$2.45 Billion is the total value of Graham Capital Management, L.P.'s 83 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 80.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUSTcall | $1,150,905,000 | -12.8% | 10,500,000 | 0.0% | 47.05% | +10.8% | |
| IWM | Sell | ISHARES TRput | $337,125,000 | -45.7% | 2,500,000 | -50.0% | 13.78% | -31.1% |
| Buy | AK STL CORPnote | $118,303,000 | +292.2% | 57,257,000 | +128.8% | 4.84% | +398.0% | |
| Buy | STARWOOD PPTY TR INCnote | $73,877,000 | +18.2% | 67,699,000 | +18.8% | 3.02% | +50.1% | |
| Buy | ADVANCED MICRO DEVICES INCnote | $63,913,000 | +487.6% | 40,500,000 | +305.0% | 2.61% | +646.6% | |
| TSLA | Buy | TESLA MTRS INCput | $61,457,000 | +207.1% | 287,600 | +193.2% | 2.51% | +290.1% |
| Buy | TESLA MTRS INCnote | $54,044,000 | +92.9% | 58,268,000 | +88.0% | 2.21% | +144.9% | |
| FXI | New | ISHARES TRput | $43,388,000 | – | 1,250,000 | +100.0% | 1.77% | – |
| STARWOOD WAYPOINT RESIDENTLnote | $36,415,000 | -0.2% | 34,005,000 | 0.0% | 1.49% | +26.7% | ||
| Buy | WEATHERFORD INTL LTDnote | $35,417,000 | +14.5% | 32,500,000 | +18.2% | 1.45% | +45.4% | |
| Buy | SHIP FINANCE INTERNATIONAL Lnote | $33,396,000 | +23.7% | 30,568,000 | +23.0% | 1.36% | +57.1% | |
| Buy | REDWOOD TR INCnote | $33,066,000 | +40.4% | 32,919,000 | +40.6% | 1.35% | +78.4% | |
| New | SILVER STD RES INCnote | $24,078,000 | – | 26,000,000 | +100.0% | 0.98% | – | |
| TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $23,962,000 | -2.0% | 25,000,000 | 0.0% | 0.98% | +24.5% | ||
| XLF | New | SELECT SECTOR SPDR TRcall | $23,250,000 | – | 1,000,000 | +100.0% | 0.95% | – |
| XLE | Buy | SELECT SECTOR SPDR TRsbi int-energy | $20,849,000 | +94.5% | 276,800 | +82.3% | 0.85% | +147.0% |
| EWY | Sell | ISHARESmsci sth kor etf | $18,760,000 | -46.8% | 352,500 | -41.9% | 0.77% | -32.5% |
| New | CTRIP COM INTL LTDnote | $17,364,000 | – | 15,000,000 | +100.0% | 0.71% | – | |
| New | CTRIP COM INTL LTDnote | $15,402,000 | – | 15,000,000 | +100.0% | 0.63% | – | |
| TSL | Sell | TRINA SOLAR LIMITEDput | $15,049,000 | -41.4% | 1,618,200 | -35.5% | 0.62% | -25.6% |
| Sell | VIPSHOP HLDGS LTDnote | $14,951,000 | -30.6% | 15,000,000 | -25.0% | 0.61% | -11.8% | |
| Buy | SOLARCITY CORPnote | $14,330,000 | +40.8% | 15,381,000 | +22.1% | 0.59% | +78.7% | |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $11,879,000 | – | 16,775,000 | +100.0% | 0.49% | – | |
| Buy | BLACKSTONE MTG TR INCnote | $11,694,000 | +77.3% | 10,460,000 | +74.3% | 0.48% | +125.5% | |
| RTW HLDGS INCnote | $11,682,000 | 0.0% | 11,500,000 | 0.0% | 0.48% | +27.1% | ||
| SDRL | Buy | SEADRILL LIMITEDput | $11,641,000 | +294.2% | 3,413,900 | +173.9% | 0.48% | +401.1% |
| IWM | New | ISHARES TRrussell 2000 etf | $11,462,000 | – | 85,000 | +100.0% | 0.47% | – |
