Graham Capital Management as of Dec. 31, 2014
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 136 positions in its portfolio as reported in the December 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares MSCI Emerging Markets Indx (EEM) | 17.9 | $419M | 11M | 39.29 | |
| iShares Russell 2000 Index (IWM) | 16.1 | $377M | 3.2M | 119.67 | |
| Spdr S&p 500 Etf (SPY) | 11.5 | $269M | 1.3M | 205.50 | |
| PowerShares QQQ Trust, Series 1 | 4.5 | $105M | 1.0M | 103.25 | |
| Bank of America Corporation (BAC) | 2.3 | $54M | 3.0M | 17.89 | |
| General Motors Company (GM) | 1.9 | $45M | 1.3M | 34.91 | |
| Vipshop Holdings Ltd - Ads bond | 1.8 | $42M | 35M | 1.20 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 1.7 | $41M | 2.1M | 19.54 | |
| Radian Group Inc note | 1.4 | $33M | 21M | 1.62 | |
| REPCOM cla | 1.4 | $32M | 520k | 62.34 | |
| Citigroup (C) | 1.4 | $32M | 592k | 54.11 | |
| Energy Select Sector SPDR (XLE) | 1.3 | $31M | 390k | 79.16 | |
| Rite Aid Corp note 8.500% 5/1 | 1.2 | $28M | 9.4M | 2.95 | |
| Suncor Energy (SU) | 1.1 | $27M | 843k | 31.78 | |
| EQT Corporation (EQT) | 1.1 | $26M | 341k | 75.70 | |
| Yahoo! | 1.1 | $25M | 500k | 50.52 | |
| USD.01 Mannkind Corp sr unsecured | 1.0 | $23M | 22M | 1.09 | |
| Cobalt Intl Energy Inc note | 0.9 | $22M | 35M | 0.63 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.9 | $21M | 190k | 109.71 | |
| Concho Resources | 0.9 | $21M | 207k | 99.75 | |
| Financial Select Sector SPDR (XLF) | 0.8 | $20M | 805k | 24.73 | |
| Ctrip.com Inter Ltd. conv | 0.8 | $19M | 20M | 0.97 | |
| 1,000% Sina 01.12.2018 note | 0.8 | $19M | 20M | 0.93 | |
| Devon Energy Corporation (DVN) | 0.8 | $18M | 298k | 61.21 | |
| Occidental Petroleum Corporation (OXY) | 0.8 | $18M | 220k | 80.61 | |
| Qihoo 360 Technologies Co Lt | 0.7 | $17M | 295k | 57.26 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.7 | $17M | 298k | 55.30 | |
| Industries N shs - a - (LYB) | 0.7 | $16M | 197k | 79.39 | |
| Solarcity | 0.6 | $15M | 280k | 53.48 | |
| JinkoSolar Holding (JKS) | 0.6 | $13M | 667k | 19.71 | |
| Schlumberger (SLB) | 0.6 | $13M | 150k | 85.41 | |
| Parsley Energy Inc-class A | 0.6 | $13M | 812k | 15.96 | |
| Solarcity Corp note 2.750%11/0 | 0.5 | $13M | 12M | 1.09 | |
| Newfield Exploration | 0.5 | $12M | 428k | 27.12 | |
| Diamondback Energy (FANG) | 0.5 | $12M | 195k | 59.78 | |
| Carrizo Oil & Gas | 0.5 | $11M | 273k | 41.60 | |
| Chesapeake Energy Corporation | 0.5 | $11M | 579k | 19.57 | |
| Trina Solar | 0.5 | $11M | 1.2M | 9.26 | |
| Gilead Sciences (GILD) | 0.5 | $11M | 117k | 94.27 | |
| Cameron International Corporation | 0.5 | $11M | 220k | 49.95 | |
| iShares MSCI Brazil Index (EWZ) | 0.5 | $11M | 300k | 36.57 | |
