Graham Capital Management, L.P. Q3 2024 Filing
Filed November 14, 2024
Portfolio Value
$5.8B
Holdings
1,051
Report Date
Q3 2024
Filing Type
13F-HR
All Holdings (1,051 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MIGAMICROSTRATEGY INC | 6,966,500 | $1174.6T | 20222819.97% | Put |
| 2 | IWMISHARES TR | 3,830,200 | $846.1T | 14566895.72% | Put |
| 3 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 67,181,000 | $159.9T | 2753879.65% | |
| 4 | MSTR 0 02/15/27MICROSTRATEGY INC | 112,000,000 | $152.9T | 2632292.10% | |
| 5 | IBITISHARES BITCOIN TRUST ETF | 3,827,189 | $138.3T | 2380769.65% | |
| 6 | SPYSPDR S&P 500 ETF TR | 200,000 | $114.8T | 1975739.89% | Put |
| 7 | LQDISHARES TR | 979,700 | $110.7T | 1905742.34% | Put |
| 8 | HYGISHARES TR | 1,274,700 | $102.4T | 1762353.54% | Put |
| 9 | BTU 3.25 03/01/28PEABODY ENGR CORP | 65,510,000 | $98.4T | 1693640.88% | |
| 10 | GDXJVANECK ETF TRUST | 1,980,000 | $96.6T | 1663962.37% | Put |
| 11 | TLRY 5.2 06/15/27TILRAY BRANDS INC | 90,500,000 | $93.0T | 1601693.70% | |
| 12 | NVAX 5 12/15/27NOVAVAX INC | 65,777,000 | $82.8T | 1425340.51% | |
| 13 | BE 2.5 08/15/25BLOOM ENERGY CORP | 65,874,000 | $68.0T | 1171094.71% | |
| 14 | PENN 2.75 05/15/26PENN ENTERTAINMENT INC | 57,179,000 | $61.9T | 1065218.99% | |
| 15 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 60,000,000 | $58.9T | 1014025.22% | |
| 16 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 55,741,000 | $57.6T | 991046.91% | |
| 17 | EEMISHARES TR | 1,055,000 | $48.4T | 833021.12% | Call |
| 18 | RIG 4 12/15/25 *TRANSOCEAN INC | 41,576,000 | $46.3T | 796886.67% | |
| 19 | XLVSELECT SECTOR SPDR TR | 300,000 | $46.2T | 795550.73% | Call |
| 20 | GDXVANECK ETF TRUST | 1,130,036 | $45.0T | 774752.60% | Put |
| 21 | GPRE 2.25 03/15/27GREEN PLAINS INC | 50,257,000 | $43.5T | 749759.45% | |
| 22 | SAVESPIRIT AIRLS INC | 17,961,900 | $43.1T | 742220.63% | Put |
| 23 | MARAMARA HOLDINGS INC | 2,195,900 | $35.6T | 613243.44% | Put |
| 24 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 36,429,000 | $31.6T | 543816.69% | |
| 25 | NVDANVIDIA CORPORATION | 251,430 | $30.5T | 525712.56% | Call |
| 26 | MNKD 2.5 03/01/26MANNKIND CORP | 21,900,000 | $29.2T | 503249.83% | |
| 27 | BTDR 8.5 08/15/29BITDEER TECHNOLOGIES GROUP | 23,830,000 | $28.4T | 489615.67% | |
| 28 | ABR 7.5 08/01/25ARBOR REALTY TRUST INC | 26,675,000 | $27.4T | 471327.96% | |
| 29 | PLUG 3.75 06/01/25PLUG PWR INC | 28,259,000 | $27.3T | 469358.92% | |
| 30 | METAMETA PLATFORMS INC | 47,410 | $27.1T | 467271.64% | Call |
| 31 | MSFTMICROSOFT CORP | 58,763 | $25.3T | 435356.28% | |
| 32 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 26,388,000 | $25.2T | 433252.10% | |
| 33 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 35,495,000 | $23.2T | 400247.64% | |
| 34 | WMTWALMART INC | 280,947 | $22.7T | 390603.77% | |
| 35 | GOOGLALPHABET INC | 125,016 | $20.7T | 356985.51% | |
| 36 | SILGLOBAL X FDS | 570,000 | $20.0T | 344371.92% | Put |
| 37 | TRVCCITIGROUP INC | 303,491 | $19.0T | 327106.87% | |
| 38 | SPCEVIRGIN GALACTIC HOLDINGS INC | 3,096,080 | $18.9T | 325170.78% | Put |
| 39 | NFLXNETFLIX INC | 26,503 | $18.8T | 323650.39% | |
| 40 | GRPN 1.125 03/15/26GROUPON INC | 21,000,000 | $18.8T | 323232.95% | |
| 41 | BBIOBRIDGEBIO PHARMA INC | 713,721 | $18.2T | 312864.57% | Put |
| 42 | BACBANK AMERICA CORP | 441,415 | $17.5T | 301570.08% | |
| 43 | CMECME GROUP INC | 76,088 | $16.8T | 289061.07% | |
| 44 | ABRARBOR REALTY TRUST INC | 1,057,300 | $16.5T | 283254.83% | Put |
| 45 | HPEHEWLETT PACKARD ENTERPRISE C | 800,837 | $16.4T | 282110.51% | |
