Graham Capital Management

Graham Capital Management as of June 30, 2015

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 111 positions in its portfolio as reported in the June 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 Call Option (SPY) 14.5 $262M 1.3M 205.85
Ishares Tr Msci Emg Mkt Etf (EEM) 8.0 $145M 3.7M 39.62
Bank of America Corporation (BAC) 5.8 $106M 6.2M 17.02
Sunedison Note 3.4 $61M 29M 2.10
Yy Ads Repcom Cla Put Option 3.2 $58M 840k 69.52
American Airls (AAL) 2.8 $50M 1.3M 39.94
Vipshop Hldgs Sponsored Adr Put Option (VIPS) 2.6 $47M 2.1M 22.25
Vipshop Hldgs Note 2.5 $45M 35M 1.27
Ishares Tr China Lg-cap Etf Call Option (FXI) 2.4 $44M 955k 46.10
Sunedison Put Option 2.4 $44M 1.5M 29.91
Solarcity Corp Note 2.2 $40M 37M 1.09
Qihoo 360 Technology Note 2.2 $39M 40M 0.98
Yy Note 2.0 $37M 39M 0.94
Starwood Ppty Tr Note 1.9 $34M 33M 1.04
Powershs Db Us Dollar Index Doll Indx Bull Put Option 1.8 $33M 1.3M 25.03
Cobalt Intl Energy Note 1.4 $26M 35M 0.75
Gulfport Energy Corporation 1.4 $25M 615k 40.25
Trina Solar DBCV 3.500% 6/1 1.4 $25M 24M 1.02
Solarcity Put Option 1.3 $23M 430k 53.55
Occidental Petroleum Corporation (OXY) 1.2 $23M 290k 77.77
Mannkind Corp Note 1.2 $22M 22M 1.03
Newfield Exploration 1.2 $22M 600k 36.12
Baker Hughes Incorporated 1.2 $21M 338k 61.70
Jinkosolar Hldg Sponsored Adr Put Option (JKS) 1.1 $20M 667k 29.52
Schlumberger (SLB) 1.1 $20M 228k 86.19
Sina Corp Note 1.0 $19M 20M 0.95
Parsley Energy Cl A 1.0 $18M 1.0M 17.42
Ishares Msci Sth Kor Etf (EWY) 1.0 $17M 312k 55.11
Interdigital Note 0.9 $17M 15M 1.11
Trulia Note 0.9 $16M 13M 1.28
Canadian Solar Note 0.9 $16M 16M 0.99
Ak Stl Corp Note 0.8 $15M 15M 1.01
Whiting Petroleum Corporation 0.8 $15M 431k 33.60
Lyondellbasell Industries N Shs - A - (LYB) 0.8 $14M 138k 103.52
EOG Resources (EOG) 0.8 $14M 156k 87.55
Istar Finl Note 0.7 $12M 10M 1.20
Hess (HES) 0.6 $12M 175k 66.88
Select Sector Spdr Tr Sbi Int-finl (XLF) 0.6 $12M 480k 24.38
Encana Corp 0.6 $12M 1.1M 11.02
Ctrip Com Intl Note 0.6 $11M 10M 1.14
EQT Corporation (EQT) 0.6 $11M 131k 81.34
Yahoo! 0.6 $10M 261k 39.29
Zillow Group Cl A Put Option (ZG) 0.6 $10M 118k 86.74
Ishares Us Home Cons Etf (ITB) 0.6 $10M 368k 27.45
Amazon (AMZN) 0.6 $10M 23k 434.08
Walter Investment Management Put Option 0.6 $10M 439k 22.87
Nq Mobile Adr Repstg Cl A Put Option 0.5 $9.6M 1.8M 5.28
Soufun Hldgs Note 0.5 $9.5M 10M 0.95
Suncor Energy (SU) 0.5 $8.4M 305k 27.52
Pulte (PHM) 0.5 $8.4M 414k 20.15
Weatherford Intl Ord Shs 0.5 $8.3M 680k 12.27
KCG HLDGS Cl A Put Option 0.4 $8.0M 650k 12.33
Horsehead Holding Put Option 0.4 $7.9M 670k 11.72
