Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $2,036,568 (100.0% shares, 0.0% debt)

Holdings (106)

SPY SPDR S&P 500 ETF TR 20.3%
Value ($000) $412,860 Shares 2,000,000 Est. Cost $205.22 Unrealized
BAC BANK AMER CORP 5.8%
Value ($000) $119,074 Shares 7,737,100 Est. Cost $11.82 Unrealized +8.0%
EEM ISHARES TR 5.5%
Value ($000) $112,299 Shares 2,798,400 Est. Cost $40.13 Unrealized
EEM ISHARES TR 3.1%
Value ($000) $63,329 Shares 1,578,096 Est. Cost $40.13 Unrealized
VIPS VIPSHOP HLDGS LTD 3.0%
Value ($000) $61,412 Shares 2,086,000 Est. Cost Unrealized
SUNEDISON INC 2.7%
Value ($000) $55,879 Shares 32,500,000 Est. Cost $1.72 Unrealized
VIPSHOP HLDGS LTD 2.7%
Value ($000) $54,658 Shares 35,000,000 Est. Cost $1.04 Unrealized
POWERSHARES QQQ TRUST 2.5%
Value ($000) $51,322 Shares 486,001 Est. Cost $105.60 Unrealized
SOLARCITY CORP 1.9%
Value ($000) $38,310 Shares 36,500,000 Est. Cost $1.13 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 1.9%
Value ($000) $38,011 Shares 40,000,000 Est. Cost $0.95 Unrealized
YY INC 1.8%
Value ($000) $36,555 Shares 670,000 Est. Cost Unrealized
RADIAN GROUP INC 1.6%
Value ($000) $33,019 Shares 20,600,000 Est. Cost $1.33 Unrealized
C CITIGROUP INC 1.6%
Value ($000) $31,930 Shares 619,765 Est. Cost $36.85 Unrealized +2.9%
RITE AID CORP 1.6%
Value ($000) $31,573 Shares 9,372,000 Est. Cost $2.08 Unrealized
GM GENERAL MTRS CO 1.5%
Value ($000) $30,323 Shares 808,603 Est. Cost $28.15 Unrealized 0.0%
COP CONOCOPHILLIPS 1.4%
Value ($000) $28,077 Shares 450,958 Est. Cost $45.57 Unrealized 0.0%
CONCHO RES INC 1.3%
Value ($000) $27,189 Shares 234,553 Est. Cost $106.32 Unrealized
COBALT INTL ENERGY INC 1.3%
Value ($000) $25,488 Shares 35,000,000 Est. Cost $0.88 Unrealized
HAL HALLIBURTON CO 1.2%
Value ($000) $24,283 Shares 553,392 Est. Cost $33.81 Unrealized 0.0%
CIMAREX ENERGY CO 1.2%
Value ($000) $23,824 Shares 207,000 Est. Cost $115.62 Unrealized
EMB ISHARES 1.2%
Value ($000) $23,545 Shares 210,000 Est. Cost Unrealized
BAKER HUGHES INC 1.1%
Value ($000) $23,322 Shares 366,815 Est. Cost $63.58 Unrealized
RRC RANGE RES CORP 1.1%
Value ($000) $22,898 Shares 440,000 Est. Cost $49.61 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 1.1%
Value ($000) $22,253 Shares 107,799 Est. Cost $205.22 Unrealized
MANNKIND CORP 1.1%
Value ($000) $22,235 Shares 21,500,000 Est. Cost $1.30 Unrealized
SOLARCITY CORP 1.1%
Value ($000) $22,050 Shares 430,000 Est. Cost Unrealized
EOG EOG RES INC 1.1%
Value ($000) $21,531 Shares 234,825 Est. Cost $64.86 Unrealized +2.1%
CTRIP COM INTL LTD 1.0%
Value ($000) $20,920 Shares 20,000,000 Est. Cost $0.97 Unrealized
EQT EQT CORP 1.0%
Value ($000) $20,825 Shares 251,300 Est. Cost $44.24 Unrealized -12.0%
NEWFIELD EXPL CO 1.0%
Value ($000) $19,461 Shares 554,591 Est. Cost $27.23 Unrealized
EWY ISHARES 0.9%
Value ($000) $18,517 Shares 323,489 Est. Cost $56.28 Unrealized
PARSLEY ENERGY INC 0.9%
Value ($000) $18,342 Shares 1,147,826 Est. Cost $17.36 Unrealized
SINA CORP 0.9%
Value ($000) $18,142 Shares 20,000,000 Est. Cost $0.93 Unrealized
CONTINENTAL RESOURCES INC 0.9%
Value ($000) $17,572 Shares 402,373 Est. Cost $43.67 Unrealized
JKS JINKOSOLAR HLDG CO LTD 0.8%
