Graham Capital Management

Graham Capital Management as of June 30, 2021

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 114 positions in its portfolio as reported in the June 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 8.0 $153M 55M 2.79
Novavax Note (Principal) 6.1 $117M 66M 1.79
Antero Res Call Option (AR) 6.0 $114M 7.6M 15.02
Gogo Note (Principal) 5.4 $102M 53M 1.94
Penn Natl Gaming Note (Principal) 3.9 $75M 23M 3.35
Centennial Resource Dev Note (Principal) 3.3 $64M 48M 1.33
Sunpower Corp DBCV 4.000% 1/1 (Principal) 3.2 $62M 43M 1.42
Transocean Deb 4.000%12/1 (Principal) 3.2 $61M 52M 1.19
Opko Health Note (Principal) 2.8 $54M 42M 1.30
Blackstone Mtg Tr Note (Principal) 2.6 $51M 50M 1.02
Spdr Ser Tr S&p Oilgas Exp (XOP) 2.6 $50M 514k 96.64
Green Plains Note (Principal) 2.5 $47M 37M 1.29
Gopro Note (Principal) 2.4 $46M 36M 1.29
First Majestic Silver Corp Note (Principal) 2.2 $42M 25M 1.67
Dollar General (DG) 2.2 $41M 190k 216.39
Golar Lng Note (Principal) 1.8 $35M 35M 0.99
Academy Sports & Outdoor (ASO) 1.8 $34M 833k 41.24
Two Hbrs Invt Corp Note (Principal) 1.7 $32M 29M 1.10
Omeros Corp Note (Principal) 1.6 $30M 27M 1.11
Social Capital Hedosopha Hld Shs Cl A 1.4 $27M 2.6M 10.20
Starwood Ppty Tr Note (Principal) 1.3 $26M 24M 1.08
Intrexon Corp Note (Principal) 1.3 $26M 30M 0.86
Pretium Res Note (Principal) 1.3 $25M 25M 1.01
Omeros Corp Note (Principal) 1.3 $25M 23M 1.12
Gs Acquisition Hldgs Corp Ii Com Cl A 1.3 $24M 2.3M 10.40
Under Armour CL C (UA) 1.3 $24M 1.3M 18.57
EQT Corporation (EQT) 1.2 $23M 1.0M 22.26
Ajax I Cl A Ord 1.0 $19M 1.9M 9.96
Pershing Square Tontine Hldg Com Cl A 1.0 $19M 841k 22.76
Cme (CME) 0.8 $16M 75k 212.68
Social Capital Hedosopha Hld Shs Cl A 0.8 $15M 1.5M 10.39
Arbor Realty Trust Note (Principal) 0.8 $15M 14M 1.09
Allegheny Technologies Note (Principal) 0.8 $15M 9.5M 1.59
Cnx Res Corp Note (Principal) 0.7 $14M 11M 1.30
Amc Entmt Hldgs Cl A Com 0.7 $14M 250k 56.68
Nio Spon Ads (NIO) 0.7 $14M 259k 53.20
Johnson & Johnson (JNJ) 0.6 $12M 75k 164.73
Becton, Dickinson and (BDX) 0.6 $12M 50k 243.18
Dycom Inds Note (Principal) 0.6 $12M 12M 1.00
Roku Com Cl A (ROKU) 0.6 $11M 23k 459.22
Global X Fds Us Infr Dev Etf (PAVE) 0.5 $10M 400k 25.75
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.5 $10M 100k 102.40
Square Cl A (SQ) 0.5 $9.5M 39k 243.77
Paypal Holdings (PYPL) 0.5 $9.4M 32k 291.47
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.4 $8.5M 250k 33.98
Spdr Ser Tr S&p Metals Mng (XME) 0.4 $8.2M 191k 43.06
Tesla Motors (TSLA) 0.4 $8.1M 12k 679.69
Greenlight Cap Re Note (Principal) 0.4 $7.9M 8.3M 0.96
Zillow Group Cl C Cap Stk (Z) 0.4 $7.7M 63k 122.21
Cnx Resources Corporation (CNX) 0.4 $7.2M 530k 13.66
Ishares Tr Tips Bd Etf (TIP) 0.4 $7.1M 55k 128.00
Community Health Systems (CYH) 0.4 $7.0M 453k 15.44
Select Sector Spdr Tr Financial (XLF) 0.4 $6.8M 185k 36.69
NVIDIA Corporation (NVDA) 0.3 $6.6M 8.3k 800.00
