13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2014-09-30, filed 2014-11-14, with 137 holding rows worth $2,266,141,000.
- Accession
- 0001140361-14-041712
- Filer
- CIK 1315421
- Filed
- 2014-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2014
A holdings report, 160 entries on the cover page, a total value of $2,266,141,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,266,141,000 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 | 1,868,000 | $368,033,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 8,069,700 | $335,377,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 1,000,000 | $98,790,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,503,247 | $62,475,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 894,739 | $57,720,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 60,000,000 | $49,706,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 2,554,300 | $43,551,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 450,000 | $42,102,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 373,134 | $40,802,000 | thousands by filing date | |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 520,000 | $38,943,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 2,157,634 | $36,788,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 390,100 | $35,710,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 30,000,000 | $35,537,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 632,471 | $32,775,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 26,000,000 | $31,093,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 970,000 | $30,982,000 | thousands by filing date | call |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 300,999 | $30,533,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 300,000 | $28,068,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,108,500 | $25,684,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 615,000 | $25,559,000 | thousands by filing date | put |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 17,600,000 | $25,194,000 | thousands by filing date | |
| MANNKIND CORP | 56400PAC6 | BOND | 21,500,000 | $24,266,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 398,444 | $19,918,000 | thousands by filing date | |
| DRYSHIPS INC. | 262498AB4 | NOTE 5.000%12/0 | 20,000,000 | $19,784,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 290,500 | $19,600,000 | thousands by filing date | put |
| HESS CORP | 42809H107 | COM | 207,690 | $19,589,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 706,000 | $19,408,000 | thousands by filing date | put |
| YAHOO INC | 984332106 | COM | 473,850 | $19,309,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 512,535 | $19,000,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 448,400 | $18,273,000 | thousands by filing date | call |
| RITE AID CORP | 767754BU7 | CNV | 9,372,000 | $18,248,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 139,171 | $17,609,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 373,713 | $14,515,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 275,100 | $14,256,000 | thousands by filing date | call |
| SINA CORP | G81477104 | ORD | 343,900 | $14,148,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 428,894 | $13,699,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 372,054 | $13,450,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 624,500 | $13,246,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 640,348 | $13,140,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 128,972 | $12,771,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 7,500,000 | $12,721,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 140,000 | $12,687,000 | thousands by filing date | put |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 14,412,000 | $12,023,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 793,738 | $11,636,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 500,000 | $11,585,000 | thousands by filing date | call |
| COBALT INTL ENERGY INC | 19075F106 | COM | 850,000 | $11,560,000 | thousands by filing date | put |
| WALTER INVT MGMT CORP | 93317W102 | COM | 522,800 | $11,475,000 | thousands by filing date | put |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 908,900 | $10,971,000 | thousands by filing date | put |
| CORNING INC | 219350105 | COM | 565,000 | $10,927,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 7,000,000 | $10,681,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 162,825 | $10,593,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 397,684 | $10,336,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 273,841 | $10,294,000 | thousands by filing date | |
| ALLIED NEVADA GOLD CORP | 019344100 | COM | 3,059,400 | $10,127,000 | thousands by filing date | put |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 864,347 | $9,326,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 281,100 | $9,189,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 890,000 | $8,936,000 | thousands by filing date | put |
| E HOUSE CHINA HLDGS LTD | 26852W103 | ADR | 917,100 | $8,731,000 | thousands by filing date | put |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 114,473 | $8,715,000 | thousands by filing date | |
| ATWOOD OCEANICS INC | 050095108 | COM | 192,991 | $8,432,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 1,450,000 | $8,294,000 | thousands by filing date | put |
| SOLARCITY CORP | 83416T100 | COM | 138,800 | $8,272,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 75,700 | $8,059,000 | thousands by filing date | call |
| BILL BARRETT CORP | 06846N104 | COMMON STOCK | 363,171 | $8,004,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 38,024 | $7,491,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 224,700 | $7,309,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 721,100 | $7,168,000 | thousands by filing date | |
