0001041062-24-000122.txt : 20240814 0001041062-24-000122.hdr.sgml : 20240814 20240814143645 ACCESSION NUMBER: 0001041062-24-000122 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240814 DATE AS OF CHANGE: 20240814 EFFECTIVENESS DATE: 20240814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Graham Capital Management, L.P. CENTRAL INDEX KEY: 0001315421 ORGANIZATION NAME: IRS NUMBER: 061398337 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11610 FILM NUMBER: 241206570 BUSINESS ADDRESS: STREET 1: 40 HIGHLAND AVENUE CITY: ROWAYTON STATE: CT ZIP: 06853 BUSINESS PHONE: 203.899.3400 MAIL ADDRESS: STREET 1: 40 HIGHLAND AVENUE CITY: ROWAYTON STATE: CT ZIP: 06853 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0001315421 XXXXXXXX 06-30-2024 06-30-2024 Graham Capital Management, L.P.
40 HIGHLAND AVENUE ROWAYTON CT 06853
13F HOLDINGS REPORT 028-11610 000160925 801-73422 N
Tim Sperry Chief Compliance Officer 203-899-3400 /s/ Timothy Sperry Rowayton CT 05-15-2024 0 1002 4598755657 false
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COM 75382E109 288774 94680 SH SOLE 94680 0 0 RE MAX HLDGS INC CL A 75524W108 117053 14451 SH SOLE 14451 0 0 ANYWHERE REAL ESTATE INC COM 75605Y106 112229 33906 SH SOLE 33906 0 0 REGENCY CTRS CORP COM 758849103 5609383 90183 SH SOLE 90183 0 0 REGENERON PHARMACEUTICALS COM 75886F107 408851 389 SH SOLE 389 0 0 REGENXBIO INC COM 75901B107 144788 12375 SH SOLE 12375 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 6639663 32346 SH SOLE 32346 0 0 REKOR SYSTEMS INC COM 759419104 118939 76735 SH SOLE 76735 0 0 RENASANT CORP COM 75970E107 284908 9329 SH SOLE 9329 0 0 REPLIGEN CORP COM 759916109 437050 3467 SH SOLE 3467 0 0 UPBOUND GROUP INC COM 76009N100 233474 7605 SH SOLE 7605 0 0 REPLIMUNE GROUP INC COM 76029N106 203625 22625 SH SOLE 22625 0 0 RESMED INC COM 761152107 645851 3374 SH SOLE 3374 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 912611 46657 SH SOLE 46657 0 0 REVANCE THERAPEUTICS INC COM 761330109 1072104 417161 SH SOLE 417161 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 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800363103 437408 17956 SH SOLE 17956 0 0 SANMINA CORPORATION COM 801056102 437316 6601 SH SOLE 6601 0 0 SASOL LTD SPONSORED ADR 803866300 645967 84884 SH SOLE 84884 0 0 SCHLUMBERGER LTD COM STK 806857108 227360 4819 SH SOLE 4819 0 0 RADIUS RECYCLING INC CL A 806882106 209077 13692 SH SOLE 13692 0 0 SCHOLAR ROCK HLDG CORP COM 80706P103 344945 41410 SH SOLE 41410 0 0 SCHWAB CHARLES CORP COM 808513105 1245140 16897 SH SOLE 16897 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 1650832 25374 SH SOLE 25374 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 197107 62773 SH SOLE 62773 0 0 SEA LTD SPONSORD ADS 81141R100 245828 3442 SH SOLE 3442 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 36480000 200000 SH Put SOLE 200000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 455750 5000 SH SOLE 5000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 545120 8000 SH SOLE 8000 0 0 GENEDX HOLDINGS CORP COM CL A 