Graham Capital Management as of March 31, 2012
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 186 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 60.3 | $626M | 4.4M | 140.81 | |
| SPDR Gold Trust (GLD) | 6.4 | $67M | 410k | 162.12 | |
| Citigroup Inc unit | 5.0 | $52M | 500k | 103.53 | |
| Citigroup (C) | 3.8 | $40M | 1.1M | 36.55 | |
| Hess (HES) | 2.5 | $26M | 434k | 58.95 | |
| Phh Corp cnv | 2.1 | $22M | 15M | 1.48 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 2.0 | $21M | 232k | 90.84 | |
| Annaly Capital Management | 1.9 | $20M | 1.3M | 15.82 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 1.4 | $15M | 13M | 1.16 | |
| Phh Corp note 4.000% 9/0 | 1.3 | $13M | 14M | 0.96 | |
| Exxon Mobil Corporation (XOM) | 0.9 | $9.1M | 105k | 86.73 | |
| Verizon Communications (VZ) | 0.9 | $9.2M | 240k | 38.23 | |
| Rogers Communications -cl B (RCI) | 0.8 | $7.9M | 200k | 39.70 | |
| Energy Select Sector SPDR (XLE) | 0.7 | $7.5M | 104k | 71.73 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.7 | $6.9M | 7.0M | 0.99 | |
| Cemex SAB de CV (CX) | 0.7 | $6.9M | 884k | 7.76 | |
| France Telecom SA | 0.6 | $6.7M | 451k | 14.85 | |
| China Mobile | 0.5 | $5.3M | 97k | 55.08 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref t | 0.5 | $5.2M | 275k | 19.00 | |
| Hanover Compressor Co note 4.750% 1/1 | 0.5 | $4.9M | 5.0M | 0.98 | |
| Dryships Inc. note 5.000%12/0 | 0.4 | $4.2M | 5.0M | 0.83 | |
| Delta Air Lines (DAL) | 0.3 | $3.0M | 300k | 9.92 | |
| NRG Energy (NRG) | 0.2 | $2.4M | 150k | 15.67 | |
| Ypf Sa (YPF) | 0.2 | $2.2M | 79k | 28.41 | |
| Virgin Media | 0.2 | $2.0M | 81k | 24.98 | |
| Suncor Energy (SU) | 0.2 | $2.0M | 62k | 32.71 | |
| Cme (CME) | 0.2 | $1.7M | 6.0k | 289.33 | |
| C&j Energy Services | 0.2 | $1.7M | 97k | 17.79 | |
| Patterson-UTI Energy (PTEN) | 0.2 | $1.7M | 99k | 17.29 | |
| Ultra Petroleum | 0.1 | $1.5M | 67k | 22.63 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $1.2M | 15k | 76.62 | |
| Actuant Corporation | 0.1 | $1.0M | 35k | 28.99 | |
| Watsco, Incorporated (WSO) | 0.1 | $977k | 13k | 74.02 | |
| Market Vectors Agribusiness | 0.1 | $941k | 18k | 52.81 | |
| Ubs Ag Cmn | 0.1 | $775k | 55k | 14.01 | |
| GMX Resources | 0.1 | $699k | 550k | 1.27 | |
| Lions Gate Entertainment | 0.1 | $711k | 51k | 13.91 | |
| Hartford Financial Services (HIG) | 0.1 | $658k | 31k | 21.09 | |
| Lennar Corporation (LEN) | 0.1 | $639k | 24k | 27.19 | |
| Tiffany & Co. | 0.1 | $581k | 8.4k | 69.17 | |
| Cooper Companies | 0.1 | $596k | 7.3k | 81.64 | |
| Weight Watchers International | 0.1 | $633k | 8.2k | 77.20 | |
| Gilead Sciences (GILD) | 0.1 | $625k | 13k | 48.83 | |
| Oracle Corporation (ORCL) | 0.1 | $633k | 22k | 29.17 | |
