Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $1,941,880 (100.0% shares, 0.0% debt)

Holdings (106)

GLD SPDR GOLD TRUST 26.1%
Value ($000) $506,080 Shares 4,000,000 Est. Cost Unrealized
IWM ISHARES TR 17.8%
Value ($000) $344,910 Shares 3,000,000 Est. Cost Unrealized
XLE SELECT SECTOR SPDR TR 2.6%
Value ($000) $50,448 Shares 739,280 Est. Cost $61.92 Unrealized
SPY SPDR S&P 500 ETF TR 2.2%
Value ($000) $41,906 Shares 200,000 Est. Cost Unrealized
EXELIXIS INC 2.1%
Value ($000) $41,067 Shares 27,615,000 Est. Cost $1.24 Unrealized
WEATHERFORD INTL LTD 2.1%
Value ($000) $40,920 Shares 37,500,000 Est. Cost $1.09 Unrealized
JKS JINKOSOLAR HLDG CO LTD 2.0%
Value ($000) $38,969 Shares 1,912,100 Est. Cost Unrealized
HAL HALLIBURTON CO 2.0%
Value ($000) $38,832 Shares 857,403 Est. Cost $32.88 Unrealized +3.8%
STARWOOD WAYPOINT RESIDENTL 1.9%
Value ($000) $37,755 Shares 34,005,000 Est. Cost $1.00 Unrealized
STARWOOD PPTY TR INC 1.9%
Value ($000) $37,568 Shares 36,000,000 Est. Cost $1.06 Unrealized
EWY ISHARES 1.9%
Value ($000) $36,178 Shares 694,800 Est. Cost $53.70 Unrealized
EEM ISHARES TR 1.8%
Value ($000) $34,360 Shares 1,000,000 Est. Cost Unrealized
VIPSHOP HLDGS LTD 1.5%
Value ($000) $29,840 Shares 30,250,000 Est. Cost $1.05 Unrealized
TESLA MTRS INC 1.4%
Value ($000) $27,488 Shares 31,000,000 Est. Cost $0.91 Unrealized
SOUTHWESTERN ENERGY CO 1.4%
Value ($000) $26,692 Shares 2,121,800 Est. Cost $12.58 Unrealized
CNQ CANADIAN NAT RES LTD 1.4%
Value ($000) $26,300 Shares 853,055 Est. Cost $8.62 Unrealized +7.7%
PARSLEY ENERGY INC 1.3%
Value ($000) $25,474 Shares 941,394 Est. Cost $23.49 Unrealized
REDWOOD TR INC 1.2%
Value ($000) $23,051 Shares 23,344,000 Est. Cost $0.97 Unrealized
XLP SELECT SECTOR SPDR TR 1.1%
Value ($000) $22,060 Shares 400,000 Est. Cost Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 1.0%
Value ($000) $19,518 Shares 18,500,000 Est. Cost $1.03 Unrealized
TOTAL S A 1.0%
Value ($000) $19,048 Shares 396,018 Est. Cost $48.10 Unrealized
AK STL CORP 0.9%
Value ($000) $18,422 Shares 15,991,000 Est. Cost $1.26 Unrealized
QIHOO 360 TECHNOLOGY CO LTD 0.9%
Value ($000) $17,910 Shares 18,000,000 Est. Cost $0.95 Unrealized
CONTINENTAL RESOURCES INC 0.9%
Value ($000) $17,892 Shares 395,225 Est. Cost $45.27 Unrealized
DVN DEVON ENERGY CORP NEW 0.9%
Value ($000) $17,720 Shares 488,823 Est. Cost $23.84 Unrealized 0.0%
ENERGEN CORP 0.9%
Value ($000) $17,234 Shares 357,475 Est. Cost $39.96 Unrealized
TRINA SOLAR LIMITED 0.9%
Value ($000) $17,189 Shares 20,000,000 Est. Cost $1.02 Unrealized
ISTAR INC 0.9%
Value ($000) $16,635 Shares 16,500,000 Est. Cost $1.13 Unrealized
TRULIA INC 0.8%
Value ($000) $15,719 Shares 10,000,000 Est. Cost $1.29 Unrealized
TSLA TESLA MTRS INC 0.8%
Value ($000) $15,603 Shares 73,500 Est. Cost Unrealized
U S SILICA HLDGS INC 0.8%
Value ($000) $15,377 Shares 446,105 Est. Cost $29.60 Unrealized
GDX VANECK VECTORS ETF TR 0.7%
Value ($000) $13,631 Shares 492,100 Est. Cost $27.70 Unrealized
VANECK VECTORS ETF TR 0.7%
Value ($000) $13,038 Shares 445,728 Est. Cost $29.25 Unrealized
SOLARCITY CORP 0.7%
Value ($000) $12,759 Shares 16,500,000 Est. Cost $1.13 Unrealized
