Graham Capital Management

Graham Capital Management as of March 31, 2021

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 135 positions in its portfolio as reported in the March 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Select Sector Spdr Tr Energy (XLE) 6.7 $150M 3.1M 49.06
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 6.4 $143M 55M 2.62
Novavax Note (Principal) 4.8 $109M 66M 1.65
Penn Natl Gaming Note (Principal) 4.8 $108M 24M 4.52
Gogo Note (Principal) 4.0 $90M 52M 1.75
Sunpower Corp DBCV 4.000% 1/1 (Principal) 3.9 $89M 56M 1.58
Opko Health Note (Principal) 2.5 $56M 42M 1.34
Gopro Note (Principal) 2.1 $48M 36M 1.34
Dollar General (DG) 2.1 $47M 230k 202.62
Blackstone Mtg Tr Note (Principal) 1.9 $44M 43M 1.03
Sunpower Corp DBCV 0.875% 6/0 (Principal) 1.9 $43M 41M 1.05
Barclays Bank Ipth Sr B S&p Call Option 1.9 $42M 3.7M 11.40
First Majestic Silver Corp Note (Principal) 1.8 $41M 25M 1.65
Spdr Ser Tr S&p Oilgas Exp Call Option (XOP) 1.8 $41M 500k 81.34
Transocean Deb 4.000%12/1 (Principal) 1.8 $40M 42M 0.96
Green Plains Note (Principal) 1.7 $39M 35M 1.12
Golar Lng Note (Principal) 1.5 $34M 35M 0.97
Centennial Resource Dev Note (Principal) 1.4 $32M 33M 0.96
Gs Acquisition Hldgs Corp Ii Com Cl A 1.4 $31M 3.0M 10.43
Microsoft Corporation (MSFT) 1.3 $28M 120k 235.77
Omeros Corp Note (Principal) 1.3 $28M 23M 1.25
Whiting Petroleum Corporation 1.2 $27M 755k 35.45
Pretium Res Note (Principal) 1.1 $26M 25M 1.03
Becton, Dickinson and (BDX) 1.1 $26M 105k 243.14
Goldman Sachs (GS) 1.1 $25M 78k 326.98
Pershing Square Tontine Hldg Com Cl A 1.1 $24M 1.0M 24.01
Vanguard Index Fds Value Etf (VTV) 1.0 $23M 175k 131.46
Intrexon Corp Note (Principal) 1.0 $23M 28M 0.82
Omeros Corp Note (Principal) 1.0 $23M 19M 1.19
Ishares Tr Jpmorgan Usd Emg (EMB) 1.0 $22M 204k 108.88
Social Capital Hedosopha Hld Shs Cl A 1.0 $22M 2.1M 10.71
Boeing Company (BA) 0.9 $21M 83k 254.72
Tilray Com Cl 2 (TLRY) 0.9 $21M 926k 22.73
Zillow Group Cl C Cap Stk (Z) 0.9 $20M 155k 129.64
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.9 $20M 300k 66.34
Tesla Motors (TSLA) 0.9 $20M 30k 667.92
Ajax I Cl A Ord 0.9 $20M 1.9M 10.26
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.9 $19M 162k 118.28
Ishares Tr China Lg-cap Etf Call Option (FXI) 0.8 $19M 400k 46.66
Paypal Holdings (PYPL) 0.8 $18M 75k 242.83
Nio Spon Ads (NIO) 0.8 $17M 447k 38.98
NVIDIA Corporation (NVDA) 0.8 $17M 32k 533.90
Social Capital Hedosopha Hld Shs Cl A 0.7 $16M 1.5M 10.96
Cme (CME) 0.7 $15M 75k 204.23
Allegheny Technologies Note (Principal) 0.7 $15M 9.5M 1.60
Ship Finance International L Note (Principal) 0.7 $15M 15M 1.00
Roku Com Cl A (ROKU) 0.7 $15M 45k 325.76
Square Cl A (SQ) 0.6 $14M 64k 227.04
Nio Debt 4.500% 2/0 (Principal) 0.6 $14M 3.4M 4.16
Ishares Tr Msci Emg Mkt Etf (EEM) 0.6 $14M 256k 53.34
Ishares Msci Sth Kor Etf Call Option (EWY) 0.6 $14M 150k 89.70
Johnson & Johnson (JNJ) 0.6 $13M 80k 164.35
Dycom Inds Note (Principal) 0.6 $13M 12M 1.09
Two Hbrs Invt Corp Note (Principal) 0.5 $12M 11M 1.09
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.5 $12M 177k 68.31
Microstrategy Cl A (MSTR) 0.5 $11M 17k 678.74
Ishares Tr Russell 2000 Etf Call Option (IWM) 0.5 $11M 50k 220.94
Caterpillar (CAT) 0.5 $11M 47k 231.87
Ishares Tr Msci India Etf (INDA) 0.5 $10M 240k 42.18
Vaneck Vectors Etf Tr Semiconductor Et (SMH) 0.4 $9.7M 40k 243.55
Aurora Cannabis 0.4 $9.4M 1.0M 9.31
Lendingclub Corp (LC) 0.4 $8.8M 534k 16.52
Expedia (EXPE) 0.4 $8.8M 51k 172.12
