Graham Capital Management as of June 30, 2017
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 85 positions in its portfolio as reported in the June 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 48.0 | $1.8B | 16M | 118.02 | |
| iShares Russell 2000 Index (IWM) | 16.9 | $646M | 4.6M | 140.92 | |
| Spdr S&p 500 Etf (SPY) | 6.3 | $242M | 1.0M | 241.80 | |
| Tesla Inc convertible security | 2.5 | $95M | 75M | 1.26 | |
| Ak Steel Corp. conv | 2.5 | $93M | 63M | 1.48 | |
| Tesla Motors Inc bond | 2.4 | $92M | 80M | 1.15 | |
| Starwood Property Trust note | 2.1 | $80M | 74M | 1.08 | |
| Energy Select Sector SPDR (XLE) | 1.8 | $69M | 1.1M | 64.92 | |
| Financial Select Sector SPDR (XLF) | 1.8 | $68M | 2.7M | 24.67 | |
| Advanced Micro Devices Inc Note 2.125% 9/0 bond | 1.6 | $63M | 36M | 1.75 | |
| Weatherford Intl Ltd Note 5.875% 7/0 bond | 1.4 | $53M | 52M | 1.01 | |
| Ishares Inc etp (EWT) | 1.1 | $43M | 1.2M | 35.76 | |
| Silver Standard Resources Inc note 2.875 2/0 | 1.1 | $43M | 44M | 0.98 | |
| Ship Finance International sr cv nt | 0.9 | $36M | 34M | 1.06 | |
| Ipath S&p 500 Vix Short-term Futures Etn | 0.9 | $35M | 2.8M | 12.76 | |
| Rwt 4 5/8 04/15/18 | 0.9 | $35M | 34M | 1.02 | |
| Solarcity Corp note 2.750%11/0 | 0.8 | $30M | 30M | 1.00 | |
| Ishares Inc msci india index (INDA) | 0.6 | $24M | 743k | 32.10 | |
| WisdomTree India Earnings Fund (EPI) | 0.6 | $21M | 871k | 24.51 | |
| Vipshop Holdings Ltd - Ads bond | 0.6 | $21M | 21M | 0.99 | |
| Alerian Mlp Etf | 0.5 | $20M | 1.7M | 11.96 | |
| Blackstone Mtg Tr Inc Note cb | 0.5 | $19M | 16M | 1.16 | |
| Vaneck Vectors Gold Miners mutual (GDX) | 0.4 | $14M | 650k | 22.08 | |
| Tesla Motors (TSLA) | 0.4 | $14M | 38k | 361.61 | |
| Immunomedics Inc note 4.750% 2/1 | 0.3 | $13M | 7.0M | 1.83 | |
| Redwood Trust, Inc note 5.625 11/1 | 0.3 | $12M | 12M | 1.05 | |
| Two Hbrs Invt Corp note 6.250% 1/1 | 0.3 | $11M | 11M | 1.05 | |
| Sunpower Corp dbcv 4.000% 1/1 | 0.3 | $11M | 13M | 0.86 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.2 | $7.0M | 168k | 41.39 | |
| Gogo Inc conv | 0.2 | $6.4M | 7.0M | 0.91 | |
| Aegean Marine Petroleum Network note 4.000 11/0 | 0.1 | $5.8M | 6.0M | 0.97 | |
| Sunpower Corp dbcv 0.750% 6/0 | 0.1 | $5.3M | 5.5M | 0.96 | |
| Transocean (RIG) | 0.1 | $4.9M | 600k | 8.23 | |
| Cme (CME) | 0.1 | $3.8M | 30k | 125.23 | |
| BHP Billiton | 0.1 | $2.5M | 82k | 30.76 | |
| Sunpower (SPWR) | 0.1 | $2.8M | 305k | 9.34 | |
| Ishares Msci Japan (EWJ) | 0.1 | $2.7M | 50k | 53.66 | |
| Sunpower Corp conv | 0.0 | $1.6M | 2.0M | 0.79 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.0 | $993k | 25k | 39.72 | |
