Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 18, 2015

Total Value ($000): $2,343,150 (100.0% shares, 0.0% debt)

Holdings (145)

EEM ISHARES TR 17.0%
Value ($000) $399,080 Shares 10,157,300 Est. Cost $41.56 Unrealized
SPY SPDR S&P 500 ETF TR 11.5%
Value ($000) $269,122 Shares 1,309,595 Est. Cost $205.22 Unrealized
IWM ISHARES TR 9.2%
Value ($000) $215,406 Shares 1,800,000 Est. Cost $118.90 Unrealized
IWM ISHARES TR 4.8%
Value ($000) $111,604 Shares 932,600 Est. Cost $118.90 Unrealized
POWERSHARES QQQ TRUST 4.5%
Value ($000) $105,315 Shares 1,020,000 Est. Cost Unrealized
IWM ISHARES TR 2.1%
Value ($000) $50,118 Shares 418,800 Est. Cost $118.90 Unrealized
GM GENERAL MTRS CO 1.9%
Value ($000) $45,010 Shares 1,289,300 Est. Cost $27.45 Unrealized -10.7%
VIPSHOP HLDGS LTD 1.8%
Value ($000) $42,012 Shares 35,000,000 Est. Cost $1.04 Unrealized
VIPS VIPSHOP HLDGS LTD 1.7%
Value ($000) $40,628 Shares 2,079,200 Est. Cost Unrealized
BAC BANK AMER CORP 1.7%
Value ($000) $39,358 Shares 2,200,000 Est. Cost $11.82 Unrealized +14.7%
RADIAN GROUP INC 1.4%
Value ($000) $33,346 Shares 20,600,000 Est. Cost $1.33 Unrealized
YY INC 1.4%
Value ($000) $32,417 Shares 520,000 Est. Cost Unrealized
XLE SELECT SECTOR SPDR TR 1.3%
Value ($000) $30,872 Shares 390,000 Est. Cost Unrealized
RITE AID CORP 1.2%
Value ($000) $27,684 Shares 9,372,000 Est. Cost $2.08 Unrealized
SU SUNCOR ENERGY INC NEW 1.1%
Value ($000) $26,789 Shares 842,949 Est. Cost $24.38 Unrealized -8.3%
EQT EQT CORP 1.1%
Value ($000) $25,822 Shares 341,113 Est. Cost $44.24 Unrealized -1.9%
MANNKIND CORP 1.0%
Value ($000) $23,400 Shares 21,500,000 Est. Cost $1.30 Unrealized
YAHOO INC 1.0%
Value ($000) $22,650 Shares 448,400 Est. Cost $35.13 Unrealized
COBALT INTL ENERGY INC 0.9%
Value ($000) $22,196 Shares 35,000,000 Est. Cost $0.88 Unrealized
EMB ISHARES 0.9%
Value ($000) $20,845 Shares 190,000 Est. Cost Unrealized
CONCHO RES INC 0.9%
Value ($000) $20,687 Shares 207,384 Est. Cost $105.06 Unrealized
EEM ISHARES TR 0.8%
Value ($000) $19,645 Shares 500,000 Est. Cost $41.56 Unrealized
CTRIP COM INTL LTD 0.8%
Value ($000) $19,496 Shares 20,000,000 Est. Cost $0.97 Unrealized
SINA CORP 0.8%
Value ($000) $18,513 Shares 20,000,000 Est. Cost $0.93 Unrealized
DVN DEVON ENERGY CORP NEW 0.8%
Value ($000) $18,220 Shares 297,659 Est. Cost $41.13 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 0.8%
Value ($000) $17,750 Shares 220,200 Est. Cost $59.30 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $17,429 Shares 704,800 Est. Cost $23.04 Unrealized
C CITIGROUP INC 0.7%
Value ($000) $17,151 Shares 316,972 Est. Cost $35.82 Unrealized +10.4%
QIHOO 360 TECHNOLOGY CO LTD 0.7%
Value ($000) $16,892 Shares 295,000 Est. Cost Unrealized
EWY ISHARES 0.7%
Value ($000) $16,477 Shares 297,962 Est. Cost $56.19 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.7%
Value ($000) $15,640 Shares 197,000 Est. Cost $47.78 Unrealized 0.0%
SOLARCITY CORP 0.6%
Value ($000) $14,974 Shares 280,000 Est. Cost $70.59 Unrealized
C CITIGROUP INC 0.6%
Value ($000) $14,886 Shares 275,100 Est. Cost $35.82 Unrealized +10.4%
BAC BANK AMER CORP 0.6%
Value ($000) $14,849 Shares 830,000 Est. Cost $11.82 Unrealized +14.7%
JKS JINKOSOLAR HLDG CO LTD 0.6%
Value ($000) $13,145 Shares 666,900 Est. Cost Unrealized
