Graham Capital Management, L.P. Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$4.6B

Holdings

992

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (992 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.	41,685,000	$14.0B	304.43%
2	SAVE 1 05/15/26SPIRIT AIRLS INC	8,500,000	$4.0B	86.98%
3	IWMISHARES TR	3,105,500	$630.0M	13.70%	Put
4	PR 3.25 04/01/28PERMIAN RESOURCES CORP	70,181,000	$193.0M	4.20%
5	MSTR 0 02/15/27MICROSTRATEGY INC	139,500,000	$167.0M	3.63%
6	Z 0.75 09/01/24ZILLOW GROUP INC	114,878,000	$125.0M	2.72%
7	IBITISHARES BITCOIN TR	2,757,896	$94.0M	2.04%
8	BTU 3.25 03/01/28PEABODY ENGR CORP	65,510,000	$86.0M	1.87%
9	TLRY 5.2 06/15/27TILRAY BRANDS INC	89,500,000	$86.0M	1.87%
10	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	73,241,000	$73.0M	1.59%
11	INSM 0.75 06/01/28INSMED INC	33,206,000	$70.0M	1.52%
12	NVAX 5 12/15/27NOVAVAX INC	56,277,000	$70.0M	1.52%
13	COIN 0.5 06/01/26COINBASE GLOBAL INC	60,000,000	$61.0M	1.33%
14	RIG 4 12/15/25 *TRANSOCEAN INC	46,576,000	$59.0M	1.28%
15	BE 2.5 08/15/25BLOOM ENERGY CORP	47,878,000	$51.0M	1.11%
16	—23ANDME HOLDING CO	119,558	$46.8M	1.02%
17	PENN 2.75 05/15/26PENN ENTERTAINMENT INC	37,179,000	$40.0M	0.87%
18	GPRE 2.25 03/15/27GREEN PLAINS INC	43,757,000	$38.0M	0.83%
19	XLYSELECT SECTOR SPDR TR	200,000	$36.0M	0.78%	Put
20	SAVESPIRIT AIRLS INC	8,520,500	$31.0M	0.67%	Put
21	MPLNUSDMULTIPLAN CORPORATION	72,968	$28.3M	0.62%
22	SPCEVIRGIN GALACTIC HOLDINGS INC	3,093,200	$26.0M	0.57%	Put
23	MNKD 2.5 03/01/26MANNKIND CORP	21,900,000	$26.0M	0.57%
24	EPDENTERPRISE PRODS PARTNERS L	900,000	$26.0M	0.57%	Call
25	PLUG 3.75 06/01/25PLUG PWR INC	25,909,000	$24.0M	0.52%
26	BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN	26,388,000	$23.0M	0.50%
27	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	36,429,000	$23.0M	0.50%
28	GRPN 1.125 03/15/26GROUPON INC	21,000,000	$17.0M	0.37%
29	MAXNMAXEON SOLAR TECHNOLOGIES LT	18,874,700	$16.0M	0.35%	Put
30	ABR 7.5 08/01/25ARBOR REALTY TRUST INC	16,700,000	$16.0M	0.35%
31	HESHESS CORP	113,741	$16.0M	0.35%
32	METAMETA PLATFORMS INC	33,329	$16.0M	0.35%
33	NBR 1.75 06/15/29NABORS INDS INC	21,255,000	$15.0M	0.33%
34	KOCOCA COLA CO	250,600	$15.0M	0.33%
35	CMECME GROUP INC	77,025	$15.0M	0.33%
36	RIVNRIVIAN AUTOMOTIVE INC	1,106,288	$14.4M	0.31%	Put
37	TRVCCITIGROUP INC	231,368	$14.0M	0.30%
38	GOOGALPHABET INC	73,183	$13.0M	0.28%
39	CMSCMS ENERGY CORP	221,029	$13.0M	0.28%
40	CLCOLGATE PALMOLIVE CO	141,462	$13.0M	0.28%
41	DGDOLLAR GEN CORP NEW	100,000	$13.0M	0.28%
42	BSXBOSTON SCIENTIFIC CORP	179,136	$13.0M	0.28%
43	SNOWSNOWFLAKE INC	100,306	$13.0M	0.28%
