Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $932,915 (100.0% shares, 0.0% debt)

Holdings (105)

XLE SELECT SECTOR SPDR TR 7.4%
Value ($000) $69,210 Shares 1,117,733 Est. Cost $61.92 Unrealized
XLF SELECT SECTOR SPDR TR 6.0%
Value ($000) $56,275 Shares 2,500,000 Est. Cost $22.51 Unrealized
JKS JINKOSOLAR HLDG CO LTD 4.2%
Value ($000) $39,627 Shares 1,895,100 Est. Cost Unrealized
STARWOOD PPTY TR INC 3.9%
Value ($000) $36,225 Shares 36,000,000 Est. Cost $1.06 Unrealized
STARWOOD WAYPOINT RESIDENTL 3.8%
Value ($000) $35,056 Shares 34,005,000 Est. Cost $1.00 Unrealized
YY INC 3.3%
Value ($000) $30,419 Shares 31,200,000 Est. Cost $0.94 Unrealized
VIPSHOP HLDGS LTD 3.3%
Value ($000) $30,402 Shares 30,250,000 Est. Cost $1.05 Unrealized
YY INC 3.3%
Value ($000) $30,370 Shares 493,100 Est. Cost Unrealized
EWY ISHARES 2.8%
Value ($000) $26,574 Shares 503,100 Est. Cost $54.32 Unrealized
COP CONOCOPHILLIPS 2.7%
Value ($000) $25,156 Shares 624,672 Est. Cost $28.10 Unrealized 0.0%
TESLA MTRS INC 2.7%
Value ($000) $25,011 Shares 27,500,000 Est. Cost $0.91 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 2.7%
Value ($000) $24,865 Shares 25,000,000 Est. Cost $0.95 Unrealized
TRINA SOLAR LIMITED 2.4%
Value ($000) $22,214 Shares 23,950,000 Est. Cost $1.02 Unrealized
ROYAL DUTCH SHELL PLC 2.3%
Value ($000) $21,310 Shares 439,840 Est. Cost $48.45 Unrealized
SOUFUN HLDGS LTD 2.0%
Value ($000) $19,033 Shares 19,500,000 Est. Cost $0.92 Unrealized
PARSLEY ENERGY INC 1.8%
Value ($000) $17,049 Shares 754,397 Est. Cost $22.60 Unrealized
ISTAR INC 1.8%
Value ($000) $16,982 Shares 16,500,000 Est. Cost $1.13 Unrealized
NOBLE ENERGY INC 1.6%
Value ($000) $14,828 Shares 472,093 Est. Cost $31.41 Unrealized
TSLA TESLA MTRS INC 1.6%
Value ($000) $14,590 Shares 63,500 Est. Cost Unrealized
EXELIXIS INC 1.4%
Value ($000) $13,136 Shares 13,215,000 Est. Cost $0.97 Unrealized
NQ MOBILE INC 1.3%
Value ($000) $12,462 Shares 2,720,900 Est. Cost Unrealized
HESS CORP 1.3%
Value ($000) $12,373 Shares 235,000 Est. Cost $52.65 Unrealized
SOLARCITY CORP 1.3%
Value ($000) $12,122 Shares 17,500,000 Est. Cost $1.13 Unrealized
FMC TECHNOLOGIES INC 1.3%
Value ($000) $12,112 Shares 442,673 Est. Cost $27.36 Unrealized
TRULIA INC 1.3%
Value ($000) $11,781 Shares 10,000,000 Est. Cost $1.29 Unrealized
GLD SPDR GOLD TRUST 1.3%
Value ($000) $11,760 Shares 100,000 Est. Cost Unrealized
QEP RES INC 1.2%
Value ($000) $11,287 Shares 799,925 Est. Cost $14.11 Unrealized
AK STL CORP 1.2%
Value ($000) $10,888 Shares 12,000,000 Est. Cost $1.30 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.1%
Value ($000) $10,341 Shares 151,116 Est. Cost $50.37 Unrealized 0.0%
STARWOOD PPTY TR INC 1.1%
Value ($000) $9,896 Shares 10,000,000 Est. Cost $0.99 Unrealized
APACHE CORP 1.0%
Value ($000) $9,762 Shares 200,000 Est. Cost Unrealized
DIAMOND OFFSHORE DRILLING IN 1.0%
Value ($000) $9,548 Shares 439,414 Est. Cost $21.73 Unrealized
ICONIX BRAND GROUP INC 1.0%
Value ($000) $9,348 Shares 1,161,200 Est. Cost Unrealized
ENERGEN CORP 1.0%
Value ($000) $9,287 Shares 253,821 Est. Cost $36.59 Unrealized
