Graham Capital Management

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