| Goldman Sachs (GS) | 0.0 | $1.2M | 5.4k | 221.85 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $1.2M | 14k | 91.40 | |
| Bank of America Corporation (BAC) | 0.0 | $1.2M | 50k | 24.26 | |
| Wal-Mart Stores (WMT) | 0.0 | $1.2M | 16k | 75.70 | |
| Supervalu | 0.0 | $1.1M | 335k | 3.29 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $1.2M | 4.3k | 277.67 | |
| Amgen (AMGN) | 0.0 | $1.3M | 7.5k | 172.27 | |
| Anadarko Petroleum Corporation | 0.0 | $1.2M | 26k | 45.33 | |
| Capital One Financial (COF) | 0.0 | $1.2M | 15k | 82.65 | |
| Merck & Co (MRK) | 0.0 | $1.2M | 18k | 64.09 | |
| UnitedHealth (UNH) | 0.0 | $1.2M | 6.7k | 185.37 | |
| Gilead Sciences (GILD) | 0.0 | $1.2M | 17k | 70.78 | |
| priceline.com Incorporated | 0.0 | $1.2M | 640.00 | 1870.31 | |
| Micron Technology (MU) | 0.0 | $1.1M | 36k | 29.86 | |
| Marvell Technology Group | 0.0 | $1.1M | 69k | 16.52 | |
| Celgene Corporation | 0.0 | $1.2M | 8.9k | 129.89 | |
| Dana Holding Corporation (DAN) | 0.0 | $1.2M | 53k | 22.33 | |
| Pinnacle Foods Inc De | 0.0 | $1.1M | 19k | 59.38 | |
| Medtronic (MDT) | 0.0 | $1.2M | 14k | 88.75 | |
| Allergan | 0.0 | $1.2M | 4.8k | 243.12 | |
| Technipfmc (FTI) | 0.0 | $966k | 36k | 27.21 | |
| Candj Energy Svcs | 0.0 | $1.2M | 34k | 34.26 | |
| Two Harbors Investment | 0.0 | $902k | 91k | 9.91 | |
| Core Laboratories | 0.0 | $608k | 6.0k | 101.33 | |
| Weight Watchers International | 0.0 | $712k | 21k | 33.43 | |
| CNA Financial Corporation (CNA) | 0.0 | $917k | 19k | 48.78 | |
| Flowserve Corporation (FLS) | 0.0 | $817k | 18k | 46.42 | |
| F5 Networks (FFIV) | 0.0 | $813k | 6.4k | 127.03 | |
| Revlon | 0.0 | $617k | 26k | 23.71 | |
| Triumph (TGI) | 0.0 | $658k | 21k | 31.62 | |
| Brink's Company (BCO) | 0.0 | $610k | 9.1k | 67.03 | |
| Us Silica Hldgs (SLCA) | 0.0 | $635k | 18k | 35.47 | |
| Rowan Companies | 0.0 | $788k | 77k | 10.23 | |
| Silver Spring Networks | 0.0 | $597k | 53k | 11.28 | |
| Tableau Software Inc Cl A | 0.0 | $778k | 13k | 61.26 | |
| Propetro Hldg (PUMP) | 0.0 | $804k | 58k | 13.96 | |
| Helmerich & Payne (HP) | 0.0 | $543k | 10k | 54.30 | |
| Lee Enterprises, Incorporated | 0.0 | $351k | 185k | 1.90 | |
| Impax Laboratories | 0.0 | $390k | 24k | 16.12 | |
| Superior Energy Services | 0.0 | $209k | 20k | 10.45 | |
| Seadrill | 0.0 | $474k | 1.3M | 0.36 | |
| Ralph Lauren Corp (RL) | 0.0 | $384k | 5.2k | 73.85 | |
| Francescas Hldgs Corp | 0.0 | $489k | 45k | 10.94 | |
| Now (DNOW) | 0.0 | $322k | 20k | 16.10 | |
| Vaneck Vectors Russia Index Et | 0.0 | $479k | 25k | 19.16 | |
| North Atlantic Drilling | 0.0 | $180k | 136k | 1.33 |