COBALT INTL ENERGY INC 1.0%
Value ($000) $9,104 Shares 18,000,000 Est. Cost $0.88 Unrealized
CIMAREX ENERGY CO 1.0%
Value ($000) $8,898 Shares 91,476 Est. Cost $97.27 Unrealized
NORTEL NETWORKS CORP NEW 0.9%
Value ($000) $8,483 Shares 10,000,000 Est. Cost $0.85 Unrealized
GULFPORT ENERGY CORP 0.9%
Value ($000) $8,444 Shares 297,967 Est. Cost $28.34 Unrealized
RICE ENERGY INC 0.9%
Value ($000) $8,142 Shares 583,258 Est. Cost $13.96 Unrealized
ANADARKO PETE CORP 0.8%
Value ($000) $7,684 Shares 165,000 Est. Cost $46.57 Unrealized
REDWOOD TR INC 0.8%
Value ($000) $7,587 Shares 8,065,000 Est. Cost $0.94 Unrealized
RSP PERMIAN INC 0.8%
Value ($000) $7,305 Shares 251,559 Est. Cost $29.04 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.7%
Value ($000) $6,920 Shares 7,100,000 Est. Cost $1.00 Unrealized
ICONIX BRAND GROUP INC 0.7%
Value ($000) $6,907 Shares 10,000,000 Est. Cost $0.69 Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $6,753 Shares 300,000 Est. Cost $22.51 Unrealized
CANADIAN SOLAR INC 0.7%
Value ($000) $6,751 Shares 8,000,000 Est. Cost $1.04 Unrealized
CNQ CANADIAN NAT RES LTD 0.7%
Value ($000) $6,537 Shares 242,118 Est. Cost $6.95 Unrealized 0.0%
SM SM ENERGY CO 0.7%
Value ($000) $6,239 Shares 332,937 Est. Cost $12.30 Unrealized 0.0%
MRC GLOBAL INC 0.6%
Value ($000) $5,651 Shares 430,089 Est. Cost $13.14 Unrealized
KCG HLDGS INC 0.6%
Value ($000) $5,411 Shares 452,800 Est. Cost Unrealized
HAL HALLIBURTON CO 0.6%
Value ($000) $5,358 Shares 150,000 Est. Cost $26.95 Unrealized 0.0%
EWW ISHARES 0.6%
Value ($000) $5,252 Shares 97,800 Est. Cost $53.70 Unrealized
XME SPDR SERIES TRUST 0.5%
Value ($000) $5,123 Shares 250,000 Est. Cost $20.49 Unrealized
EQT EQT CORP 0.5%
Value ($000) $5,013 Shares 74,529 Est. Cost $29.44 Unrealized 0.0%
SEADRILL LIMITED 0.5%
Value ($000) $4,954 Shares 1,501,500 Est. Cost Unrealized
MARKET VECTORS ETF TR 0.5%
Value ($000) $4,877 Shares 244,100 Est. Cost $19.98 Unrealized
NQ MOBILE INC 0.5%
Value ($000) $4,492 Shares 5,370,000 Est. Cost $0.66 Unrealized
U S SILICA HLDGS INC 0.5%
Value ($000) $4,203 Shares 185,000 Est. Cost $22.72 Unrealized
WHITING PETE CORP NEW 0.4%
Value ($000) $4,085 Shares 511,900 Est. Cost Unrealized
AK STL HLDG CORP 0.4%
Value ($000) $3,522 Shares 852,900 Est. Cost Unrealized
FORUM ENERGY TECHNOLOGIES IN 0.4%
Value ($000) $3,300 Shares 250,000 Est. Cost $13.20 Unrealized
SUPERIOR ENERGY SVCS INC 0.4%
Value ($000) $3,291 Shares 245,791 Est. Cost $13.39 Unrealized
SU SUNCOR ENERGY INC NEW 0.3%
Value ($000) $3,259 Shares 117,192 Est. Cost $17.01 Unrealized 0.0%
NEWFIELD EXPL CO 0.3%
Value ($000) $3,182 Shares 95,701 Est. Cost $33.25 Unrealized
LYG LLOYDS BANKING GROUP PLC 0.3%
Value ($000) $3,160 Shares 800,000 Est. Cost Unrealized
CME CME GROUP INC 0.3%
Value ($000) $2,882 Shares 30,000 Est. Cost $39.16 Unrealized +60.8%
ZG ZILLOW GROUP INC 0.3%
Value ($000) $2,675 Shares 104,700 Est. Cost Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.3%
Value ($000) $2,419 Shares 3,000,000 Est. Cost $0.81 Unrealized
VIPS VIPSHOP HLDGS LTD 0.2%
Value ($000) $2,318 Shares 180,000 Est. Cost Unrealized
