Graham Capital Management as of Sept. 30, 2013
Portfolio Holdings for Graham Capital Management
Graham Capital Management holds 97 positions in its portfolio as reported in the September 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SPDR Gold Trust (GLD) | 22.8 | $372M | 2.9M | 128.17 | |
| Apache Corporation | 5.9 | $95M | 1.1M | 85.14 | |
| Spdr S&p 500 Etf (SPY) | 5.4 | $88M | 521k | 168.10 | |
| iShares MSCI Emerging Markets Indx (EEM) | 4.5 | $72M | 1.8M | 40.77 | |
| Energy Select Sector SPDR (XLE) | 4.3 | $71M | 851k | 82.88 | |
| Anadarko Petroleum Corporation | 4.0 | $64M | 691k | 92.99 | |
| iShares Dow Jones US Real Estate (IYR) | 3.7 | $61M | 955k | 63.76 | |
| Marathon Oil Corporation (MRO) | 3.5 | $57M | 1.6M | 34.88 | |
| Freeport-McMoRan Copper & Gold (FCX) | 2.7 | $44M | 1.3M | 33.08 | |
| Royal Dutch Shell | 1.9 | $32M | 479k | 65.68 | |
| Gulfport Energy Corporation | 1.8 | $29M | 456k | 64.34 | |
| Suncor Energy (SU) | 1.8 | $29M | 804k | 35.78 | |
| Exxon Mobil Corporation (XOM) | 1.6 | $27M | 313k | 86.04 | |
| Radian Group Inc note | 1.6 | $26M | 18M | 1.46 | |
| Total (TTE) | 1.6 | $25M | 436k | 57.92 | |
| EQT Corporation (EQT) | 1.4 | $23M | 262k | 88.72 | |
| Alcoa | 1.4 | $23M | 2.8M | 8.12 | |
| National-Oilwell Var | 1.3 | $21M | 264k | 78.11 | |
| Marathon Petroleum Corp (MPC) | 1.3 | $21M | 318k | 64.32 | |
| Newfield Exploration | 1.2 | $19M | 706k | 27.37 | |
| Barrick Gold Corp (GOLD) | 1.2 | $19M | 1.0M | 18.62 | |
| Northern Oil & Gas | 1.1 | $18M | 1.3M | 14.43 | |
| AngloGold Ashanti | 1.1 | $18M | 1.3M | 13.28 | |
| Bank of America Corporation (BAC) | 1.0 | $16M | 1.2M | 13.80 | |
| EOG Resources (EOG) | 1.0 | $16M | 95k | 169.28 | |
| Energy Xxi | 0.9 | $15M | 500k | 30.20 | |
| SandRidge Energy | 0.8 | $14M | 2.3M | 5.86 | |
| US Airways | 0.8 | $14M | 715k | 18.96 | |
| Schlumberger (SLB) | 0.8 | $13M | 147k | 88.36 | |
| Industries N shs - a - (LYB) | 0.7 | $11M | 145k | 73.23 | |
| Rite Aid Corp note 8.500% 5/1 | 0.6 | $9.9M | 5.0M | 1.98 | |
| Alpha Natural Resources Inc note 3.750%12/1 | 0.6 | $9.6M | 10M | 0.96 | |
| Kirby Corporation (KEX) | 0.5 | $8.4M | 97k | 86.55 | |
| Hess (HES) | 0.5 | $7.9M | 102k | 77.34 | |
| Patterson-UTI Energy (PTEN) | 0.5 | $7.8M | 363k | 21.38 | |
| Walter Energy | 0.5 | $7.9M | 563k | 14.03 | |
| Consumer Discretionary SPDR (XLY) | 0.5 | $7.9M | 130k | 60.63 | |
| Cobalt Intl Energy | 0.5 | $7.7M | 308k | 24.86 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.5 | $7.6M | 115k | 65.89 | |
| Annaly Cap Mgmt Inc note 4.000% 2/1 | 0.4 | $7.2M | 6.5M | 1.10 | |
| Rowan Companies | 0.4 | $7.2M | 196k | 36.72 | |
| Whiting Petroleum Corporation | 0.4 | $6.9M | 115k | 59.85 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.4 | $6.8M | 111k | 61.53 | |
| ConocoPhillips (COP) | 0.4 | $6.6M | 95k | 69.51 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.4 | $6.5M | 102k | 63.89 | |
| USD.01 Mannkind Corp sr unsecured | 0.4 | $6.4M | 6.0M | 1.07 | |