PARSLEY ENERGY INC 0.6%
Value ($000) $12,957 Shares 811,833 Est. Cost $17.93 Unrealized
SLB SCHLUMBERGER LTD 0.5%
Value ($000) $12,830 Shares 150,212 Est. Cost $67.34 Unrealized 0.0%
SOLARCITY CORP 0.5%
Value ($000) $12,587 Shares 11,500,000 Est. Cost $1.29 Unrealized
FANG DIAMONDBACK ENERGY INC 0.5%
Value ($000) $11,658 Shares 195,007 Est. Cost $46.98 Unrealized +4.7%
NEWFIELD EXPL CO 0.5%
Value ($000) $11,614 Shares 428,259 Est. Cost $24.91 Unrealized
CARRIZO OIL & GAS INC 0.5%
Value ($000) $11,373 Shares 273,395 Est. Cost $41.60 Unrealized
CHESAPEAKE ENERGY CORP 0.5%
Value ($000) $11,334 Shares 579,177 Est. Cost $19.57 Unrealized
TRINA SOLAR LIMITED 0.5%
Value ($000) $11,269 Shares 1,217,000 Est. Cost Unrealized
CAMERON INTERNATIONAL CORP 0.5%
Value ($000) $10,989 Shares 220,000 Est. Cost $49.95 Unrealized
EWZ ISHARES 0.5%
Value ($000) $10,971 Shares 300,000 Est. Cost Unrealized
WALTER INVT MGMT CORP 0.5%
Value ($000) $10,893 Shares 14,412,000 Est. Cost $0.83 Unrealized
GULFPORT ENERGY CORP 0.4%
Value ($000) $10,435 Shares 250,000 Est. Cost Unrealized
FXI ISHARES TR 0.4%
Value ($000) $10,405 Shares 250,000 Est. Cost Unrealized
AK STL CORP 0.4%
Value ($000) $10,028 Shares 7,500,000 Est. Cost $1.53 Unrealized
PIONEER NAT RES CO 0.4%
Value ($000) $9,966 Shares 66,951 Est. Cost $148.86 Unrealized
CSIQ CANADIAN SOLAR INC 0.4%
Value ($000) $9,761 Shares 403,500 Est. Cost Unrealized
SINA CORP 0.4%
Value ($000) $9,353 Shares 250,000 Est. Cost Unrealized
SOUFUN HLDGS LTD 0.4%
Value ($000) $8,840 Shares 10,000,000 Est. Cost $0.88 Unrealized
WMB WILLIAMS COS INC DEL 0.4%
Value ($000) $8,498 Shares 189,100 Est. Cost $27.17 Unrealized 0.0%
WALTER INVT MGMT CORP 0.4%
Value ($000) $8,255 Shares 500,000 Est. Cost Unrealized
CTRIP COM INTL LTD 0.3%
Value ($000) $7,853 Shares 172,600 Est. Cost Unrealized
E HOUSE CHINA HLDGS LTD 0.3%
Value ($000) $7,842 Shares 1,083,200 Est. Cost Unrealized
CNQ CANADIAN NAT RES LTD 0.3%
Value ($000) $7,631 Shares 247,128 Est. Cost $10.49 Unrealized -1.9%
STARWOOD PPTY TR INC 0.3%
Value ($000) $7,622 Shares 7,500,000 Est. Cost $1.02 Unrealized
COBALT INTL ENERGY INC 0.3%
Value ($000) $7,557 Shares 850,000 Est. Cost $8.89 Unrealized
GILD GILEAD SCIENCES INC 0.3%
Value ($000) $7,136 Shares 75,700 Est. Cost $71.85 Unrealized 0.0%
RICE ENERGY INC 0.3%
Value ($000) $6,327 Shares 301,718 Est. Cost $22.49 Unrealized
EOG EOG RES INC 0.3%
Value ($000) $6,203 Shares 67,374 Est. Cost $61.50 Unrealized +10.7%
OPK OPKO HEALTH INC 0.3%
Value ($000) $5,944 Shares 595,000 Est. Cost Unrealized
LINN ENERGY LLC 0.3%
Value ($000) $5,926 Shares 585,000 Est. Cost Unrealized
ANADARKO PETE CORP 0.2%
Value ($000) $5,775 Shares 70,000 Est. Cost $91.98 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $5,188 Shares 110,900 Est. Cost $26.23 Unrealized +5.5%
MCDERMOTT INTL INC 0.2%
Value ($000) $5,168 Shares 1,776,000 Est. Cost Unrealized
WEBMD HEALTH CORP 0.2%
Value ($000) $5,035 Shares 5,000,000 Est. Cost $1.02 Unrealized
CIMAREX ENERGY CO 0.2%
Value ($000) $4,976 Shares 46,940 Est. Cost $117.43 Unrealized
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $4,774 Shares 96,439 Est. Cost $31.49 Unrealized 0.0%
KOSMOS ENERGY LTD 0.2%
Value ($000) $4,727 Shares 563,500 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.2%
