Graham Capital Management as of March 31, 2013
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 208 positions in its portfolio as reported in the March 2013 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
SPDR Gold Trust (GLD) | 27.4 | $494M | 3.2M | 154.45 | |
Spdr S&p 500 Etf (SPY) | 13.2 | $238M | 1.5M | 156.53 | |
Apache Corporation | 4.4 | $79M | 1.0M | 77.16 | |
Marathon Oil Corporation (MRO) | 4.1 | $74M | 2.2M | 33.72 | |
Powershares Senior Loan Portfo mf | 3.9 | $70M | 2.8M | 25.11 | |
Financial Select Sector SPDR (XLF) | 3.5 | $64M | 3.5M | 18.19 | |
Total (TTE) | 3.3 | $59M | 1.2M | 47.98 | |
Royal Dutch Shell | 3.2 | $57M | 881k | 65.16 | |
Apple (AAPL) | 3.1 | $56M | 127k | 442.63 | |
Freeport-McMoRan Copper & Gold (FCX) | 2.3 | $42M | 1.3M | 33.10 | |
Knight Capital Group Inc. 3.50% dbcv | 2.3 | $41M | 41M | 1.00 | |
iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 2.2 | $41M | 544k | 74.59 | |
Materials SPDR (XLB) | 2.0 | $35M | 901k | 39.18 | |
Energy Select Sector SPDR (XLE) | 1.6 | $29M | 367k | 79.32 | |
Devon Energy Corporation (DVN) | 1.4 | $25M | 446k | 56.42 | |
SandRidge Energy | 1.3 | $24M | 4.5M | 5.27 | |
Radian Group Inc note | 1.2 | $21M | 18M | 1.20 | |
Energy Xxi | 1.1 | $20M | 719k | 27.22 | |
SPDR S&P Oil & Gas Explore & Prod. | 1.1 | $19M | 321k | 60.49 | |
iShares MSCI Switzerland Index Fund (EWL) | 1.1 | $19M | 645k | 29.36 | |
Market Vectors Gold Miners ETF | 1.0 | $18M | 486k | 37.85 | |
Exterran Hldgs Inc note 4.250% 6/1 | 0.9 | $17M | 13M | 1.27 | |
US Airways | 0.9 | $16M | 944k | 16.97 | |
Citigroup (C) | 0.7 | $13M | 300k | 44.24 | |
Northern Oil & Gas | 0.7 | $13M | 884k | 14.38 | |
Industrial SPDR (XLI) | 0.7 | $12M | 288k | 41.73 | |
Stone Energy Corporation | 0.6 | $11M | 515k | 21.75 | |
Mcmoran Exploration note 4.000%12/3 | 0.6 | $11M | 9.4M | 1.15 | |
Goodrich Pete Corp note 5.000%10/0 | 0.6 | $9.9M | 10M | 0.99 | |
Phh Corp note 4.000% 9/0 | 0.6 | $10M | 9.0M | 1.11 | |
Ultra Petroleum | 0.5 | $9.8M | 486k | 20.10 | |
National-Oilwell Var | 0.5 | $9.1M | 128k | 70.75 | |
Chesapeake Energy Corporation | 0.5 | $8.9M | 437k | 20.41 | |
iShares MSCI Emerging Markets Indx (EEM) | 0.4 | $7.7M | 180k | 42.78 | |
Bank of America Corporation (BAC) | 0.3 | $6.3M | 517k | 12.18 | |
Mgic Investment Corp note | 0.3 | $6.0M | 6.0M | 1.00 | |
Rite Aid Corp note 8.500% 5/1 | 0.3 | $5.9M | 5.0M | 1.17 | |
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 | 0.3 | $5.9M | 5.0M | 1.17 | |
Quicksilver Resources | 0.3 | $5.6M | 2.5M | 2.25 | |
Mgm Mirage conv | 0.3 | $5.4M | 5.0M | 1.08 | |
Barrick Gold Corp (GOLD) | 0.3 | $4.9M | 166k | 29.40 | |
Rogers Communications -cl B (RCI) | 0.3 | $4.8M | 94k | 51.06 | |
E.I. du Pont de Nemours & Company | 0.2 | $4.1M | 83k | 49.16 | |
Intel Corporation (INTC) | 0.2 | $3.7M | 171k | 21.85 | |
Advanced Micro Devices (AMD) | 0.2 | $3.8M | 1.5M | 2.55 | |
Facebook Inc cl a (META) | 0.2 | $3.6M | 139k | 25.58 | |