ENSCO PLC 0.6%
Value ($000) $12,598 Shares 1,297,406 Est. Cost $9.71 Unrealized
RSP PERMIAN INC 0.6%
Value ($000) $12,086 Shares 346,400 Est. Cost $30.64 Unrealized
RTW HLDGS INC 0.6%
Value ($000) $11,306 Shares 11,500,000 Est. Cost $0.97 Unrealized
CIMAREX ENERGY CO 0.6%
Value ($000) $11,061 Shares 92,700 Est. Cost $97.56 Unrealized
EWW ISHARES 0.5%
Value ($000) $10,258 Shares 203,700 Est. Cost $51.96 Unrealized
STARWOOD PPTY TR INC 0.5%
Value ($000) $10,081 Shares 10,000,000 Est. Cost $0.99 Unrealized
NQ MOBILE INC 0.5%
Value ($000) $10,067 Shares 2,720,900 Est. Cost Unrealized
NORTEL NETWORKS CORP NEW 0.4%
Value ($000) $8,738 Shares 10,000,000 Est. Cost $0.85 Unrealized
WEATHERFORD INTL PLC 0.4%
Value ($000) $8,325 Shares 1,500,000 Est. Cost $5.55 Unrealized
ICONIX BRAND GROUP INC 0.4%
Value ($000) $7,867 Shares 1,163,700 Est. Cost Unrealized
QEP RES INC 0.4%
Value ($000) $7,781 Shares 441,362 Est. Cost $14.11 Unrealized
SUPERIOR ENERGY SVCS INC 0.4%
Value ($000) $7,765 Shares 421,789 Est. Cost $15.48 Unrealized
COBALT INTL ENERGY INC 0.4%
Value ($000) $7,684 Shares 20,240,000 Est. Cost $0.82 Unrealized
TRINA SOLAR LIMITED 0.4%
Value ($000) $7,662 Shares 989,900 Est. Cost $7.73 Unrealized
MPC MARATHON PETE CORP 0.4%
Value ($000) $7,437 Shares 195,914 Est. Cost $27.21 Unrealized 0.0%
GULFPORT ENERGY CORP 0.4%
Value ($000) $6,950 Shares 222,333 Est. Cost $28.34 Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.3%
Value ($000) $6,028 Shares 7,500,000 Est. Cost $0.80 Unrealized
CALLON PETE CO DEL 0.3%
Value ($000) $5,996 Shares 533,933 Est. Cost $11.23 Unrealized
ICONIX BRAND GROUP INC 0.3%
Value ($000) $5,709 Shares 7,000,000 Est. Cost $0.69 Unrealized
OIS OIL STS INTL INC 0.3%
Value ($000) $5,684 Shares 172,858 Est. Cost $32.41 Unrealized 0.0%
AMZN AMAZON COM INC 0.3%
Value ($000) $5,403 Shares 7,550 Est. Cost $33.82 Unrealized 0.0%
SPRINT CORP 0.3%
Value ($000) $5,279 Shares 1,165,300 Est. Cost Unrealized
NQ MOBILE INC 0.2%
Value ($000) $4,722 Shares 5,370,000 Est. Cost $0.66 Unrealized
CHESAPEAKE ENERGY CORP 0.2%
Value ($000) $4,466 Shares 5,500,000 Est. Cost $0.81 Unrealized
SHIP FINANCE INTERNATIONAL L 0.2%
Value ($000) $4,422 Shares 300,000 Est. Cost Unrealized
GDXJ VANECK VECTORS ETF TR 0.2%
Value ($000) $4,356 Shares 102,200 Est. Cost $42.62 Unrealized
TESORO CORP 0.2%
Value ($000) $4,170 Shares 55,657 Est. Cost $74.92 Unrealized
BARCLAYS BK PLC 0.2%
Value ($000) $4,140 Shares 300,000 Est. Cost Unrealized
AEM AGNICO EAGLE MINES LTD 0.2%
Value ($000) $4,087 Shares 76,400 Est. Cost $38.05 Unrealized 0.0%
MARATHON OIL CORP 0.2%
Value ($000) $3,753 Shares 250,000 Est. Cost $15.01 Unrealized
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $3,190 Shares 67,500 Est. Cost Unrealized
XME SPDR SERIES TRUST 0.2%
Value ($000) $3,046 Shares 125,000 Est. Cost $20.49 Unrealized
COLONY STARWOOD HOMES 0.2%
Value ($000) $3,042 Shares 100,000 Est. Cost Unrealized
LLOYDS BANKING GROUP PLC 0.2%
Value ($000) $2,930 Shares 3,000,000 Est. Cost $0.98 Unrealized
CME CME GROUP INC 0.2%
Value ($000) $2,922 Shares 30,000 Est. Cost $39.16 Unrealized +68.1%
PTEN PATTERSON UTI ENERGY INC 0.1%
