13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2014-12-31, filed 2015-02-18, with 145 holding rows worth $2,343,150,000.
- Accession
- 0001140361-15-007688
- Filer
- CIK 1315421
- Filed
- 2015-02-18
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2014
A holdings report, 168 entries on the cover page, a total value of $2,343,150,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,343,150,000 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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 10,157,300 | $399,080,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 1,309,595 | $269,122,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,800,000 | $215,406,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 932,600 | $111,604,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 1,020,000 | $105,315,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 418,800 | $50,118,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 1,289,300 | $45,010,000 | thousands by filing date | call |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 35,000,000 | $42,012,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 2,079,200 | $40,628,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 2,200,000 | $39,358,000 | thousands by filing date | call |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 20,600,000 | $33,346,000 | thousands by filing date | |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 520,000 | $32,417,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 390,000 | $30,872,000 | thousands by filing date | call |
| RITE AID CORP | 767754BU7 | CNV | 9,372,000 | $27,684,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 842,949 | $26,789,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 341,113 | $25,822,000 | thousands by filing date | |
| MANNKIND CORP | 56400PAC6 | BOND | 21,500,000 | $23,400,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 448,400 | $22,650,000 | thousands by filing date | call |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 35,000,000 | $22,196,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 190,000 | $20,845,000 | thousands by filing date | put |
| Concho Resources Inc. | 20605P101 | COM | 207,384 | $20,687,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 500,000 | $19,645,000 | thousands by filing date | put |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 20,000,000 | $19,496,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 20,000,000 | $18,513,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 297,659 | $18,220,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 220,200 | $17,750,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 704,800 | $17,429,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 316,972 | $17,151,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 295,000 | $16,892,000 | thousands by filing date | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 297,962 | $16,477,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 197,000 | $15,640,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 280,000 | $14,974,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 275,100 | $14,886,000 | thousands by filing date | call |
| Bank of America Corp | 060505104 | COM | 830,000 | $14,849,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 666,900 | $13,145,000 | thousands by filing date | put |
| PARSLEY ENERGY INC | 701877102 | CL A | 811,833 | $12,957,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 150,212 | $12,830,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 11,500,000 | $12,587,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 195,007 | $11,658,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 428,259 | $11,614,000 | thousands by filing date | |
| CARRIZO OIL & GAS INC | 144577103 | COM | 273,395 | $11,373,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 579,177 | $11,334,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 1,217,000 | $11,269,000 | thousands by filing date | put |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 220,000 | $10,989,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 300,000 | $10,971,000 | thousands by filing date | put |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 14,412,000 | $10,893,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 250,000 | $10,435,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 250,000 | $10,405,000 | thousands by filing date | call |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 7,500,000 | $10,028,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 66,951 | $9,966,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 403,500 | $9,761,000 | thousands by filing date | put |
| SINA CORP | G81477104 | ORD | 250,000 | $9,353,000 | thousands by filing date | put |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 10,000,000 | $8,840,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 189,100 | $8,498,000 | thousands by filing date | |
| WALTER INVT MGMT CORP | 93317W102 | COM | 500,000 | $8,255,000 | thousands by filing date | put |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 172,600 | $7,853,000 | thousands by filing date | put |
| E HOUSE CHINA HLDGS LTD | 26852W103 | ADR | 1,083,200 | $7,842,000 | thousands by filing date | put |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 247,128 | $7,631,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 7,500,000 | $7,622,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 850,000 | $7,557,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 75,700 | $7,136,000 | thousands by filing date | call |
| RICE ENERGY INC | 762760106 | COM | 301,718 | $6,327,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 67,374 | $6,203,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375N103 | COM | 595,000 | $5,944,000 | thousands by filing date | put |
| Lineage, Inc. | 536020100 | COM | 585,000 | $5,926,000 | thousands by filing date | put |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 70,000 | $5,775,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 110,900 | $5,188,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 1,776,000 | $5,168,000 | thousands by filing date | put |