Sunrun (RUN) 0.3 $6.5M 117k 55.78
Boeing Company (BA) 0.3 $6.5M 27k 239.54
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.3 $6.3M 52k 120.15
Aurora Cannabis Put Option 0.3 $6.1M 680k 9.02
Callon Petroleum 0.3 $5.9M 103k 57.69
Ishares Msci Brazil Etf (EWZ) 0.3 $5.9M 145k 40.54
Nextera Energy (NEE) 0.3 $5.9M 80k 73.28
Danimer Scientific Com Cl A (DNMR) 0.3 $5.4M 218k 25.05
Microsoft Corporation (MSFT) 0.3 $5.4M 20k 270.90
Live Nation Entertainment (LYV) 0.3 $5.3M 60k 87.58
Roblox Corp Cl A (RBLX) 0.3 $5.0M 55k 89.97
Silvergate Cap Corp Cl A (SICPQ) 0.3 $4.9M 43k 113.30
Ishares Tr Jpmorgan Usd Emg (EMB) 0.3 $4.8M 43k 112.45
Scorpio Tankers Note (Principal) 0.2 $4.8M 4.8M 1.00
JPMorgan Chase & Co. (JPM) 0.2 $4.7M 30k 155.53
Docusign (DOCU) 0.2 $4.6M 17k 279.54
Pinterest Cl A (PINS) 0.2 $4.6M 59k 78.95
Allegheny Technologies Incorporated (ATI) 0.2 $4.6M 219k 20.85
Proterra 0.2 $4.4M 260k 17.11
Solaredge Technologies (SEDG) 0.2 $4.4M 16k 276.31
Twitter 0.2 $4.1M 60k 68.80
Microstrategy Cl A (MSTR) 0.2 $4.1M 6.2k 664.35
Nano Dimension Sponsord Ads (NNDM) 0.2 $4.1M 496k 8.24
Lendingclub Corp (LC) 0.2 $4.0M 223k 18.13
Caterpillar (CAT) 0.2 $4.0M 18k 217.63
Piedmont Lithium (PLL) 0.2 $3.9M 50k 78.14
Etf Ser Solutions Us Glb Jets (JETS) 0.2 $3.6M 150k 24.18
4068594 Enphase Energy (ENPH) 0.2 $3.6M 19k 183.59
Intercontinental Exchange (ICE) 0.2 $3.5M 30k 118.68
Expedia (EXPE) 0.2 $3.3M 20k 163.67
Unity Software (U) 0.2 $3.2M 29k 109.82
Opendoor Technologies (OPEN) 0.2 $3.0M 171k 17.73
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.2 $3.0M 22k 134.34
General Electric Company 0.2 $2.9M 218k 13.46
Sabre (SABR) 0.2 $2.9M 231k 12.48
Lithium Americas Corp 0.1 $2.8M 187k 14.84
Select Sector Spdr Tr Technology (XLK) 0.1 $2.7M 18k 147.62
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.1 $2.6M 21k 125.90
Cameco Corporation (CCJ) 0.1 $2.6M 136k 19.17
Invitae (NVTAQ) 0.1 $2.4M 72k 33.72
Marriott Intl Cl A (MAR) 0.1 $2.3M 17k 136.52
Sunpower (SPWRQ) 0.1 $2.1M 71k 29.21
Butterfly Network Com Cl A (BFLY) 0.1 $1.9M 128k 14.47
Sonos (SONO) 0.1 $1.7M 49k 35.22
Range Resources (RRC) 0.1 $1.5M 92k 16.75
Vaneck Vectors Etf Tr Rare Earth Strat (REMX) 0.1 $1.5M 18k 84.94
Southwestern Energy Company 0.1 $1.5M 258k 5.67
Cabot Oil & Gas Corporation (CTRA) 0.1 $1.5M 83k 17.46
Pacific Biosciences of California (PACB) 0.1 $1.4M 40k 34.97
Green Plains Note (Principal) 0.1 $1.3M 1.0M 1.31
Ferroglobe SHS (GSM) 0.1 $1.3M 208k 6.12
Denison Mines Corp (DNN) 0.1 $1.1M 950k 1.19
Nexgen Energy (NXE) 0.1 $1.0M 250k 4.10
Ishares Tr Us Treas Bd Etf (GOVT) 0.1 $989k 37k 26.59
Ishares Tr Ishares Biotech (IBB) 0.0 $818k 5.0k 163.60
Pagerduty (PD) 0.0 $741k 17k 42.56
Green Plains Renewable Energy (GPRE) 0.0 $616k 18k 33.57
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.0 $535k 3.0k 178.33
Workhorse Group Inc ordinary shares 0.0 $497k 30k 16.57
Northwest Pipe Company (NWPX) 0.0 $204k 7.2k 28.18