Graham Capital Management as of Sept. 30, 2012
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 104 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 53.9 | $688M | 4.8M | 143.94 | |
| SPDR Gold Trust (GLD) | 9.8 | $125M | 725k | 171.89 | |
| Market Vectors Gold Miners ETF | 3.0 | $38M | 707k | 53.66 | |
| Knight Capital Group Inc. 3.50% dbcv | 2.7 | $35M | 39M | 0.91 | |
| iShares MSCI Brazil Index (EWZ) | 2.4 | $31M | 575k | 54.05 | |
| Halliburton Company (HAL) | 2.0 | $26M | 765k | 33.69 | |
| Hess (HES) | 2.0 | $25M | 471k | 53.72 | |
| Energy Select Sector SPDR (XLE) | 1.8 | $23M | 315k | 73.48 | |
| Phh Corp note 4.000% 9/0 | 1.6 | $21M | 19M | 1.08 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 1.5 | $20M | 16M | 1.27 | |
| SPDR S&P Oil & Gas Explore & Prod. | 1.4 | $19M | 331k | 55.69 | |
| Stone Energy Corporation | 1.3 | $17M | 684k | 25.12 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 1.2 | $15M | 165k | 92.37 | |
| Exterran Hldgs Inc note 4.250% 6/1 | 1.0 | $13M | 12M | 1.13 | |
| Whiting Petroleum Corporation | 1.0 | $13M | 274k | 47.38 | |
| Marathon Oil Corporation (MRO) | 1.0 | $13M | 435k | 29.57 | |
| Rogers Communications -cl B (RCI) | 0.8 | $10M | 251k | 40.40 | |
| Patterson-UTI Energy (PTEN) | 0.7 | $9.4M | 594k | 15.84 | |
| Annaly Capital Management | 0.7 | $9.3M | 550k | 16.84 | |
| Webmd Health Conv Sr Notes conv | 0.7 | $8.3M | 10M | 0.83 | |
| Devon Energy Corporation (DVN) | 0.6 | $7.9M | 131k | 60.50 | |
| Talisman Energy Inc Com Stk | 0.6 | $7.4M | 557k | 13.32 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.6 | $7.0M | 7.0M | 1.00 | |
| Cemex SAB de CV (CX) | 0.6 | $7.1M | 850k | 8.33 | |
| C&j Energy Services | 0.5 | $6.0M | 300k | 19.90 | |
| Radian Group Inc note 3.000%11/1 | 0.4 | $5.6M | 7.5M | 0.74 | |
| Continental Airls Inc note 4.500% 1/1 | 0.4 | $5.2M | 4.0M | 1.30 | |
| Hanover Compressor Co note 4.750% 1/1 | 0.4 | $5.1M | 5.0M | 1.01 | |
| Cimarex Energy | 0.4 | $5.1M | 88k | 58.55 | |
| Cemex Sab conv | 0.4 | $5.0M | 5.0M | 0.99 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.4 | $4.9M | 118k | 41.32 | |
| Apache Corporation | 0.4 | $4.9M | 56k | 86.47 | |
| Anadarko Petroleum Corporation | 0.3 | $4.4M | 63k | 69.92 | |
| Dryships Inc. note 5.000%12/0 | 0.3 | $4.1M | 5.0M | 0.82 | |
| Carrizo Oil & Gas | 0.3 | $4.1M | 163k | 25.01 | |
| Ultra Petroleum | 0.2 | $3.0M | 139k | 21.98 | |
| France Telecom SA | 0.2 | $3.1M | 250k | 12.22 | |
| WebMD Health | 0.2 | $2.5M | 175k | 14.03 | |
| Total (TTE) | 0.2 | $2.2M | 45k | 50.09 | |
| Valero Energy Corporation (VLO) | 0.2 | $2.1M | 67k | 31.68 | |
| Ypf Sa (YPF) | 0.1 | $2.0M | 152k | 13.00 | |
| China Mobile | 0.1 | $1.8M | 33k | 55.35 | |
| Northern Oil & Gas | 0.1 | $1.8M | 107k | 16.99 | |
| Cme (CME) | 0.1 | $1.7M | 30k | 57.28 | |
| Quicksilver Resources | 0.1 | $959k | 235k | 4.09 | |
| Key Energy Services | 0.1 | $960k | 137k | 7.00 | |
| Bank of America Corporation (BAC) | 0.1 | $740k | 84k | 8.83 | |
| SandRidge Energy | 0.1 | $731k | 105k | 6.97 | |
