Graham Capital Management

Graham Capital Management as of March 31, 2020

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 66 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 40.2 $569M 3.8M 148.05
Tesla Motors Inc bond 12.5 $177M 113M 1.57
Tesla Inc convertible security 6.2 $88M 51M 1.72
Zillow Group Inc note 2.000%12/0 5.0 $70M 69M 1.02
Dht 4.5 08/15/21 note 4.500% 8/1 3.8 $54M 40M 1.36
Caterpillar (CAT) 1.5 $22M 186k 116.04
Scorpio Tankers Inc note 3.000% 5/1 1.5 $21M 26M 0.83
Nio Inc note 4.500% 2/0 1.4 $21M 41M 0.50
Alibaba Group Holding (BABA) 1.4 $19M 100k 194.48
Visa (V) 1.4 $19M 120k 161.12
Omeros Corp note 6.250%11/1 1.3 $19M 21M 0.91
Home Depot (HD) 1.2 $17M 90k 186.70
Iqiyi Inc convertible security 1.1 $16M 16M 1.01
Cisco Systems (CSCO) 1.1 $16M 400k 39.31
Intercept Pharmas conv 1.0 $15M 18M 0.82
Transocean Inc Deb 0.500 1/3 bond 1.0 $15M 40M 0.36
Golar Lng Ltd convertible security 1.0 $14M 21M 0.64
Ship Finance International L Note 5.75010/1 0.9 $13M 14M 0.89
Boeing Company (BA) 0.8 $12M 80k 149.14
Nio Inc spon ads (NIO) 0.8 $12M 4.3M 2.78
Intrexon Corp note 3.500% 7/0 0.8 $11M 22M 0.50
Tesla Motors (TSLA) 0.8 $11M 21k 524.00
3M Company (MMM) 0.7 $10M 75k 136.51
Opko Health Inc convertible security 0.7 $10M 16M 0.65
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.6 $9.1M 11M 0.82
Iqiyi (IQ) 0.6 $9.0M 507k 17.80
Redwood Trust Inc convertible security 0.6 $8.2M 14M 0.57
Chipotle Mexican Grill (CMG) 0.6 $7.9M 12k 654.33
Novavax Inc note 3.750% 2/0 0.5 $7.6M 9.9M 0.77
Glre 4 08/01/23 note 4.000% 8/0 0.5 $7.3M 9.3M 0.78
Ship Finance deb 0.5 $6.5M 7.1M 0.91
Deutsche Bank Ag-registered (DB) 0.5 $6.4M 1.0M 6.42
Sunpower Corp dbcv 4.000% 1/1 0.4 $5.9M 6.9M 0.86
Vaneck Vectors Gold Miners mutual (GDX) 0.4 $5.6M 242k 23.04
General Electric Company 0.4 $5.6M 700k 7.94
Nike (NKE) 0.4 $5.4M 65k 82.74
Luckin Coffee (LKNCY) 0.4 $5.3M 195k 27.19
Cme (CME) 0.4 $5.2M 30k 172.90
Aphria Inc foreign 0.4 $5.1M 1.7M 3.06
Consumer Staples Select Sect. SPDR (XLP) 0.3 $4.9M 90k 54.47
Tilray Inc convertible security 0.3 $4.8M 15M 0.32
iShares NASDAQ Biotechnology Index (IBB) 0.3 $4.8M 45k 107.73
International Business Machines (IBM) 0.3 $4.5M 41k 110.91
Verastem 0.3 $4.5M 1.7M 2.64
salesforce (CRM) 0.3 $4.3M 30k 143.97
Constellation Brands (STZ) 0.3 $3.7M 26k 143.35
Berkshire Hathaway (BRK.B) 0.3 $3.7M 20k 182.80
Two Hbrs Invt Corp note 6.250% 1/1 0.2 $3.3M 3.9M 0.86
Canopy Gro 0.2 $3.3M 230k 14.42
Square Inc cl a (SQ) 0.2 $3.1M 60k 52.37
Uber Technologies (UBER) 0.2 $3.1M 110k 27.92
California Res Corp 0.2 $2.8M 2.8M 1.00
Redwood Trust (RWT) 0.2 $2.5M 491k 5.06
PennyMac Mortgage Investment Trust (PMT) 0.2 $2.3M 217k 10.61
Tilray (TLRY) 0.1 $1.4M 206k 6.88
Accelerate Diagnostics Inc bond 0.1 $1.4M 2.5M 0.55
Whiting Petroleum Corp 0.1 $1.4M 2.0M 0.67
Under Armour Inc Cl C (UA) 0.1 $1.2M 150k 8.06
Bloomin Brands (BLMN) 0.1 $785k 110k 7.14
Aurora Cannabis Inc snc 0.1 $771k 852k 0.91
Contura Energy 0.1 $750k 320k 2.35
4068594 Enphase Energy (ENPH) 0.1 $746k 23k 32.28
Nio Inc bond 0.1 $742k 1.5M 0.49
Two Hbrs Invt Corp Com New reit 0.0 $571k 150k 3.81
Eagle Bulk Shipping Inc debt 5.000% 8/0 0.0 $484k 628k 0.77
Annaly Capital Management 0.0 $101k 20k 5.05