Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $3,106,757 (100.0% shares, 0.0% debt)

Holdings (106)

GLD SPDR GOLD TRUST 42.5%
Value ($000) $1,319,220 Shares 10,500,000 Est. Cost Unrealized
IWM ISHARES TR 20.0%
Value ($000) $621,050 Shares 5,000,000 Est. Cost Unrealized
GDX VANECK VECTORS ETF TR 2.2%
Value ($000) $68,718 Shares 2,600,000 Est. Cost $26.67 Unrealized
EWG ISHARES 2.1%
Value ($000) $65,675 Shares 2,500,000 Est. Cost Unrealized
STARWOOD PPTY TR INC 2.0%
Value ($000) $62,509 Shares 57,000,000 Est. Cost $1.07 Unrealized
STARWOOD WAYPOINT RESIDENTL 1.2%
Value ($000) $36,493 Shares 34,005,000 Est. Cost $1.00 Unrealized
CVX CHEVRON CORP NEW 1.2%
Value ($000) $36,095 Shares 350,711 Est. Cost $68.48 Unrealized 0.0%
SU SUNCOR ENERGY INC NEW 1.1%
Value ($000) $35,650 Shares 1,283,293 Est. Cost $19.52 Unrealized 0.0%
EWY ISHARES 1.1%
Value ($000) $35,291 Shares 607,100 Est. Cost $53.70 Unrealized
WEATHERFORD INTL LTD 1.0%
Value ($000) $30,929 Shares 27,500,000 Est. Cost $1.09 Unrealized
AK STL CORP 1.0%
Value ($000) $30,163 Shares 25,029,000 Est. Cost $1.24 Unrealized
CNQ CANADIAN NAT RES LTD 1.0%
Value ($000) $29,854 Shares 931,766 Est. Cost $8.74 Unrealized +14.9%
TESLA MTRS INC 0.9%
Value ($000) $28,016 Shares 31,000,000 Est. Cost $0.91 Unrealized
NABORS INDUSTRIES LTD 0.9%
Value ($000) $27,325 Shares 2,247,135 Est. Cost $12.16 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.9%
Value ($000) $26,995 Shares 24,855,000 Est. Cost $1.05 Unrealized
TRINA SOLAR LIMITED 0.8%
Value ($000) $25,694 Shares 2,509,200 Est. Cost $9.92 Unrealized
ANADARKO PETE CORP 0.8%
Value ($000) $25,642 Shares 404,701 Est. Cost $63.36 Unrealized
TRINA SOLAR LIMITED 0.8%
Value ($000) $24,447 Shares 25,000,000 Est. Cost $1.01 Unrealized
JKS JINKOSOLAR HLDG CO LTD 0.8%
Value ($000) $23,711 Shares 1,500,700 Est. Cost Unrealized
REDWOOD TR INC 0.8%
Value ($000) $23,545 Shares 23,419,000 Est. Cost $0.97 Unrealized
HAL HALLIBURTON CO 0.7%
Value ($000) $22,418 Shares 499,511 Est. Cost $32.88 Unrealized +10.6%
VIPSHOP HLDGS LTD 0.7%
Value ($000) $21,542 Shares 20,000,000 Est. Cost $1.05 Unrealized
TSLA TESLA MTRS INC 0.6%
Value ($000) $20,015 Shares 98,100 Est. Cost Unrealized
ISTAR INC 0.5%
Value ($000) $16,761 Shares 16,500,000 Est. Cost $1.13 Unrealized
COP CONOCOPHILLIPS 0.5%
Value ($000) $15,702 Shares 361,208 Est. Cost $31.13 Unrealized 0.0%
TRULIA INC 0.5%
Value ($000) $15,328 Shares 10,000,000 Est. Cost $1.29 Unrealized
ENSCO PLC 0.5%
Value ($000) $15,138 Shares 1,780,922 Est. Cost $9.38 Unrealized
PIONEER NAT RES CO 0.5%
Value ($000) $15,007 Shares 80,834 Est. Cost $185.65 Unrealized
CIMAREX ENERGY CO 0.4%
Value ($000) $13,856 Shares 103,121 Est. Cost $101.28 Unrealized
SM SM ENERGY CO 0.4%
Value ($000) $13,011 Shares 337,249 Est. Cost $28.63 Unrealized 0.0%
COBALT INTL ENERGY INC 0.4%
Value ($000) $12,967 Shares 25,240,000 Est. Cost $0.76 Unrealized
RES RPC INC 0.4%
Value ($000) $12,903 Shares 768,061 Est. Cost $13.17 Unrealized 0.0%
SOUTHWESTERN ENERGY CO 0.4%
Value ($000) $12,401 Shares 896,050 Est. Cost $12.58 Unrealized
RSP PERMIAN INC 0.4%
Value ($000) $12,107 Shares 312,185 Est. Cost $30.64 Unrealized
