Graham Capital Management as of March 31, 2016
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 103 positions in its portfolio as reported in the March 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Energy Select Sector SPDR (XLE) | 7.4 | $69M | 1.1M | 61.92 | |
| Financial Select Sector SPDR (XLF) | 6.8 | $63M | 2.8M | 22.51 | |
| JinkoSolar Holding (JKS) | 4.2 | $40M | 1.9M | 20.91 | |
| Starwood Property Trust note | 3.9 | $36M | 36M | 1.01 | |
| Starwood Waypoint Residentl note 4.500%10/1 | 3.8 | $35M | 34M | 1.03 | |
| Vipshop Holdings Ltd - Ads bond | 3.3 | $31M | 30M | 1.01 | |
| REPCOM cla | 3.2 | $30M | 493k | 61.59 | |
| Yy Inc note 2.25% | 3.2 | $30M | 31M | 0.97 | |
| iShares MSCI South Korea Index Fund (EWY) | 2.9 | $27M | 503k | 52.82 | |
| ConocoPhillips (COP) | 2.7 | $25M | 625k | 40.27 | |
| Tesla Motors Inc bond | 2.7 | $25M | 28M | 0.91 | |
| Qihoo 360 Technology Co Ltd note 2.500% 9/1 | 2.6 | $25M | 25M | 0.99 | |
| Trina Solar Limited dbcv 3.500% 6/1 | 2.4 | $22M | 24M | 0.93 | |
| Royal Dutch Shell | 2.3 | $21M | 440k | 48.45 | |
| Soufun Holdings Limited conv bd us | 2.0 | $19M | 20M | 0.98 | |
| Parsley Energy Inc-class A | 1.8 | $17M | 754k | 22.60 | |
| Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 | 1.8 | $17M | 17M | 1.03 | |
| Noble Energy | 1.6 | $15M | 472k | 31.41 | |
| Tesla Motors (TSLA) | 1.6 | $15M | 64k | 229.76 | |
| Exelixis Inc cnv | 1.4 | $13M | 13M | 0.99 | |
| Netqin Mobile | 1.3 | $13M | 2.7M | 4.58 | |
| Hess (HES) | 1.3 | $12M | 235k | 52.65 | |
| FMC Technologies | 1.3 | $12M | 443k | 27.36 | |
| Solarcity Corp note 2.750%11/0 | 1.3 | $12M | 18M | 0.69 | |
| SPDR Gold Trust (GLD) | 1.3 | $12M | 100k | 117.60 | |
| Trulia Inc. 2.750% December 15, 2020 ccb | 1.3 | $12M | 10M | 1.18 | |
| QEP Resources | 1.2 | $11M | 800k | 14.11 | |
| Ak Steel Corp. conv | 1.2 | $11M | 12M | 0.91 | |
| Occidental Petroleum Corporation (OXY) | 1.1 | $10M | 151k | 68.43 | |
| Starwood Ppty Tr Inc 3.750 oct 15 17 c | 1.1 | $9.9M | 10M | 0.99 | |
| Apache Corporation | 1.1 | $9.8M | 200k | 48.81 | |
| Diamond Offshore Drilling | 1.0 | $9.5M | 439k | 21.73 | |
| Iconix Brand | 1.0 | $9.3M | 1.2M | 8.05 | |
| Energen Corporation | 1.0 | $9.3M | 254k | 36.59 | |
| Cobalt Intl Energy Inc note | 1.0 | $9.2M | 18M | 0.51 | |
| Cimarex Energy | 0.9 | $8.9M | 92k | 97.27 | |
| Nortel Networks 2.125% 4/15/14 conv | 0.9 | $8.5M | 10M | 0.85 | |
| Gulfport Energy Corporation | 0.9 | $8.4M | 298k | 28.34 | |
| Rice Energy | 0.9 | $8.1M | 583k | 13.96 | |
| Anadarko Petroleum Corporation | 0.8 | $7.7M | 165k | 46.57 | |
| Rwt 4 5/8 04/15/18 | 0.8 | $7.6M | 8.1M | 0.94 | |
| Rsp Permian | 0.8 | $7.3M | 252k | 29.04 | |
| Ship Finance International sr cv nt | 0.7 | $6.9M | 7.1M | 0.97 | |
| Iconix Brand Group, Inc. conv | 0.7 | $6.9M | 10M | 0.69 | |
| Canadian Solar Inc note 4.250% 2/1 | 0.7 | $6.7M | 8.0M | 0.84 | |
| Canadian Natural Resources (CNQ) | 0.7 | $6.5M | 242k | 27.00 | |
| SM Energy (SM) | 0.7 | $6.2M | 333k | 18.74 | |
| Mrc Global Inc cmn (MRC) | 0.6 | $5.7M | 430k | 13.14 | |
| Kcg Holdings Inc Cl A | 0.6 | $5.4M | 453k | 11.95 | |
