Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 14, 2014

Total Value ($000): $1,830,104 (100.0% shares, 0.0% debt)

Holdings (110)

SPY SPDR S&P 500 ETF TR 13.8%
Value ($000) $252,504 Shares 1,350,000 Est. Cost $178.46 Unrealized
SPY SPDR S&P 500 ETF TR 5.1%
Value ($000) $93,520 Shares 500,000 Est. Cost $178.46 Unrealized
SPY SPDR S&P 500 ETF TR 4.1%
Value ($000) $74,548 Shares 398,568 Est. Cost $178.46 Unrealized
MARATHON OIL CORP 3.0%
Value ($000) $55,465 Shares 1,561,515 Est. Cost $34.62 Unrealized
EQT EQT CORP 2.9%
Value ($000) $52,639 Shares 542,835 Est. Cost $44.24 Unrealized +8.0%
EEM ISHARES 2.8%
Value ($000) $51,442 Shares 1,255,000 Est. Cost $41.13 Unrealized
EWZ ISHARES 2.5%
Value ($000) $45,020 Shares 1,000,000 Est. Cost Unrealized
POWERSHARES QQQ TRUST 2.4%
Value ($000) $43,840 Shares 500,000 Est. Cost Unrealized
COBALT INTL ENERGY INC 2.4%
Value ($000) $43,378 Shares 46,000,000 Est. Cost $0.89 Unrealized
HAL HALLIBURTON CO 2.2%
Value ($000) $40,606 Shares 689,525 Est. Cost $42.40 Unrealized +0.9%
NEWFIELD EXPL CO 2.1%
Value ($000) $38,242 Shares 1,219,459 Est. Cost $24.91 Unrealized
EOG EOG RES INC 2.0%
Value ($000) $36,305 Shares 185,067 Est. Cost $61.50 Unrealized +5.4%
EEM ISHARES 2.0%
Value ($000) $35,872 Shares 875,144 Est. Cost $41.13 Unrealized
SOLARCITY CORP 1.9%
Value ($000) $34,802 Shares 27,000,000 Est. Cost $1.29 Unrealized
SU SUNCOR ENERGY INC NEW 1.9%
Value ($000) $34,115 Shares 975,842 Est. Cost $21.57 Unrealized +2.5%
LYB LYONDELLBASELL INDUSTRIES N 1.8%
Value ($000) $33,688 Shares 378,776 Est. Cost $41.98 Unrealized +8.1%
ANADARKO PETE CORP 1.7%
Value ($000) $31,430 Shares 370,811 Est. Cost $89.92 Unrealized
CIMAREX ENERGY CO 1.7%
Value ($000) $30,655 Shares 257,365 Est. Cost $117.43 Unrealized
VIPSHOP HLDGS LTD 1.7%
Value ($000) $30,544 Shares 30,000,000 Est. Cost $1.02 Unrealized
EWY ISHARES 1.6%
Value ($000) $28,771 Shares 467,821 Est. Cost $60.05 Unrealized
VIPS VIPSHOP HLDGS LTD 1.5%
Value ($000) $28,143 Shares 188,500 Est. Cost Unrealized
GM GENERAL MTRS CO 1.5%
Value ($000) $27,271 Shares 792,300 Est. Cost $27.45 Unrealized -0.1%
VZ VERIZON COMMUNICATIONS INC 1.5%
Value ($000) $27,095 Shares 569,583 Est. Cost $25.87 Unrealized 0.0%
RADIAN GROUP INC 1.5%
Value ($000) $26,976 Shares 17,600,000 Est. Cost $1.28 Unrealized
XLE SELECT SECTOR SPDR TR 1.4%
Value ($000) $25,808 Shares 289,777 Est. Cost $81.11 Unrealized
APACHE CORP 1.4%
Value ($000) $25,256 Shares 304,470 Est. Cost $83.48 Unrealized
CNQ CANADIAN NAT RES LTD 1.2%
Value ($000) $22,446 Shares 585,000 Est. Cost $10.41 Unrealized +0.6%
FCX FREEPORT-MCMORAN COPPER & GO 1.2%
Value ($000) $21,541 Shares 651,369 Est. Cost $27.65 Unrealized +2.9%
BAC BANK OF AMERICA CORPORATION 1.2%
Value ($000) $21,340 Shares 1,240,686 Est. Cost $11.34 Unrealized +16.9%
SUNPOWER CORP 1.2%
Value ($000) $21,245 Shares 14,000,000 Est. Cost $1.43 Unrealized
DRYSHIPS INC. 1.1%
Value ($000) $19,805 Shares 20,000,000 Est. Cost $1.00 Unrealized
ANGLOGOLD ASHANTI LTD 1.0%
Value ($000) $19,130 Shares 1,120,000 Est. Cost Unrealized
HESS CORP 1.0%
Value ($000) $18,962 Shares 228,785 Est. Cost $80.41 Unrealized
EWW ISHARES 1.0%
Value ($000) $17,807 Shares 278,458 Est. Cost $66.84 Unrealized
AK STL CORP 1.0%
Value ($000) $17,612 Shares 11,500,000 Est. Cost $1.53 Unrealized
