Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $3,813,444 (100.0% shares, 0.0% debt)

Holdings (87)

GLD SPDR GOLD TRUST 48.0%
Value ($000) $1,829,310 Shares 15,500,000 Est. Cost Unrealized
IWM ISHARES TR 16.6%
Value ($000) $634,140 Shares 4,500,000 Est. Cost $135.88 Unrealized
SPY SPDR S&P 500 ETF TR 6.3%
Value ($000) $241,800 Shares 1,000,000 Est. Cost $235.74 Unrealized
TESLA INC 2.5%
Value ($000) $94,401 Shares 75,000,000 Est. Cost $1.08 Unrealized
AK STL CORP 2.4%
Value ($000) $93,273 Shares 63,052,000 Est. Cost $1.69 Unrealized
TESLA INC 2.4%
Value ($000) $91,905 Shares 80,250,000 Est. Cost $0.97 Unrealized
STARWOOD PPTY TR INC 2.1%
Value ($000) $79,958 Shares 73,699,000 Est. Cost $1.08 Unrealized
XLE SELECT SECTOR SPDR TR 1.8%
Value ($000) $68,871 Shares 1,060,864 Est. Cost $65.88 Unrealized
XLF SELECT SECTOR SPDR TR 1.8%
Value ($000) $67,455 Shares 2,734,292 Est. Cost $24.41 Unrealized
ADVANCED MICRO DEVICES INC 1.6%
Value ($000) $62,541 Shares 35,750,000 Est. Cost $1.46 Unrealized
WEATHERFORD INTL LTD 1.4%
Value ($000) $52,588 Shares 52,000,000 Est. Cost $1.08 Unrealized
EWT ISHARES INC 1.1%
Value ($000) $42,912 Shares 1,200,000 Est. Cost Unrealized
SILVER STD RES INC 1.1%
Value ($000) $42,844 Shares 43,911,000 Est. Cost $0.95 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.9%
Value ($000) $35,749 Shares 33,568,000 Est. Cost $1.06 Unrealized
REDWOOD TR INC 0.9%
Value ($000) $34,360 Shares 33,849,000 Est. Cost $0.98 Unrealized
SOLARCITY CORP 0.8%
Value ($000) $29,841 Shares 29,881,000 Est. Cost $1.05 Unrealized
INDA ISHARES TR 0.6%
Value ($000) $23,863 Shares 743,400 Est. Cost $29.28 Unrealized
BARCLAYS BK PLC 0.6%
Value ($000) $22,330 Shares 1,750,000 Est. Cost Unrealized
EPI WISDOMTREE TR 0.6%
Value ($000) $21,337 Shares 870,525 Est. Cost $21.97 Unrealized
VIPSHOP HLDGS LTD 0.5%
Value ($000) $20,766 Shares 21,000,000 Est. Cost $1.03 Unrealized
ALPS ETF TR 0.5%
Value ($000) $20,336 Shares 1,700,300 Est. Cost $11.96 Unrealized
BLACKSTONE MTG TR INC 0.5%
Value ($000) $18,913 Shares 16,332,000 Est. Cost $1.13 Unrealized
GDX VANECK VECTORS ETF TR 0.4%
Value ($000) $14,352 Shares 650,000 Est. Cost $22.19 Unrealized
TSLA TESLA INC 0.4%
Value ($000) $13,669 Shares 37,800 Est. Cost Unrealized
IMMUNOMEDICS INC 0.3%
Value ($000) $12,833 Shares 7,000,000 Est. Cost $1.83 Unrealized
BARCLAYS BK PLC 0.3%
Value ($000) $12,760 Shares 1,000,000 Est. Cost Unrealized
RTW HLDGS INC 0.3%
Value ($000) $12,044 Shares 11,500,000 Est. Cost $0.97 Unrealized
IWM ISHARES TR 0.3%
Value ($000) $11,978 Shares 85,000 Est. Cost $135.88 Unrealized
TWO HBRS INVT CORP 0.3%
Value ($000) $11,467 Shares 10,900,000 Est. Cost $1.02 Unrealized
SUNPOWER CORP 0.3%
Value ($000) $11,240 Shares 13,000,000 Est. Cost $0.71 Unrealized
EEM ISHARES TR 0.2%
Value ($000) $6,954 Shares 168,000 Est. Cost $39.39 Unrealized
GOGO INC 0.2%
Value ($000) $6,354 Shares 7,000,000 Est. Cost $0.91 Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.2%
Value ($000) $5,824 Shares 6,000,000 Est. Cost $0.80 Unrealized
SUNPOWER CORP 0.1%
Value ($000) $5,292 Shares 5,500,000 Est. Cost $0.92 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $4,938 Shares 600,000 Est. Cost Unrealized
CME CME GROUP INC 0.1%
Value ($000) $3,757 Shares 30,000 Est. Cost $39.16 Unrealized +123.6%
SUNPOWER CORP 0.1%
Value ($000) $2,849 Shares 305,000 Est. Cost Unrealized
EWJ ISHARES INC 0.1%
Value ($000) $2,683 Shares 50,000 Est. Cost $51.50 Unrealized
BHP BILLITON PLC 0.1%
Value ($000) $2,509 Shares 81,567 Est. Cost $30.76 Unrealized
SUNPOWER CORP 0.0%
Value ($000) $1,585 Shares 2,000,000 Est. Cost $0.67 Unrealized
AMGN AMGEN INC 0.0%
Value ($000) $1,292 Shares 7,500 Est. Cost $125.35 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $1,243 Shares 13,600 Est. Cost $68.54 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $1,242 Shares 6,700 Est. Cost $142.11 Unrealized +7.4%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $1,215 Shares 14,700 Est. Cost $69.96 Unrealized 0.0%
