Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 13, 2014

Total Value ($000): $3,322,533 (100.0% shares, 0.0% debt)

Holdings (153)

SPY SPDR S&P 500 ETF TR 16.6%
Value ($000) $552,244 Shares 2,821,600 Est. Cost $178.46 Unrealized
EEM ISHARES 13.3%
Value ($000) $441,828 Shares 10,220,400 Est. Cost $41.13 Unrealized
POWERSHARES QQQ TRUST 7.3%
Value ($000) $241,687 Shares 2,573,600 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 7.1%
Value ($000) $234,864 Shares 1,200,000 Est. Cost $178.46 Unrealized
IWM ISHARES 2.0%
Value ($000) $66,771 Shares 562,000 Est. Cost $118.81 Unrealized
MARATHON OIL CORP 1.6%
Value ($000) $53,779 Shares 1,347,177 Est. Cost $34.62 Unrealized
C CITIGROUP INC 1.5%
Value ($000) $50,573 Shares 1,073,733 Est. Cost $35.82 Unrealized -1.1%
ANADARKO PETE CORP 1.5%
Value ($000) $49,262 Shares 450,000 Est. Cost $91.98 Unrealized
ALPHA NATURAL RESOURCES INC 1.5%
Value ($000) $48,184 Shares 1,450,000 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 1.4%
Value ($000) $47,570 Shares 2,091,900 Est. Cost $21.76 Unrealized
ANADARKO PETE CORP 1.4%
Value ($000) $45,379 Shares 414,538 Est. Cost $91.98 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.4%
Value ($000) $45,228 Shares 924,349 Est. Cost $26.23 Unrealized +2.2%
EQT EQT CORP 1.3%
Value ($000) $44,509 Shares 416,362 Est. Cost $44.24 Unrealized +18.9%
COBALT INTL ENERGY INC 1.3%
Value ($000) $42,636 Shares 46,000,000 Est. Cost $0.89 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 1.2%
Value ($000) $41,365 Shares 423,600 Est. Cost $43.03 Unrealized +20.6%
SOLARCITY CORP 1.1%
Value ($000) $37,631 Shares 27,000,000 Est. Cost $1.29 Unrealized
YAHOO INC 1.1%
Value ($000) $36,631 Shares 1,042,719 Est. Cost $35.13 Unrealized
NEWFIELD EXPL CO 1.1%
Value ($000) $36,176 Shares 818,458 Est. Cost $24.91 Unrealized
VIPS VIPSHOP HLDGS LTD 1.1%
Value ($000) $35,389 Shares 188,500 Est. Cost Unrealized
VIPSHOP HLDGS LTD 1.1%
Value ($000) $35,338 Shares 30,000,000 Est. Cost $1.02 Unrealized
CIMAREX ENERGY CO 1.0%
Value ($000) $33,713 Shares 235,000 Est. Cost $117.43 Unrealized
MANNKIND CORP 0.9%
Value ($000) $30,826 Shares 18,500,000 Est. Cost $1.33 Unrealized
GM GENERAL MTRS CO 0.9%
Value ($000) $28,966 Shares 797,972 Est. Cost $27.45 Unrealized -4.2%
HAL HALLIBURTON CO 0.8%
Value ($000) $28,212 Shares 397,293 Est. Cost $42.40 Unrealized +21.4%
CNQ CANADIAN NAT RES LTD 0.8%
Value ($000) $27,821 Shares 606,000 Est. Cost $10.49 Unrealized +18.9%
HESS CORP 0.8%
Value ($000) $27,381 Shares 276,885 Est. Cost $83.62 Unrealized
RITE AID CORP 0.8%
Value ($000) $26,540 Shares 9,372,000 Est. Cost $2.08 Unrealized
RADIAN GROUP INC 0.8%
Value ($000) $26,475 Shares 17,600,000 Est. Cost $1.28 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.7%
