Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $3,064,494 (69.1% shares, 30.9% debt)

Holdings (94)

GLD SPDR GOLD TRUST 30.5%
Value ($000) $933,900 Shares 6,725,000 Est. Cost Unrealized
IWM ISHARES TR 10.6%
Value ($000) $323,867 Shares 2,140,000 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 7.4%
Value ($000) $226,732 Shares 764,000 Est. Cost $266.77 Unrealized
ADVANCED MICRO DEVICES INC 4.8%
Value ($000) $147,613 Shares 39,450,000 Est. Cost $1.53 Unrealized
MEDICINES CO 4.2%
Value ($000) $127,399 Shares 84,032,000 Est. Cost $1.38 Unrealized
TESLA INC 3.4%
Value ($000) $104,529 Shares 106,829,000 Est. Cost $1.01 Unrealized
XLP SELECT SECTOR SPDR TR 3.2%
Value ($000) $98,165 Shares 1,598,268 Est. Cost $61.16 Unrealized
TESLA INC 3.0%
Value ($000) $90,630 Shares 89,000,000 Est. Cost $0.98 Unrealized
XLF SELECT SECTOR SPDR TR 2.3%
Value ($000) $70,000 Shares 2,500,000 Est. Cost $27.16 Unrealized
AK STL CORP 2.2%
Value ($000) $67,452 Shares 67,316,000 Est. Cost $1.66 Unrealized
XLE SELECT SECTOR SPDR TR 1.7%
Value ($000) $52,570 Shares 888,010 Est. Cost $61.18 Unrealized
RESTORATION HARDWARE HLDGS I 1.4%
Value ($000) $42,427 Shares 28,575,000 Est. Cost $1.17 Unrealized
EWZ ISHARES INC 1.4%
Value ($000) $42,180 Shares 1,001,200 Est. Cost $41.69 Unrealized
CHESAPEAKE ENERGY CORP 0.9%
Value ($000) $27,224 Shares 45,485,000 Est. Cost $0.78 Unrealized
CRM SALESFORCE COM INC 0.9%
Value ($000) $26,719 Shares 180,000 Est. Cost $153.32 Unrealized -2.1%
MSFT MICROSOFT CORP 0.8%
Value ($000) $25,720 Shares 185,000 Est. Cost $101.93 Unrealized +27.5%
GOLAR LNG LTD 0.8%
Value ($000) $23,646 Shares 27,100,000 Est. Cost $0.97 Unrealized
CAT CATERPILLAR INC DEL 0.8%
Value ($000) $23,493 Shares 186,000 Est. Cost $114.66 Unrealized -3.1%
DHT HOLDINGS INC 0.7%
Value ($000) $22,115 Shares 19,350,000 Est. Cost $1.14 Unrealized
GOPRO INC 0.7%
Value ($000) $21,244 Shares 21,000,000 Est. Cost $0.93 Unrealized
GDS HLDGS LTD 0.7%
Value ($000) $20,423 Shares 19,675,000 Est. Cost $0.99 Unrealized
SILVER STD RES INC 0.7%
Value ($000) $20,121 Shares 19,870,000 Est. Cost $0.95 Unrealized
ZILLOW GROUP INC 0.6%
Value ($000) $18,813 Shares 18,900,000 Est. Cost $1.02 Unrealized
PRETIUM RES INC 0.6%
Value ($000) $17,766 Shares 17,000,000 Est. Cost $0.84 Unrealized
KAMAN CORP 0.6%
Value ($000) $17,532 Shares 15,375,000 Est. Cost $1.19 Unrealized
IQ IQIYI INC 0.5%
Value ($000) $16,791 Shares 1,041,000 Est. Cost Unrealized
XLF SELECT SECTOR SPDR TR 0.5%
Value ($000) $15,232 Shares 544,000 Est. Cost $27.16 Unrealized
RWT HLDGS INC 0.5%
Value ($000) $15,166 Shares 15,075,000 Est. Cost $0.98 Unrealized
INTREXON CORP 0.5%
Value ($000) $15,094 Shares 24,000,000 Est. Cost $1.16 Unrealized
TEVA PHARMACEUTICAL FIN LLC 0.5%
Value ($000) $15,005 Shares 16,525,000 Est. Cost $0.91 Unrealized
SHIP FIN INTL LTD 0.5%
