Graham Capital Management

Graham Capital Management as of Sept. 30, 2021

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 104 positions in its portfolio as reported in the September 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Russell 2000 Et Put Option (IWM) 11.2 $219M 1.0M 218.75
Gogo Note (Principal) 7.8 $154M 53M 2.92
Cleveland-cliffs DBCV 1.500% 1/ (Principal) 7.1 $140M 55M 2.57
Novavax Note (Principal) 6.2 $121M 70M 1.74
Antero Resources Corp Co Call Option (AR) 5.4 $106M 5.6M 18.80
Centennial Resource Dev Note (Principal) 4.6 $90M 69M 1.31
Transocean Deb 4.000%12/ (Principal) 2.9 $56M 52M 1.09
Penn Natl Gaming Co (PENN) 2.7 $54M 741k 72.46
Green Plains Note (Principal) 2.7 $54M 42M 1.28
Opko Health Note (Principal) 2.6 $52M 42M 1.24
Blackstone Mortgage Trust In Note (Principal) 2.6 $50M 50M 1.01
First Majestic Silver Corp Note (Principal) 2.5 $48M 37M 1.30
Dollar Gen Corp Co (DG) 2.4 $47M 220k 212.14
Sunpower Corp DBCV 4.000% 1/ (Principal) 2.3 $46M 37M 1.24
Select Sector Spdr Tr Financia Put Option (XLF) 2.2 $43M 1.1M 37.53
Gopro Note (Principal) 2.1 $41M 36M 1.16
Academy Sports & Outdoors In Co (ASO) 1.9 $38M 938k 40.02
Golar Lng Note (Principal) 1.8 $35M 35M 0.99
Two Hbrs Invt Corp Note (Principal) 1.5 $30M 29M 1.03
Omeros Corp Note (Principal) 1.5 $29M 27M 1.08
Starwood Ppty Tr Note (Principal) 1.3 $25M 24M 1.05
Pretium Res Note (Principal) 1.3 $25M 25M 1.00
Intrexon Corp Note (Principal) 1.3 $25M 30M 0.84
Omeros Corp Note (Principal) 1.2 $24M 23M 1.07
Etf Ser Solutions Us Glb Jet Call Option (JETS) 1.2 $24M 1.0M 23.63
Social Capital Hedosopha Hld SHS CL 1.2 $23M 2.3M 10.15
Eqt Corp Co (EQT) 1.0 $20M 983k 20.46
Pershing Square Tontine Hldg Com Cl 0.8 $17M 841k 19.70
Arbor Realty Trust Note (Principal) 0.8 $16M 14M 1.12
Social Capital Hedosopha Hld SHS CL 0.8 $15M 1.5M 10.12
Cme Group Co (CME) 0.7 $15M 75k 193.37
Cnx Res Corp Co (CNX) 0.7 $14M 1.1M 12.62
Maxeon Solar Technologies Lt Note (Principal) 0.7 $14M 11M 1.24
Under Armour CL (UA) 0.7 $13M 756k 17.52
Ishares Tr Tips Bd Et (TIP) 0.6 $13M 98k 127.68
Allegheny Technologies Note (Principal) 0.6 $12M 9.5M 1.30
Novavax Com Ne Put Option (NVAX) 0.5 $10M 50k 207.30
Gs Acquisition Hldgs Corp Ii Com Cl 0.5 $10M 986k 10.22
Tesla Co (TSLA) 0.5 $10M 13k 775.44
Nio Spon Ad (NIO) 0.5 $9.2M 259k 35.63
Sunpower Corp Co Put Option (SPWRQ) 0.4 $8.7M 382k 22.68
Greenlight Cap Re Note (Principal) 0.4 $7.9M 8.3M 0.96
Carvana CL (CVNA) 0.4 $7.2M 24k 301.54
Allegheny Technologies Co (ATI) 0.3 $6.7M 404k 16.63
Li Auto Sponsored Ad Put Option (LI) 0.3 $6.5M 248k 26.29
Square CL (XYZ) 0.3 $6.0M 25k 239.82
Paypal Hldgs Co (PYPL) 0.3 $5.6M 22k 260.18
Vanguard Index Fds Value Et (VTV) 0.3 $5.4M 40k 135.35