Value ($000) $24,448 Shares 669,800 Est. Cost $27.65 Unrealized +6.9%
BAC BANK OF AMERICA CORPORATION 0.7%
Value ($000) $23,619 Shares 1,536,686 Est. Cost $11.51 Unrealized +6.4%
ULTRA PETROLEUM CORP 0.7%
Value ($000) $23,133 Shares 779,140 Est. Cost $29.69 Unrealized
YY INC 0.7%
Value ($000) $22,854 Shares 302,700 Est. Cost Unrealized
GM GENERAL MTRS CO 0.7%
Value ($000) $22,720 Shares 625,900 Est. Cost $27.45 Unrealized -4.2%
HAL HALLIBURTON CO 0.6%
Value ($000) $21,303 Shares 300,000 Est. Cost $42.40 Unrealized +21.4%
EOG EOG RES INC 0.6%
Value ($000) $20,841 Shares 178,345 Est. Cost $61.50 Unrealized +24.7%
DRYSHIPS INC. 0.6%
Value ($000) $19,783 Shares 20,000,000 Est. Cost $1.00 Unrealized
EWW ISHARES 0.6%
Value ($000) $19,465 Shares 287,056 Est. Cost $66.86 Unrealized
SLB SCHLUMBERGER LTD 0.6%
Value ($000) $19,179 Shares 162,600 Est. Cost $74.85 Unrealized 0.0%
AK STL CORP 0.6%
Value ($000) $19,085 Shares 11,500,000 Est. Cost $1.53 Unrealized
HUN HUNTSMAN CORP 0.6%
Value ($000) $18,701 Shares 665,533 Est. Cost $26.18 Unrealized 0.0%
EWY ISHARES 0.5%
Value ($000) $18,239 Shares 280,519 Est. Cost $60.05 Unrealized
ANGLOGOLD ASHANTI LTD 0.5%
Value ($000) $17,399 Shares 1,011,000 Est. Cost Unrealized
SINA CORP 0.5%
Value ($000) $17,116 Shares 343,900 Est. Cost Unrealized
OASIS PETE INC NEW 0.5%
Value ($000) $16,493 Shares 295,095 Est. Cost $55.89 Unrealized
ATWOOD OCEANICS INC 0.5%
Value ($000) $16,176 Shares 308,231 Est. Cost $52.48 Unrealized
EWH ISHARES 0.5%
Value ($000) $15,997 Shares 766,141 Est. Cost $20.43 Unrealized
CONTINENTAL RESOURCES INC 0.5%
Value ($000) $15,804 Shares 100,000 Est. Cost Unrealized
PENN VA CORP 0.5%
Value ($000) $15,606 Shares 920,719 Est. Cost $17.11 Unrealized
YAHOO INC 0.5%
Value ($000) $15,152 Shares 431,300 Est. Cost $35.13 Unrealized
EOG EOG RES INC 0.4%
Value ($000) $14,608 Shares 125,000 Est. Cost $61.50 Unrealized +24.7%
CONCHO RES INC 0.4%
Value ($000) $14,450 Shares 100,000 Est. Cost Unrealized
CIMAREX ENERGY CO 0.4%
Value ($000) $14,346 Shares 100,000 Est. Cost $117.43 Unrealized
BARRICK GOLD CORP 0.4%
Value ($000) $14,096 Shares 770,300 Est. Cost $18.35 Unrealized
ATHLON ENERGY INC 0.4%
Value ($000) $12,978 Shares 272,080 Est. Cost $38.47 Unrealized
C CITIGROUP INC 0.4%
Value ($000) $12,958 Shares 275,100 Est. Cost $35.82 Unrealized -1.1%
SUNPOWER CORP 0.4%
Value ($000) $12,887 Shares 7,000,000 Est. Cost $1.43 Unrealized
NQ MOBILE INC 0.4%
Value ($000) $12,488 Shares 2,033,900 Est. Cost Unrealized
COBALT INTL ENERGY INC 0.4%
Value ($000) $11,928 Shares 650,000 Est. Cost $19.02 Unrealized
NORTHERN OIL & GAS INC NEV 0.4%
Value ($000) $11,821 Shares 725,633 Est. Cost $13.48 Unrealized
MCDERMOTT INTL INC 0.4%