Value ($000) $14,527 Shares 13,325,000 Est. Cost $1.03 Unrealized
COLONY CAP INC 0.5%
Value ($000) $14,424 Shares 14,575,000 Est. Cost $0.94 Unrealized
INTERCEPT PHARMACEUTICALS IN 0.4%
Value ($000) $13,775 Shares 16,000,000 Est. Cost $0.84 Unrealized
BA BOEING CO 0.4%
Value ($000) $13,316 Shares 35,000 Est. Cost $355.85 Unrealized -1.0%
OPKO HEALTH INC 0.4%
Value ($000) $12,823 Shares 15,550,000 Est. Cost $0.91 Unrealized
REDWOOD TR INC 0.4%
Value ($000) $12,717 Shares 12,500,000 Est. Cost $0.99 Unrealized
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $12,716 Shares 42,850 Est. Cost $266.77 Unrealized
EEM ISHARES TR 0.4%
Value ($000) $12,261 Shares 300,000 Est. Cost $42.91 Unrealized
CALIFORNIA RES CORP 0.4%
Value ($000) $12,207 Shares 1,196,800 Est. Cost Unrealized
SCORPIO TANKERS INC 0.4%
Value ($000) $11,281 Shares 10,650,000 Est. Cost $0.87 Unrealized
EMB ISHARES TR 0.4%
Value ($000) $10,836 Shares 95,600 Est. Cost $113.35 Unrealized
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $10,592 Shares 90,000 Est. Cost $90.01 Unrealized +5.6%
UBER UBER TECHNOLOGIES INC 0.3%
Value ($000) $10,408 Shares 341,600 Est. Cost Unrealized
APHRIA INC 0.3%
Value ($000) $10,097 Shares 1,945,600 Est. Cost Unrealized
GREENLIGHT CAP RE LTD 0.3%
Value ($000) $9,433 Shares 10,000,000 Est. Cost $0.94 Unrealized
AVGO BROADCOM INC 0.3%
Value ($000) $9,110 Shares 33,000 Est. Cost $24.24 Unrealized -0.9%
EWH ISHARES INC 0.3%
Value ($000) $9,080 Shares 400,000 Est. Cost $22.70 Unrealized
TRANSOCEAN INC 0.3%
Value ($000) $8,739 Shares 10,500,000 Est. Cost $0.83 Unrealized
CSCO CISCO SYS INC 0.3%
Value ($000) $8,646 Shares 175,000 Est. Cost $42.79 Unrealized 0.0%
V VISA INC 0.3%
Value ($000) $8,600 Shares 50,000 Est. Cost $170.31 Unrealized 0.0%
EWW ISHARES INC 0.3%
Value ($000) $8,544 Shares 200,000 Est. Cost $42.72 Unrealized
NIO NIO INC 0.3%
Value ($000) $8,057 Shares 5,166,100 Est. Cost Unrealized
BABA ALIBABA GROUP HLDG LTD 0.2%
Value ($000) $7,525 Shares 45,000 Est. Cost $152.06 Unrealized
CONTURA ENERGY INC 0.2%
Value ($000) $7,436 Shares 265,958 Est. Cost $62.17 Unrealized
GPRO GOPRO INC 0.2%
Value ($000) $7,181 Shares 1,385,100 Est. Cost $5.61 Unrealized -16.3%
HD HOME DEPOT INC 0.2%
Value ($000) $6,960 Shares 30,000 Est. Cost $187.08 Unrealized 0.0%
BZUN BAOZUN INC 0.2%
Value ($000) $6,943 Shares 162,600 Est. Cost Unrealized
SUNPOWER CORP 0.2%
Value ($000) $6,809 Shares 7,450,000 Est. Cost $0.84 Unrealized
MRK MERCK & CO INC 0.2%
Value ($000) $6,734 Shares 80,000 Est. Cost $62.14 Unrealized +5.4%
CME CME GROUP INC 0.2%
Value ($000) $6,340 Shares 30,000 Est. Cost $39.16 Unrealized +319.6%
MFA FINL INC 0.2%
Value ($000) $6,177 Shares 6,000,000 Est. Cost $1.01 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $6,036 Shares 100,000 Est. Cost $40.44 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $5,389 Shares 26,000 Est. Cost $175.84 Unrealized +2.9%
