Graham Capital Management as of Dec. 31, 2013
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 114 positions in its portfolio as reported in the December 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 18.2 | $337M | 2.9M | 116.17 | |
| iShares MSCI Emerging Markets Indx (EEM) | 16.5 | $305M | 7.3M | 41.77 | |
| Spdr S&p 500 Etf (SPY) | 8.0 | $148M | 803k | 184.67 | |
| Marathon Oil Corporation (MRO) | 3.3 | $62M | 1.7M | 35.30 | |
| Newfield Exploration | 2.8 | $52M | 2.1M | 24.63 | |
| Anadarko Petroleum Corporation | 2.7 | $50M | 634k | 79.32 | |
| Micron Technology Inc note 1.875% 6/0 | 2.7 | $50M | 33M | 1.52 | |
| Suncor Energy (SU) | 2.6 | $48M | 1.4M | 35.05 | |
| Apache Corporation | 2.5 | $46M | 531k | 85.93 | |
| Cobalt Intl Energy Inc note | 2.2 | $41M | 46M | 0.89 | |
| Financial Select Sector SPDR (XLF) | 2.0 | $38M | 1.7M | 21.86 | |
| EQT Corporation (EQT) | 1.9 | $35M | 384k | 89.78 | |
| Cobalt Intl Energy | 1.6 | $29M | 1.7M | 16.45 | |
| Freeport-McMoRan Copper & Gold (FCX) | 1.5 | $28M | 752k | 37.74 | |
| Radian Group Inc note | 1.4 | $26M | 18M | 1.48 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 1.3 | $24M | 360k | 68.00 | |
| Bank of America Corporation (BAC) | 1.3 | $24M | 1.5M | 15.57 | |
| Barrick Gold Corp (GOLD) | 1.3 | $24M | 1.3M | 17.63 | |
| Energy Select Sector SPDR (XLE) | 1.2 | $23M | 260k | 88.51 | |
| Gulfport Energy Corporation | 1.0 | $19M | 305k | 63.15 | |
| Northern Oil & Gas | 1.0 | $18M | 1.2M | 15.07 | |
| Sunpower Corp conv | 0.9 | $17M | 12M | 1.42 | |
| 0.9 | $16M | 15k | 1120.69 | ||
| SandRidge Energy | 0.8 | $14M | 2.3M | 6.07 | |
| Dryships Inc. note 5.000%12/0 | 0.7 | $14M | 14M | 1.01 | |
| Schlumberger (SLB) | 0.7 | $14M | 150k | 90.11 | |
| AngloGold Ashanti | 0.7 | $13M | 1.1M | 11.72 | |
| Industries N shs - a - (LYB) | 0.7 | $13M | 160k | 80.28 | |
| Ipath S&p 500 Vix S/t Fu Etn | 0.7 | $13M | 300k | 42.55 | |
| Sina Corporation | 0.7 | $13M | 150k | 84.25 | |
| Apple (AAPL) | 0.7 | $13M | 22k | 561.13 | |
| SM Energy (SM) | 0.6 | $11M | 133k | 83.11 | |
| Rite Aid Corp note 8.500% 5/1 | 0.6 | $10M | 5.0M | 2.07 | |
| SPDR KBW Regional Banking (KRE) | 0.5 | $9.9M | 244k | 40.61 | |
| Citigroup (C) | 0.5 | $9.7M | 187k | 52.11 | |
| Cameron International Corporation | 0.5 | $9.7M | 163k | 59.53 | |
| Walter Energy | 0.5 | $9.4M | 563k | 16.63 | |
| Linn Energy | 0.5 | $9.2M | 300k | 30.79 | |
| Halliburton Company (HAL) | 0.5 | $9.1M | 180k | 50.75 | |
| Sunedison | 0.5 | $9.1M | 700k | 13.05 | |
| Hess (HES) | 0.5 | $8.7M | 105k | 83.00 | |
| Consumer Discretionary SPDR (XLY) | 0.5 | $8.6M | 129k | 66.83 | |
| Energy Xxi | 0.5 | $8.5M | 315k | 27.06 | |
| Chevron Corporation (CVX) | 0.5 | $8.4M | 67k | 124.91 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.4 | $7.9M | 204k | 38.76 | |
| EOG Resources (EOG) | 0.4 | $7.6M | 45k | 167.83 | |
| Rowan Companies | 0.4 | $6.9M | 196k | 35.36 | |
| Sunpower Corp dbcv 4.750% 4/1 | 0.4 | $6.7M | 5.5M | 1.21 | |
| Weight Watchers International | 0.4 | $6.6M | 200k | 32.93 | |
| Bill Barrett Corporation | 0.3 | $6.3M | 235k | 26.78 | |
| USD.01 Mannkind Corp sr unsecured | 0.3 | $6.3M | 6.0M | 1.05 | |
| Seadrill | 0.3 | $5.6M | 137k | 41.08 | |
| Market Vector Russia ETF Trust | 0.3 | $5.5M | 190k | 28.87 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.3 | $5.3M | 82k | 64.67 | |