Value ($000) $11,731 Shares 1,450,000 Est. Cost Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.3%
Value ($000) $11,573 Shares 317,066 Est. Cost $27.65 Unrealized +6.9%
PRECISION DRILLING CORP 0.3%
Value ($000) $11,427 Shares 807,000 Est. Cost $11.97 Unrealized
RICE ENERGY INC 0.3%
Value ($000) $11,419 Shares 375,000 Est. Cost $30.45 Unrealized
ALLIED NEVADA GOLD CORP 0.3%
Value ($000) $11,419 Shares 3,036,800 Est. Cost Unrealized
NEWFIELD EXPL CO 0.3%
Value ($000) $11,050 Shares 250,000 Est. Cost $24.91 Unrealized
MARKET VECTORS ETF TR 0.3%
Value ($000) $10,829 Shares 409,400 Est. Cost $21.55 Unrealized
IWM ISHARES 0.3%
Value ($000) $10,277 Shares 86,500 Est. Cost $118.81 Unrealized
MDY SPDR S&P MIDCAP 400 ETF TR 0.3%
Value ($000) $10,162 Shares 39,000 Est. Cost $252.87 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.3%
Value ($000) $10,124 Shares 110,000 Est. Cost Unrealized
JKS JINKOSOLAR HLDG CO LTD 0.3%
Value ($000) $9,730 Shares 322,500 Est. Cost Unrealized
KODIAK OIL & GAS CORP 0.3%
Value ($000) $9,715 Shares 667,700 Est. Cost $13.13 Unrealized
CSIQ CANADIAN SOLAR INC 0.3%
Value ($000) $9,444 Shares 302,100 Est. Cost Unrealized
PARSLEY ENERGY INC 0.3%
Value ($000) $9,382 Shares 389,800 Est. Cost $24.07 Unrealized
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $9,199 Shares 103,592 Est. Cost $44.48 Unrealized +32.3%
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $7,813 Shares 135,600 Est. Cost $41.19 Unrealized 0.0%
STONE ENERGY CORP 0.2%
Value ($000) $7,789 Shares 166,466 Est. Cost $46.79 Unrealized
CAESARS ENTMT CORP 0.2%
Value ($000) $7,232 Shares 400,000 Est. Cost Unrealized
QEP RES INC 0.2%
Value ($000) $6,910 Shares 200,300 Est. Cost $31.97 Unrealized
TRINA SOLAR LIMITED 0.2%
Value ($000) $6,891 Shares 537,100 Est. Cost Unrealized
CDE COEUR MNG INC 0.2%
Value ($000) $6,885 Shares 750,000 Est. Cost Unrealized
WALTER ENERGY INC 0.2%
Value ($000) $6,813 Shares 1,250,000 Est. Cost Unrealized
CARRIZO OIL & GAS INC 0.2%
Value ($000) $6,718 Shares 97,001 Est. Cost $69.26 Unrealized
GULFPORT ENERGY CORP 0.2%
Value ($000) $6,663 Shares 106,099 Est. Cost $61.81 Unrealized
CONSOL ENERGY INC 0.2%
Value ($000) $6,516 Shares 141,429 Est. Cost $41.96 Unrealized
AXIALL CORP 0.2%
Value ($000) $6,381 Shares 135,000 Est. Cost $47.27 Unrealized
HAL HALLIBURTON CO 0.2%
Value ($000) $6,213 Shares 87,500 Est. Cost $42.40 Unrealized +21.4%
MARATHON OIL CORP 0.2%
Value ($000) $5,988 Shares 150,000 Est. Cost $34.62 Unrealized
C CITIGROUP INC 0.2%
Value ($000) $5,888 Shares 125,000 Est. Cost $35.82 Unrealized -1.1%
MOLYCORP INC DEL 0.2%
Value ($000) $5,581 Shares 2,171,500 Est. Cost Unrealized
EXELIXIS INC 0.2%
Value ($000) $5,243 Shares 6,000,000 Est. Cost $0.90 Unrealized
E HOUSE CHINA HLDGS LTD 0.2%