44	GMEGAMESTOP CORP NEW	493,400	$12.0M	0.26%	Put
45	STTSTATE STR CORP	174,754	$12.0M	0.26%
46	AMZNAMAZON COM INC	61,065	$11.0M	0.24%
47	CARRCARRIER GLOBAL CORPORATION	174,455	$11.0M	0.24%
48	ENVXENOVIX CORPORATION	763,800	$11.0M	0.24%	Put
49	HPEHEWLETT PACKARD ENTERPRISE C	533,859	$11.0M	0.24%
50	PHPARKER-HANNIFIN CORP	22,528	$11.0M	0.24%
51	NVDANVIDIA CORPORATION	107,532	$11.0M	0.24%	Put
52	NFENEW FORTRESS ENERGY INC	514,148	$11.0M	0.24%	Call
53	MSFTMICROSOFT CORP	22,807	$10.0M	0.22%
54	NOVAQSUNNOVA ENERGY INTL INC.	1,879,200	$10.0M	0.22%	Put
55	STWD 6.75 07/15/27STARWOOD PPTY TR INC	10,000,000	$10.0M	0.22%
56	MSIMOTOROLA SOLUTIONS INC	28,283	$10.0M	0.22%
57	BBIOBRIDGEBIO PHARMA INC	403,809	$9.4M	0.20%	Put
58	PCTPURECYCLE TECHNOLOGIES INC	1,609,700	$9.0M	0.20%	Put
59	SHWSHERWIN WILLIAMS CO	30,286	$9.0M	0.20%
60	CCIVGBPLUCID GROUP INC	3,637,600	$9.0M	0.20%	Put
61	DISDISNEY WALT CO	95,263	$9.0M	0.20%
62	ABRARBOR REALTY TRUST INC	638,900	$9.0M	0.20%	Put
63	FOURSHIFT4 PMTS INC	113,483	$8.0M	0.17%
64	GOOGLALPHABET INC	47,260	$8.0M	0.17%
65	UBSUBS GROUP AG	294,709	$8.0M	0.17%
66	PPLPPL CORP	289,989	$8.0M	0.17%
67	MMM3M CO	82,813	$8.0M	0.17%
68	MUMICRON TECHNOLOGY INC	64,140	$8.0M	0.17%
69	NTRSNORTHERN TR CORP	100,504	$8.0M	0.17%
70	WWAYFAIR INC	162,800	$8.0M	0.17%	Put
71	IBKRINTERACTIVE BROKERS GROUP IN	65,358	$8.0M	0.17%
72	Z 1.375 09/01/26ZILLOW GROUP INC	6,553,000	$7.0M	0.15%
73	EQHEQUITABLE HLDGS INC	180,390	$7.0M	0.15%
74	ADPAUTOMATIC DATA PROCESSING IN	33,487	$7.0M	0.15%
75	RHCRH PLC	96,480	$7.0M	0.15%
76	HLTHILTON WORLDWIDE HLDGS INC	35,648	$7.0M	0.15%
77	NTAPNETAPP INC	60,380	$7.0M	0.15%
78	XYZBLOCK INC	112,764	$7.0M	0.15%
79	ETNEATON CORP PLC	22,670	$7.0M	0.15%
80	BTUPEABODY ENERGY CORP	327,100	$7.0M	0.15%	Put
81	SFMSPROUTS FMRS MKT INC	90,028	$7.0M	0.15%
82	WMTWALMART INC	116,679	$7.0M	0.15%
83	EWWISHARES INC	136,500	$7.0M	0.15%
84	UNPUNION PAC CORP	26,833	$6.0M	0.13%
85	OKTAOKTA INC	71,422	$6.0M	0.13%
86	XOMEXXON MOBIL CORP	56,655	$6.0M	0.13%
87	GMGENERAL MTRS CO	137,425	$6.0M	0.13%
88	RGAREINSURANCE GRP OF AMERICA I	32,346	$6.0M	0.13%
89	BDXBECTON DICKINSON & CO	29,927	$6.0M	0.13%
90	ROSTROSS STORES INC	47,400	$6.0M	0.13%
91	CAGCONAGRA BRANDS INC	242,312	$6.0M	0.13%
92	NVSNNOVARTIS AG	62,225	$6.0M	0.13%
93	PGRPROGRESSIVE CORP	29,346	$6.0M	0.13%
94	SPOTSPOTIFY TECHNOLOGY S A	20,825	$6.0M	0.13%
95	NVV1NOVAVAX INC	522,939	$6.0M	0.13%	Put
96	ECLECOLAB INC	25,145	$5.0M	0.11%
97	FTITECHNIPFMC PLC	200,936	$5.0M	0.11%
98	HXLHEXCEL CORP NEW	82,779	$5.0M	0.11%
99	AZEKAZEK CO INC	131,698	$5.0M	0.11%
100	CMACOMERICA INC	112,784	$5.0M	0.11%

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