MDT MEDTRONIC PLC 0.0%
Value ($000) $1,207 Shares 13,600 Est. Cost $67.64 Unrealized 0.0%
BAC BANK AMER CORP 0.0%
Value ($000) $1,201 Shares 49,500 Est. Cost $19.10 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.0%
Value ($000) $1,198 Shares 5,400 Est. Cost $184.61 Unrealized 0.0%
PRICELINE GRP INC 0.0%
Value ($000) $1,197 Shares 640 Est. Cost $1870.31 Unrealized
WMT WAL-MART STORES INC 0.0%
Value ($000) $1,196 Shares 15,800 Est. Cost $22.02 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.0%
Value ($000) $1,194 Shares 4,300 Est. Cost $218.34 Unrealized 0.0%
DAN DANA INCORPORATED 0.0%
Value ($000) $1,190 Shares 53,300 Est. Cost $12.34 Unrealized +36.9%
ANADARKO PETE CORP 0.0%
Value ($000) $1,183 Shares 26,100 Est. Cost $62.01 Unrealized
GILD GILEAD SCIENCES INC 0.0%
Value ($000) $1,175 Shares 16,600 Est. Cost $48.32 Unrealized 0.0%
ALLERGAN PLC 0.0%
Value ($000) $1,167 Shares 4,800 Est. Cost $243.13 Unrealized
C&J ENERGY SVCS INC NEW 0.0%
Value ($000) $1,165 Shares 34,000 Est. Cost $34.26 Unrealized
MRK MERCK & CO INC 0.0%
Value ($000) $1,160 Shares 18,100 Est. Cost $46.54 Unrealized 0.0%
CELGENE CORP 0.0%
Value ($000) $1,156 Shares 8,900 Est. Cost $129.89 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.0%
Value ($000) $1,145 Shares 69,300 Est. Cost $13.55 Unrealized
PINNACLE FOODS INC DEL 0.0%
Value ($000) $1,140 Shares 19,200 Est. Cost $51.45 Unrealized
SUPERVALU INC 0.0%
Value ($000) $1,101 Shares 334,700 Est. Cost $4.76 Unrealized
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $1,060 Shares 35,500 Est. Cost $28.55 Unrealized 0.0%
FXI ISHARES TR 0.0%
Value ($000) $993 Shares 25,000 Est. Cost $39.72 Unrealized
FTI TECHNIPFMC PLC 0.0%
Value ($000) $966 Shares 35,500 Est. Cost $20.69 Unrealized 0.0%
CNA CNA FINL CORP 0.0%
Value ($000) $917 Shares 18,800 Est. Cost $18.36 Unrealized +36.8%
TWO HBRS INVT CORP 0.0%
Value ($000) $902 Shares 91,000 Est. Cost $9.91 Unrealized
FLS FLOWSERVE CORP 0.0%
Value ($000) $817 Shares 17,600 Est. Cost $40.40 Unrealized -0.1%
FFIV F5 NETWORKS INC 0.0%
Value ($000) $813 Shares 6,400 Est. Cost $142.67 Unrealized -8.2%
PUMP PROPETRO HLDG CORP 0.0%
Value ($000) $804 Shares 57,600 Est. Cost $13.44 Unrealized 0.0%
ROWAN COMPANIES PLC 0.0%
Value ($000) $788 Shares 77,000 Est. Cost $11.15 Unrealized
TABLEAU SOFTWARE INC 0.0%
Value ($000) $778 Shares 12,700 Est. Cost $42.14 Unrealized
WEIGHT WATCHERS INTL INC NEW 0.0%
Value ($000) $712 Shares 21,300 Est. Cost $33.43 Unrealized
TRIUMPH GROUP INC NEW 0.0%
Value ($000) $658 Shares 20,811 Est. Cost $27.59 Unrealized
U S SILICA HLDGS INC 0.0%
Value ($000) $635 Shares 17,900 Est. Cost $41.07 Unrealized
REVLON INC 0.0%
Value ($000) $617 Shares 26,025 Est. Cost $30.45 Unrealized
BCO BRINKS CO 0.0%
Value ($000) $610 Shares 9,100 Est. Cost $33.75 Unrealized +66.4%
CORE LABORATORIES N V 0.0%
Value ($000) $608 Shares 6,000 Est. Cost $101.33 Unrealized
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $597 Shares 52,919 Est. Cost $13.54 Unrealized
HP HELMERICH & PAYNE INC 0.0%
Value ($000) $543 Shares 10,000 Est. Cost $58.64 Unrealized 0.0%
FRANCESCAS HLDGS CORP 0.0%
Value ($000) $489 Shares 44,700 Est. Cost $18.03 Unrealized
VANECK VECTORS ETF TR 0.0%
Value ($000) $479 Shares 25,000 Est. Cost $19.16 Unrealized
SEADRILL LIMITED 0.0%
Value ($000) $474 Shares 1,315,300 Est. Cost Unrealized
IMPAX LABORATORIES INC 0.0%
Value ($000) $390 Shares 24,200 Est. Cost $16.12 Unrealized
RL RALPH LAUREN CORP 0.0%
Value ($000) $384 Shares 5,200 Est. Cost $82.32 Unrealized -23.3%
LEE ENTERPRISES INC 0.0%
Value ($000) $351 Shares 184,528 Est. Cost $2.72 Unrealized
DNOW NOW INC 0.0%
Value ($000) $322 Shares 20,000 Est. Cost $17.04 Unrealized 0.0%
SUPERIOR ENERGY SVCS INC 0.0%
Value ($000) $209 Shares 20,000 Est. Cost $10.45 Unrealized
NORTH ATLANTIC DRILLING LTD 0.0%
Value ($000) $180 Shares 135,500 Est. Cost Unrealized