Graham Capital Management as of March 31, 2018
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 102 positions in its portfolio as reported in the March 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 33.6 | $629M | 5.0M | 125.79 | |
| Tesla Motors Inc bond | 4.5 | $85M | 85M | 1.00 | |
| Ak Steel Corp. conv | 4.3 | $80M | 68M | 1.18 | |
| Chesapeake Energy Corp convertible security | 3.7 | $70M | 82M | 0.86 | |
| PowerShares QQQ Trust, Series 1 | 3.2 | $61M | 380k | 160.13 | |
| Advanced Micro Devices Inc Note 2.125% 9/0 bond | 3.1 | $59M | 40M | 1.47 | |
| Time Warner | 3.1 | $58M | 616k | 94.58 | |
| Nxp Semiconductors N V (NXPI) | 3.0 | $57M | 488k | 117.00 | |
| Tesla Inc convertible security | 2.8 | $52M | 50M | 1.04 | |
| Energy Select Sector SPDR (XLE) | 2.7 | $51M | 759k | 67.41 | |
| Silver Standard Resources Inc note 2.875 2/0 | 2.3 | $44M | 44M | 0.99 | |
| Weatherford Intl Ltd Note 5.875% 7/0 bond | 2.3 | $43M | 47M | 0.90 | |
| Herbalife Ltd conv | 2.3 | $42M | 35M | 1.21 | |
| Consumer Discretionary SPDR (XLY) | 2.2 | $41M | 404k | 101.29 | |
| Financial Select Sector SPDR (XLF) | 2.0 | $37M | 1.4M | 27.57 | |
| Rwt 4 5/8 04/15/18 | 1.8 | $34M | 34M | 1.00 | |
| Apple (AAPL) | 1.8 | $33M | 197k | 167.78 | |
| Solarcity Corp note 2.750%11/0 | 1.6 | $29M | 30M | 0.98 | |
| Immunomedics Inc note 4.750% 2/1 | 1.4 | $26M | 8.8M | 2.95 | |
| Vipshop Holdings Ltd - Ads bond | 1.4 | $25M | 23M | 1.08 | |
| iShares MSCI Brazil Index (EWZ) | 1.1 | $20M | 450k | 44.88 | |
| Golar Lng Ltd convertible security | 1.0 | $19M | 18M | 1.03 | |
| Radius Health Inc note 3.000% 9/0 | 0.9 | $18M | 18M | 1.01 | |
| Pretium Res Inc debt 2.250% 3/1 | 0.9 | $17M | 20M | 0.84 | |
| Vaneck Vectors Gold Miners mutual (GDX) | 0.9 | $17M | 750k | 21.98 | |
| Alerian Mlp Etf | 0.8 | $16M | 1.7M | 9.37 | |
| Redwood Trust, Inc note 5.625 11/1 | 0.8 | $15M | 15M | 1.01 | |
| Dht Holdings Inc cv acrd nt4.5%19 | 0.8 | $15M | 15M | 0.97 | |
| Array Biopharma Inc bond | 0.7 | $13M | 10M | 1.34 | |
| Intercept Pharmas conv | 0.6 | $10M | 13M | 0.80 | |
| Vale (VALE) | 0.5 | $9.8M | 770k | 12.72 | |
| Monsanto Company | 0.5 | $9.2M | 79k | 116.70 | |
| Sunpower Corp dbcv 4.000% 1/1 | 0.5 | $8.8M | 11M | 0.80 | |
| At&t (T) | 0.4 | $7.1M | 200k | 35.65 | |
| Akorn | 0.4 | $6.9M | 367k | 18.72 | |
| Transocean (RIG) | 0.3 | $6.4M | 650k | 9.90 | |
| Gogo Inc conv | 0.3 | $6.2M | 7.0M | 0.89 | |
| iShares NASDAQ Biotechnology Index (IBB) | 0.3 | $5.3M | 50k | 106.74 | |
| California Res Corp | 0.3 | $5.1M | 5.0M | 1.02 | |
| Two Hbrs Invt Corp note 6.250% 1/1 | 0.3 | $5.1M | 4.9M | 1.04 | |
| Cme (CME) | 0.3 | $4.9M | 30k | 161.73 | |
| Tesla Motors (TSLA) | 0.2 | $4.0M | 15k | 266.13 | |
| Sunpower Corp conv | 0.2 | $3.9M | 4.9M | 0.78 | |
| Gsv Cap Corp note 4.750% 3/2 | 0.2 | $4.0M | 4.0M | 1.00 | |
| Valeant Pharmaceuticals Int | 0.2 | $3.2M | 200k | 15.92 | |
| Exact Sciences Corp convertible/ | 0.2 | $3.1M | 3.5M | 0.89 | |
| Iridium Communications (IRDM) | 0.1 | $2.8M | 250k | 11.25 | |
| Aegean Marine Petroleum Network note 4.000 11/0 | 0.1 | $2.7M | 3.0M | 0.91 | |