RTW HLDGS INC 0.4%
Value ($000) $11,682 Shares 11,500,000 Est. Cost $0.97 Unrealized
NQ MOBILE INC 0.4%
Value ($000) $11,574 Shares 3,029,800 Est. Cost Unrealized
EEM ISHARES TR 0.4%
Value ($000) $11,497 Shares 307,000 Est. Cost $37.45 Unrealized
CALLON PETE CO DEL 0.4%
Value ($000) $11,101 Shares 707,050 Est. Cost $12.32 Unrealized
ADVANCED MICRO DEVICES INC 0.4%
Value ($000) $10,877 Shares 10,000,000 Est. Cost $1.09 Unrealized
XLE SELECT SECTOR SPDR TR 0.3%
Value ($000) $10,719 Shares 151,800 Est. Cost $61.92 Unrealized
GULFPORT ENERGY CORP 0.3%
Value ($000) $10,564 Shares 373,937 Est. Cost $28.30 Unrealized
EXEL EXELIXIS INC 0.3%
Value ($000) $10,245 Shares 800,980 Est. Cost $10.81 Unrealized 0.0%
SOLARCITY CORP 0.3%
Value ($000) $10,180 Shares 12,602,000 Est. Cost $1.13 Unrealized
SPRINT CORP 0.3%
Value ($000) $9,715 Shares 1,465,300 Est. Cost Unrealized
PARSLEY ENERGY INC 0.3%
Value ($000) $9,637 Shares 287,571 Est. Cost $23.49 Unrealized
ALPS ETF TR 0.3%
Value ($000) $9,605 Shares 756,928 Est. Cost $12.69 Unrealized
ICONIX BRAND GROUP INC 0.3%
Value ($000) $9,540 Shares 1,174,900 Est. Cost Unrealized
ENERGEN CORP 0.3%
Value ($000) $9,180 Shares 159,047 Est. Cost $39.96 Unrealized
TOTAL S A 0.3%
Value ($000) $9,135 Shares 191,503 Est. Cost $48.10 Unrealized
MARATHON OIL CORP 0.3%
Value ($000) $8,856 Shares 560,177 Est. Cost $15.45 Unrealized
ROWAN COMPANIES PLC 0.3%
Value ($000) $8,417 Shares 555,224 Est. Cost $15.16 Unrealized
FMC TECHNOLOGIES INC 0.2%
Value ($000) $7,695 Shares 259,356 Est. Cost $29.67 Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.2%
Value ($000) $7,513 Shares 7,500,000 Est. Cost $0.80 Unrealized
BLACKSTONE MTG TR INC 0.2%
Value ($000) $6,594 Shares 6,000,000 Est. Cost $1.10 Unrealized
MTDR MATADOR RES CO 0.2%
Value ($000) $6,219 Shares 255,522 Est. Cost $21.97 Unrealized 0.0%
ICONIX BRAND GROUP INC 0.2%
Value ($000) $6,048 Shares 7,000,000 Est. Cost $0.69 Unrealized
DVN DEVON ENERGY CORP NEW 0.2%
Value ($000) $6,026 Shares 136,611 Est. Cost $23.84 Unrealized +19.9%
MPC MARATHON PETE CORP 0.2%
Value ($000) $5,622 Shares 138,504 Est. Cost $27.21 Unrealized +11.5%
FORUM ENERGY TECHNOLOGIES IN 0.2%
Value ($000) $5,515 Shares 277,705 Est. Cost $19.86 Unrealized
NQ MOBILE INC 0.2%
Value ($000) $5,316 Shares 5,370,000 Est. Cost $0.66 Unrealized
SUNPOWER CORP 0.2%
Value ($000) $5,192 Shares 5,665,000 Est. Cost $0.92 Unrealized
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $5,014 Shares 63,756 Est. Cost $60.67 Unrealized 0.0%
WEATHERFORD INTL PLC 0.2%
Value ($000) $4,680 Shares 832,693 Est. Cost $5.59 Unrealized
MRC GLOBAL INC 0.1%
Value ($000) $4,182 Shares 254,555 Est. Cost $15.74 Unrealized
TRINA SOLAR LIMITED 0.1%
Value ($000) $3,731 Shares 364,323 Est. Cost $9.92 Unrealized
XME SPDR SERIES TRUST 0.1%
Value ($000) $3,315 Shares 125,000 Est. Cost $20.49 Unrealized
SILVER RUN ACQUISITION CORP 0.1%
Value ($000) $3,299 Shares 183,162 Est. Cost $18.01 Unrealized
GOGO GOGO INC 0.1%
Value ($000) $3,256 Shares 294,900 Est. Cost Unrealized
CME CME GROUP INC 0.1%
Value ($000) $3,136 Shares 30,000 Est. Cost $39.16 Unrealized +86.9%
