Here's what I hope to convince you of first: physical property is not the primary object of having.
I think the natural tendency in analyzing having would be to reduce it to an ever more physical grasp. When I say that I have a car, for instance, surely this is by extension from the fact that I can count on putting into my hands that part of the car which makes it useful as a car, namely, the key, which I have in my pocket. And by this I mean that at any time I could reach into my pocket and have it in my hand. Any closer to me and the key would be inside me, and my having it would fall prey to the fact that you can't have your key and eat it, too. A skilled and dexterous thief could perhaps extract the key from my hand, and if having it only meant being able to put it into one's grasp, he would have it more than I, even as I hold it in my hand.
Yet, perhaps the tendency to reduce having in this way to the physical grasp isn't so natural as it seemed. For what sort of nature would this course be innate? Not to the animal. Having in the hand is something no animal does except in the act of transforming this having into some use. Having a big stone means being able to take a crack at a palm nut. The stone is never simply grasped but already put to use as soon as the monkey's finger touches it. What the monkey has is not a stone but an ability to use the stone.
The above reduction of having to holding in the hand is in fact secretly guided by this fact, in conjunction with the prejudice that having means first of all having to oneself. Next, I hope to show the error of this prejudice.