Graham Capital Management

Graham Capital Management as of June 30, 2020

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 77 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 17.0 $353M 1.1M 308.36
Tesla Note (Principal) 16.4 $340M 113M 3.00
Spdr Gold Tr Gold Shs Call Option (GLD) 12.7 $264M 1.6M 167.37
Tesla Note (Principal) 8.2 $170M 51M 3.32
Zillow Group Note (Principal) 4.5 $93M 75M 1.24
Ishares Tr Russell 2000 Etf Put Option (IWM) 3.4 $72M 500k 143.18
Dht Holdings Note (Principal) 2.5 $51M 48M 1.06
Nio Note (Principal) 1.9 $40M 41M 0.97
Nio Spon Ads (NIO) 1.6 $33M 4.2M 7.72
Southwest Airls Note (Principal) 1.3 $27M 22M 1.20
Aurora Cannabis Note (Principal) 1.2 $26M 57M 0.45
Visa Com Cl A (V) 1.1 $23M 120k 193.17
Caterpillar (CAT) 1.1 $23M 180k 126.50
Boeing Company (BA) 1.1 $22M 120k 183.30
Alibaba Group Hldg Sponsored Ads (BABA) 1.0 $22M 100k 215.70
Omeros Corp Note (Principal) 1.0 $22M 21M 1.04
Novavax Note (Principal) 1.0 $21M 22M 0.96
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 1.0 $21M 900k 23.14
Blackstone Mtg Tr Note (Principal) 1.0 $20M 21M 0.93
JPMorgan Chase & Co. (JPM) 1.0 $20M 210k 94.06
salesforce (CRM) 0.9 $19M 100k 187.33
Cisco Systems (CSCO) 0.9 $19M 400k 46.64
Golar Lng Note (Principal) 0.8 $17M 23M 0.74
Transocean Deb 0.500% 1/3 (Principal) 0.8 $17M 40M 0.41
Opko Health Note (Principal) 0.8 $16M 16M 1.04
Baozun Sponsored Adr Put Option (BZUN) 0.8 $16M 413k 38.45
3M Company (MMM) 0.8 $16M 100k 155.99
Penn Natl Gaming Note (Principal) 0.7 $15M 10M 1.50
Baozun Note (Principal) 0.7 $15M 15M 0.97
Ship Finance International L Note (Principal) 0.7 $14M 15M 0.93
Talos Energy (TALO) 0.7 $14M 1.5M 9.20
Intercept Pharmaceuticals In Note (Principal) 0.6 $14M 18M 0.75
Home Depot (HD) 0.6 $13M 50k 250.50
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.6 $12M 325k 36.68
Nike CL B (NKE) 0.6 $12M 120k 98.05
Uber Technologies (UBER) 0.5 $11M 350k 31.08
Scorpio Tankers Note (Principal) 0.5 $11M 12M 0.87
Colony Cap Note (Principal) 0.5 $10M 11M 0.94
Cleveland Cliffs DBCV 1.500% 1/1 (Principal) 0.5 $10M 12M 0.90
Ishares Tr Nasdaq Biotech (IBB) 0.5 $10M 75k 136.68
Intrexon Corp Note (Principal) 0.5 $10M 24M 0.42
Zillow Group Cl C Cap Stk (Z) 0.4 $8.6M 150k 57.60
Greenlight Cap Re Note (Principal) 0.4 $7.6M 9.3M 0.81
Carnival Corp Unit 99/99/9999 Put Option (CCL) 0.3 $6.9M 423k 16.42
Bloomin Brands (BLMN) 0.3 $6.9M 650k 10.66
Tilray Note (Principal) 0.3 $6.9M 15M 0.45
Deutsche Bank A G Namen Akt (DB) 0.3 $6.7M 700k 9.52
Sunpower Corp DBCV 4.000% 1/1 (Principal) 0.3 $5.6M 6.9M 0.81
Atlassian Corp Cl A 0.3 $5.4M 30k 180.27
Square Cl A (SQ) 0.3 $5.2M 50k 104.94
4068594 Enphase Energy (ENPH) 0.2 $5.0M 104k 47.57
Cme (CME) 0.2 $4.9M 30k 162.53
General Electric Company 0.2 $4.8M 700k 6.83
Constellation Brands Cl A (STZ) 0.2 $4.5M 26k 174.92
Valero Energy Corporation (VLO) 0.2 $4.4M 75k 58.81
Aphria Inc foreign Put Option 0.2 $4.0M 938k 4.29
Beyond Meat (BYND) 0.2 $4.0M 30k 133.97
California Res Corp Put Option 0.2 $3.5M 2.8M 1.22
Spdr Ser Tr S&p Biotech (XBI) 0.2 $3.4M 30k 111.93
Ship Fin Intl Note (Principal) 0.2 $3.2M 3.7M 0.88
Redwood Tr Note (Principal) 0.1 $3.1M 3.6M 0.87
Northern Oil & Gas 0.1 $3.0M 3.5M 0.84
Verastem 0.1 $2.9M 1.7M 1.72
Becton, Dickinson and (BDX) 0.1 $2.9M 12k 239.25
Nio Debt 4.500% 2/0 (Principal) 0.1 $2.8M 2.9M 0.97
Redwood Trust (RWT) 0.1 $2.2M 309k 6.97
Accelerate Diagnostics Note (Principal) 0.1 $1.8M 2.5M 0.73
Whiting Petroleum Corp Put Option 0.1 $1.8M 1.6M 1.13
Twist Bioscience Corp (TWST) 0.1 $1.7M 38k 45.30
Intel Corporation (INTC) 0.1 $1.5M 25k 59.80
Southwest Airlines (LUV) 0.1 $1.2M 36k 34.18
Contura Energy 0.0 $971k 320k 3.04
Aurora Cannabis Put Option 0.0 $845k 68k 12.40
Avadel Pharmaceuticals Sponsored Adr (AVDL) 0.0 $513k 64k 8.07
Two Hbrs Invt Corp Com New reit 0.0 $504k 100k 5.04
Annaly Capital Management 0.0 $459k 70k 6.56
Eagle Bulk Shipping Debt 5.000% 8/0 (Principal) 0.0 $419k 628k 0.67