Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value ($000): $1,850,327 (100.0% shares, 0.0% debt)

Holdings (119)

GLD SPDR GOLD TRUST 18.2%
Value ($000) $336,893 Shares 2,900,000 Est. Cost Unrealized
EEM ISHARES 15.9%
Value ($000) $293,430 Shares 7,024,900 Est. Cost $41.46 Unrealized
SPY SPDR S&P 500 ETF TR 8.0%
Value ($000) $148,239 Shares 802,725 Est. Cost $178.46 Unrealized
MARATHON OIL CORP 3.3%
Value ($000) $61,739 Shares 1,748,977 Est. Cost $34.62 Unrealized
NEWFIELD EXPL CO 2.8%
Value ($000) $52,201 Shares 2,119,408 Est. Cost $24.91 Unrealized
MICRON TECHNOLOGY INC 2.7%
Value ($000) $50,280 Shares 33,000,000 Est. Cost $1.52 Unrealized
ANADARKO PETE CORP 2.7%
Value ($000) $50,253 Shares 633,551 Est. Cost $89.92 Unrealized
SU SUNCOR ENERGY INC NEW 2.6%
Value ($000) $47,668 Shares 1,359,995 Est. Cost $21.57 Unrealized +7.5%
APACHE CORP 2.2%
Value ($000) $40,942 Shares 476,400 Est. Cost $85.93 Unrealized
COBALT INTL ENERGY INC 2.2%
Value ($000) $40,912 Shares 46,000,000 Est. Cost $0.89 Unrealized
XLF SELECT SECTOR SPDR TR 2.0%
Value ($000) $37,751 Shares 1,726,933 Est. Cost $21.76 Unrealized
EQT EQT CORP 1.9%
Value ($000) $34,479 Shares 384,036 Est. Cost $42.77 Unrealized +1.3%
RADIAN GROUP INC 1.4%
Value ($000) $26,006 Shares 17,600,000 Est. Cost $1.28 Unrealized
EWW ISHARES 1.3%
Value ($000) $24,450 Shares 359,556 Est. Cost $66.84 Unrealized
BAC BANK OF AMERICA CORPORATION 1.3%
Value ($000) $23,910 Shares 1,535,651 Est. Cost $11.34 Unrealized +3.0%
BARRICK GOLD CORP 1.3%
Value ($000) $23,615 Shares 1,339,490 Est. Cost $18.39 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 1.3%
Value ($000) $23,403 Shares 620,100 Est. Cost $24.45 Unrealized +23.0%
XLE SELECT SECTOR SPDR TR 1.2%
Value ($000) $23,049 Shares 260,414 Est. Cost $80.21 Unrealized
GULFPORT ENERGY CORP 1.0%
Value ($000) $19,255 Shares 304,916 Est. Cost $61.81 Unrealized
NORTHERN OIL & GAS INC NEV 1.0%
Value ($000) $17,873 Shares 1,186,030 Est. Cost $13.48 Unrealized
COBALT INTL ENERGY INC 0.9%
Value ($000) $17,242 Shares 1,048,154 Est. Cost $19.02 Unrealized
SUNPOWER CORP 0.9%
Value ($000) $16,982 Shares 12,000,000 Est. Cost $1.42 Unrealized
GOOGLE INC 0.9%
Value ($000) $16,250 Shares 14,500 Est. Cost $1120.69 Unrealized
SANDRIDGE ENERGY INC 0.8%
Value ($000) $14,022 Shares 2,310,000 Est. Cost Unrealized
DRYSHIPS INC. 0.7%
Value ($000) $13,572 Shares 13,471,000 Est. Cost $1.00 Unrealized
SLB SCHLUMBERGER LTD 0.7%
Value ($000) $13,526 Shares 150,100 Est. Cost $57.39 Unrealized +13.3%
ANGLOGOLD ASHANTI LTD 0.7%
Value ($000) $13,126 Shares 1,120,000 Est. Cost Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.7%
Value ($000) $12,866 Shares 160,263 Est. Cost $37.34 Unrealized +9.9%
