Graham Capital Management

Graham Capital Management as of Sept. 30, 2018

Portfolio Holdings for Graham Capital Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 33.0 $1.6B 5.5M 290.72
SPDR Gold Trust (GLD) 23.5 $1.1B 10M 112.76
Invesco Qqq Trust Series 1 (QQQ) 5.4 $259M 1.4M 185.79
iShares MSCI Brazil Index (EWZ) 4.0 $194M 5.8M 33.73
iShares Russell 2000 Index (IWM) 3.7 $177M 1.1M 168.55
Advanced Micro Devices Inc Note 2.125% 9/0 bond 3.2 $155M 40M 3.88
iShares FTSE/Xinhua China 25 Index (FXI) 2.0 $99M 2.3M 42.82
Tesla Inc convertible security 1.8 $84M 82M 1.02
Chesapeake Energy Corp convertible security 1.7 $81M 82M 0.99
iShares MSCI Emerging Markets Indx (EEM) 1.7 $80M 1.9M 42.92
Ak Steel Corp. conv 1.6 $79M 68M 1.16
Tesla Motors Inc bond 1.5 $71M 72M 0.99
Tesla Motors Inc bond 1.1 $51M 54M 0.96
Twenty-first Century Fox 0.9 $42M 900k 46.33
Immunomedics Inc note 4.750% 2/1 0.8 $37M 8.8M 4.16
Silver Standard Resources Inc note 2.875 2/0 0.7 $36M 36M 0.99
Restoration Hardware Hldgs I note 6/1 0.7 $36M 30M 1.21
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.7 $33M 35M 0.94
Gopro Inc note 3.500% 4/1 0.6 $29M 30M 0.96
Consumer Discretionary SPDR (XLY) 0.6 $28M 234k 117.22
Intrexon Corp note 3.500% 7/0 0.6 $27M 23M 1.18
Canopy Gro 0.4 $20M 401k 48.64
Redwood Trust Inc convertible security 0.4 $20M 20M 0.99
Pretium Res Inc debt 2.250% 3/1 0.4 $18M 20M 0.89
Health Care SPDR (XLV) 0.3 $17M 175k 95.15
Canadian Solar Inc note 4.250% 2/1 0.3 $16M 16M 0.98
Financial Select Sector SPDR (XLF) 0.3 $15M 533k 27.58
Redwood Trust, Inc note 5.625 11/1 0.3 $15M 15M 1.01
Intercept Pharmas conv 0.3 $15M 15M 1.01
Kaman Corp convertible security 0.3 $15M 13M 1.17
Radius Health Inc note 3.000% 9/0 0.3 $14M 18M 0.77
Ship Finance deb 0.3 $13M 13M 1.00
Array Biopharma Inc bond 0.3 $13M 10M 1.26
Restoration Hardware Hldgs I dbcv 7/1 0.3 $12M 10M 1.24
Vipshop Holdings Ltd - Ads bond 0.2 $12M 12M 0.98
Tesaro Inc note 3.000%10/0 0.2 $10M 7.5M 1.33
Golar Lng Ltd convertible security 0.2 $9.3M 8.9M 1.05
Sunpower Corp dbcv 4.000% 1/1 0.2 $7.6M 9.0M 0.84
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.2 $7.7M 7.5M 1.03
General Electric Company 0.1 $7.3M 650k 11.29
Dermira Inc note 3.000% 5/1 0.1 $7.1M 8.5M 0.84
Nxp Semiconductors N V (NXPI) 0.1 $6.9M 81k 85.49
Cme (CME) 0.1 $5.1M 30k 170.20
At&t (T) 0.1 $5.3M 157k 33.58
Opko Health (OPK) 0.1 $4.7M 1.4M 3.46
Two Hbrs Invt Corp note 6.250% 1/1 0.1 $5.0M 4.9M 1.03
Pandora Media Inc note 1.750%12/0 0.1 $4.1M 4.3M 0.97
Microsoft Corporation (MSFT) 0.1 $3.6M 32k 114.34
MasterCard Incorporated (MA) 0.1 $3.6M 16k 222.57
Mattel (MAT) 0.1 $3.9M 250k 15.70
Netflix (NFLX) 0.1 $3.7M 9.8k 374.05
Take-Two Interactive Software (TTWO) 0.1 $3.6M 26k 137.97
Energy Select Sector SPDR (XLE) 0.1 $3.7M 48k 75.73
