Graham Capital Management, L.P. Hedge Fund

Location: Rowayton, CT

CIK: 0001315421 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value: $933M (100.0% shares, 0.0% debt)

Holdings (105)

XLE SELECT SECTOR SPDR TR 7.4%
Value $69.21M Shares 1,117,733 Est. Cost $61.92 Unrealized
XLF SELECT SECTOR SPDR TR 6.0%
Value $56.27M Shares 2,500,000 Est. Cost $22.51 Unrealized
JKS JINKOSOLAR HLDG CO LTD 4.2%
Value $39.63M Shares 1,895,100 Est. Cost Unrealized
STARWOOD PPTY TR INC 3.9%
Value $36.23M Shares 36,000,000 Est. Cost $1.06 Unrealized
STARWOOD WAYPOINT RESIDENTL 3.8%
Value $35.06M Shares 34,005,000 Est. Cost $1.00 Unrealized
YY INC 3.3%
Value $30.42M Shares 31,200,000 Est. Cost $0.94 Unrealized
VIPSHOP HLDGS LTD 3.3%
Value $30.4M Shares 30,250,000 Est. Cost $1.05 Unrealized
YY INC 3.3%
Value $30.37M Shares 493,100 Est. Cost Unrealized
EWY ISHARES 2.8%
Value $26.57M Shares 503,100 Est. Cost $54.32 Unrealized
COP CONOCOPHILLIPS 2.7%
Value $25.16M Shares 624,672 Est. Cost $28.10 Unrealized 0.0%
TESLA MTRS INC 2.7%
Value $25.01M Shares 27,500,000 Est. Cost $0.91 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 2.7%
Value $24.86M Shares 25,000,000 Est. Cost $0.95 Unrealized
TRINA SOLAR LIMITED 2.4%
Value $22.21M Shares 23,950,000 Est. Cost $1.02 Unrealized
ROYAL DUTCH SHELL PLC 2.3%
Value $21.31M Shares 439,840 Est. Cost $48.45 Unrealized
SOUFUN HLDGS LTD 2.0%
Value $19.03M Shares 19,500,000 Est. Cost $0.92 Unrealized
PARSLEY ENERGY INC 1.8%
Value $17.05M Shares 754,397 Est. Cost $22.60 Unrealized
ISTAR INC 1.8%
Value $16.98M Shares 16,500,000 Est. Cost $1.13 Unrealized
NOBLE ENERGY INC 1.6%
Value $14.83M Shares 472,093 Est. Cost $31.41 Unrealized
TSLA TESLA MTRS INC 1.6%
Value $14.59M Shares 63,500 Est. Cost Unrealized
EXELIXIS INC 1.4%
Value $13.14M Shares 13,215,000 Est. Cost $0.97 Unrealized
NQ MOBILE INC 1.3%
Value $12.46M Shares 2,720,900 Est. Cost Unrealized
HESS CORP 1.3%
Value $12.37M Shares 235,000 Est. Cost $52.65 Unrealized
SOLARCITY CORP 1.3%
Value $12.12M Shares 17,500,000 Est. Cost $1.13 Unrealized
FMC TECHNOLOGIES INC 1.3%
Value $12.11M Shares 442,673 Est. Cost $27.36 Unrealized
TRULIA INC 1.3%
Value $11.78M Shares 10,000,000 Est. Cost $1.29 Unrealized
GLD SPDR GOLD TRUST 1.3%
Value $11.76M Shares 100,000 Est. Cost Unrealized
QEP RES INC 1.2%
Value $11.29M Shares 799,925 Est. Cost $14.11 Unrealized
AK STL CORP 1.2%
Value $10.89M Shares 12,000,000 Est. Cost $1.30 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.1%
Value $10.34M Shares 151,116 Est. Cost $50.37 Unrealized 0.0%
STARWOOD PPTY TR INC 1.1%
Value $9.896M Shares 10,000,000 Est. Cost $0.99 Unrealized
APACHE CORP 1.0%
Value $9.762M Shares 200,000 Est. Cost Unrealized
DIAMOND OFFSHORE DRILLING IN 1.0%
Value $9.548M Shares 439,414 Est. Cost $21.73 Unrealized
ICONIX BRAND GROUP INC 1.0%
Value $9.348M Shares 1,161,200 Est. Cost Unrealized
ENERGEN CORP 1.0%
