Graham Capital Management

Graham Capital Management as of Dec. 31, 2020

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 112 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Russell 2000 Etf Call Option (IWM) 10.2 $277M 1.4M 196.05
Nio Note (Principal) 10.1 $276M 53M 5.19
Spdr Gold Tr Gold Shs Call Option (GLD) 5.0 $137M 766k 178.36
Zillow Group Cl C Cap Stk (Z) 4.0 $109M 842k 129.80
Tesla Motors (TSLA) 3.5 $95M 135k 705.67
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 3.4 $92M 47M 1.95
Penn Natl Gaming Note (Principal) 3.3 $91M 24M 3.78
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 3.0 $82M 220k 373.88
Gogo Note (Principal) 2.8 $76M 45M 1.71
Nio Spon Ads Put Option (NIO) 2.6 $72M 1.5M 48.74
Sunpower Corp DBCV 4.000% 1/1 (Principal) 2.4 $66M 51M 1.29
Novavax Note (Principal) 2.2 $61M 48M 1.27
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 1.9 $53M 169k 313.74
3M Company (MMM) 1.9 $52M 300k 174.79
NVIDIA Corporation (NVDA) 1.9 $52M 100k 522.20
Ishares Tr Jpmorgan Usd Emg (EMB) 1.8 $49M 425k 115.91
Opko Health Note (Principal) 1.8 $49M 39M 1.26
Ishares Msci Brazil Etf Call Option (EWZ) 1.8 $48M 1.3M 37.07
Roku Com Cl A (ROKU) 1.5 $42M 125k 332.02
Microsoft Corporation (MSFT) 1.5 $40M 179k 222.42
Ishares Tr Msci Emg Mkt Etf (EEM) 1.5 $40M 770k 51.67
Spdr Ser Tr S&p Oilgas Exp Call Option (XOP) 1.4 $38M 645k 58.50
Caterpillar (CAT) 1.2 $33M 180k 182.02
Golar Lng Note (Principal) 1.1 $31M 34M 0.91
Ishares Tr Iboxx Hi Yd Etf (HYG) 1.1 $29M 330k 87.30
Pretium Res Note (Principal) 1.0 $28M 27M 1.07
Intrexon Corp Note (Principal) 0.9 $26M 30M 0.86
Square Cl A (SQ) 0.9 $24M 110k 217.64
Omeros Corp Note (Principal) 0.8 $23M 21M 1.07
Blackstone Mtg Tr Note (Principal) 0.8 $22M 22M 1.00
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.8 $21M 190k 109.04
Transocean Deb 0.500% 1/3 (Principal) 0.8 $21M 40M 0.51
Marriott Intl Cl A (MAR) 0.7 $20M 150k 131.92
Boeing Company (BA) 0.7 $19M 90k 214.06
Sunpower Corp DBCV 0.875% 6/0 (Principal) 0.7 $18M 18M 1.03
RWT HLDGS Note (Principal) 0.7 $18M 19M 0.95
Whiting Petroleum Corporation 0.7 $18M 730k 25.00
Microstrategy Cl A (MSTR) 0.7 $18M 46k 388.53
Expedia (EXPE) 0.6 $18M 133k 132.40
Nio Debt 4.500% 2/0 (Principal) 0.6 $17M 3.4M 5.19
Vaneck Vectors Etf Tr Semiconductor Et (SMH) 0.6 $15M 70k 218.41
First Majestic Silver Corp Note (Principal) 0.5 $15M 10M 1.48
Ship Finance International L Note (Principal) 0.5 $15M 15M 0.98
Weyerhaeuser Company (WY) 0.5 $15M 436k 33.53
Ball Corporation (BALL) 0.5 $14M 150k 93.18
Cme (CME) 0.5 $14M 75k 182.04
Longview Acquisition Corp Com Cl A 0.5 $12M 625k 19.79
Gopro Note (Principal) 0.4 $12M 11M 1.14
General Electric Company 0.4 $12M 1.1M 10.80
Becton, Dickinson and (BDX) 0.4 $11M 45k 250.20
Docusign (DOCU) 0.4 $11M 50k 222.30
Green Plains Note (Principal) 0.4 $11M 12M 0.96
Omeros Corp Note (Principal) 0.4 $11M 10M 1.07
