Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $2,266,141 (100.0% shares, 0.0% debt)

Holdings (137)

SPY SPDR S&P 500 ETF TR 16.2%
Value ($000) $368,033 Shares 1,868,000 Est. Cost $195.98 Unrealized
EEM ISHARES TR 14.8%
Value ($000) $335,377 Shares 8,069,700 Est. Cost $41.56 Unrealized
POWERSHARES QQQ TRUST 4.4%
Value ($000) $98,790 Shares 1,000,000 Est. Cost Unrealized
EEM ISHARES TR 2.8%
Value ($000) $62,475 Shares 1,503,247 Est. Cost $41.56 Unrealized
HAL HALLIBURTON CO 2.5%
Value ($000) $57,720 Shares 894,739 Est. Cost $49.52 Unrealized +11.5%
COBALT INTL ENERGY INC 2.2%
Value ($000) $49,706 Shares 60,000,000 Est. Cost $0.88 Unrealized
BAC BANK AMER CORP 1.9%
Value ($000) $43,551 Shares 2,554,300 Est. Cost $11.82 Unrealized +6.4%
IWM ISHARES TR 1.9%
Value ($000) $42,102 Shares 450,000 Est. Cost $118.81 Unrealized
IWM ISHARES TR 1.8%
Value ($000) $40,802 Shares 373,134 Est. Cost $118.81 Unrealized
YY INC 1.7%
Value ($000) $38,943 Shares 520,000 Est. Cost Unrealized
BAC BANK AMER CORP 1.6%
Value ($000) $36,788 Shares 2,157,634 Est. Cost $11.82 Unrealized +6.4%
EQT EQT CORP 1.6%
Value ($000) $35,710 Shares 390,100 Est. Cost $44.24 Unrealized +9.8%
VIPSHOP HLDGS LTD 1.6%
Value ($000) $35,537 Shares 30,000,000 Est. Cost $1.02 Unrealized
C CITIGROUP INC 1.4%
Value ($000) $32,775 Shares 632,471 Est. Cost $35.82 Unrealized +4.5%
SOLARCITY CORP 1.4%
Value ($000) $31,093 Shares 26,000,000 Est. Cost $1.29 Unrealized
GM GENERAL MTRS CO 1.4%
Value ($000) $30,982 Shares 970,000 Est. Cost $27.45 Unrealized -3.5%
ANADARKO PETE CORP 1.3%
Value ($000) $30,533 Shares 300,999 Est. Cost $91.98 Unrealized
IWM ISHARES TR 1.2%
Value ($000) $28,068 Shares 300,000 Est. Cost $118.81 Unrealized
XLF SELECT SECTOR SPDR TR 1.1%
Value ($000) $25,684 Shares 1,108,500 Est. Cost $23.04 Unrealized
EEM ISHARES TR 1.1%
Value ($000) $25,559 Shares 615,000 Est. Cost $41.56 Unrealized
RADIAN GROUP INC 1.1%
Value ($000) $25,194 Shares 17,600,000 Est. Cost $1.28 Unrealized
MANNKIND CORP 1.1%
Value ($000) $24,266 Shares 21,500,000 Est. Cost $1.30 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.9%
Value ($000) $19,918 Shares 398,444 Est. Cost $26.23 Unrealized +6.0%
DRYSHIPS INC. 0.9%
Value ($000) $19,784 Shares 20,000,000 Est. Cost $1.00 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.9%
Value ($000) $19,600 Shares 290,500 Est. Cost Unrealized
HESS CORP 0.9%
Value ($000) $19,589 Shares 207,690 Est. Cost $83.62 Unrealized
JKS JINKOSOLAR HLDG CO LTD 0.9%
Value ($000) $19,408 Shares 706,000 Est. Cost Unrealized
YAHOO INC 0.9%
Value ($000) $19,309 Shares 473,850 Est. Cost $35.13 Unrealized
NEWFIELD EXPL CO 0.8%
Value ($000) $19,000 Shares 512,535 Est. Cost $24.91 Unrealized
YAHOO INC 0.8%
Value ($000) $18,273 Shares 448,400 Est. Cost $35.13 Unrealized
RITE AID CORP 0.8%
Value ($000) $18,248 Shares 9,372,000 Est. Cost $2.08 Unrealized
CIMAREX ENERGY CO 0.8%
Value ($000) $17,609 Shares 139,171 Est. Cost $117.43 Unrealized
CNQ CANADIAN NAT RES LTD 0.6%
Value ($000) $14,515 Shares 373,713 Est. Cost $10.49 Unrealized +23.3%