Value ($000) $4,651 Shares 99,288 Est. Cost $54.31 Unrealized
ANNALY CAP MGMT INC 0.2%
Value ($000) $4,605 Shares 4,500,000 Est. Cost $1.10 Unrealized
GOOGLE INC 0.2%
Value ($000) $4,474 Shares 8,500 Est. Cost $559.30 Unrealized
BARRICK GOLD CORP 0.2%
Value ($000) $4,344 Shares 404,133 Est. Cost $18.24 Unrealized
ORCL ORACLE CORP 0.2%
Value ($000) $4,272 Shares 95,000 Est. Cost $34.50 Unrealized 0.0%
SUPERIOR ENERGY SVCS INC 0.2%
Value ($000) $4,123 Shares 204,621 Est. Cost $20.15 Unrealized
INTEROIL CORP 0.2%
Value ($000) $3,988 Shares 4,000,000 Est. Cost $0.94 Unrealized
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $3,935 Shares 41,742 Est. Cost $71.85 Unrealized 0.0%
TIME WARNER INC 0.2%
Value ($000) $3,844 Shares 45,000 Est. Cost $77.43 Unrealized
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $3,816 Shares 128,870 Est. Cost $24.22 Unrealized -5.9%
QEP RES INC 0.2%
Value ($000) $3,741 Shares 185,000 Est. Cost $20.22 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.2%
Value ($000) $3,726 Shares 150,000 Est. Cost Unrealized
AIG AMERICAN INTL GROUP INC 0.2%
Value ($000) $3,641 Shares 65,000 Est. Cost $41.06 Unrealized +0.2%
QUIKSILVER INC 0.2%
Value ($000) $3,536 Shares 1,600,000 Est. Cost Unrealized
UPS UNITED PARCEL SERVICE INC 0.1%
Value ($000) $3,480 Shares 31,300 Est. Cost $67.44 Unrealized +5.2%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%
Value ($000) $3,451 Shares 60,000 Est. Cost $55.25 Unrealized
MA MASTERCARD INC 0.1%
Value ($000) $3,446 Shares 40,000 Est. Cost $71.32 Unrealized +7.0%
WU WESTERN UN CO 0.1%
Value ($000) $3,403 Shares 190,000 Est. Cost $17.91 Unrealized
PDC ENERGY INC 0.1%
Value ($000) $3,366 Shares 81,555 Est. Cost $41.27 Unrealized
MDLZ MONDELEZ INTL INC 0.1%
Value ($000) $3,269 Shares 90,000 Est. Cost $28.41 Unrealized 0.0%
LAREDO PETROLEUM INC 0.1%
Value ($000) $3,178 Shares 307,086 Est. Cost $10.35 Unrealized
MICHAEL KORS HLDGS LTD 0.1%
Value ($000) $3,004 Shares 40,000 Est. Cost $75.10 Unrealized
WESTERN REFNG INC 0.1%
Value ($000) $3,000 Shares 79,409 Est. Cost $38.60 Unrealized
STARZ 0.1%
Value ($000) $2,970 Shares 100,000 Est. Cost $29.70 Unrealized
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $2,889 Shares 15,000 Est. Cost $137.24 Unrealized 0.0%
MEDTRONIC INC 0.1%
Value ($000) $2,888 Shares 40,000 Est. Cost $72.20 Unrealized
MRK MERCK & CO INC NEW 0.1%
Value ($000) $2,840 Shares 50,000 Est. Cost $39.35 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $2,835 Shares 20,000 Est. Cost $97.72 Unrealized +12.0%
CDE COEUR MNG INC 0.1%
Value ($000) $2,811 Shares 550,000 Est. Cost Unrealized
TIFFANY & CO NEW 0.1%
Value ($000) $2,672 Shares 25,000 Est. Cost $106.88 Unrealized
MCGRAW HILL FINL INC 0.1%
Value ($000) $2,669 Shares 30,000 Est. Cost $88.97 Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,660 Shares 30,000 Est. Cost $39.16 Unrealized +38.6%
YAHOO INC 0.1%
Value ($000) $2,627 Shares 52,000 Est. Cost $35.13 Unrealized
V VISA INC 0.1%
Value ($000) $2,622 Shares 10,000 Est. Cost $55.69 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $2,614 Shares 25,000 Est. Cost $77.30 Unrealized 0.0%
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $2,614 Shares 26,000 Est. Cost $97.46 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%
