Graham Capital Management as of March 31, 2017
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 93 positions in its portfolio as reported in the March 2017 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
SPDR Gold Trust (GLD) | 49.0 | $1.2B | 11M | 118.72 | |
iShares Russell 2000 Index (IWM) | 8.9 | $226M | 1.6M | 137.48 | |
Ak Steel Corp. conv | 3.6 | $93M | 59M | 1.58 | |
Starwood Property Trust note | 3.2 | $80M | 74M | 1.09 | |
Advanced Micro Devices Inc Note 2.125% 9/0 bond | 2.8 | $70M | 36M | 1.97 | |
Tesla Inc convertible security | 2.5 | $63M | 61M | 1.04 | |
Tesla Motors Inc bond | 2.4 | $61M | 61M | 1.00 | |
Weatherford Intl Ltd Note 5.875% 7/0 bond | 1.8 | $46M | 36M | 1.29 | |
Silver Standard Resources Inc note 2.875 2/0 | 1.7 | $43M | 44M | 0.98 | |
Financial Select Sector SPDR (XLF) | 1.5 | $39M | 1.6M | 23.73 | |
Ship Finance International sr cv nt | 1.4 | $36M | 34M | 1.08 | |
Rwt 4 5/8 04/15/18 | 1.3 | $34M | 34M | 1.01 | |
Tesla Motors (TSLA) | 1.3 | $33M | 120k | 278.30 | |
Spdr S&p 500 Etf (SPY) | 1.2 | $30M | 127k | 235.74 | |
iShares MSCI Germany Index Fund (EWG) | 1.1 | $29M | 1.0M | 28.75 | |
Energy Select Sector SPDR (XLE) | 0.9 | $22M | 313k | 69.90 | |
Two Hbrs Invt Corp note 6.250% 1/1 | 0.8 | $20M | 20M | 1.02 | |
Ctrip.com Inter Ltd. conv | 0.8 | $20M | 15M | 1.31 | |
Industrial SPDR (XLI) | 0.8 | $19M | 299k | 65.06 | |
Ctrip Com Intl Ltd Note 1.000% 7/0 bond | 0.7 | $17M | 15M | 1.11 | |
WisdomTree India Earnings Fund (EPI) | 0.6 | $16M | 663k | 24.13 | |
Ishares Inc msci india index (INDA) | 0.6 | $16M | 505k | 31.48 | |
Vipshop Holdings Ltd - Ads bond | 0.6 | $15M | 15M | 1.01 | |
Solarcity Corp note 2.750%11/0 | 0.6 | $15M | 15M | 0.97 | |
SPDR S&P Oil & Gas Explore & Prod. | 0.5 | $14M | 370k | 37.44 | |
Ishares Msci Japan (EWJ) | 0.5 | $13M | 250k | 51.50 | |
Blackstone Mtg Tr Inc Note cb | 0.5 | $12M | 11M | 1.15 | |
Redwood Trust, Inc note 5.625 11/1 | 0.5 | $12M | 12M | 1.03 | |
iShares MSCI Emerging Markets Indx (EEM) | 0.5 | $11M | 290k | 39.39 | |
Sunpower Corp dbcv 4.000% 1/1 | 0.4 | $10M | 13M | 0.78 | |
Consumer Staples Select Sect. SPDR (XLP) | 0.4 | $9.6M | 177k | 54.58 | |
Aegean Marine Petroleum Network note 4.000 11/0 | 0.3 | $8.3M | 7.5M | 1.11 | |
Materials SPDR (XLB) | 0.2 | $5.4M | 103k | 52.41 | |
Seadrill | 0.2 | $5.4M | 3.3M | 1.65 | |
Sunpower Corp dbcv 0.750% 6/0 | 0.2 | $5.1M | 5.5M | 0.93 | |
SPDR S&P Metals and Mining (XME) | 0.2 | $4.6M | 150k | 30.42 | |
Time Warner | 0.2 | $4.1M | 42k | 97.72 | |
MasterCard Incorporated (MA) | 0.2 | $4.0M | 36k | 112.47 | |
Caterpillar (CAT) | 0.2 | $4.1M | 44k | 92.75 | |
Coca-Cola Company (KO) | 0.2 | $4.1M | 96k | 42.44 | |
Exxon Mobil Corporation (XOM) | 0.2 | $4.1M | 49k | 82.00 | |
Monsanto Company | 0.2 | $4.0M | 36k | 113.20 | |
