Graham Capital Management as of Dec. 31, 2012
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 133 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 32.7 | $470M | 2.9M | 162.01 | |
| Spdr S&p 500 Etf (SPY) | 14.7 | $211M | 1.5M | 142.52 | |
| Financial Select Sector SPDR (XLF) | 4.3 | $62M | 3.8M | 16.40 | |
| iShares MSCI Brazil Index (EWZ) | 3.3 | $48M | 856k | 56.06 | |
| Knight Capital Group Inc. 3.50% dbcv | 2.8 | $41M | 41M | 0.99 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 2.7 | $38M | 541k | 70.53 | |
| Hess (HES) | 2.6 | $37M | 701k | 52.96 | |
| Marathon Oil Corporation (MRO) | 2.5 | $37M | 1.2M | 30.66 | |
| iShares MSCI Switzerland Index Fund (EWL) | 2.4 | $34M | 1.3M | 26.80 | |
| Whiting Petroleum Corporation | 2.2 | $32M | 740k | 43.37 | |
| Devon Energy Corporation (DVN) | 2.0 | $29M | 560k | 52.04 | |
| SPDR S&P Oil & Gas Explore & Prod. | 2.0 | $29M | 531k | 54.07 | |
| Halliburton Company (HAL) | 1.6 | $23M | 671k | 34.69 | |
| Phh Corp note 4.000% 9/0 | 1.5 | $22M | 19M | 1.13 | |
| Cobalt Intl Energy Inc note | 1.5 | $21M | 21M | 1.00 | |
| Apache Corporation | 1.4 | $21M | 261k | 78.50 | |
| Stone Energy Corporation | 1.3 | $18M | 888k | 20.52 | |
| Nokia Corporation (NOK) | 1.1 | $15M | 3.8M | 3.95 | |
| Exterran Hldgs Inc note 4.250% 6/1 | 1.0 | $15M | 13M | 1.15 | |
| Total (TTE) | 0.9 | $13M | 246k | 52.01 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.8 | $11M | 333k | 34.20 | |
| Energy Select Sector SPDR (XLE) | 0.8 | $11M | 157k | 71.44 | |
| Cimarex Energy | 0.8 | $11M | 188k | 57.73 | |
| Mcmoran Exploration note 4.000%12/3 | 0.7 | $11M | 9.4M | 1.13 | |
| Research In Motion | 0.6 | $8.8M | 743k | 11.88 | |
| Rogers Communications -cl B (RCI) | 0.6 | $8.6M | 188k | 45.52 | |
| Northern Oil & Gas | 0.6 | $8.5M | 503k | 16.82 | |
| Webmd Health Conv Sr Notes conv | 0.6 | $8.4M | 10M | 0.84 | |
| Citigroup (C) | 0.5 | $7.1M | 180k | 39.56 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.5 | $7.0M | 7.0M | 1.00 | |
| Valero Energy Corporation (VLO) | 0.5 | $6.6M | 192k | 34.12 | |
| Radian Group Inc note 3.000%11/1 | 0.5 | $6.7M | 7.5M | 0.89 | |
| Chevron Corporation (CVX) | 0.4 | $5.9M | 54k | 108.14 | |
| Continental Airls Inc note 4.500% 1/1 | 0.4 | $5.7M | 4.0M | 1.43 | |
| Mgm Mirage conv | 0.4 | $5.3M | 5.0M | 1.06 | |
| Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 | 0.4 | $5.1M | 5.0M | 1.02 | |
| Patterson-UTI Energy (PTEN) | 0.3 | $5.0M | 266k | 18.63 | |
| Talisman Energy Inc Com Stk | 0.3 | $5.0M | 441k | 11.33 | |
| Exterran Hldgs Inc note 4.750% 1/1 | 0.3 | $5.0M | 5.0M | 1.00 | |