Value ($000) $2,553 Shares 17,000 Est. Cost $132.40 Unrealized +9.0%
MCK MCKESSON CORP 0.1%
Value ($000) $2,491 Shares 12,000 Est. Cost $176.84 Unrealized +5.7%
ALLIED NEVADA GOLD CORP 0.1%
Value ($000) $2,476 Shares 2,846,400 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,473 Shares 100,000 Est. Cost $23.04 Unrealized
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $2,473 Shares 21,500 Est. Cost $115.02 Unrealized
FRANKS INTL N V 0.1%
Value ($000) $2,411 Shares 145,000 Est. Cost $16.63 Unrealized
BARCLAYS BK PLC 0.1%
Value ($000) $2,363 Shares 75,000 Est. Cost $31.51 Unrealized
RSP PERMIAN INC 0.1%
Value ($000) $2,343 Shares 93,200 Est. Cost $25.14 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $2,323 Shares 50,000 Est. Cost $39.88 Unrealized 0.0%
GPK GRAPHIC PACKAGING HLDG CO 0.1%
Value ($000) $2,315 Shares 170,000 Est. Cost $12.39 Unrealized 0.0%
SPIRIT AIRLS INC 0.1%
Value ($000) $2,267 Shares 30,000 Est. Cost $75.57 Unrealized
TV GRUPO TELEVISA SA 0.1%
Value ($000) $2,258 Shares 66,300 Est. Cost $34.05 Unrealized
CELGENE CORP 0.1%
Value ($000) $2,237 Shares 20,000 Est. Cost $111.85 Unrealized
BB BLACKBERRY LTD 0.1%
Value ($000) $2,196 Shares 200,000 Est. Cost $10.23 Unrealized +0.1%
COBALT INTL ENERGY INC 0.1%
Value ($000) $2,134 Shares 240,000 Est. Cost $8.89 Unrealized
SHIRE PLC 0.1%
Value ($000) $2,125 Shares 10,000 Est. Cost $212.50 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.1%
Value ($000) $2,079 Shares 20,000 Est. Cost $103.95 Unrealized
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $1,977 Shares 30,000 Est. Cost $64.38 Unrealized +0.3%
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $1,775 Shares 32,000 Est. Cost $46.00 Unrealized 0.0%
EXELIXIS INC 0.1%
Value ($000) $1,721 Shares 3,000,000 Est. Cost $0.90 Unrealized
EBAY EBAY INC 0.1%
Value ($000) $1,684 Shares 30,000 Est. Cost $19.88 Unrealized +1.6%
NORTHERN OIL & GAS INC NEV 0.1%
Value ($000) $1,609 Shares 284,847 Est. Cost $13.48 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%
Value ($000) $1,580 Shares 30,000 Est. Cost $42.38 Unrealized +4.5%
TOTAL S A 0.1%
Value ($000) $1,536 Shares 30,000 Est. Cost $51.20 Unrealized
FAST FASTENAL CO 0.1%
Value ($000) $1,427 Shares 30,000 Est. Cost $8.34 Unrealized 0.0%
ALV AUTOLIV INC 0.1%
Value ($000) $1,380 Shares 13,000 Est. Cost $54.24 Unrealized 0.0%
WALTER ENERGY INC 0.1%
Value ($000) $1,330 Shares 963,700 Est. Cost Unrealized
BWA BORGWARNER INC 0.0%
Value ($000) $1,099 Shares 20,000 Est. Cost $41.30 Unrealized 0.0%
SOUFUN HLDGS LTD 0.0%
Value ($000) $1,072 Shares 145,000 Est. Cost Unrealized
SPDR SERIES TRUST 0.0%
Value ($000) $981 Shares 20,500 Est. Cost $47.85 Unrealized
HUN HUNTSMAN CORP 0.0%
Value ($000) $948 Shares 41,615 Est. Cost $26.18 Unrealized -7.4%
MRC GLOBAL INC 0.0%
Value ($000) $758 Shares 50,000 Est. Cost $15.16 Unrealized
ROWAN COMPANIES PLC 0.0%
Value ($000) $647 Shares 27,754 Est. Cost $36.72 Unrealized
MARKET VECTORS ETF TR 0.0%
Value ($000) $585 Shares 40,000 Est. Cost $14.63 Unrealized
DHI D R HORTON INC 0.0%
Value ($000) $291 Shares 11,500 Est. Cost $19.44 Unrealized +6.5%
ENERGY XXI LTD 0.0%
Value ($000) $73 Shares 22,500 Est. Cost $3.24 Unrealized
QUICKSILVER RESOURCES INC 0.0%
Value ($000) $28 Shares 139,719 Est. Cost $1.68 Unrealized