BARCLAYS BK PLC 0.7%
Value ($000) $12,765 Shares 300,000 Est. Cost Unrealized
SINA CORP 0.7%
Value ($000) $12,638 Shares 150,000 Est. Cost Unrealized
AAPL APPLE INC 0.7%
Value ($000) $12,457 Shares 22,200 Est. Cost $15.71 Unrealized +4.2%
COBALT INTL ENERGY INC 0.6%
Value ($000) $11,515 Shares 700,000 Est. Cost $19.02 Unrealized
EEM ISHARES 0.6%
Value ($000) $11,279 Shares 270,015 Est. Cost $41.46 Unrealized
SM SM ENERGY CO 0.6%
Value ($000) $11,070 Shares 133,200 Est. Cost $68.44 Unrealized +10.7%
RITE AID CORP 0.6%
Value ($000) $10,353 Shares 5,000,000 Est. Cost $1.42 Unrealized
KRE SPDR SERIES TRUST 0.5%
Value ($000) $9,891 Shares 243,551 Est. Cost $40.61 Unrealized
C CITIGROUP INC 0.5%
Value ($000) $9,737 Shares 186,851 Est. Cost $37.66 Unrealized 0.0%
CAMERON INTERNATIONAL CORP 0.5%
Value ($000) $9,695 Shares 162,867 Est. Cost $59.02 Unrealized
WALTER ENERGY INC 0.5%
Value ($000) $9,355 Shares 562,500 Est. Cost Unrealized
LINN ENERGY LLC 0.5%
Value ($000) $9,237 Shares 300,000 Est. Cost Unrealized
HAL HALLIBURTON CO 0.5%
Value ($000) $9,145 Shares 180,200 Est. Cost $41.29 Unrealized 0.0%
SUNEDISON INC 0.5%
Value ($000) $9,135 Shares 700,000 Est. Cost Unrealized
HESS CORP 0.5%
Value ($000) $8,723 Shares 105,100 Est. Cost $77.50 Unrealized
XLY SELECT SECTOR SPDR TR 0.5%
Value ($000) $8,617 Shares 128,932 Est. Cost $58.98 Unrealized
ENERGY XXI (BERMUDA) LTD 0.5%
Value ($000) $8,531 Shares 315,246 Est. Cost $22.82 Unrealized
CVX CHEVRON CORP NEW 0.5%
Value ($000) $8,399 Shares 67,240 Est. Cost $72.49 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.4%
Value ($000) $7,903 Shares 203,900 Est. Cost $25.81 Unrealized 0.0%
EOG EOG RES INC 0.4%
Value ($000) $7,569 Shares 45,099 Est. Cost $51.23 Unrealized +21.7%
ROWAN COMPANIES PLC 0.4%
Value ($000) $6,927 Shares 195,900 Est. Cost $36.72 Unrealized
SUNPOWER CORP 0.4%
Value ($000) $6,637 Shares 5,500,000 Est. Cost $1.21 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.4%
Value ($000) $6,586 Shares 200,000 Est. Cost Unrealized
BARRETT BILL CORP 0.3%
Value ($000) $6,293 Shares 235,000 Est. Cost $21.40 Unrealized
MANNKIND CORP 0.3%
Value ($000) $6,259 Shares 5,980,000 Est. Cost $1.10 Unrealized
SEADRILL LIMITED 0.3%
Value ($000) $5,628 Shares 137,000 Est. Cost $41.08 Unrealized
MARKET VECTORS ETF TR 0.3%
Value ($000) $5,485 Shares 190,000 Est. Cost $25.16 Unrealized
EWY ISHARES 0.3%
Value ($000) $5,271 Shares 81,500 Est. Cost $53.20 Unrealized
MPC MARATHON PETE CORP 0.3%
Value ($000) $5,255 Shares 57,286 Est. Cost $24.39 Unrealized +10.0%
FCX FREEPORT-MCMORAN COPPER & GO 0.3%
Value ($000) $4,987 Shares 132,130 Est. Cost $24.45 Unrealized +23.0%
