Graham Capital Management

Graham Capital Management as of Sept. 30, 2017

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 51 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 39.5 $1.9B 16M 121.58
iShares Russell 2000 Index (IWM) 18.3 $872M 5.9M 148.18
Spdr S&p 500 Etf (SPY) 16.1 $766M 3.1M 251.23
Tesla Motors Inc bond 1.9 $88M 80M 1.10
Ak Steel Corp. conv 1.8 $86M 64M 1.34
Starwood Property Trust note 1.6 $74M 70M 1.06
SPDR S&P Metals and Mining (XME) 1.5 $73M 2.3M 32.18
Advanced Micro Devices Inc Note 2.125% 9/0 bond 1.5 $71M 40M 1.77
Tesla Inc convertible security 1.3 $62M 50M 1.23
Financial Select Sector SPDR (XLF) 1.3 $60M 2.3M 25.86
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.2 $57M 52M 1.09
PowerShares QQQ Trust, Series 1 1.1 $51M 350k 145.45
iShares MSCI Brazil Index (EWZ) 1.1 $50M 1.2M 41.69
Silver Standard Resources Inc note 2.875 2/0 0.9 $44M 44M 1.00
Array Biopharma Inc note 3.000% 6/0 0.9 $43M 24M 1.81
Energy Select Sector SPDR (XLE) 0.8 $38M 550k 68.48
Alerian Mlp Etf 0.8 $36M 3.2M 11.22
Vaneck Vectors Gold Miners mutual (GDX) 0.7 $35M 1.5M 22.96
Rwt 4 5/8 04/15/18 0.7 $34M 34M 1.01
Ship Finance International sr cv nt 0.7 $34M 31M 1.10
Solarcity Corp note 2.750%11/0 0.6 $30M 30M 1.00
iShares FTSE/Xinhua China 25 Index (FXI) 0.6 $29M 655k 44.04
Immunomedics Inc note 4.750% 2/1 0.5 $25M 8.8M 2.83
Ishares Inc msci india index (INDA) 0.5 $24M 743k 32.85
Dish Network Corp note 3.375% 8/1 0.5 $22M 20M 1.12
Radius Health Inc note 3.000% 9/0 0.4 $20M 20M 1.00
Blackstone Mtg Tr Inc Note cb 0.4 $19M 16M 1.14
Bank of America Corporation (BAC) 0.3 $15M 600k 25.34
Exchange Traded Concepts Tr robo stx glb etf (ROBO) 0.3 $15M 390k 38.68
Redwood Trust, Inc note 5.625 11/1 0.2 $12M 12M 1.04
iShares MSCI Emerging Markets Indx (EEM) 0.2 $10M 231k 44.81
Vipshop Holdings Ltd - Ads bond 0.2 $9.9M 10M 0.99
Twitter 0.2 $9.6M 566k 16.87
Gogo Inc conv 0.2 $9.2M 10M 0.92
Sunpower Corp dbcv 4.000% 1/1 0.2 $9.1M 11M 0.83
SPDR S&P Oil & Gas Explore & Prod. 0.1 $6.1M 180k 34.09
Aegean Marine Petroleum Network note 4.000 11/0 0.1 $5.7M 6.0M 0.95
Tesla Motors (TSLA) 0.1 $5.1M 15k 341.13
Sunpower Corp dbcv 0.750% 6/0 0.1 $5.3M 5.5M 0.96
Cme (CME) 0.1 $4.1M 30k 135.67
Valeant Pharmaceuticals Int 0.1 $4.3M 300k 14.33
Radius Health 0.1 $3.5M 90k 38.56
Gogo (GOGO) 0.1 $3.0M 250k 11.81
IAC/InterActive 0.1 $2.2M 19k 117.57
Lee Enterprises, Incorporated 0.0 $1.2M 551k 2.20
Sunpower (SPWR) 0.0 $1.6M 225k 7.29
Endo International (ENDPQ) 0.0 $1.3M 150k 8.57
Sunpower Corp conv 0.0 $1.6M 2.0M 0.79
Caesars Entertainment 0.0 $763k 57k 13.35
Wayfair (W) 0.0 $910k 14k 67.41
Vaneck Vectors Russia Index Et 0.0 $1.1M 50k 22.30