Graham Capital Management

Graham Capital Management as of June 30, 2013

Portfolio Holdings for Graham Capital Management

Graham Capital Management holds 73 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 24.6 $374M 3.1M 119.15
Spdr S&p 500 Etf (SPY) 15.8 $240M 1.5M 160.01
Knight Capital Group Inc. 3.50% dbcv 4.3 $66M 66M 1.00
Apache Corp Com Stk 4.2 $64M 767k 83.83
Marathon Oil Corporation (MRO) 4.0 $61M 1.8M 34.58
iShares iBoxx $ High Yid Corp Bond (HYG) 3.7 $57M 625k 90.86
Royal Dutch Shell 3.7 $57M 886k 63.80
Anadarko Pete Corp 3.1 $48M 553k 85.93
Freeport-McMoRan Copper & Gold (FCX) 2.9 $44M 1.6M 27.61
Energy Select Sector SPDR (XLE) 2.6 $39M 502k 78.36
Market Vectors Gold Miners ETF 2.4 $37M 1.5M 24.41
Total (TTE) 2.4 $37M 749k 48.70
Apple Computer 1.7 $26M 64k 396.09
Radian Group Inc note 1.5 $23M 18M 1.28
Powershares Senior Loan Portfo mf 1.4 $21M 835k 24.75
iShares MSCI Brazil Index (EWZ) 1.4 $21M 468k 43.86
US Airways 1.2 $18M 1.1M 16.42
National-Oilwell Var 1.1 $16M 238k 68.90
Energy Xxi 1.1 $16M 741k 22.18
Bk Of America Corp 1.0 $15M 1.2M 12.86
Suncor Energy (SU) 1.0 $15M 508k 29.49
Northern Oil & Gas 1.0 $15M 1.1M 13.34
SandRidge Energy 0.9 $13M 2.8M 4.76
SPDR S&P Oil & Gas Explore & Prod. 0.8 $12M 205k 58.18
iShares MSCI Emerging Markets Indx (EEM) 0.8 $12M 303k 38.57
Barrick Gold Corp 0.7 $11M 714k 15.74
iShares MSCI South Korea Index Fund (EWY) 0.7 $11M 199k 53.20
iShares FTSE/Xinhua China 25 Index (FXI) 0.7 $10M 320k 32.52
Goodrich Pete Corp note 5.000%10/0 0.7 $9.9M 10M 0.99
Newfield Exploration 0.6 $9.3M 389k 23.89
Cabot Oil & Gas Corporation (CTRA) 0.6 $9.1M 129k 71.02
Ultra Petroleum 0.5 $8.0M 406k 19.82
Rite Aid Corp note 8.500% 5/1 0.5 $7.1M 5.0M 1.42
iShares MSCI Switzerland Index Fund (EWL) 0.5 $6.9M 242k 28.65
EOG Resources (EOG) 0.4 $6.5M 50k 131.68
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.4 $6.0M 5.0M 1.20
Sanchez Energy Corp C ommon stocks 0.4 $5.7M 246k 22.96
Market Vector Russia ETF Trust 0.3 $4.8M 190k 25.16
Quicksilver Resources 0.3 $4.4M 2.6M 1.68
Bill Barrett Corporation 0.3 $3.9M 194k 20.22
Stone Energy Corporation 0.2 $3.8M 175k 22.03
Gulfport Energy Corporation 0.2 $3.1M 67k 47.08
Schlumberger (SLB) 0.2 $3.0M 42k 71.66
Noble Energy 0.2 $3.0M 49k 60.04
Pioneer Natural Resources (PXD) 0.2 $2.9M 20k 144.75
Consumer Discretionary SPDR (XLY) 0.2 $2.9M 51k 56.40
Silver Standard Res 0.2 $2.5M 395k 6.34
Allied Nevada Gold Corp 0.2 $2.4M 375k 6.48
Cme (CME) 0.1 $2.3M 30k 75.98
Arch Coal Inc Com Usd0.01 0.1 $2.2M 594k 3.78
USD.01 Mannkind Corp sr unsecured 0.1 $2.3M 2.0M 1.15
Devon Energy Corporation (DVN) 0.1 $2.0M 38k 51.87
Continental Resources 0.1 $2.0M 23k 86.04
Rogers Communications -cl B (RCI) 0.1 $2.0M 50k 39.20
Hornbeck Offshore Services 0.1 $2.0M 38k 53.50
Dresser-Rand 0.1 $2.0M 33k 59.97
Baker Hughes 0.1 $2.0M 43k 46.12
Bonanza Creek Energy Inc cs 0.1 $2.0M 56k 35.46
Endeavour International C 0.1 $1.8M 475k 3.84
Core Laboratories 0.1 $1.7M 11k 151.64
Cobalt Intl Energy 0.1 $1.6M 60k 26.57
France Telecom SA 0.1 $1.3M 140k 9.45
Rosetta Resources 0.1 $1.4M 32k 42.53
Oasis Petroleum 0.1 $1.3M 33k 38.86
Kodiak Oil & Gas 0.1 $1.4M 160k 8.89
Rex Energy Corporation 0.1 $984k 56k 17.57
Chesapeake Energy Corporation 0.1 $813k 40k 20.38
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $732k 40k 18.30
Superior Energy Services 0.0 $649k 25k 25.96
SPDR S&P Metals and Mining (XME) 0.0 $557k 17k 33.14
Hercules Offshore 0.0 $493k 70k 7.04
Range Resources (RRC) 0.0 $325k 4.2k 77.38
MannKind Corporation 0.0 $147k 23k 6.50