$933 Million is the total value of Graham Capital Management, L.P.'s 105 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 183.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $69,210,000 | – | 1,117,733 | +100.0% | 7.42% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $56,275,000 | – | 2,500,000 | +100.0% | 6.03% | – |
| JKS | Buy | JINKOSOLAR HLDG CO LTDput | $39,627,000 | +43.8% | 1,895,100 | +90.2% | 4.25% | -15.5% |
| STARWOOD PPTY TR INCnote | $36,225,000 | -1.3% | 36,000,000 | 0.0% | 3.88% | -42.0% | ||
| Buy | STARWOOD WAYPOINT RESIDENTLnote | $35,056,000 | +6.4% | 34,005,000 | +3.0% | 3.76% | -37.5% | |
| YY INCnote | $30,419,000 | +0.7% | 31,200,000 | 0.0% | 3.26% | -40.8% | ||
| Sell | VIPSHOP HLDGS LTDnote | $30,402,000 | -24.5% | 30,250,000 | -20.4% | 3.26% | -55.6% | |
| YY | New | YY INCput | $30,370,000 | – | 493,100 | +100.0% | 3.26% | – |
| EWY | Buy | ISHARESmsci sth kor etf | $26,574,000 | +34.5% | 503,100 | +26.5% | 2.85% | -21.0% |
| COP | New | CONOCOPHILLIPS | $25,156,000 | – | 624,672 | +100.0% | 2.70% | – |
| New | TESLA MTRS INCnote | $25,011,000 | – | 27,500,000 | +100.0% | 2.68% | – | |
| QIHOO 360 TECHNOLOGY CO LTDnote | $24,865,000 | +0.9% | 25,000,000 | 0.0% | 2.66% | -40.7% | ||
| TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $22,214,000 | -5.9% | 23,950,000 | 0.0% | 2.38% | -44.7% | ||
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $21,310,000 | – | 439,840 | +100.0% | 2.28% | – |
| SOUFUN HLDGS LTDnote | $19,033,000 | +2.0% | 19,500,000 | 0.0% | 2.04% | -40.1% | ||
| PE | New | PARSLEY ENERGY INCcl a | $17,049,000 | – | 754,397 | +100.0% | 1.83% | – |
| Buy | ISTAR INCnote | $16,982,000 | +56.6% | 16,500,000 | +65.0% | 1.82% | -8.0% | |
| NBL | New | NOBLE ENERGY INC | $14,828,000 | – | 472,093 | +100.0% | 1.59% | – |
| TSLA | New | TESLA MTRS INCput | $14,590,000 | – | 63,500 | +100.0% | 1.56% | – |
| EXELIXIS INCnote | $13,136,000 | -15.0% | 13,215,000 | 0.0% | 1.41% | -50.1% | ||
| NQ | Buy | NQ MOBILE INCput | $12,462,000 | +60.5% | 2,720,900 | +27.6% | 1.34% | -5.6% |
| HES | New | HESS CORP | $12,373,000 | – | 235,000 | +100.0% | 1.33% | – |
| Sell | SOLARCITY CORPnote | $12,122,000 | -32.2% | 17,500,000 | -5.4% | 1.30% | -60.1% | |
| FTI | New | FMC TECHNOLOGIES INC | $12,112,000 | – | 442,673 | +100.0% | 1.30% | – |
| Sell | TRULIA INCnote | $11,781,000 | -36.7% | 10,000,000 | -33.3% | 1.26% | -62.8% | |
| GLD | New | SPDR GOLD TRUSTcall | $11,760,000 | – | 100,000 | +100.0% | 1.26% | – |
| QEP | New | QEP RES INC | $11,287,000 | – | 799,925 | +100.0% | 1.21% | – |
| Sell | AK STL CORPnote | $10,888,000 | +32.5% | 12,000,000 | -20.0% | 1.17% | -22.1% | |