| Teekay Shipping Marshall Isl (TK) | 0.1 | $601k | 17k | 34.74 | |
| KLA-Tencor Corporation (KLAC) | 0.1 | $582k | 11k | 54.39 | |
| Rbc Cad (RY) | 0.1 | $575k | 9.9k | 58.08 | |
| Signet Jewelers (SIG) | 0.1 | $600k | 13k | 47.24 | |
| Liberty Media Corp lcpad | 0.1 | $617k | 7.0k | 88.14 | |
| Eastman Chemical Company (EMN) | 0.1 | $548k | 11k | 51.70 | |
| Western Refining | 0.1 | $495k | 26k | 18.82 | |
| URS Corporation | 0.1 | $549k | 13k | 42.56 | |
| iShares MSCI Switzerland Index Fund (EWL) | 0.1 | $472k | 19k | 25.04 | |
| SPDR S&P Metals and Mining (XME) | 0.1 | $490k | 9.9k | 49.65 | |
| Wpx Energy | 0.1 | $557k | 31k | 18.03 | |
| Seacor Holdings | 0.0 | $450k | 4.7k | 95.74 | |
| Johnson Controls | 0.0 | $374k | 12k | 32.52 | |
| Computer Sciences Corporation | 0.0 | $386k | 13k | 29.92 | |
| Exelon Corporation (EXC) | 0.0 | $404k | 10k | 39.22 | |
| Fifth Third Ban (FITB) | 0.0 | $372k | 27k | 14.04 | |
| Comverse Technology | 0.0 | $378k | 55k | 6.87 | |
| Entergy Corporation (ETR) | 0.0 | $437k | 6.5k | 67.23 | |
| Texas Industries | 0.0 | $452k | 13k | 35.04 | |
| DineEquity (DIN) | 0.0 | $461k | 9.3k | 49.57 | |
| Shaw | 0.0 | $425k | 13k | 31.72 | |
| Worthington Industries (WOR) | 0.0 | $410k | 21k | 19.16 | |
| McCormick & Company, Incorporated (MKC) | 0.0 | $403k | 7.4k | 54.46 | |
| Integrys Energy | 0.0 | $403k | 7.6k | 53.03 | |
| Westlake Chemical Corporation (WLK) | 0.0 | $376k | 5.8k | 64.83 | |
| Ivanhoe Mines | 0.0 | $431k | 27k | 15.73 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.0 | $392k | 6.9k | 56.94 | |
| Owens Corning (OC) | 0.0 | $263k | 7.3k | 36.03 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $280k | 12k | 24.14 | |
| Caterpillar (CAT) | 0.0 | $341k | 3.2k | 106.56 | |
| McDonald's Corporation (MCD) | 0.0 | $275k | 2.8k | 98.21 | |
| Exterran Holdings | 0.0 | $280k | 21k | 13.21 | |
| Everest Re Group (EG) | 0.0 | $305k | 3.3k | 92.42 | |
| Tidewater | 0.0 | $313k | 5.8k | 53.97 | |
| Directv | 0.0 | $262k | 5.3k | 49.43 | |
| Liberty Media | 0.0 | $269k | 14k | 19.08 | |
| Murphy Oil Corporation (MUR) | 0.0 | $343k | 6.1k | 56.23 | |
| ITC Holdings | 0.0 | $315k | 4.1k | 76.83 | |
| Luxottica Group S.p.A. | 0.0 | $274k | 7.6k | 36.05 | |
| Old Republic International Corporation (ORI) | 0.0 | $314k | 30k | 10.54 | |
| Marathon Oil Corporation (MRO) | 0.0 | $333k | 11k | 31.71 | |
| Resources Connection (RGP) | 0.0 | $339k | 24k | 14.07 | |
| WuXi PharmaTech | 0.0 | $282k | 20k | 14.39 | |
| Express Scripts | 0.0 | $287k | 5.3k | 54.15 | |
| Lindsay Corporation (LNN) | 0.0 | $325k | 4.9k | 66.33 | |
| Charming Shoppes | 0.0 | $286k | 48k | 5.91 | |
