Graham Capital Management, L.P. Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$4.5B

Holdings

950

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (950 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	3,647,500	$731.0M	16.19%	Put
2	Z 0.75 09/01/24ZILLOW GROUP INC	172,336,000	$233.0M	5.16%
3	MSTR 0.75 12/15/25MICROSTRATEGY INC	128,453,000	$212.0M	4.70%
4	PR 3.25 04/01/28PERMIAN RESOURCES CORP	70,181,000	$163.0M	3.61%
5	BTU 3.25 03/01/28PEABODY ENGR CORP	98,010,000	$140.0M	3.10%
6	TLRY 5.2 06/15/27TILRAY BRANDS INC	83,500,000	$92.0M	2.04%
7	BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC	73,241,000	$88.0M	1.95%
8	RIG 4 12/15/25 *TRANSOCEAN INC	52,326,000	$76.0M	1.68%
9	BILL 0 12/01/25BILL HOLDINGS INC	64,573,000	$60.0M	1.33%
10	OPK 4.5 02/15/25OPKO HEALTH INC	54,524,000	$53.0M	1.17%
11	BE 2.5 08/15/25BLOOM ENERGY CORP	42,529,000	$49.0M	1.09%
12	MAXNMAXEON SOLAR TECHNOLOGIES LT	6,713,100	$48.0M	1.06%	Put
13	MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT	56,573,000	$45.0M	1.00%
14	ZS 0.125 07/01/25ZSCALER INC	29,489,000	$44.0M	0.97%
15	GPRE 2.25 03/15/27GREEN PLAINS INC	38,257,000	$40.0M	0.89%
16	AMZNAMAZON COM INC	260,430	$39.0M	0.86%
17	DGDOLLAR GEN CORP NEW	281,731	$38.0M	0.84%
18	BTUPEABODY ENERGY CORP	1,567,296	$37.4M	0.83%	Put
19	RIVNRIVIAN AUTOMOTIVE INC	1,619,698	$37.0M	0.82%	Put
20	GOOGALPHABET INC	254,978	$35.0M	0.78%
21	BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN	35,532,000	$32.0M	0.71%
22	CYTK 3.5 07/01/27CYTOKINETICS INC	17,100,000	$30.0M	0.66%
23	UBERUBER TECHNOLOGIES INC	455,405	$28.0M	0.62%
24	WOLF 1.875 12/01/29WOLFSPEED INC	40,294,000	$27.0M	0.60%
25	GEO 6.5 02/23/26GEO CORRECTIONS HOLDINGS INC	18,600,000	$26.0M	0.58%
26	JPMJPMORGAN CHASE & CO	154,977	$26.0M	0.58%
27	PLUG 3.75 06/01/25PLUG PWR INC	25,058,000	$26.0M	0.58%
28	MCDMCDONALDS CORP	82,464	$24.0M	0.53%
29	WMTWALMART INC	154,491	$24.0M	0.53%
30	RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC	31,929,000	$24.0M	0.53%
31	CYTKCYTOKINETICS INC	284,700	$23.0M	0.51%	Put
32	PEPPEPSICO INC	141,237	$23.0M	0.51%
33	MSFTMICROSOFT CORP	63,291	$23.0M	0.51%
34	DUKDUKE ENERGY CORP NEW	224,160	$21.0M	0.47%
35	BACBANK AMERICA CORP	637,502	$21.0M	0.47%
36	PSAPUBLIC STORAGE	62,564	$19.0M	0.42%
37	METAMETA PLATFORMS INC	54,821	$19.0M	0.42%
38	NVDANVIDIA CORPORATION	37,049	$18.0M	0.40%
39	BXMTBLACKSTONE MTG TR INC	875,800	$18.0M	0.40%	Put
40	ROSTROSS STORES INC	129,994	$17.0M	0.38%
41	ABR 7.5 08/01/25ARBOR REALTY TRUST INC	16,450,000	$16.0M	0.35%
42	BBIOBRIDGEBIO PHARMA INC	388,179	$15.0M	0.33%	Put
