$2.04 Billion is the total value of Graham Capital Management, L.P.'s 116 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 83.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EEM | Sell | ISHARES TRcall | $112,299,000 | -71.9% | 2,798,400 | -72.4% | 5.51% | -67.6% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $22,253,000 | -91.7% | 107,799 | -91.8% | 1.09% | -90.5% |
| EQT | Sell | EQT CORP | $20,825,000 | -19.4% | 251,300 | -26.3% | 1.02% | -7.2% |
| SU | Sell | SUNCOR ENERGY INC NEW | $13,163,000 | -50.9% | 450,000 | -46.6% | 0.65% | -43.5% |
| WAC | Sell | WALTER INVT MGMT CORPput | $7,091,000 | -14.1% | 439,100 | -12.2% | 0.35% | -1.1% |
| CRZO | Sell | CARRIZO OIL & GAS INC | $6,951,000 | -38.9% | 140,000 | -48.8% | 0.34% | -29.7% |
| TSL | Sell | TRINA SOLAR LIMITEDput | $6,045,000 | -46.4% | 500,000 | -58.9% | 0.30% | -38.3% |
| MDR | Sell | MCDERMOTT INTL INCput | $5,860,000 | +13.4% | 1,526,000 | -14.1% | 0.29% | +30.3% |
| WMB | Sell | WILLIAMS COS INC DEL | $5,565,000 | -34.5% | 110,000 | -41.8% | 0.27% | -24.8% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $4,065,000 | -74.0% | 46,294 | -76.5% | 0.20% | -70.0% |
| SINA | Sell | SINA CORPput | $4,020,000 | -57.0% | 125,000 | -50.0% | 0.20% | -50.6% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $2,307,000 | -55.5% | 47,431 | -57.2% | 0.11% | -48.9% |
| CIE | Sell | COBALT INTL ENERGY INC | $1,882,000 | -11.8% | 200,000 | -16.7% | 0.09% | +1.1% |
| YHOO | Sell | YAHOO INC | $1,584,000 | -39.7% | 35,650 | -31.4% | 0.08% | -30.4% |
| FI | Sell | FRANKS INTL N V | $1,590,000 | -34.1% | 85,000 | -41.4% | 0.08% | -24.3% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b | $498,000 | -80.5% | 3,450 | -79.7% | 0.02% | -78.0% |
| WLTGQ | Sell | WALTER ENERGY INCput | $341,000 | -74.4% | 550,000 | -42.9% | 0.02% | -70.2% |
| KWKAQ | Exit | QUICKSILVER RESOURCES INC | $0 | – | -139,719 | -100.0% | -0.00% | – |
| EXXIQ | Exit | ENERGY XXI LTD | $0 | – | -22,500 | -100.0% | -0.00% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -11,500 | -100.0% | -0.01% | – |
| RSX | Exit | MARKET VECTORS ETF TRrussia etf | $0 | – | -40,000 | -100.0% | -0.02% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -27,754 | -100.0% | -0.03% | – |
| XOP | Exit | SPDR SERIES TRUSTs&p oilgas exp | $0 | – | -20,500 | -100.0% | -0.04% | – |
| SFUN | Exit | SOUFUN HLDGS LTDput | $0 | – | -145,000 | -100.0% | -0.05% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -20,000 | -100.0% | -0.05% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -13,000 | -100.0% | -0.06% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -30,000 | -100.0% | -0.06% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -30,000 | -100.0% | -0.07% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -30,000 | -100.0% | -0.07% | – |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -284,847 | -100.0% | -0.07% | – |
| EBAY | Exit | EBAY INC | $0 | – | -30,000 | -100.0% | -0.07% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -32,000 | -100.0% | -0.08% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -30,000 | -100.0% | -0.08% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -20,000 | -100.0% | -0.09% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -10,000 | -100.0% | -0.09% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -200,000 | -100.0% | -0.09% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -20,000 | -100.0% | -0.10% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -66,300 | -100.0% | -0.10% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -30,000 | -100.0% | -0.10% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -170,000 | -100.0% | -0.10% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -93,200 | -100.0% | -0.10% | – |
| VXX | Exit | BARCLAYS BK PLCipath s&p500 vix | $0 | – | -75,000 | -100.0% | -0.10% | – |
| ANVGQ | Exit | ALLIED NEVADA GOLD CORPput | $0 | – | -2,846,400 | -100.0% | -0.11% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -21,500 | -100.0% | -0.11% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -12,000 | -100.0% | -0.11% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -25,000 | -100.0% | -0.11% | – |
| V | Exit | VISA INC | $0 | – | -10,000 | -100.0% | -0.11% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -26,000 | -100.0% | -0.11% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -25,000 | -100.0% | -0.11% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -30,000 | -100.0% | -0.11% | – |
| CDE | Exit | COEUR MNG INCput | $0 | – | -550,000 | -100.0% | -0.12% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -20,000 | -100.0% | -0.12% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -50,000 | -100.0% | -0.12% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -15,000 | -100.0% | -0.12% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -40,000 | -100.0% | -0.12% | – |
