$1.94 Billion is the total value of Graham Capital Management, L.P.'s 106 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | Buy | SPDR GOLD TRUSTcall | $506,080,000 | +4203.4% | 4,000,000 | +3900.0% | 26.06% | +1966.7% |
| IWM | New | ISHARES TRput | $344,910,000 | – | 3,000,000 | +100.0% | 17.76% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $41,906,000 | – | 200,000 | +100.0% | 2.16% | – |
| Buy | EXELIXIS INCnote | $41,067,000 | +212.6% | 27,615,000 | +109.0% | 2.12% | +50.2% | |
| New | WEATHERFORD INTL LTDnote | $40,920,000 | – | 37,500,000 | +100.0% | 2.11% | – | |
| JKS | Buy | JINKOSOLAR HLDG CO LTDput | $38,969,000 | -1.7% | 1,912,100 | +0.9% | 2.01% | -52.8% |
| HAL | Buy | HALLIBURTON CO | $38,832,000 | +624.7% | 857,403 | +471.6% | 2.00% | +248.4% |
| EWY | Buy | ISHARESmsci sth kor etf | $36,178,000 | +36.1% | 694,800 | +38.1% | 1.86% | -34.6% |
| EEM | New | ISHARES TRput | $34,360,000 | – | 1,000,000 | +100.0% | 1.77% | – |
| Buy | TESLA MTRS INCnote | $27,488,000 | +9.9% | 31,000,000 | +12.7% | 1.42% | -47.2% | |
| SWN | New | SOUTHWESTERN ENERGY CO | $26,692,000 | – | 2,121,800 | +100.0% | 1.38% | – |
| CNQ | Buy | CANADIAN NAT RES LTD | $26,300,000 | +302.3% | 853,055 | +252.3% | 1.35% | +93.2% |
| PE | Buy | PARSLEY ENERGY INCcl a | $25,474,000 | +49.4% | 941,394 | +24.8% | 1.31% | -28.2% |
| Buy | REDWOOD TR INCnote | $23,051,000 | +203.8% | 23,344,000 | +189.4% | 1.19% | +46.0% | |
| XLP | New | SELECT SECTOR SPDR TRcall | $22,060,000 | – | 400,000 | +100.0% | 1.14% | – |
| Buy | SHIP FINANCE INTERNATIONAL Lnote | $19,518,000 | +182.1% | 18,500,000 | +160.6% | 1.00% | +35.4% | |
| TTE | New | TOTAL S Asponsored adr | $19,048,000 | – | 396,018 | +100.0% | 0.98% | – |
| Buy | AK STL CORPnote | $18,422,000 | +69.2% | 15,991,000 | +33.3% | 0.95% | -18.7% | |
| CLR | New | CONTINENTAL RESOURCES INC | $17,892,000 | – | 395,225 | +100.0% | 0.92% | – |
| DVN | New | DEVON ENERGY CORP NEW | $17,720,000 | – | 488,823 | +100.0% | 0.91% | – |
| EGN | Buy | ENERGEN CORP | $17,234,000 | +85.6% | 357,475 | +40.8% | 0.89% | -10.9% |
| TSLA | Buy | TESLA MTRS INCput | $15,603,000 | +6.9% | 73,500 | +15.7% | 0.80% | -48.7% |
| SLCA | Buy | U S SILICA HLDGS INC | $15,377,000 | +265.9% | 446,105 | +141.1% | 0.79% | +75.6% |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $13,631,000 | – | 492,100 | +100.0% | 0.70% | – |
| OIH | New | VANECK VECTORS ETF TRoil svcs etf | $13,038,000 | – | 445,728 | +100.0% | 0.67% | – |
| ESV | New | ENSCO PLC | $12,598,000 | – | 1,297,406 | +100.0% | 0.65% | – |
| RSPP | Buy | RSP PERMIAN INC | $12,086,000 | +65.4% | 346,400 | +37.7% | 0.62% | -20.6% |
| Buy | RTW HLDGS INCnote | $11,306,000 | +515.8% | 11,500,000 | +475.0% | 0.58% | +195.4% | |
| XEC | Buy | CIMAREX ENERGY CO | $11,061,000 | +24.3% | 92,700 | +1.3% | 0.57% | -40.3% |
| EWW | Buy | ISHARESmsci mex cap etf | $10,258,000 | +95.3% | 203,700 | +108.3% | 0.53% | -6.2% |
| WFTIQ | New | WEATHERFORD INTL PLCcall | $8,325,000 | – | 1,500,000 | +100.0% | 0.43% | – |
| ICON | Buy | ICONIX BRAND GROUP INCput | $7,867,000 | -15.8% | 1,163,700 | +0.2% | 0.40% | -59.6% |
| SPNV | Buy | SUPERIOR ENERGY SVCS INC | $7,765,000 | +135.9% | 421,789 | +71.6% | 0.40% | +13.3% |
| Buy | COBALT INTL ENERGY INCnote | $7,684,000 | -15.6% | 20,240,000 | +12.4% | 0.40% | -59.4% | |
| TSL | New | TRINA SOLAR LIMITEDput | $7,662,000 | – | 989,900 | +100.0% | 0.40% | – |
| MPC | New | MARATHON PETE CORP | $7,437,000 | – | 195,914 | +100.0% | 0.38% | – |
| Buy | AEGEAN MARINE PETE NETWORK Inote | $6,028,000 | +149.2% | 7,500,000 | +150.0% | 0.31% | +19.7% | |
| CPE | New | CALLON PETE CO DEL | $5,996,000 | – | 533,933 | +100.0% | 0.31% | – |
