Graham Capital Management as of June 30, 2014
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 135 positions in its portfolio as reported in the June 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 23.7 | $788M | 4.0M | 195.72 | |
| iShares MSCI Emerging Markets Indx (EEM) | 13.3 | $442M | 10M | 43.23 | |
| PowerShares QQQ Trust, Series 1 | 7.3 | $242M | 2.6M | 93.91 | |
| Anadarko Petroleum Corporation | 2.9 | $95M | 865k | 109.47 | |
| iShares Russell 2000 Index (IWM) | 2.3 | $77M | 649k | 118.81 | |
| Citigroup (C) | 2.1 | $69M | 1.5M | 47.10 | |
| Marathon Oil Corporation (MRO) | 1.8 | $60M | 1.5M | 39.92 | |
| Halliburton Company (HAL) | 1.7 | $56M | 785k | 71.01 | |
| Yahoo! | 1.6 | $52M | 1.5M | 35.13 | |
| General Motors Company (GM) | 1.6 | $52M | 1.4M | 36.30 | |
| Financial Select Sector SPDR (XLF) | 1.5 | $50M | 2.2M | 22.74 | |
| Alpha Natural Resources | 1.4 | $48M | 1.5M | 33.23 | |
| Cimarex Energy | 1.4 | $48M | 335k | 143.46 | |
| Newfield Exploration | 1.4 | $47M | 1.1M | 44.20 | |
| Verizon Communications (VZ) | 1.4 | $45M | 924k | 48.93 | |
| EQT Corporation (EQT) | 1.3 | $45M | 416k | 106.90 | |
| Cobalt Intl Energy Inc note | 1.3 | $43M | 46M | 0.93 | |
| Industries N shs - a - (LYB) | 1.2 | $41M | 424k | 97.65 | |
| Solarcity Corp note 2.750%11/0 | 1.1 | $38M | 27M | 1.39 | |
| Freeport-McMoRan Copper & Gold (FCX) | 1.1 | $36M | 987k | 36.50 | |
| EOG Resources (EOG) | 1.1 | $35M | 303k | 116.86 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 1.1 | $35M | 189k | 187.74 | |
| Vipshop Holdings Ltd - Ads bond | 1.1 | $35M | 30M | 1.18 | |
| USD.01 Mannkind Corp sr unsecured | 0.9 | $31M | 19M | 1.67 | |
| Canadian Natural Resources (CNQ) | 0.8 | $28M | 606k | 45.91 | |
| Hess (HES) | 0.8 | $27M | 277k | 98.89 | |
| Rite Aid Corp note 8.500% 5/1 | 0.8 | $27M | 9.4M | 2.83 | |
| Radian Group Inc note | 0.8 | $26M | 18M | 1.50 | |
| Bank of America Corporation (BAC) | 0.7 | $24M | 1.5M | 15.37 | |
| Ultra Petroleum | 0.7 | $23M | 779k | 29.69 | |
| REPCOM cla | 0.7 | $23M | 303k | 75.50 | |
| Dryships Inc. note 5.000%12/0 | 0.6 | $20M | 20M | 0.99 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.6 | $20M | 287k | 67.81 | |
| Schlumberger (SLB) | 0.6 | $19M | 163k | 117.95 | |
| Ak Steel Corp. conv | 0.6 | $19M | 12M | 1.66 | |
| Huntsman Corporation (HUN) | 0.6 | $19M | 666k | 28.10 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.6 | $18M | 281k | 65.02 | |
| AngloGold Ashanti | 0.5 | $17M | 1.0M | 17.21 | |
| Sina Corporation | 0.5 | $17M | 344k | 49.77 | |
| Oasis Petroleum | 0.5 | $17M | 295k | 55.89 | |
| Atwood Oceanics | 0.5 | $16M | 308k | 52.48 | |