salesforce (CRM) 0.1 $3.6M 23k 158.99
Baidu (BIDU) 0.1 $3.6M 16k 228.62
Cheniere Energy (LNG) 0.1 $3.6M 52k 69.49
Xpo Logistics Inc equity (XPO) 0.1 $3.6M 32k 114.16
Metropcs Communications (TMUS) 0.1 $3.7M 52k 70.17
Sunpower Corp conv 0.1 $4.0M 4.9M 0.82
Charter Communications Inc New Cl A cl a (CHTR) 0.1 $3.6M 11k 325.85
Gci Liberty Incorporated 0.1 $3.6M 71k 50.99
Gsv Cap Corp note 4.750% 3/2 0.1 $3.8M 4.0M 0.96
Comcast Corporation (CMCSA) 0.1 $3.4M 95k 35.41
JPMorgan Chase & Co. (JPM) 0.1 $3.4M 30k 112.81
Bank of America Corporation (BAC) 0.1 $3.3M 111k 29.45
Berkshire Hathaway (BRK.B) 0.1 $3.4M 16k 214.06
Autodesk (ADSK) 0.1 $3.6M 23k 156.11
Wells Fargo & Company (WFC) 0.1 $3.1M 60k 52.55
Adobe Systems Incorporated (ADBE) 0.1 $3.5M 13k 269.95
Rockwell Collins 0.1 $3.5M 25k 140.44
Aetna 0.1 $3.4M 17k 202.80
Apple (AAPL) 0.1 $3.5M 16k 225.71
Dollar Tree (DLTR) 0.1 $3.4M 41k 81.54
Visa (V) 0.1 $3.6M 24k 150.08
Constellation Brands (STZ) 0.1 $3.5M 16k 215.57
Amazon (AMZN) 0.1 $3.5M 1.8k 2002.84
Delta Air Lines (DAL) 0.1 $3.4M 60k 57.82
Under Armour (UAA) 0.1 $3.3M 155k 21.22
TransDigm Group Incorporated (TDG) 0.1 $3.6M 9.7k 372.30
General Motors Company (GM) 0.1 $3.3M 100k 33.66
Citigroup (C) 0.1 $3.5M 49k 71.74
Express Scripts Holding 0.1 $3.6M 38k 94.98
Caesars Entertainment 0.1 $3.5M 343k 10.25
Facebook Inc cl a (META) 0.1 $3.4M 21k 164.43
Ally Financial (ALLY) 0.1 $3.4M 128k 26.44
Alibaba Group Holding (BABA) 0.1 $3.5M 21k 164.76
Anthem (ELV) 0.1 $3.5M 13k 274.00
Zayo Group Hldgs 0.1 $3.5M 100k 34.72
Allergan 0.1 $3.4M 18k 190.44
Godaddy Inc cl a (GDDY) 0.1 $3.6M 43k 83.38
Paypal Holdings (PYPL) 0.1 $3.4M 39k 87.83
Alphabet Inc Class A cs (GOOGL) 0.1 $3.5M 2.9k 1207.02
Dell Technologies Inc Class V equity 0.1 $3.5M 36k 97.09
Dowdupont 0.1 $3.2M 49k 64.31
Iqvia Holdings (IQV) 0.1 $3.5M 27k 129.70
Worldpay Ord 0.1 $3.6M 36k 101.27
Booking Holdings (BKNG) 0.1 $3.6M 1.8k 1983.97
Spotify Technology Sa (SPOT) 0.1 $3.5M 19k 180.78
Teck Resources Ltd cl b (TECK) 0.1 $2.8M 115k 24.10
Sherwin-Williams Company (SHW) 0.0 $1.9M 4.2k 455.00
Intel Corporation (INTC) 0.0 $1.7M 37k 47.27
Southern Copper Corporation (SCCO) 0.0 $1.7M 40k 43.12
Dht Holdings (DHT) 0.0 $1.8M 375k 4.70
Intrexon 0.0 $2.1M 121k 17.22
Vaneck Vectors Gold Miners mutual (GDX) 0.0 $2.1M 115k 18.51
Rh (RH) 0.0 $1.8M 14k 131.00
Lee Enterprises, Incorporated 0.0 $1.2M 466k 2.65
Akorn 0.0 $1.5M 113k 12.98
Aegean Marine Petroleum Network note 4.000 11/0 0.0 $1.6M 2.0M 0.78
Pioneer Natural Resources (PXD) 0.0 $870k 5.0k 174.00
iShares MSCI South Korea Index Fund (EWY) 0.0 $1.0M 15k 68.27
Golar Lng Partners Lp unit 0.0 $1.1M 75k 14.32
Graftech International (EAF) 0.0 $780k 40k 19.50
Peabody Energy (BTU) 0.0 $712k 20k 35.60