Graham Capital Management

Graham Capital Management as of Sept. 30, 2020

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 86 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tesla Note (Principal) 15.9 $460M 77M 5.95
Tesla Note (Principal) 11.5 $335M 51M 6.54
Spdr Gold Tr Gold Shs Call Option (GLD) 7.7 $224M 1.3M 177.12
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 6.0 $174M 625k 277.84
Ishares Tr Russell 2000 Etf Put Option (IWM) 5.2 $150M 1.0M 149.79
Zillow Group Note (Principal) 5.0 $145M 75M 1.93
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 4.7 $136M 5.7M 24.07
Spdr Ser Tr S&p Oilgas Exp (XOP) 4.5 $131M 3.1M 42.07
Nio Note (Principal) 4.2 $121M 51M 2.38
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 3.3 $97M 2.2M 44.09
Penn Natl Gaming Note (Principal) 2.7 $77M 24M 3.22
Novavax Note (Principal) 2.0 $57M 48M 1.20
Nio Spon Ads Put Option (NIO) 1.8 $52M 2.4M 21.22
3M Company (MMM) 1.7 $48M 300k 160.18
Microsoft Corporation (MSFT) 1.5 $44M 210k 210.33
Opko Health Note (Principal) 1.3 $37M 31M 1.18
Boeing Company (BA) 1.1 $33M 200k 165.26
Caterpillar (CAT) 0.9 $27M 180k 149.15
Golar Lng Note (Principal) 0.9 $27M 35M 0.77
Gogo Note (Principal) 0.9 $25M 16M 1.60
Marriott Intl Cl A (MAR) 0.8 $23M 250k 92.58
Cisco Systems (CSCO) 0.7 $22M 550k 39.39
Blackstone Mtg Tr Note (Principal) 0.7 $21M 22M 0.96
Visa Com Cl A (V) 0.7 $19M 95k 199.97
Barclays Bank Ipth Sr B S&p Call Option 0.6 $19M 750k 24.90
Expedia (EXPE) 0.6 $18M 200k 91.69
NVIDIA Corporation (NVDA) 0.6 $16M 30k 541.20
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 0.5 $15M 15M 1.03
Ship Finance International L Note (Principal) 0.5 $15M 15M 0.99
JPMorgan Chase & Co. (JPM) 0.5 $14M 150k 96.27
Tesla Motors (TSLA) 0.5 $14M 34k 428.98
Omeros Corp Note (Principal) 0.5 $14M 16M 0.86
Southwest Airls Note (Principal) 0.4 $13M 9.7M 1.31
Whiting Petroleum Corporation Put Option 0.4 $13M 736k 17.19
Cme (CME) 0.4 $13M 75k 167.31
Ball Corporation (BALL) 0.4 $13M 150k 83.12
Weyerhaeuser Company (WY) 0.4 $11M 400k 28.52
Zillow Group Cl C Cap Stk (Z) 0.4 $11M 110k 101.58
Intrexon Corp Note (Principal) 0.4 $11M 28M 0.39
Intercept Pharmaceuticals In Note (Principal) 0.4 $11M 14M 0.81
Talos Energy (TALO) 0.4 $10M 1.6M 6.45
Darden Restaurants (DRI) 0.3 $10M 100k 100.74
Coca-Cola Company (KO) 0.3 $9.9M 200k 49.37
Twitter 0.3 $9.1M 205k 44.50
International Business Machines (IBM) 0.3 $8.1M 67k 121.66
Amazon (AMZN) 0.3 $8.0M 2.6k 3148.63
Nio Debt 4.500% 2/0 (Principal) 0.3 $8.0M 3.4M 2.38
Greenlight Cap Re Note (Principal) 0.3 $7.6M 9.3M 0.82
Bloomin Brands (BLMN) 0.3 $7.6M 500k 15.27
Transocean Deb 0.500% 1/3 (Principal) 0.3 $7.6M 40M 0.19
Omeros Corp Note (Principal) 0.2 $6.5M 6.9M 0.95
Tilray Note (Principal) 0.2 $6.3M 15M 0.42
Carnival Corp Unit 99/99/9999 Put Option (CCL) 0.2 $6.3M 414k 15.18
General Electric Company 0.2 $6.2M 1.0M 6.23
Spdr Ser Tr S&p Biotech (XBI) 0.2 $6.1M 55k 111.42
Deutsche Bank A G Namen Akt (DB) 0.2 $5.9M 700k 8.40
4068594 Enphase Energy (ENPH) 0.2 $5.7M 69k 82.58
Delta Air Lines (DAL) 0.2 $5.2M 170k 30.58
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.2 $5.0M 65k 76.97
Beyond Meat (BYND) 0.2 $5.0M 30k 166.03
Constellation Brands Cl A (STZ) 0.2 $4.9M 26k 189.50
Becton, Dickinson and (BDX) 0.2 $4.7M 20k 232.65
Activision Blizzard 0.1 $4.0M 50k 80.94
Baozun Sponsored Adr (BZUN) 0.1 $3.7M 115k 32.49
Redwood Tr Note (Principal) 0.1 $3.3M 3.6M 0.92
Ship Fin Intl Note (Principal) 0.1 $3.2M 3.7M 0.87
Contura Energy 0.1 $3.2M 435k 7.32
Eagle Bulk Shipping Note (Principal) 0.1 $3.2M 4.4M 0.72
Verastem 0.1 $2.4M 2.0M 1.21
Dht Holdings SHS (DHT) 0.1 $2.1M 408k 5.16
Select Sector Spdr Tr Energy (XLE) 0.1 $2.1M 70k 29.94
Allegheny Technologies Note (Principal) 0.1 $2.1M 2.0M 1.03
Paypal Holdings (PYPL) 0.1 $2.0M 10k 197.00
Redwood Trust Put Option (RWT) 0.1 $1.9M 250k 7.52
Aphria Inc foreign Put Option 0.1 $1.9M 423k 4.44
Southwest Airlines (LUV) 0.1 $1.7M 46k 37.49
Accelerate Diagnostics Note (Principal) 0.1 $1.6M 2.5M 0.64
Ishares Msci Brazil Etf (EWZ) 0.1 $1.5M 54k 27.65
Twist Bioscience Corp (TWST) 0.0 $1.1M 15k 75.94
Penn National Gaming (PENN) 0.0 $727k 10k 72.70
Genworth Finl Com Cl A (GNW) 0.0 $670k 200k 3.35
Nikola Corp (NKLA) 0.0 $614k 30k 20.47
Two Hbrs Invt Corp Com New reit 0.0 $509k 100k 5.09
Uniti Group Inc Com reit (UNIT) 0.0 $470k 45k 10.52
Aurora Cannabis Put Option 0.0 $316k 68k 4.64
Mallinckrodt Pub SHS 0.0 $24k 25k 0.96