| PENN VIRGINIA CORP | 707882106 | COMMON STOCK | 557,609 | $7,087,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 70,000 | $6,931,000 | thousands by filing date | put |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 91,736 | $6,860,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 452,655 | $6,437,000 | thousands by filing date | |
| Lineage, Inc. | 536020100 | COM | 210,000 | $6,329,000 | thousands by filing date | put |
| TECHNIPFMC PLC | 30249U101 | COM | 110,900 | $6,023,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 121,400 | $5,796,000 | thousands by filing date | |
| ATHLON ENERGY INC | 047477104 | COM | 94,302 | $5,491,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 42,964 | $5,387,000 | thousands by filing date | |
| AXIALL CORP | 05463D100 | COM | 146,599 | $5,250,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 124,336 | $5,221,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAH5 | NOTE 2.250% 3/3 | 5,000,000 | $5,033,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 400,000 | $5,032,000 | thousands by filing date | put |
| COEUR MNG INC COM NEW | 192108504 | Stock | 1,000,000 | $4,960,000 | thousands by filing date | put |
| ZILLOW INC | 98954A107 | COMMON STOCK | 40,000 | $4,640,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AA0 | NOTE 4.000% 2/1 | 4,500,000 | $4,635,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375N103 | COM | 536,800 | $4,568,000 | thousands by filing date | put |
| PARSLEY ENERGY INC | 701877102 | CL A | 197,500 | $4,213,000 | thousands by filing date | |
| INTEROIL CORP | 460951AC0 | NOTE 2.750%11/1 | 4,000,000 | $4,057,000 | thousands by filing date | |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 580,200 | $4,044,000 | thousands by filing date | put |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 1,900,000 | $4,028,000 | thousands by filing date | put |
| SEADRILL ORD | G7945E105 | COM | 150,000 | $4,014,000 | thousands by filing date | put |
| iShares MSCI Mexico ETF | 464286822 | SHS | 55,000 | $3,780,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 48,214 | $3,689,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 300,000 | $3,600,000 | thousands by filing date | put |
| ALPHA NATURAL RESOURCES INC | 02076X102 | COM | 1,450,000 | $3,596,000 | thousands by filing date | put |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 360,000 | $3,586,000 | thousands by filing date | put |
| IAMGOLD CORP COM | 450913108 | Stock | 1,250,000 | $3,450,000 | thousands by filing date | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 56,019 | $3,390,000 | thousands by filing date | |
| GOOGLE INC | 38259P706 | CL C | 5,500 | $3,175,000 | thousands by filing date | |
| QUIKSILVER INC | 74838C106 | COM | 1,600,000 | $2,752,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 35,200 | $2,647,000 | thousands by filing date | |
| PEABODY ENERGY CORP | 704549104 | COM | 200,000 | $2,476,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 33,200 | $2,454,000 | thousands by filing date | |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 90,000 | $2,440,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,300 | $2,423,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 12,200 | $2,375,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 22,500 | $2,212,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 40,700 | $2,199,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 17,100 | $2,143,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 14,200 | $1,962,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 35,000 | $1,881,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 18,600 | $1,790,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 3,000,000 | $1,770,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 27,500 | $1,719,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 48,200 | $1,633,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 14,000 | $1,502,000 | thousands by filing date | |
| CLAYMORE GUGGENHEIM | 18383Q739 | GUGGENHEIM SOLAR | 36,000 | $1,463,000 | thousands by filing date | |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 142,500 | $1,418,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 23,400 | $1,325,000 | thousands by filing date | |
| EPAM SYS INC COM | 29414B104 | Stock | 30,000 | $1,314,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 100,000 | $1,304,000 | thousands by filing date | |
| RICE ENERGY INC | 762760106 | COM | 48,423 | $1,288,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753109 | COM | 1,000,000 | $1,190,000 | thousands by filing date | put |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 5,000 | $1,091,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 22,300 | $998,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 20,000 | $952,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 37,140 | $940,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 15,700 | $936,000 | thousands by filing date | |
| EMBRAER S.A. | 29082A107 | SPONSORED ADS | 22,000 | $863,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 50,000 | $710,000 | thousands by filing date | |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS | 344419106 | ADR | 6,550 | $603,000 | thousands by filing date | |
| BRF SA | 10552T107 | SPONSORED ADR | 25,000 | $595,000 | thousands by filing date | |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 86,000 | $563,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 50,000 | $551,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 8,950 | $521,000 | thousands by filing date | |
| DIAGEO PLC SPON ADR NEW | 25243Q205 | ADR | 4,300 | $496,000 | thousands by filing date | |
| COMPANHIA BRASILEIRA DE DIST | 20440T201 | SPN ADR PFD CL A | 9,500 | $414,000 | thousands by filing date | |
| QUICKSILVER RESOURCES INC. | 74837R104 | COMMON STOCK | 618,551 | $373,000 | thousands by filing date | |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 170,000 | $360,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-041712 | this filing | 2014-11-14 | acceptance time not in the bulk data set |