Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 12, 2013

Total Value ($000): $1,628,880 (100.0% shares, 0.0% debt)

Holdings (104)

GLD SPDR GOLD TRUST 22.8%
Value ($000) $371,693 Shares 2,900,000 Est. Cost $119.15 Unrealized
APACHE CORP 5.9%
Value ($000) $95,416 Shares 1,120,700 Est. Cost Unrealized
EEM ISHARES 4.4%
Value ($000) $71,348 Shares 1,750,000 Est. Cost $38.57 Unrealized
XLE SELECT SECTOR SPDR TR 4.3%
Value ($000) $70,515 Shares 850,814 Est. Cost $80.21 Unrealized
IYR ISHARES 3.7%
Value ($000) $60,891 Shares 955,000 Est. Cost $63.76 Unrealized
MARATHON OIL CORP 3.5%
Value ($000) $57,266 Shares 1,641,792 Est. Cost $34.58 Unrealized
SPY SPDR S&P 500 ETF TR 3.1%
Value ($000) $50,598 Shares 301,000 Est. Cost $168.10 Unrealized
ANADARKO PETE CORP 2.8%
Value ($000) $45,670 Shares 491,129 Est. Cost $92.99 Unrealized
SPY SPDR S&P 500 ETF TR 2.3%
Value ($000) $36,982 Shares 220,000 Est. Cost $168.10 Unrealized
ROYAL DUTCH SHELL PLC 1.9%
Value ($000) $31,452 Shares 478,867 Est. Cost $63.80 Unrealized
GULFPORT ENERGY CORP 1.8%
Value ($000) $29,309 Shares 455,527 Est. Cost $61.81 Unrealized
SU SUNCOR ENERGY INC NEW 1.8%
Value ($000) $28,777 Shares 804,263 Est. Cost $20.44 Unrealized +6.7%
RADIAN GROUP INC 1.6%
Value ($000) $25,674 Shares 17,600,000 Est. Cost $1.28 Unrealized
TOTAL S A 1.6%
Value ($000) $25,270 Shares 436,298 Est. Cost $48.70 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 1.5%
Value ($000) $23,842 Shares 720,743 Est. Cost $24.45 Unrealized +5.0%
EQT EQT CORP 1.4%
Value ($000) $23,284 Shares 262,448 Est. Cost $42.52 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 1.3%
Value ($000) $20,644 Shares 264,300 Est. Cost $69.82 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 1.3%
Value ($000) $20,513 Shares 620,100 Est. Cost $24.45 Unrealized +5.0%
MPC MARATHON PETE CORP 1.3%
Value ($000) $20,464 Shares 318,154 Est. Cost $24.39 Unrealized 0.0%
NEWFIELD EXPL CO 1.2%
Value ($000) $19,334 Shares 706,401 Est. Cost $25.46 Unrealized
XOM EXXON MOBIL CORP 1.2%
Value ($000) $19,135 Shares 222,400 Est. Cost $54.16 Unrealized 0.0%
BARRICK GOLD CORP 1.2%
Value ($000) $19,092 Shares 1,025,375 Est. Cost $18.62 Unrealized
ALCOA INC 1.2%
Value ($000) $18,790 Shares 2,314,100 Est. Cost $8.12 Unrealized
ANADARKO PETE CORP 1.1%
Value ($000) $18,617 Shares 200,200 Est. Cost $92.99 Unrealized
NORTHERN OIL & GAS INC NEV 1.1%
Value ($000) $18,147 Shares 1,257,608 Est. Cost $13.48 Unrealized
ANGLOGOLD ASHANTI LTD 1.1%
Value ($000) $17,596 Shares 1,325,000 Est. Cost Unrealized
BAC BANK OF AMERICA CORPORATION 1.0%
Value ($000) $16,293 Shares 1,180,651 Est. Cost $11.23 Unrealized 0.0%
EOG EOG RES INC 1.0%
Value ($000) $16,024 Shares 94,662 Est. Cost $51.23 Unrealized +10.1%
U S AIRWAYS GROUP INC 0.8%
Value ($000) $13,548 Shares 714,567 Est. Cost $16.42 Unrealized
SANDRIDGE ENERGY INC 0.8%
Value ($000) $13,537 Shares 2,310,000 Est. Cost Unrealized
SLB SCHLUMBERGER LTD 0.8%
Value ($000) $12,998 Shares 147,100 Est. Cost $57.23 Unrealized +3.0%
LYB LYONDELLBASELL INDUSTRIES N 0.7%
Value ($000) $10,626 Shares 145,100 Est. Cost $36.95 Unrealized 0.0%
RITE AID CORP 0.6%
