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	SAVE 1 05/15/26SPIRIT AIRLS INC	9,000,000	$2.0B	34.43%
2	MIGAMICROSTRATEGY INC	6,966,500	$1.2B	20.21%	Put
3	IWMISHARES TR	3,830,200	$845.0M	14.55%	Put
4	—DANIMER SCIENTIFIC INC	500,000	$227.1M	3.91%
5	MAXNMAXEON SOLAR TECHNOLOGIES LT	1,863,900	$180.2M	3.10%	Put
6	PR 3.25 04/01/28PERMIAN RESOURCES CORP	67,181,000	$159.0M	2.74%
7	MSTR 0 02/15/27MICROSTRATEGY INC	112,000,000	$152.0M	2.62%
8	IBITISHARES BITCOIN TRUST ETF	3,827,189	$138.0M	2.38%
9	LQDISHARES TR	979,700	$110.0M	1.89%	Put
10	HYGISHARES TR	1,274,700	$102.0M	1.76%	Put
11	BTU 3.25 03/01/28PEABODY ENGR CORP	65,510,000	$98.0M	1.69%
12	GDXJVANECK ETF TRUST	1,980,000	$96.0M	1.65%	Put
13	TLRY 5.2 06/15/27TILRAY BRANDS INC	90,500,000	$93.0M	1.60%
14	NVAX 5 12/15/27NOVAVAX INC	65,777,000	$82.0M	1.41%
15	BE 2.5 08/15/25BLOOM ENERGY CORP	65,874,000	$68.0M	1.17%
16	PENN 2.75 05/15/26PENN ENTERTAINMENT INC	57,179,000	$61.0M	1.05%
17	COIN 0.5 06/01/26COINBASE GLOBAL INC	60,000,000	$58.0M	1.00%
18	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	55,741,000	$57.0M	0.98%
19	—23ANDME HOLDING CO	157,273	$54.7M	0.94%
20	EEMISHARES TR	1,055,000	$47.0M	0.81%	Call
21	XLVSELECT SECTOR SPDR TR	300,000	$46.0M	0.79%	Call
22	RIG 4 12/15/25 *TRANSOCEAN INC	41,576,000	$46.0M	0.79%
23	GDXVANECK ETF TRUST	1,130,036	$44.0M	0.76%	Put
24	GPRE 2.25 03/15/27GREEN PLAINS INC	50,257,000	$43.0M	0.74%
25	SAVESPIRIT AIRLS INC	17,961,900	$42.0M	0.72%	Put
26	MARAMARA HOLDINGS INC	2,195,900	$35.0M	0.60%	Put
27	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	36,429,000	$31.0M	0.53%
28	NVDANVIDIA CORPORATION	251,430	$30.0M	0.52%	Call
29	MNKD 2.5 03/01/26MANNKIND CORP	21,900,000	$29.0M	0.50%
30	BTDR 8.5 08/15/29BITDEER TECHNOLOGIES GROUP	23,830,000	$28.0M	0.48%
31	PLUG 3.75 06/01/25PLUG PWR INC	28,259,000	$27.0M	0.46%
32	ABR 7.5 08/01/25ARBOR REALTY TRUST INC	26,675,000	$27.0M	0.46%
33	BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN	26,388,000	$25.0M	0.43%
34	MSFTMICROSOFT CORP	58,763	$25.0M	0.43%
35	NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.	35,495,000	$23.0M	0.40%
36	WMTWALMART INC	280,947	$22.0M	0.38%
37	GOOGLALPHABET INC	125,016	$20.0M	0.34%
38	SILGLOBAL X FDS	570,000	$20.0M	0.34%	Put
39	SPCEVIRGIN GALACTIC HOLDINGS INC	3,096,080	$18.0M	0.31%	Put
40	TRVCCITIGROUP INC	303,491	$18.0M	0.31%
41	GRPN 1.125 03/15/26GROUPON INC	21,000,000	$18.0M	0.31%
42	BBIOBRIDGEBIO PHARMA INC	713,721	$17.8M	0.31%	Put
43	BACBANK AMERICA CORP	441,415	$17.0M	0.29%
44	XLUSELECT SECTOR SPDR TR	198,725	$16.0M	0.28%
45	Z 1.375 09/01/26ZILLOW GROUP INC	11,053,000	$16.0M	0.28%