Greenlight Cap Re Note (Principal) 0.4 $8.6M 9.3M 0.92
Intercontinental Exchange (ICE) 0.4 $8.4M 76k 111.67
Host Hotels & Resorts (HST) 0.4 $8.4M 500k 16.85
Piedmont Lithium Sponsored Ads 0.4 $8.4M 121k 69.49
Docusign (DOCU) 0.4 $8.4M 41k 202.43
Ishares Msci Brazil Etf (EWZ) 0.4 $8.4M 250k 33.45
Butterfly Network Com Cl A (BFLY) 0.4 $8.3M 491k 16.83
Solaredge Technologies (SEDG) 0.4 $8.1M 28k 287.43
Ishares Tr Tips Bd Etf (TIP) 0.4 $8.1M 64k 125.50
Arclight Clean Transition Cl A 0.4 $8.0M 449k 17.88
4068594 Enphase Energy (ENPH) 0.3 $7.1M 44k 162.14
Lithium Americas Corp 0.3 $7.0M 437k 16.07
Talos Energy (TALO) 0.3 $6.8M 569k 12.04
Silvergate Cap Corp Cl A (SICP) 0.3 $6.6M 46k 142.15
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.3 $6.5M 200k 32.50
Marriott Intl Cl A (MAR) 0.3 $6.5M 44k 148.10
Nano Dimension Sponsord Ads (NNDM) 0.3 $6.0M 698k 8.59
Live Nation Entertainment (LYV) 0.2 $5.5M 65k 84.65
Ishares Tr Gl Clean Ene Etf (ICLN) 0.2 $4.9M 200k 24.30
Facebook Cl A (META) 0.2 $4.7M 16k 294.52
Penn National Gaming (PENN) 0.2 $4.7M 45k 104.84
Alpha Metallurgical Resources (AMR) 0.2 $4.6M 368k 12.63
Spdr Ser Tr S&p Metals Mng (XME) 0.2 $4.2M 105k 39.91
General Electric Company 0.2 $4.0M 306k 13.13
Carvana Cl A (CVNA) 0.2 $3.9M 15k 262.40
Wells Fargo & Company (WFC) 0.2 $3.9M 100k 39.07
Invitae (NVTAQ) 0.2 $3.9M 102k 38.21
Coca-Cola Company (KO) 0.2 $3.7M 70k 52.70
Twitter 0.2 $3.4M 53k 63.63
Pinterest Cl A (PINS) 0.1 $3.2M 43k 74.02
Chevron Corporation (CVX) 0.1 $3.1M 30k 104.77
Arcturus Therapeutics Hldg I (ARCT) 0.1 $3.1M 74k 41.30
Steel Dynamics (STLD) 0.1 $3.0M 60k 50.75
Unity Software (U) 0.1 $3.0M 30k 100.31
Sunrun (RUN) 0.1 $3.0M 49k 60.47
Ishares Msci Hong Kg Etf (EWH) 0.1 $2.7M 100k 26.58
Cisco Systems (CSCO) 0.1 $2.6M 50k 51.70
Opendoor Technologies (OPEN) 0.1 $2.5M 120k 21.19
Antero Res (AR) 0.1 $2.3M 230k 10.20
Booking Holdings (BKNG) 0.1 $2.3M 1.0k 2329.00
Palantir Technologies Cl A (PLTR) 0.1 $2.3M 100k 23.29
EQT Corporation (EQT) 0.1 $2.3M 124k 18.57
Community Health Systems (CYH) 0.1 $2.2M 161k 13.52
Precigen (PGEN) 0.1 $2.1M 310k 6.89
Cabot Oil & Gas Corporation (CTRA) 0.1 $2.1M 111k 18.77
Sonos (SONO) 0.1 $2.0M 53k 37.46
Spartan Acquisition Cl A Ord 0.1 $1.9M 178k 10.46
Nikola Corp (NKLA) 0.1 $1.8M 130k 13.88
Mp Materials Corp Com Cl A (MP) 0.1 $1.7M 46k 35.93
Southwestern Energy Company (SWN) 0.1 $1.6M 346k 4.65
Exone 0.1 $1.6M 50k 31.36
Pacific Biosciences of California (PACB) 0.1 $1.5M 45k 33.29
Highcape Cap Acquisition Cor Com Cl A 0.1 $1.4M 117k 11.91
Vaneck Vectors Etf Tr Rare Earth Strat (REMX) 0.1 $1.3M 18k 74.94
Range Resources (RRC) 0.1 $1.3M 123k 10.32
Cnx Resources Corporation (CNX) 0.1 $1.2M 82k 14.69
Cameco Corporation (CCJ) 0.0 $1.1M 66k 16.61
EOG Resources (EOG) 0.0 $1.1M 15k 72.47
Denison Mines Corp (DNN) 0.0 $1.0M 950k 1.09
Nexgen Energy (NXE) 0.0 $907k 250k 3.63
Honeywell International (HON) 0.0 $816k 3.8k 216.96
Ferroglobe SHS (GSM) 0.0 $785k 208k 3.78
Etsy (ETSY) 0.0 $760k 3.8k 201.54
Peloton Interactive Cl A Com (PTON) 0.0 $713k 6.4k 112.28
Maxeon Solar Technologies Lt SHS (MAXN) 0.0 $701k 22k 31.55
Pagerduty (PD) 0.0 $700k 17k 40.20
Accelr8 Technology 0.0 $698k 84k 8.31
Eagle Bulk Shipping Note (Principal) 0.0 $564k 500k 1.13
Luminar Technologies Com Cl A (LAZR) 0.0 $510k 21k 24.29
Ishares Tr Us Treas Bd Etf (GOVT) 0.0 $487k 19k 26.18
Quantumscape Corp Com Cl A (QS) 0.0 $313k 7.0k 44.71
Gigcapital2 *w Exp 02/28/202 0.0 $89k 119k 0.75