Ishares Tr Iboxx Inv Cp Et (LQD) 0.3 $5.4M 41k 133.03
Community Health Sys Co (CYH) 0.3 $5.3M 453k 11.70
Roku Com Cl (ROKU) 0.3 $5.2M 17k 313.32
Scorpio Tankers Note (Principal) 0.2 $4.7M 4.8M 0.99
Tilray Com Cl (TLRY) 0.2 $4.6M 410k 11.29
Roblox Corp CL (RBLX) 0.2 $4.2M 55k 75.54
Zillow Group Cl C Cap St (Z) 0.2 $4.1M 46k 88.13
Ishares Tr Msci India Et (INDA) 0.2 $3.9M 79k 48.68
Lendingclub Corp Com Ne (LC) 0.2 $3.8M 134k 28.24
Silvergate Cap Corp CL (SICPQ) 0.2 $3.7M 32k 115.48
Airbnb Com Cl (ABNB) 0.2 $3.6M 21k 167.72
Aurora Cannabis Co Put Option 0.2 $3.5M 511k 6.90
Solaredge Technologies Co (SEDG) 0.2 $3.4M 13k 265.22
Moderna Co (MRNA) 0.2 $3.4M 8.8k 384.79
Ferroglobe SH (GSM) 0.2 $3.3M 379k 8.70
Sunrun Co (RUN) 0.2 $3.3M 75k 43.99
Twitter Co 0.2 $3.2M 54k 60.38
Cameco Corp Co (CCJ) 0.2 $3.0M 136k 21.73
Unity Software Co (U) 0.1 $2.9M 23k 126.23
Opendoor Technologies Co (OPEN) 0.1 $2.8M 135k 20.53
Nvidia Corporation Co (NVDA) 0.1 $2.5M 12k 207.15
Enphase Energy Co (ENPH) 0.1 $2.5M 17k 149.93
Palantir Technologies CL (PLTR) 0.1 $2.4M 101k 24.04
Danimer Scientific Com Cl (DNMR) 0.1 $2.4M 147k 16.34
Docusign Co (DOCU) 0.1 $2.4M 9.3k 257.38
Intercontinental Exchange In Co (ICE) 0.1 $2.3M 20k 114.78
Vaneck Etf Trust Gold Miners Et (GDX) 0.1 $2.2M 74k 29.46
Select Sector Spdr Tr Energ (XLE) 0.1 $2.1M 40k 52.09
Marriott Intl CL (MAR) 0.1 $2.0M 14k 148.08
Nano Dimension Sponsord Ads Ne (NNDM) 0.1 $1.9M 330k 5.64
Sonos Co (SONO) 0.1 $1.8M 56k 32.36
Pinterest CL (PINS) 0.1 $1.8M 35k 50.92
Ishares Tr Jpmorgan Usd Em (EMB) 0.1 $1.7M 16k 110.00
Invitae Corp Co (NVTAQ) 0.1 $1.6M 57k 28.42
Boeing Co (BA) 0.1 $1.6M 7.3k 219.80
Microstrategy Cl A Ne (MSTR) 0.1 $1.6M 2.7k 578.26
Piedmont Lithium Co 0.1 $1.4M 26k 54.44
Denison Mines Corp Co (DNN) 0.1 $1.4M 950k 1.47
Green Plains Note (Principal) 0.1 $1.3M 1.0M 1.27
Expedia Group Com Ne (EXPE) 0.1 $1.2M 7.5k 163.85
Taiwan Semiconductor Mfg Sponsored Ad (TSM) 0.1 $1.2M 11k 111.61
Nexgen Energy Co (NXE) 0.1 $1.2M 250k 4.73
Callon Pete Co Del Co 0.1 $1.2M 24k 49.05
Weyerhaeuser Co Mtn Be Com Ne (WY) 0.1 $1.2M 33k 35.55
Butterfly Network Com Cl (BFLY) 0.1 $1.1M 108k 10.44
Standard Lithium Corp equities (SLI) 0.1 $1.1M 133k 8.12
Spdr Ser Tr S&p Metals Mn (XME) 0.1 $1.0M 25k 41.70
Pacific Biosciences Calif In Co (PACB) 0.0 $804k 32k 25.54
Pagerduty Co (PD) 0.0 $592k 14k 41.39
Ishares Tr Us Treas Bd Et (GOVT) 0.0 $541k 20k 26.52
Proterra Co 0.0 $432k 43k 10.09
Adaptive Biotechnologies Cor Co (ADPT) 0.0 $431k 13k 33.96
Select Sector Spdr Tr Sbi Int-util (XLU) 0.0 $396k 6.2k 63.87
Geo Group Co (GEO) 0.0 $99k 13k 7.43
Paramount Group Co (PGRE) 0.0 $98k 11k 8.96
Coty Com Cl (COTY) 0.0 $88k 11k 7.82