While the course is still avialable to you, you are able to create a PDF of your grades.  However, after the course closes, this will no longer be possible.  Generally, the course closes about 2-4 weeks after the end of the course. Starting from the home page of your course, click on Grades from the options on the left side of the home page

Click on the Print Grades button

In the Destination dropdown located in the top right section of the dialog box, choose the option Save as PDF.  Follow the prompts to save the PDF to the location of your choosing.