| Mattel (MAT) | 0.1 | $2.6M | 200k | 13.15 | |
| Golar Lng Partners Lp unit | 0.1 | $2.6M | 150k | 17.11 | |
| Endo International (ENDPQ) | 0.1 | $2.3M | 390k | 5.94 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $1.9M | 39k | 48.29 | |
| Lee Enterprises, Incorporated | 0.1 | $1.8M | 916k | 1.95 | |
| Teva Pharm Finance Llc Cvt cv bnd | 0.1 | $1.8M | 2.0M | 0.88 | |
| Gogo (GOGO) | 0.1 | $1.7M | 200k | 8.63 | |
| Autodesk (ADSK) | 0.1 | $1.1M | 8.7k | 125.62 | |
| Constellation Brands (STZ) | 0.1 | $1.0M | 4.6k | 227.91 | |
| Netflix (NFLX) | 0.1 | $1.0M | 3.5k | 295.40 | |
| Delta Air Lines (DAL) | 0.1 | $1.1M | 20k | 54.82 | |
| Micron Technology (MU) | 0.1 | $1.1M | 20k | 52.12 | |
| MGM Resorts International. (MGM) | 0.1 | $1.1M | 30k | 35.01 | |
| Xpo Logistics Inc equity (XPO) | 0.1 | $1.1M | 10k | 101.83 | |
| Servicenow (NOW) | 0.1 | $1.0M | 6.2k | 165.38 | |
| Allergan | 0.1 | $1.0M | 6.2k | 168.26 | |
| Booking Holdings (BKNG) | 0.1 | $1.1M | 524.00 | 2080.15 | |
| Comcast Corporation (CMCSA) | 0.1 | $938k | 28k | 34.16 | |
| Microsoft Corporation (MSFT) | 0.1 | $970k | 11k | 91.23 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $937k | 8.5k | 109.92 | |
| MasterCard Incorporated (MA) | 0.1 | $997k | 5.7k | 175.22 | |
| Bank of America Corporation (BAC) | 0.1 | $936k | 31k | 29.98 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $984k | 4.9k | 199.51 | |
| Wells Fargo & Company (WFC) | 0.1 | $961k | 18k | 52.39 | |
| Boeing Company (BA) | 0.1 | $919k | 2.8k | 327.75 | |
| Rockwell Collins | 0.1 | $983k | 7.3k | 134.81 | |
| Aetna | 0.1 | $963k | 5.7k | 169.07 | |
| Qualcomm (QCOM) | 0.1 | $875k | 16k | 55.40 | |
| Visa (V) | 0.1 | $973k | 8.1k | 119.61 | |
| Amazon (AMZN) | 0.1 | $965k | 667.00 | 1446.78 | |
| Nexstar Broadcasting (NXST) | 0.1 | $999k | 15k | 66.48 | |
| Activision Blizzard | 0.1 | $936k | 14k | 67.46 | |
| FleetCor Technologies | 0.1 | $982k | 4.9k | 202.47 | |
| Citigroup (C) | 0.1 | $933k | 14k | 67.53 | |
| Caesars Entertainment | 0.1 | $859k | 76k | 11.25 | |
| Facebook Inc cl a (META) | 0.1 | $879k | 5.5k | 159.85 | |
| Ally Financial (ALLY) | 0.1 | $1.0M | 38k | 27.16 | |
| Alibaba Group Holding (BABA) | 0.1 | $961k | 5.2k | 183.47 | |
| Liberty Broadband Cl C (LBRDK) | 0.1 | $955k | 11k | 85.73 | |
| Zayo Group Hldgs | 0.1 | $941k | 28k | 34.18 | |
| Godaddy Inc cl a (GDDY) | 0.1 | $999k | 16k | 61.42 | |
| Paypal Holdings (PYPL) | 0.1 | $976k | 13k | 75.91 | |
| Alphabet Inc Class A cs (GOOGL) | 0.1 | $987k | 952.00 | 1036.76 | |
| Broad | 0.1 | $852k | 3.6k | 235.68 | |
| Liberty Media Corp Delaware Com C Siriusxm | 0.1 | $973k | 24k | 40.86 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.1 | $920k | 3.0k | 311.34 | |
| Dell Technologies Inc Class V equity | 0.1 | $1.0M | 14k | 73.22 | |
| Adient (ADNT) | 0.1 | $944k | 16k | 59.75 | |
| Dxc Technology (DXC) | 0.1 | $1.0M | 10k | 100.51 | |
| Dowdupont | 0.1 | $894k | 14k | 63.71 | |
| Iqvia Holdings (IQV) | 0.1 | $940k | 9.6k | 98.10 | |
| Gci Liberty Incorporated | 0.1 | $904k | 17k | 52.84 | |
| Jd (JD) | 0.0 | $837k | 21k | 40.47 | |
| Comstock Resources (CRK) | 0.0 | $136k | 19k | 7.28 |
