Graham Capital Management, L.P. Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$4.6T
Holdings
992
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (992 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MIGAMICROSTRATEGY INC | 622,505 | $857.5B | 18.65% | Put |
| 2 | IWMISHARES TR | 3,105,500 | $630.1B | 13.70% | Put |
| 3 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 70,181,000 | $193.9B | 4.22% | |
| 4 | MSTR 0 02/15/27MICROSTRATEGY INC | 139,500,000 | $167.6B | 3.64% | |
| 5 | Z 0.75 09/01/24ZILLOW GROUP INC | 114,878,000 | $125.1B | 2.72% | |
| 6 | IBITISHARES BITCOIN TR | 2,757,896 | $94.2B | 2.05% | |
| 7 | BTU 3.25 03/01/28PEABODY ENGR CORP | 65,510,000 | $86.6B | 1.88% | |
| 8 | TLRY 5.2 06/15/27TILRAY BRANDS INC | 89,500,000 | $86.2B | 1.87% | |
| 9 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 73,241,000 | $73.9B | 1.61% | |
| 10 | INSM 0.75 06/01/28INSMED INC | 33,206,000 | $70.2B | 1.53% | |
| 11 | NVAX 5 12/15/27NOVAVAX INC | 56,277,000 | $70.1B | 1.52% | |
| 12 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 60,000,000 | $61.8B | 1.34% | |
| 13 | RIG 4 12/15/25 *TRANSOCEAN INC | 46,576,000 | $59.6B | 1.30% | |
| 14 | BE 2.5 08/15/25BLOOM ENERGY CORP | 47,878,000 | $51.4B | 1.12% | |
| 15 | PENN 2.75 05/15/26PENN ENTERTAINMENT INC | 37,179,000 | $40.9B | 0.89% | |
| 16 | GPRE 2.25 03/15/27GREEN PLAINS INC | 43,757,000 | $38.8B | 0.84% | |
| 17 | XLYSELECT SECTOR SPDR TR | 200,000 | $36.5B | 0.79% | Put |
| 18 | SAVESPIRIT AIRLS INC | 8,520,500 | $31.2B | 0.68% | Put |
| 19 | MNKD 2.5 03/01/26MANNKIND CORP | 21,900,000 | $26.5B | 0.58% | |
| 20 | EPDENTERPRISE PRODS PARTNERS L | 900,000 | $26.1B | 0.57% | Call |
| 21 | SPCEVIRGIN GALACTIC HOLDINGS INC | 3,093,200 | $26.1B | 0.57% | Put |
| 22 | PLUG 3.75 06/01/25PLUG PWR INC | 25,909,000 | $24.4B | 0.53% | |
| 23 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 26,388,000 | $23.9B | 0.52% | |
| 24 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 36,429,000 | $23.9B | 0.52% | |
| 25 | GRPN 1.125 03/15/26GROUPON INC | 21,000,000 | $17.9B | 0.39% | |
| 26 | METAMETA PLATFORMS INC | 33,329 | $16.8B | 0.37% | |
| 27 | HESHESS CORP | 113,741 | $16.8B | 0.36% | |
| 28 | ABR 7.5 08/01/25ARBOR REALTY TRUST INC | 16,700,000 | $16.7B | 0.36% | |
| 29 | MAXNMAXEON SOLAR TECHNOLOGIES LT | 18,874,700 | $16.1B | 0.35% | Put |
| 30 | KOCOCA COLA CO | 250,600 | $16.0B | 0.35% | |
| 31 | NBR 1.75 06/15/29NABORS INDS INC | 21,255,000 | $15.6B | 0.34% | |
| 32 | TMOTHERMO FISHER SCIENTIFIC INC | 27,649 | $15.3B | 0.33% | |
| 33 | CMECME GROUP INC | 77,025 | $15.1B | 0.33% | |
| 34 | RIVNRIVIAN AUTOMOTIVE INC | 1,106,288 | $14.8B | 0.32% | Put |
| 35 | TRVCCITIGROUP INC | 231,368 | $14.7B | 0.32% | |
| 36 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 41,685,000 | $14.6B | 0.32% | |
| 37 | BSXBOSTON SCIENTIFIC CORP | 179,136 | $13.8B | 0.30% | |
| 38 | CLCOLGATE PALMOLIVE CO | 141,462 | $13.7B | 0.30% | |
| 39 | SNOWSNOWFLAKE INC | 100,306 | $13.6B | 0.29% | |
| 40 | GOOGALPHABET INC | 73,183 | $13.4B | 0.29% | |
| 41 | NVDANVIDIA CORPORATION | 107,532 | $13.3B | 0.29% | Put |
| 42 | DGDOLLAR GEN CORP NEW | 100,000 | $13.2B | 0.29% | |
| 43 | CMSCMS ENERGY CORP | 221,029 | $13.2B | 0.29% | |
| 44 | STTSTATE STR CORP | 174,754 | $12.9B | 0.28% | |
