CMT Asset Management

CMT Asset Management as of Sept. 30, 2015

Portfolio Holdings for CMT Asset Management

CMT Asset Management holds 190 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Barclays Bk Put Put Option 4.9 $87M 830k 104.95
Amazon Put Put Option 3.1 $56M 109k 511.89
Select Sector Spdr Tr Put Put Option 2.7 $48M 2.1M 22.66
Tesla Mtrs Put Put Option 2.7 $48M 192k 248.40
Facebook Put Put Option 2.5 $44M 494k 89.90
Bank Amer Corp Put Put Option 2.4 $42M 2.7M 15.58
Bank Amer Corp Call Call Option 2.4 $42M 2.7M 15.58
Wells Fargo & Co Put Put Option 2.3 $42M 808k 51.35
Apple Put Put Option 2.2 $39M 349k 110.30
Tesla Mtrs Call Call Option 2.1 $38M 152k 248.40
Apple Call Call Option 2.1 $37M 338k 110.30
Facebook Call Call Option 2.0 $35M 389k 89.90
Select Sector Spdr Tr Call Call Option 1.9 $33M 1.5M 22.66
Wells Fargo & Co Call Call Option 1.9 $33M 643k 51.35
Chevron Corp Put Put Option 1.8 $33M 418k 78.88
Barclays Bk Call Call Option 1.8 $33M 311k 104.95
At&t Put Put Option 1.7 $31M 942k 32.58
Chevron Corp Call Call Option 1.7 $30M 385k 78.88
Herbalife Put Put Option 1.6 $29M 534k 54.50
Pfizer Put Put Option 1.6 $28M 899k 31.41
Exxon Mobil Corp Put Put Option 1.5 $28M 370k 74.35
Amazon Call Call Option 1.4 $25M 48k 511.88
Verizon Communications Call Call Option 1.4 $24M 559k 43.51
Netflix Put Put Option 1.3 $24M 229k 103.26
At&t Call Call Option 1.3 $23M 704k 32.58
Jpmorgan Chase & Co Put Put Option 1.2 $21M 346k 60.97
Alibaba Group Hldg Call Call Option 1.1 $20M 344k 58.97
Alibaba Group Hldg Put Put Option 1.1 $20M 342k 58.97
Jpmorgan Chase & Co Call Call Option 1.1 $20M 330k 60.97
Exxon Mobil Corp Call Call Option 1.1 $20M 268k 74.35
Gilead Sciences Call Call Option 1.1 $19M 197k 98.19
Pfizer Call Call Option 1.0 $17M 555k 31.41
Dow Chemical Company 1.0 $17M 406k 42.40
Unitedhealth Group Put Put Option 1.0 $17M 147k 116.01
Dow Chem Put Put Option 1.0 $17M 400k 42.40
Gilead Sciences Put Put Option 0.9 $15M 157k 98.19
United States Stl Corp Put Put Option 0.8 $15M 1.4M 10.42
Verizon Communications Put Put Option 0.8 $15M 337k 43.51
Ishares Tr Put Put Option 0.8 $14M 1.0M 13.74
Morgan Stanley Put Put Option 0.8 $14M 431k 31.50
Ishares Put Put Option 0.7 $13M 608k 21.95
Goldman Sachs Group Put Put Option 0.7 $13M 77k 173.76
Halliburton Put Put Option 0.7 $13M 374k 35.35
Yahoo Call Call Option 0.7 $13M 449k 28.91
Oracle Corp Put Put Option 0.7 $13M 358k 36.12
BP Call Call Option 0.7 $13M 422k 30.31
Wal-mart Stores Call Call Option 0.7 $13M 197k 64.84
Conocophillips Call Call Option 0.7 $13M 262k 47.96
Citigroup Call Call Option 0.7 $12M 248k 49.61
Penney J C Put Put Option 0.7 $12M 1.3M 9.29
Yahoo Put Put Option 0.6 $11M 395k 28.91
Conocophillips Put Put Option 0.6 $11M 233k 47.96
Oracle Corp Call Call Option 0.6 $11M 300k 36.12
Petroleo Brasileiro Sa Petro Put Put Option 0.6 $10M 2.4M 4.31
United States Oil Fund Call Call Option 0.6 $10M 680k 14.68
Ishares Tr Call Call Option 0.6 $10M 724k 13.74
Citigroup Put Put Option 0.5 $9.5M 192k 49.61
Microsoft Corp Put Put Option 0.5 $9.3M 211k 44.26
Netflix Call Call Option 0.5 $9.0M 87k 103.26
Herbalife Call Call Option 0.5 $8.9M 164k 54.50
Halliburton Call Call Option 0.5 $8.7M 245k 35.35