81663L200 240828 9213 SH SOLE 9213 0 0 SEMTECH CORP COM 816850101 3071993 102811 SH SOLE 102811 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 461907 6226 SH SOLE 6226 0 0 SENTINELONE INC CL A 81730H109 869702 41316 SH SOLE 41316 0 0 SERITAGE GROWTH PPTYS CL A 81752R100 89954 19262 SH SOLE 19262 0 0 SERVICENOW INC COM 81762P102 258814 329 SH SOLE 329 0 0 SHERWIN WILLIAMS CO COM 824348106 9038251 30286 SH SOLE 30286 0 0 SHIFT4 PMTS INC CL A 82452J109 8323978 113483 SH SOLE 113483 0 0 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 489366 78424 SH SOLE 78424 0 0 SHYFT GROUP INC COM 825698103 119703 10093 SH SOLE 10093 0 0 SILGAN HLDGS INC COM 827048109 544025 12852 SH SOLE 12852 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1333986 16471 SH SOLE 16471 0 0 SILK RD MED INC COM 82710M100 292708 10825 SH SOLE 10825 0 0 SILVERBOW RES INC COM 82836G102 2246421 59382 SH SOLE 59382 0 0 SIMPLY GOOD FOODS CO COM 82900L102 1902714 52663 SH SOLE 52663 0 0 SITIO ROYALTIES CORP CLASS A COM 82983N108 1533635 64957 SH SOLE 64957 0 0 SKYWEST INC COM 830879102 1871114 22799 SH SOLE 22799 0 0 SKYWARD SPECIALTY INS GROUP COM 830940102 267262 7387 SH SOLE 7387 0 0 SMITH & WESSON BRANDS INC COM 831754106 338066 23575 SH SOLE 23575 0 0 SMARTSHEET INC COM CL A 83200N103 2882083 65383 SH SOLE 65383 0 0 SNAP INC CL A 83304A106 4145125 249556 SH SOLE 249556 0 0 SNDL INC COM 83307B101 106045 55813 SH SOLE 55813 0 0 SNOWFLAKE INC CL A 833445109 13550338 100306 SH SOLE 100306 0 0 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 2000214 49085 SH SOLE 49085 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 930528 36838 SH SOLE 36838 0 0 SONOCO PRODS CO COM 835495102 2162447 42635 SH SOLE 42635 0 0 SONY GROUP CORP SPONSORED ADR 835699307 872267 10268 SH SOLE 10268 0 0 SOUTHSTATE CORPORATION COM 840441109 448433 5868 SH SOLE 5868 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 1025296 14568 SH SOLE 14568 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 1338875 15581 SH SOLE 15581 0 0 SPIRIT AIRLS INC COM 848577102 31185030 8520500 SH Put SOLE 8520500 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4228325 8500000 PRN SOLE 8500000 0 0 SPIRE INC COM 84857L101 2754348 45354 SH SOLE 45354 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 38170 15838 SH SOLE 15838 0 0 SPROUTS FMRS MKT INC COM 85208M102 7531742 90028 SH SOLE 90028 0 0 SPROUT SOCIAL INC COM CL A 85209W109 295216 8274 SH SOLE 8274 0 0 BLOCK INC CL A 852234103 7272150 112764 SH SOLE 112764 0 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 10299073 10000000 PRN SOLE 10000000 0 0 STATE STR CORP COM 857477103 12931796 174754 SH SOLE 174754 0 0 STERLING INFRASTRUCTURE INC COM 859241101 1467889 12404 SH SOLE 12404 0 0 STRATEGIC ED INC COM 86272C103 633971 5729 SH SOLE 5729 0 0 STRIDE INC COM 86333M108 1510674 21428 SH SOLE 21428 0 0 SUNCOR ENERGY INC NEW COM 867224107 3633749 95374 SH SOLE 95374 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 10485936 1879200 SH Put SOLE 1879200 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 