46	HPEHEWLETT PACKARD ENTERPRISE C	800,837	$16.0M	0.28%
47	CMECME GROUP INC	76,088	$16.0M	0.28%
48	ABRARBOR REALTY TRUST INC	1,057,300	$16.0M	0.28%	Put
49	MMM3M CO	110,392	$15.0M	0.26%
50	HESHESS CORP	117,738	$15.0M	0.26%
51	CARRCARRIER GLOBAL CORPORATION	175,735	$14.0M	0.24%
52	BSXBOSTON SCIENTIFIC CORP	164,286	$13.0M	0.22%
53	METMETLIFE INC	163,527	$13.0M	0.22%
54	PCTPURECYCLE TECHNOLOGIES INC	1,423,800	$13.0M	0.22%	Put
55	CLCOLGATE PALMOLIVE CO	125,545	$13.0M	0.22%
56	XLISELECT SECTOR SPDR TR	96,000	$13.0M	0.22%
57	TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC	15,500,000	$13.0M	0.22%
58	IXUSISHARES TR	190,562	$13.0M	0.22%
59	TTTRANE TECHNOLOGIES PLC	35,389	$13.0M	0.22%
60	MUMICRON TECHNOLOGY INC	124,815	$12.0M	0.21%
61	CCIVGBPLUCID GROUP INC	3,652,600	$12.0M	0.21%	Put
62	RIVNRIVIAN AUTOMOTIVE INC	1,049,755	$11.0M	0.19%	Put
63	CRWDCROWDSTRIKE HLDGS INC	36,109	$10.0M	0.17%
64	GOOGALPHABET INC	59,567	$9.0M	0.15%
65	FTITECHNIPFMC PLC	328,981	$8.0M	0.14%
66	ZMZOOM VIDEO COMMUNICATIONS IN	123,204	$8.0M	0.14%
67	WABWABTEC	45,679	$8.0M	0.14%
68	RSPINVESCO EXCHANGE TRADED FD T	48,500	$8.0M	0.14%
69	ROSTROSS STORES INC	58,116	$8.0M	0.14%
70	GEGE AEROSPACE	47,048	$8.0M	0.14%
71	EFAISHARES TR	100,000	$8.0M	0.14%	Call
72	EPDENTERPRISE PRODS PARTNERS L	300,000	$8.0M	0.14%	Call
73	BTUPEABODY ENERGY CORP	327,100	$8.0M	0.14%	Put
74	RGAREINSURANCE GRP OF AMERICA I	37,532	$8.0M	0.14%
75	ETNEATON CORP PLC	26,097	$8.0M	0.14%
76	FOURSHIFT4 PMTS INC	94,515	$8.0M	0.14%
77	DUKDUKE ENERGY CORP NEW	75,431	$8.0M	0.14%
78	SOSOUTHERN CO	78,311	$7.0M	0.12%
79	UBERUBER TECHNOLOGIES INC	98,449	$7.0M	0.12%
80	TWLOTWILIO INC	107,786	$7.0M	0.12%
81	SYFSYNCHRONY FINANCIAL	155,812	$7.0M	0.12%
82	EQHEQUITABLE HLDGS INC	169,210	$7.0M	0.12%
83	TXRHTEXAS ROADHOUSE INC	43,252	$7.0M	0.12%
84	UHSUNIVERSAL HLTH SVCS INC	32,784	$7.0M	0.12%
85	MPMP MATERIALS CORP	422,800	$7.0M	0.12%	Put
86	BMYBRISTOL-MYERS SQUIBB CO	130,485	$6.0M	0.10%
87	DGDOLLAR GEN CORP NEW	82,683	$6.0M	0.10%
88	NWSANEWS CORP NEW	260,416	$6.0M	0.10%
89	QC10NEW YORK CMNTY BANCORP INC	549,561	$6.0M	0.10%
90	XYZBLOCK INC	97,726	$6.0M	0.10%
91	ANETEURARISTA NETWORKS INC	18,088	$6.0M	0.10%
92	IGFISHARES TR	110,415	$6.0M	0.10%
93	KDPKEURIG DR PEPPER INC	170,376	$6.0M	0.10%
94	DUOLDUOLINGO INC	23,327	$6.0M	0.10%
95	CIENCIENA CORP	100,515	$6.0M	0.10%
96	MSIMOTOROLA SOLUTIONS INC	14,997	$6.0M	0.10%
97	MFCMANULIFE FINL CORP	210,236	$6.0M	0.10%
98	BACVERIZON COMMUNICATIONS INC	136,511	$6.0M	0.10%
99	AXTAAXALTA COATING SYS LTD	184,067	$6.0M	0.10%
100	COHRCOHERENT CORP	77,740	$6.0M	0.10%

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