Bristol Myers Squibb (BMY) | 0.2 | $3.3M | 81k | 41.20 | |
Sanchez Energy Corp C ommon stocks | 0.2 | $3.5M | 174k | 19.92 | |
Whiting Petroleum Corporation | 0.2 | $3.3M | 65k | 50.85 | |
Technology SPDR (XLK) | 0.2 | $3.3M | 110k | 30.27 | |
Endeavour International C | 0.2 | $3.2M | 1.1M | 2.95 | |
Arch Coal | 0.1 | $2.7M | 495k | 5.43 | |
Cobalt Intl Energy | 0.1 | $2.8M | 99k | 28.20 | |
France Telecom SA | 0.1 | $2.5M | 246k | 10.16 | |
Cme (CME) | 0.1 | $1.9M | 31k | 61.39 | |
Ypf Sa (YPF) | 0.1 | $1.7M | 117k | 14.29 | |
USD.01 Mannkind Corp sr unsecured | 0.1 | $1.7M | 2.0M | 0.84 | |
China Mobile | 0.1 | $1.3M | 25k | 53.14 | |
Halliburton Company (HAL) | 0.1 | $832k | 21k | 40.39 | |
Research In Motion | 0.0 | $723k | 50k | 14.46 | |
Target Corporation (TGT) | 0.0 | $486k | 7.1k | 68.45 | |
Zynga | 0.0 | $459k | 137k | 3.36 | |
Time Warner Cable | 0.0 | $346k | 3.6k | 96.11 | |
Coca-Cola Company (KO) | 0.0 | $356k | 8.8k | 40.45 | |
Pfizer (PFE) | 0.0 | $407k | 14k | 28.87 | |
FirstEnergy (FE) | 0.0 | $315k | 7.5k | 42.21 | |
General Electric Company | 0.0 | $321k | 14k | 23.09 | |
McGraw-Hill Companies | 0.0 | $292k | 5.6k | 52.14 | |
Global Payments (GPN) | 0.0 | $288k | 5.8k | 49.66 | |
KBR (KBR) | 0.0 | $363k | 11k | 32.12 | |
C.R. Bard | 0.0 | $322k | 3.2k | 100.62 | |
Charles River Laboratories (CRL) | 0.0 | $332k | 7.5k | 44.27 | |
International Paper Company (IP) | 0.0 | $312k | 6.7k | 46.57 | |
Las Vegas Sands (LVS) | 0.0 | $389k | 6.9k | 56.38 | |
Emerson Electric (EMR) | 0.0 | $374k | 6.7k | 55.82 | |
Parker-Hannifin Corporation (PH) | 0.0 | $284k | 3.1k | 91.61 | |
Walgreen Company | 0.0 | $277k | 5.8k | 47.76 | |
Agilent Technologies Inc C ommon (A) | 0.0 | $273k | 6.5k | 42.00 | |
LSI Corporation | 0.0 | $330k | 49k | 6.79 | |
PG&E Corporation (PCG) | 0.0 | $325k | 7.3k | 44.52 | |
Starbucks Corporation (SBUX) | 0.0 | $325k | 5.7k | 57.02 | |
Lowe's Companies (LOW) | 0.0 | $300k | 7.9k | 37.97 | |
Public Service Enterprise (PEG) | 0.0 | $391k | 11k | 34.30 | |
Thor Industries (THO) | 0.0 | $302k | 8.2k | 36.83 | |
Entergy Corporation (ETR) | 0.0 | $436k | 6.9k | 63.19 | |
Baidu (BIDU) | 0.0 | $333k | 3.8k | 87.63 | |
ArcelorMittal | 0.0 | $321k | 25k | 13.05 | |
Ez (EZPW) | 0.0 | $330k | 16k | 21.29 | |
Intuit (INTU) | 0.0 | $322k | 4.9k | 65.71 | |
Talisman Energy Inc Com Stk | 0.0 | $432k | 35k | 12.26 | |
KLA-Tencor Corporation (KLAC) | 0.0 | $422k | 8.0k | 52.75 | |
OmniVision Technologies | 0.0 | $291k | 21k | 13.79 | |
Quality Systems | 0.0 | $298k | 16k | 18.28 | |
Rockwell Automation (ROK) | 0.0 | $294k | 3.4k | 86.47 | |
LeapFrog Enterprises | 0.0 | $316k | 37k | 8.56 | |
Gastar Exploration | 0.0 | $281k | 160k | 1.76 | |
Te Connectivity Ltd for (TEL) | 0.0 | $281k | 6.7k | 41.94 | |
Ensco Plc Shs Class A | 0.0 | $372k | 6.2k | 60.00 | |
Companhia Siderurgica Nacional (SID) | 0.0 | $127k | 28k | 4.47 | |
Reinsurance Group of America (RGA) | 0.0 | $245k | 4.1k | 59.76 | |