Petroleo Brasileiro Sa Petro Call Call Option 0.5 $8.3M 1.9M 4.31
Williams Cos Inc Del Call Call Option 0.5 $8.0M 218k 36.85
Ishares Call Call Option 0.4 $8.0M 365k 21.95
Intel Corp Put Put Option 0.4 $7.5M 249k 30.14
General Mtrs Put Put Option 0.4 $7.4M 248k 30.02
Nokia Corp Call Call Option 0.4 $7.4M 1.1M 6.79
Wal-mart Stores Put Put Option 0.4 $7.3M 113k 64.84
Bristol Myers Squibb Call Call Option 0.4 $7.3M 123k 59.20
Williams Cos Inc Del Put Put Option 0.4 $7.3M 198k 36.85
Abbvie Call Call Option 0.4 $7.2M 133k 54.41
General Electric Call Call Option 0.4 $7.2M 287k 25.22
Bristol Myers Squibb Put Put Option 0.4 $6.9M 117k 59.20
Microsoft Corp Call Call Option 0.4 $6.9M 155k 44.26
Twitter Call Call Option 0.4 $6.7M 250k 26.94
BP Put Put Option 0.4 $6.6M 219k 30.31
Market Vectors Etf Tr Call Call Option 0.4 $6.5M 471k 13.74
General Mtrs Call Call Option 0.3 $6.2M 207k 30.02
General Electric Put Put Option 0.3 $6.2M 244k 25.22
Unitedhealth Group Call Call Option 0.3 $5.9M 51k 116.01
Penney J C Call Call Option 0.3 $5.9M 636k 9.29
Vale S A Put Put Option 0.3 $5.7M 1.4M 4.20
International Business Machs Call Call Option 0.3 $5.3M 37k 144.96
Cisco Sys Call Call Option 0.3 $5.0M 192k 26.25
Abbvie Put Put Option 0.3 $4.8M 88k 54.41
Chesapeake Energy Corp Put Put Option 0.3 $4.8M 649k 7.33
United States Oil Fund Put Put Option 0.3 $4.7M 322k 14.68
Facebook Cl A (META) 0.3 $4.7M 52k 89.90
Freeport-mcmoran Put Put Option 0.3 $4.6M 480k 9.69
Whole Foods Mkt Put Put Option 0.3 $4.6M 144k 31.65
Vale S A Call Call Option 0.2 $4.4M 1.0M 4.20
American Airls Group Call Call Option 0.2 $4.4M 112k 38.83
Twitter Put Put Option 0.2 $4.2M 157k 26.94
Whole Foods Mkt Call Call Option 0.2 $4.0M 127k 31.65
United States Stl Corp Call Call Option 0.2 $3.9M 378k 10.42
Apple (AAPL) 0.2 $3.8M 35k 110.30
Market Vectors Etf Tr Put Put Option 0.2 $3.8M 278k 13.74
Freeport-mcmoran Call Call Option 0.2 $3.8M 392k 9.69
American Airls Group Put Put Option 0.2 $3.8M 98k 38.83
Delta Air Lines Inc Del Call Call Option 0.2 $3.7M 83k 44.87
American Intl Group Put Put Option 0.2 $3.7M 64k 56.82
Ishares Tr Msci Emg Mkt Etf (EEM) 0.2 $3.6M 111k 32.78
Spdr Gold Trust Call Call Option 0.2 $3.5M 252k 13.74
Barrick Gold Corp Call Call Option 0.2 $3.4M 542k 6.36
United Contl Hldgs Call Call Option 0.2 $3.3M 62k 53.04
International Business Machs Put Put Option 0.2 $3.3M 23k 144.96
Select Sector Spdr Tr Sbi Int-finl (XLF) 0.2 $3.1M 138k 22.66
Intel Corporation (INTC) 0.2 $3.0M 99k 30.14
Newmont Mining Corp Put Put Option 0.2 $2.8M 175k 16.07
Goldman Sachs (GS) 0.2 $2.8M 16k 173.75
Micron Technology Call Call Option 0.2 $2.8M 186k 14.98
Abbvie (ABBV) 0.2 $2.8M 51k 54.41
General Motors Company (GM) 0.2 $2.7M 90k 30.02
Mcdonalds Corp Call Call Option 0.1 $2.6M 27k 98.54
Williams Companies (WMB) 0.1 $2.5M 68k 36.85
Goldman Sachs Group Call Call Option 0.1 $2.5M 14k 173.78
Blackberry Put Put Option 0.1 $2.5M 403k 6.14
Nokia Corp Sponsored Adr (NOK) 0.1 $2.4M 357k 6.79
Chesapeake Energy Corp Call Call Option 0.1 $2.4M 321k 7.33
Spdr Gold Trust Gold Shs (GLD) 0.1 $2.3M 22k 106.87
American Airls (AAL) 0.1 $2.3M 58k 38.83
Mcdonalds Corp Put Put Option 0.1 $2.2M 23k 98.53
