Graham Capital Management

Graham Capital Management as of Dec. 31, 2018

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 63 positions in its portfolio as reported in the December 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 53.5 $1.2B 10M 121.25
iShares Russell 2000 Index (IWM) 6.7 $151M 1.1M 133.90
Tesla Inc convertible security 4.4 $100M 82M 1.21
Advanced Micro Devices Inc Note 2.125% 9/0 bond 4.1 $94M 39M 2.43
Tesla Motors Inc bond 3.1 $71M 63M 1.13
Ak Steel Corp. conv 3.0 $67M 68M 0.99
Chesapeake Energy Corp convertible security 2.8 $63M 78M 0.81
Silver Standard Resources Inc note 2.875 2/0 1.6 $36M 36M 0.99
Energy Select Sector SPDR (XLE) 1.4 $31M 541k 57.35
Alibaba Group Holding (BABA) 1.3 $30M 220k 137.07
Gopro Inc note 3.500% 4/1 1.1 $25M 30M 0.82
WisdomTree Japan Total Dividend (DXJ) 1.0 $22M 480k 46.39
Restoration Hardware Hldgs I dbcv 7/1 1.0 $22M 19M 1.16
Tesla Motors Inc bond 0.9 $21M 20M 1.04
Microsoft Corporation (MSFT) 0.9 $20M 200k 101.57
Redwood Trust Inc convertible security 0.8 $19M 20M 0.95
Pretium Res Inc debt 2.250% 3/1 0.8 $18M 20M 0.90
Intrexon Corp note 3.500% 7/0 0.7 $16M 23M 0.71
Canadian Solar Inc note 4.250% 2/1 0.7 $16M 16M 0.99
Redwood Trust, Inc note 5.625 11/1 0.7 $15M 15M 1.01
Bank of America Corporation (BAC) 0.7 $15M 600k 24.64
Kaman Corp convertible security 0.6 $14M 13M 1.06
Intercept Pharmas conv 0.6 $14M 15M 0.92
Radius Health Inc note 3.000% 9/0 0.6 $14M 18M 0.77
Array Biopharma Inc bond 0.5 $12M 10M 1.22
Ship Finance deb 0.5 $12M 13M 0.90
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.5 $11M 12M 0.93
iShares MSCI Brazil Index (EWZ) 0.4 $9.6M 250k 38.20
Contura Energy 0.4 $9.5M 145k 65.73
Golar Lng Ltd convertible security 0.4 $8.3M 8.9M 0.93
Iqiyi (IQ) 0.3 $7.4M 500k 14.87
Sunpower Corp dbcv 4.000% 1/1 0.3 $7.0M 9.0M 0.78
Dermira Inc note 3.000% 5/1 0.3 $6.5M 8.5M 0.77
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.3 $6.1M 7.5M 0.81
Cme (CME) 0.2 $5.6M 30k 188.10
Dht Holdings Inc cv acrd nt4.5%19 0.2 $5.7M 5.8M 0.98
Canadian Solar (CSIQ) 0.2 $5.6M 387k 14.34
Transocean (RIG) 0.2 $4.5M 650k 6.94
Financial Select Sector SPDR (XLF) 0.2 $4.2M 177k 23.82
Mcdermott International Inc mcdermott intl 0.2 $4.3M 650k 6.54
Pandora Media Inc note 1.750%12/0 0.2 $4.0M 4.3M 0.95
iShares MSCI Emerging Markets Indx (EEM) 0.2 $3.9M 100k 39.06
Sunpower Corp conv 0.2 $3.8M 4.9M 0.76
Encore Capital (ECPG) 0.1 $3.3M 140k 23.50
Kaman Corporation (KAMN) 0.1 $2.8M 50k 56.08
Canopy Gro 0.1 $2.7M 100k 26.87
Tilray (TLRY) 0.1 $2.8M 40k 70.52
Verastem Inc note 5.000%11/0 0.1 $2.8M 3.5M 0.79
Mattel (MAT) 0.1 $2.5M 250k 9.99
General Electric Company 0.1 $2.3M 300k 7.57
Scorpio Tankers Inc note 3.000% 5/1 0.1 $2.4M 3.0M 0.79
Greenlight Capital Re Ltd cl a (GLRE) 0.1 $2.0M 237k 8.62
Teekay Shipping Marshall Isl (TK) 0.1 $1.6M 465k 3.34
Gsv Cap Corp note 4.750% 3/2 0.1 $1.5M 1.7M 0.87
Lee Enterprises, Incorporated 0.1 $1.4M 666k 2.11
Dht Holdings (DHT) 0.1 $1.5M 375k 3.92
Golar Lng Partners Lp unit 0.0 $810k 75k 10.80
Talos Energy (TALO) 0.0 $858k 53k 16.31
Intrexon 0.0 $789k 121k 6.54
Nii Holdings 0.0 $642k 146k 4.40
Carvana Co cl a (CVNA) 0.0 $588k 18k 32.67
Seadrill 0.0 $450k 46k 9.74
Aurora Cannabis Inc snc 0.0 $188k 38k 4.95