Graham Capital Management as of March 31, 2015
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 103 positions in its portfolio as reported in the March 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) | 21.4 | $435M | 2.1M | 206.43 | |
| Ishares Tr Msci Emg Mkt Etf (EEM) | 8.6 | $176M | 4.4M | 40.13 | |
| Bank of America Corporation Call Option (BAC) | 5.8 | $119M | 7.7M | 15.39 | |
| Vipshop Hldgs Sponsored Adr Put Option (VIPS) | 3.0 | $61M | 2.1M | 29.44 | |
| Sunedison Note | 2.7 | $56M | 33M | 1.72 | |
| Vipshop Hldgs Note | 2.7 | $55M | 35M | 1.56 | |
| Powershares Qqq Trust Unit Ser 1 | 2.5 | $51M | 486k | 105.60 | |
| Solarcity Corp Note | 1.9 | $38M | 37M | 1.05 | |
| Qihoo 360 Technology Note | 1.9 | $38M | 40M | 0.95 | |
| Yy Ads Repcom Cla Put Option | 1.8 | $37M | 670k | 54.56 | |
| Radian Group Note | 1.6 | $33M | 21M | 1.60 | |
| Citigroup (C) | 1.6 | $32M | 620k | 51.52 | |
| Rite Aid Corp Note | 1.6 | $32M | 9.4M | 3.37 | |
| General Motors Company (GM) | 1.5 | $30M | 809k | 37.50 | |
| ConocoPhillips (COP) | 1.4 | $28M | 451k | 62.26 | |
| Concho Resources | 1.3 | $27M | 235k | 115.92 | |
| Cobalt Intl Energy Note | 1.3 | $26M | 35M | 0.73 | |
| Halliburton Company (HAL) | 1.2 | $24M | 553k | 43.88 | |
| Cimarex Energy | 1.2 | $24M | 207k | 115.09 | |
| Ishares Jp Mor Em Mk Etf Put Option (EMB) | 1.2 | $24M | 210k | 112.12 | |
| Baker Hughes Incorporated | 1.1 | $23M | 367k | 63.58 | |
| Range Resources (RRC) | 1.1 | $23M | 440k | 52.04 | |
| Mannkind Corp Note | 1.1 | $22M | 22M | 1.03 | |
| Solarcity Put Option | 1.1 | $22M | 430k | 51.28 | |
| EOG Resources (EOG) | 1.1 | $22M | 235k | 91.69 | |
| Ctrip Com Intl Note | 1.0 | $21M | 20M | 1.05 | |
| EQT Corporation (EQT) | 1.0 | $21M | 251k | 82.87 | |
| Newfield Exploration | 1.0 | $20M | 555k | 35.09 | |
| Gulfport Energy Corporation | 0.9 | $19M | 407k | 45.91 | |
| Ishares Msci Sth Kor Etf (EWY) | 0.9 | $19M | 324k | 57.24 | |
| Parsley Energy Cl A | 0.9 | $18M | 1.1M | 15.98 | |
| Sina Corp Note | 0.9 | $18M | 20M | 0.91 | |
| Continental Resources | 0.9 | $18M | 402k | 43.67 | |
| Jinkosolar Hldg Sponsored Adr Put Option (JKS) | 0.8 | $17M | 667k | 25.64 | |
| Canadian Solar Note | 0.8 | $17M | 16M | 1.04 | |
| Interdigital Note | 0.8 | $16M | 15M | 1.08 | |
| Ak Stl Corp Note | 0.8 | $16M | 15M | 1.11 | |
| Diamondback Energy (FANG) | 0.7 | $15M | 198k | 76.84 | |
| Qihoo 360 Technology Ads Put Option | 0.7 | $15M | 295k | 51.20 | |
| Valero Energy Corporation (VLO) | 0.7 | $15M | 233k | 63.62 | |
| Canadian Natural Resources (CNQ) | 0.7 | $14M | 460k | 30.71 | |
| Starwood Ppty Tr Note | 0.7 | $14M | 13M | 1.10 | |
| Sunedison Put Option | 0.7 | $14M | 563k | 24.00 | |
| Suncor Energy (SU) | 0.6 | $13M | 450k | 29.25 | |
| Marathon Oil Corporation (MRO) | 0.6 | $12M | 462k | 26.11 | |
| Select Sector Spdr Tr Sbi Int-finl (XLF) | 0.5 | $11M | 450k | 24.11 | |
| American Airls (AAL) | 0.5 | $10M | 196k | 52.78 | |
| Baidu Spon Adr Rep A (BIDU) | 0.5 | $9.7M | 47k | 208.40 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.5 | $9.4M | 230k | 41.09 | |
| Superior Energy Services | 0.4 | $9.2M | 410k | 22.34 | |
