Graham Capital Management as of Dec. 31, 2017
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 118 positions in its portfolio as reported in the December 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 50.0 | $1.9B | 16M | 123.65 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 12.6 | $482M | 5.5M | 87.26 | |
| Spdr S&p 500 Etf (SPY) | 10.4 | $400M | 1.5M | 266.86 | |
| Ak Steel Corp. conv | 2.2 | $85M | 65M | 1.32 | |
| Tesla Motors Inc bond | 2.2 | $85M | 80M | 1.06 | |
| Advanced Micro Devices Inc Note 2.125% 9/0 bond | 1.6 | $60M | 40M | 1.50 | |
| Time Warner | 1.5 | $59M | 641k | 91.47 | |
| Tesla Inc convertible security | 1.5 | $58M | 50M | 1.16 | |
| Energy Select Sector SPDR (XLE) | 1.3 | $51M | 702k | 72.26 | |
| Silver Standard Resources Inc note 2.875 2/0 | 1.1 | $43M | 44M | 0.98 | |
| Weatherford Intl Ltd Note 5.875% 7/0 bond | 1.1 | $41M | 38M | 1.08 | |
| Financial Select Sector SPDR (XLF) | 0.9 | $36M | 1.3M | 27.91 | |
| Rwt 4 5/8 04/15/18 | 0.9 | $34M | 34M | 1.00 | |
| Alerian Mlp Etf | 0.8 | $31M | 2.9M | 10.79 | |
| Solarcity Corp note 2.750%11/0 | 0.8 | $30M | 30M | 0.99 | |
| Immunomedics Inc note 4.750% 2/1 | 0.8 | $29M | 8.8M | 3.25 | |
| Herbalife Ltd conv | 0.7 | $25M | 25M | 1.00 | |
| Caesars Entertainment | 0.6 | $23M | 1.8M | 12.65 | |
| iShares MSCI Brazil Index (EWZ) | 0.5 | $20M | 500k | 40.45 | |
| Blackstone Mtg Tr Inc Note cb | 0.5 | $19M | 16M | 1.18 | |
| Vaneck Vectors Gold Miners mutual (GDX) | 0.5 | $19M | 824k | 23.24 | |
| Radius Health Inc note 3.000% 9/0 | 0.5 | $19M | 20M | 0.94 | |
| Consumer Discretionary SPDR (XLY) | 0.4 | $14M | 146k | 98.69 | |
| SPDR S&P Metals and Mining (XME) | 0.4 | $15M | 400k | 36.37 | |
| PowerShares QQQ Trust, Series 1 | 0.4 | $14M | 90k | 155.76 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.3 | $12M | 249k | 47.12 | |
| Redwood Trust, Inc note 5.625 11/1 | 0.3 | $12M | 12M | 1.01 | |
| Array Biopharma Inc bond | 0.3 | $11M | 10M | 1.13 | |
| Intercept Pharmas conv | 0.3 | $10M | 13M | 0.80 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $9.8M | 84k | 117.09 | |
| Vipshop Holdings Ltd - Ads bond | 0.3 | $10M | 10M | 1.00 | |
| Sunpower Corp dbcv 4.000% 1/1 | 0.2 | $9.4M | 11M | 0.85 | |
| Gogo Inc conv | 0.2 | $6.4M | 7.0M | 0.91 | |
| Market Vectors Etf Tr Oil Svcs | 0.1 | $5.2M | 200k | 26.05 | |
| Two Hbrs Invt Corp note 6.250% 1/1 | 0.1 | $5.1M | 4.9M | 1.05 | |
| Tesla Motors (TSLA) | 0.1 | $4.7M | 15k | 311.33 | |
| Cme (CME) | 0.1 | $4.4M | 30k | 146.07 | |
| Community Health Systems (CYH) | 0.1 | $4.4M | 1.0M | 4.26 | |
| Aegean Marine Petroleum Network note 4.000 11/0 | 0.1 | $4.1M | 4.3M | 0.96 | |
| Golar Lng Partners Lp unit | 0.1 | $3.4M | 150k | 22.80 | |
| Transocean (RIG) | 0.1 | $2.9M | 275k | 10.68 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $2.5M | 30k | 83.64 | |
| Chevron Corporation (CVX) | 0.1 | $2.7M | 21k | 125.18 | |
| At&t (T) | 0.1 | $2.6M | 68k | 38.89 | |
| Apache Corporation | 0.1 | $2.5M | 60k | 42.22 | |
| T. Rowe Price (TROW) | 0.1 | $2.6M | 25k | 104.92 | |
| International Paper Company (IP) | 0.1 | $2.6M | 45k | 57.95 | |
| Cincinnati Financial Corporation (CINF) | 0.1 | $2.5M | 34k | 74.98 | |
| National-Oilwell Var | 0.1 | $2.7M | 75k | 36.02 | |
| BB&T Corporation | 0.1 | $2.5M | 50k | 49.73 | |
| Stryker Corporation (SYK) | 0.1 | $2.5M | 16k | 154.81 | |
| Accenture (ACN) | 0.1 | $2.6M | 17k | 153.08 | |
| Extra Space Storage (EXR) | 0.1 | $2.6M | 29k | 87.45 | |
| Radius Health | 0.1 | $2.9M | 90k | 31.77 | |
| Dominion Resources (D) | 0.1 | $2.4M | 30k | 81.08 | |
