Graham Capital Management as of Sept. 30, 2015
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 102 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 |
---|---|---|---|---|---|
Vipshop Hldgs Note | 5.0 | $42M | 38M | 1.10 | |
Vipshop Hldgs Sponsored Adr Put Option (VIPS) | 4.6 | $38M | 2.3M | 16.80 | |
Starwood Ppty Tr Note | 4.4 | $37M | 36M | 1.02 | |
Yy Note | 4.0 | $33M | 35M | 0.94 | |
Powershs Db Us Dollar Index Doll Indx Bull Put Option | 3.9 | $32M | 1.3M | 25.10 | |
Qihoo 360 Technology Note | 3.1 | $26M | 27M | 0.96 | |
Jinkosolar Hldg Sponsored Adr Put Option (JKS) | 3.1 | $26M | 1.2M | 21.94 | |
Cobalt Intl Energy Note | 3.0 | $25M | 35M | 0.71 | |
Trina Solar DBCV 3.500% 6/1 | 2.6 | $21M | 24M | 0.89 | |
Solarcity Corp Note | 2.5 | $20M | 22M | 0.93 | |
EOG Resources (EOG) | 2.4 | $20M | 274k | 72.80 | |
Trulia Note | 2.4 | $20M | 15M | 1.32 | |
Sina Corp Note | 2.3 | $19M | 20M | 0.94 | |
Ishares Msci Sth Kor Etf (EWY) | 2.2 | $18M | 373k | 48.78 | |
Yy Ads Repcom Cla Put Option | 2.0 | $17M | 311k | 54.54 | |
Halliburton Company (HAL) | 2.0 | $17M | 471k | 35.35 | |
Chevron Corporation (CVX) | 1.9 | $16M | 205k | 78.88 | |
Exelixis Note | 1.9 | $16M | 13M | 1.20 | |
Interdigital Note | 1.9 | $16M | 15M | 1.04 | |
Parsley Energy Cl A | 1.9 | $16M | 1.0M | 15.07 | |
Solarcity Put Option | 1.8 | $15M | 353k | 42.71 | |
Gulfport Energy Corporation | 1.7 | $14M | 482k | 29.68 | |
Soufun Hldgs Note | 1.7 | $14M | 15M | 0.95 | |
Ctrip Com Intl Note | 1.5 | $13M | 12M | 1.08 | |
Qihoo 360 Technology Ads Put Option | 1.5 | $12M | 260k | 47.83 | |
Spdr S&p 500 Etf Tr Tr Unit (SPY) | 1.4 | $12M | 60k | 191.63 | |
Istar Note | 1.4 | $12M | 10M | 1.15 | |
Ak Stl Corp Note | 1.2 | $10M | 15M | 0.71 | |
Pioneer Natural Resources (PXD) | 1.2 | $10M | 85k | 121.64 | |
Yahoo! | 1.2 | $10M | 355k | 28.91 | |
Sunedison Note | 1.2 | $10M | 13M | 0.77 | |
KCG HLDGS Cl A Put Option | 1.1 | $8.8M | 800k | 10.97 | |
Ship Finance International L Note | 0.9 | $7.5M | 7.1M | 1.05 | |
Ishares Tr Msci Emg Mkt Etf (EEM) | 0.8 | $7.0M | 215k | 32.78 | |
Canadian Solar Note | 0.8 | $6.8M | 8.0M | 0.85 | |
Suncor Energy (SU) | 0.8 | $6.7M | 250k | 26.72 | |
McDermott International Put Option | 0.8 | $6.6M | 1.5M | 4.30 | |
Newfield Exploration | 0.8 | $6.4M | 194k | 32.90 | |
Biogen Idec (BIIB) | 0.7 | $6.1M | 21k | 291.82 | |
Nq Mobile Adr Repstg Cl A Put Option | 0.7 | $6.0M | 1.8M | 3.31 | |
Cimarex Energy | 0.7 | $5.8M | 56k | 102.48 | |
SM Energy (SM) | 0.7 | $5.7M | 178k | 32.04 | |
Encana Corp | 0.7 | $5.6M | 870k | 6.44 | |
Bank of America Corporation (BAC) | 0.7 | $5.5M | 355k | 15.58 | |
Rsp Permian | 0.6 | $5.3M | 264k | 20.25 | |
Memorial Resource Development | 0.6 | $5.3M | 300k | 17.58 | |
Nationstar Mortgage Put Option | 0.6 | $5.0M | 360k | 13.87 | |
Trina Solar Spon Adr Put Option | 0.6 | $5.0M | 557k | 8.97 | |
Nabors Industries SHS | 0.6 | $4.7M | 497k | 9.45 | |
Walter Investment Management Put Option | 0.6 | $4.7M | 287k | 16.25 | |
