13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2013-12-31, filed 2014-02-13, with 119 holding rows worth $1,850,327,000.
- Accession
- 0001140361-14-006668
- Filer
- CIK 1315421
- Filed
- 2014-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2013
A holdings report, 127 entries on the cover page, a total value of $1,850,327,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,850,327,000 with VALUE read as thousands by filing date, 13F file number 028-11610. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPDR GOLD TR | 78463V107 | GOLD SHS | 2,900,000 | $336,893,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 7,024,900 | $293,430,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 802,725 | $148,239,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 1,748,977 | $61,739,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 2,119,408 | $52,201,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AH6 | NOTE | 33,000,000 | $50,280,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 633,551 | $50,253,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 1,359,995 | $47,668,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 476,400 | $40,942,000 | thousands by filing date | call |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 46,000,000 | $40,912,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,726,933 | $37,751,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 384,036 | $34,479,000 | thousands by filing date | |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 17,600,000 | $26,006,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 359,556 | $24,450,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 1,535,651 | $23,910,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 1,339,490 | $23,615,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 620,100 | $23,403,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 260,414 | $23,049,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 304,916 | $19,255,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 1,186,030 | $17,873,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 1,048,154 | $17,242,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 12,000,000 | $16,982,000 | thousands by filing date | |
| 38259p508 | COM | 14,500 | $16,250,000 | thousands by filing date | ||
| SANDRIDGE ENERGY INC | 80007P307 | COM | 2,310,000 | $14,022,000 | thousands by filing date | put |
| DRYSHIPS INC. | 262498AB4 | NOTE 5.000%12/0 | 13,471,000 | $13,572,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 150,100 | $13,526,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 1,120,000 | $13,126,000 | thousands by filing date | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 160,263 | $12,866,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 300,000 | $12,765,000 | thousands by filing date | put |
| SINA CORP | G81477104 | ORD | 150,000 | $12,638,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 22,200 | $12,457,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 700,000 | $11,515,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 270,015 | $11,279,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 133,200 | $11,070,000 | thousands by filing date | |
| RITE AID CORP | 767754BU7 | CNV | 5,000,000 | $10,353,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 243,551 | $9,891,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 186,851 | $9,737,000 | thousands by filing date | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 162,867 | $9,695,000 | thousands by filing date | |
| Walter Energy Inc | 93317Q105 | COM | 562,500 | $9,355,000 | thousands by filing date | put |
| Lineage, Inc. | 536020100 | COM | 300,000 | $9,237,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 180,200 | $9,145,000 | thousands by filing date | |
| SUNEDISON INC | 86732Y109 | COM | 700,000 | $9,135,000 | thousands by filing date | put |
| HESS CORP | 42809H107 | COM | 105,100 | $8,723,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 128,932 | $8,617,000 | thousands by filing date | |
| ENERGY XXI (BERMUDA) LTD | G10082140 | USD UNRS SHS | 315,246 | $8,531,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 67,240 | $8,399,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 203,900 | $7,903,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 45,099 | $7,569,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 195,900 | $6,927,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AC3 | DBCV 4.750% 4/1 | 5,500,000 | $6,637,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 200,000 | $6,586,000 | thousands by filing date | put |
| BILL BARRETT CORP | 06846N104 | COMMON STOCK | 235,000 | $6,293,000 | thousands by filing date | |
| MANNKIND CORP | 56400PAC6 | BOND | 5,980,000 | $6,259,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 137,000 | $5,628,000 | thousands by filing date | |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 190,000 | $5,485,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 81,500 | $5,271,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 57,286 | $5,255,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 132,130 | $4,987,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AA0 | NOTE 4.000% 2/1 | 4,500,000 | $4,706,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 99,709 | $4,683,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 54,437 | $4,678,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 72,459 | $4,483,000 | thousands by filing date | |
