Graham Capital Management

Graham Capital Management as of March 31, 2019

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 75 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 32.8 $610M 5.0M 122.01
iShares Russell 2000 Index (IWM) 8.6 $161M 1.1M 153.09
Tesla Motors Inc bond 7.7 $143M 139M 1.03
Advanced Micro Devices Inc Note 2.125% 9/0 bond 6.9 $129M 40M 3.27
Ak Steel Corp. conv 3.6 $68M 67M 1.01
iShares FTSE/Xinhua China 25 Index (FXI) 3.5 $65M 1.5M 44.27
Energy Select Sector SPDR (XLE) 2.5 $46M 700k 66.12
Visa (V) 2.0 $38M 240k 156.19
Alibaba Group Holding (BABA) 2.0 $37M 200k 182.45
Restoration Hardware Hldgs I dbcv 7/1 1.7 $31M 28M 1.10
Gopro Inc note 3.500% 4/1 1.6 $30M 31M 0.99
Chesapeake Energy Corp convertible security 1.5 $29M 31M 0.93
Microsoft Corporation (MSFT) 1.5 $27M 230k 117.94
salesforce (CRM) 1.4 $25M 160k 158.37
Silver Standard Resources Inc note 2.875 2/0 1.1 $20M 20M 1.00
Medicines Company conv 1.1 $20M 20M 1.00
Array Biopharma Inc bond 0.9 $18M 10M 1.76
Zillow Group Inc note 2.000%12/0 0.9 $17M 17M 1.02
Kaman Corp convertible security 0.9 $17M 15M 1.10
Pretium Res Inc debt 2.250% 3/1 0.9 $16M 17M 0.94
Golar Lng Ltd convertible security 0.8 $16M 16M 0.96
Contura Energy 0.8 $15M 266k 57.92
Redwood Trust, Inc note 5.625 11/1 0.8 $15M 15M 1.01
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.8 $14M 15M 0.96
Intrexon Corp note 3.500% 7/0 0.7 $14M 23M 0.60
Clovis Oncology Inc note 2.500% 9/1 0.7 $14M 15M 0.93
Ship Finance deb 0.7 $13M 13M 0.99
Redwood Trust Inc convertible security 0.7 $12M 13M 0.98
Intercept Pharmas conv 0.6 $12M 12M 0.99
Uniti Group Inc Com reit (UNIT) 0.6 $11M 1.0M 11.19
Caterpillar (CAT) 0.6 $11M 80k 135.49
Iqiyi (IQ) 0.5 $9.8M 410k 23.92
Vaneck Vectors Russia Index Et 0.5 $9.7M 470k 20.60
Scorpio Tankers Inc note 3.000% 5/1 0.5 $8.9M 10M 0.89
iShares Dow Jones US Home Const. (ITB) 0.5 $8.8M 250k 35.24
Sunpower Corp conv 0.5 $8.3M 9.9M 0.84
WisdomTree India Earnings Fund (EPI) 0.4 $7.6M 290k 26.33
Ishares Inc msci india index (INDA) 0.4 $7.6M 217k 35.25
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.4 $7.0M 7.9M 0.89
Opko Health Inc convertible security 0.4 $7.1M 7.5M 0.95
Transocean (RIG) 0.3 $6.1M 701k 8.71
Dht Holdings Inc cv acrd nt4.5%19 0.3 $5.8M 5.8M 1.00
Cme (CME) 0.3 $4.9M 30k 164.57
Financial Select Sector SPDR (XLF) 0.3 $5.0M 194k 25.71
Bausch Health Companies (BHC) 0.2 $4.6M 185k 24.70
Golar Lng (GLNG) 0.2 $4.4M 210k 21.09
SPDR S&P Metals and Mining (XME) 0.2 $4.5M 150k 29.68
Barclays Bk Plc cmn 0.2 $4.4M 150k 29.26
Encore Capital (ECPG) 0.2 $4.3M 157k 27.23
iShares MSCI Brazil Index (EWZ) 0.2 $4.1M 100k 40.99
Nio Inc spon ads (NIO) 0.2 $4.2M 820k 5.10
Radius Health Inc note 3.000% 9/0 0.2 $4.0M 4.8M 0.84
Mcdermott International Inc mcdermott intl 0.2 $3.9M 525k 7.44
Nio Inc bond 0.2 $3.7M 4.4M 0.86
Novavax Inc note 3.750% 2/0 0.2 $3.2M 8.6M 0.37
JPMorgan Chase & Co. (JPM) 0.2 $3.0M 30k 101.20
Verastem Inc note 5.000%11/0 0.2 $2.9M 3.7M 0.79
Talos Energy (TALO) 0.1 $2.7M 103k 26.55
Lee Enterprises, Incorporated 0.1 $2.2M 666k 3.30
Noble Corp Plc equity 0.1 $2.2M 770k 2.87
Sunpower Corp dbcv 4.000% 1/1 0.1 $2.2M 2.7M 0.82
Aurora Cannabis Inc debt 5.500% 2/2 0.1 $1.9M 1.4M 1.38
Dht Holdings (DHT) 0.1 $1.7M 375k 4.46
Gopro (GPRO) 0.1 $1.7M 265k 6.50
Alcoa (AA) 0.1 $1.3M 45k 28.16
Whiting Petroleum Corp 0.1 $1.0M 40k 26.12
Cleveland-cliffs (CLF) 0.0 $749k 75k 9.99
Gds Hldgs Ltd debt 2.000% 6/0 0.0 $709k 738k 0.96
Iqiyi Inc bond 0.0 $744k 625k 1.19
Kinross Gold Corp (KGC) 0.0 $516k 150k 3.44
Vaneck Vectors Gold Miners mutual (GDX) 0.0 $560k 25k 22.40
Ssr Mng Inc debt 2.500% 4/0 0.0 $545k 550k 0.99
Nii Holdings 0.0 $317k 163k 1.95
Chesapeake Energy Corporation 0.0 $155k 50k 3.09
Iqiyi Inc bond 0.0 $260k 250k 1.04