Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $3,837,961 (100.0% shares, 0.0% debt)

Holdings (118)

GLD SPDR GOLD TRUST 49.9%
Value ($000) $1,916,575 Shares 15,500,000 Est. Cost Unrealized
HYG ISHARES TR 12.5%
Value ($000) $481,553 Shares 5,518,600 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 10.4%
Value ($000) $400,290 Shares 1,500,000 Est. Cost Unrealized
AK STL CORP 2.2%
Value ($000) $85,480 Shares 64,616,000 Est. Cost $1.68 Unrealized
TESLA INC 2.2%
Value ($000) $85,057 Shares 80,250,000 Est. Cost $0.97 Unrealized
ADVANCED MICRO DEVICES INC 1.6%
Value ($000) $60,138 Shares 40,000,000 Est. Cost $1.49 Unrealized
TIME WARNER INC 1.5%
Value ($000) $58,647 Shares 641,166 Est. Cost $91.47 Unrealized
TESLA INC 1.5%
Value ($000) $58,235 Shares 50,000,000 Est. Cost $1.08 Unrealized
XLE SELECT SECTOR SPDR TR 1.3%
Value ($000) $50,704 Shares 701,686 Est. Cost $67.26 Unrealized
SILVER STD RES INC 1.1%
Value ($000) $43,438 Shares 44,218,000 Est. Cost $0.95 Unrealized
WEATHERFORD INTL LTD 1.1%
Value ($000) $41,380 Shares 38,247,000 Est. Cost $1.08 Unrealized
XLF SELECT SECTOR SPDR TR 0.9%
Value ($000) $36,445 Shares 1,305,800 Est. Cost $24.41 Unrealized
REDWOOD TR INC 0.9%
Value ($000) $33,913 Shares 33,849,000 Est. Cost $0.98 Unrealized
ALPS ETF TR 0.8%
Value ($000) $30,752 Shares 2,850,000 Est. Cost $11.61 Unrealized
SOLARCITY CORP 0.8%
Value ($000) $29,643 Shares 29,881,000 Est. Cost $1.05 Unrealized
IMMUNOMEDICS INC 0.7%
Value ($000) $28,605 Shares 8,797,000 Est. Cost $2.04 Unrealized
HERBALIFE LTD 0.7%
Value ($000) $25,084 Shares 25,000,000 Est. Cost $1.00 Unrealized
CAESARS ENTMT CORP 0.6%
Value ($000) $22,485 Shares 1,777,504 Est. Cost $12.67 Unrealized
EWZ ISHARES INC 0.5%
Value ($000) $20,225 Shares 500,000 Est. Cost $41.69 Unrealized
BLACKSTONE MTG TR INC 0.5%
Value ($000) $19,229 Shares 16,332,000 Est. Cost $1.13 Unrealized
GDX VANECK VECTORS ETF TR 0.5%
Value ($000) $19,142 Shares 823,661 Est. Cost $22.64 Unrealized
RADIUS HEALTH INC 0.5%
Value ($000) $18,864 Shares 20,000,000 Est. Cost $1.00 Unrealized
XME SPDR SERIES TRUST 0.4%
Value ($000) $14,548 Shares 400,000 Est. Cost $36.37 Unrealized
XLY SELECT SECTOR SPDR TR 0.4%
Value ($000) $14,447 Shares 146,392 Est. Cost $98.69 Unrealized
POWERSHARES QQQ TRUST 0.4%
Value ($000) $14,079 Shares 90,391 Est. Cost $155.76 Unrealized
EEM ISHARES TR 0.3%
Value ($000) $11,726 Shares 248,844 Est. Cost $41.32 Unrealized
RTW HLDGS INC 0.3%
Value ($000) $11,661 Shares 11,500,000 Est. Cost $0.97 Unrealized
ARRAY BIOPHARMA INC 0.3%
Value ($000) $11,326 Shares 10,000,000 Est. Cost $1.13 Unrealized
INTERCEPT PHARMACEUTICALS IN 0.3%
Value ($000) $10,348 Shares 12,956,000 Est. Cost $0.80 Unrealized