GULFPORT ENERGY CORP 0.9%
Value ($000) $17,136 Shares 240,735 Est. Cost $61.81 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.9%
Value ($000) $16,536 Shares 500,000 Est. Cost $27.65 Unrealized +2.9%
NORTHERN OIL & GAS INC NEV 0.9%
Value ($000) $16,430 Shares 1,123,812 Est. Cost $13.48 Unrealized
AAPL APPLE INC 0.9%
Value ($000) $15,941 Shares 29,700 Est. Cost $15.93 Unrealized +4.1%
SOLARCITY CORP 0.9%
Value ($000) $15,655 Shares 250,000 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $13,404 Shares 600,000 Est. Cost $21.76 Unrealized
CTRA CABOT OIL & GAS CORP 0.7%
Value ($000) $12,943 Shares 382,031 Est. Cost $26.23 Unrealized +1.9%
COBALT INTL ENERGY INC 0.7%
Value ($000) $12,824 Shares 700,000 Est. Cost $19.02 Unrealized
RITE AID CORP 0.7%
Value ($000) $12,593 Shares 5,000,000 Est. Cost $1.42 Unrealized
TOTAL S A 0.7%
Value ($000) $12,530 Shares 191,009 Est. Cost $65.60 Unrealized
PRECISION DRILLING CORP 0.6%
Value ($000) $11,500 Shares 960,700 Est. Cost $11.97 Unrealized
WHITING PETE CORP NEW 0.6%
Value ($000) $10,636 Shares 153,281 Est. Cost $69.39 Unrealized
SINA CORP 0.6%
Value ($000) $10,270 Shares 170,000 Est. Cost Unrealized
PDC ENERGY INC 0.5%
Value ($000) $9,953 Shares 159,868 Est. Cost $62.26 Unrealized
CSIQ CANADIAN SOLAR INC 0.5%
Value ($000) $9,679 Shares 302,100 Est. Cost Unrealized
MANNKIND CORP 0.5%
Value ($000) $9,499 Shares 10,000,000 Est. Cost $1.04 Unrealized
KEX KIRBY CORP 0.5%
Value ($000) $9,474 Shares 93,571 Est. Cost $98.00 Unrealized +2.8%
C CITIGROUP INC 0.5%
Value ($000) $9,470 Shares 198,945 Est. Cost $37.62 Unrealized -1.5%
WEATHERFORD INTERNATIONAL LT 0.5%
Value ($000) $9,145 Shares 526,763 Est. Cost $17.36 Unrealized
COBALT INTL ENERGY INC 0.5%
Value ($000) $8,562 Shares 467,352 Est. Cost $19.02 Unrealized
LINN ENERGY LLC 0.5%
Value ($000) $8,496 Shares 300,000 Est. Cost Unrealized
BARRICK GOLD CORP 0.4%
Value ($000) $8,128 Shares 455,859 Est. Cost $18.39 Unrealized
FANG DIAMONDBACK ENERGY INC 0.4%
Value ($000) $7,898 Shares 117,332 Est. Cost $44.48 Unrealized 0.0%
MERITOR INC 0.4%
Value ($000) $7,604 Shares 5,000,000 Est. Cost $1.52 Unrealized
MDY SPDR S&P MIDCAP 400 ETF TR 0.4%
Value ($000) $7,517 Shares 30,000 Est. Cost $250.57 Unrealized
ATHLON ENERGY INC 0.4%
Value ($000) $7,271 Shares 205,106 Est. Cost $35.45 Unrealized
MARKET VECTORS ETF TR 0.4%
Value ($000) $6,955 Shares 294,700 Est. Cost $21.55 Unrealized
EWH ISHARES 0.3%
Value ($000) $6,084 Shares 307,733 Est. Cost $19.77 Unrealized
EXELIXIS INC 0.3%
Value ($000) $5,396 Shares 6,000,000 Est. Cost $0.90 Unrealized
ENCANA CORP 0.3%
Value ($000) $5,345 Shares 250,000 Est. Cost $18.47 Unrealized
MARKET VECTORS ETF TR 0.3%
Value ($000) $5,338 Shares 226,192 Est. Cost $21.55 Unrealized
WEBMD HEALTH CORP 0.3%
Value ($000) $5,088 Shares 5,000,000 Est. Cost $1.02 Unrealized
ANNALY CAP MGMT INC 0.3%
Value ($000) $4,817 Shares 4,500,000 Est. Cost $1.10 Unrealized
YY INC 0.3%
Value ($000) $4,788 Shares 62,700 Est. Cost Unrealized
PENN VA CORP 0.3%
Value ($000) $4,691 Shares 268,200 Est. Cost $17.49 Unrealized
GOODRICH PETE CORP 0.2%
Value ($000) $4,087 Shares 4,000,000 Est. Cost $0.99 Unrealized
INTEROIL CORP 0.2%
Value ($000) $4,022 Shares 4,000,000 Est. Cost $0.94 Unrealized
CONSOL ENERGY INC 0.2%
Value ($000) $3,795 Shares 95,000 Est. Cost $39.95 Unrealized
