$1.81 Billion is the total value of Graham Capital Management, L.P.'s 124 reported holdings in Q2 2015. The portfolio turnover from Q1 2015 to Q2 2015 was 78.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRcall | $261,759,000 | – | 1,271,600 | +100.0% | 14.49% | – |
| EEM | Buy | ISHARES TRcall | $126,863,000 | +13.0% | 3,202,000 | +14.4% | 7.02% | +27.4% |
| BAC | Sell | BANK AMER CORPcall | $88,680,000 | -25.5% | 5,210,300 | -32.7% | 4.91% | -16.0% |
| Sell | SUNEDISON INCnote | $60,756,000 | +8.7% | 29,000,000 | -10.8% | 3.36% | +22.6% | |
| YY | Buy | YY INCput | $58,417,000 | +59.8% | 840,300 | +25.4% | 3.23% | +80.2% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $49,984,000 | +384.4% | 1,251,634 | +540.2% | 2.77% | +445.8% |
| VIPS | Buy | VIPSHOP HLDGS LTDput | $46,856,000 | -23.7% | 2,105,900 | +1.0% | 2.59% | -14.0% |
| VIPSHOP HLDGS LTDnote | $44,494,000 | -18.6% | 35,000,000 | 0.0% | 2.46% | -8.2% | ||
| SUNEQ | Buy | SUNEDISON INCput | $43,743,000 | +224.0% | 1,462,500 | +160.0% | 2.42% | +265.3% |
| SOLARCITY CORPnote | $39,656,000 | +3.5% | 36,500,000 | 0.0% | 2.20% | +16.7% | ||
| QIHOO 360 TECHNOLOGY CO LTDnote | $39,176,000 | +3.1% | 40,000,000 | 0.0% | 2.17% | +16.2% | ||
| New | YY INCnote | $36,978,000 | – | 39,400,000 | +100.0% | 2.05% | – | |
| Buy | STARWOOD PPTY TR INCnote | $33,917,000 | +146.6% | 32,500,000 | +160.0% | 1.88% | +178.2% | |
| UUP | New | POWERSHS DB US DOLLAR INDEXput | $32,053,000 | – | 1,280,600 | +100.0% | 1.77% | – |
| COBALT INTL ENERGY INCnote | $26,135,000 | +2.5% | 35,000,000 | 0.0% | 1.45% | +15.6% | ||
| New | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $24,481,000 | – | 23,950,000 | +100.0% | 1.36% | – | |
| FXI | New | ISHARES TRcall | $23,050,000 | – | 500,000 | +100.0% | 1.28% | – |
| SCTY | SOLARCITY CORPput | $23,027,000 | +4.4% | 430,000 | 0.0% | 1.28% | +17.7% | |
| OXY | New | OCCIDENTAL PETE CORP DEL | $22,522,000 | – | 289,596 | +100.0% | 1.25% | – |
| MANNKIND CORPnote | $22,078,000 | -0.7% | 21,500,000 | 0.0% | 1.22% | +11.9% | ||
| NFX | Buy | NEWFIELD EXPL CO | $21,672,000 | +11.4% | 600,000 | +8.2% | 1.20% | +25.5% |
| FXI | New | ISHARES TRchina lg-cap etf | $20,980,000 | – | 455,100 | +100.0% | 1.16% | – |
| BHI | Sell | BAKER HUGHES INC | $20,876,000 | -10.5% | 338,352 | -7.8% | 1.16% | +1.0% |
| JKS | JINKOSOLAR HLDG CO LTDput | $19,687,000 | +15.1% | 666,900 | 0.0% | 1.09% | +29.8% | |
| SLB | New | SCHLUMBERGER LTD | $19,678,000 | – | 228,312 | +100.0% | 1.09% | – |
| SINA CORPnote | $18,944,000 | +4.4% | 20,000,000 | 0.0% | 1.05% | +17.7% | ||
| EEM | Sell | ISHARES TRmsci emg mkt etf | $18,281,000 | -71.1% | 461,400 | -70.8% | 1.01% | -67.5% |
| PE | Sell | PARSLEY ENERGY INCcl a | $17,994,000 | -1.9% | 1,032,979 | -10.0% | 1.00% | +10.5% |
| EWY | Sell | ISHARESmsci sth kor etf | $17,201,000 | -7.1% | 312,115 | -3.5% | 0.95% | +4.7% |
| BAC | New | BANK AMER CORP | $16,982,000 | – | 997,775 | +100.0% | 0.94% | – |
| INTERDIGITAL INCnote | $16,557,000 | +2.4% | 14,976,000 | 0.0% | 0.92% | +15.5% | ||
| New | TRULIA INCnote | $16,021,000 | – | 12,500,000 | +100.0% | 0.89% | – | |
| CANADIAN SOLAR INCnote | $15,780,000 | -5.5% | 16,000,000 | 0.0% | 0.87% | +6.6% | ||
| AK STL CORPnote | $14,705,000 | -8.6% | 14,500,000 | 0.0% | 0.81% | +3.0% | ||
| GPORQ | Buy | GULFPORT ENERGY CORP | $14,701,000 | +104.7% | 365,249 | +133.4% | 0.81% | +130.6% |