| Marathon Petroleum Corp (MPC) | 0.3 | $5.3M | 57k | 91.73 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 0.3 | $4.7M | 4.5M | 1.05 | |
| Oasis Petroleum | 0.2 | $4.7M | 100k | 46.97 | |
| Devon Energy Corporation (DVN) | 0.2 | $4.5M | 73k | 61.87 | |
| Goodrich Pete Corp note 5.000%10/0 | 0.2 | $4.1M | 4.0M | 1.02 | |
| Quicksilver Resources | 0.2 | $4.1M | 1.3M | 3.07 | |
| Encana Corp | 0.2 | $3.9M | 218k | 18.05 | |
| Market Vectors Gold Miners ETF | 0.2 | $3.9M | 187k | 21.12 | |
| Arch Coal | 0.2 | $3.6M | 813k | 4.45 | |
| Interoil Corp note 2.750%11/1 | 0.2 | $3.8M | 4.0M | 0.94 | |
| Allied Nevada Gold | 0.2 | $3.5M | 992k | 3.55 | |
| Kodiak Oil & Gas | 0.2 | $3.5M | 310k | 11.21 | |
| Cimarex Energy | 0.2 | $3.2M | 31k | 104.90 | |
| Dendreon Corp note | 0.2 | $3.2M | 5.0M | 0.64 | |
| EXCO Resources | 0.1 | $2.8M | 525k | 5.31 | |
| FMC Technologies | 0.1 | $2.6M | 50k | 52.22 | |
| Cme (CME) | 0.1 | $2.4M | 30k | 78.47 | |
| NII Holdings | 0.1 | $2.3M | 839k | 2.75 | |
| Rogers Communications -cl B (RCI) | 0.1 | $2.3M | 50k | 45.26 | |
| Alcatel-Lucent | 0.1 | $2.2M | 497k | 4.40 | |
| Westlake Chemical Corporation (WLK) | 0.1 | $2.0M | 16k | 122.06 | |
| WisdomTree Japan Total Dividend (DXJ) | 0.1 | $2.0M | 40k | 50.85 | |
| Us Silica Hldgs (SLCA) | 0.1 | $2.0M | 60k | 34.12 | |
| Superior Energy Services | 0.1 | $1.8M | 67k | 26.61 | |
| Hornbeck Offshore Services | 0.1 | $1.7M | 35k | 49.23 | |
| Orange Sa (ORAN) | 0.1 | $1.7M | 140k | 12.35 | |
| Canadian Natural Resources (CNQ) | 0.1 | $1.5M | 44k | 33.84 | |
| Kirby Corporation (KEX) | 0.1 | $1.5M | 15k | 99.27 | |
| Silver Standard Res | 0.1 | $1.4M | 200k | 6.96 | |
| Iamgold Corp (IAG) | 0.1 | $1.4M | 420k | 3.33 | |
| Goodrich Petroleum Corporation | 0.1 | $853k | 50k | 17.03 | |
| Life Technologies | 0.0 | $811k | 11k | 75.79 | |
| Dendreon Corporation | 0.0 | $748k | 250k | 2.99 | |
| General Motors Company (GM) | 0.0 | $801k | 20k | 40.87 | |
| AutoZone (AZO) | 0.0 | $574k | 1.2k | 478.33 | |
| priceline.com Incorporated | 0.0 | $465k | 400.00 | 1162.50 | |
| NVR (NVR) | 0.0 | $513k | 500.00 | 1026.00 | |
| Dresser-Rand | 0.0 | $596k | 10k | 59.60 | |
| iShares Dow Jones US Home Const. (ITB) | 0.0 | $621k | 25k | 24.84 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $351k | 6.0k | 58.50 | |
| Wells Fargo & Company (WFC) | 0.0 | $318k | 7.0k | 45.43 | |
| Dow Chemical Company | 0.0 | $302k | 6.8k | 44.41 | |
| Mohawk Industries (MHK) | 0.0 | $298k | 2.0k | 149.00 | |
| Harman International Industries | 0.0 | $295k | 3.6k | 81.94 | |
| Prudential Financial (PRU) | 0.0 | $323k | 3.5k | 92.29 | |
| Delta Air Lines (DAL) | 0.0 | $349k | 13k | 27.48 | |
| Yahoo! | 0.0 | $295k | 7.3k | 40.41 | |
| TRW Automotive Holdings | 0.0 | $357k | 4.8k | 74.38 | |
| Alaska Air (ALK) | 0.0 | $352k | 4.8k | 73.33 | |
| Southwest Airlines (LUV) | 0.0 | $367k | 20k | 18.82 | |
| Delphi Automotive | 0.0 | $367k | 6.1k | 60.16 | |
| Discover Financial Services (DFS) | 0.0 | $257k | 4.6k | 55.87 | |
| Home Depot (HD) | 0.0 | $239k | 2.9k | 82.41 | |
| Whirlpool Corporation (WHR) | 0.0 | $220k | 1.4k | 157.14 | |
| Masco Corporation (MAS) | 0.0 | $230k | 10k | 22.77 | |
| Capital One Financial (COF) | 0.0 | $260k | 3.4k | 76.47 | |
| Lowe's Companies (LOW) | 0.0 | $233k | 4.7k | 49.57 | |
| Tenne | 0.0 | $226k | 4.0k | 56.50 | |
| Tripadvisor (TRIP) | 0.0 | $248k | 3.0k | 82.67 | |
| Workday Inc cl a (WDAY) | 0.0 | $249k | 3.0k | 83.00 |
