Graham Capital Management

Graham Capital Management as of Sept. 30, 2019

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 92 positions in its portfolio as reported in the September 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 30.5 $934M 6.7M 138.87
iShares Russell 2000 Index (IWM) 10.6 $324M 2.1M 151.34
Spdr S&p 500 Etf (SPY) 7.8 $239M 807k 296.76
Advanced Micro Devices Inc Note 2.125% 9/0 bond 4.8 $148M 40M 3.74
Medicines Company conv 4.2 $128M 84M 1.52
Tesla Motors Inc bond 3.4 $105M 107M 0.98
Consumer Staples Select Sect. SPDR (XLP) 3.2 $98M 1.6M 61.42
Tesla Inc note 2.000% 5/1 3.0 $91M 89M 1.02
Financial Select Sector SPDR (XLF) 2.8 $85M 3.0M 28.00
Ak Steel Corp. conv 2.2 $67M 67M 1.00
Energy Select Sector SPDR (XLE) 1.7 $53M 888k 59.20
iShares MSCI Brazil Index (EWZ) 1.4 $42M 1.0M 42.13
Restoration Hardware Hldgs I dbcv 7/1 1.4 $42M 29M 1.48
Chesapeake Energy Corp convertible security 0.9 $27M 46M 0.60
salesforce (CRM) 0.9 $27M 180k 148.44
Microsoft Corporation (MSFT) 0.8 $26M 185k 139.03
Caterpillar (CAT) 0.8 $24M 186k 126.31
Golar Lng Ltd convertible security 0.8 $24M 27M 0.87
Dht 4.5 08/15/21 note 4.500% 8/1 0.7 $22M 19M 1.14
Gopro Inc note 3.500% 4/1 0.7 $21M 21M 1.01
Gds Hldgs Ltd note 0.7 $21M 20M 1.04
Silver Standard Resources Inc note 2.875 2/0 0.7 $20M 20M 1.01
Zillow Group Inc note 2.000%12/0 0.6 $19M 19M 1.00
Pretium Res Inc debt 2.250% 3/1 0.6 $18M 17M 1.05
Kaman Corp convertible security 0.6 $18M 15M 1.14
Iqiyi (IQ) 0.6 $17M 1.0M 16.13
Redwood Trust, Inc note 5.625 11/1 0.5 $15M 15M 1.01
Teva Pharm Finance Llc Cvt cv bnd 0.5 $15M 17M 0.91
Intrexon Corp note 3.500% 7/0 0.5 $15M 24M 0.63
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.5 $14M 15M 0.99
Ship Finance deb 0.5 $15M 13M 1.09
Intercept Pharmas conv 0.5 $14M 16M 0.86
Boeing Company (BA) 0.4 $13M 35k 380.46
Redwood Trust Inc convertible security 0.4 $13M 13M 1.02
Opko Health Inc convertible security 0.4 $13M 16M 0.82
iShares MSCI Emerging Markets Indx (EEM) 0.4 $12M 300k 40.87
California Res Corp 0.4 $12M 1.2M 10.20
Scorpio Tankers Inc note 3.000% 5/1 0.4 $11M 11M 1.06
JPMorgan Chase & Co. (JPM) 0.3 $11M 90k 117.69
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.3 $11M 96k 113.35
Uber Technologies (UBER) 0.3 $10M 342k 30.47
Aphria Inc foreign 0.3 $10M 1.9M 5.19
Glre 4 08/01/23 note 4.000% 8/0 0.3 $9.4M 10M 0.94
iShares MSCI Hong Kong Index Fund (EWH) 0.3 $9.1M 400k 22.70
Broadcom (AVGO) 0.3 $9.1M 33k 276.06
Cisco Systems (CSCO) 0.3 $8.6M 175k 49.41
Visa (V) 0.3 $8.6M 50k 172.00
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.3 $8.5M 200k 42.72
Transocean Inc Deb 0.500 1/3 bond 0.3 $8.7M 11M 0.83
Nio Inc spon ads (NIO) 0.3 $8.1M 5.2M 1.56
Alibaba Group Holding (BABA) 0.2 $7.5M 45k 167.22
Contura Energy 0.2 $7.4M 266k 27.96
Home Depot (HD) 0.2 $7.0M 30k 232.00
Gopro (GPRO) 0.2 $7.2M 1.4M 5.18
Baozun (BZUN) 0.2 $6.9M 163k 42.70
Merck & Co (MRK) 0.2 $6.7M 80k 84.18
Sunpower Corp dbcv 4.000% 1/1 0.2 $6.8M 7.5M 0.91
Cme (CME) 0.2 $6.3M 30k 211.33
Verizon Communications (VZ) 0.2 $6.0M 100k 60.36
Mfa Financial note 6.250 6/1 0.2 $6.2M 6.0M 1.03
General Electric Company 0.2 $5.4M 600k 8.94
Constellation Brands (STZ) 0.2 $5.4M 26k 207.27
Canopy Gro 0.2 $5.3M 232k 22.93
Novavax Inc note 3.750% 2/0 0.2 $5.1M 12M 0.43
Qudian (QD) 0.2 $5.2M 750k 6.89
Two Hbrs Invt Corp note 6.250% 1/1 0.2 $5.0M 4.9M 1.03
Exxon Mobil Corporation (XOM) 0.1 $4.2M 60k 70.60
Nike (NKE) 0.1 $4.2M 45k 93.91
Accelerate Diagnostics Inc bond 0.1 $4.2M 5.0M 0.83
4068594 Enphase Energy (ENPH) 0.1 $3.7M 166k 22.23
3M Company (MMM) 0.1 $3.3M 20k 164.40
SPDR S&P Metals and Mining (XME) 0.1 $3.4M 135k 25.44
Realogy Hldgs (HOUS) 0.1 $3.0M 450k 6.68
Whiting Petroleum Corp 0.1 $3.0M 370k 8.03
Golar Lng (GLNG) 0.1 $2.7M 210k 12.99
Whiting Pete Corp New Note 1.250% 4/0 bond 0.1 $2.3M 2.3M 0.98
Aurora Cannabis Inc snc 0.1 $2.2M 502k 4.39
Talos Energy (TALO) 0.1 $2.1M 105k 20.32
Verastem Inc note 5.000%11/0 0.1 $1.7M 3.7M 0.47
Citigroup (C) 0.1 $1.4M 20k 69.05
Noble Corp Plc equity 0.0 $1.4M 1.1M 1.27
Natural Resource Partners miscellaneous-ltd partnerships (NRP) 0.0 $1.1M 45k 25.35
Best 0.0 $1.2M 227k 5.28
Tilray (TLRY) 0.0 $1.2M 50k 24.73
Nio Inc bond 0.0 $1.2M 4.4M 0.27
Aurora Cannabis Inc debt 5.500% 2/2 0.0 $1.3M 1.5M 0.89
Novavax (NVAX) 0.0 $1.3M 250k 5.02
Mcdermott International Inc mcdermott intl 0.0 $981k 486k 2.02
Rh (RH) 0.0 $487k 2.9k 170.52
Iqiyi Inc bond 0.0 $619k 625k 0.99
Eagle Bulk Shipping Inc debt 5.000% 8/0 0.0 $672k 628k 1.07
Nii Holdings 0.0 $378k 193k 1.96