Rice Energy | 0.5 | $4.4M | 270k | 16.16 | |
Cobalt Intl Energy | 0.5 | $4.2M | 600k | 7.08 | |
Cameron International Corporation | 0.5 | $4.2M | 69k | 61.32 | |
American Airls (AAL) | 0.5 | $4.2M | 108k | 38.83 | |
Canadian Solar Put Option (CSIQ) | 0.5 | $4.2M | 250k | 16.62 | |
Interoil Corp Note | 0.5 | $4.0M | 4.0M | 0.99 | |
Noble Energy | 0.5 | $4.0M | 131k | 30.18 | |
Pdc Energy | 0.5 | $3.9M | 73k | 53.02 | |
Nq Mobile Note | 0.4 | $3.7M | 5.4M | 0.69 | |
Market Vectors Etf Tr Gold Miner Etf Call Option | 0.4 | $3.6M | 261k | 13.74 | |
Select Sector Spdr Tr Sbi Int-finl (XLF) | 0.4 | $3.4M | 150k | 22.66 | |
Micron Technology (MU) | 0.4 | $3.4M | 224k | 14.98 | |
Horsehead Holding Put Option | 0.4 | $3.3M | 1.1M | 3.04 | |
FXCM Note | 0.4 | $3.0M | 4.0M | 0.76 | |
Sunedison Note | 0.3 | $2.9M | 4.0M | 0.72 | |
Continental Resources | 0.3 | $2.8M | 98k | 28.97 | |
Zillow Group Cl A Put Option (ZG) | 0.3 | $2.8M | 98k | 28.73 | |
Cme (CME) | 0.3 | $2.8M | 30k | 92.73 | |
General Motors Company (GM) | 0.3 | $2.8M | 93k | 30.02 | |
Weatherford Intl Ord Shs | 0.3 | $2.7M | 319k | 8.48 | |
Gogo Put Option (GOGO) | 0.3 | $2.6M | 167k | 15.28 | |
Occidental Petroleum Corporation (OXY) | 0.3 | $2.5M | 38k | 66.14 | |
Clean Energy Fuels Put Option (CLNE) | 0.3 | $2.5M | 548k | 4.50 | |
Pulte (PHM) | 0.3 | $2.5M | 130k | 18.87 | |
Oceaneering International (OII) | 0.3 | $2.3M | 58k | 39.29 | |
Select Sector Spdr Tr Sbi Int-utils (XLU) | 0.3 | $2.2M | 50k | 43.30 | |
Schlumberger (SLB) | 0.2 | $1.9M | 28k | 68.99 | |
Linn Energy Unit Ltd Liab Put Option | 0.2 | $1.9M | 714k | 2.69 | |
Concho Resources | 0.2 | $1.7M | 17k | 98.31 | |
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) | 0.2 | $1.7M | 380k | 4.35 | |
Select Sector Spdr Tr Sbi Int-energy (XLE) | 0.2 | $1.5M | 25k | 61.21 | |
Cabot Oil & Gas Corporation (CTRA) | 0.2 | $1.3M | 59k | 21.86 | |
Peabody Energy Corporation Put Option | 0.1 | $1.2M | 900k | 1.38 | |
Seadrill SHS Put Option | 0.1 | $1.2M | 200k | 5.90 | |
Amgen (AMGN) | 0.1 | $1.1M | 8.1k | 138.27 | |
Merck & Co (MRK) | 0.1 | $1.1M | 22k | 49.37 | |
Delta Air Lines (DAL) | 0.1 | $1.0M | 23k | 44.87 | |
Google Cl A | 0.1 | $1.0M | 1.6k | 638.39 | |
Ishares Tr Us Home Cons Etf (ITB) | 0.1 | $1.0M | 39k | 26.10 | |
Facebook Cl A (META) | 0.1 | $1.0M | 11k | 89.91 | |
Abbvie (ABBV) | 0.1 | $871k | 16k | 54.44 | |
Pfizer (PFE) | 0.1 | $864k | 28k | 31.42 | |
Hd Supply | 0.1 | $859k | 30k | 28.63 | |
A.M. Castle & Co. Put Option | 0.1 | $843k | 380k | 2.22 | |
Synergy Res Corp | 0.1 | $750k | 77k | 9.80 | |
Microsoft Corporation (MSFT) | 0.1 | $735k | 17k | 44.28 | |
Humana (HUM) | 0.1 | $624k | 3.5k | 179.05 | |
Advanced Micro Devices Put Option (AMD) | 0.1 | $516k | 300k | 1.72 | |
Hertz Global Holdings | 0.0 | $356k | 21k | 16.75 | |
Penn Virginia Corporation Put Option | 0.0 | $292k | 550k | 0.53 | |
Freeport-mcmoran CL B (FCX) | 0.0 | $159k | 16k | 9.70 | |
Swift Energy Company Put Option | 0.0 | $113k | 300k | 0.38 |