| 46 | Z 1.375 09/01/26ZILLOW GROUP INC | 11,053,000 | $16.4T | 281857.22% | |
| 47 | XLUSELECT SECTOR SPDR TR | 198,725 | $16.1T | 276392.26% | |
| 48 | HESHESS CORP | 117,738 | $16.0T | 275287.14% | |
| 49 | MMM3M CO | 110,392 | $15.1T | 259821.81% | |
| 50 | CARRCARRIER GLOBAL CORPORATION | 175,735 | $14.1T | 243539.66% | |
| 51 | IXUSISHARES TR | 190,562 | $13.8T | 238298.80% | |
| 52 | BSXBOSTON SCIENTIFIC CORP | 164,286 | $13.8T | 237035.88% | |
| 53 | TTTRANE TECHNOLOGIES PLC | 35,389 | $13.8T | 236856.80% | |
| 54 | PCTPURECYCLE TECHNOLOGIES INC | 1,423,800 | $13.5T | 232885.31% | Put |
| 55 | METMETLIFE INC | 163,527 | $13.5T | 232224.28% | |
| 56 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 15,500,000 | $13.4T | 231135.55% | |
| 57 | CLCOLGATE PALMOLIVE CO | 125,545 | $13.0T | 224392.38% | |
| 58 | XLISELECT SECTOR SPDR TR | 96,000 | $13.0T | 223865.76% | |
| 59 | MUMICRON TECHNOLOGY INC | 124,815 | $12.9T | 222872.73% | |
| 60 | CCIVGBPLUCID GROUP INC | 3,652,600 | $12.9T | 221996.60% | Put |
| 61 | NOCNORTHROP GRUMMAN CORP | 23,804 | $12.6T | 216426.75% | |
| 62 | RIVNRIVIAN AUTOMOTIVE INC | 1,049,755 | $11.8T | 202791.76% | Put |
| 63 | CRWDCROWDSTRIKE HLDGS INC | 36,109 | $10.1T | 174369.84% | |
| 64 | GOOGALPHABET INC | 59,567 | $10.0T | 171468.97% | |
| 65 | GEGE AEROSPACE | 47,048 | $8.9T | 152758.83% | |
| 66 | ROSTROSS STORES INC | 58,116 | $8.7T | 150601.94% | |
| 67 | EPDENTERPRISE PRODS PARTNERS L | 300,000 | $8.7T | 150360.22% | Call |
| 68 | DUKDUKE ENERGY CORP NEW | 75,431 | $8.7T | 149743.74% | |
| 69 | RSPINVESCO EXCHANGE TRADED FD T | 48,500 | $8.7T | 149607.13% | |
| 70 | BTUPEABODY ENERGY CORP | 327,100 | $8.7T | 149468.94% | Put |
| 71 | ETNEATON CORP PLC | 26,097 | $8.6T | 148924.11% | |
| 72 | LRCXEURLAM RESEARCH CORP | 10,582 | $8.6T | 148685.98% | |
| 73 | FTITECHNIPFMC PLC | 328,981 | $8.6T | 148572.57% | |
| 74 | ZMZOOM VIDEO COMMUNICATIONS IN | 123,204 | $8.6T | 147936.81% | |
| 75 | FOURSHIFT4 PMTS INC | 94,515 | $8.4T | 144179.65% | |
| 76 | EFAISHARES TR | 100,000 | $8.4T | 143989.76% | Call |
| 77 | WABWABTEC | 45,679 | $8.3T | 142957.95% | |
| 78 | RGAREINSURANCE GRP OF AMERICA I | 37,532 | $8.2T | 140788.98% | |
| 79 | SYFSYNCHRONY FINANCIAL | 155,812 | $7.8T | 133812.56% | |
| 80 | TXRHTEXAS ROADHOUSE INC | 43,252 | $7.6T | 131512.30% | |
| 81 | UHSUNIVERSAL HLTH SVCS INC | 32,784 | $7.5T | 129266.47% | |
| 82 | MPMP MATERIALS CORP | 422,800 | $7.5T | 128484.04% | Put |
| 83 | UBERUBER TECHNOLOGIES INC | 98,449 | $7.4T | 127399.46% | |
| 84 | EQHEQUITABLE HLDGS INC | 169,210 | $7.1T | 122448.90% | |
| 85 | SOSOUTHERN CO | 78,311 | $7.1T | 121591.30% | |
| 86 | TWLOTWILIO INC | 107,786 | $7.0T | 121035.47% | |
| 87 | DGDOLLAR GEN CORP NEW | 82,683 | $7.0T | 120393.22% | |
| 88 | ANETEURARISTA NETWORKS INC | 18,088 | $6.9T | 119532.95% | |
| 89 | NWSANEWS CORP NEW | 260,416 | $6.9T | 119401.10% | |
| 90 | COHRCOHERENT CORP | 77,740 | $6.9T | 119004.84% | |
| 91 | BMYBRISTOL-MYERS SQUIBB CO | 130,485 | $6.8T | 116240.25% | |
| 92 | MSIMOTOROLA SOLUTIONS INC | 14,997 | $6.7T | 116099.18% | |
| 93 | AXTAAXALTA COATING SYS LTD | 184,067 | $6.7T | 114692.24% | |
| 94 | DUOLDUOLINGO INC | 23,327 | $6.6T | 113268.29% | |
| 95 | XYZBLOCK INC | 97,726 | $6.6T | 112952.60% | |
| 96 | PHPARKER-HANNIFIN CORP | 10,279 | $6.5T | 111818.52% | |
| 97 | KDPKEURIG DR PEPPER INC | 170,376 | $6.4T | 109945.50% | |
| 98 | AXPAMERICAN EXPRESS CO | 23,322 | $6.3T | 108899.27% | |
| 99 | NVV1NOVAVAX INC | 499,564 | $6.3T | 108633.55% | Put |
| 100 | MFCMANULIFE FINL CORP | 210,236 | $6.2T | 106963.13% |
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