Value ($000) $17,099 Shares 666,900 Est. Cost Unrealized
CANADIAN SOLAR INC 0.8%
Value ($000) $16,692 Shares 16,000,000 Est. Cost $1.04 Unrealized
INTERDIGITAL INC 0.8%
Value ($000) $16,166 Shares 14,976,000 Est. Cost $1.08 Unrealized
AK STL CORP 0.8%
Value ($000) $16,095 Shares 14,500,000 Est. Cost $1.33 Unrealized
FANG DIAMONDBACK ENERGY INC 0.7%
Value ($000) $15,194 Shares 197,741 Est. Cost $47.07 Unrealized +14.0%
QIHOO 360 TECHNOLOGY CO LTD 0.7%
Value ($000) $15,104 Shares 295,000 Est. Cost Unrealized
VLO VALERO ENERGY CORP NEW 0.7%
Value ($000) $14,801 Shares 232,645 Est. Cost $34.46 Unrealized +6.1%
CNQ CANADIAN NAT RES LTD 0.7%
Value ($000) $14,120 Shares 459,769 Est. Cost $9.83 Unrealized -7.8%
STARWOOD PPTY TR INC 0.7%
Value ($000) $13,755 Shares 12,500,000 Est. Cost $1.10 Unrealized
SUNEDISON INC 0.7%
Value ($000) $13,500 Shares 562,500 Est. Cost Unrealized
SU SUNCOR ENERGY INC NEW 0.6%
Value ($000) $13,163 Shares 450,000 Est. Cost $24.38 Unrealized -17.0%
MARATHON OIL CORP 0.6%
Value ($000) $12,071 Shares 462,327 Est. Cost $26.11 Unrealized
GULFPORT ENERGY CORP 0.6%
Value ($000) $11,478 Shares 250,000 Est. Cost $45.91 Unrealized
XLF SELECT SECTOR SPDR TR 0.5%
Value ($000) $10,850 Shares 450,000 Est. Cost $23.87 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.5%
Value ($000) $10,318 Shares 195,500 Est. Cost $48.17 Unrealized 0.0%
BIDU BAIDU INC 0.5%
Value ($000) $9,680 Shares 46,450 Est. Cost $208.40 Unrealized
SUNTRUST BKS INC 0.5%
Value ($000) $9,442 Shares 229,793 Est. Cost $41.09 Unrealized
SUPERIOR ENERGY SVCS INC 0.4%
Value ($000) $9,159 Shares 410,000 Est. Cost $21.25 Unrealized
SOUFUN HLDGS LTD 0.4%
Value ($000) $8,795 Shares 10,000,000 Est. Cost $0.88 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.4%
Value ($000) $8,664 Shares 461,442 Est. Cost $17.15 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.4%
Value ($000) $8,161 Shares 597,900 Est. Cost $13.65 Unrealized
ENCANA CORP 0.4%
Value ($000) $8,108 Shares 727,200 Est. Cost $11.15 Unrealized
URI UNITED RENTALS INC 0.4%
Value ($000) $7,999 Shares 87,751 Est. Cost $87.06 Unrealized 0.0%
GULFPORT ENERGY CORP 0.4%
Value ($000) $7,183 Shares 156,458 Est. Cost $45.91 Unrealized
ISTAR FINL INC 0.4%
Value ($000) $7,159 Shares 6,000,000 Est. Cost $1.19 Unrealized
WALTER INVT MGMT CORP 0.3%
Value ($000) $7,091 Shares 439,100 Est. Cost Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.3%
Value ($000) $7,072 Shares 7,100,000 Est. Cost $1.00 Unrealized
CONSOL ENERGY INC 0.3%
Value ($000) $6,973 Shares 250,000 Est. Cost Unrealized
CARRIZO OIL & GAS INC 0.3%
Value ($000) $6,951 Shares 140,000 Est. Cost $41.60 Unrealized
GILD GILEAD SCIENCES INC 0.3%
Value ($000) $6,849 Shares 69,792 Est. Cost $71.33 Unrealized -1.1%
TRINA SOLAR LIMITED 0.3%
Value ($000) $6,045 Shares 500,000 Est. Cost Unrealized
MICHAEL KORS HLDGS LTD 0.3%
Value ($000) $5,996 Shares 91,193 Est. Cost $69.85 Unrealized
EXELIXIS INC 0.3%
Value ($000) $5,865 Shares 7,715,000 Est. Cost $0.81 Unrealized
MCDERMOTT INTL INC 0.3%
Value ($000) $5,860 Shares 1,526,000 Est. Cost Unrealized
PDC ENERGY INC 0.3%
Value ($000) $5,753 Shares 106,450 Est. Cost $44.26 Unrealized
WMB WILLIAMS COS INC DEL 0.3%