Value ($000) $9,918 Shares 5,000,000 Est. Cost $1.42 Unrealized
ALPHA NATURAL RESOURCES INC 0.6%
Value ($000) $9,579 Shares 10,000,000 Est. Cost $0.96 Unrealized
KEX KIRBY CORP 0.5%
Value ($000) $8,395 Shares 97,000 Est. Cost $83.89 Unrealized 0.0%
ENERGY XXI (BERMUDA) LTD 0.5%
Value ($000) $8,281 Shares 274,190 Est. Cost $22.18 Unrealized
HESS CORP 0.5%
Value ($000) $7,896 Shares 102,100 Est. Cost $77.34 Unrealized
WALTER ENERGY INC 0.5%
Value ($000) $7,892 Shares 562,500 Est. Cost Unrealized
XLY SELECT SECTOR SPDR TR 0.5%
Value ($000) $7,873 Shares 129,858 Est. Cost $58.98 Unrealized
XOM EXXON MOBIL CORP 0.5%
Value ($000) $7,778 Shares 90,400 Est. Cost $54.16 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC 0.5%
Value ($000) $7,761 Shares 363,000 Est. Cost $20.54 Unrealized 0.0%
COBALT INTL ENERGY INC 0.5%
Value ($000) $7,652 Shares 307,811 Est. Cost $25.19 Unrealized
SPDR SERIES TRUST 0.5%
Value ($000) $7,551 Shares 114,599 Est. Cost $58.18 Unrealized
ROWAN COMPANIES PLC 0.4%
Value ($000) $7,193 Shares 195,900 Est. Cost $36.72 Unrealized
ANNALY CAP MGMT INC 0.4%
Value ($000) $7,136 Shares 6,500,000 Est. Cost $1.10 Unrealized
WHITING PETE CORP NEW 0.4%
Value ($000) $6,883 Shares 115,000 Est. Cost $59.85 Unrealized
EWY ISHARES 0.4%
Value ($000) $6,828 Shares 110,964 Est. Cost $53.20 Unrealized
ENERGY XXI (BERMUDA) LTD 0.4%
Value ($000) $6,822 Shares 225,900 Est. Cost $22.18 Unrealized
COP CONOCOPHILLIPS 0.4%
Value ($000) $6,572 Shares 94,543 Est. Cost $44.49 Unrealized 0.0%
EWW ISHARES 0.4%
Value ($000) $6,503 Shares 101,791 Est. Cost $63.89 Unrealized
MANNKIND CORP 0.4%
Value ($000) $6,401 Shares 5,980,000 Est. Cost $1.10 Unrealized
WMB WILLIAMS COS INC DEL 0.4%
Value ($000) $6,123 Shares 168,400 Est. Cost $17.72 Unrealized 0.0%
KCG HLDGS INC 0.4%
Value ($000) $5,852 Shares 675,000 Est. Cost Unrealized
LINN ENERGY LLC 0.4%
Value ($000) $5,832 Shares 225,000 Est. Cost Unrealized
WLK WESTLAKE CHEM CORP 0.4%
Value ($000) $5,776 Shares 55,191 Est. Cost $42.90 Unrealized 0.0%
MARKET VECTORS ETF TR 0.3%
Value ($000) $5,354 Shares 190,000 Est. Cost $25.16 Unrealized
SM SM ENERGY CO 0.3%
Value ($000) $5,249 Shares 68,000 Est. Cost $61.42 Unrealized 0.0%
LEVEL 3 COMMUNICATIONS INC 0.3%
Value ($000) $5,233 Shares 196,057 Est. Cost $26.69 Unrealized
CONTINENTAL RESOURCES INC 0.3%
Value ($000) $5,146 Shares 47,978 Est. Cost $97.09 Unrealized
BARRETT BILL CORP 0.3%
Value ($000) $4,840 Shares 192,744 Est. Cost $20.22 Unrealized
QUICKSILVER RESOURCES INC 0.3%
Value ($000) $4,692 Shares 2,381,509 Est. Cost $1.68 Unrealized
GOODRICH PETE CORP 0.3%
Value ($000) $4,345 Shares 4,000,000 Est. Cost $0.99 Unrealized
SILVER STD RES INC 0.3%
Value ($000) $4,193 Shares 681,800 Est. Cost Unrealized
CAMERON INTERNATIONAL CORP 0.3%
Value ($000) $4,150 Shares 71,100 Est. Cost $58.37 Unrealized
BONANZA CREEK ENERGY INC 0.3%
Value ($000) $4,144 Shares 85,866 Est. Cost $48.26 Unrealized
ALCOA INC 0.2%
Value ($000) $4,060 Shares 500,000 Est. Cost $8.12 Unrealized
EWZ ISHARES 0.2%
Value ($000) $3,545 Shares 74,002 Est. Cost $44.17 Unrealized
ENERGEN CORP 0.2%
Value ($000) $3,438 Shares 45,000 Est. Cost $76.40 Unrealized