C CITIGROUP INC 0.6%
Value ($000) $14,256 Shares 275,100 Est. Cost $35.82 Unrealized +4.5%
SINA CORP 0.6%
Value ($000) $14,148 Shares 343,900 Est. Cost Unrealized
GM GENERAL MTRS CO 0.6%
Value ($000) $13,699 Shares 428,894 Est. Cost $27.45 Unrealized -3.5%
SU SUNCOR ENERGY INC NEW 0.6%
Value ($000) $13,450 Shares 372,054 Est. Cost $26.94 Unrealized 0.0%
ENCANA CORP 0.6%
Value ($000) $13,246 Shares 624,500 Est. Cost $21.21 Unrealized
DHI D R HORTON INC 0.6%
Value ($000) $13,140 Shares 640,348 Est. Cost $19.44 Unrealized 0.0%
EOG EOG RES INC 0.6%
Value ($000) $12,771 Shares 128,972 Est. Cost $61.50 Unrealized +29.0%
AK STL CORP 0.6%
Value ($000) $12,721 Shares 7,500,000 Est. Cost $1.53 Unrealized
XLE SELECT SECTOR SPDR TR 0.6%
Value ($000) $12,687 Shares 140,000 Est. Cost $81.11 Unrealized
WALTER INVT MGMT CORP 0.5%
Value ($000) $12,023 Shares 14,412,000 Est. Cost $0.83 Unrealized
BARRICK GOLD CORP 0.5%
Value ($000) $11,636 Shares 793,738 Est. Cost $18.24 Unrealized
XLF SELECT SECTOR SPDR TR 0.5%
Value ($000) $11,585 Shares 500,000 Est. Cost $23.04 Unrealized
COBALT INTL ENERGY INC 0.5%
Value ($000) $11,560 Shares 850,000 Est. Cost Unrealized
WALTER INVT MGMT CORP 0.5%
Value ($000) $11,475 Shares 522,800 Est. Cost Unrealized
TRINA SOLAR LIMITED 0.5%
Value ($000) $10,971 Shares 908,900 Est. Cost Unrealized
GLW CORNING INC 0.5%
Value ($000) $10,927 Shares 565,000 Est. Cost $15.47 Unrealized 0.0%
SUNPOWER CORP 0.5%
Value ($000) $10,681 Shares 7,000,000 Est. Cost $1.43 Unrealized
BAKER HUGHES INC 0.5%
Value ($000) $10,593 Shares 162,825 Est. Cost $65.06 Unrealized
HUN HUNTSMAN CORP 0.5%
Value ($000) $10,336 Shares 397,684 Est. Cost $26.18 Unrealized +4.1%
MARATHON OIL CORP 0.5%
Value ($000) $10,294 Shares 273,841 Est. Cost $34.62 Unrealized
ALLIED NEVADA GOLD CORP 0.4%
Value ($000) $10,127 Shares 3,059,400 Est. Cost Unrealized
PRECISION DRILLING CORP 0.4%
Value ($000) $9,326 Shares 864,347 Est. Cost $11.89 Unrealized
CTRA CABOT OIL & GAS CORP 0.4%
Value ($000) $9,189 Shares 281,100 Est. Cost $24.22 Unrealized 0.0%
PENNEY J C INC 0.4%
Value ($000) $8,936 Shares 890,000 Est. Cost Unrealized
E HOUSE CHINA HLDGS LTD 0.4%
Value ($000) $8,731 Shares 917,100 Est. Cost Unrealized
ROYAL DUTCH SHELL PLC 0.4%
Value ($000) $8,715 Shares 114,473 Est. Cost $76.13 Unrealized
ATWOOD OCEANICS INC 0.4%
Value ($000) $8,432 Shares 192,991 Est. Cost $52.48 Unrealized
MCDERMOTT INTL INC 0.4%
Value ($000) $8,294 Shares 1,450,000 Est. Cost Unrealized
SOLARCITY CORP 0.4%
Value ($000) $8,272 Shares 138,800 Est. Cost $70.59 Unrealized
GILD GILEAD SCIENCES INC 0.4%
Value ($000) $8,059 Shares 75,700 Est. Cost Unrealized
BARRETT BILL CORP 0.4%
Value ($000) $8,004 Shares 363,171 Est. Cost $22.04 Unrealized
SPY SPDR S&P 500 ETF TR 0.3%
Value ($000) $7,491 Shares 38,024 Est. Cost $195.98 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.3%
Value ($000) $7,309 Shares 224,700 Est. Cost $33.96 Unrealized 0.0%
BB BLACKBERRY LTD 0.3%
Value ($000) $7,168 Shares 721,100 Est. Cost $10.23 Unrealized 0.0%
PENN VA CORP 0.3%
