Graham Capital Management, L.P. Hedge Fund

Location: Rowayton, CT

CIK: 0001315421 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value: $1.85B (100.0% shares, 0.0% debt)

Holdings (119)

GLD SPDR GOLD TRUST 18.2%
Value $337M Shares 2,900,000 Est. Cost Unrealized
EEM ISHARES 15.9%
Value $293M Shares 7,024,900 Est. Cost $41.46 Unrealized
SPY SPDR S&P 500 ETF TR 8.0%
Value $148M Shares 802,725 Est. Cost $178.46 Unrealized
MARATHON OIL CORP 3.3%
Value $61.74M Shares 1,748,977 Est. Cost $34.62 Unrealized
NEWFIELD EXPL CO 2.8%
Value $52.2M Shares 2,119,408 Est. Cost $24.91 Unrealized
MICRON TECHNOLOGY INC 2.7%
Value $50.28M Shares 33,000,000 Est. Cost $1.52 Unrealized
ANADARKO PETE CORP 2.7%
Value $50.25M Shares 633,551 Est. Cost $89.92 Unrealized
SU SUNCOR ENERGY INC NEW 2.6%
Value $47.67M Shares 1,359,995 Est. Cost $21.57 Unrealized +7.5%
APACHE CORP 2.2%
Value $40.94M Shares 476,400 Est. Cost $85.93 Unrealized
COBALT INTL ENERGY INC 2.2%
Value $40.91M Shares 46,000,000 Est. Cost $0.89 Unrealized
XLF SELECT SECTOR SPDR TR 2.0%
Value $37.75M Shares 1,726,933 Est. Cost $21.76 Unrealized
EQT EQT CORP 1.9%
Value $34.48M Shares 384,036 Est. Cost $42.77 Unrealized +1.3%
RADIAN GROUP INC 1.4%
Value $26.01M Shares 17,600,000 Est. Cost $1.28 Unrealized
EWW ISHARES 1.3%
Value $24.45M Shares 359,556 Est. Cost $66.84 Unrealized
BAC BANK OF AMERICA CORPORATION 1.3%
Value $23.91M Shares 1,535,651 Est. Cost $11.34 Unrealized +3.0%
BARRICK GOLD CORP 1.3%
Value $23.61M Shares 1,339,490 Est. Cost $18.39 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 1.3%
Value $23.4M Shares 620,100 Est. Cost $24.45 Unrealized +23.0%
XLE SELECT SECTOR SPDR TR 1.2%
Value $23.05M Shares 260,414 Est. Cost $80.21 Unrealized
GULFPORT ENERGY CORP 1.0%
Value $19.25M Shares 304,916 Est. Cost $61.81 Unrealized
NORTHERN OIL & GAS INC NEV 1.0%
Value $17.87M Shares 1,186,030 Est. Cost $13.48 Unrealized
COBALT INTL ENERGY INC 0.9%
Value $17.24M Shares 1,048,154 Est. Cost $19.02 Unrealized
SUNPOWER CORP 0.9%
Value $16.98M Shares 12,000,000 Est. Cost $1.42 Unrealized
GOOGLE INC 0.9%
Value $16.25M Shares 14,500 Est. Cost $1120.69 Unrealized
SANDRIDGE ENERGY INC 0.8%
Value $14.02M Shares 2,310,000 Est. Cost Unrealized
DRYSHIPS INC. 0.7%
Value $13.57M Shares 13,471,000 Est. Cost $1.00 Unrealized
SLB SCHLUMBERGER LTD 0.7%
Value $13.53M Shares 150,100 Est. Cost $57.39 Unrealized +13.3%
ANGLOGOLD ASHANTI LTD 0.7%
Value $13.13M Shares 1,120,000 Est. Cost Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.7%
Value $12.87M Shares 160,263 Est. Cost $37.34 Unrealized +9.9%
BARCLAYS BK PLC 0.7%
Value $12.77M Shares 300,000 Est. Cost Unrealized
SINA CORP 0.7%
Value $12.64M Shares 150,000 Est. Cost Unrealized
AAPL APPLE INC 0.7%
Value $12.46M Shares 22,200 Est. Cost $15.71 Unrealized +4.2%
COBALT INTL ENERGY INC 0.6%
Value $11.52M Shares 700,000 Est. Cost $19.02 Unrealized
EEM ISHARES 0.6%
Value $11.28M Shares 270,015 Est. Cost $41.46 Unrealized
SM SM ENERGY CO 0.6%
Value $11.07M Shares 133,200 Est. Cost $68.44 Unrealized +10.7%
RITE AID CORP 0.6%
Value $10.35M Shares 5,000,000 Est. Cost $1.42 Unrealized
KRE SPDR SERIES TRUST 0.5%
Value $9.891M Shares 243,551 Est. Cost $40.61 Unrealized
C CITIGROUP INC 0.5%
Value $9.737M Shares 186,851 Est. Cost $37.66 Unrealized 0.0%
CAMERON INTERNATIONAL CORP 0.5%
