$831 Million is the total value of Graham Capital Management, L.P.'s 104 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 62.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VIPSHOP HLDGS LTDnote | $41,731,000 | -6.2% | 38,000,000 | +8.6% | 5.02% | +103.9% | |
| VIPS | Buy | VIPSHOP HLDGS LTDput | $38,403,000 | -18.0% | 2,285,900 | +8.5% | 4.62% | +78.2% |
| Buy | STARWOOD PPTY TR INCnote | $36,755,000 | +8.4% | 36,000,000 | +10.8% | 4.42% | +135.6% | |
| Sell | YY INCnote | $33,203,000 | -10.2% | 35,400,000 | -10.2% | 4.00% | +95.2% | |
| UUP | POWERSHS DB US DOLLAR INDEXput | $32,143,000 | +0.3% | 1,280,600 | 0.0% | 3.87% | +118.1% | |
| Sell | QIHOO 360 TECHNOLOGY CO LTDnote | $26,021,000 | -33.6% | 27,000,000 | -32.5% | 3.13% | +44.4% | |
| JKS | Buy | JINKOSOLAR HLDG CO LTDput | $25,931,000 | +31.7% | 1,181,900 | +77.2% | 3.12% | +186.3% |
| COBALT INTL ENERGY INCnote | $24,736,000 | -5.4% | 35,000,000 | 0.0% | 2.98% | +105.7% | ||
| TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $21,312,000 | -12.9% | 23,950,000 | 0.0% | 2.56% | +89.3% | ||
| Sell | SOLARCITY CORPnote | $20,413,000 | -48.5% | 22,000,000 | -39.7% | 2.46% | +11.9% | |
| EOG | Buy | EOG RES INC | $19,972,000 | +45.9% | 274,342 | +75.5% | 2.40% | +217.2% |
| Buy | TRULIA INCnote | $19,775,000 | +23.4% | 15,000,000 | +20.0% | 2.38% | +168.3% | |
| SINA CORPnote | $18,840,000 | -0.5% | 20,000,000 | 0.0% | 2.27% | +116.1% | ||
| EWY | Buy | ISHARESmsci sth kor etf | $18,170,000 | +5.6% | 372,493 | +19.3% | 2.19% | +129.7% |
| YY | Sell | YY INCput | $16,940,000 | -71.0% | 310,600 | -63.0% | 2.04% | -37.0% |
| HAL | New | HALLIBURTON CO | $16,639,000 | – | 470,682 | +100.0% | 2.00% | – |
| CVX | New | CHEVRON CORP NEW | $16,149,000 | – | 204,734 | +100.0% | 1.94% | – |
| Buy | EXELIXIS INCnote | $15,852,000 | +131.0% | 13,215,000 | +71.3% | 1.91% | +402.1% | |
| INTERDIGITAL INCnote | $15,574,000 | -5.9% | 14,976,000 | 0.0% | 1.87% | +104.4% | ||
| PE | Sell | PARSLEY ENERGY INCcl a | $15,497,000 | -13.9% | 1,028,336 | -0.4% | 1.86% | +87.2% |
| SCTY | Sell | SOLARCITY CORPput | $15,064,000 | -34.6% | 352,700 | -18.0% | 1.81% | +42.2% |
| Buy | SOUFUN HLDGS LTDnote | $13,832,000 | +45.6% | 14,500,000 | +45.0% | 1.66% | +216.5% | |
| Buy | CTRIP COM INTL LTDnote | $12,470,000 | +9.0% | 11,500,000 | +15.0% | 1.50% | +137.1% | |
| QIHU | New | QIHOO 360 TECHNOLOGY CO LTDput | $12,441,000 | – | 260,100 | +100.0% | 1.50% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $11,498,000 | – | 60,000 | +100.0% | 1.38% | – |
| ISTAR INCnote | $11,476,000 | -4.7% | 10,000,000 | 0.0% | 1.38% | +107.4% | ||
| AK STL CORPnote | $10,361,000 | -29.5% | 14,500,000 | 0.0% | 1.25% | +53.2% | ||
| PXD | New | PIONEER NAT RES CO | $10,339,000 | – | 85,000 | +100.0% | 1.24% | – |
| YHOO | Buy | YAHOO INC | $10,255,000 | +0.2% | 354,708 | +36.1% | 1.23% | +117.6% |
| Sell | SUNEDISON INCnote | $10,005,000 | -83.5% | 13,000,000 | -55.2% | 1.20% | -64.2% | |
| KCG | Buy | KCG HLDGS INCput | $8,776,000 | +9.5% | 800,000 | +23.1% | 1.06% | +137.8% |
| SHIP FINANCE INTERNATIONAL Lnote | $7,488,000 | -1.2% | 7,100,000 | 0.0% | 0.90% | +114.5% | ||
| GPORQ | GULFPORT ENERGY CORPput | $7,420,000 | -26.3% | 250,000 | 0.0% | 0.89% | +60.3% | |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $7,048,000 | -61.4% | 215,024 | -53.4% | 0.85% | -16.2% |
