Graham Capital Management

Graham Capital Management as of Sept. 30, 2016

Portfolio Holdings for Graham Capital Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 42.5 $1.3B 11M 125.64
iShares Russell 2000 Index (IWM) 20.0 $621M 5.0M 124.21
Vaneck Vectors Gold Miners mutual (GDX) 2.2 $69M 2.6M 26.43
iShares MSCI Germany Index Fund (EWG) 2.1 $66M 2.5M 26.27
Starwood Property Trust note 2.0 $63M 57M 1.10
Starwood Waypoint Residentl note 4.500%10/1 1.2 $36M 34M 1.07
Chevron Corporation (CVX) 1.2 $36M 351k 102.92
Suncor Energy (SU) 1.1 $36M 1.3M 27.78
iShares MSCI South Korea Index Fund (EWY) 1.1 $35M 607k 58.13
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.0 $31M 28M 1.12
Ak Steel Corp. conv 1.0 $30M 25M 1.21
Canadian Natural Resources (CNQ) 1.0 $30M 932k 32.04
Trina Solar 0.9 $29M 2.9M 10.24
Tesla Motors Inc bond 0.9 $28M 31M 0.90
Nabors Industries 0.9 $27M 2.2M 12.16
Ship Finance International sr cv nt 0.9 $27M 25M 1.09
Anadarko Petroleum Corporation 0.8 $26M 405k 63.36
Trina Solar Limited dbcv 3.500% 6/1 0.8 $25M 25M 0.98
JinkoSolar Holding (JKS) 0.8 $24M 1.5M 15.80
Rwt 4 5/8 04/15/18 0.8 $24M 23M 1.01
Halliburton Company (HAL) 0.7 $22M 500k 44.88
Vipshop Holdings Ltd - Ads bond 0.7 $22M 20M 1.08
Tesla Motors (TSLA) 0.6 $20M 98k 204.03
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.5 $17M 17M 1.02
ConocoPhillips (COP) 0.5 $16M 361k 43.47
Ensco Plc Shs Class A 0.5 $15M 1.8M 8.50
Trulia Inc. 2.750% December 15, 2020 ccb 0.5 $15M 10M 1.53
Pioneer Natural Resources 0.5 $15M 81k 185.65
Cimarex Energy 0.5 $14M 103k 134.37
RPC (RES) 0.4 $13M 768k 16.80
SM Energy (SM) 0.4 $13M 337k 38.58
Cobalt Intl Energy Inc note 0.4 $13M 25M 0.51
Southwestern Energy Company 0.4 $12M 896k 13.84
Rsp Permian 0.4 $12M 312k 38.78
Redwood Trust, Inc note 5.625 11/1 0.4 $12M 12M 1.02
iShares MSCI Emerging Markets Indx (EEM) 0.4 $12M 307k 37.45
Netqin Mobile 0.4 $12M 3.0M 3.82
Callon Pete Co Del Com Stk 0.4 $11M 707k 15.70
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.3 $11M 10M 1.09
Energy Select Sector SPDR (XLE) 0.3 $11M 152k 70.61
Gulfport Energy Corporation 0.3 $11M 374k 28.25
Exelixis (EXEL) 0.3 $10M 801k 12.79
Solarcity Corp note 2.750%11/0 0.3 $10M 13M 0.81
Iconix Brand 0.3 $9.5M 1.2M 8.12
Alerian Mlp Etf 0.3 $9.6M 757k 12.69
Sprint 0.3 $9.7M 1.5M 6.63
Parsley Energy Inc-class A 0.3 $9.6M 288k 33.51
Energen Corporation 0.3 $9.2M 159k 57.72
Total (TTE) 0.3 $9.1M 192k 47.70
Marathon Oil Corporation (MRO) 0.3 $8.9M 560k 15.81
Rowan Companies 0.3 $8.4M 555k 15.16
FMC Technologies 0.2 $7.7M 259k 29.67
Aegean Marine Petroleum Network note 4.000 11/0 0.2 $7.5M 7.5M 1.00
Blackstone Mtg Tr Inc Note cb 0.2 $6.6M 6.0M 1.10
Matador Resources (MTDR) 0.2 $6.2M 256k 24.34
Devon Energy Corporation (DVN) 0.2 $6.0M 137k 44.11
Iconix Brand Group, Inc. conv 0.2 $6.0M 7.0M 0.86
Marathon Petroleum Corp (MPC) 0.2 $5.6M 139k 40.59
Forum Energy Technolo 0.2 $5.5M 278k 19.86
Sunpower Corp dbcv 0.750% 6/0 0.2 $5.2M 5.7M 0.92
Nq Mobile Inc. conv 0.2 $5.3M 5.4M 0.99
Schlumberger (SLB) 0.2 $5.0M 64k 78.64
Weatherford Intl Plc ord 0.1 $4.7M 833k 5.62
CONSOL Energy 0.1 $4.2M 220k 19.20
Mrc Global Inc cmn (MRC) 0.1 $4.2M 255k 16.43
SPDR S&P Metals and Mining (XME) 0.1 $3.3M 125k 26.52
Silver Run Acquisition Corp unit 99/99/9999t 0.1 $3.3M 183k 18.01
Cme (CME) 0.1 $3.1M 30k 104.53
Seadrill 0.1 $3.0M 1.2M 2.37
Us Silica Hldgs (SLCA) 0.1 $3.0M 64k 46.56
Gogo (GOGO) 0.1 $3.3M 295k 11.04
Lloyds Banking 0.1 $3.1M 3.0M 1.03
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $2.5M 66k 38.02
Encana Corp 0.1 $2.6M 250k 10.47
Sunpower (SPWRQ) 0.1 $2.5M 277k 8.92
iShares Dow Jones US Home Const. (ITB) 0.1 $2.2M 80k 27.55
Whiting Petroleum Corporation 0.1 $1.8M 200k 8.74
Gogo Inc conv 0.1 $1.5M 2.0M 0.77
Transocean (RIG) 0.0 $1.3M 118k 10.66
Marvell Technology Group 0.0 $1.2M 89k 13.27
Baxter International (BAX) 0.0 $881k 19k 47.62
Winnebago Industries (WGO) 0.0 $990k 42k 23.57
Stoneridge (SRI) 0.0 $900k 49k 18.40
Brink's Company (BCO) 0.0 $994k 27k 37.09
Dana Holding Corporation (DAN) 0.0 $973k 62k 15.59
Visteon Corporation (VC) 0.0 $853k 12k 71.68
Ralph Lauren Corp (RL) 0.0 $961k 9.5k 101.16
Cdk Global Inc equities 0.0 $981k 17k 57.37
Univar 0.0 $913k 42k 21.84
Supervalu 0.0 $650k 130k 4.99
CNA Financial Corporation (CNA) 0.0 $716k 21k 34.42
Actuant Corporation 0.0 $651k 28k 23.25
Digi International (DGII) 0.0 $475k 42k 11.39
Guess? (GES) 0.0 $719k 49k 14.61
Triumph (TGI) 0.0 $703k 25k 27.88
Vitamin Shoppe 0.0 $526k 20k 26.84
Spirit Airlines 0.0 $689k 16k 42.53
Pinnacle Foods Inc De 0.0 $712k 14k 50.14
Silver Spring Networks 0.0 $774k 55k 14.17
Verso Corp cl a 0.0 $645k 100k 6.45
Bob Evans Farms 0.0 $341k 8.9k 38.25
Revlon 0.0 $303k 8.2k 36.84
Seaworld Entertainment (PRKS) 0.0 $430k 32k 13.48
Invacare Corporation 0.0 $127k 11k 11.19