| Halliburton Company (HAL) | 0.6 | $5.4M | 150k | 35.72 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.6 | $5.3M | 98k | 53.70 | |
| SPDR S&P Metals and Mining (XME) | 0.6 | $5.1M | 250k | 20.49 | |
| EQT Corporation (EQT) | 0.5 | $5.0M | 75k | 67.26 | |
| Seadrill | 0.5 | $5.0M | 1.5M | 3.30 | |
| Market Vectors Gold Miners ETF | 0.5 | $4.9M | 244k | 19.98 | |
| Nq Mobile Inc. conv | 0.5 | $4.5M | 5.4M | 0.84 | |
| Us Silica Hldgs (SLCA) | 0.5 | $4.2M | 185k | 22.72 | |
| Whiting Petroleum Corporation | 0.4 | $4.1M | 512k | 7.98 | |
| AK Steel Holding Corporation | 0.4 | $3.5M | 853k | 4.13 | |
| Superior Energy Services | 0.3 | $3.3M | 246k | 13.39 | |
| Suncor Energy (SU) | 0.3 | $3.3M | 117k | 27.81 | |
| Forum Energy Technolo | 0.3 | $3.3M | 250k | 13.20 | |
| Newfield Exploration | 0.3 | $3.2M | 96k | 33.25 | |
| Lloyds TSB (LYG) | 0.3 | $3.2M | 800k | 3.95 | |
| Cme (CME) | 0.3 | $2.9M | 30k | 96.07 | |
| Zillow Group Inc Cl A (ZG) | 0.3 | $2.7M | 105k | 25.55 | |
| Cobalt Intl Energy | 0.3 | $2.4M | 824k | 2.97 | |
| Aegean Marine Petroleum Network note 4.000 11/0 | 0.3 | $2.4M | 3.0M | 0.81 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 0.2 | $2.3M | 180k | 12.88 | |
| Solarcity | 0.2 | $2.1M | 84k | 24.57 | |
| Redwood Trust, Inc note 5.625 11/1 | 0.2 | $1.8M | 2.0M | 0.92 | |
| Nabors Industries | 0.2 | $1.6M | 171k | 9.20 | |
| Sunedison | 0.1 | $1.3M | 2.4M | 0.54 | |
| Sunedison Inc convertible security | 0.1 | $1.2M | 30M | 0.04 | |
| Transocean (RIG) | 0.1 | $1.1M | 118k | 9.14 | |
| Winnebago Industries (WGO) | 0.1 | $566k | 25k | 22.46 | |
| Bob Evans Farms | 0.1 | $552k | 12k | 46.68 | |
| Seaworld Entertainment (PRKS) | 0.1 | $516k | 25k | 21.06 | |
| Baxter International (BAX) | 0.1 | $431k | 11k | 41.05 | |
| Krispy Kreme Doughnuts | 0.1 | $480k | 31k | 15.58 | |
| Digi International (DGII) | 0.1 | $440k | 47k | 9.42 | |
| Guess? (GES) | 0.1 | $465k | 25k | 18.75 | |
| NuVasive | 0.1 | $487k | 10k | 48.70 | |
| CryoLife (AORT) | 0.1 | $430k | 40k | 10.75 | |
| Triumph (TGI) | 0.1 | $444k | 14k | 31.46 | |
| Visteon Corporation (VC) | 0.1 | $446k | 5.6k | 79.64 | |
| Leidos Holdings (LDOS) | 0.1 | $508k | 10k | 50.30 | |
| Vitamin Shoppe | 0.0 | $409k | 13k | 30.98 | |
| Ralph Lauren Corp (RL) | 0.0 | $337k | 3.5k | 96.29 | |
| Coty Inc Cl A (COTY) | 0.0 | $381k | 14k | 27.81 | |
| Waters Corporation (WAT) | 0.0 | $317k | 2.4k | 132.08 | |
| CNA Financial Corporation (CNA) | 0.0 | $309k | 9.6k | 32.19 | |
| Actuant Corporation | 0.0 | $235k | 9.5k | 24.74 | |
| Stoneridge (SRI) | 0.0 | $313k | 22k | 14.56 | |
| Dana Holding Corporation (DAN) | 0.0 | $316k | 22k | 14.11 | |
| Spirit Airlines (SAVE) | 0.0 | $312k | 6.5k | 48.00 | |
| Silver Spring Networks | 0.0 | $271k | 18k | 14.75 | |
| Supervalu | 0.0 | $230k | 40k | 5.76 | |
| Invacare Corporation | 0.0 | $202k | 15k | 13.16 | |
| Cdk Global Inc equities | 0.0 | $233k | 5.0k | 46.60 | |
| Linn Energy | 0.0 | $139k | 386k | 0.36 | |
| A.M. Castle & Co. | 0.0 | $116k | 43k | 2.69 | |
| Sunedison Inc note 2.000%10/0 | 0.0 | $100k | 2.5M | 0.04 |