Value $9.287M Shares 253,821 Est. Cost $36.59 Unrealized
COBALT INTL ENERGY INC 1.0%
Value $9.104M Shares 18,000,000 Est. Cost $0.88 Unrealized
CIMAREX ENERGY CO 1.0%
Value $8.898M Shares 91,476 Est. Cost $97.27 Unrealized
NORTEL NETWORKS CORP NEW 0.9%
Value $8.483M Shares 10,000,000 Est. Cost $0.85 Unrealized
GULFPORT ENERGY CORP 0.9%
Value $8.444M Shares 297,967 Est. Cost $28.34 Unrealized
RICE ENERGY INC 0.9%
Value $8.142M Shares 583,258 Est. Cost $13.96 Unrealized
ANADARKO PETE CORP 0.8%
Value $7.684M Shares 165,000 Est. Cost $46.57 Unrealized
REDWOOD TR INC 0.8%
Value $7.587M Shares 8,065,000 Est. Cost $0.94 Unrealized
RSP PERMIAN INC 0.8%
Value $7.305M Shares 251,559 Est. Cost $29.04 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.7%
Value $6.92M Shares 7,100,000 Est. Cost $1.00 Unrealized
ICONIX BRAND GROUP INC 0.7%
Value $6.907M Shares 10,000,000 Est. Cost $0.69 Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value $6.753M Shares 300,000 Est. Cost $22.51 Unrealized
CANADIAN SOLAR INC 0.7%
Value $6.751M Shares 8,000,000 Est. Cost $1.04 Unrealized
CNQ CANADIAN NAT RES LTD 0.7%
Value $6.537M Shares 242,118 Est. Cost $6.95 Unrealized 0.0%
SM SM ENERGY CO 0.7%
Value $6.239M Shares 332,937 Est. Cost $12.30 Unrealized 0.0%
MRC GLOBAL INC 0.6%
Value $5.651M Shares 430,089 Est. Cost $13.14 Unrealized
KCG HLDGS INC 0.6%
Value $5.411M Shares 452,800 Est. Cost Unrealized
HAL HALLIBURTON CO 0.6%
Value $5.358M Shares 150,000 Est. Cost $26.95 Unrealized 0.0%
EWW ISHARES 0.6%
Value $5.252M Shares 97,800 Est. Cost $53.70 Unrealized
XME SPDR SERIES TRUST 0.5%
Value $5.123M Shares 250,000 Est. Cost $20.49 Unrealized
EQT EQT CORP 0.5%
Value $5.013M Shares 74,529 Est. Cost $29.44 Unrealized 0.0%
SEADRILL LIMITED 0.5%
Value $4.954M Shares 1,501,500 Est. Cost Unrealized
MARKET VECTORS ETF TR 0.5%
Value $4.877M Shares 244,100 Est. Cost $19.98 Unrealized
NQ MOBILE INC 0.5%
Value $4.492M Shares 5,370,000 Est. Cost $0.66 Unrealized
U S SILICA HLDGS INC 0.5%
Value $4.203M Shares 185,000 Est. Cost $22.72 Unrealized
WHITING PETE CORP NEW 0.4%
Value $4.085M Shares 511,900 Est. Cost Unrealized
AK STL HLDG CORP 0.4%
Value $3.522M Shares 852,900 Est. Cost Unrealized
FORUM ENERGY TECHNOLOGIES IN 0.4%
Value $3.3M Shares 250,000 Est. Cost $13.20 Unrealized
SUPERIOR ENERGY SVCS INC 0.4%
Value $3.291M Shares 245,791 Est. Cost $13.39 Unrealized
SU SUNCOR ENERGY INC NEW 0.3%
Value $3.259M Shares 117,192 Est. Cost $17.01 Unrealized 0.0%
NEWFIELD EXPL CO 0.3%
Value $3.182M Shares 95,701 Est. Cost $33.25 Unrealized
LYG LLOYDS BANKING GROUP PLC 0.3%
Value $3.16M Shares 800,000 Est. Cost Unrealized
CME CME GROUP INC 0.3%
Value $2.882M Shares 30,000 Est. Cost $39.16 Unrealized +60.8%
ZG ZILLOW GROUP INC 0.3%
Value $2.675M Shares 104,700 Est. Cost Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.3%
Value $2.419M Shares 3,000,000 Est. Cost $0.81 Unrealized
VIPS VIPSHOP HLDGS LTD 0.2%
