Graham Capital Management

Graham Capital Management as of June 30, 2018

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 114 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 44.2 $1.2B 10M 118.65
Tesla Motors Inc bond 4.3 $115M 104M 1.10
Invesco Qqq Trust Series 1 (QQQ) 4.1 $109M 637k 171.65
iShares Russell 2000 Index (IWM) 4.0 $107M 650k 163.77
Chesapeake Energy Corp convertible security 3.1 $83M 82M 1.02
Advanced Micro Devices Inc Note 2.125% 9/0 bond 3.0 $80M 40M 1.99
Financial Select Sector SPDR (XLF) 2.9 $79M 3.0M 26.59
Ak Steel Corp. conv 2.9 $77M 68M 1.14
iShares MSCI EAFE Index Fund (EFA) 2.5 $67M 1.0M 66.97
Consumer Discretionary SPDR (XLY) 2.2 $58M 533k 109.30
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.7 $47M 47M 0.99
Herbalife Ltd conv 1.7 $45M 35M 1.29
Silver Standard Resources Inc note 2.875 2/0 1.6 $44M 44M 0.99
Immunomedics Inc note 4.750% 2/1 1.5 $41M 8.8M 4.69
Tesla Inc convertible security 1.4 $36M 30M 1.21
Alerian Mlp Etf 1.0 $28M 2.7M 10.10
Gopro Inc note 3.500% 4/1 1.0 $28M 30M 0.92
Solarcity Corp note 2.750%11/0 0.9 $25M 25M 0.99
Vipshop Holdings Ltd - Ads bond 0.9 $23M 23M 0.99
Redwood Trust Inc convertible security 0.7 $20M 20M 0.99
Golar Lng Ltd convertible security 0.7 $20M 18M 1.09
Nxp Semiconductors N V (NXPI) 0.7 $19M 170k 109.26
Pretium Res Inc debt 2.250% 3/1 0.7 $17M 20M 0.87
Radius Health Inc note 3.000% 9/0 0.6 $16M 18M 0.93
Canadian Solar Inc note 4.250% 2/1 0.6 $16M 16M 0.97
Kaman Corp convertible security 0.6 $16M 13M 1.21
Dht Holdings Inc cv acrd nt4.5%19 0.6 $15M 15M 1.02
Redwood Trust, Inc note 5.625 11/1 0.6 $15M 15M 1.02
Array Biopharma Inc bond 0.5 $14M 10M 1.35
Ship Finance deb 0.5 $13M 13M 1.03
Canadian Solar (CSIQ) 0.5 $13M 1.0M 12.24
Intercept Pharmas conv 0.5 $12M 14M 0.88
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $11M 12M 0.95
iShares MSCI Emerging Markets Indx (EEM) 0.4 $11M 250k 43.33
Health Care SPDR (XLV) 0.4 $10M 123k 83.46
Vaneck Vectors Gold Miners mutual (GDX) 0.4 $9.6M 430k 22.31
Senseonics Hldgs Inc note 5.250% 2/0 0.3 $9.2M 6.5M 1.41
Transocean (RIG) 0.3 $8.7M 650k 13.44
Exact Sciences Corp convertible/ 0.3 $8.9M 8.5M 1.05
Sunpower Corp dbcv 4.000% 1/1 0.3 $7.3M 9.0M 0.81
Twenty-first Century Fox 0.3 $7.0M 141k 49.69
Dermira Inc note 3.000% 5/1 0.3 $7.0M 8.5M 0.82
Akorn 0.2 $6.1M 369k 16.59
General Electric Company 0.2 $5.4M 400k 13.61
iShares NASDAQ Biotechnology Index (IBB) 0.2 $5.5M 50k 109.82
Cme (CME) 0.2 $4.9M 30k 163.90
Vale (VALE) 0.2 $4.5M 350k 12.82
Mattel (MAT) 0.1 $4.1M 250k 16.42
Sunpower Corp conv 0.1 $3.9M 4.9M 0.79
Pandora Media Inc note 1.750%12/0 0.1 $4.1M 4.3M 0.96
Endo International (ENDPQ) 0.1 $3.7M 390k 9.43
Gsv Cap Corp note 4.750% 3/2 0.1 $3.8M 4.0M 0.96
Lee Enterprises, Incorporated 0.1 $2.6M 916k 2.85