Value ($000) $7,087 Shares 557,609 Est. Cost $17.11 Unrealized
EOG EOG RES INC 0.3%
Value ($000) $6,931 Shares 70,000 Est. Cost $61.50 Unrealized +29.0%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $6,860 Shares 91,736 Est. Cost $44.48 Unrealized +40.9%
NORTHERN OIL & GAS INC NEV 0.3%
Value ($000) $6,437 Shares 452,655 Est. Cost $13.48 Unrealized
LINN ENERGY LLC 0.3%
Value ($000) $6,329 Shares 210,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.3%
Value ($000) $6,023 Shares 110,900 Est. Cost $54.31 Unrealized
IP INTL PAPER CO 0.3%
Value ($000) $5,796 Shares 121,400 Est. Cost $28.63 Unrealized 0.0%
ATHLON ENERGY INC 0.2%
Value ($000) $5,491 Shares 94,302 Est. Cost $38.47 Unrealized
CONCHO RES INC 0.2%
Value ($000) $5,387 Shares 42,964 Est. Cost $125.38 Unrealized
AXIALL CORP 0.2%
Value ($000) $5,250 Shares 146,599 Est. Cost $46.36 Unrealized
WESTERN REFNG INC 0.2%
Value ($000) $5,221 Shares 124,336 Est. Cost $38.60 Unrealized
WEBMD HEALTH CORP 0.2%
Value ($000) $5,033 Shares 5,000,000 Est. Cost $1.02 Unrealized
CAESARS ENTMT CORP 0.2%
Value ($000) $5,032 Shares 400,000 Est. Cost Unrealized
CDE COEUR MNG INC 0.2%
Value ($000) $4,960 Shares 1,000,000 Est. Cost Unrealized
ZILLOW INC 0.2%
Value ($000) $4,640 Shares 40,000 Est. Cost $116.00 Unrealized
ANNALY CAP MGMT INC 0.2%
Value ($000) $4,635 Shares 4,500,000 Est. Cost $1.10 Unrealized
OPK OPKO HEALTH INC 0.2%
Value ($000) $4,568 Shares 536,800 Est. Cost Unrealized
PARSLEY ENERGY INC 0.2%
Value ($000) $4,213 Shares 197,500 Est. Cost $24.07 Unrealized
INTEROIL CORP 0.2%
Value ($000) $4,057 Shares 4,000,000 Est. Cost $0.94 Unrealized
NQ MOBILE INC 0.2%
Value ($000) $4,044 Shares 580,200 Est. Cost Unrealized
ARCH COAL INC 0.2%
Value ($000) $4,028 Shares 1,900,000 Est. Cost $4.12 Unrealized
SEADRILL LIMITED 0.2%
Value ($000) $4,014 Shares 150,000 Est. Cost Unrealized
EWW ISHARES 0.2%
Value ($000) $3,780 Shares 55,000 Est. Cost $66.86 Unrealized
COP CONOCOPHILLIPS 0.2%
Value ($000) $3,689 Shares 48,214 Est. Cost $56.68 Unrealized 0.0%
ANGLOGOLD ASHANTI LTD 0.2%
Value ($000) $3,600 Shares 300,000 Est. Cost Unrealized
ALPHA NATURAL RESOURCES INC 0.2%
Value ($000) $3,596 Shares 1,450,000 Est. Cost Unrealized
KOSMOS ENERGY LTD 0.2%
Value ($000) $3,586 Shares 360,000 Est. Cost Unrealized
IAG IAMGOLD CORP 0.2%
Value ($000) $3,450 Shares 1,250,000 Est. Cost Unrealized
EWY ISHARES 0.1%
Value ($000) $3,390 Shares 56,019 Est. Cost $60.05 Unrealized
GOOGLE INC 0.1%
Value ($000) $3,175 Shares 5,500 Est. Cost $577.27 Unrealized
QUIKSILVER INC 0.1%
Value ($000) $2,752 Shares 1,600,000 Est. Cost Unrealized
TIME WARNER INC 0.1%
Value ($000) $2,647 Shares 35,200 Est. Cost $75.20 Unrealized
PEABODY ENERGY CORP 0.1%
Value ($000) $2,476 Shares 200,000 Est. Cost Unrealized
MA MASTERCARD INC 0.1%
Value ($000) $2,454 Shares 33,200 Est. Cost $70.30 Unrealized +1.1%
MEMORIAL RESOURCE DEV CORP 0.1%
Value ($000) $2,440 Shares 90,000 Est. Cost $27.11 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,423 Shares 30,300 Est. Cost $39.16 Unrealized +22.3%
MCK MCKESSON CORP 0.1%