| GPORQ | Sell | GULFPORT ENERGY CORP | $6,883,000 | -53.2% | 231,898 | -36.5% | 0.83% | +1.7% |
| Sell | CANADIAN SOLAR INCnote | $6,781,000 | -57.0% | 8,000,000 | -50.0% | 0.82% | -6.6% | |
| SU | Sell | SUNCOR ENERGY INC NEW | $6,680,000 | -20.4% | 250,000 | -18.0% | 0.80% | +73.3% |
| MDR | Buy | MCDERMOTT INTL INCput | $6,562,000 | +9.1% | 1,526,000 | +35.5% | 0.79% | +137.2% |
| NFX | Sell | NEWFIELD EXPL CO | $6,371,000 | -70.6% | 193,637 | -67.7% | 0.77% | -36.1% |
| BIIB | Buy | BIOGEN INC | $6,149,000 | +1222.4% | 21,071 | +1732.3% | 0.74% | +2746.2% |
| NQ | NQ MOBILE INCput | $6,016,000 | -37.3% | 1,817,600 | 0.0% | 0.72% | +36.3% | |
| XEC | Sell | CIMAREX ENERGY CO | $5,775,000 | -18.8% | 56,350 | -12.6% | 0.70% | +76.4% |
| SM | New | SM ENERGY CO | $5,700,000 | – | 177,900 | +100.0% | 0.69% | – |
| ECA | Sell | ENCANA CORP | $5,603,000 | -51.6% | 870,061 | -17.2% | 0.67% | +5.1% |
| BAC | Sell | BANK AMER CORP | $5,531,000 | -67.4% | 355,000 | -64.4% | 0.67% | -29.1% |
| RSPP | Buy | RSP PERMIAN INC | $5,348,000 | +1129.4% | 264,087 | +1606.4% | 0.64% | +2583.3% |
| MRD | Buy | MEMORIAL RESOURCE DEV CORP | $5,279,000 | +70.0% | 300,266 | +83.5% | 0.64% | +269.2% |
| NSM | New | NATIONSTAR MTG HLDGS INCput | $4,999,000 | – | 360,400 | +100.0% | 0.60% | – |
| TSL | TRINA SOLAR LIMITEDput | $4,993,000 | -22.9% | 556,600 | 0.0% | 0.60% | +67.4% | |
| NBR | New | NABORS INDUSTRIES LTD | $4,700,000 | – | 497,308 | +100.0% | 0.57% | – |
| WAC | Sell | WALTER INVT MGMT CORPput | $4,662,000 | -53.6% | 286,900 | -34.7% | 0.56% | +0.9% |
| RICE | Sell | RICE ENERGY INC | $4,358,000 | -23.9% | 269,680 | -1.9% | 0.52% | +65.3% |
| CAM | Sell | CAMERON INTERNATIONAL CORP | $4,198,000 | -19.8% | 68,460 | -31.5% | 0.50% | +74.1% |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $4,190,000 | -91.6% | 107,914 | -91.4% | 0.50% | -81.8% |
| CSIQ | Buy | CANADIAN SOLAR INCput | $4,155,000 | -27.4% | 250,000 | +25.0% | 0.50% | +57.7% |
| INTEROIL CORPnote | $3,973,000 | -0.7% | 4,000,000 | 0.0% | 0.48% | +116.3% | ||
| NBL | New | NOBLE ENERGY INC | $3,952,000 | – | 130,932 | +100.0% | 0.48% | – |
| PDCE | Buy | PDC ENERGY INC | $3,891,000 | +81.3% | 73,394 | +83.5% | 0.47% | +293.3% |
| NQ MOBILE INCnote | $3,715,000 | +4.9% | 5,370,000 | 0.0% | 0.45% | +128.1% | ||
| GDX | New | MARKET VECTORS ETF TRcall | $3,586,000 | – | 261,000 | +100.0% | 0.43% | – |
| XLF | Sell | SELECT SECTOR SPDR TRsbi int-finl | $3,399,000 | -70.9% | 150,000 | -68.7% | 0.41% | -36.9% |
| MU | Sell | MICRON TECHNOLOGY INC | $3,358,000 | -26.7% | 224,154 | -7.8% | 0.40% | +59.7% |
| ZINCQ | Buy | HORSEHEAD HLDG CORPput | $3,319,000 | -57.7% | 1,092,000 | +63.0% | 0.40% | -8.3% |
| FXCM INCnote | $3,024,000 | -10.3% | 4,000,000 | 0.0% | 0.36% | +94.7% | ||
| New | SUNEDISON INCnote | $2,887,000 | – | 4,000,000 | +100.0% | 0.35% | – | |
| CLR | New | CONTINENTAL RESOURCES INC | $2,825,000 | – | 97,500 | +100.0% | 0.34% | – |
| ZG | Sell | ZILLOW GROUP INCput | $2,804,000 | -72.5% | 97,600 | -16.9% | 0.34% | -40.2% |
| CME | CME GROUP INC | $2,782,000 | -0.4% | 30,000 | 0.0% | 0.34% | +116.1% | |
| GM | Sell | GENERAL MTRS CO | $2,776,000 | -21.4% | 92,457 | -12.7% | 0.33% | +71.3% |