Value ($000) $5,190 Shares 600,000 Est. Cost Unrealized
WEBMD HEALTH CORP 0.2%
Value ($000) $5,160 Shares 5,000,000 Est. Cost $1.02 Unrealized
BED BATH & BEYOND INC 0.1%
Value ($000) $4,883 Shares 85,100 Est. Cost $57.38 Unrealized
ANNALY CAP MGMT INC 0.1%
Value ($000) $4,765 Shares 4,500,000 Est. Cost $1.10 Unrealized
MARKET VECTORS ETF TR 0.1%
Value ($000) $4,480 Shares 169,361 Est. Cost $21.55 Unrealized
GOODRICH PETE CORP 0.1%
Value ($000) $4,172 Shares 4,000,000 Est. Cost $0.99 Unrealized
ROSETTA RESOURCES INC 0.1%
Value ($000) $4,136 Shares 75,410 Est. Cost $54.85 Unrealized
INTEROIL CORP 0.1%
Value ($000) $4,019 Shares 4,000,000 Est. Cost $0.94 Unrealized
PENNEY J C INC 0.1%
Value ($000) $3,982 Shares 440,000 Est. Cost Unrealized
MOLYCORP INC DEL 0.1%
Value ($000) $3,810 Shares 6,000,000 Est. Cost $0.64 Unrealized
WESTERN REFNG INC 0.1%
Value ($000) $3,567 Shares 95,000 Est. Cost $37.55 Unrealized
IAG IAMGOLD CORP 0.1%
Value ($000) $3,296 Shares 800,000 Est. Cost Unrealized
WEIGHT WATCHERS INTL INC NEW 0.1%
Value ($000) $3,026 Shares 150,000 Est. Cost Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $2,870 Shares 36,144 Est. Cost $49.04 Unrealized 0.0%
U S SILICA HLDGS INC 0.1%
Value ($000) $2,689 Shares 48,500 Est. Cost $55.44 Unrealized
REX ENERGY CORPORATION 0.1%
Value ($000) $2,487 Shares 140,421 Est. Cost $17.71 Unrealized
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $2,487 Shares 30,000 Est. Cost $54.49 Unrealized -0.8%
ROWAN COMPANIES PLC 0.1%
Value ($000) $2,404 Shares 75,300 Est. Cost $36.72 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $2,362 Shares 53,000 Est. Cost $44.57 Unrealized
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,353 Shares 103,472 Est. Cost $21.76 Unrealized
NRG NRG ENERGY INC 0.1%
Value ($000) $2,246 Shares 60,386 Est. Cost $26.64 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $2,143 Shares 30,200 Est. Cost $39.16 Unrealized +13.5%
SOLARCITY CORP 0.1%
Value ($000) $2,047 Shares 29,000 Est. Cost $70.59 Unrealized
OPK OPKO HEALTH INC 0.1%
Value ($000) $1,768 Shares 200,000 Est. Cost Unrealized
XLE SELECT SECTOR SPDR TR 0.1%
Value ($000) $1,688 Shares 16,860 Est. Cost $81.11 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.1%
Value ($000) $1,662 Shares 35,418 Est. Cost $46.93 Unrealized
QUICKSILVER RESOURCES INC 0.0%
Value ($000) $1,652 Shares 618,551 Est. Cost $1.68 Unrealized
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $1,558 Shares 15,200 Est. Cost $17.00 Unrealized +5.4%
PPL PPL CORP 0.0%
Value ($000) $1,439 Shares 40,500 Est. Cost $18.74 Unrealized 0.0%
SOUFUN HLDGS LTD 0.0%
Value ($000) $1,395 Shares 142,500 Est. Cost Unrealized
ARCH COAL INC 0.0%
Value ($000) $1,278 Shares 350,000 Est. Cost $4.12 Unrealized
EIX EDISON INTL 0.0%