| DSW | 0.0 | $301k | 5.5k | 54.73 | |
| Comtech Telecomm (CMTL) | 0.0 | $277k | 8.5k | 32.59 | |
| Carrizo Oil & Gas | 0.0 | $342k | 12k | 28.26 | |
| GameStop (GME) | 0.0 | $282k | 13k | 21.86 | |
| Home Inns & Hotels Management | 0.0 | $321k | 13k | 25.48 | |
| Oxford Industries (OXM) | 0.0 | $330k | 6.5k | 50.77 | |
| VeriFone Systems | 0.0 | $285k | 5.5k | 51.82 | |
| Pepco Holdings | 0.0 | $263k | 14k | 18.92 | |
| True Religion Apparel | 0.0 | $285k | 10k | 27.40 | |
| China Uni | 0.0 | $351k | 21k | 16.79 | |
| Children's Place Retail Stores (PLCE) | 0.0 | $295k | 5.7k | 51.75 | |
| Rockwood Holdings | 0.0 | $323k | 6.2k | 52.10 | |
| Brookfield Ppty Corp Cad | 0.0 | $349k | 20k | 17.45 | |
| Sasol (SSL) | 0.0 | $345k | 7.1k | 48.59 | |
| Volterra Semiconductor Corporation | 0.0 | $279k | 8.1k | 34.44 | |
| Spectrum Pharmaceuticals | 0.0 | $312k | 25k | 12.63 | |
| Companhia Siderurgica Nacional (SID) | 0.0 | $172k | 18k | 9.45 | |
| Assurant (AIZ) | 0.0 | $211k | 5.2k | 40.58 | |
| United Parcel Service (UPS) | 0.0 | $226k | 2.8k | 80.71 | |
| Carter's (CRI) | 0.0 | $229k | 4.6k | 49.78 | |
| Core Laboratories | 0.0 | $211k | 1.6k | 131.88 | |
| Kraft Foods | 0.0 | $239k | 6.3k | 37.94 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $209k | 6.1k | 34.26 | |
| Buckle (BKE) | 0.0 | $240k | 5.0k | 48.00 | |
| Whirlpool Corporation (WHR) | 0.0 | $231k | 3.0k | 77.00 | |
| TECO Energy | 0.0 | $247k | 14k | 17.52 | |
| Cost Plus | 0.0 | $227k | 13k | 17.87 | |
| Federal Signal Corporation (FSS) | 0.0 | $176k | 32k | 5.55 | |
| GlaxoSmithKline | 0.0 | $229k | 5.1k | 44.90 | |
| Merck & Co (MRK) | 0.0 | $211k | 5.5k | 38.36 | |
| Anheuser-Busch InBev NV (BUD) | 0.0 | $218k | 3.0k | 72.67 | |
| Penn National Gaming (PENN) | 0.0 | $202k | 4.7k | 42.98 | |
| NewMarket Corporation (NEU) | 0.0 | $225k | 1.2k | 187.50 | |
| priceline.com Incorporated | 0.0 | $215k | 300.00 | 716.67 | |
| New York Times Company (NYT) | 0.0 | $214k | 32k | 6.79 | |
| Micron Technology (MU) | 0.0 | $179k | 22k | 8.10 | |
| Sapient Corporation | 0.0 | $205k | 17k | 12.42 | |
| Humana (HUM) | 0.0 | $213k | 2.3k | 92.61 | |
| Marvell Technology Group | 0.0 | $258k | 16k | 15.73 | |
| Old National Ban (ONB) | 0.0 | $185k | 14k | 13.12 | |
| Steel Dynamics (STLD) | 0.0 | $224k | 15k | 14.55 | |
| Hecla Mining Company (HL) | 0.0 | $176k | 38k | 4.61 | |
| BioScrip | 0.0 | $196k | 29k | 6.81 | |
| First Niagara Financial | 0.0 | $204k | 21k | 9.86 | |
| Oil States International (OIS) | 0.0 | $242k | 3.1k | 78.06 | |
| Ralcorp Holdings | 0.0 | $222k | 3.0k | 74.00 | |
| Randgold Resources | 0.0 | $255k | 2.9k | 87.93 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.0 | $166k | 21k | 7.79 | |