| Walter Invt Mgmt Corp note | 0.5 | $11M | 14M | 0.76 | |
| Gulfport Energy Corporation | 0.5 | $10M | 250k | 41.74 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.4 | $10M | 250k | 41.62 | |
| Pioneer Natural Resources (PXD) | 0.4 | $10M | 67k | 148.86 | |
| Ak Steel Corp. conv | 0.4 | $10M | 7.5M | 1.34 | |
| Canadian Solar (CSIQ) | 0.4 | $9.8M | 404k | 24.19 | |
| Cobalt Intl Energy | 0.4 | $9.7M | 1.1M | 8.89 | |
| Sina Corporation | 0.4 | $9.4M | 250k | 37.41 | |
| Soufun Holdings Limited conv bd us | 0.4 | $8.8M | 10M | 0.88 | |
| Williams Companies (WMB) | 0.4 | $8.5M | 189k | 44.94 | |
| Walter Investment Management | 0.3 | $8.3M | 500k | 16.51 | |
| Ctrip.com International | 0.3 | $7.9M | 173k | 45.50 | |
| Canadian Natural Resources (CNQ) | 0.3 | $7.6M | 247k | 30.88 | |
| E-House | 0.3 | $7.8M | 1.1M | 7.24 | |
| Starwood Ppty Tr Inc 3.750 oct 15 17 c | 0.3 | $7.7M | 7.5M | 1.02 | |
| Rice Energy | 0.3 | $6.3M | 302k | 20.97 | |
| EOG Resources (EOG) | 0.3 | $6.2M | 67k | 92.07 | |
| Anadarko Petroleum Corporation | 0.2 | $5.8M | 70k | 82.50 | |
| Linn Energy | 0.2 | $5.9M | 585k | 10.13 | |
| Opko Health (OPK) | 0.2 | $5.9M | 595k | 9.99 | |
| Verizon Communications (VZ) | 0.2 | $5.2M | 111k | 46.78 | |
| McDermott International | 0.2 | $5.2M | 1.8M | 2.91 | |
| Webmd Health Corp note | 0.2 | $5.1M | 5.0M | 1.01 | |
| Cimarex Energy | 0.2 | $5.0M | 47k | 106.01 | |
| FMC Technologies | 0.2 | $4.7M | 99k | 46.84 | |
| Valero Energy Corporation (VLO) | 0.2 | $4.8M | 96k | 49.50 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 0.2 | $4.6M | 4.5M | 1.02 | |
| Kosmos Energy | 0.2 | $4.7M | 564k | 8.39 | |
| Barrick Gold Corp (GOLD) | 0.2 | $4.3M | 404k | 10.75 | |
| Google Inc Class C | 0.2 | $4.5M | 8.5k | 526.35 | |
| Oracle Corporation (ORCL) | 0.2 | $4.3M | 95k | 44.97 | |
| Superior Energy Services | 0.2 | $4.1M | 205k | 20.15 | |
| Interoil Corp note 2.750%11/1 | 0.2 | $4.0M | 4.0M | 1.00 | |
| Time Warner | 0.2 | $3.8M | 45k | 85.42 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.2 | $3.8M | 129k | 29.61 | |
| Weight Watchers International | 0.2 | $3.7M | 150k | 24.84 | |
| American International (AIG) | 0.2 | $3.6M | 65k | 56.02 | |
| QEP Resources | 0.2 | $3.7M | 185k | 20.22 | |
| MasterCard Incorporated (MA) | 0.1 | $3.4M | 40k | 86.15 | |
| Western Union Company (WU) | 0.1 | $3.4M | 190k | 17.91 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $3.5M | 60k | 57.52 | |
| United Parcel Service (UPS) | 0.1 | $3.5M | 31k | 111.18 | |
| Quiksilver | 0.1 | $3.5M | 1.6M | 2.21 | |
| Laredo Petroleum Holdings | 0.1 | $3.2M | 307k | 10.35 | |
| Pdc Energy | 0.1 | $3.4M | 82k | 41.27 | |
| Mondelez Int (MDLZ) | 0.1 | $3.3M | 90k | 36.32 | |
| Western Refining | 0.1 | $3.0M | 79k | 37.78 | |