Value ($000) $5,565 Shares 110,000 Est. Cost $27.17 Unrealized -8.2%
KCG HLDGS INC 0.3%
Value ($000) $5,517 Shares 450,000 Est. Cost Unrealized
PRECISION DRILLING CORP 0.3%
Value ($000) $5,468 Shares 862,498 Est. Cost $6.34 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $4,685 Shares 115,250 Est. Cost $38.39 Unrealized -3.0%
SEADRILL LIMITED 0.2%
Value ($000) $4,208 Shares 450,000 Est. Cost Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.2%
Value ($000) $4,065 Shares 46,294 Est. Cost $47.78 Unrealized -2.2%
SINA CORP 0.2%
Value ($000) $4,020 Shares 125,000 Est. Cost Unrealized
INTEROIL CORP 0.2%
Value ($000) $4,000 Shares 4,000,000 Est. Cost $0.94 Unrealized
CRESCENT PT ENERGY CORP 0.2%
Value ($000) $3,468 Shares 122,800 Est. Cost $28.24 Unrealized
MRC GLOBAL INC 0.1%
Value ($000) $3,022 Shares 255,000 Est. Cost $12.50 Unrealized
RES RPC INC 0.1%
Value ($000) $2,981 Shares 232,714 Est. Cost $10.82 Unrealized 0.0%
QUIKSILVER INC 0.1%
Value ($000) $2,960 Shares 1,600,000 Est. Cost Unrealized
CME CME GROUP INC 0.1%
Value ($000) $2,841 Shares 30,000 Est. Cost $39.16 Unrealized +55.4%
MEMORIAL RESOURCE DEV CORP 0.1%
Value ($000) $2,661 Shares 150,000 Est. Cost $17.74 Unrealized
BP BP PLC 0.1%
Value ($000) $2,542 Shares 65,000 Est. Cost $39.11 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $2,307 Shares 47,431 Est. Cost $26.23 Unrealized +5.3%
HORSEHEAD HLDG CORP 0.1%
Value ($000) $2,026 Shares 160,000 Est. Cost Unrealized
GENERAL ELECTRIC CO 0.1%
Value ($000) $2,020 Shares 81,400 Est. Cost $24.82 Unrealized
PEABODY ENERGY CORP 0.1%
Value ($000) $1,968 Shares 400,000 Est. Cost Unrealized
COBALT INTL ENERGY INC 0.1%
Value ($000) $1,882 Shares 200,000 Est. Cost $8.89 Unrealized
MARKET VECTORS ETF TR 0.1%
Value ($000) $1,875 Shares 102,790 Est. Cost $18.24 Unrealized
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $1,820 Shares 67,098 Est. Cost $29.16 Unrealized 0.0%
FRANKS INTL N V 0.1%
Value ($000) $1,590 Shares 85,000 Est. Cost $16.63 Unrealized
YAHOO INC 0.1%
Value ($000) $1,584 Shares 35,650 Est. Cost $35.13 Unrealized
DAL DELTA AIR LINES INC DEL 0.1%
Value ($000) $1,472 Shares 32,735 Est. Cost $40.65 Unrealized 0.0%
GOOGLE INC 0.1%
Value ($000) $1,201 Shares 2,165 Est. Cost $554.73 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.1%
Value ($000) $1,089 Shares 155,800 Est. Cost Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $1,074 Shares 30,100 Est. Cost $26.67 Unrealized 0.0%
HUN HUNTSMAN CORP 0.0%
Value ($000) $923 Shares 41,615 Est. Cost $26.18 Unrealized -14.7%
ENERGY XXI BERMUDA LTD 0.0%
Value ($000) $872 Shares 3,000,000 Est. Cost $0.29 Unrealized
UNITED STATES OIL FUND LP 0.0%
Value ($000) $842 Shares 50,000 Est. Cost $16.84 Unrealized
META FACEBOOK INC 0.0%
Value ($000) $830 Shares 10,100 Est. Cost $77.80 Unrealized 0.0%
FXCM INC 0.0%
Value ($000) $775 Shares 1,000,000 Est. Cost $0.78 Unrealized
AMGN AMGEN INC 0.0%
Value ($000) $743 Shares 4,650 Est. Cost $115.04 Unrealized 0.0%
EFA ISHARES TR 0.0%
Value ($000) $594 Shares 9,250 Est. Cost $64.22 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $498 Shares 3,450 Est. Cost $132.40 Unrealized +11.1%
WALTER ENERGY INC 0.0%
Value ($000) $341 Shares 550,000 Est. Cost Unrealized