Graham Capital Management

Graham Capital Management as of June 30, 2016

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 104 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 26.1 $506M 4.0M 126.52
iShares Russell 2000 Index (IWM) 17.8 $345M 3.0M 114.97
Energy Select Sector SPDR (XLE) 2.6 $50M 739k 68.24
Spdr S&p 500 Etf (SPY) 2.2 $42M 200k 209.53
Exelixis Inc cnv 2.1 $41M 28M 1.49
Weatherford Intl Ltd Note 5.875% 7/0 bond 2.1 $41M 38M 1.09
JinkoSolar Holding (JKS) 2.0 $39M 1.9M 20.38
Halliburton Company (HAL) 2.0 $39M 857k 45.29
Starwood Waypoint Residentl note 4.500%10/1 1.9 $38M 34M 1.11
Starwood Property Trust note 1.9 $37M 36M 1.04
iShares MSCI South Korea Index Fund (EWY) 1.9 $36M 695k 52.07
iShares MSCI Emerging Markets Indx (EEM) 1.8 $34M 1.0M 34.36
Vipshop Holdings Ltd - Ads bond 1.5 $30M 30M 0.99
Tesla Motors Inc bond 1.4 $28M 31M 0.89
Southwestern Energy Company (SWN) 1.4 $27M 2.1M 12.58
Canadian Natural Resources (CNQ) 1.4 $26M 853k 30.83
Parsley Energy Inc-class A 1.3 $26M 941k 27.06
Rwt 4 5/8 04/15/18 1.2 $23M 23M 0.99
Consumer Staples Select Sect. SPDR (XLP) 1.1 $22M 400k 55.15
Ship Finance International sr cv nt 1.0 $20M 19M 1.06
Total (TTE) 1.0 $19M 396k 48.10
Ak Steel Corp. conv 0.9 $18M 16M 1.15
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.9 $18M 18M 1.00
Continental Resources 0.9 $18M 395k 45.27
Devon Energy Corporation (DVN) 0.9 $18M 489k 36.25
Energen Corporation 0.9 $17M 358k 48.21
Trina Solar Limited dbcv 3.500% 6/1 0.9 $17M 20M 0.86
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.9 $17M 17M 1.01
Trulia Inc. 2.750% December 15, 2020 ccb 0.8 $16M 10M 1.57
Tesla Motors (TSLA) 0.8 $16M 74k 212.29
Us Silica Hldgs (SLCA) 0.8 $15M 446k 34.47
Vaneck Vectors Gold Miners mutual (GDX) 0.7 $14M 492k 27.70
Market Vectors Etf Tr Oil Svcs 0.7 $13M 446k 29.25
Ensco Plc Shs Class A 0.7 $13M 1.3M 9.71
Solarcity Corp note 2.750%11/0 0.7 $13M 17M 0.77
Rsp Permian 0.6 $12M 346k 34.89
Redwood Trust, Inc note 5.625 11/1 0.6 $11M 12M 0.98
Cimarex Energy 0.6 $11M 93k 119.32
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.5 $10M 204k 50.36
Weatherford Intl Plc ord 0.5 $10M 1.8M 5.55
Netqin Mobile 0.5 $10M 2.7M 3.70
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.5 $10M 10M 1.01
Nortel Networks 2.125% 4/15/14 conv 0.5 $8.7M 10M 0.87
Iconix Brand 0.4 $7.9M 1.2M 6.76
Trina Solar 0.4 $8.0M 1.0M 7.74
Superior Energy Services 0.4 $7.8M 422k 18.41
QEP Resources 0.4 $7.8M 441k 17.63
Cobalt Intl Energy Inc note 0.4 $7.7M 20M 0.38
Marathon Petroleum Corp (MPC) 0.4 $7.4M 196k 37.96
Gulfport Energy Corporation 0.4 $7.0M 222k 31.26
Callon Pete Co Del Com Stk 0.3 $6.0M 534k 11.23
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $6.0M 7.5M 0.80
Iconix Brand Group, Inc. conv 0.3 $5.7M 7.0M 0.82
Oil States International (OIS) 0.3 $5.7M 173k 32.88
Amazon (AMZN) 0.3 $5.4M 7.6k 715.63
Sprint 0.3 $5.3M 1.2M 4.53
Nq Mobile Inc. conv 0.2 $4.7M 5.4M 0.88
Chesapeake Energy Corp note 2.250%12/1 0.2 $4.5M 5.5M 0.81
Ship Finance Intl 0.2 $4.4M 300k 14.74
Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 0.2 $4.4M 102k 42.62
Tesoro Corporation 0.2 $4.2M 56k 74.92
Agnico (AEM) 0.2 $4.1M 76k 53.49
Ipath S&p 500 Vix S/t Fu Etn 0.2 $4.1M 300k 13.80
Marathon Oil Corporation (MRO) 0.2 $3.8M 250k 15.01
Western Digital (WDC) 0.2 $3.2M 68k 47.26
SPDR S&P Metals and Mining (XME) 0.2 $3.0M 125k 24.37
Colony Starwood Homes 0.2 $3.0M 100k 30.42
Cme (CME) 0.1 $2.9M 30k 97.40
Patterson-UTI Energy (PTEN) 0.1 $2.9M 135k 21.32
Lloyds Banking 0.1 $2.9M 3.0M 0.98
Gogo Inc conv 0.1 $2.7M 4.0M 0.68
Frontier Communications 0.1 $2.5M 500k 4.94
Gogo (GOGO) 0.1 $2.5M 292k 8.39
iShares Dow Jones US Home Const. (ITB) 0.1 $2.2M 80k 27.65
Solarcity 0.1 $2.0M 84k 23.93
Seadrill 0.1 $1.8M 546k 3.24
Transocean (RIG) 0.1 $1.4M 118k 11.89
Baxter International (BAX) 0.0 $728k 16k 45.22
Cobalt Intl Energy 0.0 $716k 534k 1.34
Mrc Global Inc cmn (MRC) 0.0 $758k 53k 14.21
Winnebago Industries (WGO) 0.0 $490k 21k 22.90
Waters Corporation (WAT) 0.0 $619k 4.4k 140.68
CNA Financial Corporation (CNA) 0.0 $597k 19k 31.42
Actuant Corporation 0.0 $497k 22k 22.59
CryoLife (AORT) 0.0 $496k 42k 11.81
Stoneridge (SRI) 0.0 $530k 36k 14.93
Triumph (TGI) 0.0 $522k 15k 35.48
Vitamin Shoppe 0.0 $492k 16k 30.56
Ralph Lauren Corp (RL) 0.0 $645k 7.2k 89.58
Pinnacle Foods Inc De 0.0 $495k 11k 46.26
Supervalu 0.0 $388k 82k 4.71
Digi International (DGII) 0.0 $447k 42k 10.72
Guess? (GES) 0.0 $409k 27k 15.04
Oceaneering International (OII) 0.0 $448k 15k 29.87
Bob Evans Farms 0.0 $479k 13k 37.94
Dana Holding Corporation (DAN) 0.0 $374k 35k 10.56
Visteon Corporation (VC) 0.0 $369k 5.6k 65.89
Spirit Airlines (SAVE) 0.0 $422k 9.4k 44.89
Silver Spring Networks 0.0 $393k 32k 12.14
Seaworld Entertainment (SEAS) 0.0 $385k 27k 14.31
Leidos Holdings (LDOS) 0.0 $483k 10k 47.82
Cdk Global Inc equities 0.0 $449k 8.1k 55.43
Univar 0.0 $359k 19k 18.89
Invacare Corporation 0.0 $138k 11k 12.16