GENERAL ELECTRIC CO 0.2%
Value ($000) $5,364 Shares 600,000 Est. Cost $8.94 Unrealized
CANOPY GROWTH CORP 0.2%
Value ($000) $5,310 Shares 231,600 Est. Cost Unrealized
HTT QUDIAN INC 0.2%
Value ($000) $5,167 Shares 750,000 Est. Cost Unrealized
NOVAVAX INC 0.2%
Value ($000) $5,039 Shares 11,850,000 Est. Cost $0.38 Unrealized
TWO HBRS INVT CORP 0.2%
Value ($000) $4,994 Shares 4,870,000 Est. Cost $1.01 Unrealized
XOM EXXON MOBIL CORP 0.1%
Value ($000) $4,236 Shares 60,000 Est. Cost $56.88 Unrealized -5.5%
NKE NIKE INC 0.1%
Value ($000) $4,226 Shares 45,000 Est. Cost $78.77 Unrealized 0.0%
ACCELERATE DIAGNOSTICS INC 0.1%
Value ($000) $4,162 Shares 5,000,000 Est. Cost $0.89 Unrealized
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $3,698 Shares 166,359 Est. Cost $13.76 Unrealized +86.3%
XME SPDR SERIES TRUST 0.1%
Value ($000) $3,435 Shares 135,000 Est. Cost $25.44 Unrealized
MMM 3M CO 0.1%
Value ($000) $3,288 Shares 20,000 Est. Cost $110.63 Unrealized 0.0%
REALOGY HLDGS CORP 0.1%
Value ($000) $3,006 Shares 450,000 Est. Cost Unrealized
WHITING PETE CORP NEW 0.1%
Value ($000) $2,971 Shares 370,000 Est. Cost Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.1%
Value ($000) $2,727 Shares 210,000 Est. Cost Unrealized
WHITING PETE CORP NEW 0.1%
Value ($000) $2,302 Shares 2,348,000 Est. Cost $0.98 Unrealized
AURORA CANNABIS INC 0.1%
Value ($000) $2,203 Shares 502,000 Est. Cost Unrealized
TALO TALOS ENERGY INC 0.1%
Value ($000) $2,133 Shares 104,963 Est. Cost $22.76 Unrealized -4.8%
VERASTEM INC 0.1%
Value ($000) $1,731 Shares 3,675,000 Est. Cost $0.79 Unrealized
C CITIGROUP INC 0.0%
Value ($000) $1,381 Shares 20,000 Est. Cost $54.15 Unrealized 0.0%
NOBLE CORP PLC 0.0%
Value ($000) $1,354 Shares 1,066,700 Est. Cost Unrealized
ACBCN 5.5 02/28/24 REGS AURORA CANNABIS INC 0.0%
Value ($000) $1,328 Shares 1,500,000 Est. Cost $1.36 Unrealized
NVAX NOVAVAX INC 0.0%
Value ($000) $1,255 Shares 250,000 Est. Cost Unrealized
TILRAY INC 0.0%
Value ($000) $1,244 Shares 50,300 Est. Cost Unrealized
NIO 4.5 02/01/24 REGS NIO INC 0.0%
Value ($000) $1,196 Shares 4,350,000 Est. Cost $0.86 Unrealized
BEST INC 0.0%
Value ($000) $1,195 Shares 226,504 Est. Cost $5.28 Unrealized
NRP NATURAL RESOURCE PARTNERS L 0.0%
Value ($000) $1,128 Shares 44,500 Est. Cost Unrealized
MCDERMOTT INTL INC 0.0%
Value ($000) $980 Shares 485,500 Est. Cost Unrealized
EGLE 5 08/01/24 REGS EAGLE BULK SHIPPING INC 0.0%
Value ($000) $670 Shares 628,000 Est. Cost $1.07 Unrealized
IQ 3.75 12/01/23 REGS IQIYI INC 0.0%
Value ($000) $620 Shares 625,000 Est. Cost $1.19 Unrealized
RH RH 0.0%
Value ($000) $487 Shares 2,856 Est. Cost $142.38 Unrealized 0.0%
NII HLDGS INC 0.0%
Value ($000) $377 Shares 192,700 Est. Cost $3.77 Unrealized