LLOYDS BANKING GROUP PLC 0.1%
Value ($000) $3,103 Shares 3,000,000 Est. Cost $0.98 Unrealized
U S SILICA HLDGS INC 0.1%
Value ($000) $2,995 Shares 64,325 Est. Cost $29.60 Unrealized
SEADRILL LIMITED 0.1%
Value ($000) $2,953 Shares 1,246,200 Est. Cost Unrealized
CONSOL ENERGY INC 0.1%
Value ($000) $2,880 Shares 150,000 Est. Cost $19.20 Unrealized
ENCANA CORP 0.1%
Value ($000) $2,618 Shares 250,000 Est. Cost $10.47 Unrealized
FXI ISHARES TR 0.1%
Value ($000) $2,509 Shares 66,000 Est. Cost $38.02 Unrealized
SUNPOWER CORP 0.1%
Value ($000) $2,471 Shares 277,000 Est. Cost Unrealized
ITB ISHARES TR 0.1%
Value ($000) $2,204 Shares 80,000 Est. Cost $27.65 Unrealized
WHITING PETE CORP NEW 0.1%
Value ($000) $1,752 Shares 200,422 Est. Cost $8.74 Unrealized
GOGO INC 0.0%
Value ($000) $1,535 Shares 2,000,000 Est. Cost $0.68 Unrealized
CONSOL ENERGY INC 0.0%
Value ($000) $1,344 Shares 70,000 Est. Cost $19.20 Unrealized
RIG TRANSOCEAN LTD 0.0%
Value ($000) $1,253 Shares 117,500 Est. Cost Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.0%
Value ($000) $1,178 Shares 88,800 Est. Cost $13.27 Unrealized
BCO BRINKS CO 0.0%
Value ($000) $994 Shares 26,800 Est. Cost $31.09 Unrealized 0.0%
WGO WINNEBAGO INDS INC 0.0%
Value ($000) $990 Shares 42,000 Est. Cost $21.04 Unrealized +10.7%
CDK GLOBAL INC 0.0%
Value ($000) $981 Shares 17,100 Est. Cost $53.87 Unrealized
DAN DANA INCORPORATED 0.0%
Value ($000) $973 Shares 62,400 Est. Cost $10.61 Unrealized +5.7%
RL RALPH LAUREN CORP 0.0%
Value ($000) $961 Shares 9,500 Est. Cost $79.44 Unrealized +4.6%
UNIVAR INC 0.0%
Value ($000) $913 Shares 41,798 Est. Cost $20.50 Unrealized
SRI STONERIDGE INC 0.0%
Value ($000) $900 Shares 48,911 Est. Cost $14.58 Unrealized +18.2%
BAX BAXTER INTL INC 0.0%
Value ($000) $881 Shares 18,500 Est. Cost $35.02 Unrealized +15.4%
VC VISTEON CORP 0.0%
Value ($000) $853 Shares 11,900 Est. Cost $68.93 Unrealized +0.9%
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $774 Shares 54,619 Est. Cost $13.85 Unrealized
GUESS INC 0.0%
Value ($000) $719 Shares 49,200 Est. Cost $16.72 Unrealized
CNA CNA FINL CORP 0.0%
Value ($000) $716 Shares 20,800 Est. Cost $15.92 Unrealized +5.0%
PINNACLE FOODS INC DEL 0.0%
Value ($000) $712 Shares 14,200 Est. Cost $47.22 Unrealized
TRIUMPH GROUP INC NEW 0.0%
Value ($000) $703 Shares 25,211 Est. Cost $30.07 Unrealized
SPIRIT AIRLS INC 0.0%
Value ($000) $689 Shares 16,200 Est. Cost $45.15 Unrealized
ACTUANT CORP 0.0%
Value ($000) $651 Shares 28,000 Est. Cost $23.46 Unrealized
SUPERVALU INC 0.0%
Value ($000) $650 Shares 130,300 Est. Cost $5.14 Unrealized
VERSO CORP 0.0%
Value ($000) $645 Shares 100,000 Est. Cost $6.45 Unrealized
VITAMIN SHOPPE INC 0.0%
Value ($000) $526 Shares 19,600 Est. Cost $30.18 Unrealized
DGII DIGI INTL INC 0.0%
Value ($000) $475 Shares 41,700 Est. Cost $9.12 Unrealized +24.7%
PRKS SEAWORLD ENTMT INC 0.0%
Value ($000) $430 Shares 31,900 Est. Cost $17.86 Unrealized -23.3%
BOB EVANS FARMS INC 0.0%
Value ($000) $341 Shares 8,916 Est. Cost $46.12 Unrealized
REVLON INC 0.0%
Value ($000) $303 Shares 8,225 Est. Cost $36.84 Unrealized
INVACARE CORP 0.0%
Value ($000) $127 Shares 11,349 Est. Cost $13.16 Unrealized