| WFTIQ | Sell | WEATHERFORD INTL PLC | $2,706,000 | -67.6% | 319,103 | -53.1% | 0.33% | -29.4% |
| GOGO | New | GOGO INCput | $2,556,000 | – | 167,300 | +100.0% | 0.31% | – |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $2,520,000 | -88.8% | 38,100 | -86.8% | 0.30% | -75.7% |
| CLNE | Buy | CLEAN ENERGY FUELS CORPput | $2,467,000 | -19.5% | 548,200 | +0.6% | 0.30% | +74.7% |
| PHM | Sell | PULTE GROUP INC | $2,452,000 | -70.6% | 129,927 | -68.6% | 0.30% | -36.1% |
| OII | New | OCEANEERING INTL INC | $2,259,000 | – | 57,500 | +100.0% | 0.27% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $2,165,000 | – | 50,000 | +100.0% | 0.26% | – |
| CIE | New | COBALT INTL ENERGY INCput | $2,124,000 | – | 300,000 | +100.0% | 0.26% | – |
| CIE | COBALT INTL ENERGY INC | $2,124,000 | -27.1% | 300,000 | 0.0% | 0.26% | +59.0% | |
| SLB | Sell | SCHLUMBERGER LTD | $1,947,000 | -90.1% | 28,223 | -87.6% | 0.23% | -78.5% |
| LINEQ | New | LINN ENERGY LLCput | $1,922,000 | – | 714,400 | +100.0% | 0.23% | – |
| CXO | Sell | CONCHO RES INC | $1,691,000 | -69.6% | 17,200 | -64.8% | 0.20% | -33.8% |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $1,651,000 | – | 379,589 | +100.0% | 0.20% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $1,533,000 | – | 25,044 | +100.0% | 0.18% | – |
| COG | New | CABOT OIL & GAS CORP | $1,295,000 | – | 59,228 | +100.0% | 0.16% | – |
| BTU | Buy | PEABODY ENERGY CORPput | $1,242,000 | +41.8% | 900,000 | +125.0% | 0.15% | +210.4% |
| SDRL | Sell | SEADRILL LIMITEDput | $1,180,000 | -74.6% | 200,000 | -55.6% | 0.14% | -45.0% |
| AMGN | Buy | AMGEN INC | $1,120,000 | +31.1% | 8,100 | +45.7% | 0.14% | +187.2% |
| MRK | New | MERCK & CO INC NEW | $1,101,000 | – | 22,300 | +100.0% | 0.13% | – |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,032,000 | -23.4% | 23,000 | -29.9% | 0.12% | +65.3% |
| GOOGL | Sell | GOOGLE INCcl a | $1,031,000 | -29.3% | 1,615 | -40.2% | 0.12% | +53.1% |
| ITB | Sell | ISHARES TRus home cons etf | $1,018,000 | -89.9% | 39,000 | -89.4% | 0.12% | -78.0% |
| FB | Sell | FACEBOOK INCcl a | $1,016,000 | -6.7% | 11,300 | -11.0% | 0.12% | +103.3% |
| ABBV | New | ABBVIE INC | $871,000 | – | 16,000 | +100.0% | 0.10% | – |
| PFE | New | PFIZER INC | $864,000 | – | 27,500 | +100.0% | 0.10% | – |
| HDS | New | HD SUPPLY HLDGS INC | $859,000 | – | 30,000 | +100.0% | 0.10% | – |
| CASLQ | Buy | CASTLE A M & COput | $843,000 | -9.0% | 379,800 | +153.2% | 0.10% | +98.0% |
| SYRG | New | SYNERGY RES CORP | $750,000 | – | 76,501 | +100.0% | 0.09% | – |
| MSFT | Buy | MICROSOFT CORP | $735,000 | +154.3% | 16,600 | +153.4% | 0.09% | +450.0% |
| HUM | New | HUMANA INC | $624,000 | – | 3,485 | +100.0% | 0.08% | – |
| AMD | New | ADVANCED MICRO DEVICES INCput | $516,000 | – | 300,000 | +100.0% | 0.06% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $356,000 | – | 21,260 | +100.0% | 0.04% | – |
| PVAHQ | New | PENN VA CORPput | $292,000 | – | 550,000 | +100.0% | 0.04% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $159,000 | – | 16,400 | +100.0% | 0.02% | – |
| SFYWQ | SWIFT ENERGY COput | $113,000 | -81.4% | 300,000 | 0.0% | 0.01% | -58.8% | |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -12,800 | -100.0% | -0.01% | – |
| ZQKSQ | Exit | QUIKSILVER INCput | $0 | – | -414,800 | -100.0% | -0.02% | – |
| ECR | Exit | ECLIPSE RES CORP | $0 | – | -50,000 | -100.0% | -0.02% | – |