VIPSHOP HLDGS LTD 0.3%
Value ($000) $9,953 Shares 10,000,000 Est. Cost $1.03 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $9,797 Shares 83,672 Est. Cost $102.65 Unrealized 0.0%
SUNPOWER CORP 0.2%
Value ($000) $9,352 Shares 11,000,000 Est. Cost $0.71 Unrealized
GOGO INC 0.2%
Value ($000) $6,381 Shares 7,000,000 Est. Cost $0.91 Unrealized
VANECK VECTORS ETF TR 0.1%
Value ($000) $5,210 Shares 200,000 Est. Cost $26.05 Unrealized
TWO HBRS INVT CORP 0.1%
Value ($000) $5,122 Shares 4,870,000 Est. Cost $1.05 Unrealized
TSLA TESLA INC 0.1%
Value ($000) $4,670 Shares 15,000 Est. Cost Unrealized
CME CME GROUP INC 0.1%
Value ($000) $4,382 Shares 30,000 Est. Cost $39.16 Unrealized +169.3%
CYH COMMUNITY HEALTH SYS INC NEW 0.1%
Value ($000) $4,367 Shares 1,025,000 Est. Cost Unrealized
ANW 4 11/01/18 AEGEAN MARINE PETE NETWORK I 0.1%
Value ($000) $4,087 Shares 4,250,000 Est. Cost $0.80 Unrealized
GOLAR LNG PARTNERS LP 0.1%
Value ($000) $3,420 Shares 150,000 Est. Cost Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $2,937 Shares 275,000 Est. Cost Unrealized
RADIUS HEALTH INC 0.1%
Value ($000) $2,859 Shares 90,000 Est. Cost Unrealized
NATIONAL OILWELL VARCO INC 0.1%
Value ($000) $2,711 Shares 75,265 Est. Cost $36.02 Unrealized
CVX CHEVRON CORP NEW 0.1%
Value ($000) $2,651 Shares 21,177 Est. Cost $83.55 Unrealized 0.0%
T AT&T INC 0.1%
Value ($000) $2,645 Shares 68,018 Est. Cost $15.25 Unrealized 0.0%
IP INTL PAPER CO 0.1%
Value ($000) $2,608 Shares 45,005 Est. Cost $37.59 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.1%
Value ($000) $2,600 Shares 16,985 Est. Cost $128.56 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $2,570 Shares 24,495 Est. Cost $71.75 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.1%
Value ($000) $2,561 Shares 29,286 Est. Cost $62.24 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.1%
Value ($000) $2,524 Shares 30,176 Est. Cost $57.12 Unrealized 0.0%
APACHE CORP 0.1%
Value ($000) $2,523 Shares 59,755 Est. Cost $42.22 Unrealized
CINF CINCINNATI FINL CORP 0.1%
Value ($000) $2,509 Shares 33,464 Est. Cost $59.90 Unrealized 0.0%
SYK STRYKER CORP 0.1%
Value ($000) $2,508 Shares 16,200 Est. Cost $139.59 Unrealized 0.0%
BB&T CORP 0.1%
Value ($000) $2,507 Shares 50,417 Est. Cost $49.73 Unrealized
ROP ROPER TECHNOLOGIES INC 0.1%
Value ($000) $2,466 Shares 9,523 Est. Cost $244.69 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.1%
Value ($000) $2,452 Shares 135,093 Est. Cost $12.46 Unrealized 0.0%
MMM 3M CO 0.1%
Value ($000) $2,451 Shares 10,412 Est. Cost $144.97 Unrealized 0.0%
D DOMINION ENERGY INC 0.1%
Value ($000) $2,434 Shares 30,021 Est. Cost $56.42 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $2,417 Shares 29,696 Est. Cost $72.87 Unrealized 0.0%
