Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $2,546,293 (100.0% shares, 0.0% debt)

Holdings (96)

GLD SPDR GOLD TRUST 49.0%
Value ($000) $1,246,560 Shares 10,500,000 Est. Cost Unrealized
IWM ISHARES TR 8.1%
Value ($000) $206,220 Shares 1,500,000 Est. Cost $135.88 Unrealized
AK STL CORP 3.7%
Value ($000) $93,129 Shares 58,757,000 Est. Cost $1.70 Unrealized
STARWOOD PPTY TR INC 3.2%
Value ($000) $80,537 Shares 73,699,000 Est. Cost $1.08 Unrealized
ADVANCED MICRO DEVICES INC 2.8%
Value ($000) $70,606 Shares 35,750,000 Est. Cost $1.46 Unrealized
TESLA INC 2.5%
Value ($000) $63,544 Shares 61,000,000 Est. Cost $1.04 Unrealized
TESLA INC 2.4%
Value ($000) $61,244 Shares 61,250,000 Est. Cost $0.92 Unrealized
WEATHERFORD INTL LTD 1.8%
Value ($000) $45,673 Shares 35,500,000 Est. Cost $1.11 Unrealized
SILVER STD RES INC 1.7%
Value ($000) $43,161 Shares 43,911,000 Est. Cost $0.95 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 1.4%
Value ($000) $36,393 Shares 33,568,000 Est. Cost $1.06 Unrealized
REDWOOD TR INC 1.3%
Value ($000) $34,150 Shares 33,849,000 Est. Cost $0.98 Unrealized
TSLA TESLA INC 1.3%
Value ($000) $33,340 Shares 119,800 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 1.2%
Value ($000) $29,821 Shares 126,500 Est. Cost $235.74 Unrealized
EWG ISHARES 1.1%
Value ($000) $28,750 Shares 1,000,000 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 0.9%
Value ($000) $23,730 Shares 1,000,000 Est. Cost $23.58 Unrealized
XLE SELECT SECTOR SPDR TR 0.9%
Value ($000) $21,844 Shares 312,500 Est. Cost $68.19 Unrealized
TWO HBRS INVT CORP 0.8%
Value ($000) $20,492 Shares 20,000,000 Est. Cost $1.02 Unrealized
CTRIP COM INTL LTD 0.8%
Value ($000) $19,689 Shares 15,000,000 Est. Cost $1.16 Unrealized
XLI SELECT SECTOR SPDR TR 0.8%
Value ($000) $19,446 Shares 298,900 Est. Cost $65.06 Unrealized
IWM ISHARES TR 0.8%
Value ($000) $19,247 Shares 140,000 Est. Cost $135.88 Unrealized
CTRIP COM INTL LTD 0.7%
Value ($000) $16,633 Shares 15,000,000 Est. Cost $1.03 Unrealized
EPI WISDOMTREE TR 0.6%
Value ($000) $15,986 Shares 662,475 Est. Cost $21.17 Unrealized
INDA ISHARES TR 0.6%
Value ($000) $15,903 Shares 505,100 Est. Cost $27.95 Unrealized
XLF SELECT SECTOR SPDR TR 0.6%
Value ($000) $15,209 Shares 640,900 Est. Cost $23.58 Unrealized
VIPSHOP HLDGS LTD 0.6%
Value ($000) $15,158 Shares 15,000,000 Est. Cost $1.05 Unrealized
SOLARCITY CORP 0.6%
Value ($000) $14,927 Shares 15,381,000 Est. Cost $1.09 Unrealized
SPDR SERIES TRUST 0.5%
Value ($000) $13,853 Shares 370,000 Est. Cost $39.86 Unrealized
BLACKSTONE MTG TR INC 0.5%
Value ($000) $12,042 Shares 10,460,000 Est. Cost $1.11 Unrealized
RTW HLDGS INC 0.5%
Value ($000) $11,848 Shares 11,500,000 Est. Cost $0.97 Unrealized
EEM ISHARES TR 0.4%
Value ($000) $11,423 Shares 290,000 Est. Cost $39.39 Unrealized
EWJ ISHARES INC 0.4%
Value ($000) $10,300 Shares 200,000 Est. Cost $51.50 Unrealized
SUNPOWER CORP 0.4%
