Graham Capital Management

Graham Capital Management as of Dec. 31, 2015

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 49 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vipshop Holdings Ltd - Ads bond 7.3 $40M 38M 1.06
Starwood Property Trust note 6.7 $37M 36M 1.02
Starwood Waypoint Residentl note 4.500%10/1 6.0 $33M 33M 1.00
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 5.9 $32M 2.1M 15.27
Yy Inc note 2.25% 5.5 $30M 31M 0.97
JinkoSolar Holding (JKS) 5.0 $28M 996k 27.67
Qihoo 360 Technology Co Ltd note 2.500% 9/1 4.5 $25M 25M 0.99
Trina Solar Limited dbcv 3.500% 6/1 4.3 $24M 24M 0.99
Ctrip.com Inter Ltd. conv 3.6 $20M 15M 1.32
iShares MSCI South Korea Index Fund (EWY) 3.6 $20M 398k 49.67
iShares Russell 2000 Index (IWM) 3.6 $20M 175k 112.51
Soufun Holdings Limited conv bd us 3.4 $19M 20M 0.96
Trulia Inc. 2.750% December 15, 2020 ccb 3.4 $19M 15M 1.24
Solarcity Corp note 2.750%11/0 3.3 $18M 19M 0.97
1,000% Sina 01.12.2018 note 3.3 $18M 19M 0.97
Exelixis Inc cnv 2.8 $16M 13M 1.17
iShares MSCI Emerging Markets Indx (EEM) 2.4 $13M 400k 32.19
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 2.0 $11M 10M 1.08
Cobalt Intl Energy Inc note 1.9 $10M 18M 0.57
Interdigital Inc 2.5% conv 1.8 $10M 10M 1.01
Ipath S&p 500 Vix S/t Fu Etn 1.8 $10M 500k 20.14
Suntrust Banks Inc $1.00 Par Cmn 1.8 $9.9M 230k 42.84
Ak Steel Corp. conv 1.5 $8.3M 15M 0.55
JPMorgan Chase & Co. (JPM) 1.4 $7.9M 120k 66.03
Netqin Mobile 1.4 $7.8M 2.1M 3.64
Ship Finance International sr cv nt 1.4 $7.7M 7.1M 1.08
Canadian Solar Inc note 4.250% 2/1 1.4 $7.5M 8.0M 0.94
Gulfport Energy Corporation 1.1 $6.0M 245k 24.57
Kcg Holdings Inc Cl A 1.0 $5.6M 453k 12.31
Nq Mobile Inc. conv 0.8 $4.6M 5.4M 0.85
Solarcity 0.8 $4.3M 84k 51.02
Solarcity Corp note 1.625%11/0 0.6 $3.2M 4.0M 0.81
Cme (CME) 0.5 $2.7M 30k 90.60
McDermott International 0.5 $2.8M 826k 3.35
Cobalt Intl Energy 0.5 $2.6M 489k 5.40
Zillow Group Inc Cl A (ZG) 0.5 $2.5M 95k 26.04
Clean Energy Fuels (CLNE) 0.4 $2.1M 572k 3.60
Sunedison Inc note 2.750% 1/0 0.4 $2.0M 4.0M 0.50
Sunedison Inc note 2.000%10/0 0.3 $1.7M 3.0M 0.55
Chesapeake Energy Corporation 0.3 $1.5M 328k 4.50
Horsehead Holding 0.2 $1.4M 672k 2.05
Seadrill 0.2 $1.3M 397k 3.39
Linn Energy 0.2 $1.2M 914k 1.29
Transocean (RIG) 0.2 $1.1M 88k 12.38
AK Steel Holding Corporation 0.2 $857k 382k 2.24
A.M. Castle & Co. 0.1 $721k 451k 1.60
CONSOL Energy 0.1 $553k 70k 7.90
Sunedison 0.1 $509k 100k 5.09
Penn Virginia Corporation 0.0 $165k 550k 0.30