VTR VENTAS INC 0.1%
Value ($000) $2,341 Shares 39,006 Est. Cost $44.53 Unrealized 0.0%
INTERCEPT PHARMACEUTICALS IN 0.1%
Value ($000) $2,337 Shares 40,000 Est. Cost Unrealized
SRE SEMPRA ENERGY 0.1%
Value ($000) $2,222 Shares 20,778 Est. Cost $44.55 Unrealized 0.0%
XL GROUP LTD 0.1%
Value ($000) $2,215 Shares 63,002 Est. Cost $35.16 Unrealized
LEE ENTERPRISES INC 0.1%
Value ($000) $2,153 Shares 916,128 Est. Cost $2.36 Unrealized
VALEANT PHARMACEUTICALS INTL 0.1%
Value ($000) $2,078 Shares 100,000 Est. Cost Unrealized
SUNPOWER CORP 0.0%
Value ($000) $1,897 Shares 225,000 Est. Cost Unrealized
MALLINCKRODT PUB LTD CO 0.0%
Value ($000) $1,805 Shares 80,000 Est. Cost Unrealized
SUNPOWER CORP 0.0%
Value ($000) $1,556 Shares 2,000,000 Est. Cost $0.67 Unrealized
ENDO INTL PLC 0.0%
Value ($000) $1,356 Shares 175,000 Est. Cost Unrealized
XPO XPO LOGISTICS INC 0.0%
Value ($000) $1,186 Shares 12,947 Est. Cost $25.57 Unrealized 0.0%
NXST NEXSTAR MEDIA GROUP INC 0.0%
Value ($000) $1,175 Shares 15,026 Est. Cost $53.34 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.0%
Value ($000) $1,113 Shares 18,342 Est. Cost $45.09 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $1,105 Shares 19,736 Est. Cost $47.79 Unrealized 0.0%
ALLY ALLY FINL INC 0.0%
Value ($000) $1,105 Shares 37,893 Est. Cost $20.79 Unrealized 0.0%
BAC BANK AMER CORP 0.0%
Value ($000) $1,104 Shares 37,411 Est. Cost $19.89 Unrealized +14.5%
CMCSA COMCAST CORP NEW 0.0%
Value ($000) $1,100 Shares 27,457 Est. Cost $30.68 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $1,082 Shares 5,459 Est. Cost $189.88 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $1,081 Shares 10,108 Est. Cost $81.33 Unrealized 0.0%
FLEETCOR TECHNOLOGIES INC 0.0%
Value ($000) $1,070 Shares 5,558 Est. Cost $192.52 Unrealized
VANECK VECTORS ETF TR 0.0%
Value ($000) $1,061 Shares 50,000 Est. Cost $20.73 Unrealized
MPC MARATHON PETE CORP 0.0%
Value ($000) $1,059 Shares 16,054 Est. Cost $47.48 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.0%
Value ($000) $1,040 Shares 4,550 Est. Cost $190.09 Unrealized 0.0%
C CITIGROUP INC 0.0%
Value ($000) $1,028 Shares 13,816 Est. Cost $56.47 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $1,028 Shares 3,743 Est. Cost $201.62 Unrealized 0.0%
AMZN AMAZON COM INC 0.0%
Value ($000) $1,027 Shares 878 Est. Cost $55.02 Unrealized 0.0%
ELV ANTHEM INC 0.0%
Value ($000) $1,023 Shares 4,545 Est. Cost $191.44 Unrealized 0.0%
V VISA INC 0.0%
Value ($000) $1,023 Shares 8,973 Est. Cost $104.38 Unrealized 0.0%
MSFT MICROSOFT CORP 0.0%
Value ($000) $1,022 Shares 11,945 Est. Cost $75.26 Unrealized 0.0%
ADNT ADIENT PLC 0.0%
Value ($000) $1,011 Shares 12,844 Est. Cost $79.56 Unrealized 0.0%