| WLL | New | WHITING PETE CORP NEW | $14,477,000 | – | 430,856 | +100.0% | 0.80% | – |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $14,306,000 | +251.9% | 138,193 | +198.5% | 0.79% | +296.0% |
| EOG | Sell | EOG RES INC | $13,685,000 | -36.4% | 156,306 | -33.4% | 0.76% | -28.3% |
| Buy | ISTAR FINL INCnote | $12,039,000 | +68.2% | 10,000,000 | +66.7% | 0.67% | +89.2% | |
| XLF | Buy | SELECT SECTOR SPDR TRsbi int-finl | $11,698,000 | +7.8% | 479,800 | +6.6% | 0.65% | +21.6% |
| HES | New | HESS CORP | $11,704,000 | – | 175,000 | +100.0% | 0.65% | – |
| ECA | Buy | ENCANA CORP | $11,579,000 | +42.8% | 1,050,761 | +44.5% | 0.64% | +61.1% |
| Sell | CTRIP COM INTL LTDnote | $11,440,000 | -45.3% | 10,000,000 | -50.0% | 0.63% | -38.4% | |
| EQT | Sell | EQT CORP | $10,617,000 | -49.0% | 130,528 | -48.1% | 0.59% | -42.5% |
| YHOO | Buy | YAHOO INC | $10,237,000 | +546.3% | 260,546 | +630.8% | 0.57% | +626.9% |
| ZG | New | ZILLOW GROUP INCput | $10,192,000 | – | 117,500 | +100.0% | 0.56% | – |
| ITB | New | ISHARESus home cons etf | $10,092,000 | – | 367,650 | +100.0% | 0.56% | – |
| GPORQ | GULFPORT ENERGY CORPput | $10,063,000 | -12.3% | 250,000 | 0.0% | 0.56% | -1.2% | |
| AMZN | New | AMAZON COM INC | $10,062,000 | – | 23,180 | +100.0% | 0.56% | – |
| WAC | WALTER INVT MGMT CORPput | $10,042,000 | +41.6% | 439,100 | 0.0% | 0.56% | +59.8% | |
| NQ | New | NQ MOBILE INCput | $9,597,000 | – | 1,817,600 | +100.0% | 0.53% | – |
| SOUFUN HLDGS LTDnote | $9,499,000 | +8.0% | 10,000,000 | 0.0% | 0.53% | +21.8% | ||
| SU | Sell | SUNCOR ENERGY INC NEW | $8,389,000 | -36.3% | 304,850 | -32.3% | 0.46% | -28.2% |
| PHM | New | PULTE GROUP INC | $8,350,000 | – | 414,370 | +100.0% | 0.46% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $8,341,000 | – | 679,800 | +100.0% | 0.46% | – |
| KCG | Buy | KCG HLDGS INCput | $8,015,000 | +45.3% | 650,000 | +44.4% | 0.44% | +63.8% |
| ZINCQ | Buy | HORSEHEAD HLDG CORPput | $7,852,000 | +287.6% | 670,000 | +318.8% | 0.44% | +339.4% |
| CNX | Buy | CONSOL ENERGY INCput | $7,609,000 | +9.1% | 350,000 | +40.0% | 0.42% | +23.1% |
| SHIP FINANCE INTERNATIONAL Lnote | $7,579,000 | +7.2% | 7,100,000 | 0.0% | 0.42% | +21.0% | ||
| PTEN | Sell | PATTERSON UTI ENERGY INC | $7,497,000 | -13.5% | 398,448 | -13.7% | 0.42% | -2.4% |
| GE | Buy | GENERAL ELECTRIC CO | $7,445,000 | +268.6% | 280,189 | +244.2% | 0.41% | +316.2% |
| RIG | New | TRANSOCEAN LTD | $7,361,000 | – | 456,610 | +100.0% | 0.41% | – |
| FTI | New | FMC TECHNOLOGIES INC | $7,261,000 | – | 175,000 | +100.0% | 0.40% | – |
| XEC | Sell | CIMAREX ENERGY CO | $7,115,000 | -70.1% | 64,500 | -68.8% | 0.39% | -66.3% |
| SMH | New | MARKET VECTORS ETF TRput | $7,094,000 | – | 130,000 | +100.0% | 0.39% | – |
| RRC | Sell | RANGE RES CORP | $6,996,000 | -69.4% | 141,681 | -67.8% | 0.39% | -65.6% |
| EXELIXIS INCnote | $6,862,000 | +17.0% | 7,715,000 | 0.0% | 0.38% | +31.9% | ||
| NEBLQ | New | NOBLE CORP PLC | $6,619,000 | – | 430,090 | +100.0% | 0.37% | – |
| TSL | Buy | TRINA SOLAR LIMITEDput | $6,479,000 | +7.2% | 556,600 | +11.3% | 0.36% | +20.9% |
| RDN | New | RADIAN GROUP INC | $6,386,000 | – | 340,425 | +100.0% | 0.35% | – |
| MDR | Sell | MCDERMOTT INTL INCput | $6,013,000 | +2.6% | 1,126,000 | -26.2% | 0.33% | +15.6% |
| RICE | New | RICE ENERGY INC | $5,728,000 | – | 275,000 | +100.0% | 0.32% | – |
| CSIQ | New | CANADIAN SOLAR INCput | $5,720,000 | – | 200,000 | +100.0% | 0.32% | – |
| CXO | Sell | CONCHO RES INC | $5,563,000 | -79.5% | 48,862 | -79.2% | 0.31% | -76.9% |