| Continental Resources | 0.5 | $16M | 100k | 158.04 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.5 | $16M | 766k | 20.88 | |
| Penn Virginia Corporation | 0.5 | $16M | 921k | 16.95 | |
| Market Vectors Gold Miners ETF | 0.5 | $15M | 579k | 26.45 | |
| Concho Resources | 0.4 | $15M | 100k | 144.50 | |
| Barrick Gold Corp (GOLD) | 0.4 | $14M | 770k | 18.30 | |
| Sunpower Corp conv | 0.4 | $13M | 7.0M | 1.84 | |
| Athlon Energy | 0.4 | $13M | 272k | 47.70 | |
| Netqin Mobile | 0.4 | $13M | 2.0M | 6.14 | |
| Northern Oil & Gas | 0.4 | $12M | 726k | 16.29 | |
| Cobalt Intl Energy | 0.4 | $12M | 650k | 18.35 | |
| McDermott International | 0.3 | $12M | 1.5M | 8.09 | |
| Allied Nevada Gold | 0.3 | $11M | 3.0M | 3.76 | |
| Precision Drilling Corporation | 0.3 | $11M | 807k | 14.16 | |
| Rice Energy | 0.3 | $11M | 375k | 30.45 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.3 | $10M | 39k | 260.56 | |
| Qihoo 360 Technologies Co Lt | 0.3 | $10M | 110k | 92.04 | |
| Kodiak Oil & Gas | 0.3 | $9.7M | 668k | 14.55 | |
| JinkoSolar Holding (JKS) | 0.3 | $9.7M | 323k | 30.17 | |
| Canadian Solar (CSIQ) | 0.3 | $9.4M | 302k | 31.26 | |
| Diamondback Energy (FANG) | 0.3 | $9.2M | 104k | 88.80 | |
| Parsley Energy Inc-class A | 0.3 | $9.4M | 390k | 24.07 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $7.8M | 136k | 57.62 | |
| Stone Energy Corporation | 0.2 | $7.8M | 167k | 46.79 | |
| Caesars Entertainment | 0.2 | $7.2M | 400k | 18.08 | |
| Walter Energy | 0.2 | $6.8M | 1.3M | 5.45 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.2 | $6.9M | 750k | 9.18 | |
| Trina Solar | 0.2 | $6.9M | 537k | 12.83 | |
| QEP Resources | 0.2 | $6.9M | 200k | 34.50 | |
| CONSOL Energy | 0.2 | $6.5M | 141k | 46.07 | |
| Carrizo Oil & Gas | 0.2 | $6.7M | 97k | 69.26 | |
| Gulfport Energy Corporation | 0.2 | $6.7M | 106k | 62.80 | |
| Axiall | 0.2 | $6.4M | 135k | 47.27 | |
| Moly | 0.2 | $5.6M | 2.2M | 2.57 | |
| E-House | 0.2 | $5.2M | 600k | 8.65 | |
| Exelixis Inc cnv | 0.2 | $5.2M | 6.0M | 0.87 | |
| Bed Bath & Beyond | 0.1 | $4.9M | 85k | 57.38 | |
| Webmd Health Corp note | 0.1 | $5.2M | 5.0M | 1.03 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 0.1 | $4.8M | 4.5M | 1.06 | |
| Goodrich Pete Corp note 5.000%10/0 | 0.1 | $4.2M | 4.0M | 1.04 | |
| J.C. Penney Company | 0.1 | $4.0M | 440k | 9.05 | |
| Rosetta Resources | 0.1 | $4.1M | 75k | 54.85 | |
| Interoil Corp note 2.750%11/1 | 0.1 | $4.0M | 4.0M | 1.00 | |
| Molycorp Inc Del....... Note 6.0% 9/1/17 | 0.1 | $3.8M | 6.0M | 0.64 | |
| Western Refining | 0.1 | $3.6M | 95k | 37.55 | |
| Iamgold Corp (IAG) | 0.1 | $3.3M | 800k | 4.12 | |
| Devon Energy Corporation (DVN) | 0.1 | $2.9M | 36k | 79.40 | |
