Graham Capital Management as of March 31, 2014
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 103 positions in its portfolio as reported in the March 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 23.0 | $421M | 2.2M | 187.04 | |
| iShares MSCI Emerging Markets Indx (EEM) | 4.8 | $87M | 2.1M | 40.99 | |
| Marathon Oil Corporation (MRO) | 3.0 | $56M | 1.6M | 35.52 | |
| EQT Corporation (EQT) | 2.9 | $53M | 543k | 96.97 | |
| iShares MSCI Brazil Index (EWZ) | 2.5 | $45M | 1.0M | 45.02 | |
| PowerShares QQQ Trust, Series 1 | 2.4 | $44M | 500k | 87.68 | |
| Cobalt Intl Energy Inc note | 2.4 | $43M | 46M | 0.94 | |
| Halliburton Company (HAL) | 2.2 | $41M | 690k | 58.89 | |
| Newfield Exploration | 2.1 | $38M | 1.2M | 31.36 | |
| Freeport-McMoRan Copper & Gold (FCX) | 2.1 | $38M | 1.2M | 33.07 | |
| EOG Resources (EOG) | 2.0 | $36M | 185k | 196.17 | |
| Solarcity Corp note 2.750%11/0 | 1.9 | $35M | 27M | 1.29 | |
| Suncor Energy (SU) | 1.9 | $34M | 976k | 34.96 | |
| Industries N shs - a - (LYB) | 1.8 | $34M | 379k | 88.94 | |
| Anadarko Petroleum Corporation | 1.7 | $31M | 371k | 84.76 | |
| Cimarex Energy | 1.7 | $31M | 257k | 119.11 | |
| Vipshop Holdings Ltd - Ads bond | 1.7 | $31M | 30M | 1.02 | |
| iShares MSCI South Korea Index Fund (EWY) | 1.6 | $29M | 468k | 61.50 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 1.5 | $28M | 189k | 149.30 | |
| General Motors Company (GM) | 1.5 | $27M | 792k | 34.42 | |
| Verizon Communications (VZ) | 1.5 | $27M | 570k | 47.57 | |
| Radian Group Inc note | 1.5 | $27M | 18M | 1.53 | |
| Energy Select Sector SPDR (XLE) | 1.4 | $26M | 290k | 89.06 | |
| Apache Corporation | 1.4 | $25M | 305k | 82.95 | |
| Canadian Natural Resources (CNQ) | 1.2 | $22M | 585k | 38.37 | |
| Bank of America Corporation (BAC) | 1.2 | $21M | 1.2M | 17.20 | |
| Cobalt Intl Energy | 1.2 | $21M | 1.2M | 18.32 | |
| Sunpower Corp conv | 1.2 | $21M | 14M | 1.52 | |
| Dryships Inc. note 5.000%12/0 | 1.1 | $20M | 20M | 0.99 | |
| AngloGold Ashanti | 1.1 | $19M | 1.1M | 17.08 | |
| Hess (HES) | 1.0 | $19M | 229k | 82.88 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 1.0 | $18M | 279k | 63.95 | |
| Ak Steel Corp. conv | 1.0 | $18M | 12M | 1.53 | |
| Gulfport Energy Corporation | 0.9 | $17M | 241k | 71.18 | |
| Northern Oil & Gas | 0.9 | $16M | 1.1M | 14.62 | |
| Apple (AAPL) | 0.9 | $16M | 30k | 536.73 | |
| Solarcity | 0.9 | $16M | 250k | 62.62 | |
| Financial Select Sector SPDR (XLF) | 0.7 | $13M | 600k | 22.34 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.7 | $13M | 382k | 33.88 | |
| Rite Aid Corp note 8.500% 5/1 | 0.7 | $13M | 5.0M | 2.52 | |
| Total (TTE) | 0.7 | $13M | 191k | 65.60 | |
| Market Vectors Gold Miners ETF | 0.7 | $12M | 521k | 23.60 | |
| Precision Drilling Corporation | 0.6 | $12M | 961k | 11.97 | |
| Whiting Petroleum Corporation | 0.6 | $11M | 153k | 69.39 | |
| Sina Corporation | 0.6 | $10M | 170k | 60.41 | |
| Pdc Energy | 0.5 | $10M | 160k | 62.26 | |
| Canadian Solar (CSIQ) | 0.5 | $9.7M | 302k | 32.04 | |
| Kirby Corporation (KEX) | 0.5 | $9.5M | 94k | 101.25 | |
| Citigroup (C) | 0.5 | $9.5M | 199k | 47.60 | |