| QUICKSILVER RESOURCES INC. | 74837R104 | COMMON STOCK | 1,342,551 | $4,122,000 | thousands by filing date | |
| GOODRICH PETROLEUM CORP | 382410AC2 | NOTE | 4,000,000 | $4,065,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 186,782 | $3,945,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 218,300 | $3,940,000 | thousands by filing date | |
| INTEROIL CORP | 460951AC0 | NOTE 2.750%11/1 | 4,000,000 | $3,751,000 | thousands by filing date | |
| ALLIED NEVADA GOLD CORP | 019344100 | COM | 992,000 | $3,522,000 | thousands by filing date | put |
| KODIAK OIL & GAS CORP | 50015Q100 | COM | 310,000 | $3,475,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 30,515 | $3,201,000 | thousands by filing date | |
| DENDREON CORP | 24823QAC1 | CORPORATE OBLIG | 5,000,000 | $3,195,000 | thousands by filing date | |
| EXCO RESOURCES INC | 269279402 | COMMON STOCK | 525,000 | $2,788,000 | thousands by filing date | put |
| TECHNIPFMC PLC | 30249U101 | COM | 50,000 | $2,611,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,100 | $2,362,000 | thousands by filing date | |
| NII HOLDINGS INC | 62913F201 | COMMON STOCK | 838,800 | $2,307,000 | thousands by filing date | put |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 50,000 | $2,263,000 | thousands by filing date | |
| ALCATEL-LUCENT | 013904305 | SPONSORED ADR | 497,000 | $2,187,000 | thousands by filing date | |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 463,096 | $2,061,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 60,000 | $2,047,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 40,000 | $2,034,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 16,000 | $1,953,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 66,700 | $1,775,000 | thousands by filing date | |
| ORANGE SPONSORED ADR | 684060106 | SPONSORED ADR | 140,000 | $1,729,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 35,000 | $1,723,000 | thousands by filing date | |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 350,000 | $1,558,000 | thousands by filing date | put |
| KIRBY CORP | 497266106 | COM | 15,100 | $1,499,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 43,700 | $1,479,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 420,000 | $1,399,000 | thousands by filing date | put |
| SILVER STD RES INC | 82823L106 | COM | 200,000 | $1,392,000 | thousands by filing date | put |
| GOODRICH PETE CORP | 382410405 | COM NEW | 50,095 | $853,000 | thousands by filing date | |
| LIFE TECHNOLOGIES CORP | 53217V109 | COM | 10,700 | $811,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 19,600 | $801,000 | thousands by filing date | |
| DENDREON CORP | 24823Q107 | COM | 250,000 | $748,000 | thousands by filing date | put |
| ISHARES TR | 464288752 | US HOME CONS ETF | 25,000 | $621,000 | thousands by filing date | |
| DRESSER-RAND GROUP INC | 261608103 | COM | 10,000 | $596,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 1,200 | $574,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 500 | $513,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 400 | $465,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 19,500 | $367,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 6,100 | $367,000 | thousands by filing date | |
| TRW AUTOMOTIVE HLDGS CORP | 87264S106 | COM | 4,800 | $357,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 4,800 | $352,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 6,000 | $351,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 12,700 | $349,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 3,500 | $323,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 7,000 | $318,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 6,800 | $302,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 2,000 | $298,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 7,300 | $295,000 | thousands by filing date | |
| HARMAN INTL INDS INC | 413086109 | COM | 3,600 | $295,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 3,400 | $260,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 4,600 | $257,000 | thousands by filing date | |
| WORKDAY INC CL A | 98138H101 | Stock | 3,000 | $249,000 | thousands by filing date | |
| TRIPADVISOR INC | 896945201 | COM | 3,000 | $248,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 2,900 | $239,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 4,700 | $233,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 10,100 | $230,000 | thousands by filing date | |
| TENNECO INC | 880349105 | COM | 4,000 | $226,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 1,400 | $220,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-006668 | this filing | 2014-02-13 | acceptance time not in the bulk data set |