Value ($000) $10,193 Shares 13,000,000 Est. Cost $0.71 Unrealized
XLP SELECT SECTOR SPDR TR 0.4%
Value ($000) $9,633 Shares 176,500 Est. Cost $54.58 Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.3%
Value ($000) $8,331 Shares 7,500,000 Est. Cost $0.80 Unrealized
SEADRILL LIMITED 0.2%
Value ($000) $5,416 Shares 3,282,400 Est. Cost Unrealized
XLB SELECT SECTOR SPDR TR 0.2%
Value ($000) $5,388 Shares 102,800 Est. Cost $52.41 Unrealized
SUNPOWER CORP 0.2%
Value ($000) $5,100 Shares 5,500,000 Est. Cost $0.92 Unrealized
XME SPDR SERIES TRUST 0.2%
Value ($000) $4,563 Shares 150,000 Est. Cost $30.42 Unrealized
XLV SELECT SECTOR SPDR TR 0.2%
Value ($000) $4,172 Shares 56,100 Est. Cost $74.37 Unrealized
TWENTY FIRST CENTY FOX INC 0.2%
Value ($000) $4,165 Shares 128,600 Est. Cost $31.18 Unrealized
SBUX STARBUCKS CORP 0.2%
Value ($000) $4,134 Shares 70,800 Est. Cost $46.79 Unrealized 0.0%
MET METLIFE INC 0.2%
Value ($000) $4,131 Shares 78,200 Est. Cost $35.32 Unrealized 0.0%
UNP UNION PAC CORP 0.2%
Value ($000) $4,131 Shares 39,000 Est. Cost $85.86 Unrealized +2.1%
XLK SELECT SECTOR SPDR TR 0.2%
Value ($000) $4,121 Shares 77,300 Est. Cost $53.31 Unrealized
TXN TEXAS INSTRS INC 0.2%
Value ($000) $4,101 Shares 50,900 Est. Cost $60.64 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 0.2%
Value ($000) $4,093 Shares 64,600 Est. Cost $52.10 Unrealized 0.0%
MS MORGAN STANLEY 0.2%
Value ($000) $4,087 Shares 95,400 Est. Cost $34.36 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.2%
Value ($000) $4,081 Shares 44,000 Est. Cost $77.69 Unrealized 0.0%
KO COCA COLA CO 0.2%
Value ($000) $4,074 Shares 96,000 Est. Cost $31.52 Unrealized 0.0%
TIME WARNER INC 0.2%
Value ($000) $4,065 Shares 41,600 Est. Cost $97.72 Unrealized
XOM EXXON MOBIL CORP 0.2%
Value ($000) $4,051 Shares 49,400 Est. Cost $56.11 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.2%
Value ($000) $4,049 Shares 36,000 Est. Cost $104.26 Unrealized 0.0%
MONSANTO CO NEW 0.2%
Value ($000) $4,030 Shares 35,600 Est. Cost $113.20 Unrealized
ABBV ABBVIE INC 0.2%
Value ($000) $4,027 Shares 61,800 Est. Cost $43.48 Unrealized 0.0%
V VISA INC 0.2%
Value ($000) $4,026 Shares 45,300 Est. Cost $80.89 Unrealized 0.0%
ANADARKO PETE CORP 0.2%
Value ($000) $4,018 Shares 64,800 Est. Cost $62.01 Unrealized
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $3,961 Shares 31,800 Est. Cost $93.39 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.2%
Value ($000) $3,936 Shares 24,000 Est. Cost $142.11 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $3,564 Shares 30,000 Est. Cost $39.16 Unrealized +123.6%
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $3,351 Shares 65,300 Est. Cost $51.32 Unrealized
VC VISTEON CORP 0.1%
Value ($000) $3,046 Shares 31,100 Est. Cost $72.53 Unrealized +26.4%
BCO BRINKS CO 0.1%
Value ($000) $2,844 Shares 53,200 Est. Cost $33.75 Unrealized +31.3%
DAN DANA INCORPORATED 0.1%
Value ($000) $2,595 Shares 134,400 Est. Cost $12.34 Unrealized +30.2%