| STRZA | Exit | STARZ | $0 | – | -100,000 | -100.0% | -0.13% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -79,409 | -100.0% | -0.13% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -307,086 | -100.0% | -0.14% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -90,000 | -100.0% | -0.14% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -190,000 | -100.0% | -0.14% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -40,000 | -100.0% | -0.15% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -60,000 | -100.0% | -0.15% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -31,300 | -100.0% | -0.15% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -65,000 | -100.0% | -0.16% | – |
| QEP | Exit | QEP RES INC | $0 | – | -185,000 | -100.0% | -0.16% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -128,870 | -100.0% | -0.16% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -45,000 | -100.0% | -0.16% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -95,000 | -100.0% | -0.18% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -404,133 | -100.0% | -0.18% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -8,500 | -100.0% | -0.19% | – |
| Exit | ANNALY CAP MGMT INCnote | $0 | – | -4,500,000 | -100.0% | -0.20% | – | |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -99,288 | -100.0% | -0.20% | – |
| KOS | Exit | KOSMOS ENERGY LTDput | $0 | – | -563,500 | -100.0% | -0.20% | – |
| Exit | WEBMD HEALTH CORPnote | $0 | – | -5,000,000 | -100.0% | -0.22% | – | |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -70,000 | -100.0% | -0.25% | – |
| LINEQ | Exit | LINN ENERGY LLCput | $0 | – | -585,000 | -100.0% | -0.25% | – |
| OPK | Exit | OPKO HEALTH INCput | $0 | – | -595,000 | -100.0% | -0.25% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -301,718 | -100.0% | -0.27% | – |
| GILD | Exit | GILEAD SCIENCES INCcall | $0 | – | -75,700 | -100.0% | -0.30% | – |
| CIE | Exit | COBALT INTL ENERGY INCput | $0 | – | -850,000 | -100.0% | -0.32% | – |
| Exit | STARWOOD PPTY TR INCnote | $0 | – | -7,500,000 | -100.0% | -0.32% | – | |
| CTRP | Exit | CTRIP COM INTL LTDput | $0 | – | -172,600 | -100.0% | -0.34% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDput | $0 | – | -1,083,200 | -100.0% | -0.34% | – |
| CSIQ | Exit | CANADIAN SOLAR INCput | $0 | – | -403,500 | -100.0% | -0.42% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -66,951 | -100.0% | -0.42% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -250,000 | -100.0% | -0.44% | – |
| Exit | WALTER INVT MGMT CORPnote | $0 | – | -14,412,000 | -100.0% | -0.46% | – | |
| EWZ | Exit | ISHARESput | $0 | – | -300,000 | -100.0% | -0.47% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -220,000 | -100.0% | -0.47% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -579,177 | -100.0% | -0.48% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -150,212 | -100.0% | -0.55% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -830,000 | -100.0% | -0.63% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -275,100 | -100.0% | -0.64% | – |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -704,800 | -100.0% | -0.74% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -220,200 | -100.0% | -0.76% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -297,659 | -100.0% | -0.78% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -500,000 | -100.0% | -0.84% | – |
| YHOO | Exit | YAHOO INCcall | $0 | – | -448,400 | -100.0% | -0.97% | – |
| XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -390,000 | -100.0% | -1.32% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -1,289,300 | -100.0% | -1.92% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -418,800 | -100.0% | -2.14% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTcall | $0 | – | -1,020,000 | -100.0% | -4.50% | – |
| IWM | Exit | ISHARES TRcall | $0 | – | -932,600 | -100.0% | -4.76% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -1,800,000 | -100.0% | -9.19% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| CME GROUP INC | 42 | Q3 2023 | 0.8% |
| ISHARES TR | 27 | Q3 2023 | 20.0% |
| SELECT SECTOR SPDR TR | 27 | Q4 2022 | 7.4% |
| SELECT SECTOR SPDR TR | 27 | Q2 2022 | 2.9% |
| MICROSOFT CORP | 25 | Q3 2023 | 1.5% |
| JPMORGAN CHASE & CO | 23 | Q3 2023 | 1.4% |
| SPDR GOLD TRUST | 22 | Q4 2020 | 53.4% |
| ISHARES TR | 22 | Q1 2023 | 3.1% |
| ISHARES INC | 21 | Q2 2023 | 4.0% |
| OPKO HEALTH INC | 19 | Q3 2023 | 3.0% |
View Graham Capital Management, L.P.'s complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-05-15 |
| 13F-HR | 2024-02-14 |
| 13F-HR | 2023-11-22 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
View Graham Capital Management, L.P.'s complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.