Value ($000) $2,375 Shares 12,200 Est. Cost $176.84 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.1%
Value ($000) $2,212 Shares 22,500 Est. Cost $66.08 Unrealized +0.4%
AIG AMERICAN INTL GROUP INC 0.1%
Value ($000) $2,199 Shares 40,700 Est. Cost $41.02 Unrealized +1.9%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $2,143 Shares 17,100 Est. Cost $95.73 Unrealized +1.5%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%
Value ($000) $1,962 Shares 14,200 Est. Cost $130.04 Unrealized +2.4%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%
Value ($000) $1,881 Shares 35,000 Est. Cost $53.64 Unrealized
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $1,790 Shares 18,600 Est. Cost $96.24 Unrealized
EXELIXIS INC 0.1%
Value ($000) $1,770 Shares 3,000,000 Est. Cost $0.90 Unrealized
U S SILICA HLDGS INC 0.1%
Value ($000) $1,719 Shares 27,500 Est. Cost $55.44 Unrealized
TV GRUPO TELEVISA SA 0.1%
Value ($000) $1,633 Shares 48,200 Est. Cost $34.05 Unrealized
CPA COPA HOLDINGS SA 0.1%
Value ($000) $1,502 Shares 14,000 Est. Cost $94.46 Unrealized -0.4%
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $1,463 Shares 36,000 Est. Cost $44.57 Unrealized
SOUFUN HLDGS LTD 0.1%
Value ($000) $1,418 Shares 142,500 Est. Cost Unrealized
EBAY EBAY INC 0.1%
Value ($000) $1,325 Shares 23,400 Est. Cost $19.80 Unrealized 0.0%
EPAM EPAM SYS INC 0.1%
Value ($000) $1,314 Shares 30,000 Est. Cost $39.64 Unrealized 0.0%
CX CEMEX SAB DE CV 0.1%
Value ($000) $1,304 Shares 100,000 Est. Cost $13.10 Unrealized
RICE ENERGY INC 0.1%
Value ($000) $1,288 Shares 48,423 Est. Cost $30.45 Unrealized
MOLYCORP INC DEL 0.1%
Value ($000) $1,190 Shares 1,000,000 Est. Cost Unrealized
BIDU BAIDU INC 0.0%
Value ($000) $1,091 Shares 5,000 Est. Cost $205.34 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%
Value ($000) $998 Shares 22,300 Est. Cost $41.72 Unrealized 0.0%
NVO NOVO-NORDISK A S 0.0%
Value ($000) $952 Shares 20,000 Est. Cost $47.21 Unrealized
ROWAN COMPANIES PLC 0.0%
Value ($000) $940 Shares 37,140 Est. Cost $36.72 Unrealized
SOLARCITY CORP 0.0%
Value ($000) $936 Shares 15,700 Est. Cost $70.59 Unrealized
EMBJ EMBRAER S A 0.0%
Value ($000) $863 Shares 22,000 Est. Cost $39.23 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $710 Shares 50,000 Est. Cost $13.81 Unrealized
FMX FOMENTO ECONOMICO MEXICANO S 0.0%
Value ($000) $603 Shares 6,550 Est. Cost $92.06 Unrealized
BRF SA 0.0%
Value ($000) $595 Shares 25,000 Est. Cost $24.06 Unrealized
ABEV AMBEV SA 0.0%
Value ($000) $563 Shares 86,000 Est. Cost $7.03 Unrealized
VALE VALE S A 0.0%
Value ($000) $551 Shares 50,000 Est. Cost $11.02 Unrealized
HOG HARLEY DAVIDSON INC 0.0%
Value ($000) $521 Shares 8,950 Est. Cost $63.94 Unrealized 0.0%
DEO DIAGEO P L C 0.0%
Value ($000) $496 Shares 4,300 Est. Cost $127.21 Unrealized
COMPANHIA BRASILEIRA DE DIST 0.0%
Value ($000) $414 Shares 9,500 Est. Cost $43.58 Unrealized
QUICKSILVER RESOURCES INC 0.0%
Value ($000) $373 Shares 618,551 Est. Cost $1.68 Unrealized
ARCH COAL INC 0.0%
Value ($000) $360 Shares 170,000 Est. Cost $4.12 Unrealized