Graham Capital Management, L.P. Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$5.3B

Holdings

1,015

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (1,015 positions)

#StockSharesValue% PortfolioType
1
MIGAMICROSTRATEGY INC
541,343$922.8T17378029.12%Put
2
IWMISHARES TR
3,012,700$633.6T11931934.56%Put
3
MSTR 0.75 12/15/25MICROSTRATEGY INC
56,366,000$241.8T4554103.18%
4
PR 3.25 04/01/28PERMIAN RESOURCES CORP
70,181,000$211.0T3973540.73%
5
Z 0.75 09/01/24ZILLOW GROUP INC
166,836,000$197.3T3715173.28%
6
MSTR 0 02/15/27MICROSTRATEGY INC
104,000,000$142.3T2679588.01%
7
BTU 3.25 03/01/28PEABODY ENGR CORP
89,510,000$126.6T2385072.51%
8
TLRY 5.2 06/15/27TILRAY BRANDS INC
83,500,000$98.9T1862806.68%
9
IBITISHARES BITCOIN TR
2,440,463$98.8T1860035.09%
10
BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC
73,241,000$78.9T1485061.76%
11
NDQINVESCO QQQ TR
170,600$75.7T1426551.59%Put
12
RIG 4 12/15/25 *TRANSOCEAN INC
52,326,000$74.9T1411335.99%
13
COIN 0.5 06/01/26COINBASE GLOBAL INC
52,500,000$57.7T1086485.99%
14
DGDOLLAR GEN CORP NEW
271,333$42.3T797461.86%
15
GPRE 2.25 03/15/27GREEN PLAINS INC
41,257,000$42.2T794691.00%
1637,206,000$40.0T753569.92%
17
AMZNAMAZON COM INC
205,544$37.1T698246.70%Call
18
MSFTMICROSOFT CORP
82,940$34.9T657162.68%
19
PENN 2.75 05/15/26PENN ENTERTAINMENT INC
31,179,000$34.0T640404.08%
20
GEO 6.5 02/23/26GEO CORRECTIONS HOLDINGS INC
18,600,000$31.9T601022.28%
21
MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT
56,573,000$31.2T587234.54%
22
METAMETA PLATFORMS INC
60,861$29.6T556564.59%
23
RIVNRIVIAN AUTOMOTIVE INC
2,569,517$28.1T529884.62%Put
24
MNKD 2.5 03/01/26MANNKIND CORP
24,400,000$27.2T513131.99%
25
BE 2.5 08/15/25BLOOM ENERGY CORP
25,529,000$26.8T504912.15%
26
BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN
26,388,000$24.0T452004.12%
27
UBERUBER TECHNOLOGIES INC
306,575$23.6T444515.34%
28
RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC
31,929,000$23.5T442529.21%
29
SAVESPIRIT AIRLS INC
4,605,800$22.3T419822.91%Put
30
MAXNMAXEON SOLAR TECHNOLOGIES LT
6,399,400$21.3T401327.75%Put
31
CYTKCYTOKINETICS INC
288,013$20.2T380283.74%Put
32
TRVCCITIGROUP INC
316,915$20.0T377442.12%
33
SPOTSPOTIFY TECHNOLOGY S A
75,195$19.8T373718.04%
34
MSIMOTOROLA SOLUTIONS INC
54,655$19.4T365383.97%
35
NBR 1.75 06/15/29NABORS INDS INC
25,255,000$19.1T360362.23%
36
JPMJPMORGAN CHASE & CO
94,332$18.9T355840.77%
37
HUBBHUBBELL INC
45,422$18.9T355044.16%
38
NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.
44,685,000$18.4T346351.49%
39
GOOGALPHABET INC
111,905$17.0T320886.18%
40
WMTWALMART INC
280,653$16.9T318028.03%
41
NVDANVIDIA CORPORATION
18,610$16.8T316678.87%
42
CMECME GROUP INC
75,000$16.1T304089.08%
43
NFLXNETFLIX INC
26,560$16.1T303786.53%
44
PCGPG&E CORP
948,754$15.9T299463.11%