| National-Oilwell Var | 0.3 | $4.3M | 63k | 68.35 | |
| Quicksilver Resources | 0.3 | $4.3M | 1.5M | 2.86 | |
| Dryships Inc. note 5.000%12/0 | 0.3 | $4.0M | 5.0M | 0.79 | |
| Intel Corporation (INTC) | 0.3 | $3.8M | 185k | 20.63 | |
| Harbinger | 0.3 | $3.8M | 500k | 7.69 | |
| E.I. du Pont de Nemours & Company | 0.3 | $3.8M | 84k | 44.97 | |
| Moly | 0.2 | $3.5M | 376k | 9.44 | |
| Hovnanian Enterprises | 0.2 | $3.5M | 500k | 7.00 | |
| Apple (AAPL) | 0.2 | $3.0M | 5.7k | 532.98 | |
| France Telecom SA | 0.2 | $3.0M | 269k | 11.05 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $2.7M | 63k | 43.97 | |
| Bristol Myers Squibb (BMY) | 0.2 | $2.8M | 85k | 32.59 | |
| WebMD Health | 0.2 | $2.5M | 175k | 14.34 | |
| Ultra Petroleum | 0.2 | $2.3M | 129k | 18.13 | |
| US Airways | 0.2 | $2.4M | 176k | 13.50 | |
| C&j Energy Services | 0.1 | $2.2M | 103k | 21.44 | |
| Ypf Sa (YPF) | 0.1 | $2.0M | 135k | 14.55 | |
| Carrizo Oil & Gas | 0.1 | $1.8M | 88k | 20.91 | |
| Sanchez Energy Corp C ommon stocks | 0.1 | $1.8M | 99k | 18.00 | |
| Cme (CME) | 0.1 | $1.5M | 30k | 50.72 | |
| China Mobile | 0.1 | $1.5M | 26k | 58.70 | |
| Market Vectors Gold Miners ETF | 0.1 | $1.4M | 30k | 46.40 | |
| Key Energy Services | 0.1 | $1.0M | 151k | 6.95 | |
| SandRidge Energy | 0.0 | $610k | 96k | 6.35 | |
| GMX Resources | 0.0 | $550k | 1.1M | 0.50 | |
| Halcon Resources | 0.0 | $555k | 80k | 6.92 | |
| Merck & Co (MRK) | 0.0 | $368k | 9.0k | 40.89 | |
| 0.0 | $401k | 565.00 | 709.73 | ||
| BP (BP) | 0.0 | $329k | 7.9k | 41.65 | |
| Microsoft Corporation (MSFT) | 0.0 | $318k | 12k | 26.72 | |
| Assurant (AIZ) | 0.0 | $243k | 7.0k | 34.71 | |
| Coca-Cola Company (KO) | 0.0 | $326k | 9.0k | 36.22 | |
| CSX Corporation (CSX) | 0.0 | $245k | 12k | 19.76 | |
| Waste Management (WM) | 0.0 | $219k | 6.5k | 33.69 | |
| Federated Investors (FHI) | 0.0 | $239k | 12k | 20.25 | |
| Genuine Parts Company (GPC) | 0.0 | $229k | 3.6k | 63.61 | |
| Paychex (PAYX) | 0.0 | $243k | 7.8k | 31.15 | |
| Sonoco Products Company (SON) | 0.0 | $268k | 9.0k | 29.78 | |
| TECO Energy | 0.0 | $226k | 14k | 16.74 | |
| Foot Locker (FL) | 0.0 | $251k | 7.8k | 32.18 | |
| Valassis Communications | 0.0 | $217k | 8.4k | 25.83 | |
| GlaxoSmithKline | 0.0 | $252k | 5.8k | 43.45 | |
| Gap (GPS) | 0.0 | $255k | 8.2k | 31.10 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $254k | 6.2k | 40.97 | |
| PG&E Corporation (PCG) | 0.0 | $273k | 6.8k | 40.15 | |
| Westar Energy | 0.0 | $269k | 9.4k | 28.62 | |
| Blue Nile | 0.0 | $219k | 5.7k | 38.42 | |
| IntercontinentalEx.. | 0.0 | $235k | 1.9k | 123.68 | |