| Michael Kors Holdings | 0.1 | $3.0M | 40k | 75.10 | |
| Starz - Liberty Capital | 0.1 | $3.0M | 100k | 29.70 | |
| Costco Wholesale Corporation (COST) | 0.1 | $2.8M | 20k | 141.75 | |
| Medtronic | 0.1 | $2.9M | 40k | 72.20 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $2.9M | 15k | 192.60 | |
| Merck & Co (MRK) | 0.1 | $2.8M | 50k | 56.80 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.1 | $2.8M | 550k | 5.11 | |
| Cme (CME) | 0.1 | $2.7M | 30k | 88.67 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $2.6M | 17k | 150.18 | |
| Johnson & Johnson (JNJ) | 0.1 | $2.6M | 25k | 104.56 | |
| McGraw-Hill Companies | 0.1 | $2.7M | 30k | 88.97 | |
| Tiffany & Co. | 0.1 | $2.7M | 25k | 106.88 | |
| McKesson Corporation (MCK) | 0.1 | $2.5M | 12k | 207.58 | |
| United Technologies Corporation | 0.1 | $2.5M | 22k | 115.02 | |
| Visa (V) | 0.1 | $2.6M | 10k | 262.20 | |
| Mead Johnson Nutrition | 0.1 | $2.6M | 26k | 100.54 | |
| Allied Nevada Gold | 0.1 | $2.5M | 2.8M | 0.87 | |
| Grupo Televisa (TV) | 0.1 | $2.3M | 66k | 34.06 | |
| Microsoft Corporation (MSFT) | 0.1 | $2.3M | 50k | 46.46 | |
| Graphic Packaging Holding Company (GPK) | 0.1 | $2.3M | 170k | 13.62 | |
| Celgene Corporation | 0.1 | $2.2M | 20k | 111.85 | |
| Spirit Airlines (SAVE) | 0.1 | $2.3M | 30k | 75.57 | |
| Franks Intl N V | 0.1 | $2.4M | 145k | 16.63 | |
| Ipath S&p 500 Vix S/t Fu Etn | 0.1 | $2.4M | 75k | 31.51 | |
| Rsp Permian | 0.1 | $2.3M | 93k | 25.14 | |
| Shire | 0.1 | $2.1M | 10k | 212.50 | |
| Blackberry (BB) | 0.1 | $2.2M | 200k | 10.98 | |
| Alibaba Group Holding (BABA) | 0.1 | $2.1M | 20k | 103.95 | |
| Harley-Davidson (HOG) | 0.1 | $2.0M | 30k | 65.90 | |
| Allegion Plc equity (ALLE) | 0.1 | $1.8M | 32k | 55.47 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $1.6M | 30k | 52.67 | |
| eBay (EBAY) | 0.1 | $1.7M | 30k | 56.13 | |
| Total (TTE) | 0.1 | $1.5M | 30k | 51.20 | |
| Northern Oil & Gas | 0.1 | $1.6M | 285k | 5.65 | |
| Exelixis Inc cnv | 0.1 | $1.7M | 3.0M | 0.57 | |
| Autoliv (ALV) | 0.1 | $1.4M | 13k | 106.15 | |
| Fastenal Company (FAST) | 0.1 | $1.4M | 30k | 47.57 | |
| Walter Energy | 0.1 | $1.3M | 964k | 1.38 | |
| BorgWarner (BWA) | 0.1 | $1.1M | 20k | 54.95 | |
| SouFun Holdings | 0.1 | $1.1M | 145k | 7.39 | |
| Huntsman Corporation (HUN) | 0.0 | $948k | 42k | 22.78 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.0 | $981k | 21k | 47.85 | |
| Rowan Companies | 0.0 | $647k | 28k | 23.31 | |
| Mrc Global Inc cmn (MRC) | 0.0 | $758k | 50k | 15.16 | |
| Market Vector Russia ETF Trust | 0.0 | $585k | 40k | 14.62 | |
| D.R. Horton (DHI) | 0.0 | $291k | 12k | 25.30 | |
| Energy Xxi | 0.0 | $73k | 23k | 3.24 | |
| Quicksilver Resources | 0.0 | $28k | 140k | 0.20 |
