Graham Capital Management

Graham Capital Management as of Sept. 30, 2014

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 124 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Msci Emg Mkt Etf (EEM) 18.7 $423M 10M 41.56
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 16.6 $376M 1.9M 197.02
Ishares Tr Russell 2000 Etf Call Option (IWM) 4.6 $105M 1.1M 93.56
Powershares Qqq Trust Unit Ser 1 Call Option 4.4 $99M 1.0M 98.79
Bank of America Corporation (BAC) 3.6 $80M 4.7M 17.05
Halliburton Company (HAL) 2.6 $58M 895k 64.51
Cobalt Intl Energy Note 2.2 $50M 60M 0.83
Citigroup (C) 2.1 $47M 908k 51.82
General Motors Company (GM) 2.0 $45M 1.4M 31.94
Yy Ads Repcom Cla Put Option 1.7 $39M 520k 74.89
Yahoo! 1.7 $38M 922k 40.75
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 1.6 $37M 1.6M 23.17
EQT Corporation (EQT) 1.6 $36M 390k 91.54
Vipshop Hldgs Note 1.6 $36M 30M 1.18
Solarcity Corp Note 1.4 $31M 26M 1.20
Anadarko Petroleum Corporation 1.4 $31M 301k 101.44
Radian Group Note 1.1 $25M 18M 1.43
Mannkind Corp Note 1.1 $24M 22M 1.13
Verizon Communications (VZ) 0.9 $20M 398k 49.99
Dryships Note 0.9 $20M 20M 0.99
EOG Resources (EOG) 0.9 $20M 199k 99.02
Qihoo 360 Technology Ads Put Option 0.9 $20M 291k 67.47
Hess (HES) 0.9 $20M 208k 94.32
Jinkosolar Hldg Sponsored Adr Put Option (JKS) 0.9 $19M 706k 27.49
Newfield Exploration 0.8 $19M 513k 37.07
Rite Aid Corp Note 0.8 $18M 9.4M 1.95
Cimarex Energy 0.8 $18M 139k 126.53
Canadian Natural Resources (CNQ) 0.6 $15M 374k 38.84
Sina Corp Ord Put Option 0.6 $14M 344k 41.14
Suncor Energy (SU) 0.6 $14M 372k 36.15
Encana Corp 0.6 $13M 625k 21.21
D.R. Horton (DHI) 0.6 $13M 640k 20.52
Ak Stl Corp Note 0.6 $13M 7.5M 1.70
Select Sector Spdr Tr Sbi Int-energy Put Option (XLE) 0.6 $13M 140k 90.62
Walter Invt Mgmt Corp Note 0.5 $12M 14M 0.83
Barrick Gold Corp (GOLD) 0.5 $12M 794k 14.66
Cobalt Intl Energy Put Option 0.5 $12M 850k 13.60
Walter Investment Management Put Option 0.5 $12M 523k 21.95
Trina Solar Spon Adr Put Option 0.5 $11M 909k 12.07
Corning Incorporated (GLW) 0.5 $11M 565k 19.34
Sunpower Corp DBCV 4.500% 3/1 0.5 $11M 7.0M 1.53
Baker Hughes Incorporated 0.5 $11M 163k 65.06
Huntsman Corporation (HUN) 0.5 $10M 398k 25.99
Marathon Oil Corporation (MRO) 0.5 $10M 274k 37.59
Allied Nevada Gold Put Option 0.4 $10M 3.1M 3.31
Precision Drilling Corp Com 2010 0.4 $9.3M 864k 10.79
Solarcity 0.4 $9.2M 155k 59.62
Cabot Oil & Gas Corporation (CTRA) 0.4 $9.2M 281k 32.69
J.C. Penney Company Put Option 0.4 $8.9M 890k 10.04
E House China Hldgs Adr Put Option 0.4 $8.7M 917k 9.52
Royal Dutch Shell Spons Adr A 0.4 $8.7M 115k 76.13
Atwood Oceanics 0.4 $8.4M 193k 43.69
McDermott International Put Option 0.4 $8.3M 1.5M 5.72
Gilead Sciences Call Option (GILD) 0.4 $8.1M 76k 106.47
Bill Barrett Corporation 0.4 $8.0M 363k 22.04
Patterson-UTI Energy (PTEN) 0.3 $7.3M 225k 32.53
Blackberry (BB) 0.3 $7.2M 721k 9.94
Penn Virginia Corporation 0.3 $7.1M 558k 12.71
Diamondback Energy (FANG) 0.3 $6.9M 92k 74.78
Northern Oil & Gas 0.3 $6.4M 453k 14.22
