY 5.2 06/15/27TILRAY BRANDS INC
83,500,000$98.9T1.86%
9
IBITISHARES BITCOIN TR
2,440,463$98.8T1.86%
10
BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC
73,241,000$78.9T1.49%
11
NDQINVESCO QQQ TR
170,600$75.7T1.43%Put
12
RIG 4 12/15/25 *TRANSOCEAN INC
52,326,000$74.9T1.41%
13
COIN 0.5 06/01/26COINBASE GLOBAL INC
52,500,000$57.7T1.09%
14
DGDOLLAR GEN CORP NEW
271,333$42.3T0.80%
15
GPRE 2.25 03/15/27GREEN PLAINS INC
41,257,000$42.2T0.79%
1637,206,000$40.0T0.75%
17
AMZNAMAZON COM INC
205,544$37.1T0.70%Call
18
MSFTMICROSOFT CORP
82,940$34.9T0.66%
19
PENN 2.75 05/15/26PENN ENTERTAINMENT INC
31,179,000$34.0T0.64%
20
GEO 6.5 02/23/26GEO CORRECTIONS HOLDINGS INC
18,600,000$31.9T0.60%
21
MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT
56,573,000$31.2T0.59%
22
METAMETA PLATFORMS INC
60,861$29.6T0.56%
23
RIVNRIVIAN AUTOMOTIVE INC
2,569,517$28.1T0.53%Put
24
MNKD 2.5 03/01/26MANNKIND CORP
24,400,000$27.2T0.51%
25
BE 2.5 08/15/25BLOOM ENERGY CORP
25,529,000$26.8T0.50%
26
BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN
26,388,000$24.0T0.45%
27
UBERUBER TECHNOLOGIES INC
306,575$23.6T0.44%
28
RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC
31,929,000$23.5T0.44%
29
SAVESPIRIT AIRLS INC
4,605,800$22.3T0.42%Put
30
MAXNMAXEON SOLAR TECHNOLOGIES LT
6,399,400$21.3T0.40%Put
31
CYTKCYTOKINETICS INC
288,013$20.2T0.38%Put
32
TRVCCITIGROUP INC
316,915$20.0T0.38%
33
SPOTSPOTIFY TECHNOLOGY S A
75,195$19.8T0.37%
34
MSIMOTOROLA SOLUTIONS INC
54,655$19.4T0.37%
35
NBR 1.75 06/15/29NABORS INDS INC
25,255,000$19.1T0.36%
36
JPMJPMORGAN CHASE & CO
94,332$18.9T0.36%
37
HUBBHUBBELL INC
45,422$18.9T0.36%
38
NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.
44,685,000$18.4T0.35%
39
GOOGALPHABET INC
111,905$17.0T0.32%
40
WMTWALMART INC
280,653$16.9T0.32%
41
NVDANVIDIA CORPORATION
18,610$16.8T0.32%
42
CMECME GROUP INC
75,000$16.1T0.30%
43
NFLXNETFLIX INC
26,560$16.1T0.30%
44
PCGPG&E CORP
948,754$15.9T0.30%
4520,000,000$15.9T0.30%
46
TALOTALOS ENERGY INC
1,087,063$15.1T0.29%
47
NVAX 5 12/15/27NOVAVAX INC
23,800,000$14.8T0.28%
48
MUMICRON TECHNOLOGY INC
123,897$14.6T0.28%
49
XYZBLOCK INC
171,721$14.5T0.27%
50
XOMEXXON MOBIL CORP
122,763$14.3T0.27%
51
PCTPURECYCLE TECHNOLOGIES INC
2,290,900$14.2T0.27%Put
52
BXBLACKSTONE INC
106,399$14.0T0.26%
53
ZMZOOM VIDEO COMMUNICATIONS IN
213,083$13.9T0.26%
54
MCDMCDONALDS CORP
47,748$13.5T0.25%
55
EWZISHARES INC
400,000$13.0T0.24%
56
XBISPDR SER TR
131,000$12.4T0.23%
57
GMGENERAL MTRS CO
272,823$12.4T0.23%
58
ABR 7.5 08/01/25ARBOR REALTY TRUST INC
12,200,000$12.1T0.23%
59
VRSKVERISK ANALYTICS INC
50,938$12.0T0.23%
60
YUMYUM BRANDS INC
86,567$12.0T0.23%
61
BBIOBRIDGEBIO PHARMA INC
387,100$12.0T0.23%Put
62
DISDISNEY WALT CO
97,420$11.9T0.22%
63
SNOWSNOWFLAKE INC
73,000$11.8T0.22%
64
EPDENTERPRISE PRODS PARTNERS L
400,000$11.7T0.22%Call
65
CRMSALESFORCE INC
38,629$11.6T0.22%
66
PLUG 3.75 06/01/25PLUG PWR INC
11,184,000$11.4T0.21%
67
WOLF 1.75 05/01/26WOLFSPEED INC
11,765,000$11.3T0.21%
68
CCIVGBPLUCID GROUP INC
3,970,500$11.3T0.21%Put
69
CARRCARRIER GLOBAL CORPORATION
190,833$11.1T0.21%
70
MASMASCO CORP
138,349$10.9T0.21%
71
STTSTATE STR CORP
140,513$10.9T0.20%
72
EQHEQUITABLE HLDGS INC
280,816$10.7T0.20%
73
AONAON PLC
31,477$10.5T0.20%
74
NETCLOUDFLARE INC
104,222$10.1T0.19%
75
FCXFREEPORT-MCMORAN INC
214,137$10.1T0.19%
76
GOOGLALPHABET INC
64,852$9.8T0.18%
77
NTAPNETAPP INC
91,639$9.6T0.18%
78
XMESPDR SER TR
155,000$9.3T0.18%
79
SBUXSTARBUCKS CORP
100,584$9.2T0.17%
80
NSCNORFOLK SOUTHN CORP
34,935$8.9T0.17%
81
ABRARBOR REALTY TRUST INC
621,700$8.2T0.16%Put
82
Z 1.375 09/01/26ZILLOW GROUP INC
6,553,000$8.1T0.15%
83
PRUPRUDENTIAL FINL INC
68,812$8.1T0.15%
84
BTUPEABODY ENERGY CORP
327,100$7.9T0.15%Put
85
MMM3M CO
73,896$7.8T0.15%
86
SCHWSCHWAB CHARLES CORP
106,324$7.7T0.14%
87
AMDADVANCED MICRO DEVICES INC
42,526$7.7T0.14%
88
LNGCHENIERE ENERGY INC
47,090$7.6T0.14%
89
LYBLYONDELLBASELL INDUSTRIES N
73,528$7.5T0.14%
90
NYCBEURNEW YORK CMNTY BANCORP INC
2,301,582$7.4T0.14%
91
TSTENARIS S A
181,901$7.1T0.13%
92
URIUNITED RENTALS INC
9,848$7.1T0.13%
93
NOVAQSUNNOVA ENERGY INTL INC.
1,154,600$7.1T0.13%Put
94
ITWILLINOIS TOOL WKS INC
25,467$6.8T0.13%
95
TSLATESLA INC
38,624$6.8T0.13%
96
TAT&T INC
381,862$6.7T0.13%
97
SWKSTANLEY BLACK & DECKER INC
68,412$6.7T0.13%
98
GLGLOBE LIFE INC
57,401$6.7T0.13%
99
G3VGREEN PLAINS INC
284,831$6.6T0.12%Put
100
KMIKINDER MORGAN INC DEL
346,318$6.4T0.12%
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