| McMoRan Exploration | 0.0 | $200k | 19k | 10.70 | |
| Knight Capital | 0.0 | $162k | 13k | 12.86 | |
| Panera Bread Company | 0.0 | $209k | 1.3k | 160.77 | |
| Idenix Pharmaceuticals | 0.0 | $220k | 23k | 9.78 | |
| TreeHouse Foods (THS) | 0.0 | $232k | 3.9k | 59.49 | |
| Validus Holdings | 0.0 | $241k | 7.8k | 30.90 | |
| Dollar General (DG) | 0.0 | $217k | 4.7k | 46.17 | |
| Nordic American Tanker Shippin (NAT) | 0.0 | $256k | 16k | 15.90 | |
| Optimer Pharmaceuticals | 0.0 | $199k | 14k | 13.92 | |
| Coca-cola Enterprises | 0.0 | $217k | 7.6k | 28.55 | |
| Suncoke Energy (SXC) | 0.0 | $249k | 18k | 14.23 | |
| EXCO Resources | 0.0 | $66k | 10k | 6.60 | |
| Genworth Financial (GNW) | 0.0 | $137k | 17k | 8.30 | |
| KB Home (KBH) | 0.0 | $110k | 12k | 8.87 | |
| Tenet Healthcare Corporation | 0.0 | $83k | 16k | 5.32 | |
| Supervalu | 0.0 | $87k | 15k | 5.72 | |
| Masco Corporation (MAS) | 0.0 | $148k | 11k | 13.33 | |
| RadioShack Corporation | 0.0 | $110k | 18k | 6.21 | |
| Compuware Corporation | 0.0 | $108k | 12k | 9.23 | |
| Integrated Device Technology | 0.0 | $89k | 12k | 7.18 | |
| Windstream Corporation | 0.0 | $125k | 11k | 11.68 | |
| Mbia (MBI) | 0.0 | $110k | 11k | 9.82 | |
| Janus Capital | 0.0 | $110k | 12k | 8.94 | |
| Quicksilver Resources | 0.0 | $55k | 11k | 5.05 | |
| Human Genome Sciences | 0.0 | $110k | 13k | 8.21 | |
| ACCO Brands Corporation (ACCO) | 0.0 | $133k | 11k | 12.43 | |
| ON Semiconductor (ON) | 0.0 | $120k | 13k | 9.02 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $110k | 12k | 9.32 | |
| Centrais Eletricas Brasileiras (EBR) | 0.0 | $131k | 14k | 9.36 | |
| Key (KEY) | 0.0 | $106k | 13k | 8.48 | |
| Newpark Resources (NR) | 0.0 | $147k | 18k | 8.21 | |
| Rex Energy Corporation | 0.0 | $126k | 12k | 10.68 | |
| Southwest Airlines (LUV) | 0.0 | $135k | 16k | 8.23 | |
| Rubicon Technology | 0.0 | $106k | 10k | 10.39 | |
| RF Micro Devices | 0.0 | $79k | 16k | 5.00 | |
| MEMC Electronic Materials | 0.0 | $89k | 25k | 3.60 | |
| Nektar Therapeutics (NKTR) | 0.0 | $106k | 13k | 7.91 | |
| Landec Corporation (LFCR) | 0.0 | $86k | 13k | 6.56 | |
| Rambus (RMBS) | 0.0 | $110k | 17k | 6.47 | |
| Dendreon Corporation | 0.0 | $110k | 10k | 10.68 | |
| Prospect Capital Corporation (PSEC) | 0.0 | $125k | 11k | 10.96 | |
| Apollo Investment | 0.0 | $118k | 16k | 7.20 | |
| Gran Tierra Energy | 0.0 | $67k | 11k | 6.26 | |
| Iamgold Corp (IAG) | 0.0 | $153k | 12k | 13.30 | |
| Jaguar Mng | 0.0 | $110k | 24k | 4.68 | |
| KIT digital | 0.0 | $106k | 15k | 7.21 | |
| iShares MSCI Taiwan Index | 0.0 | $134k | 10k | 13.40 | |
| Magnum Hunter Resources Corporation | 0.0 | $88k | 14k | 6.38 |
