Graham Capital Management

Graham Capital Management as of Dec. 31, 2019

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 76 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 32.9 $902M 6.3M 142.63
iShares Russell 2000 Index (IWM) 14.3 $392M 2.4M 165.44
Invesco Qqq Trust Series 1 (QQQ) 10.4 $287M 1.4M 212.21
Tesla Motors Inc bond 5.5 $150M 118M 1.27
Energy Select Sector SPDR (XLE) 2.9 $80M 1.3M 60.04
iShares MSCI Emerging Markets Indx (EEM) 2.9 $79M 1.8M 44.87
iShares MSCI Brazil Index (EWZ) 2.2 $62M 1.3M 47.45
Transocean Inc Deb 0.500 1/3 bond 1.3 $35M 35M 1.00
Ishares Inc msci india index (INDA) 1.2 $33M 950k 35.15
salesforce (CRM) 1.1 $29M 180k 162.64
Caterpillar (CAT) 1.0 $28M 186k 147.68
Dht 4.5 08/15/21 note 4.500% 8/1 0.9 $26M 18M 1.40
Amazon (AMZN) 0.8 $22M 12k 1847.83
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.8 $22M 190k 114.56
Zillow Group Inc note 2.000%12/0 0.8 $21M 19M 1.12
California Res Corp 0.8 $21M 2.3M 9.03
Pretium Res Inc debt 2.250% 3/1 0.7 $20M 19M 1.05
Golar Lng Ltd convertible security 0.7 $19M 21M 0.90
Visa (V) 0.7 $19M 100k 187.90
Kaman Corp convertible security 0.7 $19M 15M 1.20
Nio Inc spon ads (NIO) 0.7 $18M 4.6M 4.02
Gds Hldgs Ltd note 0.7 $18M 15M 1.21
Iqiyi Inc convertible security 0.7 $18M 16M 1.11
Boeing Company (BA) 0.6 $16M 50k 325.76
Intercept Pharmas conv 0.6 $16M 16M 1.01
Barclays Bk Plc cmn 0.6 $16M 1.0M 15.76
Gopro Inc note 3.500% 4/1 0.6 $16M 16M 0.98
Cisco Systems (CSCO) 0.6 $15M 315k 47.96
Industrial SPDR (XLI) 0.6 $15M 185k 81.46
Aphria Inc foreign 0.6 $15M 2.9M 5.22
Ship Finance deb 0.6 $15M 13M 1.13
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.5 $14M 15M 0.99
Omeros Corp note 6.250%11/1 0.5 $14M 15M 0.97
Medicines Company 0.5 $14M 165k 84.94
Intrexon Corp note 3.500% 7/0 0.5 $13M 22M 0.61
3M Company (MMM) 0.5 $13M 75k 176.41
Scorpio Tankers Inc note 3.000% 5/1 0.5 $13M 11M 1.23
Redwood Trust Inc convertible security 0.5 $13M 13M 1.03
Microsoft Corporation (MSFT) 0.5 $13M 80k 157.70
Opko Health Inc convertible security 0.4 $12M 16M 0.78
Uber Technologies (UBER) 0.4 $11M 375k 29.74
Home Depot (HD) 0.4 $11M 50k 218.38
Silver Standard Resources Inc note 2.875 2/0 0.4 $11M 11M 1.02
Iqiyi (IQ) 0.4 $11M 507k 21.11
Broadcom (AVGO) 0.4 $10M 33k 316.00
Glre 4 08/01/23 note 4.000% 8/0 0.3 $8.9M 9.3M 0.96
iShares FTSE/Xinhua China 25 Index (FXI) 0.3 $8.7M 200k 43.63
Chesapeake Energy Corp convertible security 0.3 $7.5M 15M 0.50
NVIDIA Corporation (NVDA) 0.3 $7.1M 30k 235.30
General Electric Company 0.2 $6.7M 600k 11.16
Gopro (GPRO) 0.2 $6.5M 1.5M 4.34
Alibaba Group Holding (BABA) 0.2 $6.4M 30k 212.10
Sunpower Corp dbcv 4.000% 1/1 0.2 $6.2M 7.5M 0.83
Cme (CME) 0.2 $6.0M 30k 200.70
Canopy Gro 0.2 $6.0M 286k 21.09
Tilray Inc convertible security 0.2 $5.6M 11M 0.53
Nike (NKE) 0.2 $5.6M 55k 101.31
Constellation Brands (STZ) 0.2 $4.9M 26k 189.73
iShares MSCI Hong Kong Index Fund (EWH) 0.2 $4.9M 200k 24.33
Novavax Inc note 3.750% 2/0 0.2 $4.7M 12M 0.40
Accelerate Diagnostics Inc bond 0.1 $4.1M 5.0M 0.82
4068594 Enphase Energy (ENPH) 0.1 $3.3M 126k 26.13
Ship Finance International L Note 5.75010/1 0.1 $3.2M 3.0M 1.06
Contura Energy 0.1 $2.9M 320k 9.05
Verastem Inc note 5.000%11/0 0.1 $2.7M 3.0M 0.88
Noble Corp Plc equity 0.1 $2.6M 2.1M 1.22
Whiting Pete Corp New Note 1.250% 4/0 bond 0.1 $2.3M 2.3M 0.98
Nio Inc bond 0.1 $2.3M 4.4M 0.52
Whiting Petroleum Corp 0.1 $1.6M 219k 7.34
Scorpio Tankers (STNG) 0.1 $1.6M 40k 39.32
Novavax (NVAX) 0.0 $995k 250k 3.98
Aurora Cannabis Inc snc 0.0 $847k 392k 2.16
Aurora Cannabis Inc debt 5.500% 2/2 0.0 $945k 1.5M 0.63
Eagle Bulk Shipping Inc debt 5.000% 8/0 0.0 $691k 628k 1.10
Nii Holdings 0.0 $418k 193k 2.17
Mallinckrodt Pub 0.0 $349k 100k 3.49