| WMB | Sell | WILLIAMS COS INC DEL | $5,452,000 | -2.0% | 95,000 | -13.6% | 0.30% | +10.6% |
| CAM | New | CAMERON INTERNATIONAL CORP | $5,237,000 | – | 100,000 | +100.0% | 0.29% | – |
| SDRL | SEADRILL LIMITEDput | $4,653,000 | +10.6% | 450,000 | 0.0% | 0.26% | +24.6% | |
| CJESQ | New | C&J ENERGY SVCS LTD | $4,590,000 | – | 347,700 | +100.0% | 0.25% | – |
| MU | Buy | MICRON TECHNOLOGY INC | $4,579,000 | +151.6% | 243,043 | +262.2% | 0.25% | +184.3% |
| INTEROIL CORPnote | $3,999,000 | -0.0% | 4,000,000 | 0.0% | 0.22% | +12.8% | ||
| MRC | Buy | MRC GLOBAL INC | $3,984,000 | +31.8% | 258,000 | +1.2% | 0.22% | +49.3% |
| MPC | New | MARATHON PETE CORP | $3,923,000 | – | 75,000 | +100.0% | 0.22% | – |
| New | NQ MOBILE INCnote | $3,541,000 | – | 5,370,000 | +100.0% | 0.20% | – | |
| GM | Sell | GENERAL MTRS CO | $3,531,000 | -88.4% | 105,934 | -86.9% | 0.20% | -86.9% |
| Buy | FXCM INCnote | $3,373,000 | +335.2% | 4,000,000 | +300.0% | 0.19% | +392.1% | |
| MRD | Buy | MEMORIAL RESOURCE DEV CORP | $3,105,000 | +16.7% | 163,660 | +9.1% | 0.17% | +31.3% |
| CLNE | New | CLEAN ENERGY FUELS CORPput | $3,063,000 | – | 545,000 | +100.0% | 0.17% | – |
| TSLA | New | TESLA MTRS INC | $3,018,000 | – | 11,250 | +100.0% | 0.17% | – |
| CIE | Buy | COBALT INTL ENERGY INC | $2,913,000 | +54.8% | 300,000 | +50.0% | 0.16% | +75.0% |
| CME | CME GROUP INC | $2,792,000 | -1.7% | 30,000 | 0.0% | 0.16% | +11.5% | |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $2,230,000 | – | 109,971 | +100.0% | 0.12% | – |
| PDCE | Sell | PDC ENERGY INC | $2,146,000 | -62.7% | 40,000 | -62.4% | 0.12% | -57.8% |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $1,530,000 | – | 20,000 | +100.0% | 0.08% | – |
| GOOGL | Buy | GOOGLE INCcl a | $1,458,000 | +21.4% | 2,700 | +24.7% | 0.08% | +37.3% |
| DAL | Buy | DELTA AIR LINES INC DEL | $1,347,000 | -8.5% | 32,800 | +0.2% | 0.08% | +4.2% |
| FANG | Sell | DIAMONDBACK ENERGY INC | $1,316,000 | -91.3% | 17,454 | -91.2% | 0.07% | -90.2% |
| FB | Buy | FACEBOOK INCcl a | $1,089,000 | +31.2% | 12,700 | +25.7% | 0.06% | +46.3% |
| KBE | New | SPDR SERIES TRUSTs&p bk etf | $979,000 | – | 27,000 | +100.0% | 0.05% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $967,000 | – | 13,000 | +100.0% | 0.05% | – |
| CASLQ | New | CASTLE A M & COput | $926,000 | – | 150,000 | +100.0% | 0.05% | – |
| BTU | PEABODY ENERGY CORPput | $876,000 | -55.5% | 400,000 | 0.0% | 0.05% | -50.5% | |
| AMGN | Buy | AMGEN INC | $854,000 | +14.9% | 5,560 | +19.6% | 0.05% | +30.6% |
| AAPL | New | APPLE INC | $781,000 | – | 6,224 | +100.0% | 0.04% | – |
| EXEL | New | EXELIXIS INCcall | $639,000 | – | 170,000 | +100.0% | 0.04% | – |
| SFYWQ | New | SWIFT ENERGY COput | $609,000 | – | 300,000 | +100.0% | 0.03% | – |
| Sell | ENERGY XXI BERMUDA LTDnote | $540,000 | -38.1% | 2,000,000 | -33.3% | 0.03% | -30.2% | |
| UUP | New | POWERSHS DB US DOLLAR INDEXdoll indx bull | $528,000 | – | 21,100 | +100.0% | 0.03% | – |
| VIAB | New | VIACOM INC NEWcl b | $485,000 | – | 7,500 | +100.0% | 0.03% | – |
| BIIB | New | BIOGEN INC | $465,000 | – | 1,150 | +100.0% | 0.03% | – |
| RSPP | New | RSP PERMIAN INC | $435,000 | – | 15,476 | +100.0% | 0.02% | – |
| ORCL | New | ORACLE CORP | $431,000 | – | 10,700 | +100.0% | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $368,000 | – | 3,800 | +100.0% | 0.02% | – |
| MSFT | Sell | MICROSOFT CORP | $289,000 | -93.8% | 6,550 | -94.3% | 0.02% | -93.0% |