| 3M Company (MMM) | 0.1 | $2.5M | 10k | 235.40 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $2.4M | 30k | 81.39 | |
| Sempra Energy (SRE) | 0.1 | $2.2M | 21k | 106.94 | |
| Roper Industries (ROP) | 0.1 | $2.5M | 9.5k | 258.95 | |
| Ventas (VTR) | 0.1 | $2.3M | 39k | 60.02 | |
| Lee Enterprises, Incorporated | 0.1 | $2.2M | 916k | 2.35 | |
| Kimco Realty Corporation (KIM) | 0.1 | $2.5M | 135k | 18.15 | |
| Intercept Pharmaceuticals In | 0.1 | $2.3M | 40k | 58.42 | |
| Xl | 0.1 | $2.2M | 63k | 35.16 | |
| Valeant Pharmaceuticals Int | 0.1 | $2.1M | 100k | 20.78 | |
| Sunpower (SPWR) | 0.1 | $1.9M | 225k | 8.43 | |
| Mallinckrodt Pub | 0.1 | $1.8M | 80k | 22.56 | |
| Endo International (ENDPQ) | 0.0 | $1.4M | 175k | 7.75 | |
| Sunpower Corp conv | 0.0 | $1.6M | 2.0M | 0.78 | |
| Cognizant Technology Solutions (CTSH) | 0.0 | $990k | 14k | 71.05 | |
| Comcast Corporation (CMCSA) | 0.0 | $1.1M | 28k | 40.06 | |
| NRG Energy (NRG) | 0.0 | $966k | 34k | 28.47 | |
| Microsoft Corporation (MSFT) | 0.0 | $1.0M | 12k | 85.56 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $1.1M | 10k | 106.94 | |
| Bank of America Corporation (BAC) | 0.0 | $1.1M | 37k | 29.51 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $1.1M | 5.5k | 198.20 | |
| Monsanto Company | 0.0 | $986k | 8.4k | 116.82 | |
| Wells Fargo & Company (WFC) | 0.0 | $1.1M | 18k | 60.68 | |
| Apple (AAPL) | 0.0 | $977k | 5.8k | 169.15 | |
| Visa (V) | 0.0 | $1.0M | 9.0k | 114.01 | |
| Constellation Brands (STZ) | 0.0 | $1.0M | 4.6k | 228.57 | |
| Amazon (AMZN) | 0.0 | $1.0M | 878.00 | 1169.70 | |
| Netflix (NFLX) | 0.0 | $978k | 5.1k | 191.92 | |
| Nexstar Broadcasting (NXST) | 0.0 | $1.2M | 15k | 78.20 | |
| Delta Air Lines (DAL) | 0.0 | $1.1M | 20k | 55.99 | |
| MGM Resorts International. (MGM) | 0.0 | $1.0M | 30k | 33.37 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $1.0M | 3.7k | 274.65 | |
| FleetCor Technologies | 0.0 | $1.1M | 5.6k | 192.52 | |
| Citigroup (C) | 0.0 | $1.0M | 14k | 74.41 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $1.1M | 16k | 65.96 | |
| Xpo Logistics Inc equity (XPO) | 0.0 | $1.2M | 13k | 91.60 | |
| Facebook Inc cl a (META) | 0.0 | $970k | 5.5k | 176.40 | |
| Ally Financial (ALLY) | 0.0 | $1.1M | 38k | 29.16 | |
| Anthem (ELV) | 0.0 | $1.0M | 4.5k | 225.08 | |
| Godaddy Inc cl a (GDDY) | 0.0 | $996k | 20k | 50.29 | |
| Alphabet Inc Class A cs (GOOGL) | 0.0 | $1.0M | 952.00 | 1053.57 | |
| Vaneck Vectors Russia Index Et | 0.0 | $1.1M | 50k | 21.22 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.0 | $993k | 3.0k | 336.04 | |
| Dell Technologies Inc Class V equity | 0.0 | $988k | 12k | 81.24 | |
| Adient (ADNT) | 0.0 | $1.0M | 13k | 78.71 | |
| Sba Communications Corp (SBAC) | 0.0 | $973k | 6.0k | 163.31 | |
| Dowdupont | 0.0 | $999k | 14k | 71.19 | |
| IAC/InterActive | 0.0 | $946k | 7.7k | 122.33 | |
| Autodesk (ADSK) | 0.0 | $821k | 7.8k | 104.85 | |
| Take-Two Interactive Software (TTWO) | 0.0 | $922k | 8.4k | 109.74 | |
| Micron Technology (MU) | 0.0 | $832k | 20k | 41.10 | |
| salesforce (CRM) | 0.0 | $940k | 9.2k | 102.27 | |
| Baidu (BIDU) | 0.0 | $959k | 4.1k | 234.30 | |
| Expedia (EXPE) | 0.0 | $959k | 8.0k | 119.76 | |
| Alibaba Group Holding (BABA) | 0.0 | $903k | 5.2k | 172.39 | |
| Liberty Broadband Cl C (LBRDK) | 0.0 | $949k | 11k | 85.19 | |
| Equinix (EQIX) | 0.0 | $956k | 2.1k | 453.30 | |
| Paypal Holdings (PYPL) | 0.0 | $947k | 13k | 73.65 | |
| Broad | 0.0 | $929k | 3.6k | 256.98 | |
| Liberty Ventures - Ser A | 0.0 | $928k | 17k | 54.24 | |
| Dxc Technology (DXC) | 0.0 | $958k | 10k | 94.86 | |
| Iqvia Holdings (IQV) | 0.0 | $938k | 9.6k | 97.89 | |
| Comstock Resources (CRK) | 0.0 | $158k | 19k | 8.46 |