WALTER ENERGY INC 0.2%
Value ($000) $3,780 Shares 500,000 Est. Cost Unrealized
ALLIED NEVADA GOLD CORP 0.2%
Value ($000) $3,737 Shares 867,000 Est. Cost Unrealized
DENDREON CORP 0.2%
Value ($000) $3,662 Shares 5,000,000 Est. Cost $0.64 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.2%
Value ($000) $3,081 Shares 150,000 Est. Cost Unrealized
ROWAN COMPANIES PLC 0.2%
Value ($000) $2,982 Shares 88,543 Est. Cost $36.72 Unrealized
QEP RES INC 0.2%
Value ($000) $2,944 Shares 100,000 Est. Cost $29.44 Unrealized
KODIAK OIL & GAS CORP 0.2%
Value ($000) $2,874 Shares 236,700 Est. Cost $10.53 Unrealized
IAG IAMGOLD CORP 0.2%
Value ($000) $2,816 Shares 800,000 Est. Cost Unrealized
QUICKSILVER RESOURCES INC 0.1%
Value ($000) $2,521 Shares 958,551 Est. Cost $1.68 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,250 Shares 30,400 Est. Cost $39.16 Unrealized +20.9%
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $2,072 Shares 50,000 Est. Cost $47.39 Unrealized -14.0%
SOUFUN HLDGS LTD 0.1%
Value ($000) $1,950 Shares 28,500 Est. Cost Unrealized
CALPINE CORP 0.1%
Value ($000) $1,882 Shares 90,000 Est. Cost $20.91 Unrealized
ORANY ORANGE 0.1%
Value ($000) $1,870 Shares 127,321 Est. Cost $12.51 Unrealized
ARCH COAL INC 0.1%
Value ($000) $1,687 Shares 350,000 Est. Cost $4.12 Unrealized
ARCH COAL INC 0.1%
Value ($000) $1,606 Shares 333,096 Est. Cost $4.12 Unrealized
ENSCO PLC 0.1%
Value ($000) $1,337 Shares 25,339 Est. Cost $52.76 Unrealized
RSP PERMIAN INC 0.1%
Value ($000) $1,286 Shares 44,528 Est. Cost $28.88 Unrealized
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $985 Shares 10,300 Est. Cost $16.57 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.0%
Value ($000) $730 Shares 10,300 Est. Cost $54.49 Unrealized 0.0%
VERSO PAPER CORP 0.0%
Value ($000) $723 Shares 250,000 Est. Cost $2.89 Unrealized
FXI ISHARES 0.0%
Value ($000) $358 Shares 10,000 Est. Cost $35.80 Unrealized
AIG AMERICAN INTL GROUP INC 0.0%
Value ($000) $330 Shares 6,600 Est. Cost $37.86 Unrealized 0.0%
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $329 Shares 25,000 Est. Cost $13.16 Unrealized
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $294 Shares 3,020 Est. Cost $64.17 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.0%
Value ($000) $269 Shares 1,850 Est. Cost $96.87 Unrealized 0.0%
GLD SPDR GOLD TRUST 0.0%
Value ($000) $247 Shares 2,000 Est. Cost $123.50 Unrealized
LVS LAS VEGAS SANDS CORP 0.0%
Value ($000) $242 Shares 3,000 Est. Cost $56.96 Unrealized 0.0%
VFC V F CORP 0.0%
Value ($000) $229 Shares 3,700 Est. Cost $56.33 Unrealized 0.0%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $222 Shares 4,200 Est. Cost $52.86 Unrealized
IBN ICICI BK LTD 0.0%
Value ($000) $219 Shares 5,000 Est. Cost $43.80 Unrealized
FLR FLUOR CORP NEW 0.0%
Value ($000) $218 Shares 2,800 Est. Cost $69.22 Unrealized 0.0%
MRC GLOBAL INC 0.0%
Value ($000) $216 Shares 8,000 Est. Cost $27.00 Unrealized
TELEFONICA BRASIL SA 0.0%
Value ($000) $212 Shares 10,000 Est. Cost $21.20 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $212 Shares 1,700 Est. Cost $116.85 Unrealized 0.0%
DIRECTV 0.0%
Value ($000) $206 Shares 2,700 Est. Cost $76.30 Unrealized
CNK CINEMARK HOLDINGS INC 0.0%
Value ($000) $203 Shares 7,000 Est. Cost $24.26 Unrealized 0.0%