ANNALY CAP MGMT INC 0.3%
Value ($000) $4,706 Shares 4,500,000 Est. Cost $1.10 Unrealized
OASIS PETE INC NEW 0.3%
Value ($000) $4,683 Shares 99,709 Est. Cost $46.97 Unrealized
APACHE CORP 0.3%
Value ($000) $4,678 Shares 54,437 Est. Cost $85.93 Unrealized
DVN DEVON ENERGY CORP NEW 0.2%
Value ($000) $4,483 Shares 72,459 Est. Cost $41.04 Unrealized 0.0%
QUICKSILVER RESOURCES INC 0.2%
Value ($000) $4,122 Shares 1,342,551 Est. Cost $1.68 Unrealized
GOODRICH PETE CORP 0.2%
Value ($000) $4,065 Shares 4,000,000 Est. Cost $0.99 Unrealized
MARKET VECTORS ETF TR 0.2%
Value ($000) $3,945 Shares 186,782 Est. Cost $21.12 Unrealized
ENCANA CORP 0.2%
Value ($000) $3,940 Shares 218,300 Est. Cost $18.05 Unrealized
INTEROIL CORP 0.2%
Value ($000) $3,751 Shares 4,000,000 Est. Cost $0.94 Unrealized
ALLIED NEVADA GOLD CORP 0.2%
Value ($000) $3,522 Shares 992,000 Est. Cost Unrealized
KODIAK OIL & GAS CORP 0.2%
Value ($000) $3,475 Shares 310,000 Est. Cost $10.53 Unrealized
CIMAREX ENERGY CO 0.2%
Value ($000) $3,201 Shares 30,515 Est. Cost $104.90 Unrealized
DENDREON CORP 0.2%
Value ($000) $3,195 Shares 5,000,000 Est. Cost $0.64 Unrealized
EXCO RESOURCES INC 0.2%
Value ($000) $2,788 Shares 525,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.1%
Value ($000) $2,611 Shares 50,000 Est. Cost $52.22 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,362 Shares 30,100 Est. Cost $39.16 Unrealized +21.1%
NII HLDGS INC 0.1%
Value ($000) $2,307 Shares 838,800 Est. Cost Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $2,263 Shares 50,000 Est. Cost $47.39 Unrealized -6.1%
ALCATEL-LUCENT 0.1%
Value ($000) $2,187 Shares 497,000 Est. Cost $4.40 Unrealized
ARCH COAL INC 0.1%
Value ($000) $2,061 Shares 463,096 Est. Cost $4.12 Unrealized
U S SILICA HLDGS INC 0.1%
Value ($000) $2,047 Shares 60,000 Est. Cost $34.12 Unrealized
DXJ WISDOMTREE TR 0.1%
Value ($000) $2,034 Shares 40,000 Est. Cost $50.85 Unrealized
WLK WESTLAKE CHEM CORP 0.1%
Value ($000) $1,953 Shares 16,000 Est. Cost $42.90 Unrealized +10.4%
SUPERIOR ENERGY SVCS INC 0.1%
Value ($000) $1,775 Shares 66,700 Est. Cost $25.42 Unrealized
ORANY ORANGE 0.1%
Value ($000) $1,729 Shares 140,000 Est. Cost $12.51 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.1%
Value ($000) $1,723 Shares 35,000 Est. Cost $54.81 Unrealized
ARCH COAL INC 0.1%
Value ($000) $1,558 Shares 350,000 Est. Cost $4.12 Unrealized
KEX KIRBY CORP 0.1%
Value ($000) $1,499 Shares 15,100 Est. Cost $83.89 Unrealized +9.5%
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $1,479 Shares 43,700 Est. Cost $9.59 Unrealized 0.0%
IAG IAMGOLD CORP 0.1%
Value ($000) $1,399 Shares 420,000 Est. Cost Unrealized
SILVER STD RES INC 0.1%
