Graham Capital Management

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