Graham Capital Management

Graham Capital Management as of June 30, 2019

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 86 positions in its portfolio as reported in the June 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Gold Trust Gold Shs Call Option (GLD) 44.9 $1.5B 11M 133.20
Ishares Tr Russell 2000 Etf Put Option (IWM) 10.2 $331M 2.1M 155.50
Spdr S&p 500 Etf Tr Tr Unit (SPY) 5.6 $180M 1.2M 154.00
Advanced Micro Devices Note (Principal) 4.7 $153M 40M 3.87
Tesla Note (Principal) 3.1 $102M 107M 0.95
Tesla Note (Principal) 2.7 $87M 89M 0.98
Ak Stl Corp Note (Principal) 2.1 $68M 67M 1.00
Select Sector Spdr Tr Energy (XLE) 1.7 $57M 888k 63.71
Tesla Motors Put Option (TSLA) 1.4 $45M 200k 223.46
Microsoft Corporation (MSFT) 1.1 $36M 265k 133.96
Restoration Hardware Hldgs I DBCV 7/1 (Principal) 1.0 $33M 29M 1.15
Gopro Note (Principal) 1.0 $31M 32M 0.98
Medicines Note (Principal) 0.9 $30M 25M 1.21
salesforce (CRM) 0.8 $27M 180k 151.73
Barclays Bk Ipath B Shrt Trm Put Option 0.8 $26M 1.0M 26.00
Caterpillar (CAT) 0.8 $25M 186k 136.28
Golar Lng Note (Principal) 0.8 $25M 27M 0.93
Chesapeake Energy Corp Note (Principal) 0.8 $25M 31M 0.80
Silver Std Res Note (Principal) 0.6 $20M 20M 1.01
GDS HLDGS Note (Principal) 0.6 $20M 20M 0.99
Zillow Group Note (Principal) 0.6 $19M 17M 1.13
Kaman Corp Note (Principal) 0.6 $18M 15M 1.17
Intrexon Corp Note (Principal) 0.5 $17M 24M 0.71
Pretium Res Note (Principal) 0.5 $17M 17M 0.98
Ishares Msci Brazil Etf (EWZ) 0.5 $15M 350k 43.72
RWT HLDGS Note (Principal) 0.5 $15M 15M 1.01
Intercept Pharmaceuticals In Note (Principal) 0.4 $14M 16M 0.90
Colony Cap Note (Principal) 0.4 $14M 15M 0.97
Contura Energy 0.4 $14M 266k 51.90
Opko Health Note (Principal) 0.4 $14M 16M 0.87
Ship Fin Intl Note (Principal) 0.4 $14M 13M 1.02
Clovis Oncology Note (Principal) 0.4 $13M 15M 0.89
Redwood Tr Note (Principal) 0.4 $12M 13M 1.00
JPMorgan Chase & Co. (JPM) 0.3 $11M 100k 111.80
Scorpio Tankers Note (Principal) 0.3 $11M 11M 1.03
Intercept Pharmaceuticals In Note (Principal) 0.3 $11M 11M 0.99
Ishares Tr Msci India Etf (INDA) 0.3 $9.9M 280k 35.30
Wisdomtree Tr India Erngs Fd (EPI) 0.3 $9.9M 379k 26.06
Ishares Tr Msci Emg Mkt Etf (EEM) 0.3 $9.4M 220k 42.91
Medicines Company Put Option 0.3 $9.2M 253k 36.47
Boeing Company (BA) 0.3 $9.1M 25k 364.00
Aphria Inc foreign Put Option 0.3 $8.8M 1.3M 7.01
Iqiyi Sponsored Ads Put Option (IQ) 0.3 $8.6M 416k 20.65
Teva Pharmaceutical Fin DBCV 0.250% 2/0 (Principal) 0.3 $8.3M 9.0M 0.92
Baozun Sponsored Adr Put Option (BZUN) 0.3 $8.1M 163k 49.86
Encore Cap Europe Fin Note (Principal) 0.2 $8.0M 7.9M 1.02
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.2 $7.3M 125k 58.06
Dht Holdings Debt 4.500%10/0 (Principal) 0.2 $7.1M 6.8M 1.05
Merck & Co (MRK) 0.2 $6.7M 80k 83.85
4068594 Enphase Energy (ENPH) 0.2 $6.5M 358k 18.23
Mfa Finl Note (Principal) 0.2 $6.1M 6.0M 1.01
Cme (CME) 0.2 $5.8M 30k 194.10
Broadcom (AVGO) 0.2 $5.8M 20k 287.85
Qudian Adr Put Option (QD) 0.2 $5.6M 750k 7.50
Sunpower Corp DBCV 0.875% 6/0 (Principal) 0.2 $5.4M 5.9M 0.91
Select Sector Spdr Tr Sbi Int-finl (XLF) 0.2 $5.4M 194k 27.60
Two Hbrs Invt Corp Note (Principal) 0.2 $4.9M 4.9M 1.01
Gopro Cl A (GPRO) 0.1 $4.8M 883k 5.46
Novavax Note (Principal) 0.1 $4.8M 12M 0.40
Nio Spon Ads Put Option (NIO) 0.1 $4.7M 1.8M 2.55
Exxon Mobil Corporation (XOM) 0.1 $4.6M 60k 76.62
Constellation Brands Cl A (STZ) 0.1 $4.5M 23k 196.91
Accelerate Diagnostics Note (Principal) 0.1 $4.5M 5.0M 0.89
Mcdermott International Inc mcdermott intl Put Option 0.1 $4.3M 446k 9.66
Radius Health Note (Principal) 0.1 $4.3M 4.8M 0.90
Alibaba Group Hldg Sponsored Ads (BABA) 0.1 $4.2M 25k 169.44
Golar Lng Ltd Bermuda SHS Put Option (GLNG) 0.1 $3.9M 210k 18.48
Realogy Hldgs Put Option (HOUS) 0.1 $3.3M 450k 7.24
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.1 $3.1M 40k 77.40
United States Steel Corporation (X) 0.1 $2.7M 175k 15.31
Talos Energy (TALO) 0.1 $2.5M 105k 24.05
Northrop Grumman Corporation (NOC) 0.1 $2.4M 7.4k 323.01
Alcoa (AA) 0.1 $2.3M 100k 23.41
Freeport-mcmoran CL B (FCX) 0.1 $2.3M 200k 11.61
Sunpower Corp DBCV 4.000% 1/1 (Principal) 0.1 $2.3M 2.7M 0.87
Nio Debt 4.500% 2/0 (Principal) 0.1 $2.2M 4.4M 0.49
Noble Corp Shs Usd Put Option 0.1 $2.0M 1.1M 1.87
Verastem Note (Principal) 0.1 $2.0M 3.7M 0.54
Hecla Mining Company Put Option (HL) 0.1 $1.8M 1.0M 1.80
Aurora Cannabis Debt 5.500% 2/2 (Principal) 0.1 $1.8M 1.5M 1.22
Coeur d'Alene Mines Corporation (CDE) 0.0 $1.1M 250k 4.34
Warrior Met Coal (HCC) 0.0 $1.0M 40k 26.10
Teck Resources CL B (TECK) 0.0 $691k 30k 23.03
Iqiyi Debt 3.750%12/0 (Principal) 0.0 $688k 625k 1.10
Lee Enterprises, Incorporated 0.0 $362k 162k 2.23
Nii Hldgs Com Par 0.0 $325k 193k 1.69