Value ($000) $2,886 Shares 135,353 Est. Cost $18.84 Unrealized 0.0%
GOGO INC 0.1%
Value ($000) $2,701 Shares 4,000,000 Est. Cost $0.68 Unrealized
FRONTIER COMMUNICATIONS CORP 0.1%
Value ($000) $2,470 Shares 500,000 Est. Cost Unrealized
GOGO GOGO INC 0.1%
Value ($000) $2,451 Shares 292,100 Est. Cost Unrealized
ITB ISHARES TR 0.1%
Value ($000) $2,212 Shares 80,000 Est. Cost $27.65 Unrealized
SOLARCITY CORP 0.1%
Value ($000) $2,015 Shares 84,200 Est. Cost Unrealized
WEATHERFORD INTL PLC 0.1%
Value ($000) $1,885 Shares 339,620 Est. Cost $5.55 Unrealized
SEADRILL LIMITED 0.1%
Value ($000) $1,770 Shares 546,200 Est. Cost Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $1,397 Shares 117,500 Est. Cost Unrealized
MRC GLOBAL INC 0.0%
Value ($000) $758 Shares 53,353 Est. Cost $13.14 Unrealized
BAX BAXTER INTL INC 0.0%
Value ($000) $728 Shares 16,100 Est. Cost $34.22 Unrealized +9.6%
COBALT INTL ENERGY INC 0.0%
Value ($000) $716 Shares 534,300 Est. Cost $2.97 Unrealized
RL RALPH LAUREN CORP 0.0%
Value ($000) $645 Shares 7,200 Est. Cost $78.28 Unrealized -2.4%
WAT WATERS CORP 0.0%
Value ($000) $619 Shares 4,400 Est. Cost $129.53 Unrealized +4.4%
CNA CNA FINL CORP 0.0%
Value ($000) $597 Shares 19,000 Est. Cost $15.85 Unrealized +2.7%
SRI STONERIDGE INC 0.0%
Value ($000) $530 Shares 35,501 Est. Cost $13.57 Unrealized +11.2%
TRIUMPH GROUP INC NEW 0.0%
Value ($000) $522 Shares 14,711 Est. Cost $31.63 Unrealized
ACTUANT CORP 0.0%
Value ($000) $497 Shares 22,000 Est. Cost $23.52 Unrealized
AORT CRYOLIFE INC 0.0%
Value ($000) $496 Shares 42,003 Est. Cost $10.25 Unrealized +15.2%
PINNACLE FOODS INC DEL 0.0%
Value ($000) $495 Shares 10,700 Est. Cost $46.26 Unrealized
VITAMIN SHOPPE INC 0.0%
Value ($000) $492 Shares 16,100 Est. Cost $30.91 Unrealized
WGO WINNEBAGO INDS INC 0.0%
Value ($000) $490 Shares 21,400 Est. Cost $18.88 Unrealized +14.0%
LDOS LEIDOS HLDGS INC 0.0%
Value ($000) $483 Shares 10,100 Est. Cost $29.76 Unrealized +4.4%
BOB EVANS FARMS INC 0.0%
Value ($000) $479 Shares 12,626 Est. Cost $46.12 Unrealized
CDK GLOBAL INC 0.0%
Value ($000) $449 Shares 8,100 Est. Cost $49.98 Unrealized
OII OCEANEERING INTL INC 0.0%
Value ($000) $448 Shares 15,000 Est. Cost $32.63 Unrealized 0.0%
DGII DIGI INTL INC 0.0%
Value ($000) $447 Shares 41,700 Est. Cost $9.12 Unrealized +13.3%
SPIRIT AIRLS INC 0.0%
Value ($000) $422 Shares 9,400 Est. Cost $47.04 Unrealized
GUESS INC 0.0%
Value ($000) $409 Shares 27,200 Est. Cost $18.42 Unrealized
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $393 Shares 32,373 Est. Cost $13.62 Unrealized
SUPERVALU INC 0.0%
Value ($000) $388 Shares 82,300 Est. Cost $5.22 Unrealized
PRKS SEAWORLD ENTMT INC 0.0%
Value ($000) $385 Shares 26,900 Est. Cost $18.64 Unrealized -2.9%
DAN DANA HLDG CORP 0.0%
Value ($000) $374 Shares 35,400 Est. Cost $10.15 Unrealized -0.4%
VC VISTEON CORP 0.0%
Value ($000) $369 Shares 5,600 Est. Cost $68.22 Unrealized +9.0%
TRINA SOLAR LIMITED 0.0%
Value ($000) $361 Shares 46,700 Est. Cost $7.73 Unrealized
UNIVAR INC 0.0%
Value ($000) $359 Shares 19,000 Est. Cost $18.89 Unrealized
INVACARE CORP 0.0%
Value ($000) $138 Shares 11,349 Est. Cost $13.16 Unrealized