43	AMDADVANCED MICRO DEVICES INC	102,684	$15.0M	0.33%
44	CMECME GROUP INC	75,000	$15.0M	0.33%
45	ABRARBOR REALTY TRUST INC	988,300	$15.0M	0.33%	Put
46	EEMISHARES TR	350,000	$14.0M	0.31%	Put
47	XYZBLOCK INC	191,368	$14.0M	0.31%
48	TJXTJX COS INC NEW	154,135	$14.0M	0.31%
49	HESHESS CORP	95,092	$13.0M	0.29%
50	SBUXSTARBUCKS CORP	135,478	$13.0M	0.29%
51	SOSOUTHERN CO	194,753	$13.0M	0.29%
52	PLUNPLUG POWER INC	2,918,800	$13.0M	0.29%	Put
53	TSLATESLA INC	51,141	$12.0M	0.27%
54	NFLXNETFLIX INC	25,595	$12.0M	0.27%
55	CRMSALESFORCE INC	47,879	$12.0M	0.27%
56	SPYSPDR S&P 500 ETF TR	25,000	$11.0M	0.24%	Put
57	UPSUNITED PARCEL SERVICE INC	76,290	$11.0M	0.24%
58	XBISPDR SER TR	126,000	$11.0M	0.24%
59	BPBP PLC	318,179	$11.0M	0.24%
60	CVNACARVANA CO	219,411	$10.7M	0.24%	Put
61	CCLCARNIVAL CORP	583,358	$10.0M	0.22%	Put
62	EPDENTERPRISE PRODS PARTNERS L	400,000	$10.0M	0.22%	Call
63	ZSZSCALER INC	49,018	$10.0M	0.22%
64	ECLECOLAB INC	51,023	$10.0M	0.22%
65	CFGCITIZENS FINL GROUP INC	318,225	$10.0M	0.22%
66	MSIMOTOROLA SOLUTIONS INC	33,230	$10.0M	0.22%
67	AONAON PLC	31,900	$9.0M	0.20%
68	GPCGENUINE PARTS CO	71,165	$9.0M	0.20%
69	SPOTSPOTIFY TECHNOLOGY S A	50,587	$9.0M	0.20%
70	PCTPURECYCLE TECHNOLOGIES INC	2,465,600	$9.0M	0.20%	Put
71	TAT&T INC	558,394	$9.0M	0.20%
72	ENVXENOVIX CORPORATION	735,200	$9.0M	0.20%	Put
73	CNCCENTENE CORP DEL	121,663	$9.0M	0.20%
74	GMGENERAL MTRS CO	240,000	$8.0M	0.18%
75	CCIVGBPLUCID GROUP INC	2,061,800	$8.0M	0.18%	Put
76	MPMP MATERIALS CORP	422,800	$8.0M	0.18%	Put
77	SKAASKECHERS U S A INC	137,640	$8.0M	0.18%
78	7HPHP INC	285,279	$8.0M	0.18%
79	MMM3M CO	77,772	$8.0M	0.18%
80	LNGCHENIERE ENERGY INC	47,090	$8.0M	0.18%
81	EQHEQUITABLE HLDGS INC	216,025	$7.0M	0.16%
82	NXPINXP SEMICONDUCTORS N V	33,135	$7.0M	0.16%
83	DISDISNEY WALT CO	79,684	$7.0M	0.16%
84	VRSKVERISK ANALYTICS INC	33,033	$7.0M	0.16%
85	HUMHUMANA INC	17,141	$7.0M	0.16%
86	VVISA INC	30,000	$7.0M	0.16%
87	GSMFERROGLOBE PLC	1,160,400	$7.0M	0.16%
88	RLRALPH LAUREN CORP	50,366	$7.0M	0.16%
89	G3VGREEN PLAINS INC	278,987	$6.7M	0.15%	Put
90	WWAYFAIR INC	98,472	$6.0M	0.13%	Put
91	MDTMEDTRONIC PLC	83,279	$6.0M	0.13%
92	GOOGLALPHABET INC	48,236	$6.0M	0.13%
93	NETCLOUDFLARE INC	76,387	$6.0M	0.13%
94	IPOAGBPVIRGIN GALACTIC HOLDINGS INC	2,765,300	$6.0M	0.13%	Put
95	GRPN 1.125 03/15/26GROUPON INC	11,250,000	$6.0M	0.13%
96	UNPUNION PAC CORP	23,501	$5.0M	0.11%
97	MNKD 2.5 03/01/26MANNKIND CORP	5,900,000	$5.0M	0.11%
98	NYTNEW YORK TIMES CO	119,654	$5.0M	0.11%
99	SAIASAIA INC	12,521	$5.0M	0.11%
100	GRMNGARMIN LTD	46,623	$5.0M	0.11%

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