Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 6, 2013

Total Value ($000): $1,518,017 (100.0% shares, 0.0% debt)

Holdings (77)

GLD SPDR GOLD TRUST 22.8%
Value ($000) $345,535 Shares 2,900,000 Est. Cost $119.15 Unrealized
SPY SPDR S&P 500 ETF TR 15.8%
Value ($000) $240,015 Shares 1,500,000 Est. Cost Unrealized
KNIGHT CAP GROUP INC 4.3%
Value ($000) $65,988 Shares 66,000,000 Est. Cost $1.00 Unrealized
MARATHON OIL CORP 4.0%
Value ($000) $60,864 Shares 1,760,084 Est. Cost $34.58 Unrealized
HYG ISHARES TR 3.7%
Value ($000) $56,788 Shares 625,000 Est. Cost Unrealized
ROYAL DUTCH SHELL PLC 3.7%
Value ($000) $56,500 Shares 885,586 Est. Cost $63.80 Unrealized
ANADARKO PETE CORP 3.1%
Value ($000) $47,523 Shares 553,040 Est. Cost $85.93 Unrealized
APACHE CORP 2.9%
Value ($000) $44,179 Shares 527,000 Est. Cost $83.83 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 2.9%
Value ($000) $44,016 Shares 1,594,213 Est. Cost $24.45 Unrealized 0.0%
XLE SELECT SECTOR SPDR TR 2.6%
Value ($000) $39,353 Shares 502,214 Est. Cost $78.36 Unrealized
MARKET VECTORS ETF TR 2.4%
Value ($000) $37,071 Shares 1,518,675 Est. Cost $24.41 Unrealized
TOTAL S A 2.4%
Value ($000) $36,472 Shares 748,905 Est. Cost $48.70 Unrealized
APPLE INC 1.7%
Value ($000) $25,472 Shares 64,309 Est. Cost $396.09 Unrealized
GLD SPDR GOLD TRUST 1.6%
Value ($000) $23,830 Shares 200,000 Est. Cost $119.15 Unrealized
RADIAN GROUP INC 1.5%
Value ($000) $22,609 Shares 17,600,000 Est. Cost $1.28 Unrealized
POWERSHARES ETF TRUST II 1.4%
Value ($000) $20,666 Shares 835,000 Est. Cost $24.75 Unrealized
APACHE CORP 1.3%
Value ($000) $20,076 Shares 239,490 Est. Cost $83.83 Unrealized
U S AIRWAYS GROUP INC 1.2%
Value ($000) $17,721 Shares 1,079,218 Est. Cost $16.42 Unrealized
EWZ ISHARES INC 1.2%
Value ($000) $17,544 Shares 400,000 Est. Cost $43.86 Unrealized
ENERGY XXI (BERMUDA) LTD 1.1%
Value ($000) $16,434 Shares 740,960 Est. Cost $22.18 Unrealized
NATIONAL OILWELL VARCO INC 1.1%
Value ($000) $16,392 Shares 237,912 Est. Cost $68.90 Unrealized
BANK OF AMERICA CORPORATION 1.0%
Value ($000) $15,397 Shares 1,197,251 Est. Cost $12.86 Unrealized
SU SUNCOR ENERGY INC NEW 1.0%
Value ($000) $14,991 Shares 508,342 Est. Cost $19.64 Unrealized 0.0%
NORTHERN OIL & GAS INC NEV 1.0%
Value ($000) $14,584 Shares 1,093,242 Est. Cost $13.34 Unrealized
SANDRIDGE ENERGY INC 0.9%
Value ($000) $13,138 Shares 2,760,000 Est. Cost Unrealized
SPDR SERIES TRUST 0.8%
Value ($000) $11,910 Shares 204,704 Est. Cost $58.18 Unrealized
EEM ISHARES TR 0.8%
Value ($000) $11,671 Shares 302,600 Est. Cost $38.57 Unrealized
BARRICK GOLD CORP 0.7%
Value ($000) $11,238 Shares 713,960 Est. Cost $15.74 Unrealized
EWY ISHARES INC 0.7%
Value ($000) $10,571 Shares 198,701 Est. Cost $53.20 Unrealized
FXI ISHARES TR 0.7%
Value ($000) $10,406 Shares 320,000 Est. Cost $32.52 Unrealized
GOODRICH PETE CORP 0.7%
Value ($000) $9,932 Shares 10,000,000 Est. Cost $0.99 Unrealized
NEWFIELD EXPL CO 0.6%
Value ($000) $9,280 Shares 388,459 Est. Cost $23.89 Unrealized
CTRA CABOT OIL & GAS CORP 0.6%
Value ($000) $9,126 Shares 128,503 Est. Cost $24.86 Unrealized 0.0%
ULTRA PETROLEUM CORP 0.5%
Value ($000) $8,048 Shares 406,058 Est. Cost $19.82 Unrealized
RITE AID CORP 0.5%
Value ($000) $7,101 Shares 5,000,000 Est. Cost $1.42 Unrealized
EWL ISHARES INC 0.5%
Value ($000) $6,941 Shares 242,262 Est. Cost $28.65 Unrealized
EOG EOG RES INC 0.4%
Value ($000) $6,518 Shares 49,498 Est. Cost $46.52 Unrealized 0.0%
ISTAR FINL INC 0.4%
