Graham Capital Management as of June 30, 2012
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 199 positions in its portfolio as reported in the June 2012 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
Spdr S&p 500 Etf Tr option | 22.8 | $242M | 1.8M | 136.10 | |
Spdr S&p 500 Etf Tr option | 12.8 | $136M | 1.0M | 136.10 | |
Spdr Gold Trust gold | 10.6 | $113M | 725k | 155.19 | |
Ishares Silver Trust option | 6.3 | $67M | 2.5M | 26.65 | |
Citigroup Inc unit | 4.0 | $43M | 500k | 85.56 | |
Energy Select Sector SPDR (XLE) | 3.4 | $36M | 545k | 66.37 | |
Annaly Cap Mgmt Inc option | 2.5 | $26M | 1.6M | 16.78 | |
Hess (HES) | 2.2 | $24M | 551k | 43.45 | |
Phh Corp cnv | 2.2 | $23M | 15M | 1.61 | |
Citigroup Inc opt | 2.0 | $22M | 794k | 27.41 | |
Annaly Cap Mgmt Inc note 4.000% 2/1 | 1.8 | $19M | 16M | 1.22 | |
Spdr S&p 500 Etf (SPY) | 1.6 | $17M | 124k | 136.27 | |
SPDR S&P Oil & Gas Explore & Prod. | 1.6 | $17M | 334k | 50.40 | |
Halliburton Co option | 1.3 | $14M | 500k | 28.39 | |
Phh Corp note 4.000% 9/0 | 1.3 | $14M | 14M | 0.99 | |
Talisman Energy Inc Com Stk | 1.2 | $13M | 1.1M | 11.46 | |
Rogers Communications -cl B (RCI) | 1.1 | $12M | 328k | 36.21 | |
Select Sector Spdr Tr option | 1.1 | $12M | 810k | 14.63 | |
Halliburton Company (HAL) | 1.1 | $12M | 417k | 28.39 | |
iShares MSCI Brazil Index (EWZ) | 1.0 | $10M | 202k | 51.80 | |
Stone Energy Corporation | 1.0 | $10M | 408k | 25.34 | |
SM Energy (SM) | 0.8 | $8.2M | 168k | 49.11 | |
Patterson-UTI Energy (PTEN) | 0.8 | $7.9M | 544k | 14.56 | |
Best Buy Inc option | 0.7 | $7.3M | 350k | 20.96 | |
Stillwater Mng Co note 1.875% 3/1 | 0.7 | $6.9M | 7.0M | 0.99 | |
iShares MSCI Switzerland Index Fund (EWL) | 0.6 | $6.8M | 297k | 22.91 | |
Delta Air Lines Inc Del call | 0.6 | $6.6M | 600k | 10.95 | |
Carrizo Oil & Gas | 0.6 | $6.5M | 278k | 23.51 | |
Verizon Communications (VZ) | 0.6 | $6.1M | 138k | 44.44 | |
Noble Energy | 0.6 | $5.9M | 69k | 84.82 | |
D Cemex Sab De Cv | 0.5 | $5.7M | 850k | 6.73 | |
Virgin Media | 0.5 | $5.2M | 211k | 24.39 | |
Hanover Compressor Co note 4.750% 1/1 | 0.5 | $4.9M | 5.0M | 0.98 | |
iShares Russell 2000 Index (IWM) | 0.5 | $4.8M | 60k | 79.65 | |
Whiting Petroleum Corporation | 0.4 | $4.7M | 115k | 41.12 | |
Chesapeake Energy Corp option | 0.4 | $4.7M | 250k | 18.60 | |
Total (TTE) | 0.4 | $4.5M | 99k | 44.95 | |
Cemex Sab conv | 0.4 | $4.5M | 5.0M | 0.89 | |
France Telecom SA | 0.4 | $4.3M | 325k | 13.11 | |
Dryships Inc. note 5.000%12/0 | 0.3 | $3.7M | 5.0M | 0.73 | |
Occidental Petroleum Corporation (OXY) | 0.3 | $3.6M | 42k | 85.78 | |
China Mobile | 0.3 | $3.0M | 55k | 54.67 | |
C&j Energy Services | 0.3 | $2.9M | 159k | 18.50 | |
Delta Air Lines (DAL) | 0.2 | $2.4M | 220k | 10.95 | |
Ultra Petroleum | 0.2 | $2.3M | 100k | 23.07 | |