| USD.01 Mannkind Corp sr unsecured | 0.5 | $9.5M | 10M | 0.95 | |
| Weatherford International Lt reg | 0.5 | $9.1M | 527k | 17.36 | |
| Linn Energy | 0.5 | $8.5M | 300k | 28.32 | |
| Barrick Gold Corp (GOLD) | 0.4 | $8.1M | 456k | 17.83 | |
| Diamondback Energy (FANG) | 0.4 | $7.9M | 117k | 67.31 | |
| Meritor Inc conv | 0.4 | $7.6M | 5.0M | 1.52 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.4 | $7.5M | 30k | 250.57 | |
| Athlon Energy | 0.4 | $7.3M | 205k | 35.45 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.3 | $6.1M | 308k | 19.77 | |
| Exelixis Inc cnv | 0.3 | $5.4M | 6.0M | 0.90 | |
| Encana Corp | 0.3 | $5.3M | 250k | 21.38 | |
| Webmd Health Corp note | 0.3 | $5.1M | 5.0M | 1.02 | |
| Penn Virginia Corporation | 0.3 | $4.7M | 268k | 17.49 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 0.3 | $4.8M | 4.5M | 1.07 | |
| REPCOM cla | 0.3 | $4.8M | 63k | 76.36 | |
| Goodrich Pete Corp note 5.000%10/0 | 0.2 | $4.1M | 4.0M | 1.02 | |
| Interoil Corp note 2.750%11/1 | 0.2 | $4.0M | 4.0M | 1.01 | |
| Walter Energy | 0.2 | $3.8M | 500k | 7.56 | |
| CONSOL Energy | 0.2 | $3.8M | 95k | 39.95 | |
| Allied Nevada Gold | 0.2 | $3.7M | 867k | 4.31 | |
| Dendreon Corp note | 0.2 | $3.7M | 5.0M | 0.73 | |
| Arch Coal | 0.2 | $3.3M | 683k | 4.82 | |
| Weight Watchers International | 0.2 | $3.1M | 150k | 20.54 | |
| Kodiak Oil & Gas | 0.2 | $2.9M | 237k | 12.14 | |
| QEP Resources | 0.2 | $2.9M | 100k | 29.44 | |
| Rowan Companies | 0.2 | $3.0M | 89k | 33.68 | |
| Iamgold Corp (IAG) | 0.1 | $2.8M | 800k | 3.52 | |
| Quicksilver Resources | 0.1 | $2.5M | 959k | 2.63 | |
| Cme (CME) | 0.1 | $2.2M | 30k | 74.01 | |
| Rogers Communications -cl B (RCI) | 0.1 | $2.1M | 50k | 41.44 | |
| SouFun Holdings | 0.1 | $1.9M | 29k | 68.42 | |
| Calpine Corporation | 0.1 | $1.9M | 90k | 20.91 | |
| Orange Sa (ORAN) | 0.1 | $1.9M | 127k | 14.69 | |
| Ensco Plc Shs Class A | 0.1 | $1.3M | 25k | 52.76 | |
| Rsp Permian | 0.1 | $1.3M | 45k | 28.88 | |
| Nextera Energy (NEE) | 0.1 | $985k | 10k | 95.63 | |
| Gilead Sciences (GILD) | 0.0 | $730k | 10k | 70.87 | |
| Verso Paper | 0.0 | $723k | 250k | 2.89 | |
| Petroleo Brasileiro SA (PBR) | 0.0 | $329k | 25k | 13.16 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.0 | $358k | 10k | 35.80 | |
| United Parcel Service (UPS) | 0.0 | $294k | 3.0k | 97.35 | |
| American International (AIG) | 0.0 | $330k | 6.6k | 50.00 | |
| ICICI Bank (IBN) | 0.0 | $219k | 5.0k | 43.80 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $212k | 1.7k | 124.71 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $222k | 4.2k | 52.86 | |
| V.F. Corporation (VFC) | 0.0 | $229k | 3.7k | 61.89 | |
| Las Vegas Sands (LVS) | 0.0 | $242k | 3.0k | 80.67 | |
| Fluor Corporation (FLR) | 0.0 | $218k | 2.8k | 77.86 | |
| SPDR Gold Trust (GLD) | 0.0 | $247k | 2.0k | 123.50 | |
| Cinemark Holdings (CNK) | 0.0 | $203k | 7.0k | 29.00 | |
| Copa Holdings Sa-class A (CPA) | 0.0 | $269k | 1.9k | 145.41 | |
| Telefonica Brasil Sa | 0.0 | $212k | 10k | 21.20 | |
| Mrc Global Inc cmn (MRC) | 0.0 | $216k | 8.0k | 27.00 | |
| Directv | 0.0 | $206k | 2.7k | 76.30 |