Newmont Mining Corp Call Call Option 0.1 $2.2M 136k 16.07
Eog Res Call Call Option 0.1 $2.1M 29k 72.80
Spdr S&p 500 Etf Tr Put Put Option 0.1 $2.1M 135k 15.68
Micron Technology Put Put Option 0.1 $2.1M 137k 14.98
United States Steel Corporation (X) 0.1 $2.0M 195k 10.42
Amgen Put Put Option 0.1 $2.0M 14k 138.32
Halliburton Company (HAL) 0.1 $2.0M 55k 35.35
Spdr Gold Trust Put Put Option 0.1 $1.9M 142k 13.74
Barrick Gold Corp Put Put Option 0.1 $1.9M 301k 6.36
American Intl Group Call Call Option 0.1 $1.8M 31k 56.82
Morgan Stanley Call Call Option 0.1 $1.7M 55k 31.51
Nokia Corp Put Put Option 0.1 $1.7M 252k 6.79
Ford Mtr Co Del Put Put Option 0.1 $1.7M 124k 13.57
Herbalife Com Usd Shs (HLF) 0.1 $1.7M 30k 54.50
Ishares Msci Brz Cap Etf (EWZ) 0.1 $1.6M 74k 21.95
Delta Air Lines Inc Del Put Put Option 0.1 $1.6M 36k 44.86
United Contl Hldgs Put Put Option 0.1 $1.5M 28k 53.03
Amgen Call Call Option 0.1 $1.5M 11k 138.30
Ishares Silver Trust Call Call Option 0.1 $1.4M 18k 79.94
Freeport-mcmoran CL B (FCX) 0.1 $1.4M 146k 9.69
Paypal Holdings (PYPL) 0.1 $1.3M 43k 31.05
Newmont Mining Corporation (NEM) 0.1 $1.3M 81k 16.08
Barclays Bk Ipath S&p500 Vix 0.1 $1.2M 48k 25.60
Spdr S&p 500 Etf Tr Call Call Option 0.1 $1.2M 78k 15.68
Nq Mobile Put Put Option 0.1 $1.2M 366k 3.31
Yahoo! 0.1 $1.2M 40k 28.91
eBay (EBAY) 0.1 $1.0M 43k 24.45
American Intl Group Com New (AIG) 0.1 $1.0M 18k 56.84
Olin Corp Put Put Option 0.1 $1.0M 60k 16.82
National Bk Greece S A Call Call Option 0.1 $991k 2.1M 0.46
Whole Foods Market 0.1 $926k 29k 31.66
Ford Mtr Co Del Com Par $0.01 (F) 0.0 $851k 63k 13.57
Eog Res Put Put Option 0.0 $801k 11k 72.82
Twitter 0.0 $792k 29k 26.93
Blackberry Call Call Option 0.0 $790k 129k 6.14
Olin Corp Com Par $1 (OLN) 0.0 $767k 46k 16.81
BP Sponsored Adr (BP) 0.0 $743k 25k 30.31
Netflix (NFLX) 0.0 $743k 7.2k 103.25
Groupon Com Cl A 0.0 $737k 226k 3.26
Groupon Put Put Option 0.0 $729k 224k 3.26
Vale S A Adr Repstg Pfd 0.0 $670k 200k 3.35
Vale S A Put Put Option 0.0 $670k 200k 3.35
Blackberry (BB) 0.0 $611k 100k 6.14
Morgan Stanley Com New (MS) 0.0 $605k 19k 31.51
Barrick Gold Corp (GOLD) 0.0 $599k 94k 6.36
Amgen (AMGN) 0.0 $598k 4.3k 138.33
Chevron Corporation (CVX) 0.0 $588k 7.5k 78.87
Hewlett Packard Put Put Option 0.0 $551k 22k 25.63
Zynga Call Call Option 0.0 $412k 181k 2.28
Groupon Call Call Option 0.0 $395k 121k 3.26
Intel Corp Call Call Option 0.0 $386k 13k 30.16
Chesapeake Energy Corporation 0.0 $367k 50k 7.34
Virtu Finl Cl A (VIRT) 0.0 $344k 15k 22.93
Town Sports International Holdings 0.0 $319k 121k 2.63
Zynga Put Put Option 0.0 $296k 130k 2.28
Vale S A Adr (VALE) 0.0 $280k 67k 4.20
Micron Technology (MU) 0.0 $229k 15k 14.97
Potash Corp. Of Saskatchewan I 0.0 $226k 11k 20.55
Potash Corp Sask Put Put Option 0.0 $226k 11k 20.55
Nq Mobile Call Call Option 0.0 $217k 66k 3.31
Zynga Cl A 0.0 $217k 95k 2.28
Nq Mobile Adr Repstg Cl A 0.0 $205k 62k 3.32
Ford Mtr Co Del Call Call Option 0.0 $136k 10k 13.60
National Bk Greece S A Put Put Option 0.0 $78k 169k 0.46
DuPont Fabros Technology 0.0 $57k 150k 0.38
Essex Rental 0.0 $44k 120k 0.37
Sprint Corp Call Call Option 0.0 $38k 10k 3.80
National Bk Greece S A Spn Adr Rep 1 Sh 0.0 $23k 50k 0.46