Ypf Sa (YPF) | 0.2 | $1.9M | 151k | 12.35 | |
Atp Oil & Gas Corp option | 0.1 | $1.3M | 400k | 3.36 | |
Quicksilver Resources | 0.1 | $1.1M | 212k | 5.42 | |
Cnooc | 0.1 | $946k | 4.7k | 201.28 | |
Corning Incorporated (GLW) | 0.1 | $968k | 75k | 12.92 | |
eBay (EBAY) | 0.1 | $924k | 22k | 42.00 | |
Western Refining | 0.1 | $949k | 43k | 22.28 | |
Asml Holding Nv Adr depository receipts | 0.1 | $956k | 19k | 51.40 | |
Worthington Industries (WOR) | 0.1 | $958k | 47k | 20.47 | |
Franklin Resources (BEN) | 0.1 | $832k | 7.5k | 110.93 | |
Anadarko Petroleum Corporation | 0.1 | $847k | 13k | 66.20 | |
Apple (AAPL) | 0.1 | $835k | 1.4k | 583.92 | |
CareFusion Corporation | 0.1 | $871k | 34k | 25.69 | |
Atwood Oceanics | 0.1 | $806k | 21k | 37.84 | |
Valero Energy Corporation (VLO) | 0.1 | $752k | 31k | 24.16 | |
SandRidge Energy | 0.1 | $733k | 110k | 6.69 | |
Scripps Networks Interactive | 0.1 | $751k | 13k | 56.89 | |
Beam | 0.1 | $756k | 12k | 62.48 | |
WESCO International (WCC) | 0.1 | $604k | 11k | 57.52 | |
Tesoro Corporation | 0.1 | $597k | 24k | 24.98 | |
AeroVironment (AVAV) | 0.1 | $637k | 24k | 26.32 | |
Alaska Air (ALK) | 0.1 | $639k | 18k | 35.90 | |
DreamWorks Animation SKG | 0.1 | $690k | 36k | 19.06 | |
Denbury Resources | 0.1 | $644k | 43k | 15.12 | |
Ihs | 0.1 | $679k | 6.3k | 107.78 | |
Bank Of Montreal Cadcom (BMO) | 0.1 | $652k | 12k | 55.25 | |
BlackRock (BLK) | 0.1 | $509k | 3.0k | 169.67 | |
Caterpillar (CAT) | 0.1 | $484k | 5.7k | 84.91 | |
Bed Bath & Beyond | 0.1 | $513k | 8.3k | 61.81 | |
Schnitzer Steel Industries (RDUS) | 0.1 | $502k | 18k | 28.04 | |
Autoliv (ALV) | 0.1 | $503k | 9.2k | 54.67 | |
NCR Corporation (VYX) | 0.1 | $552k | 24k | 22.72 | |
Visa (V) | 0.1 | $581k | 4.7k | 123.62 | |
ConAgra Foods (CAG) | 0.1 | $568k | 22k | 25.94 | |
Assured Guaranty (AGO) | 0.1 | $488k | 35k | 14.10 | |
Triumph (TGI) | 0.1 | $490k | 8.7k | 56.32 | |
Six Flags Entertainment (SIX) | 0.1 | $509k | 9.4k | 54.15 | |
Leucadia National | 0.0 | $372k | 18k | 21.26 | |
State Street Corporation (STT) | 0.0 | $379k | 8.5k | 44.59 | |
Costco Wholesale Corporation (COST) | 0.0 | $409k | 4.3k | 95.12 | |
Carnival Corporation (CCL) | 0.0 | $374k | 11k | 34.31 | |
H&R Block (HRB) | 0.0 | $403k | 25k | 15.99 | |
Tiffany & Co. | 0.0 | $418k | 7.9k | 52.91 | |
Sempra Energy (SRE) | 0.0 | $379k | 5.5k | 68.91 | |
Fastenal Company (FAST) | 0.0 | $395k | 9.8k | 40.31 | |
Tibco Software | 0.0 | $401k | 13k | 29.93 | |
Enbridge (ENB) | 0.0 | $475k | 12k | 39.92 | |
Lindsay Corporation (LNN) | 0.0 | $435k | 6.7k | 64.93 | |
Herbalife Ltd Com Stk (HLF) | 0.0 | $406k | 8.4k | 48.33 | |
Gardner Denver | 0.0 | $460k | 8.7k | 52.87 | |
Guess? (GES) | 0.0 | $380k | 13k | 30.40 | |
ViroPharma Incorporated | 0.0 | $446k | 19k | 23.72 | |
KLA-Tencor Corporation (KLAC) | 0.0 | $468k | 9.5k | 49.26 | |