Value ($000) $1,185 Shares 20,400 Est. Cost $35.87 Unrealized 0.0%
MA MASTERCARD INC 0.0%
Value ($000) $1,043 Shares 14,200 Est. Cost $69.24 Unrealized 0.0%
MARKET VECTORS ETF TR 0.0%
Value ($000) $1,006 Shares 18,290 Est. Cost $55.00 Unrealized
ARCH COAL INC 0.0%
Value ($000) $997 Shares 273,096 Est. Cost $4.12 Unrealized
OCWEN FINL CORP 0.0%
Value ($000) $985 Shares 26,550 Est. Cost $37.10 Unrealized
TV GRUPO TELEVISA SA 0.0%
Value ($000) $662 Shares 19,300 Est. Cost $34.30 Unrealized
HDB HDFC BANK LTD 0.0%
Value ($000) $609 Shares 13,000 Est. Cost $46.85 Unrealized
ABEV AMBEV SA 0.0%
Value ($000) $605 Shares 86,000 Est. Cost $7.03 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $585 Shares 40,000 Est. Cost $13.71 Unrealized
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $579 Shares 5,640 Est. Cost $65.30 Unrealized +2.0%
AIG AMERICAN INTL GROUP INC 0.0%
Value ($000) $573 Shares 10,500 Est. Cost $38.81 Unrealized +4.1%
DEO DIAGEO P L C 0.0%
Value ($000) $547 Shares 4,300 Est. Cost $127.21 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $544 Shares 4,300 Est. Cost $122.73 Unrealized +3.1%
PETROCHINA CO LTD 0.0%
Value ($000) $540 Shares 4,300 Est. Cost $125.58 Unrealized
COST COSTCO WHSL CORP NEW 0.0%
Value ($000) $518 Shares 4,500 Est. Cost $91.81 Unrealized 0.0%
CX CEMEX SAB DE CV 0.0%
Value ($000) $413 Shares 31,200 Est. Cost $13.24 Unrealized
SPY SPDR S&P 500 ETF TR 0.0%
Value ($000) $411 Shares 2,100 Est. Cost $178.46 Unrealized
BCH BANCO DE CHILE 0.0%
Value ($000) $401 Shares 5,000 Est. Cost $80.20 Unrealized
BIDU BAIDU INC 0.0%
Value ($000) $383 Shares 2,050 Est. Cost $186.83 Unrealized
GOOGLE INC 0.0%
Value ($000) $339 Shares 580 Est. Cost $584.48 Unrealized
BRF SA 0.0%
Value ($000) $292 Shares 12,000 Est. Cost $24.33 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.0%
Value ($000) $287 Shares 2,500 Est. Cost $114.80 Unrealized
NBIS YANDEX N V 0.0%
Value ($000) $285 Shares 8,000 Est. Cost $35.63 Unrealized
CHINA MOBILE LIMITED 0.0%
Value ($000) $267 Shares 5,500 Est. Cost $48.55 Unrealized
CPA COPA HOLDINGS SA 0.0%
Value ($000) $264 Shares 1,850 Est. Cost $96.87 Unrealized +1.4%
TELEFONICA BRASIL SA 0.0%
Value ($000) $256 Shares 12,500 Est. Cost $21.06 Unrealized
NVO NOVO-NORDISK A S 0.0%
Value ($000) $254 Shares 5,500 Est. Cost $46.18 Unrealized
TATA MTRS LTD 0.0%
Value ($000) $242 Shares 6,200 Est. Cost $39.03 Unrealized
KEP KOREA ELECTRIC PWR 0.0%
Value ($000) $239 Shares 13,000 Est. Cost $18.38 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $220 Shares 4,200 Est. Cost $52.86 Unrealized
BBD BANCO BRADESCO S A 0.0%
Value ($000) $174 Shares 12,000 Est. Cost $14.50 Unrealized
VERSO PAPER CORP 0.0%
Value ($000) $158 Shares 75,363 Est. Cost $2.89 Unrealized