| OXY | New | OCCIDENTAL PETE CORP DEL | $10,341,000 | – | 151,116 | +100.0% | 1.11% | – |
| New | STARWOOD PPTY TR INCnote | $9,896,000 | – | 10,000,000 | +100.0% | 1.06% | – | |
| APA | New | APACHE CORPcall | $9,762,000 | – | 200,000 | +100.0% | 1.05% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $9,548,000 | – | 439,414 | +100.0% | 1.02% | – |
| ICON | New | ICONIX BRAND GROUP INCput | $9,348,000 | – | 1,161,200 | +100.0% | 1.00% | – |
| EGN | New | ENERGEN CORP | $9,287,000 | – | 253,821 | +100.0% | 1.00% | – |
| COBALT INTL ENERGY INCnote | $9,104,000 | -11.9% | 18,000,000 | 0.0% | 0.98% | -48.2% | ||
| XEC | New | CIMAREX ENERGY CO | $8,898,000 | – | 91,476 | +100.0% | 0.95% | – |
| New | NORTEL NETWORKS CORP NEWnote | $8,483,000 | – | 10,000,000 | +100.0% | 0.91% | – | |
| GPORQ | New | GULFPORT ENERGY CORP | $8,444,000 | – | 297,967 | +100.0% | 0.90% | – |
| RICE | New | RICE ENERGY INC | $8,142,000 | – | 583,258 | +100.0% | 0.87% | – |
| APC | New | ANADARKO PETE CORP | $7,684,000 | – | 165,000 | +100.0% | 0.82% | – |
| New | REDWOOD TR INCnote | $7,587,000 | – | 8,065,000 | +100.0% | 0.81% | – | |
| RSPP | New | RSP PERMIAN INC | $7,305,000 | – | 251,559 | +100.0% | 0.78% | – |
| SHIP FINANCE INTERNATIONAL Lnote | $6,920,000 | -9.5% | 7,100,000 | 0.0% | 0.74% | -46.8% | ||
| New | ICONIX BRAND GROUP INCnote | $6,907,000 | – | 10,000,000 | +100.0% | 0.74% | – | |
| CANADIAN SOLAR INCnote | $6,751,000 | -10.1% | 8,000,000 | 0.0% | 0.72% | -47.2% | ||
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $6,753,000 | – | 300,000 | +100.0% | 0.72% | – |
| CNQ | New | CANADIAN NAT RES LTD | $6,537,000 | – | 242,118 | +100.0% | 0.70% | – |
| SM | New | SM ENERGY CO | $6,239,000 | – | 332,937 | +100.0% | 0.67% | – |
| MRC | New | MRC GLOBAL INC | $5,651,000 | – | 430,089 | +100.0% | 0.61% | – |
| KCG | KCG HLDGS INCput | $5,411,000 | -2.9% | 452,800 | 0.0% | 0.58% | -43.0% | |
| HAL | New | HALLIBURTON CO | $5,358,000 | – | 150,000 | +100.0% | 0.57% | – |
| EWW | New | ISHARESmsci mex cap etf | $5,252,000 | – | 97,800 | +100.0% | 0.56% | – |
| XME | New | SPDR SERIES TRUSTs&p metals mng | $5,123,000 | – | 250,000 | +100.0% | 0.55% | – |
| EQT | New | EQT CORP | $5,013,000 | – | 74,529 | +100.0% | 0.54% | – |
| SDRL | Buy | SEADRILL LIMITEDput | $4,954,000 | +267.8% | 1,501,500 | +277.9% | 0.53% | +115.9% |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $4,877,000 | – | 244,100 | +100.0% | 0.52% | – |
| NQ MOBILE INCnote | $4,492,000 | -1.4% | 5,370,000 | 0.0% | 0.48% | -42.0% | ||
| SLCA | New | U S SILICA HLDGS INC | $4,203,000 | – | 185,000 | +100.0% | 0.45% | – |
| WLL | New | WHITING PETE CORP NEWput | $4,085,000 | – | 511,900 | +100.0% | 0.44% | – |