Value ($000) $6,015 Shares 5,000,000 Est. Cost $1.20 Unrealized
SANCHEZ ENERGY CORP 0.4%
Value ($000) $5,654 Shares 246,249 Est. Cost $22.96 Unrealized
MARKET VECTORS ETF TR 0.3%
Value ($000) $4,780 Shares 190,000 Est. Cost $25.16 Unrealized
GLD SPDR GOLD TRUST 0.3%
Value ($000) $4,778 Shares 40,100 Est. Cost $119.15 Unrealized
QUICKSILVER RESOURCES INC 0.3%
Value ($000) $4,378 Shares 2,606,249 Est. Cost $1.68 Unrealized
BARRETT BILL CORP 0.3%
Value ($000) $3,925 Shares 194,119 Est. Cost $20.22 Unrealized
STONE ENERGY CORP 0.3%
Value ($000) $3,846 Shares 174,601 Est. Cost $22.03 Unrealized
GULFPORT ENERGY CORP 0.2%
Value ($000) $3,140 Shares 66,700 Est. Cost $47.08 Unrealized
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $3,024 Shares 42,200 Est. Cost $52.90 Unrealized 0.0%
EWZ ISHARES INC 0.2%
Value ($000) $2,992 Shares 68,223 Est. Cost $43.86 Unrealized
NOBLE ENERGY INC 0.2%
Value ($000) $2,954 Shares 49,200 Est. Cost $60.04 Unrealized
PIONEER NAT RES CO 0.2%
Value ($000) $2,895 Shares 20,000 Est. Cost $144.75 Unrealized
XLY SELECT SECTOR SPDR TR 0.2%
Value ($000) $2,859 Shares 50,690 Est. Cost $56.40 Unrealized
SILVER STD RES INC 0.2%
Value ($000) $2,504 Shares 395,000 Est. Cost Unrealized
ALLIED NEVADA GOLD CORP 0.2%
Value ($000) $2,430 Shares 375,000 Est. Cost Unrealized
MANNKIND CORP 0.2%
Value ($000) $2,304 Shares 2,000,000 Est. Cost $1.15 Unrealized
CME CME GROUP INC 0.2%
Value ($000) $2,287 Shares 30,100 Est. Cost $39.16 Unrealized 0.0%
ARCH COAL INC 0.1%
Value ($000) $2,247 Shares 594,324 Est. Cost $3.78 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.1%
Value ($000) $2,033 Shares 38,000 Est. Cost $53.50 Unrealized
BAKER HUGHES INC 0.1%
Value ($000) $1,997 Shares 43,300 Est. Cost $46.12 Unrealized
BONANZA CREEK ENERGY INC 0.1%
Value ($000) $1,986 Shares 56,000 Est. Cost $35.46 Unrealized
CONTINENTAL RESOURCES INC 0.1%
Value ($000) $1,979 Shares 23,000 Est. Cost $86.04 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $1,979 Shares 38,151 Est. Cost $37.00 Unrealized 0.0%
DRESSER-RAND GROUP INC 0.1%
Value ($000) $1,979 Shares 33,000 Est. Cost $59.97 Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $1,960 Shares 50,000 Est. Cost $47.39 Unrealized 0.0%
ENDEAVOUR INTL CORP 0.1%
Value ($000) $1,824 Shares 475,000 Est. Cost Unrealized
CORE LABORATORIES N V 0.1%
Value ($000) $1,668 Shares 11,000 Est. Cost $151.64 Unrealized
COBALT INTL ENERGY INC 0.1%
Value ($000) $1,596 Shares 60,075 Est. Cost $26.57 Unrealized
KODIAK OIL & GAS CORP 0.1%
Value ($000) $1,422 Shares 160,000 Est. Cost $8.89 Unrealized
ROSETTA RESOURCES INC 0.1%
Value ($000) $1,361 Shares 32,000 Est. Cost $42.53 Unrealized
FRANCE TELECOM 0.1%
Value ($000) $1,323 Shares 140,000 Est. Cost $9.45 Unrealized
OASIS PETE INC NEW 0.1%
Value ($000) $1,298 Shares 33,405 Est. Cost $38.86 Unrealized
REX ENERGY CORPORATION 0.1%
Value ($000) $984 Shares 56,000 Est. Cost $17.57 Unrealized
CHESAPEAKE ENERGY CORP 0.1%
Value ($000) $813 Shares 39,900 Est. Cost $20.38 Unrealized
EWH ISHARES INC 0.0%
Value ($000) $732 Shares 40,000 Est. Cost $18.30 Unrealized
SUPERIOR ENERGY SVCS INC 0.0%
Value ($000) $649 Shares 25,000 Est. Cost $25.96 Unrealized
XME SPDR SERIES TRUST 0.0%
Value ($000) $557 Shares 16,807 Est. Cost $33.14 Unrealized
HERCULES OFFSHORE INC 0.0%
Value ($000) $493 Shares 70,000 Est. Cost $7.04 Unrealized
RRC RANGE RES CORP 0.0%
Value ($000) $325 Shares 4,200 Est. Cost $76.33 Unrealized 0.0%
MANNKIND CORP 0.0%
Value ($000) $147 Shares 22,600 Est. Cost $6.50 Unrealized