Value $9.695M Shares 162,867 Est. Cost $59.02 Unrealized
WALTER ENERGY INC 0.5%
Value $9.355M Shares 562,500 Est. Cost Unrealized
LINN ENERGY LLC 0.5%
Value $9.237M Shares 300,000 Est. Cost Unrealized
HAL HALLIBURTON CO 0.5%
Value $9.145M Shares 180,200 Est. Cost $41.29 Unrealized 0.0%
SUNEDISON INC 0.5%
Value $9.135M Shares 700,000 Est. Cost Unrealized
HESS CORP 0.5%
Value $8.723M Shares 105,100 Est. Cost $77.50 Unrealized
XLY SELECT SECTOR SPDR TR 0.5%
Value $8.617M Shares 128,932 Est. Cost $58.98 Unrealized
ENERGY XXI (BERMUDA) LTD 0.5%
Value $8.531M Shares 315,246 Est. Cost $22.82 Unrealized
CVX CHEVRON CORP NEW 0.5%
Value $8.399M Shares 67,240 Est. Cost $72.49 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.4%
Value $7.903M Shares 203,900 Est. Cost $25.81 Unrealized 0.0%
EOG EOG RES INC 0.4%
Value $7.569M Shares 45,099 Est. Cost $51.23 Unrealized +21.7%
ROWAN COMPANIES PLC 0.4%
Value $6.927M Shares 195,900 Est. Cost $36.72 Unrealized
SUNPOWER CORP 0.4%
Value $6.637M Shares 5,500,000 Est. Cost $1.21 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.4%
Value $6.586M Shares 200,000 Est. Cost Unrealized
BARRETT BILL CORP 0.3%
Value $6.293M Shares 235,000 Est. Cost $21.40 Unrealized
MANNKIND CORP 0.3%
Value $6.259M Shares 5,980,000 Est. Cost $1.10 Unrealized
SEADRILL LIMITED 0.3%
Value $5.628M Shares 137,000 Est. Cost $41.08 Unrealized
MARKET VECTORS ETF TR 0.3%
Value $5.485M Shares 190,000 Est. Cost $25.16 Unrealized
EWY ISHARES 0.3%
Value $5.271M Shares 81,500 Est. Cost $53.20 Unrealized
MPC MARATHON PETE CORP 0.3%
Value $5.255M Shares 57,286 Est. Cost $24.39 Unrealized +10.0%
FCX FREEPORT-MCMORAN COPPER & GO 0.3%
Value $4.987M Shares 132,130 Est. Cost $24.45 Unrealized +23.0%
ANNALY CAP MGMT INC 0.3%
Value $4.706M Shares 4,500,000 Est. Cost $1.10 Unrealized
OASIS PETE INC NEW 0.3%
Value $4.683M Shares 99,709 Est. Cost $46.97 Unrealized
APACHE CORP 0.3%
Value $4.678M Shares 54,437 Est. Cost $85.93 Unrealized
DVN DEVON ENERGY CORP NEW 0.2%
Value $4.483M Shares 72,459 Est. Cost $41.04 Unrealized 0.0%
QUICKSILVER RESOURCES INC 0.2%
Value $4.122M Shares 1,342,551 Est. Cost $1.68 Unrealized
GOODRICH PETE CORP 0.2%
Value $4.065M Shares 4,000,000 Est. Cost $0.99 Unrealized
MARKET VECTORS ETF TR 0.2%
Value $3.945M Shares 186,782 Est. Cost $21.12 Unrealized
ENCANA CORP 0.2%
Value $3.94M Shares 218,300 Est. Cost $18.05 Unrealized
INTEROIL CORP 0.2%
Value $3.751M Shares 4,000,000 Est. Cost $0.94 Unrealized
ALLIED NEVADA GOLD CORP 0.2%
Value $3.522M Shares 992,000 Est. Cost Unrealized
KODIAK OIL & GAS CORP 0.2%
Value $3.475M Shares 310,000 Est. Cost $10.53 Unrealized
CIMAREX ENERGY CO 0.2%
Value $3.201M Shares 30,515 Est. Cost $104.90 Unrealized
DENDREON CORP 0.2%
Value $3.195M Shares 5,000,000 Est. Cost $0.64 Unrealized
EXCO RESOURCES INC 0.2%
Value $2.788M Shares 525,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.1%
Value $2.611M Shares 50,000 Est. Cost $52.22 Unrealized
CME CME GROUP INC 0.1%
Value $2.362M Shares 30,100 Est. Cost $39.16 Unrealized +21.1%
NII HLDGS INC 0.1%
Value $2.307M Shares 838,800 Est. Cost Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value $2.263M Shares 50,000 Est. Cost $47.39 Unrealized -6.1%
ALCATEL-LUCENT 0.1%
Value $2.187M Shares 497,000 Est. Cost $4.40 Unrealized
ARCH COAL INC 0.1%
Value $2.061M Shares 463,096 Est. Cost $4.12 Unrealized
U S SILICA HLDGS INC 0.1%