Johnson & Johnson (JNJ) | 0.2 | $4.0M | 32k | 124.56 | |
Health Care SPDR (XLV) | 0.2 | $4.2M | 56k | 74.37 | |
Union Pacific Corporation (UNP) | 0.2 | $4.1M | 39k | 105.92 | |
Morgan Stanley (MS) | 0.2 | $4.1M | 95k | 42.84 | |
Anadarko Petroleum Corporation | 0.2 | $4.0M | 65k | 62.01 | |
Occidental Petroleum Corporation (OXY) | 0.2 | $4.1M | 65k | 63.36 | |
Texas Instruments Incorporated (TXN) | 0.2 | $4.1M | 51k | 80.57 | |
Starbucks Corporation (SBUX) | 0.2 | $4.1M | 71k | 58.39 | |
Visa (V) | 0.2 | $4.0M | 45k | 88.87 | |
MetLife (MET) | 0.2 | $4.1M | 78k | 52.83 | |
Technology SPDR (XLK) | 0.2 | $4.1M | 77k | 53.31 | |
Abbvie (ABBV) | 0.2 | $4.0M | 62k | 65.16 | |
Twenty-first Century Fox | 0.2 | $4.2M | 129k | 32.39 | |
UnitedHealth (UNH) | 0.1 | $3.9M | 24k | 164.00 | |
Cme (CME) | 0.1 | $3.6M | 30k | 118.80 | |
Utilities SPDR (XLU) | 0.1 | $3.4M | 65k | 51.32 | |
Visteon Corporation (VC) | 0.1 | $3.0M | 31k | 97.94 | |
Brink's Company (BCO) | 0.1 | $2.8M | 53k | 53.46 | |
Marvell Technology Group | 0.1 | $2.6M | 168k | 15.26 | |
Dana Holding Corporation (DAN) | 0.1 | $2.6M | 134k | 19.31 | |
Pinnacle Foods Inc De | 0.1 | $2.6M | 44k | 57.88 | |
Tableau Software Inc Cl A | 0.1 | $2.5M | 51k | 49.55 | |
Cdk Global Inc equities | 0.1 | $2.5M | 39k | 65.00 | |
Analogic Corporation | 0.1 | $2.2M | 29k | 75.90 | |
Vaneck Vectors Gold Miners mutual (GDX) | 0.1 | $2.3M | 100k | 22.81 | |
CNA Financial Corporation (CNA) | 0.1 | $2.1M | 48k | 44.17 | |
Guess? (GES) | 0.1 | $2.0M | 180k | 11.15 | |
Flowserve Corporation (FLS) | 0.1 | $2.1M | 43k | 48.42 | |
F5 Networks (FFIV) | 0.1 | $2.0M | 14k | 142.59 | |
Triumph (TGI) | 0.1 | $2.1M | 82k | 25.75 | |
Univar | 0.1 | $2.0M | 66k | 30.65 | |
Actuant Corporation | 0.1 | $1.8M | 67k | 26.35 | |
Ralph Lauren Corp (RL) | 0.1 | $1.8M | 22k | 81.64 | |
Sunpower (SPWR) | 0.1 | $1.9M | 305k | 6.10 | |
Winnebago Industries (WGO) | 0.1 | $1.7M | 57k | 29.26 | |
Halliburton Company (HAL) | 0.1 | $1.5M | 30k | 49.22 | |
Sunpower Corp conv | 0.1 | $1.5M | 2.0M | 0.76 | |
Supervalu | 0.1 | $1.2M | 311k | 3.86 | |
Patterson-UTI Energy (PTEN) | 0.1 | $1.2M | 48k | 24.27 | |
SPDR KBW Regional Banking (KRE) | 0.1 | $1.3M | 24k | 54.62 | |
Terraform Power | 0.1 | $1.3M | 105k | 12.37 | |
SPDR S&P Homebuilders (XHB) | 0.0 | $931k | 25k | 37.24 | |
Francescas Hldgs Corp | 0.0 | $1.1M | 71k | 15.35 | |
Silver Spring Networks | 0.0 | $1.1M | 96k | 11.29 | |
Revlon | 0.0 | $680k | 24k | 27.84 | |
Lee Enterprises, Incorporated | 0.0 | $393k | 151k | 2.60 | |
Us Silica Hldgs (SLCA) | 0.0 | $384k | 8.0k | 48.00 | |
Rowan Companies | 0.0 | $206k | 13k | 15.61 | |
North Atlantic Drilling | 0.0 | $229k | 136k | 1.69 | |
Keane | 0.0 | $229k | 16k | 14.31 | |
Precision Drilling Corporation | 0.0 | $94k | 20k | 4.70 |