DRYSHIPS INC. 0.2%
Value ($000) $3,410 Shares 3,500,000 Est. Cost $0.97 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $3,337 Shares 7,000 Est. Cost $14.28 Unrealized 0.0%
INTC INTEL CORP 0.2%
Value ($000) $3,321 Shares 144,900 Est. Cost $16.91 Unrealized 0.0%
HORNBECK OFFSHORE SVCS INC N 0.2%
Value ($000) $3,274 Shares 57,000 Est. Cost $54.81 Unrealized
EWC ISHARES 0.2%
Value ($000) $3,260 Shares 115,145 Est. Cost $28.31 Unrealized
DENDREON CORP 0.2%
Value ($000) $3,192 Shares 5,000,000 Est. Cost $0.64 Unrealized
NOBLE ENERGY INC 0.2%
Value ($000) $3,163 Shares 47,200 Est. Cost $60.04 Unrealized
PFF ISHARES 0.2%
Value ($000) $3,116 Shares 82,000 Est. Cost $38.00 Unrealized
FANG DIAMONDBACK ENERGY INC 0.2%
Value ($000) $2,985 Shares 70,000 Est. Cost Unrealized
POWERSHARES ETF TRUST II 0.2%
Value ($000) $2,917 Shares 118,196 Est. Cost $24.75 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $2,899 Shares 68,846 Est. Cost $42.11 Unrealized
BARCLAYS BK PLC 0.2%
Value ($000) $2,793 Shares 190,000 Est. Cost $14.70 Unrealized
PSX PHILLIPS 66 0.2%
Value ($000) $2,462 Shares 42,576 Est. Cost $37.50 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,353 Shares 63,000 Est. Cost $37.35 Unrealized
SANCHEZ ENERGY CORP 0.1%
Value ($000) $2,324 Shares 88,000 Est. Cost $22.96 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,231 Shares 30,200 Est. Cost $39.16 Unrealized +13.0%
FLR FLUOR CORP NEW 0.1%
Value ($000) $2,200 Shares 31,000 Est. Cost $57.29 Unrealized 0.0%
CORE LABORATORIES N V 0.1%
Value ($000) $2,200 Shares 13,000 Est. Cost $154.34 Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $2,151 Shares 50,000 Est. Cost $47.39 Unrealized -14.2%
CHICAGO BRIDGE & IRON CO N V 0.1%
Value ($000) $2,033 Shares 30,000 Est. Cost $67.77 Unrealized
XME SPDR SERIES TRUST 0.1%
Value ($000) $2,014 Shares 54,989 Est. Cost $35.56 Unrealized
IAG IAMGOLD CORP 0.1%
Value ($000) $1,995 Shares 420,000 Est. Cost Unrealized
TESORO CORP 0.1%
Value ($000) $1,967 Shares 44,736 Est. Cost $43.97 Unrealized
KBR KBR INC 0.1%
Value ($000) $1,926 Shares 59,000 Est. Cost $26.48 Unrealized 0.0%
ARCH COAL INC 0.1%
Value ($000) $1,865 Shares 453,796 Est. Cost $4.11 Unrealized
ORANY ORANGE 0.1%
Value ($000) $1,751 Shares 140,000 Est. Cost $12.51 Unrealized
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $1,715 Shares 86,119 Est. Cost $19.91 Unrealized
SUPERIOR ENERGY SVCS INC 0.1%
Value ($000) $1,630 Shares 65,100 Est. Cost $25.39 Unrealized
GOODRICH PETE CORP 0.1%
Value ($000) $1,144 Shares 47,082 Est. Cost $24.30 Unrealized
BAKER HUGHES INC 0.1%
Value ($000) $1,139 Shares 23,200 Est. Cost $49.09 Unrealized
KODIAK OIL & GAS CORP 0.1%
Value ($000) $1,087 Shares 90,150 Est. Cost $8.89 Unrealized
EEM ISHARES 0.1%
Value ($000) $1,084 Shares 26,585 Est. Cost $38.57 Unrealized
DRESSER-RAND GROUP INC 0.1%
Value ($000) $1,073 Shares 17,200 Est. Cost $59.97 Unrealized
CDE COEUR MNG INC 0.1%
Value ($000) $964 Shares 80,000 Est. Cost Unrealized
ALLIED NEVADA GOLD CORP 0.1%
Value ($000) $941 Shares 225,000 Est. Cost Unrealized
DENDREON CORP 0.0%
Value ($000) $733 Shares 250,000 Est. Cost Unrealized