Value $2.318M Shares 180,000 Est. Cost Unrealized
SOLARCITY CORP 0.2%
Value $2.069M Shares 84,200 Est. Cost Unrealized
RTW HLDGS INC 0.2%
Value $1.836M Shares 2,000,000 Est. Cost $0.92 Unrealized
COBALT INTL ENERGY INC 0.2%
Value $1.587M Shares 534,300 Est. Cost $2.97 Unrealized
NABORS INDUSTRIES LTD 0.2%
Value $1.576M Shares 171,317 Est. Cost $9.20 Unrealized
SUNEDISON INC 0.1%
Value $1.296M Shares 2,400,000 Est. Cost Unrealized
SUNEDISON INC 0.1%
Value $1.157M Shares 30,190,000 Est. Cost $0.04 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value $1.074M Shares 117,500 Est. Cost Unrealized
COBALT INTL ENERGY INC 0.1%
Value $859K Shares 289,371 Est. Cost $2.97 Unrealized
WGO WINNEBAGO INDS INC 0.1%
Value $566K Shares 25,200 Est. Cost $18.88 Unrealized 0.0%
BOB EVANS FARMS INC 0.1%
Value $552K Shares 11,826 Est. Cost $46.68 Unrealized
PRKS SEAWORLD ENTMT INC 0.1%
Value $516K Shares 24,500 Est. Cost $18.69 Unrealized 0.0%
LDOS LEIDOS HLDGS INC 0.1%
Value $508K Shares 10,100 Est. Cost $29.76 Unrealized 0.0%
NUVASIVE INC 0.1%
Value $487K Shares 10,000 Est. Cost $48.70 Unrealized
KRISPY KREME DOUGHNUTS INC 0.1%
Value $480K Shares 30,803 Est. Cost $15.58 Unrealized
GUESS INC 0.0%
Value $465K Shares 24,800 Est. Cost $18.75 Unrealized
VC VISTEON CORP 0.0%
Value $446K Shares 5,600 Est. Cost $68.22 Unrealized 0.0%
TRIUMPH GROUP INC NEW 0.0%
Value $444K Shares 14,111 Est. Cost $31.46 Unrealized
DGII DIGI INTL INC 0.0%
Value $440K Shares 46,700 Est. Cost $9.12 Unrealized 0.0%
BAX BAXTER INTL INC 0.0%
Value $431K Shares 10,500 Est. Cost $32.47 Unrealized 0.0%
AORT CRYOLIFE INC 0.0%
Value $430K Shares 40,003 Est. Cost $10.17 Unrealized 0.0%
VITAMIN SHOPPE INC 0.0%
Value $409K Shares 13,200 Est. Cost $30.98 Unrealized
COTY COTY INC 0.0%
Value $381K Shares 13,700 Est. Cost $22.76 Unrealized 0.0%
RL RALPH LAUREN CORP 0.0%
Value $337K Shares 3,500 Est. Cost $80.25 Unrealized 0.0%
WAT WATERS CORP 0.0%
Value $317K Shares 2,400 Est. Cost $124.75 Unrealized 0.0%
DAN DANA HLDG CORP 0.0%
Value $316K Shares 22,400 Est. Cost $10.18 Unrealized 0.0%
SRI STONERIDGE INC 0.0%
Value $313K Shares 21,500 Est. Cost $12.58 Unrealized 0.0%
SPIRIT AIRLS INC 0.0%
Value $312K Shares 6,500 Est. Cost $48.00 Unrealized
CNA CNA FINL CORP 0.0%
Value $309K Shares 9,600 Est. Cost $15.42 Unrealized 0.0%
SILVER SPRING NETWORKS INC 0.0%
Value $271K Shares 18,373 Est. Cost $14.75 Unrealized
ACTUANT CORP 0.0%
Value $235K Shares 9,500 Est. Cost $24.74 Unrealized
CDK GLOBAL INC 0.0%
Value $233K Shares 5,000 Est. Cost $46.60 Unrealized
SUPERVALU INC 0.0%
Value $230K Shares 39,900 Est. Cost $5.76 Unrealized
INVACARE CORP 0.0%
Value $202K Shares 15,349 Est. Cost $13.16 Unrealized
LINN ENERGY LLC 0.0%
Value $138K Shares 385,700 Est. Cost Unrealized
CASTLE A M & CO 0.0%
Value $116K Shares 43,100 Est. Cost Unrealized
SUNEDISON INC 0.0%
Value $97,000 Shares 2,500,000 Est. Cost $1.72 Unrealized