MGM Resorts International. (MGM) | 0.0 | $373k | 33k | 11.17 | |
Children's Place Retail Stores (PLCE) | 0.0 | $448k | 9.0k | 49.78 | |
Piedmont Natural Gas Company | 0.0 | $447k | 14k | 32.16 | |
Gmx Res Inc option | 0.0 | $446k | 550k | 0.81 | |
Mosaic (MOS) | 0.0 | $405k | 7.4k | 54.73 | |
Hollyfrontier Corp | 0.0 | $376k | 11k | 35.47 | |
Diamond Offshore Drilling | 0.0 | $331k | 5.6k | 59.11 | |
Taiwan Semiconductor Mfg (TSM) | 0.0 | $325k | 23k | 13.95 | |
Renaissance Re Holdings Ltd Cmn (RNR) | 0.0 | $365k | 4.8k | 76.04 | |
Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $359k | 15k | 24.26 | |
McDonald's Corporation (MCD) | 0.0 | $292k | 3.3k | 88.48 | |
Incyte Corporation (INCY) | 0.0 | $359k | 16k | 22.72 | |
Regeneron Pharmaceuticals (REGN) | 0.0 | $308k | 2.7k | 114.07 | |
NVIDIA Corporation (NVDA) | 0.0 | $299k | 22k | 13.84 | |
Northrop Grumman Corporation (NOC) | 0.0 | $351k | 5.5k | 63.82 | |
PetSmart | 0.0 | $341k | 5.0k | 68.20 | |
Buckle (BKE) | 0.0 | $273k | 6.9k | 39.57 | |
Darden Restaurants (DRI) | 0.0 | $314k | 6.2k | 50.65 | |
Limited Brands | 0.0 | $293k | 6.9k | 42.46 | |
Cincinnati Financial Corporation (CINF) | 0.0 | $365k | 9.6k | 38.02 | |
Mylan | 0.0 | $310k | 15k | 21.38 | |
Deere & Company (DE) | 0.0 | $348k | 4.3k | 80.93 | |
International Business Machines (IBM) | 0.0 | $313k | 1.6k | 195.62 | |
Cnh Global | 0.0 | $307k | 7.9k | 38.86 | |
Ryanair Holdings | 0.0 | $277k | 9.1k | 30.44 | |
World Acceptance (WRLD) | 0.0 | $283k | 4.3k | 65.81 | |
Arctic Cat | 0.0 | $322k | 8.8k | 36.59 | |
CF Industries Holdings (CF) | 0.0 | $310k | 1.6k | 193.75 | |
Edison International (EIX) | 0.0 | $360k | 7.8k | 46.15 | |
Watson Pharmaceuticals | 0.0 | $326k | 4.4k | 74.09 | |
Lam Research Corporation (LRCX) | 0.0 | $347k | 9.2k | 37.72 | |
PolyOne Corporation | 0.0 | $269k | 20k | 13.65 | |
CenterPoint Energy (CNP) | 0.0 | $277k | 13k | 20.67 | |
Tata Motors | 0.0 | $367k | 17k | 21.98 | |
Jos. A. Bank Clothiers | 0.0 | $327k | 7.7k | 42.47 | |
Vector (VGR) | 0.0 | $269k | 16k | 17.03 | |
Quality Systems | 0.0 | $349k | 13k | 27.48 | |
iRobot Corporation (IRBT) | 0.0 | $270k | 12k | 22.13 | |
Entropic Communications | 0.0 | $277k | 49k | 5.64 | |
American International (AIG) | 0.0 | $276k | 8.6k | 32.09 | |
Huntington Ingalls Inds (HII) | 0.0 | $274k | 6.8k | 40.29 | |
Expedia (EXPE) | 0.0 | $327k | 6.8k | 48.09 | |
Dick's Sporting Goods (DKS) | 0.0 | $259k | 5.4k | 47.96 | |
Home Depot (HD) | 0.0 | $212k | 4.0k | 53.00 | |
BioMarin Pharmaceutical (BMRN) | 0.0 | $202k | 5.1k | 39.61 | |
InterMune | 0.0 | $167k | 14k | 11.93 | |
International Game Technology | 0.0 | $197k | 13k | 15.76 | |
Harris Corporation | 0.0 | $201k | 4.8k | 41.88 | |
JetBlue Airways Corporation (JBLU) | 0.0 | $238k | 45k | 5.30 | |