14574798 41685000 PRN SOLE 41685000 0 0 SUNOPTA INC COM 8676EP108 223922 41467 SH SOLE 41467 0 0 SUNRUN INC COM 86771W105 881779 74349 SH SOLE 74349 0 0 SWEETGREEN INC COM CL A 87043Q108 662146 21969 SH SOLE 21969 0 0 SYNAPTICS INC COM 87157D109 316814 3592 SH SOLE 3592 0 0 SYNDAX PHARMACEUTICALS INC COM 87164F105 1553115 75651 SH SOLE 75651 0 0 SYNCHRONY FINANCIAL COM 87165B103 778541 16498 SH SOLE 16498 0 0 TPG INC COM CL A 872657101 2393738 57750 SH SOLE 57750 0 0 TPI COMPOSITES INC COM 87266J104 151971 38088 SH SOLE 38088 0 0 TPG RE FIN TR INC COM 87266M107 166484 19269 SH SOLE 19269 0 0 TALKSPACE INC COM 87427V103 59202 25740 SH SOLE 25740 0 0 TALOS ENERGY INC COM 87484T108 5163300 424963 SH SOLE 424963 0 0 TAPESTRY INC COM 876030107 1276597 29834 SH SOLE 29834 0 0 TARGET CORP COM 87612E106 2413940 16306 SH SOLE 16306 0 0 TARGET HOSPITALITY CORP COM 87615L107 513376 58941 SH SOLE 58941 0 0 TARSUS PHARMACEUTICALS INC COM 87650L103 1041021 38301 SH SOLE 38301 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 469743 8473 SH SOLE 8473 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 720927 34777 SH SOLE 34777 0 0 TENAYA THERAPEUTICS INC COM 87990A106 50304 16227 SH SOLE 16227 0 0 TENARIS S A SPONSORED ADS 88031M109 494210 16193 SH SOLE 16193 0 0 TENNANT CO COM 880345103 851408 8649 SH SOLE 8649 0 0 TERAWULF INC COM 88080T104 197344 44347 SH SOLE 44347 0 0 TERNS PHARMACEUTICALS INC COM 880881107 218662 32109 SH SOLE 32109 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 600129 36931 SH SOLE 36931 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 379835 109779 SH SOLE 109779 0 0 TETRA TECH INC NEW COM 88162G103 254169 1243 SH SOLE 1243 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 252936 4137 SH SOLE 4137 0 0 TEXAS ROADHOUSE INC COM 882681109 4443855 25880 SH SOLE 25880 0 0 THE BEAUTY HEALTH COMPANY COM CL A 88331L108 380508 198181 SH SOLE 198181 0 0 THE TRADE DESK INC COM CL A 88339J105 2492538 25520 SH SOLE 25520 0 0 THE REALREAL INC COM 88339P101 400530 125558 SH SOLE 125558 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 15289897 27649 SH SOLE 27649 0 0 3M CO COM 88579Y101 8462660 82813 SH SOLE 82813 0 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 86175245 89500000 PRN SOLE 89500000 0 0 TIMKEN CO COM 887389104 480780 6000 SH SOLE 6000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1682490 30613 SH SOLE 30613 0 0 TRANSALTA CORP COM 89346D107 583626 82433 SH SOLE 82433 0 0 TRANSDIGM GROUP INC COM 893641100 1710720 1339 SH SOLE 1339 0 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 59614159 46576000 PRN SOLE 46576000 0 0 TRANSUNION COM 89400J107 2263289 30519 SH SOLE 30519 0 0 TREEHOUSE FOODS INC COM 89469A104 409892 11187 SH SOLE 11187 0 0 TREX CO INC COM 89531P105 4193710 56580 SH SOLE 56580 0 0 TRIMBLE INC COM 896239100 1854419 33162 SH SOLE 33162 0 0 TRINITY INDS INC COM 896522109 345935 11562 SH SOLE 11562 0 0 TRIUMPH GROUP INC NEW COM 896818101 240982 15638 SH SOLE 15638 0 0 TRIPADVISOR INC COM 896945201 604026 33915 SH SOLE 33915 0 0 TTEC HLDGS