CVB Financial (CVBF) | 0.0 | $163k | 15k | 11.24 | |
Equifax (EFX) | 0.0 | $253k | 4.4k | 57.50 | |
Caterpillar (CAT) | 0.0 | $209k | 2.4k | 87.08 | |
Monsanto Company | 0.0 | $201k | 1.9k | 105.79 | |
Peabody Energy Corporation | 0.0 | $260k | 12k | 21.14 | |
Crocs (CROX) | 0.0 | $268k | 18k | 14.81 | |
Lennar Corporation (LEN) | 0.0 | $212k | 5.1k | 41.57 | |
Cardinal Health (CAH) | 0.0 | $262k | 6.3k | 41.59 | |
Federated Investors (FHI) | 0.0 | $265k | 11k | 23.66 | |
Forest Oil Corporation | 0.0 | $138k | 26k | 5.27 | |
Hawaiian Electric Industries (HE) | 0.0 | $252k | 9.1k | 27.69 | |
Heartland Express (HTLD) | 0.0 | $168k | 13k | 13.33 | |
International Game Technology | 0.0 | $243k | 15k | 16.53 | |
Steelcase (SCS) | 0.0 | $267k | 18k | 14.75 | |
AFLAC Incorporated (AFL) | 0.0 | $244k | 4.7k | 51.91 | |
Boeing Company (BA) | 0.0 | $232k | 2.7k | 85.93 | |
Regions Financial Corporation (RF) | 0.0 | $128k | 16k | 8.21 | |
TECO Energy | 0.0 | $242k | 14k | 17.79 | |
Universal Health Services (UHS) | 0.0 | $249k | 3.9k | 63.85 | |
La-Z-Boy Incorporated (LZB) | 0.0 | $226k | 12k | 18.83 | |
Cadence Design Systems (CDNS) | 0.0 | $170k | 12k | 13.93 | |
Helmerich & Payne (HP) | 0.0 | $261k | 4.3k | 60.70 | |
Diageo (DEO) | 0.0 | $201k | 1.6k | 125.62 | |
GlaxoSmithKline | 0.0 | $220k | 4.7k | 46.81 | |
Occidental Petroleum Corporation (OXY) | 0.0 | $227k | 2.9k | 78.28 | |
Praxair | 0.0 | $223k | 2.0k | 111.50 | |
Procter & Gamble Company (PG) | 0.0 | $231k | 3.0k | 77.00 | |
Telefonica (TEF) | 0.0 | $143k | 11k | 13.55 | |
Ford Motor Company (F) | 0.0 | $167k | 13k | 13.15 | |
Windstream Corporation | 0.0 | $155k | 20k | 7.95 | |
Mbia (MBI) | 0.0 | $165k | 16k | 10.25 | |
Fifth Third Ban (FITB) | 0.0 | $189k | 12k | 16.29 | |
ITT Educational Services (ESINQ) | 0.0 | $179k | 13k | 13.77 | |
FactSet Research Systems (FDS) | 0.0 | $204k | 2.2k | 92.73 | |
Penn Virginia Corporation | 0.0 | $160k | 40k | 4.04 | |
D.R. Horton (DHI) | 0.0 | $238k | 9.8k | 24.29 | |
Hovnanian Enterprises | 0.0 | $132k | 23k | 5.76 | |
Eagle Materials (EXP) | 0.0 | $213k | 3.2k | 66.56 | |
Janus Capital | 0.0 | $166k | 18k | 9.38 | |
Astoria Financial Corporation | 0.0 | $106k | 11k | 9.81 | |
Dover Corporation (DOV) | 0.0 | $211k | 2.9k | 72.76 | |
C.H. Robinson Worldwide (CHRW) | 0.0 | $208k | 3.5k | 59.43 | |
Wynn Resorts (WYNN) | 0.0 | $200k | 1.6k | 125.00 | |
Boise | 0.0 | $108k | 13k | 8.64 | |
Delta Air Lines (DAL) | 0.0 | $165k | 10k | 16.50 | |
Cablevision Systems Corporation | 0.0 | $183k | 12k | 15.00 | |
Titan International (TWI) | 0.0 | $211k | 10k | 21.10 | |
TRW Automotive Holdings | 0.0 | $231k | 4.2k | 55.00 | |
Juniper Networks (JNPR) | 0.0 | $213k | 12k | 18.52 | |
salesforce (CRM) | 0.0 | $250k | 1.4k | 178.57 | |
Companhia de Saneamento Basi (SBS) | 0.0 | $200k | 4.2k | 47.62 | |
Graphic Packaging Holding Company (GPK) | 0.0 | $240k | 32k | 7.48 | |
Humana (HUM) | 0.0 | $228k | 3.3k | 69.09 | |