CONSOL Energy Put Option 0.4 $7.6M 350k 21.74
Ship Finance International L Note 0.4 $7.6M 7.1M 1.07
Patterson-UTI Energy (PTEN) 0.4 $7.5M 398k 18.82
General Electric Company 0.4 $7.4M 280k 26.57
Transocean Reg Shs (RIG) 0.4 $7.4M 457k 16.12
FMC Technologies 0.4 $7.3M 175k 41.49
Cimarex Energy 0.4 $7.1M 65k 110.31
Market Vectors Etf Tr Semiconductor Put Option 0.4 $7.1M 130k 54.57
Range Resources (RRC) 0.4 $7.0M 142k 49.38
Exelixis Note 0.4 $6.9M 7.7M 0.89
Noble Corp Shs Usd 0.4 $6.6M 430k 15.39
Trina Solar Spon Adr Put Option 0.4 $6.5M 557k 11.64
Radian (RDN) 0.4 $6.4M 340k 18.76
McDermott International Put Option 0.3 $6.0M 1.1M 5.34
Rice Energy 0.3 $5.7M 275k 20.83
Canadian Solar Put Option (CSIQ) 0.3 $5.7M 200k 28.60
Concho Resources 0.3 $5.6M 49k 113.85
Williams Companies (WMB) 0.3 $5.5M 95k 57.39
Cameron International Corporation 0.3 $5.2M 100k 52.37
Seadrill SHS Put Option 0.3 $4.7M 450k 10.34
C&j Energy Svcs SHS 0.3 $4.6M 348k 13.20
Micron Technology (MU) 0.3 $4.6M 243k 18.84
Interoil Corp Note 0.2 $4.0M 4.0M 1.00
Mrc Global Inc cmn (MRC) 0.2 $4.0M 258k 15.44
Marathon Petroleum Corp (MPC) 0.2 $3.9M 75k 52.31
Nq Mobile Note 0.2 $3.5M 5.4M 0.66
General Motors Company (GM) 0.2 $3.5M 106k 33.33
FXCM Note 0.2 $3.4M 4.0M 0.84
Memorial Resource Development 0.2 $3.1M 164k 18.97
Clean Energy Fuels Put Option (CLNE) 0.2 $3.1M 545k 5.62
Tesla Motors (TSLA) 0.2 $3.0M 11k 268.27
Cobalt Intl Energy 0.2 $2.9M 300k 9.71
Cme (CME) 0.2 $2.8M 30k 93.07
Forum Energy Technolo 0.1 $2.2M 110k 20.28
Pdc Energy 0.1 $2.1M 40k 53.65
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.1 $1.5M 20k 76.50
Google Cl A 0.1 $1.5M 2.7k 540.00
Delta Air Lines (DAL) 0.1 $1.3M 33k 41.07
Diamondback Energy (FANG) 0.1 $1.3M 18k 75.40
Facebook Cl A (META) 0.1 $1.1M 13k 85.75
Spdr Series Trust S&p Bk Etf (KBE) 0.1 $979k 27k 36.26
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.1 $967k 13k 74.38
A.M. Castle & Co. Put Option 0.1 $926k 150k 6.17
Peabody Energy Corporation Put Option 0.0 $876k 400k 2.19
Amgen (AMGN) 0.0 $854k 5.6k 153.60
Apple (AAPL) 0.0 $781k 6.2k 125.48
Exelixis Call Option (EXEL) 0.0 $639k 170k 3.76
Swift Energy Company Put Option 0.0 $609k 300k 2.03
Quiksilver 0.0 $550k 830k 0.66
Energy Xxi Bermuda Note 0.0 $540k 2.0M 0.27
Viacom CL B 0.0 $485k 7.5k 64.67
Biogen Idec (BIIB) 0.0 $465k 1.2k 404.35
Rsp Permian 0.0 $435k 16k 28.11
Oracle Corporation (ORCL) 0.0 $431k 11k 40.28
United Parcel Service CL B (UPS) 0.0 $368k 3.8k 96.84
Microsoft Corporation (MSFT) 0.0 $289k 6.6k 44.12
Eclipse Resources 0.0 $263k 50k 5.26
Market Vectors Etf Tr Gold Miner Etf 0.0 $227k 13k 17.73