Linn Energy Unit Ltd Liab Put Option 0.3 $6.3M 210k 30.14
FMC Technologies 0.3 $6.0M 111k 54.31
International Paper Company (IP) 0.3 $5.8M 121k 47.74
Athlon Energy 0.2 $5.5M 94k 58.23
Concho Resources 0.2 $5.4M 43k 125.38
Axiall 0.2 $5.3M 147k 35.81
Western Refining 0.2 $5.2M 124k 41.99
Webmd Health Corp Note 0.2 $5.0M 5.0M 1.01
Caesars Entertainment Put Option 0.2 $5.0M 400k 12.58
Coeur d'Alene Mines Corporation Put Option (CDE) 0.2 $5.0M 1.0M 4.96
Zillow Cl A 0.2 $4.6M 40k 116.00
Annaly Cap Mgmt Note 0.2 $4.6M 4.5M 1.03
Opko Health Put Option (OPK) 0.2 $4.6M 537k 8.51
Arch Coal 0.2 $4.4M 2.1M 2.12
Parsley Energy Cl A 0.2 $4.2M 198k 21.33
Interoil Corp Note 0.2 $4.1M 4.0M 1.01
Nq Mobile Adr Repstg Cl A Put Option 0.2 $4.0M 580k 6.97
Seadrill SHS Put Option 0.2 $4.0M 150k 26.76
Ishares Msci Mex Cap Etf (EWW) 0.2 $3.8M 55k 68.73
ConocoPhillips (COP) 0.2 $3.7M 48k 76.51
Anglogold Ashanti Sponsored Adr Put Option 0.2 $3.6M 300k 12.00
Alpha Natural Resources Put Option 0.2 $3.6M 1.5M 2.48
Kosmos Energy SHS Put Option 0.2 $3.6M 360k 9.96
Iamgold Corp Put Option (IAG) 0.2 $3.5M 1.3M 2.76
Ishares Msci Sth Kor Etf (EWY) 0.1 $3.4M 56k 60.52
Google CL C 0.1 $3.2M 5.5k 577.27
Quiksilver Put Option 0.1 $2.8M 1.6M 1.72
Time Warner 0.1 $2.6M 35k 75.20
Peabody Energy Corporation Put Option 0.1 $2.5M 200k 12.38
Mastercard Cl A (MA) 0.1 $2.5M 33k 73.92
Memorial Resource Development 0.1 $2.4M 90k 27.11
Cme (CME) 0.1 $2.4M 30k 79.97
McKesson Corporation (MCK) 0.1 $2.4M 12k 194.67
United Parcel Service CL B (UPS) 0.1 $2.2M 23k 98.31
American International (AIG) 0.1 $2.2M 41k 54.03
Costco Wholesale Corporation (COST) 0.1 $2.1M 17k 125.32
Berkshire Hathaway Inc Del CL B (BRK.B) 0.1 $2.0M 14k 138.17
Teva Pharmaceutical Inds Adr (TEVA) 0.1 $1.9M 35k 53.74
Mead Johnson Nutrition 0.1 $1.8M 19k 96.24
Exelixis Note 0.1 $1.8M 3.0M 0.59
Us Silica Hldgs (SLCA) 0.1 $1.7M 28k 62.51
Grupo Televisa Sa Spon Adr Rep Ord (TV) 0.1 $1.6M 48k 33.88
Copa Holdings Sa Cl A (CPA) 0.1 $1.5M 14k 107.29
Claymore Exchange Trd Fd Tr Guggenheim Solar 0.1 $1.5M 36k 40.64
Soufun Hldgs Adr Put Option 0.1 $1.4M 143k 9.95
eBay (EBAY) 0.1 $1.3M 23k 56.62
Epam Systems (EPAM) 0.1 $1.3M 30k 43.80
Cemex Sab De Cv Spon Adr (CX) 0.1 $1.3M 100k 13.04
Rice Energy 0.1 $1.3M 48k 26.60
Moly Put Option 0.1 $1.2M 1.0M 1.19
Baidu Spon Adr Rep A (BIDU) 0.0 $1.1M 5.0k 218.20
Cognizant Technology Solutio Cl A (CTSH) 0.0 $998k 22k 44.75
Novo-nordisk A S Adr (NVO) 0.0 $952k 20k 47.60
Rowan Companies Shs Cl A 0.0 $940k 37k 25.31
Embraer S A Sp Adr Rep 4 Com (ERJ) 0.0 $863k 22k 39.23
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) 0.0 $710k 50k 14.20
Fomento Economico Mexicano S Spon Adr Units (FMX) 0.0 $603k 6.6k 92.06
Brf Sa Sponsored Adr (BRFS) 0.0 $595k 25k 23.80
Ambev Sa Sponsored Adr (ABEV) 0.0 $563k 86k 6.55
Vale S A Adr (VALE) 0.0 $551k 50k 11.02
Harley-Davidson (HOG) 0.0 $521k 9.0k 58.21
Diageo P L C Spon Adr (DEO) 0.0 $496k 4.3k 115.35
Companhia Brasileira De Dist Spn Adr Pfd Cl A 0.0 $414k 9.5k 43.58
Quicksilver Resources 0.0 $373k 619k 0.60