13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2014-03-31, filed 2014-05-14, with 110 holding rows worth $1,830,104,000.
- Accession
- 0001140361-14-020884
- Filer
- CIK 1315421
- Filed
- 2014-05-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2014
A holdings report, 115 entries on the cover page, a total value of $1,830,104,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,830,104,000 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 1,350,000 | $252,504,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 500,000 | $93,520,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 398,568 | $74,548,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 1,561,515 | $55,465,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 542,835 | $52,639,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,255,000 | $51,442,000 | thousands by filing date | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,000,000 | $45,020,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 500,000 | $43,840,000 | thousands by filing date | put |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 46,000,000 | $43,378,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 689,525 | $40,606,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 1,219,459 | $38,242,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 185,067 | $36,305,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 875,144 | $35,872,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 27,000,000 | $34,802,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 975,842 | $34,115,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 378,776 | $33,688,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 370,811 | $31,430,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 257,365 | $30,655,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 30,000,000 | $30,544,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 467,821 | $28,771,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 188,500 | $28,143,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 792,300 | $27,271,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 569,583 | $27,095,000 | thousands by filing date | |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 17,600,000 | $26,976,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 289,777 | $25,808,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 304,470 | $25,256,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 585,000 | $22,446,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 651,369 | $21,541,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 1,240,686 | $21,340,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 14,000,000 | $21,245,000 | thousands by filing date | |
| DRYSHIPS INC. | 262498AB4 | NOTE 5.000%12/0 | 20,000,000 | $19,805,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 1,120,000 | $19,130,000 | thousands by filing date | put |
| HESS CORP | 42809H107 | COM | 228,785 | $18,962,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 278,458 | $17,807,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 11,500,000 | $17,612,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 240,735 | $17,136,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 500,000 | $16,536,000 | thousands by filing date | call |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 1,123,812 | $16,430,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 29,700 | $15,941,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 250,000 | $15,655,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 600,000 | $13,404,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 382,031 | $12,943,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 700,000 | $12,824,000 | thousands by filing date | put |
| RITE AID CORP | 767754BU7 | CNV | 5,000,000 | $12,593,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 191,009 | $12,530,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 960,700 | $11,500,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 153,281 | $10,636,000 | thousands by filing date | |
| SINA CORP | G81477104 | ORD | 170,000 | $10,270,000 | thousands by filing date | put |
| PDC ENERGY INC | 69327R101 | COM | 159,868 | $9,953,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 302,100 | $9,679,000 | thousands by filing date | put |
| MANNKIND CORP | 56400PAC6 | BOND | 10,000,000 | $9,499,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 93,571 | $9,474,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 198,945 | $9,470,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | H27013103 | COMMON STOCK-FO | 526,763 | $9,145,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 467,352 | $8,562,000 | thousands by filing date | |
| Lineage, Inc. | 536020100 | COM | 300,000 | $8,496,000 | thousands by filing date | put |
| BARRICK GOLD CORP | 067901108 | COM | 455,859 | $8,128,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 117,332 | $7,898,000 | thousands by filing date | |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 5,000,000 | $7,604,000 | thousands by filing date | |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 30,000 | $7,517,000 | thousands by filing date | |
| ATHLON ENERGY INC | 047477104 | COM | 205,106 | $7,271,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 294,700 | $6,955,000 | thousands by filing date | call |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 307,733 | $6,084,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 6,000,000 | $5,396,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 250,000 | $5,345,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 226,192 | $5,338,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAH5 | NOTE 2.250% 3/3 | 5,000,000 | $5,088,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AA0 | NOTE 4.000% 2/1 | 4,500,000 | $4,817,000 | thousands by filing date | |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 62,700 | $4,788,000 | thousands by filing date | put |
| PENN VIRGINIA CORP | 707882106 | COMMON STOCK | 268,200 | $4,691,000 | thousands by filing date | |
| GOODRICH PETROLEUM CORP | 382410AC2 | NOTE | 4,000,000 | $4,087,000 | thousands by filing date | |
| INTEROIL CORP | 460951AC0 | NOTE 2.750%11/1 | 4,000,000 | $4,022,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 95,000 | $3,795,000 | thousands by filing date | |
| Walter Energy Inc | 93317Q105 | COM | 500,000 | $3,780,000 | thousands by filing date | put |
| ALLIED NEVADA GOLD CORP | 019344100 | COM | 867,000 | $3,737,000 | thousands by filing date | put |
| DENDREON CORP | 24823QAC1 | CORPORATE OBLIG | 5,000,000 | $3,662,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 150,000 | $3,081,000 | thousands by filing date | put |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 88,543 | $2,982,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 100,000 | $2,944,000 | thousands by filing date | |
| KODIAK OIL & GAS CORP | 50015Q100 | COM | 236,700 | $2,874,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 800,000 | $2,816,000 | thousands by filing date | put |
| QUICKSILVER RESOURCES INC. | 74837R104 | COMMON STOCK | 958,551 | $2,521,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,400 | $2,250,000 | thousands by filing date | |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 50,000 | $2,072,000 | thousands by filing date | |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 28,500 | $1,950,000 | thousands by filing date | put |
| CALPINE CORP | 131347304 | COM | 90,000 | $1,882,000 | thousands by filing date | |
| ORANGE SPONSORED ADR | 684060106 | SPONSORED ADR | 127,321 | $1,870,000 | thousands by filing date | |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 350,000 | $1,687,000 | thousands by filing date | put |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 333,096 | $1,606,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 25,339 | $1,337,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 44,528 | $1,286,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 10,300 | $985,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 10,300 | $730,000 | thousands by filing date | |
| VERSO PAPER CORP | 92531L108 | COM | 250,000 | $723,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 10,000 | $358,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 6,600 | $330,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 25,000 | $329,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 3,020 | $294,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 1,850 | $269,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 2,000 | $247,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 3,000 | $242,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 3,700 | $229,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 4,200 | $222,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 5,000 | $219,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 2,800 | $218,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 8,000 | $216,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 1,700 | $212,000 | thousands by filing date | |
| TELEFONICA BRASIL SA FSPONSORED ADR 1 ADR REPS 2 ORD SHS | 87936R106 | COM | 10,000 | $212,000 | thousands by filing date | |
| DIRECTV | 25490A309 | COM | 2,700 | $206,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 7,000 | $203,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-020884 | this filing | 2014-05-14 | acceptance time not in the bulk data set |