Graham Capital Management, L.P.

Holdings History for YY INC - NOTE 2.250% 4/0

Investment type: Debt / NOTE 2.250% 4/0

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
30 Jun 2016		-4.2%	$0	0	-31,200,000	-100%		Q2 2016
31 Mar 2016	4.2%	0%	$30,419,000	31,200,000	0		97.5%	Q1 2016
31 Dec 2015	7.5%	-1%	$30,201,000	31,200,000	-4,200,000	-12%	96.8%	Q4 2015
30 Sep 2015	5.4%	-0.61%	$33,203,000	35,400,000	-4,000,000	-10%	93.79%	Q3 2015
30 Jun 2015	3.8%	+3.8%	$36,978,000	39,400,000	+39,400,000	NEW	93.85%	Q2 2015

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.