| Williams Companies (WMB) | 0.4 | $6.1M | 168k | 36.36 | |
| Linn Energy | 0.4 | $5.8M | 225k | 25.92 | |
| Kcg Holdings Inc Cl A | 0.4 | $5.9M | 675k | 8.67 | |
| Westlake Chemical Corporation (WLK) | 0.3 | $5.8M | 55k | 104.65 | |
| Market Vector Russia ETF Trust | 0.3 | $5.4M | 190k | 28.18 | |
| Continental Resources | 0.3 | $5.1M | 48k | 107.26 | |
| SM Energy (SM) | 0.3 | $5.2M | 68k | 77.19 | |
| Level 3 Communications | 0.3 | $5.2M | 196k | 26.69 | |
| Bill Barrett Corporation | 0.3 | $4.8M | 193k | 25.11 | |
| Quicksilver Resources | 0.3 | $4.7M | 2.4M | 1.97 | |
| Goodrich Pete Corp note 5.000%10/0 | 0.3 | $4.4M | 4.0M | 1.09 | |
| Silver Standard Res | 0.3 | $4.2M | 682k | 6.15 | |
| Cameron International Corporation | 0.2 | $4.2M | 71k | 58.37 | |
| Bonanza Creek Energy | 0.2 | $4.1M | 86k | 48.26 | |
| iShares MSCI Brazil Index (EWZ) | 0.2 | $3.5M | 74k | 47.90 | |
| Dryships Inc. note 5.000%12/0 | 0.2 | $3.4M | 3.5M | 0.97 | |
| Energen Corporation | 0.2 | $3.4M | 45k | 76.40 | |
| Intel Corporation (INTC) | 0.2 | $3.3M | 145k | 22.92 | |
| Apple (AAPL) | 0.2 | $3.3M | 7.0k | 476.71 | |
| Hornbeck Offshore Services | 0.2 | $3.3M | 57k | 57.44 | |
| iShares MSCI Canada Index (EWC) | 0.2 | $3.3M | 115k | 28.31 | |
| Dendreon Corp note | 0.2 | $3.2M | 5.0M | 0.64 | |
| Noble Energy | 0.2 | $3.2M | 47k | 67.01 | |
| iShares S&P US Pref Stock Idx Fnd (PFF) | 0.2 | $3.1M | 82k | 38.00 | |
| Powershares Senior Loan Portfo mf | 0.2 | $2.9M | 118k | 24.68 | |
| Hollyfrontier Corp | 0.2 | $2.9M | 69k | 42.11 | |
| Diamondback Energy (FANG) | 0.2 | $3.0M | 70k | 42.64 | |
| Ipath S&p 500 Vix Short Term F | 0.2 | $2.8M | 190k | 14.70 | |
| Phillips 66 (PSX) | 0.1 | $2.5M | 43k | 57.83 | |
| Cme (CME) | 0.1 | $2.2M | 30k | 73.87 | |
| Core Laboratories | 0.1 | $2.2M | 13k | 169.23 | |
| Fluor Corporation (FLR) | 0.1 | $2.2M | 31k | 70.97 | |
| Utilities SPDR (XLU) | 0.1 | $2.4M | 63k | 37.35 | |
| Sanchez Energy Corp C ommon stocks | 0.1 | $2.3M | 88k | 26.41 | |
| Rogers Communications -cl B (RCI) | 0.1 | $2.2M | 50k | 43.02 | |
| KBR (KBR) | 0.1 | $1.9M | 59k | 32.64 | |
| Tesoro Corporation | 0.1 | $2.0M | 45k | 43.97 | |
| Chicago Bridge & Iron Company | 0.1 | $2.0M | 30k | 67.77 | |
| Iamgold Corp (IAG) | 0.1 | $2.0M | 420k | 4.75 | |
| SPDR S&P Metals and Mining (XME) | 0.1 | $2.0M | 55k | 36.63 | |
| Arch Coal | 0.1 | $1.9M | 454k | 4.11 | |
| Financial Select Sector SPDR (XLF) | 0.1 | $1.7M | 86k | 19.91 | |
| Orange Sa (ORAN) | 0.1 | $1.8M | 140k | 12.51 | |
| Superior Energy Services | 0.1 | $1.6M | 65k | 25.04 | |
| Baker Hughes Incorporated | 0.1 | $1.1M | 23k | 49.09 | |
| Dresser-Rand | 0.1 | $1.1M | 17k | 62.38 | |
| Goodrich Petroleum Corporation | 0.1 | $1.1M | 47k | 24.30 | |
| Kodiak Oil & Gas | 0.1 | $1.1M | 90k | 12.06 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.1 | $964k | 80k | 12.05 | |
| Allied Nevada Gold | 0.1 | $941k | 225k | 4.18 | |
| Dendreon Corporation | 0.0 | $733k | 250k | 2.93 |