| Weight Watchers International | 0.1 | $3.0M | 150k | 20.17 | |
| Us Silica Hldgs (SLCA) | 0.1 | $2.7M | 49k | 55.44 | |
| NRG Energy (NRG) | 0.1 | $2.2M | 60k | 37.19 | |
| Arch Coal | 0.1 | $2.3M | 623k | 3.65 | |
| Gilead Sciences (GILD) | 0.1 | $2.5M | 30k | 82.90 | |
| Rex Energy Corporation | 0.1 | $2.5M | 140k | 17.71 | |
| Claymore Exchange Trd Fd Tr guggenheim sol | 0.1 | $2.4M | 53k | 44.57 | |
| Rowan Companies | 0.1 | $2.4M | 75k | 31.93 | |
| Cme (CME) | 0.1 | $2.1M | 30k | 70.96 | |
| Solarcity | 0.1 | $2.0M | 29k | 70.59 | |
| Nextera Energy (NEE) | 0.1 | $1.6M | 15k | 102.50 | |
| Quicksilver Resources | 0.1 | $1.7M | 619k | 2.67 | |
| Energy Select Sector SPDR (XLE) | 0.1 | $1.7M | 17k | 100.12 | |
| Hornbeck Offshore Services | 0.1 | $1.7M | 35k | 46.93 | |
| Opko Health (OPK) | 0.1 | $1.8M | 200k | 8.84 | |
| PPL Corporation (PPL) | 0.0 | $1.4M | 41k | 35.53 | |
| Edison International (EIX) | 0.0 | $1.2M | 20k | 58.09 | |
| SouFun Holdings | 0.0 | $1.4M | 143k | 9.79 | |
| MasterCard Incorporated (MA) | 0.0 | $1.0M | 14k | 73.45 | |
| Ocwen Financial Corporation | 0.0 | $985k | 27k | 37.10 | |
| Market Vectors Agribusiness | 0.0 | $1.0M | 18k | 55.00 | |
| Petroleo Brasileiro SA (PBR) | 0.0 | $585k | 40k | 14.62 | |
| Grupo Televisa (TV) | 0.0 | $662k | 19k | 34.30 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $544k | 4.3k | 126.51 | |
| Costco Wholesale Corporation (COST) | 0.0 | $518k | 4.5k | 115.11 | |
| United Parcel Service (UPS) | 0.0 | $579k | 5.6k | 102.66 | |
| Diageo (DEO) | 0.0 | $547k | 4.3k | 127.21 | |
| PetroChina Company | 0.0 | $540k | 4.3k | 125.58 | |
| HDFC Bank (HDB) | 0.0 | $609k | 13k | 46.85 | |
| American International (AIG) | 0.0 | $573k | 11k | 54.57 | |
| Ambev Sa- (ABEV) | 0.0 | $605k | 86k | 7.03 | |
| China Mobile | 0.0 | $267k | 5.5k | 48.55 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $220k | 4.2k | 52.38 | |
| Cemex SAB de CV (CX) | 0.0 | $413k | 31k | 13.24 | |
| Anheuser-Busch InBev NV (BUD) | 0.0 | $287k | 2.5k | 114.80 | |
| Novo Nordisk A/S (NVO) | 0.0 | $254k | 5.5k | 46.18 | |
| 0.0 | $339k | 580.00 | 584.48 | ||
| Baidu (BIDU) | 0.0 | $383k | 2.1k | 186.83 | |
| Banco de Chile (BCH) | 0.0 | $401k | 5.0k | 80.20 | |
| Copa Holdings Sa-class A (CPA) | 0.0 | $264k | 1.9k | 142.70 | |
| Tata Motors | 0.0 | $242k | 6.2k | 39.03 | |
| Banco Bradesco SA (BBD) | 0.0 | $174k | 12k | 14.50 | |
| Korea Electric Power Corporation (KEP) | 0.0 | $239k | 13k | 18.38 | |
| BRF Brasil Foods SA (BRFS) | 0.0 | $292k | 12k | 24.33 | |
| Yandex Nv-a (YNDX) | 0.0 | $285k | 8.0k | 35.62 | |
| Telefonica Brasil Sa | 0.0 | $256k | 13k | 20.48 | |
| Verso Paper | 0.0 | $158k | 75k | 2.10 |