| AKS | Buy | AK STL HLDG CORPput | $3,522,000 | +311.0% | 852,900 | +123.0% | 0.38% | +142.3% |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $3,300,000 | – | 250,000 | +100.0% | 0.35% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $3,291,000 | – | 245,791 | +100.0% | 0.35% | – |
| SU | New | SUNCOR ENERGY INC NEW | $3,259,000 | – | 117,192 | +100.0% | 0.35% | – |
| NFX | New | NEWFIELD EXPL CO | $3,182,000 | – | 95,701 | +100.0% | 0.34% | – |
| LYG | New | LLOYDS BANKING GROUP PLCput | $3,160,000 | – | 800,000 | +100.0% | 0.34% | – |
| CME | CME GROUP INC | $2,882,000 | +6.0% | 30,000 | 0.0% | 0.31% | -37.7% | |
| ZG | Buy | ZILLOW GROUP INCput | $2,675,000 | +8.5% | 104,700 | +10.6% | 0.29% | -36.2% |
| New | AEGEAN MARINE PETE NETWORK Inote | $2,419,000 | – | 3,000,000 | +100.0% | 0.26% | – | |
| VIPS | Sell | VIPSHOP HLDGS LTDput | $2,318,000 | -92.8% | 180,000 | -91.5% | 0.25% | -95.8% |
| SCTY | Buy | SOLARCITY CORPput | $2,069,000 | -51.6% | 84,200 | +0.5% | 0.22% | -71.5% |
| New | RTW HLDGS INCnote | $1,836,000 | – | 2,000,000 | +100.0% | 0.20% | – | |
| CIE | Buy | COBALT INTL ENERGY INCput | $1,587,000 | -39.9% | 534,300 | +9.2% | 0.17% | -64.7% |
| NBR | New | NABORS INDUSTRIES LTD | $1,576,000 | – | 171,317 | +100.0% | 0.17% | – |
| SUNEQ | Buy | SUNEDISON INCput | $1,296,000 | +154.6% | 2,400,000 | +2300.0% | 0.14% | +49.5% |
| New | SUNEDISON INCnote | $1,157,000 | – | 30,190,000 | +100.0% | 0.12% | – | |
| RIG | Buy | TRANSOCEAN LTDput | $1,074,000 | -0.8% | 117,500 | +34.3% | 0.12% | -41.9% |
| CIE | New | COBALT INTL ENERGY INC | $859,000 | – | 289,371 | +100.0% | 0.09% | – |
| WGO | New | WINNEBAGO INDS INC | $566,000 | – | 25,200 | +100.0% | 0.06% | – |
| BOBE | New | BOB EVANS FARMS INC | $552,000 | – | 11,826 | +100.0% | 0.06% | – |
| SEAS | New | SEAWORLD ENTMT INC | $516,000 | – | 24,500 | +100.0% | 0.06% | – |
| LDOS | New | LEIDOS HLDGS INC | $508,000 | – | 10,100 | +100.0% | 0.05% | – |
| NUVA | New | NUVASIVE INC | $487,000 | – | 10,000 | +100.0% | 0.05% | – |
| KKD | New | KRISPY KREME DOUGHNUTS INC | $480,000 | – | 30,803 | +100.0% | 0.05% | – |
| GES | New | GUESS INC | $465,000 | – | 24,800 | +100.0% | 0.05% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $444,000 | – | 14,111 | +100.0% | 0.05% | – |
| VC | New | VISTEON CORP | $446,000 | – | 5,600 | +100.0% | 0.05% | – |
| DGII | New | DIGI INTL INC | $440,000 | – | 46,700 | +100.0% | 0.05% | – |
| BAX | New | BAXTER INTL INC | $431,000 | – | 10,500 | +100.0% | 0.05% | – |
| CRY | New | CRYOLIFE INC | $430,000 | – | 40,003 | +100.0% | 0.05% | – |
| VSI | New | VITAMIN SHOPPE INC | $409,000 | – | 13,200 | +100.0% | 0.04% | – |
| COTY | New | COTY INC | $381,000 | – | 13,700 | +100.0% | 0.04% | – |