INC COM 89854H102 217807 37042 SH SOLE 37042 0 0 TUTOR PERINI CORP COM 901109108 233699 10730 SH SOLE 10730 0 0 2SEVENTY BIO INC COMMON STOCK 901384107 121340 31517 SH SOLE 31517 0 0 23ANDME HOLDING CO CLASS A COM 90138Q108 46771 119558 SH SOLE 119558 0 0 TWIST BIOSCIENCE CORP COM 90184D100 690610 14014 SH SOLE 14014 0 0 TWO HBRS INVT CORP COM 90187B804 1607234 121668 SH SOLE 121668 0 0 UDR INC COM 902653104 416644 10125 SH SOLE 10125 0 0 UGI CORP NEW COM 902681105 3326408 145258 SH SOLE 145258 0 0 UMB FINL CORP COM 902788108 337684 4048 SH SOLE 4048 0 0 US BANCORP DEL COM NEW 902973304 509351 12830 SH SOLE 12830 0 0 UBER TECHNOLOGIES INC COM 90353T100 944913 13001 SH SOLE 13001 0 0 UBIQUITI INC COM 90353W103 474706 3259 SH SOLE 3259 0 0 ULTA BEAUTY INC COM 90384S303 2040866 5289 SH SOLE 5289 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2284050 55573 SH SOLE 55573 0 0 UNDER ARMOUR INC CL A 904311107 476545 71446 SH SOLE 71446 0 0 UNDER ARMOUR INC CL C 904311206 1035795 158621 SH SOLE 158621 0 0 UNIFIRST CORP MASS COM 904708104 280966 1638 SH SOLE 1638 0 0 UNION PAC CORP COM 907818108 6071235 26833 SH SOLE 26833 0 0 UNISYS CORP COM NEW 909214306 153227 37101 SH SOLE 37101 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1972092 60792 SH SOLE 60792 0 0 UNITED AIRLS HLDGS INC COM 910047109 672870 13828 SH SOLE 13828 0 0 AMERICAN COASTAL INS CORP COM 910710102 177092 16786 SH SOLE 16786 0 0 UNITED PARCEL SERVICE INC CL B 911312106 2775044 20278 SH SOLE 20278 0 0 UNITED RENTALS INC COM 911363109 5380147 8319 SH SOLE 8319 0 0 UNITED STATES CELLULAR CORP COM 911684108 306173 5485 SH SOLE 5485 0 0 AUTOLIV INC COM 052800109 587161 5488 SH SOLE 5488 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 7993012 33487 SH SOLE 33487 0 0 AVANGRID INC COM 05351W103 1449553 40798 SH SOLE 40798 0 0 AVNET INC COM 053807103 355332 6901 SH SOLE 6901 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 225229 1584 SH SOLE 1584 0 0 AXOGEN INC COM 05463X106 112821 15583 SH SOLE 15583 0 0 AXON ENTERPRISE INC COM 05464C101 1440893 4897 SH SOLE 4897 0 0 AXOS FINANCIAL INC COM 05465C100 1305592 22845 SH SOLE 22845 0 0 AZEK CO INC CL A 05478C105 5548437 131698 SH SOLE 131698 0 0 AZUL S A SPONSR ADR PFD 05501U106 219280 54820 SH SOLE 54820 0 0 BCE INC COM NEW 05534B760 2652204 81934 SH SOLE 81934 0 0 BWX TECHNOLOGIES INC COM 05605H100 2571650 27070 SH SOLE 27070 0 0 BABCOCK & WILCOX ENTERPRISES COM 05614L209 37384 25782 SH SOLE 25782 0 0 BADGER METER INC COM 056525108 552155 2963 SH SOLE 2963 0 0 BAKER HUGHES COMPANY CL A 05722G100 4705852 133803 SH SOLE 133803 0 0 BALL CORP COM 058498106 510410 8504 SH SOLE 8504 0 0 BALLARD PWR SYS INC NEW COM 058586108 373453 165979 SH SOLE 165979 0 0 BALLYS CORPORATION COM 05875B106 427748 35735 SH SOLE 35735 0 0 BANK HAWAII CORP COM 062540109 454476 7944 SH SOLE 7944 0 0 BANK MONTREAL QUE COM 063671101 437781 5221 SH SOLE 5221 0 0 BANK NEW YORK MELLON CORP COM 064058100 4619795 77138 SH SOLE 77138 0 0 BANK OZK LITTLE ROCK ARK COM 06417N103 1859965 45365 SH SOLE 45365 0 0 BARRICK