SOLARCITY CORP 0.2%
Value ($000) $2,069 Shares 84,200 Est. Cost Unrealized
RTW HLDGS INC 0.2%
Value ($000) $1,836 Shares 2,000,000 Est. Cost $0.92 Unrealized
COBALT INTL ENERGY INC 0.2%
Value ($000) $1,587 Shares 534,300 Est. Cost $2.97 Unrealized
NABORS INDUSTRIES LTD 0.2%
Value ($000) $1,576 Shares 171,317 Est. Cost $9.20 Unrealized
SUNEDISON INC 0.1%
Value ($000) $1,296 Shares 2,400,000 Est. Cost Unrealized
SUNEDISON INC 0.1%
Value ($000) $1,157 Shares 30,190,000 Est. Cost $0.04 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $1,074 Shares 117,500 Est. Cost Unrealized
COBALT INTL ENERGY INC 0.1%
Value ($000) $859 Shares 289,371 Est. Cost $2.97 Unrealized
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $566 Shares 25,200 Est. Cost $18.88 Unrealized 0.0%
BOB EVANS FARMS INC 0.1%
Value ($000) $552 Shares 11,826 Est. Cost $46.68 Unrealized
PRKS SEAWORLD ENTMT INC 0.1%
Value ($000) $516 Shares 24,500 Est. Cost $18.69 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.1%
Value ($000) $508 Shares 10,100 Est. Cost $29.76 Unrealized 0.0%
NUVASIVE INC 0.1%
Value ($000) $487 Shares 10,000 Est. Cost $48.70 Unrealized
KRISPY KREME DOUGHNUTS INC 0.1%
Value ($000) $480 Shares 30,803 Est. Cost $15.58 Unrealized
GUESS INC 0.0%
Value ($000) $465 Shares 24,800 Est. Cost $18.75 Unrealized
VC VISTEON CORP 0.0%
Value ($000) $446 Shares 5,600 Est. Cost $68.22 Unrealized 0.0%
TRIUMPH GROUP INC NEW 0.0%
Value ($000) $444 Shares 14,111 Est. Cost $31.46 Unrealized
DGII DIGI INTL INC 0.0%
Value ($000) $440 Shares 46,700 Est. Cost $9.12 Unrealized 0.0%
BAX BAXTER INTL INC 0.0%
Value ($000) $431 Shares 10,500 Est. Cost $32.47 Unrealized 0.0%
AORT CRYOLIFE INC 0.0%
Value ($000) $430 Shares 40,003 Est. Cost $10.17 Unrealized 0.0%
VITAMIN SHOPPE INC 0.0%
Value ($000) $409 Shares 13,200 Est. Cost $30.98 Unrealized
COTY COTY INC 0.0%
Value ($000) $381 Shares 13,700 Est. Cost $22.76 Unrealized 0.0%
RL RALPH LAUREN CORP 0.0%
Value ($000) $337 Shares 3,500 Est. Cost $80.25 Unrealized 0.0%
WAT WATERS CORP 0.0%
Value ($000) $317 Shares 2,400 Est. Cost $124.75 Unrealized 0.0%
DAN DANA HLDG CORP 0.0%
Value ($000) $316 Shares 22,400 Est. Cost $10.18 Unrealized 0.0%
SRI STONERIDGE INC 0.0%
Value ($000) $313 Shares 21,500 Est. Cost $12.58 Unrealized 0.0%
SPIRIT AIRLS INC 0.0%
Value ($000) $312 Shares 6,500 Est. Cost $48.00 Unrealized
CNA CNA FINL CORP 0.0%
Value ($000) $309 Shares 9,600 Est. Cost $15.42 Unrealized 0.0%
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $271 Shares 18,373 Est. Cost $14.75 Unrealized
ACTUANT CORP 0.0%
Value ($000) $235 Shares 9,500 Est. Cost $24.74 Unrealized
CDK GLOBAL INC 0.0%
Value ($000) $233 Shares 5,000 Est. Cost $46.60 Unrealized
SUPERVALU INC 0.0%
Value ($000) $230 Shares 39,900 Est. Cost $5.76 Unrealized
INVACARE CORP 0.0%
Value ($000) $202 Shares 15,349 Est. Cost $13.16 Unrealized
LINN ENERGY LLC 0.0%
Value ($000) $138 Shares 385,700 Est. Cost Unrealized
CASTLE A M & CO 0.0%
Value ($000) $116 Shares 43,100 Est. Cost Unrealized
SUNEDISON INC 0.0%
Value ($000) $97 Shares 2,500,000 Est. Cost $1.72 Unrealized