Golar Lng Partners Lp unit 0.1 $2.3M 150k 15.46
Teva Pharm Finance Llc Cvt cv bnd 0.1 $1.9M 2.0M 0.93
Intrexon 0.1 $1.8M 130k 13.94
iShares MSCI Brazil Index (EWZ) 0.1 $1.6M 50k 32.04
Oracle Corporation (ORCL) 0.1 $1.3M 29k 44.04
Netflix (NFLX) 0.1 $1.2M 3.1k 391.35
Vaneck Vectors Russia Index Et 0.1 $1.4M 65k 21.23
Comcast Corporation (CMCSA) 0.0 $1.0M 31k 32.78
Microsoft Corporation (MSFT) 0.0 $1.0M 10k 98.56
JPMorgan Chase & Co. (JPM) 0.0 $941k 9.0k 104.15
MasterCard Incorporated (MA) 0.0 $1.0M 5.3k 196.47
Berkshire Hathaway (BRK.B) 0.0 $955k 5.1k 186.49
Autodesk (ADSK) 0.0 $947k 7.2k 130.96
Wells Fargo & Company (WFC) 0.0 $1.0M 18k 55.44
Adobe Systems Incorporated (ADBE) 0.0 $1.0M 4.2k 243.78
Aetna 0.0 $1.0M 5.7k 183.42
Anadarko Petroleum Corporation 0.0 $1.0M 14k 73.24
Apple (AAPL) 0.0 $997k 5.4k 185.01
UnitedHealth (UNH) 0.0 $1.0M 4.1k 245.31
Visa (V) 0.0 $1.0M 7.7k 132.39
Constellation Brands (STZ) 0.0 $999k 4.6k 218.70
Amazon (AMZN) 0.0 $1.1M 637.00 1698.59
Nexstar Broadcasting (NXST) 0.0 $1.1M 15k 73.39
Micron Technology (MU) 0.0 $986k 19k 52.43
salesforce (CRM) 0.0 $1.1M 7.9k 136.32
Cheniere Energy (LNG) 0.0 $1.0M 16k 65.13
Stamps 0.0 $1.0M 4.0k 252.96
TransDigm Group Incorporated (TDG) 0.0 $1.0M 3.0k 344.95
SPDR S&P Oil & Gas Explore & Prod. 0.0 $968k 23k 43.02
FleetCor Technologies (FLT) 0.0 $1.0M 4.9k 210.47
Citigroup (C) 0.0 $960k 14k 66.89
Facebook Inc cl a (META) 0.0 $1.1M 5.5k 194.17
Palo Alto Networks (PANW) 0.0 $1.0M 5.0k 205.34
Aegean Marine Petroleum Network note 4.000 11/0 0.0 $1.0M 2.0M 0.50
Alibaba Group Holding (BABA) 0.0 $975k 5.3k 185.40
Allergan 0.0 $1.0M 6.2k 166.61
Godaddy Inc cl a (GDDY) 0.0 $993k 14k 70.56
Paypal Holdings (PYPL) 0.0 $1.0M 12k 83.20
Alphabet Inc Class A cs (GOOGL) 0.0 $1.1M 956.00 1128.66
Liberty Media Corp Delaware Com C Siriusxm 0.0 $978k 22k 45.34
Charter Communications Inc New Cl A cl a (CHTR) 0.0 $1.1M 3.7k 293.06
Dell Technologies Inc Class V equity 0.0 $1.1M 13k 84.53
Comstock Res Inc note 9.500% 6/1 0.0 $1.0M 1.0M 1.00
Dowdupont 0.0 $979k 15k 65.89
Worldpay Ord 0.0 $1.0M 12k 81.71
Vici Pptys (VICI) 0.0 $1.1M 51k 20.63
Booking Holdings (BKNG) 0.0 $985k 486.00 2026.75
Gci Liberty Incorporated 0.0 $1.0M 23k 45.07
Broadcom (AVGO) 0.0 $1.0M 4.3k 242.60
NRG Energy (NRG) 0.0 $914k 30k 30.69
Bank of America Corporation (BAC) 0.0 $935k 33k 28.18
Delta Air Lines (DAL) 0.0 $939k 19k 49.52
Energy Select Sector SPDR (XLE) 0.0 $721k 9.5k 75.89
MGM Resorts International. (MGM) 0.0 $901k 31k 29.02
Xpo Logistics Inc equity (XPO) 0.0 $927k 9.3k 100.08
Caesars Entertainment 0.0 $820k 77k 10.70
At&t (T) 0.0 $490k 15k 32.08
Leggett & Platt (LEG) 0.0 $532k 12k 44.61
Tempur-Pedic International (TPX) 0.0 $504k 11k 47.96
Celgene Corporation 0.0 $502k 6.3k 79.36
iShares MSCI Turkey Index Fund (TUR) 0.0 $226k 7.5k 30.13