$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% | – |
| New | WEATHERFORD INTL LTDnote | $40,920,000 | – | 37,500,000 | +100.0% | 2.11% | – | |
| EEM | New | ISHARES TRput | $34,360,000 | – | 1,000,000 | +100.0% | 1.77% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $26,692,000 | – | 2,121,800 | +100.0% | 1.38% | – |
| XLP | New | SELECT SECTOR SPDR TRcall | $22,060,000 | – | 400,000 | +100.0% | 1.14% | – |
| TTE | New | TOTAL S Asponsored adr | $19,048,000 | – | 396,018 | +100.0% | 0.98% | – |
| 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% | – |
| 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% | – |
| WFTIQ | New | WEATHERFORD INTL PLCcall | $8,325,000 | – | 1,500,000 | +100.0% | 0.43% | – |
| 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% | – |
| 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% | – |
| PF | New | PINNACLE FOODS INC DEL | $495,000 | – | 10,700 | +100.0% | 0.02% | – |
| OII | New | OCEANEERING INTL INC | $448,000 | – | 15,000 | +100.0% | 0.02% | – |
| 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.