EWJ ISHARES INC 0.1%
Value ($000) $2,575 Shares 50,000 Est. Cost $51.50 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.1%
Value ($000) $2,568 Shares 168,300 Est. Cost $13.55 Unrealized
PINNACLE FOODS INC DEL 0.1%
Value ($000) $2,564 Shares 44,300 Est. Cost $51.45 Unrealized
TABLEAU SOFTWARE INC 0.1%
Value ($000) $2,542 Shares 51,300 Est. Cost $42.14 Unrealized
CDK GLOBAL INC 0.1%
Value ($000) $2,535 Shares 39,000 Est. Cost $57.14 Unrealized
GDX VANECK VECTORS ETF TR 0.1%
Value ($000) $2,281 Shares 100,000 Est. Cost $22.81 Unrealized
ANALOGIC CORP 0.1%
Value ($000) $2,201 Shares 29,000 Est. Cost $82.97 Unrealized
CNA CNA FINL CORP 0.1%
Value ($000) $2,138 Shares 48,400 Est. Cost $18.36 Unrealized +23.9%
TRIUMPH GROUP INC NEW 0.1%
Value ($000) $2,122 Shares 82,411 Est. Cost $27.59 Unrealized
FLS FLOWSERVE CORP 0.1%
Value ($000) $2,082 Shares 43,000 Est. Cost $40.40 Unrealized 0.0%
UNIVAR INC 0.1%
Value ($000) $2,023 Shares 65,998 Est. Cost $24.83 Unrealized
GUESS INC 0.1%
Value ($000) $2,004 Shares 179,700 Est. Cost $13.36 Unrealized
FFIV F5 NETWORKS INC 0.1%
Value ($000) $1,982 Shares 13,900 Est. Cost $142.67 Unrealized 0.0%
SUNPOWER CORP 0.1%
Value ($000) $1,861 Shares 305,000 Est. Cost Unrealized
RL RALPH LAUREN CORP 0.1%
Value ($000) $1,796 Shares 22,000 Est. Cost $82.32 Unrealized -16.1%
ACTUANT CORP 0.1%
Value ($000) $1,763 Shares 66,900 Est. Cost $24.91 Unrealized
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $1,653 Shares 56,500 Est. Cost $23.64 Unrealized +35.0%
SUNPOWER CORP 0.1%
Value ($000) $1,522 Shares 2,000,000 Est. Cost $0.67 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $1,452 Shares 29,500 Est. Cost $45.14 Unrealized 0.0%
KRE SPDR SERIES TRUST 0.1%
Value ($000) $1,311 Shares 24,000 Est. Cost $54.63 Unrealized
TERRAFORM PWR INC 0.1%
Value ($000) $1,299 Shares 105,000 Est. Cost $12.37 Unrealized
SUPERVALU INC 0.0%
Value ($000) $1,202 Shares 311,300 Est. Cost $4.87 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.0%
Value ($000) $1,165 Shares 48,000 Est. Cost $26.97 Unrealized 0.0%
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $1,089 Shares 96,419 Est. Cost $13.54 Unrealized
FRANCESCAS HLDGS CORP 0.0%
Value ($000) $1,082 Shares 70,500 Est. Cost $18.03 Unrealized
XHB SPDR SERIES TRUST 0.0%
Value ($000) $931 Shares 25,000 Est. Cost $37.24 Unrealized
REVLON INC 0.0%
Value ($000) $680 Shares 24,425 Est. Cost $30.89 Unrealized
LEE ENTERPRISES INC 0.0%
Value ($000) $393 Shares 151,128 Est. Cost $2.90 Unrealized
U S SILICA HLDGS INC 0.0%
Value ($000) $384 Shares 8,000 Est. Cost $48.00 Unrealized
NORTH ATLANTIC DRILLING LTD 0.0%
Value ($000) $229 Shares 135,500 Est. Cost Unrealized
KEANE GROUP INC 0.0%
Value ($000) $229 Shares 16,000 Est. Cost $14.31 Unrealized
ROWAN COMPANIES PLC 0.0%
Value ($000) $206 Shares 13,200 Est. Cost $15.61 Unrealized
PRECISION DRILLING CORP 0.0%
Value ($000) $94 Shares 20,000 Est. Cost $4.70 Unrealized