Vodafone | 0.0 | $203k | 7.2k | 28.19 | |
Valley National Ban (VLY) | 0.0 | $164k | 16k | 10.60 | |
Mueller Industries (MLI) | 0.0 | $230k | 5.4k | 42.59 | |
ViaSat (VSAT) | 0.0 | $238k | 6.3k | 37.78 | |
Brinker International (EAT) | 0.0 | $220k | 6.9k | 31.88 | |
Saks Incorporated | 0.0 | $258k | 24k | 10.66 | |
Synta Pharmaceuticals | 0.0 | $230k | 42k | 5.48 | |
Cooper Tire & Rubber Company | 0.0 | $246k | 14k | 17.57 | |
First Niagara Financial | 0.0 | $233k | 31k | 7.64 | |
ISIS Pharmaceuticals | 0.0 | $227k | 19k | 12.01 | |
NuVasive | 0.0 | $251k | 9.9k | 25.35 | |
Brookfield Ppty Corp Cad | 0.0 | $226k | 13k | 17.38 | |
Lions Gate Entertainment | 0.0 | $161k | 11k | 14.77 | |
Zumiez (ZUMZ) | 0.0 | $253k | 6.4k | 39.53 | |
Greenbrier Companies (GBX) | 0.0 | $207k | 12k | 17.54 | |
Bridgepoint Education | 0.0 | $244k | 11k | 21.79 | |
Babcock & Wilcox | 0.0 | $250k | 10k | 24.51 | |
Capitol Federal Financial (CFFN) | 0.0 | $229k | 19k | 11.87 | |
Gevo | 0.0 | $220k | 44k | 4.98 | |
Liberty Media Corp lcpad | 0.0 | $202k | 2.3k | 87.83 | |
Huntington Bancshares Incorporated (HBAN) | 0.0 | $130k | 20k | 6.40 | |
Vimpel | 0.0 | $144k | 18k | 8.14 | |
Companhia Siderurgica Nacional (SID) | 0.0 | $102k | 18k | 5.67 | |
Tenet Healthcare Corporation | 0.0 | $75k | 14k | 5.21 | |
Steelcase (SCS) | 0.0 | $107k | 12k | 9.07 | |
Boston Scientific Corporation (BSX) | 0.0 | $74k | 13k | 5.69 | |
Intermec | 0.0 | $69k | 11k | 6.22 | |
Tellabs | 0.0 | $104k | 31k | 3.34 | |
RadioShack Corporation | 0.0 | $101k | 26k | 3.85 | |
Panasonic Corporation (PCRFY) | 0.0 | $100k | 12k | 8.06 | |
Telefonica (TEF) | 0.0 | $144k | 11k | 13.14 | |
Mitsubishi UFJ Financial (MUFG) | 0.0 | $79k | 17k | 4.76 | |
LSI Corporation | 0.0 | $97k | 15k | 6.34 | |
Windstream Corporation | 0.0 | $133k | 14k | 9.64 | |
Old Republic International Corporation (ORI) | 0.0 | $122k | 15k | 8.30 | |
Sanmina-SCI Corporation | 0.0 | $155k | 19k | 8.20 | |
Alpha Natural Resources | 0.0 | $111k | 13k | 8.74 | |
Atmel Corporation | 0.0 | $143k | 21k | 6.68 | |
Advanced Micro Devices (AMD) | 0.0 | $83k | 15k | 5.72 | |
Centrais Eletricas Brasileiras (EBR) | 0.0 | $103k | 15k | 7.01 | |
Marvell Technology Group | 0.0 | $118k | 11k | 11.24 | |
GrafTech International | 0.0 | $130k | 14k | 9.63 | |
Southwest Airlines (LUV) | 0.0 | $149k | 16k | 9.20 | |
Hercules Offshore | 0.0 | $102k | 29k | 3.55 | |
CalAmp | 0.0 | $93k | 13k | 7.32 | |
Apollo Investment | 0.0 | $123k | 16k | 7.69 | |
Gastar Exploration | 0.0 | $75k | 39k | 1.93 | |
Precision Drilling Corporation | 0.0 | $75k | 11k | 6.82 | |
Magnum Hunter Resources Corporation | 0.0 | $70k | 17k | 4.21 | |
Enerplus Corp (ERF) | 0.0 | $130k | 10k | 12.87 | |
Renren Inc- | 0.0 | $86k | 19k | 4.50 | |
Sunpower (SPWR) | 0.0 | $111k | 23k | 4.83 |