| 45 | GMEGAMESTOP CORP NEW | 493,400 | $12.2B | 0.26% | Put |
| 46 | ENVXENOVIX CORPORATION | 763,800 | $11.8B | 0.26% | Put |
| 47 | AMZNAMAZON COM INC | 61,065 | $11.8B | 0.26% | |
| 48 | PHPARKER-HANNIFIN CORP | 22,528 | $11.4B | 0.25% | |
| 49 | HPEHEWLETT PACKARD ENTERPRISE C | 533,859 | $11.3B | 0.25% | |
| 50 | NFENEW FORTRESS ENERGY INC | 514,148 | $11.3B | 0.25% | Call |
| 51 | CARRCARRIER GLOBAL CORPORATION | 174,455 | $11.0B | 0.24% | |
| 52 | MSIMOTOROLA SOLUTIONS INC | 28,283 | $10.9B | 0.24% | |
| 53 | LRCXEURLAM RESEARCH CORP | 10,130 | $10.8B | 0.23% | |
| 54 | NOVAQSUNNOVA ENERGY INTL INC. | 1,879,200 | $10.5B | 0.23% | Put |
| 55 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 10,000,000 | $10.3B | 0.22% | |
| 56 | BBIOBRIDGEBIO PHARMA INC | 403,809 | $10.2B | 0.22% | Put |
| 57 | MSFTMICROSOFT CORP | 22,807 | $10.2B | 0.22% | |
| 58 | PCTPURECYCLE TECHNOLOGIES INC | 1,609,700 | $9.5B | 0.21% | Put |
| 59 | CCIVGBPLUCID GROUP INC | 3,637,600 | $9.5B | 0.21% | Put |
| 60 | DISDISNEY WALT CO | 95,263 | $9.5B | 0.21% | |
| 61 | ABRARBOR REALTY TRUST INC | 638,900 | $9.2B | 0.20% | Put |
| 62 | SHWSHERWIN WILLIAMS CO | 30,286 | $9.0B | 0.20% | |
| 63 | UBSUBS GROUP AG | 294,709 | $8.7B | 0.19% | |
| 64 | GOOGLALPHABET INC | 47,260 | $8.6B | 0.19% | |
| 65 | WWAYFAIR INC | 162,800 | $8.6B | 0.19% | Put |
| 66 | MMM3M CO | 82,813 | $8.5B | 0.18% | |
| 67 | NTRSNORTHERN TR CORP | 100,504 | $8.4B | 0.18% | |
| 68 | MUMICRON TECHNOLOGY INC | 64,140 | $8.4B | 0.18% | |
| 69 | FOURSHIFT4 PMTS INC | 113,483 | $8.3B | 0.18% | |
| 70 | PPLPPL CORP | 289,989 | $8.0B | 0.17% | |
| 71 | IBKRINTERACTIVE BROKERS GROUP IN | 65,358 | $8.0B | 0.17% | |
| 72 | ADPAUTOMATIC DATA PROCESSING IN | 33,487 | $8.0B | 0.17% | |
| 73 | Z 1.375 09/01/26ZILLOW GROUP INC | 6,553,000 | $7.9B | 0.17% | |
| 74 | WMTWALMART INC | 116,679 | $7.9B | 0.17% | |
| 75 | HLTHILTON WORLDWIDE HLDGS INC | 35,648 | $7.8B | 0.17% | |
| 76 | NTAPNETAPP INC | 60,380 | $7.8B | 0.17% | |
| 77 | EWWISHARES INC | 136,500 | $7.7B | 0.17% | |
| 78 | SFMSPROUTS FMRS MKT INC | 90,028 | $7.5B | 0.16% | |
| 79 | EQHEQUITABLE HLDGS INC | 180,390 | $7.4B | 0.16% | |
| 80 | XYZBLOCK INC | 112,764 | $7.3B | 0.16% | |
| 81 | BTUPEABODY ENERGY CORP | 327,100 | $7.2B | 0.16% | Put |
| 82 | RHCRH PLC | 96,480 | $7.2B | 0.16% | |
| 83 | ETNEATON CORP PLC | 22,670 | $7.1B | 0.15% | |
| 84 | BDXBECTON DICKINSON & CO | 29,927 | $7.0B | 0.15% | |
| 85 | ROSTROSS STORES INC | 47,400 | $6.9B | 0.15% | |
| 86 | CAGCONAGRA BRANDS INC | 242,312 | $6.9B | 0.15% | |
| 87 | OKTAOKTA INC | 71,422 | $6.7B | 0.15% | |
| 88 | RGAREINSURANCE GRP OF AMERICA I | 32,346 | $6.6B | 0.14% | |
| 89 | NVSNNOVARTIS AG | 62,225 | $6.6B | 0.14% | |
| 90 | NVV1NOVAVAX INC | 522,939 | $6.6B | 0.14% | Put |
| 91 | SPOTSPOTIFY TECHNOLOGY S A | 20,825 | $6.5B | 0.14% | |
| 92 | XOMEXXON MOBIL CORP | 56,655 | $6.5B | 0.14% | |
| 93 | GMGENERAL MTRS CO | 137,425 | $6.4B | 0.14% | |
| 94 | CITCINTAS CORP | 8,760 | $6.1B | 0.13% | |
| 95 | PGRPROGRESSIVE CORP | 29,346 | $6.1B | 0.13% | |
| 96 | UNPUNION PAC CORP | 26,833 | $6.1B | 0.13% | |
| 97 | ECLECOLAB INC | 25,145 | $6.0B | 0.13% | |
| 98 | VRSKVERISK ANALYTICS INC | 22,015 | $5.9B | 0.13% | |
| 99 | CMACOMERICA INC | 112,784 | $5.8B | 0.13% | |
| 100 | PFEPFIZER INC | 203,577 | $5.7B | 0.12% |
Page 1 of 10Next