| ZQKSQ | Exit | QUIKSILVER INC | $0 | – | -414,697 | -100.0% | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -3,800 | -100.0% | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -10,700 | -100.0% | -0.02% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -7,500 | -100.0% | -0.03% | – |
| UUP | Exit | POWERSHS DB US DOLLAR INDEXdoll indx bull | $0 | – | -21,100 | -100.0% | -0.03% | – |
| Exit | ENERGY XXI BERMUDA LTDnote | $0 | – | -2,000,000 | -100.0% | -0.03% | – | |
| EXEL | Exit | EXELIXIS INCcall | $0 | – | -170,000 | -100.0% | -0.04% | – |
| AAPL | Exit | APPLE INC | $0 | – | -6,224 | -100.0% | -0.04% | – |
| KBE | Exit | SPDR SERIES TRUSTs&p bk etf | $0 | – | -27,000 | -100.0% | -0.05% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -13,000 | -100.0% | -0.05% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -17,454 | -100.0% | -0.07% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -20,000 | -100.0% | -0.08% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -109,971 | -100.0% | -0.12% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -11,250 | -100.0% | -0.17% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -75,000 | -100.0% | -0.22% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -258,000 | -100.0% | -0.22% | – |
| CJESQ | Exit | C&J ENERGY SVCS LTD | $0 | – | -347,700 | -100.0% | -0.25% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -95,000 | -100.0% | -0.30% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -340,425 | -100.0% | -0.35% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -430,090 | -100.0% | -0.37% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -141,681 | -100.0% | -0.39% | – |
| SMH | Exit | MARKET VECTORS ETF TRput | $0 | – | -130,000 | -100.0% | -0.39% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -175,000 | -100.0% | -0.40% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -456,610 | -100.0% | -0.41% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -280,189 | -100.0% | -0.41% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -398,448 | -100.0% | -0.42% | – |
| CNX | Exit | CONSOL ENERGY INCput | $0 | – | -350,000 | -100.0% | -0.42% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -23,180 | -100.0% | -0.56% | – |
| EQT | Exit | EQT CORP | $0 | – | -130,528 | -100.0% | -0.59% | – |
| HES | Exit | HESS CORP | $0 | – | -175,000 | -100.0% | -0.65% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -138,193 | -100.0% | -0.79% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -430,856 | -100.0% | -0.80% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -338,352 | -100.0% | -1.16% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -455,100 | -100.0% | -1.16% | – |
| Exit | MANNKIND CORPnote | $0 | – | -21,500,000 | -100.0% | -1.22% | – | |
| FXI | Exit | ISHARES TRcall | $0 | – | -500,000 | -100.0% | -1.28% | – |
| SUNEQ | Exit | SUNEDISON INCput | $0 | – | -1,462,500 | -100.0% | -2.42% | – |
| BAC | Exit | BANK AMER CORPcall | $0 | – | -5,210,300 | -100.0% | -4.91% | – |
| EEM | Exit | ISHARES TRcall | $0 | – | -3,202,000 | -100.0% | -7.02% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -1,271,600 | -100.0% | -14.49% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-11-16
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.