Value ($000) $1,392 Shares 200,000 Est. Cost Unrealized
GOODRICH PETE CORP 0.0%
Value ($000) $853 Shares 50,095 Est. Cost $23.86 Unrealized
LIFE TECHNOLOGIES CORP 0.0%
Value ($000) $811 Shares 10,700 Est. Cost $75.79 Unrealized
GM GENERAL MTRS CO 0.0%
Value ($000) $801 Shares 19,600 Est. Cost $28.17 Unrealized 0.0%
DENDREON CORP 0.0%
Value ($000) $748 Shares 250,000 Est. Cost Unrealized
ITB ISHARES 0.0%
Value ($000) $621 Shares 25,000 Est. Cost $24.84 Unrealized
DRESSER-RAND GROUP INC 0.0%
Value ($000) $596 Shares 10,000 Est. Cost $59.97 Unrealized
AZO AUTOZONE INC 0.0%
Value ($000) $574 Shares 1,200 Est. Cost $448.75 Unrealized 0.0%
NVR NVR INC 0.0%
Value ($000) $513 Shares 500 Est. Cost $949.39 Unrealized 0.0%
PRICELINE COM INC 0.0%
Value ($000) $465 Shares 400 Est. Cost $1162.50 Unrealized
LUV SOUTHWEST AIRLS CO 0.0%
Value ($000) $367 Shares 19,500 Est. Cost $15.26 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 0.0%
Value ($000) $367 Shares 6,100 Est. Cost $60.16 Unrealized
TRW AUTOMOTIVE HLDGS CORP 0.0%
Value ($000) $357 Shares 4,800 Est. Cost $74.38 Unrealized
ALK ALASKA AIR GROUP INC 0.0%
Value ($000) $352 Shares 4,800 Est. Cost $32.10 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $351 Shares 6,000 Est. Cost $39.63 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $349 Shares 12,700 Est. Cost $23.32 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.0%
Value ($000) $323 Shares 3,500 Est. Cost $51.50 Unrealized 0.0%
WFC WELLS FARGO & CO NEW 0.0%
Value ($000) $318 Shares 7,000 Est. Cost $30.76 Unrealized 0.0%
DOW CHEM CO 0.0%
Value ($000) $302 Shares 6,800 Est. Cost $44.41 Unrealized
MHK MOHAWK INDS INC 0.0%
Value ($000) $298 Shares 2,000 Est. Cost $136.56 Unrealized 0.0%
HARMAN INTL INDS INC 0.0%
Value ($000) $295 Shares 3,600 Est. Cost $81.94 Unrealized
YAHOO INC 0.0%
Value ($000) $295 Shares 7,300 Est. Cost $40.41 Unrealized
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $260 Shares 3,400 Est. Cost $57.34 Unrealized 0.0%
DISCOVER FINL SVCS 0.0%
Value ($000) $257 Shares 4,600 Est. Cost $55.87 Unrealized
WDAY WORKDAY INC 0.0%
Value ($000) $249 Shares 3,000 Est. Cost $78.95 Unrealized 0.0%
TRIP TRIPADVISOR INC 0.0%
Value ($000) $248 Shares 3,000 Est. Cost $72.75 Unrealized 0.0%
HD HOME DEPOT INC 0.0%
Value ($000) $239 Shares 2,900 Est. Cost $58.72 Unrealized 0.0%
LOW LOWES COS INC 0.0%
Value ($000) $233 Shares 4,700 Est. Cost $39.13 Unrealized 0.0%
MAS MASCO CORP 0.0%
Value ($000) $230 Shares 10,100 Est. Cost $15.53 Unrealized 0.0%
TENNECO INC 0.0%
Value ($000) $226 Shares 4,000 Est. Cost $56.50 Unrealized
WHR WHIRLPOOL CORP 0.0%
Value ($000) $220 Shares 1,400 Est. Cost $146.63 Unrealized 0.0%