Graham Capital Management

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