GOOGL ALPHABET INC 0.0%
Value ($000) $1,003 Shares 952 Est. Cost $51.24 Unrealized 0.0%
MGM MGM RESORTS INTERNATIONAL 0.0%
Value ($000) $1,001 Shares 29,994 Est. Cost $30.79 Unrealized 0.0%
DOWDUPONT INC 0.0%
Value ($000) $999 Shares 14,033 Est. Cost $71.19 Unrealized
GDDY GODADDY INC 0.0%
Value ($000) $996 Shares 19,806 Est. Cost $47.42 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.0%
Value ($000) $993 Shares 2,955 Est. Cost $339.74 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%
Value ($000) $990 Shares 13,933 Est. Cost $65.14 Unrealized 0.0%
DELL TECHNOLOGIES INC 0.0%
Value ($000) $988 Shares 12,161 Est. Cost $81.24 Unrealized
MONSANTO CO NEW 0.0%
Value ($000) $986 Shares 8,440 Est. Cost $116.82 Unrealized
NFLX NETFLIX INC 0.0%
Value ($000) $978 Shares 5,096 Est. Cost $19.26 Unrealized 0.0%
AAPL APPLE INC 0.0%
Value ($000) $977 Shares 5,776 Est. Cost $39.08 Unrealized 0.0%
SBAC SBA COMMUNICATIONS CORP NEW 0.0%
Value ($000) $973 Shares 5,958 Est. Cost $146.73 Unrealized 0.0%
META FACEBOOK INC 0.0%
Value ($000) $970 Shares 5,499 Est. Cost $175.52 Unrealized 0.0%
NRG NRG ENERGY INC 0.0%
Value ($000) $966 Shares 33,933 Est. Cost $22.53 Unrealized 0.0%
EXPE EXPEDIA INC DEL 0.0%
Value ($000) $959 Shares 8,008 Est. Cost $125.31 Unrealized 0.0%
BIDU BAIDU INC 0.0%
Value ($000) $959 Shares 4,093 Est. Cost $234.30 Unrealized
DXC DXC TECHNOLOGY CO 0.0%
Value ($000) $958 Shares 10,099 Est. Cost $76.85 Unrealized 0.0%
EQIX EQUINIX INC 0.0%
Value ($000) $956 Shares 2,109 Est. Cost $395.83 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.0%
Value ($000) $949 Shares 11,140 Est. Cost $83.34 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.0%
Value ($000) $947 Shares 12,858 Est. Cost $72.14 Unrealized 0.0%
IAC INTERACTIVECORP 0.0%
Value ($000) $946 Shares 7,733 Est. Cost $117.57 Unrealized
CRM SALESFORCE COM INC 0.0%
Value ($000) $940 Shares 9,191 Est. Cost $100.69 Unrealized 0.0%
IQV IQVIA HLDGS INC 0.0%
Value ($000) $938 Shares 9,582 Est. Cost $101.80 Unrealized 0.0%
BROADCOM LTD 0.0%
Value ($000) $929 Shares 3,615 Est. Cost $256.98 Unrealized
LIBERTY INTERACTIVE CORP 0.0%
Value ($000) $928 Shares 17,109 Est. Cost $54.24 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.0%
Value ($000) $922 Shares 8,402 Est. Cost $109.19 Unrealized 0.0%
BABA ALIBABA GROUP HLDG LTD 0.0%
Value ($000) $903 Shares 5,238 Est. Cost $172.39 Unrealized
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $832 Shares 20,243 Est. Cost $42.03 Unrealized 0.0%
ADSK AUTODESK INC 0.0%
Value ($000) $821 Shares 7,830 Est. Cost $116.60 Unrealized 0.0%
CRK COMSTOCK RES INC 0.0%
Value ($000) $158 Shares 18,669 Est. Cost $5.63 Unrealized 0.0%