GOLD CORP COM 067901108 1544118 92573 SH SOLE 92573 0 0 BEAM THERAPEUTICS INC COM 07373V105 571669 24399 SH SOLE 24399 0 0 BECTON DICKINSON & CO COM 075887109 6994239 29927 SH SOLE 29927 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4182718 10282 SH SOLE 10282 0 0 BERRY CORP COM 08579X101 573435 88767 SH SOLE 88767 0 0 BILL HOLDINGS INC COM 090043100 2176311 41359 SH SOLE 41359 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 603397 7329 SH SOLE 7329 0 0 BLACK HILLS CORP COM 092113109 645545 11871 SH SOLE 11871 0 0 BLACKBERRY LTD COM 09228F103 405703 163590 SH SOLE 163590 0 0 BLACKLINE INC COM 09239B109 314683 6495 SH SOLE 6495 0 0 BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 23922371 26388000 PRN SOLE 26388000 0 0 BLEND LABS INC CL A 09352U108 203276 86134 SH SOLE 86134 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 51415452 47878000 PRN SOLE 47878000 0 0 BLUE BIRD CORP COM 095306106 774255 14378 SH SOLE 14378 0 0 BLUEBIRD BIO INC COM 09609G100 356109 361826 SH SOLE 361826 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 318598 2956 SH SOLE 2956 0 0 BOOKING HOLDINGS INC COM 09857L108 1964904 496 SH SOLE 496 0 0 BOOT BARN HLDGS INC COM 099406100 376733 2922 SH SOLE 2922 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3562631 23149 SH SOLE 23149 0 0 BORGWARNER INC COM 099724106 1121920 34799 SH SOLE 34799 0 0 BOSTON BEER INC CL A 100557107 222381 729 SH SOLE 729 0 0 BOSTON SCIENTIFIC CORP COM 101137107 13795263 179136 SH SOLE 179136 0 0 BOYD GAMING CORP COM 103304101 1453207 26374 SH SOLE 26374 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 84497 33136 SH SOLE 33136 0 0 BRIDGE INVT GROUP HLDGS INC COM CL A 10806B100 102040 13752 SH SOLE 13752 0 0 BRIDGEBIO PHARMA INC COM 10806X102 423239 16709 SH SOLE 16709 0 0 BRIDGEBIO PHARMA INC COM 10806X102 9805243 387100 SH Put SOLE 387100 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 73856085 73241000 PRN SOLE 73241000 0 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 322424 2929 SH SOLE 2929 0 0 BRIGHTHOUSE FINL INC COM 10922N103 843830 19470 SH SOLE 19470 0 0 BRINKER INTL INC COM 109641100 1879462 25963 SH SOLE 25963 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 3086302 74315 SH SOLE 74315 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1312174 42424 SH SOLE 42424 0 0 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 2501679 74322 SH SOLE 74322 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 307414 36816 SH SOLE 36816 0 0 B2GOLD CORP COM 11777Q209 185760 68800 SH SOLE 68800 0 0 BURLINGTON STORES INC COM 122017106 372000 1550 SH SOLE 1550 0 0 CAE INC COM 124765108 187491 10091 SH SOLE 10091 0 0 CBOE GLOBAL MKTS INC COM 12503M108 2097350 12333 SH SOLE 12333 0 0 CBRE GROUP INC CL A 12504L109 4561986 51195 SH SOLE 51195 0 0 CME GROUP INC COM 12572Q105 15143115 77025 SH SOLE 77025 0 0 CMS ENERGY CORP COM 125896100 13157856 221029 SH SOLE 221029 0 0 CSG SYS INTL INC COM 126349109 1892050 45957 SH SOLE 45957 0 0 CSX CORP COM 126408103 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