| Soufun Hldgs Note | 0.4 | $8.8M | 10M | 0.88 | |
| Patterson-UTI Energy (PTEN) | 0.4 | $8.7M | 461k | 18.78 | |
| Nabors Industries SHS | 0.4 | $8.2M | 598k | 13.65 | |
| Encana Corp | 0.4 | $8.1M | 727k | 11.15 | |
| United Rentals (URI) | 0.4 | $8.0M | 88k | 91.16 | |
| Istar Finl Note | 0.4 | $7.2M | 6.0M | 1.19 | |
| Walter Investment Management Put Option | 0.3 | $7.1M | 439k | 16.15 | |
| Ship Finance International L Note | 0.3 | $7.1M | 7.1M | 1.00 | |
| CONSOL Energy Put Option | 0.3 | $7.0M | 250k | 27.89 | |
| Carrizo Oil & Gas | 0.3 | $7.0M | 140k | 49.65 | |
| Gilead Sciences (GILD) | 0.3 | $6.8M | 70k | 98.13 | |
| Trina Solar Spon Adr Put Option | 0.3 | $6.0M | 500k | 12.09 | |
| Michael Kors Hldgs SHS | 0.3 | $6.0M | 91k | 65.75 | |
| Exelixis Note | 0.3 | $5.9M | 7.7M | 0.76 | |
| McDermott International Put Option | 0.3 | $5.9M | 1.5M | 3.84 | |
| Pdc Energy | 0.3 | $5.8M | 107k | 54.04 | |
| Williams Companies (WMB) | 0.3 | $5.6M | 110k | 50.59 | |
| KCG HLDGS Cl A Put Option | 0.3 | $5.5M | 450k | 12.26 | |
| Precision Drilling Corp Com 2010 | 0.3 | $5.5M | 863k | 6.34 | |
| Microsoft Corporation (MSFT) | 0.2 | $4.7M | 115k | 40.65 | |
| Seadrill SHS Put Option | 0.2 | $4.2M | 450k | 9.35 | |
| Lyondellbasell Industries N Shs - A - (LYB) | 0.2 | $4.1M | 46k | 87.81 | |
| Sina Corp Ord Put Option | 0.2 | $4.0M | 125k | 32.16 | |
| Interoil Corp Note | 0.2 | $4.0M | 4.0M | 1.00 | |
| Crescent Point Energy Trust (CPG) | 0.2 | $3.5M | 123k | 28.24 | |
| Mrc Global Inc cmn (MRC) | 0.1 | $3.0M | 255k | 11.85 | |
| RPC (RES) | 0.1 | $3.0M | 233k | 12.81 | |
| Quiksilver Put Option | 0.1 | $3.0M | 1.6M | 1.85 | |
| Cme (CME) | 0.1 | $2.8M | 30k | 94.70 | |
| Memorial Resource Development | 0.1 | $2.7M | 150k | 17.74 | |
| BP Sponsored Adr (BP) | 0.1 | $2.5M | 65k | 39.11 | |
| Verizon Communications (VZ) | 0.1 | $2.3M | 47k | 48.64 | |
| Horsehead Holding Put Option | 0.1 | $2.0M | 160k | 12.66 | |
| General Electric Company | 0.1 | $2.0M | 81k | 24.82 | |
| Peabody Energy Corporation Put Option | 0.1 | $2.0M | 400k | 4.92 | |
| Cobalt Intl Energy | 0.1 | $1.9M | 200k | 9.41 | |
| Market Vectors Etf Tr Gold Miner Etf | 0.1 | $1.9M | 103k | 18.24 | |
| Micron Technology (MU) | 0.1 | $1.8M | 67k | 27.12 | |
| Franks Intl N V | 0.1 | $1.6M | 85k | 18.71 | |
| Yahoo! | 0.1 | $1.6M | 36k | 44.43 | |
| Delta Air Lines (DAL) | 0.1 | $1.5M | 33k | 44.97 | |
| Google Cl A | 0.1 | $1.2M | 2.2k | 554.73 | |
| Weight Watchers International Put Option | 0.1 | $1.1M | 156k | 6.99 | |
| Morgan Stanley (MS) | 0.1 | $1.1M | 30k | 35.68 | |
| Huntsman Corporation (HUN) | 0.0 | $923k | 42k | 22.18 | |
| Energy Xxi Bermuda Note | 0.0 | $872k | 3.0M | 0.29 | |
| United States Oil Fund Units | 0.0 | $842k | 50k | 16.84 | |
| Facebook Cl A (META) | 0.0 | $830k | 10k | 82.18 | |
| FXCM Note | 0.0 | $775k | 1.0M | 0.78 | |
| Amgen (AMGN) | 0.0 | $743k | 4.7k | 159.78 | |
| Ishares Tr Msci Eafe Etf (EFA) | 0.0 | $594k | 9.3k | 64.22 | |
| Berkshire Hathaway Inc Del CL B (BRK.B) | 0.0 | $498k | 3.5k | 144.35 | |
| Walter Energy Put Option | 0.0 | $341k | 550k | 0.62 |