| Apple (AAPL) | 0.1 | $667k | 1.0k | 667.00 | |
| Hewlett-Packard Company | 0.1 | $701k | 41k | 17.06 | |
| Interxion Holding | 0.1 | $593k | 26k | 22.72 | |
| 0.0 | $569k | 754.00 | 754.64 | ||
| GMX Resources | 0.0 | $520k | 650k | 0.80 | |
| Financial Select Sector SPDR (XLF) | 0.0 | $515k | 33k | 15.61 | |
| Unisys Corporation (UIS) | 0.0 | $560k | 27k | 20.82 | |
| eBay (EBAY) | 0.0 | $344k | 7.1k | 48.45 | |
| Cobalt Intl Energy | 0.0 | $390k | 18k | 22.29 | |
| Spirit Airlines (SAVE) | 0.0 | $345k | 20k | 17.08 | |
| Barrick Gold Corp (GOLD) | 0.0 | $296k | 7.1k | 41.69 | |
| McDonald's Corporation (MCD) | 0.0 | $239k | 2.6k | 91.92 | |
| Monsanto Company | 0.0 | $255k | 2.8k | 91.07 | |
| Bunge | 0.0 | $201k | 3.0k | 67.00 | |
| Lennar Corporation (LEN) | 0.0 | $216k | 6.2k | 34.84 | |
| Wells Fargo & Company (WFC) | 0.0 | $269k | 7.8k | 34.49 | |
| Target Corporation (TGT) | 0.0 | $203k | 3.2k | 63.44 | |
| Ca | 0.0 | $204k | 7.9k | 25.82 | |
| PPL Corporation (PPL) | 0.0 | $206k | 7.1k | 29.01 | |
| Sempra Energy (SRE) | 0.0 | $213k | 3.3k | 64.55 | |
| Pepco Holdings | 0.0 | $282k | 15k | 18.93 | |
| American International (AIG) | 0.0 | $246k | 7.5k | 32.80 | |
| Hollyfrontier Corp | 0.0 | $206k | 5.0k | 41.20 | |
| Companhia Siderurgica Nacional (SID) | 0.0 | $128k | 23k | 5.61 | |
| Genworth Financial (GNW) | 0.0 | $69k | 13k | 5.23 | |
| Intersil Corporation | 0.0 | $101k | 12k | 8.78 | |
| JetBlue Airways Corporation (JBLU) | 0.0 | $76k | 16k | 4.78 | |
| Ford Motor Company (F) | 0.0 | $131k | 13k | 9.85 | |
| Alpha Natural Resources | 0.0 | $109k | 17k | 6.57 | |
| ON Semiconductor (ON) | 0.0 | $115k | 19k | 6.15 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $141k | 11k | 12.48 | |
| Activision Blizzard | 0.0 | $139k | 12k | 11.30 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $126k | 10k | 12.14 | |
| Marvell Technology Group | 0.0 | $145k | 16k | 9.12 | |
| RPC (RES) | 0.0 | $157k | 13k | 11.89 | |
| Cypress Semiconductor Corporation | 0.0 | $117k | 11k | 10.73 | |
| First Niagara Financial | 0.0 | $155k | 19k | 8.07 | |
| GrafTech International | 0.0 | $125k | 14k | 8.99 | |
| Jefferies | 0.0 | $181k | 13k | 13.71 | |
| Kronos Worldwide (KRO) | 0.0 | $157k | 11k | 14.95 | |
| Elan Corporation | 0.0 | $110k | 10k | 10.68 | |
| FirstMerit Corporation | 0.0 | $150k | 10k | 14.71 | |
| Kinross Gold Corp (KGC) | 0.0 | $127k | 12k | 10.24 | |
| Dendreon Corporation | 0.0 | $129k | 27k | 4.81 | |
| Trina Solar | 0.0 | $110k | 24k | 4.58 | |
| Apollo Investment | 0.0 | $120k | 15k | 7.84 | |
| Gastar Exploration | 0.0 | $74k | 44k | 1.67 | |
| New Gold Inc Cda (NGD) | 0.0 | $133k | 11k | 12.20 | |
| Silvercorp Metals (SVM) | 0.0 | $110k | 17k | 6.47 | |
| Express | 0.0 | $151k | 10k | 14.80 | |
| Magnum Hunter Resources Corporation | 0.0 | $74k | 17k | 4.45 | |
| Meritor | 0.0 | $110k | 26k | 4.25 | |
| Aurico Gold | 0.0 | $110k | 16k | 7.01 | |
| Turquoisehillres | 0.0 | $109k | 13k | 8.45 | |
| AU Optronics | 0.0 | $52k | 15k | 3.49 | |
| Supervalu | 0.0 | $28k | 12k | 2.43 |
