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 |