| CF Industries Holdings (CF) | 0.0 | $264k | 1.3k | 203.08 | |
| Ez (EZPW) | 0.0 | $234k | 12k | 19.83 | |
| Huntsman Corporation (HUN) | 0.0 | $237k | 15k | 15.91 | |
| Raymond James Financial (RJF) | 0.0 | $223k | 5.8k | 38.45 | |
| Gastar Exploration | 0.0 | $259k | 214k | 1.21 | |
| Avago Technologies | 0.0 | $234k | 7.4k | 31.62 | |
| General Motors Company (GM) | 0.0 | $234k | 8.1k | 28.89 | |
| Spirit Airlines (SAVE) | 0.0 | $326k | 18k | 17.72 | |
| Bank of America Corporation (BAC) | 0.0 | $165k | 14k | 11.62 | |
| Wal-Mart Stores (WMT) | 0.0 | $212k | 3.1k | 68.39 | |
| Pitney Bowes (PBI) | 0.0 | $111k | 10k | 10.67 | |
| R.R. Donnelley & Sons Company | 0.0 | $123k | 14k | 8.98 | |
| JetBlue Airways Corporation (JBLU) | 0.0 | $95k | 17k | 5.72 | |
| AstraZeneca (AZN) | 0.0 | $208k | 4.4k | 47.27 | |
| Maxim Integrated Products | 0.0 | $215k | 7.3k | 29.45 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $215k | 2.8k | 76.79 | |
| Weyerhaeuser Company (WY) | 0.0 | $203k | 7.3k | 27.81 | |
| Exelon Corporation (EXC) | 0.0 | $214k | 7.2k | 29.72 | |
| Staples | 0.0 | $190k | 17k | 11.38 | |
| Mbia (MBI) | 0.0 | $110k | 14k | 7.86 | |
| D.R. Horton (DHI) | 0.0 | $208k | 11k | 19.81 | |
| PDL BioPharma | 0.0 | $114k | 16k | 7.04 | |
| Thor Industries (THO) | 0.0 | $213k | 5.7k | 37.37 | |
| Titan International (TWI) | 0.0 | $206k | 9.5k | 21.68 | |
| Activision Blizzard | 0.0 | $196k | 19k | 10.59 | |
| Saic | 0.0 | $137k | 12k | 11.32 | |
| Centrais Eletricas Brasileiras (EBR) | 0.0 | $117k | 37k | 3.13 | |
| Marvell Technology Group | 0.0 | $87k | 12k | 7.25 | |
| Comstock Resources | 0.0 | $171k | 11k | 15.13 | |
| First Niagara Financial | 0.0 | $94k | 12k | 7.90 | |
| GrafTech International | 0.0 | $137k | 15k | 9.38 | |
| AK Steel Holding Corporation | 0.0 | $110k | 24k | 4.60 | |
| Poly | 0.0 | $110k | 11k | 10.48 | |
| Triumph (TGI) | 0.0 | $215k | 3.3k | 65.15 | |
| Brocade Communications Systems | 0.0 | $205k | 38k | 5.34 | |
| Silvercorp Metals (SVM) | 0.0 | $154k | 30k | 5.13 | |
| Swift Transportation Company | 0.0 | $110k | 12k | 9.09 | |
| Pengrowth Energy Corp | 0.0 | $131k | 26k | 4.98 | |
| Meritor | 0.0 | $77k | 16k | 4.72 | |
| Facebook Inc cl a (META) | 0.0 | $205k | 7.7k | 26.62 | |
| Turquoisehillres | 0.0 | $110k | 15k | 7.59 | |
| Sprint Nextel Corporation | 0.0 | $57k | 10k | 5.70 | |
| Frontier Communications | 0.0 | $49k | 12k | 4.26 | |
| TriQuint Semiconductor | 0.0 | $60k | 12k | 4.84 | |
| Magnum Hunter Resources Corporation | 0.0 | $40k | 10k | 4.00 | |
| Oi Sa-adr sp | 0.0 | $68k | 17k | 4.00 |