| ECR | New | ECLIPSE RES CORP | $263,000 | – | 50,000 | +100.0% | 0.02% | – |
| ZQKSQ | New | QUIKSILVER INC | $275,000 | – | 414,697 | +100.0% | 0.02% | – |
| ZQKSQ | Sell | QUIKSILVER INCput | $275,000 | -90.7% | 414,800 | -74.1% | 0.02% | -89.7% |
| GDX | Sell | MARKET VECTORS ETF TRgold miner etf | $227,000 | -87.9% | 12,800 | -87.5% | 0.01% | -85.9% |
| WLTGQ | Exit | WALTER ENERGY INCput | $0 | – | -550,000 | -100.0% | -0.02% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b | $0 | – | -3,450 | -100.0% | -0.02% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -9,250 | -100.0% | -0.03% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -50,000 | -100.0% | -0.04% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -41,615 | -100.0% | -0.04% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWput | $0 | – | -155,800 | -100.0% | -0.05% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -30,100 | -100.0% | -0.05% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -85,000 | -100.0% | -0.08% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -47,431 | -100.0% | -0.11% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -65,000 | -100.0% | -0.12% | – |
| RES | Exit | RPC INC | $0 | – | -232,714 | -100.0% | -0.15% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -122,800 | -100.0% | -0.17% | – |
| SINA | Exit | SINA CORPput | $0 | – | -125,000 | -100.0% | -0.20% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -862,498 | -100.0% | -0.27% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -91,193 | -100.0% | -0.29% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -69,792 | -100.0% | -0.34% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -140,000 | -100.0% | -0.34% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -87,751 | -100.0% | -0.39% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -597,900 | -100.0% | -0.40% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -410,000 | -100.0% | -0.45% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -229,793 | -100.0% | -0.46% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -46,450 | -100.0% | -0.48% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -462,327 | -100.0% | -0.59% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -459,769 | -100.0% | -0.69% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -232,645 | -100.0% | -0.73% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDput | $0 | – | -295,000 | -100.0% | -0.74% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -402,373 | -100.0% | -0.86% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -107,799 | -100.0% | -1.09% | – |
| EMB | Exit | ISHARESput | $0 | – | -210,000 | -100.0% | -1.16% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -553,392 | -100.0% | -1.19% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -450,958 | -100.0% | -1.38% | – |
| Exit | RITE AID CORPnote | $0 | – | -9,372,000 | -100.0% | -1.55% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -619,765 | -100.0% | -1.57% | – |
| Exit | RADIAN GROUP INCnote | $0 | – | -20,600,000 | -100.0% | -1.62% | – | |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -486,001 | -100.0% | -2.52% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -2,000,000 | -100.0% | -20.27% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-08-14
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 | 2024-02-14 |
| 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 |
| 13F-HR | 2021-11-15 |
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.