$3.11 Billion is the total value of Graham Capital Management, L.P.'s 106 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 64.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWY | Sell | ISHARESmsci sth kor etf | $35,291,000 | -2.5% | 607,100 | -12.6% | 1.14% | -39.0% |
| Sell | WEATHERFORD INTL LTDnote | $30,929,000 | -24.4% | 27,500,000 | -26.7% | 1.00% | -52.7% | |
| JKS | Sell | JINKOSOLAR HLDG CO LTDput | $23,711,000 | -39.2% | 1,500,700 | -21.5% | 0.76% | -62.0% |
| HAL | Sell | HALLIBURTON CO | $22,418,000 | -42.3% | 499,511 | -41.7% | 0.72% | -63.9% |
| Sell | VIPSHOP HLDGS LTDnote | $21,542,000 | -27.8% | 20,000,000 | -33.9% | 0.69% | -54.9% | |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $12,401,000 | -53.5% | 896,050 | -57.8% | 0.40% | -71.0% |
| RSPP | Sell | RSP PERMIAN INC | $12,107,000 | +0.2% | 312,185 | -9.9% | 0.39% | -37.3% |
| XLE | Sell | SELECT SECTOR SPDR TRsbi int-energy | $10,719,000 | -78.8% | 151,800 | -79.5% | 0.34% | -86.7% |
| Sell | SOLARCITY CORPnote | $10,180,000 | -20.2% | 12,602,000 | -23.6% | 0.33% | -50.1% | |
| PE | Sell | PARSLEY ENERGY INCcl a | $9,637,000 | -62.2% | 287,571 | -69.5% | 0.31% | -76.4% |
| EGN | Sell | ENERGEN CORP | $9,180,000 | -46.7% | 159,047 | -55.5% | 0.30% | -66.7% |
| TTE | Sell | TOTAL S Asponsored adr | $9,135,000 | -52.0% | 191,503 | -51.6% | 0.29% | -70.0% |
| DVN | Sell | DEVON ENERGY CORP NEW | $6,026,000 | -66.0% | 136,611 | -72.1% | 0.19% | -78.8% |
| MPC | Sell | MARATHON PETE CORP | $5,622,000 | -24.4% | 138,504 | -29.3% | 0.18% | -52.7% |
| SLCA | Sell | U S SILICA HLDGS INC | $2,995,000 | -80.5% | 64,325 | -85.6% | 0.10% | -87.9% |
| Sell | GOGO INCnote | $1,535,000 | -43.2% | 2,000,000 | -50.0% | 0.05% | -64.7% | |
| BOBE | Sell | BOB EVANS FARMS INC | $341,000 | -28.8% | 8,916 | -29.4% | 0.01% | -56.0% |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -15,000 | -100.0% | -0.02% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -10,100 | -100.0% | -0.02% | – |
| CRY | Exit | CRYOLIFE INC | $0 | – | -42,003 | -100.0% | -0.03% | – |
| WAT | Exit | WATERS CORP | $0 | – | -4,400 | -100.0% | -0.03% | – |
| CIE | Exit | COBALT INTL ENERGY INCput | $0 | – | -534,300 | -100.0% | -0.04% | – |
| SCTY | Exit | SOLARCITY CORPput | $0 | – | -84,200 | -100.0% | -0.10% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORPput | $0 | – | -500,000 | -100.0% | -0.13% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -135,353 | -100.0% | -0.15% | – |
| SFR | Exit | COLONY STARWOOD HOMEScall | $0 | – | -100,000 | -100.0% | -0.16% | – |
| WDC | Exit | WESTERN DIGITAL CORPput | $0 | – | -67,500 | -100.0% | -0.16% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -76,400 | -100.0% | -0.21% | – |
| VXX | Exit | BARCLAYS BK PLCput | $0 | – | -300,000 | -100.0% | -0.21% | – |
| TSO | Exit | TESORO CORP | $0 | – | -55,657 | -100.0% | -0.22% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRjr gold miners e | $0 | – | -102,200 | -100.0% | -0.22% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL Lput | $0 | – | -300,000 | -100.0% | -0.23% | – |
| Exit | CHESAPEAKE ENERGY CORPnote | $0 | – | -5,500,000 | -100.0% | -0.23% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -7,550 | -100.0% | -0.28% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -172,858 | -100.0% | -0.29% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -421,789 | -100.0% | -0.40% | – |
| QEP | Exit | QEP RES INC | $0 | – | -441,362 | -100.0% | -0.40% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLCcall | $0 | – | -1,500,000 | -100.0% | -0.43% | – |
| Exit | NORTEL NETWORKS CORP NEWnote | $0 | – | -10,000,000 | -100.0% | -0.45% | – | |
| Exit | STARWOOD PPTY TR INCnote | $0 | – | -10,000,000 | -100.0% | -0.52% | – | |
| EWW | Exit | ISHARESmsci mex cap etf | $0 | – | -203,700 | -100.0% | -0.53% | – |
| OIH | Exit | VANECK VECTORS ETF TRoil svcs etf | $0 | – | -445,728 | -100.0% | -0.67% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -395,225 | -100.0% | -0.92% | – |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote | $0 | – | -18,000,000 | -100.0% | -0.92% | – | |
| XLP | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -400,000 | -100.0% | -1.14% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -1,000,000 | -100.0% | -1.77% | – |
| Exit | EXELIXIS INCnote | $0 | – | -27,615,000 | -100.0% | -2.12% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -200,000 | -100.0% | -2.16% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-14
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 | 2024-05-15 |
| 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.