Graham Capital Management

Graham Capital Management as of Dec. 31, 2016

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 79 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 47.0 $1.2B 11M 109.61
iShares Russell 2000 Index (IWM) 14.2 $349M 2.6M 134.85
Ak Steel Corp. conv 4.8 $119M 57M 2.07
Starwood Property Trust note 3.0 $74M 68M 1.09
Advanced Micro Devices Inc Note 2.125% 9/0 bond 2.6 $64M 41M 1.58
Tesla Motors (TSLA) 2.5 $62M 288k 213.69
Tesla Motors Inc bond 2.2 $54M 58M 0.93
iShares FTSE/Xinhua China 25 Index (FXI) 1.8 $43M 1.3M 34.71
Starwood Waypoint Residentl note 4.500%10/1 1.5 $36M 34M 1.07
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.4 $35M 33M 1.09
Ship Finance International sr cv nt 1.4 $33M 31M 1.09
Rwt 4 5/8 04/15/18 1.4 $33M 33M 1.00
Financial Select Sector SPDR (XLF) 1.1 $28M 1.2M 23.25
Silver Standard Resources Inc note 2.875 2/0 1.0 $24M 26M 0.93
Trina Solar Limited dbcv 3.500% 6/1 1.0 $24M 25M 0.96
Energy Select Sector SPDR (XLE) 0.8 $21M 277k 75.32
iShares MSCI South Korea Index Fund (EWY) 0.8 $19M 353k 53.22
Ctrip.com Inter Ltd. conv 0.7 $17M 15M 1.16
Trina Solar 0.7 $17M 1.8M 9.30
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.6 $16M 15M 1.03
Vipshop Holdings Ltd - Ads bond 0.6 $15M 15M 1.00
Solarcity Corp note 2.750%11/0 0.6 $14M 15M 0.93
Sunpower Corp dbcv 4.000% 1/1 0.5 $12M 17M 0.71
Seadrill 0.5 $12M 3.4M 3.41
Blackstone Mtg Tr Inc Note cb 0.5 $12M 11M 1.12
Redwood Trust, Inc note 5.625 11/1 0.5 $12M 12M 1.02
Ishares Inc msci india index (INDA) 0.4 $10M 382k 26.81
WisdomTree India Earnings Fund (EPI) 0.4 $10M 499k 20.20
Exelixis (EXEL) 0.4 $9.9M 663k 14.91
SPDR S&P Oil & Gas Explore & Prod. 0.4 $9.3M 225k 41.42
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $7.8M 7.5M 1.04
Kcg Holdings Inc Cl A 0.3 $6.4M 480k 13.25
Vaneck Vectors Russia Index Et 0.3 $6.4M 300k 21.22
Netqin Mobile 0.2 $5.8M 1.8M 3.22
Sunpower Corp dbcv 0.750% 6/0 0.2 $5.2M 5.7M 0.91
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.2 $4.4M 100k 43.97
CONSOL Energy 0.2 $4.0M 218k 18.24
Cme (CME) 0.1 $3.5M 30k 115.37
Tenet Healthcare Corporation (THC) 0.1 $3.0M 200k 14.84
Univar 0.1 $2.6M 93k 28.37
CNA Financial Corporation (CNA) 0.1 $2.4M 58k 41.51
Marvell Technology Group 0.1 $2.3M 168k 13.87
Bob Evans Farms 0.1 $2.4M 44k 53.22
Analogic Corporation 0.1 $2.4M 29k 82.97
Dana Holding Corporation (DAN) 0.1 $2.6M 134k 18.98
Visteon Corporation (VC) 0.1 $2.5M 31k 80.35
Spirit Airlines 0.1 $2.3M 40k 57.87
Pinnacle Foods Inc De 0.1 $2.4M 44k 53.45
Seaworld Entertainment (PRKS) 0.1 $2.6M 135k 18.93
Cdk Global Inc equities 0.1 $2.3M 39k 59.69
Guess? (GES) 0.1 $2.2M 180k 12.10
Triumph (TGI) 0.1 $2.2M 82k 26.50
Brink's Company (BCO) 0.1 $2.2M 53k 41.26
Sunpower (SPWRQ) 0.1 $2.2M 330k 6.61
Tableau Software Inc Cl A 0.1 $2.2M 51k 42.14
Vitamin Shoppe 0.1 $2.0M 85k 23.75
Ralph Lauren Corp (RL) 0.1 $2.0M 22k 90.32
Francescas Hldgs Corp 0.1 $2.0M 109k 18.03
Winnebago Industries (WGO) 0.1 $1.8M 57k 31.65
Actuant Corporation 0.1 $1.7M 67k 25.95
Silver Spring Networks 0.1 $1.7M 124k 13.31
Supervalu 0.1 $1.5M 311k 4.67
Stoneridge (SRI) 0.1 $1.5M 86k 17.69
Sunpower Corp conv 0.1 $1.3M 2.0M 0.67
Norfolk Southern (NSC) 0.0 $1.0M 9.3k 108.06
Chevron Corporation (CVX) 0.0 $989k 8.4k 117.74
Bristol Myers Squibb (BMY) 0.0 $982k 17k 58.45
Union Pacific Corporation (UNP) 0.0 $985k 9.5k 103.68
E.I. du Pont de Nemours & Company 0.0 $969k 13k 73.41
Procter & Gamble Company (PG) 0.0 $992k 12k 84.07
Revlon 0.0 $1.1M 36k 29.16
American International (AIG) 0.0 $989k 15k 65.28
Kinder Morgan (KMI) 0.0 $973k 47k 20.70
Citigroup (C) 0.0 $987k 17k 59.46
Twenty-first Century Fox 0.0 $1.0M 36k 28.04
Gogo (GOGO) 0.0 $705k 77k 9.22
Verso Corp cl a 0.0 $710k 100k 7.10
Lee Enterprises, Incorporated 0.0 $438k 151k 2.90
North Atlantic Drilling 0.0 $430k 136k 3.17