Visa Com Cl A (V) 0.4 $10M 48k 218.72
JPMorgan Chase & Co. (JPM) 0.4 $10M 80k 127.06
Vanguard Index Fds Value Etf (VTV) 0.4 $10M 84k 118.95
Ishares Tr China Lg-cap Etf Call Option (FXI) 0.3 $9.3M 200k 46.43
Delta Air Lines (DAL) 0.3 $9.0M 225k 40.21
Greenlight Cap Re Note (Principal) 0.3 $8.9M 10M 0.86
Ishares Tr Gl Clean Ene Etf (ICLN) 0.3 $8.5M 300k 28.24
Coca-Cola Company (KO) 0.3 $8.2M 150k 54.84
Bloomin Brands (BLMN) 0.3 $8.1M 417k 19.42
Solaredge Technologies (SEDG) 0.3 $8.0M 25k 319.12
Pennymac Corp Note (Principal) 0.3 $7.9M 8.0M 0.99
Aurora Cannabis 0.3 $7.7M 932k 8.31
Southwest Airls Note (Principal) 0.3 $7.3M 5.0M 1.46
Invesco Exch Traded Fd Tr Ii Solar Etf (TAN) 0.3 $7.1M 69k 102.75
4068594 Enphase Energy (ENPH) 0.3 $6.9M 40k 175.47
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.2 $6.5M 180k 36.02
Southwest Airlines (LUV) 0.2 $6.4M 137k 46.61
Host Hotels & Resorts (HST) 0.2 $6.3M 430k 14.63
Allegheny Technologies Note (Principal) 0.2 $6.2M 4.5M 1.38
Dycom Inds Note (Principal) 0.2 $6.0M 5.8M 1.03
Intercontinental Exchange (ICE) 0.2 $5.8M 50k 115.28
Talos Energy (TALO) 0.2 $5.6M 675k 8.24
Ishares Msci Mexico Etf (EWW) 0.2 $4.9M 113k 42.99
Paypal Holdings (PYPL) 0.2 $4.7M 20k 234.20
Activision Blizzard 0.2 $4.6M 50k 92.84
Invitae (NVTAQ) 0.2 $4.2M 102k 41.80
Dollar General (DG) 0.2 $4.2M 20k 210.30
Novavax (NVAX) 0.2 $4.2M 38k 111.50
Contura Energy 0.2 $4.2M 368k 11.37
Lithium Americas Corp 0.2 $4.1M 330k 12.55
Verastem 0.1 $4.0M 1.9M 2.13
Piedmont Lithium Sponsored Ads 0.1 $3.9M 145k 26.54
International Business Machines (IBM) 0.1 $3.8M 30k 125.87
Eagle Bulk Shipping Note (Principal) 0.1 $3.6M 4.4M 0.82
Redwood Tr Note (Principal) 0.1 $3.4M 3.6M 0.95
Ship Fin Intl Note (Principal) 0.1 $3.3M 3.7M 0.89
Nano Dimension Sponsord Ads (NNDM) 0.1 $2.7M 300k 9.10
Twitter 0.1 $2.7M 50k 54.14
Carnival Corp Unit 99/99/9999 (CCL) 0.1 $2.5M 117k 21.65
Ishares Msci Hong Kg Etf (EWH) 0.1 $2.5M 100k 24.64
Opendoor Technologies (OPEN) 0.1 $2.4M 106k 22.72
Lendingclub Corp (LC) 0.1 $2.2M 208k 10.56
Allegheny Technologies Incorporated (ATI) 0.1 $2.0M 119k 16.76
California Res Corp Common Stock (CRC) 0.1 $1.9M 82k 23.59
Silvergate Cap Corp Cl A (SICPQ) 0.1 $1.9M 25k 74.28
Tilray Com Cl 2 (TLRY) 0.1 $1.6M 193k 8.26
Accelerate Diagnostics Note (Principal) 0.1 $1.5M 2.5M 0.58
Penn National Gaming (PENN) 0.0 $1.0M 12k 86.33
Arcturus Therapeutics Hldg I (ARCT) 0.0 $867k 20k 43.35
Aphria Inc foreign 0.0 $822k 119k 6.92
Quantumscape Corp *w Exp 11/25/202 0.0 $760k 20k 38.00
Genworth Finl Com Cl A (GNW) 0.0 $756k 200k 3.78
Luminar Technologies *w Exp 12/02/202 0.0 $686k 40k 17.15
Two Hbrs Invt Corp Com New reit 0.0 $637k 100k 6.37
EQT Corporation (EQT) 0.0 $571k 45k 12.69
Nikola Corp 0.0 $457k 30k 15.23
Green Plains Renewable Energy (GPRE) 0.0 $263k 20k 13.15
Mp Materials Corp *w Exp 05/04/202 0.0 $153k 10k 15.30
Ferroglobe SHS (GSM) 0.0 $21k 13k 1.62