| WEBMD HEALTH CORP | 94770VAH5 | NOTE 2.250% 3/3 | 5,000,000 | $5,035,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 46,940 | $4,976,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 96,439 | $4,774,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 563,500 | $4,727,000 | thousands by filing date | put |
| TECHNIPFMC PLC | 30249U101 | COM | 99,288 | $4,651,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AA0 | NOTE 4.000% 2/1 | 4,500,000 | $4,605,000 | thousands by filing date | |
| GOOGLE INC | 38259P706 | CL C | 8,500 | $4,474,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 404,133 | $4,344,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 95,000 | $4,272,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 204,621 | $4,123,000 | thousands by filing date | |
| INTEROIL CORP | 460951AC0 | NOTE 2.750%11/1 | 4,000,000 | $3,988,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 41,742 | $3,935,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 45,000 | $3,844,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 128,870 | $3,816,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 185,000 | $3,741,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 150,000 | $3,726,000 | thousands by filing date | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 65,000 | $3,641,000 | thousands by filing date | |
| QUIKSILVER INC | 74838C106 | COM | 1,600,000 | $3,536,000 | thousands by filing date | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 31,300 | $3,480,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 60,000 | $3,451,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 40,000 | $3,446,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 190,000 | $3,403,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 81,555 | $3,366,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 90,000 | $3,269,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 307,086 | $3,178,000 | thousands by filing date | |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 40,000 | $3,004,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 79,409 | $3,000,000 | thousands by filing date | |
| STARZ | 85571Q102 | COM SER A | 100,000 | $2,970,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 15,000 | $2,889,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 40,000 | $2,888,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 50,000 | $2,840,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 20,000 | $2,835,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 550,000 | $2,811,000 | thousands by filing date | put |
| TIFFANY & CO NEW | 886547108 | COM | 25,000 | $2,672,000 | thousands by filing date | |
| MCGRAW HILL FINL INC | 580645109 | COM | 30,000 | $2,669,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $2,660,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 52,000 | $2,627,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 10,000 | $2,622,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 25,000 | $2,614,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 26,000 | $2,614,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 17,000 | $2,553,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 12,000 | $2,491,000 | thousands by filing date | |
| ALLIED NEVADA GOLD CORP | 019344100 | COM | 2,846,400 | $2,476,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 100,000 | $2,473,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 21,500 | $2,473,000 | thousands by filing date | |
| EXPRO GROUP HOLDINGS NV COM | N33462107 | Stock | 145,000 | $2,411,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 75,000 | $2,363,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 93,200 | $2,343,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 50,000 | $2,323,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 170,000 | $2,315,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 30,000 | $2,267,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 66,300 | $2,258,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 20,000 | $2,237,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 200,000 | $2,196,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 240,000 | $2,134,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 10,000 | $2,125,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 20,000 | $2,079,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 30,000 | $1,977,000 | thousands by filing date | |
| ALLEGION PLC | G0176J109 | ORD SHS | 32,000 | $1,775,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 3,000,000 | $1,721,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 30,000 | $1,684,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 284,847 | $1,609,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 30,000 | $1,580,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 30,000 | $1,536,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 30,000 | $1,427,000 | thousands by filing date | |
| AUTOLIV INC | 052800109 | COM | 13,000 | $1,380,000 | thousands by filing date | |
| Walter Energy Inc | 93317Q105 | COM | 963,700 | $1,330,000 | thousands by filing date | put |
| BORGWARNER INC COM | 099724106 | Stock | 20,000 | $1,099,000 | thousands by filing date | |
| SOUFUN HOLDINGS LTD | 836034108 | COMMON STOCK-FO | 145,000 | $1,072,000 | thousands by filing date | put |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 20,500 | $981,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 41,615 | $948,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 50,000 | $758,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 27,754 | $647,000 | thousands by filing date | |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 40,000 | $585,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 11,500 | $291,000 | thousands by filing date | |
| ENERGY XXI (BERMUDA) LTD | G10082140 | USD UNRS SHS | 22,500 | $73,000 | thousands by filing date | |
| QUICKSILVER RESOURCES INC. | 74837R104 | COMMON STOCK | 139,719 | $28,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-007688 | this filing | 2015-02-18 | acceptance time not in the bulk data set |