| OIS | New | OIL STS INTL INC | $5,684,000 | – | 172,858 | +100.0% | 0.29% | – |
| AMZN | New | AMAZON COM INC | $5,403,000 | – | 7,550 | +100.0% | 0.28% | – |
| S | New | SPRINT CORPput | $5,279,000 | – | 1,165,300 | +100.0% | 0.27% | – |
| New | CHESAPEAKE ENERGY CORPnote | $4,466,000 | – | 5,500,000 | +100.0% | 0.23% | – | |
| SFL | New | SHIP FINANCE INTERNATIONAL Lput | $4,422,000 | – | 300,000 | +100.0% | 0.23% | – |
| GDXJ | New | VANECK VECTORS ETF TRjr gold miners e | $4,356,000 | – | 102,200 | +100.0% | 0.22% | – |
| TSO | New | TESORO CORP | $4,170,000 | – | 55,657 | +100.0% | 0.22% | – |
| VXX | New | BARCLAYS BK PLCput | $4,140,000 | – | 300,000 | +100.0% | 0.21% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $4,087,000 | – | 76,400 | +100.0% | 0.21% | – |
| MRO | New | MARATHON OIL CORP | $3,753,000 | – | 250,000 | +100.0% | 0.19% | – |
| WDC | New | WESTERN DIGITAL CORPput | $3,190,000 | – | 67,500 | +100.0% | 0.16% | – |
| SFR | New | COLONY STARWOOD HOMEScall | $3,042,000 | – | 100,000 | +100.0% | 0.16% | – |
| New | LLOYDS BANKING GROUP PLCsdcv 7.500%12/3 | $2,930,000 | – | 3,000,000 | +100.0% | 0.15% | – | |
| PTEN | New | PATTERSON UTI ENERGY INC | $2,886,000 | – | 135,353 | +100.0% | 0.15% | – |
| New | GOGO INCnote | $2,701,000 | – | 4,000,000 | +100.0% | 0.14% | – | |
| FTR | New | FRONTIER COMMUNICATIONS CORPput | $2,470,000 | – | 500,000 | +100.0% | 0.13% | – |
| GOGO | New | GOGO INCput | $2,451,000 | – | 292,100 | +100.0% | 0.13% | – |
| ITB | New | ISHARES TRus home cons etf | $2,212,000 | – | 80,000 | +100.0% | 0.11% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $1,885,000 | – | 339,620 | +100.0% | 0.10% | – |
| BAX | Buy | BAXTER INTL INC | $728,000 | +68.9% | 16,100 | +53.3% | 0.04% | -19.6% |
| RL | Buy | RALPH LAUREN CORPcl a | $645,000 | +91.4% | 7,200 | +105.7% | 0.03% | -8.3% |
| WAT | Buy | WATERS CORP | $619,000 | +95.3% | 4,400 | +83.3% | 0.03% | -5.9% |
| CNA | Buy | CNA FINL CORP | $597,000 | +93.2% | 19,000 | +97.9% | 0.03% | -6.1% |
| TGI | Buy | TRIUMPH GROUP INC NEW | $522,000 | +17.6% | 14,711 | +4.3% | 0.03% | -43.8% |
| SRI | Buy | STONERIDGE INC | $530,000 | +69.3% | 35,501 | +65.1% | 0.03% | -20.6% |
| CRY | Buy | CRYOLIFE INC | $496,000 | +15.3% | 42,003 | +5.0% | 0.03% | -43.5% |
| EPAC | Buy | ACTUANT CORPcl a | $497,000 | +111.5% | 22,000 | +131.6% | 0.03% | +4.0% |
| PF | New | PINNACLE FOODS INC DEL | $495,000 | – | 10,700 | +100.0% | 0.02% | – |
| BOBE | Buy | BOB EVANS FARMS INC | $479,000 | -13.2% | 12,626 | +6.8% | 0.02% | -57.6% |
| VSI | Buy | VITAMIN SHOPPE INC | $492,000 | +20.3% | 16,100 | +22.0% | 0.02% | -43.2% |
| CDK | Buy | CDK GLOBAL INC | $449,000 | +92.7% | 8,100 | +62.0% | 0.02% | -8.0% |
| OII | New | OCEANEERING INTL INC | $448,000 | – | 15,000 | +100.0% | 0.02% | – |
| SAVE | Buy | SPIRIT AIRLS INC | $422,000 | +35.3% | 9,400 | +44.6% | 0.02% | -33.3% |
| GES | Buy | GUESS INC | $409,000 | -12.0% | 27,200 | +9.7% | 0.02% | -58.0% |
| SVU | Buy | SUPERVALU INC | $388,000 | +68.7% | 82,300 | +106.3% | 0.02% | -20.0% |
| SEAS | Buy | SEAWORLD ENTMT INC | $385,000 | -25.4% | 26,900 | +9.8% | 0.02% | -63.6% |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $393,000 | +45.0% | 32,373 | +76.2% | 0.02% | -31.0% |
| DAN | Buy | DANA HLDG CORP | $374,000 | +18.4% | 35,400 | +58.0% | 0.02% | -44.1% |
| TSL | New | TRINA SOLAR LIMITEDspon adr | $361,000 | – | 46,700 | +100.0% | 0.02% | – |
| UNVR | New | UNIVAR INC | $359,000 | – | 19,000 | +100.0% | 0.02% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-08-15
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.