Value $2.047M Shares 60,000 Est. Cost $34.12 Unrealized
DXJ WISDOMTREE TR 0.1%
Value $2.034M Shares 40,000 Est. Cost $50.85 Unrealized
WLK WESTLAKE CHEM CORP 0.1%
Value $1.953M Shares 16,000 Est. Cost $42.90 Unrealized +10.4%
SUPERIOR ENERGY SVCS INC 0.1%
Value $1.775M Shares 66,700 Est. Cost $25.42 Unrealized
ORANY ORANGE 0.1%
Value $1.729M Shares 140,000 Est. Cost $12.51 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.1%
Value $1.723M Shares 35,000 Est. Cost $54.81 Unrealized
ARCH COAL INC 0.1%
Value $1.558M Shares 350,000 Est. Cost $4.12 Unrealized
KEX KIRBY CORP 0.1%
Value $1.499M Shares 15,100 Est. Cost $83.89 Unrealized +9.5%
CNQ CANADIAN NAT RES LTD 0.1%
Value $1.479M Shares 43,700 Est. Cost $9.59 Unrealized 0.0%
IAG IAMGOLD CORP 0.1%
Value $1.399M Shares 420,000 Est. Cost Unrealized
SILVER STD RES INC 0.1%
Value $1.392M Shares 200,000 Est. Cost Unrealized
GOODRICH PETE CORP 0.0%
Value $853K Shares 50,095 Est. Cost $23.86 Unrealized
LIFE TECHNOLOGIES CORP 0.0%
Value $811K Shares 10,700 Est. Cost $75.79 Unrealized
GM GENERAL MTRS CO 0.0%
Value $801K Shares 19,600 Est. Cost $28.17 Unrealized 0.0%
DENDREON CORP 0.0%
Value $748K Shares 250,000 Est. Cost Unrealized
ITB ISHARES 0.0%
Value $621K Shares 25,000 Est. Cost $24.84 Unrealized
DRESSER-RAND GROUP INC 0.0%
Value $596K Shares 10,000 Est. Cost $59.97 Unrealized
AZO AUTOZONE INC 0.0%
Value $574K Shares 1,200 Est. Cost $448.75 Unrealized 0.0%
NVR NVR INC 0.0%
Value $513K Shares 500 Est. Cost $949.39 Unrealized 0.0%
PRICELINE COM INC 0.0%
Value $465K Shares 400 Est. Cost $1162.50 Unrealized
DELPHI AUTOMOTIVE PLC 0.0%
Value $367K Shares 6,100 Est. Cost $60.16 Unrealized
LUV SOUTHWEST AIRLS CO 0.0%
Value $367K Shares 19,500 Est. Cost $15.26 Unrealized 0.0%
TRW AUTOMOTIVE HLDGS CORP 0.0%
Value $357K Shares 4,800 Est. Cost $74.38 Unrealized
ALK ALASKA AIR GROUP INC 0.0%
Value $352K Shares 4,800 Est. Cost $32.10 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.0%
Value $351K Shares 6,000 Est. Cost $39.63 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.0%
Value $349K Shares 12,700 Est. Cost $23.32 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.0%
Value $323K Shares 3,500 Est. Cost $51.50 Unrealized 0.0%
WFC WELLS FARGO & CO NEW 0.0%
Value $318K Shares 7,000 Est. Cost $30.76 Unrealized 0.0%
DOW CHEM CO 0.0%
Value $302K Shares 6,800 Est. Cost $44.41 Unrealized
MHK MOHAWK INDS INC 0.0%
Value $298K Shares 2,000 Est. Cost $136.56 Unrealized 0.0%
HARMAN INTL INDS INC 0.0%
Value $295K Shares 3,600 Est. Cost $81.94 Unrealized
YAHOO INC 0.0%
Value $295K Shares 7,300 Est. Cost $40.41 Unrealized
COF CAPITAL ONE FINL CORP 0.0%
Value $260K Shares 3,400 Est. Cost $57.34 Unrealized 0.0%
DISCOVER FINL SVCS 0.0%
Value $257K Shares 4,600 Est. Cost $55.87 Unrealized
WDAY WORKDAY INC 0.0%
Value $249K Shares 3,000 Est. Cost $78.95 Unrealized 0.0%
TRIP TRIPADVISOR INC 0.0%
Value $248K Shares 3,000 Est. Cost $72.75 Unrealized 0.0%
HD HOME DEPOT INC 0.0%
Value $239K Shares 2,900 Est. Cost $58.72 Unrealized 0.0%
LOW LOWES COS INC 0.0%
Value $233K Shares 4,700 Est. Cost $39.13 Unrealized 0.0%
MAS MASCO CORP 0.0%
Value $230K Shares 10,100 Est. Cost $15.53 Unrealized 0.0%
TENNECO INC 0.0%
Value $226K Shares 4,000 Est. Cost $56.50 Unrealized
WHR WHIRLPOOL CORP 0.0%
Value $220K Shares 1,400 Est. Cost $146.63 Unrealized 0.0%