Marvell Technology Group | 0.0 | $111k | 11k | 10.57 | |
RPC (RES) | 0.0 | $247k | 16k | 15.15 | |
W&T Offshore (WTI) | 0.0 | $146k | 10k | 14.17 | |
Buckeye Technologies | 0.0 | $210k | 7.0k | 30.00 | |
Century Aluminum Company (CENX) | 0.0 | $91k | 12k | 7.78 | |
Hecla Mining Company (HL) | 0.0 | $100k | 25k | 3.94 | |
Herbalife Ltd Com Stk (HLF) | 0.0 | $240k | 6.4k | 37.50 | |
El Paso Electric Company | 0.0 | $202k | 6.0k | 33.67 | |
FMC Corporation (FMC) | 0.0 | $228k | 4.0k | 57.00 | |
First Niagara Financial | 0.0 | $129k | 15k | 8.84 | |
Guess? (GES) | 0.0 | $226k | 9.1k | 24.84 | |
GrafTech International | 0.0 | $221k | 29k | 7.67 | |
Kronos Worldwide (KRO) | 0.0 | $166k | 11k | 15.66 | |
MetLife (MET) | 0.0 | $213k | 5.6k | 38.04 | |
TASER International | 0.0 | $168k | 21k | 7.96 | |
Cimarex Energy | 0.0 | $219k | 2.9k | 75.52 | |
Denbury Resources | 0.0 | $254k | 14k | 18.68 | |
LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.0 | $121k | 17k | 6.99 | |
Stifel Financial (SF) | 0.0 | $246k | 7.1k | 34.65 | |
Skyworks Solutions (SWKS) | 0.0 | $236k | 11k | 22.06 | |
McDermott International | 0.0 | $148k | 14k | 10.96 | |
Piedmont Natural Gas Company | 0.0 | $204k | 6.2k | 32.90 | |
Sequenom | 0.0 | $168k | 40k | 4.16 | |
Schweitzer-Mauduit International (MATV) | 0.0 | $232k | 6.0k | 38.67 | |
WGL Holdings | 0.0 | $207k | 4.7k | 44.04 | |
Albemarle Corporation (ALB) | 0.0 | $238k | 3.8k | 62.63 | |
Analogic Corporation | 0.0 | $221k | 2.8k | 78.93 | |
Dendreon Corporation | 0.0 | $115k | 24k | 4.73 | |
Orient-exp Htls | 0.0 | $117k | 12k | 9.83 | |
Trina Solar | 0.0 | $121k | 33k | 3.63 | |
Brocade Communications Systems | 0.0 | $144k | 25k | 5.78 | |
Prospect Capital Corporation (PSEC) | 0.0 | $209k | 19k | 10.89 | |
Iamgold Corp (IAG) | 0.0 | $104k | 14k | 7.22 | |
M.D.C. Holdings (MDC) | 0.0 | $202k | 5.5k | 36.73 | |
Teck Resources Ltd cl b (TECK) | 0.0 | $214k | 7.6k | 28.16 | |
Blackrock Kelso Capital | 0.0 | $100k | 10k | 10.00 | |
GulfMark Offshore | 0.0 | $210k | 5.4k | 38.89 | |
Tesla Motors (TSLA) | 0.0 | $258k | 6.8k | 37.94 | |
Avago Technologies | 0.0 | $244k | 6.8k | 35.88 | |
Meritor | 0.0 | $130k | 28k | 4.73 | |
Ann | 0.0 | $250k | 8.6k | 29.07 | |
Spirit Airlines (SAVE) | 0.0 | $236k | 9.3k | 25.38 | |
Wendy's/arby's Group (WEN) | 0.0 | $111k | 20k | 5.69 | |
Jazz Pharmaceuticals (JAZZ) | 0.0 | $224k | 4.0k | 56.00 | |
Oi Sa-adr sp | 0.0 | $117k | 38k | 3.05 | |
Directv | 0.0 | $243k | 4.3k | 56.51 | |
Kraft Foods | 0.0 | $252k | 4.9k | 51.43 | |
Ptc (PTC) | 0.0 | $217k | 8.5k | 25.53 | |
Nokia Corporation (NOK) | 0.0 | $39k | 12k | 3.25 | |
Sprint Nextel Corporation | 0.0 | $62k | 10k | 6.20 | |
TriQuint Semiconductor | 0.0 | $74k | 15k | 5.07 | |
Centrais Eletricas Brasileiras (EBR) | 0.0 | $44k | 13k | 3.41 | |
Sirius XM Radio | 0.0 | $50k | 16k | 3.11 | |
AK Steel Holding Corporation | 0.0 | $75k | 23k | 3.30 | |
MannKind Corporation | 0.0 | $77k | 23k | 3.41 |