| RL | New | RALPH LAUREN CORPcl a | $337,000 | – | 3,500 | +100.0% | 0.04% | – |
| DAN | New | DANA HLDG CORP | $316,000 | – | 22,400 | +100.0% | 0.03% | – |
| SRI | New | STONERIDGE INC | $313,000 | – | 21,500 | +100.0% | 0.03% | – |
| WAT | New | WATERS CORP | $317,000 | – | 2,400 | +100.0% | 0.03% | – |
| CNA | New | CNA FINL CORP | $309,000 | – | 9,600 | +100.0% | 0.03% | – |
| SAVE | New | SPIRIT AIRLS INC | $312,000 | – | 6,500 | +100.0% | 0.03% | – |
| SSNI | New | SILVER SPRING NETWORKS INC | $271,000 | – | 18,373 | +100.0% | 0.03% | – |
| SVU | New | SUPERVALU INC | $230,000 | – | 39,900 | +100.0% | 0.02% | – |
| EPAC | New | ACTUANT CORPcl a | $235,000 | – | 9,500 | +100.0% | 0.02% | – |
| CDK | New | CDK GLOBAL INC | $233,000 | – | 5,000 | +100.0% | 0.02% | – |
| IVC | New | INVACARE CORP | $202,000 | – | 15,349 | +100.0% | 0.02% | – |
| LINEQ | Sell | LINN ENERGY LLCput | $138,000 | -88.3% | 385,700 | -57.8% | 0.02% | -93.0% |
| CASLQ | Sell | CASTLE A M & COput | $116,000 | -83.8% | 43,100 | -90.4% | 0.01% | -90.8% |
| Sell | SUNEDISON INCnote | $97,000 | -94.1% | 2,500,000 | -16.7% | 0.01% | -96.7% | |
| PVAHQ | Exit | PENN VA CORPput | $0 | – | -550,000 | -100.0% | -0.03% | – |
| CNX | Exit | CONSOL ENERGY INCput | $0 | – | -70,000 | -100.0% | -0.10% | – |
| ZINCQ | Exit | HORSEHEAD HLDG CORPput | $0 | – | -671,800 | -100.0% | -0.25% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORPput | $0 | – | -328,200 | -100.0% | -0.27% | – |
| Exit | SUNEDISON INCnote | $0 | – | -4,000,000 | -100.0% | -0.36% | – | |
| CLNE | Exit | CLEAN ENERGY FUELS CORPput | $0 | – | -571,700 | -100.0% | -0.38% | – |
| MDR | Exit | MCDERMOTT INTL INCput | $0 | – | -826,000 | -100.0% | -0.50% | – |
| Exit | SOLARCITY CORPnote | $0 | – | -4,000,000 | -100.0% | -0.59% | – | |
| GPORQ | Exit | GULFPORT ENERGY CORPput | $0 | – | -245,000 | -100.0% | -1.10% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -120,000 | -100.0% | -1.44% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -230,000 | -100.0% | -1.80% | – |
| VXX | Exit | BARCLAYS BK PLCput | $0 | – | -500,000 | -100.0% | -1.84% | – |
| Exit | INTERDIGITAL INCnote | $0 | – | -10,000,000 | -100.0% | -1.85% | – | |
| EEM | Exit | ISHARES TRput | $0 | – | -400,000 | -100.0% | -2.35% | – |
| Exit | SINA CORPnote | $0 | – | -18,460,000 | -100.0% | -3.26% | – | |
| IWM | Exit | ISHARES TRput | $0 | – | -175,000 | -100.0% | -3.59% | – |
| Exit | CTRIP COM INTL LTDnote | $0 | – | -15,000,000 | -100.0% | -3.62% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-05-16
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 | 2024-02-14 |
| 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.