4520,000,000$15.9T298590.61%
46
TALOTALOS ENERGY INC
1,087,063$15.1T285181.63%
47
NVAX 5 12/15/27NOVAVAX INC
23,800,000$14.8T279368.06%
48
MUMICRON TECHNOLOGY INC
123,897$14.6T275076.48%
49
XYZBLOCK INC
171,721$14.5T273531.15%
50
XOMEXXON MOBIL CORP
122,763$14.3T268744.01%
51
PCTPURECYCLE TECHNOLOGIES INC
2,290,900$14.2T268356.56%Put
52
BXBLACKSTONE INC
106,399$14.0T263238.53%
53
ZMZOOM VIDEO COMMUNICATIONS IN
213,083$13.9T262327.00%
54
MCDMCDONALDS CORP
47,748$13.5T253537.96%
55
EWZISHARES INC
400,000$13.0T244224.20%
56
XBISPDR SER TR
131,000$12.4T234103.25%
57
GMGENERAL MTRS CO
272,823$12.4T233009.68%
58
ABR 7.5 08/01/25ARBOR REALTY TRUST INC
12,200,000$12.1T227192.24%
59
VRSKVERISK ANALYTICS INC
50,938$12.0T226137.43%
60
YUMYUM BRANDS INC
86,567$12.0T226041.39%
61
BBIOBRIDGEBIO PHARMA INC
387,100$12.0T225412.69%Put
62
DISDISNEY WALT CO
97,420$11.9T224493.25%
63
SNOWSNOWFLAKE INC
73,000$11.8T222167.19%
64
EPDENTERPRISE PRODS PARTNERS L
400,000$11.7T219816.85%Call
65
CRMSALESFORCE INC
38,629$11.6T219106.51%
66
PLUG 3.75 06/01/25PLUG PWR INC
11,184,000$11.4T214296.59%
67
WOLF 1.75 05/01/26WOLFSPEED INC
11,765,000$11.3T213628.78%
68
CCIVGBPLUCID GROUP INC
3,970,500$11.3T213110.95%Put
69
CARRCARRIER GLOBAL CORPORATION
190,833$11.1T208914.94%
70
MASMASCO CORP
138,349$10.9T205522.15%
71
STTSTATE STR CORP
140,513$10.9T204608.68%
72
EQHEQUITABLE HLDGS INC
280,816$10.7T201018.22%
73
AONAON PLC
31,477$10.5T197829.59%
74
NETCLOUDFLARE INC
104,222$10.1T190057.51%
75
FCXFREEPORT-MCMORAN INC
214,137$10.1T189622.58%
76
GOOGLALPHABET INC
64,852$9.8T184337.90%
77
NTAPNETAPP INC
91,639$9.6T181159.56%
78
XMESPDR SER TR
155,000$9.3T175962.71%
79
SBUXSTARBUCKS CORP
100,584$9.2T173118.43%
80
NSCNORFOLK SOUTHN CORP
34,935$8.9T167685.36%
81
ABRARBOR REALTY TRUST INC
621,700$8.2T155135.95%Put
82
Z 1.375 09/01/26ZILLOW GROUP INC
6,553,000$8.1T152621.54%
83
PRUPRUDENTIAL FINL INC
68,812$8.1T152141.60%
84
BTUPEABODY ENERGY CORP
327,100$7.9T149446.95%Put
85
MMM3M CO
73,896$7.8T147614.57%
86
SCHWSCHWAB CHARLES CORP
106,324$7.7T144852.34%
87
AMDADVANCED MICRO DEVICES INC
42,526$7.7T144551.76%
88
LNGCHENIERE ENERGY INC
47,090$7.6T143029.26%
89
LYBLYONDELLBASELL INDUSTRIES N
73,528$7.5T141631.28%
90
NYCBEURNEW YORK CMNTY BANCORP INC
2,301,582$7.4T139571.91%
91
TSTENARIS S A
181,901$7.1T134527.69%
92
URIUNITED RENTALS INC
9,848$7.1T133741.21%
93
NOVAQSUNNOVA ENERGY INTL INC.
1,154,600$7.1T133293.12%Put
94
ITWILLINOIS TOOL WKS INC
25,467$6.8T128695.31%
95
TSLATESLA INC
38,624$6.8T127869.54%
96
TAT&T INC
381,862$6.7T126571.17%
97
SWKSTANLEY BLACK & DECKER INC
68,412$6.7T126172.22%
98
GLGLOBE LIFE INC
57,401$6.7T125798.71%
99
G3VGREEN PLAINS INC
284,831$6.6T124019.74%Put
100
KMIKINDER MORGAN INC DEL
346,318$6.4T119616.22%
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