| INDA | New | ISHARES TRmsci india etf | $10,241,000 | – | 382,000 | +100.0% | 0.42% | – |
| EPI | New | WISDOMTREE TRindia erngs fd | $10,080,000 | – | 499,000 | +100.0% | 0.41% | – |
| EXEL | Sell | EXELIXIS INC | $9,888,000 | -3.5% | 663,180 | -17.2% | 0.40% | +22.4% |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $9,320,000 | – | 225,000 | +100.0% | 0.38% | – |
| AEGEAN MARINE PETE NETWORK Inote | $7,767,000 | +3.4% | 7,500,000 | 0.0% | 0.32% | +31.4% | ||
| KCG | New | KCG HLDGS INCput | $6,360,000 | – | 480,000 | +100.0% | 0.26% | – |
| RSX | New | VANECK VECTORS ETF TRrussia etf | $6,366,000 | – | 300,000 | +100.0% | 0.26% | – |
| NQ | Sell | NQ MOBILE INCput | $5,837,000 | -49.6% | 1,812,600 | -40.2% | 0.24% | -35.9% |
| SUNPOWER CORPdbcv 0.750% 6/0 | $5,144,000 | -0.9% | 5,665,000 | 0.0% | 0.21% | +25.7% | ||
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $4,715,000 | – | 202,800 | +100.0% | 0.19% | – |
| EWW | New | ISHARESmsci mex cap etf | $4,397,000 | – | 100,000 | +100.0% | 0.18% | – |
| CME | CME GROUP INC | $3,461,000 | +10.4% | 30,000 | 0.0% | 0.14% | +39.6% | |
| THC | New | TENET HEALTHCARE CORPput | $2,968,000 | – | 200,000 | +100.0% | 0.12% | – |
| CNX | CONSOL ENERGY INCput | $2,735,000 | -5.0% | 150,000 | 0.0% | 0.11% | +20.4% | |
| UNVR | Buy | UNIVAR INC | $2,638,000 | +188.9% | 92,998 | +122.5% | 0.11% | +272.4% |
| SEAS | Buy | SEAWORLD ENTMT INC | $2,559,000 | +495.1% | 135,200 | +323.8% | 0.10% | +650.0% |
| DAN | Buy | DANA INCORPORATED | $2,551,000 | +162.2% | 134,400 | +115.4% | 0.10% | +235.5% |
| VC | Buy | VISTEON CORP | $2,499,000 | +193.0% | 31,100 | +161.3% | 0.10% | +277.8% |
| CNA | Buy | CNA FINL CORP | $2,424,000 | +238.5% | 58,400 | +180.8% | 0.10% | +330.4% |
| ALOG | New | ANALOGIC CORP | $2,406,000 | – | 29,000 | +100.0% | 0.10% | – |
| PF | Buy | PINNACLE FOODS INC DEL | $2,368,000 | +232.6% | 44,300 | +212.0% | 0.10% | +321.7% |
| BOBE | Buy | BOB EVANS FARMS INC | $2,353,000 | +590.0% | 44,216 | +395.9% | 0.10% | +772.7% |
| MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $2,334,000 | +98.1% | 168,300 | +89.5% | 0.10% | +150.0% |
| SAVE | Buy | SPIRIT AIRLS INC | $2,332,000 | +238.5% | 40,300 | +148.8% | 0.10% | +331.8% |
| CDK | Buy | CDK GLOBAL INC | $2,328,000 | +137.3% | 39,000 | +128.1% | 0.10% | +196.9% |
| BCO | Buy | BRINKS CO | $2,195,000 | +120.8% | 53,200 | +98.5% | 0.09% | +181.2% |
| SPWR | Buy | SUNPOWER CORPput | $2,181,000 | -11.7% | 330,000 | +19.1% | 0.09% | +11.2% |
| GES | Buy | GUESS INC | $2,174,000 | +202.4% | 179,700 | +265.2% | 0.09% | +287.0% |
| TGI | Buy | TRIUMPH GROUP INC NEW | $2,184,000 | +210.7% | 82,411 | +226.9% | 0.09% | +287.0% |
| DATA | New | TABLEAU SOFTWARE INCcl a | $2,162,000 | – | 51,300 | +100.0% | 0.09% | – |
| VSI | Buy | VITAMIN SHOPPE INC | $2,021,000 | +284.2% | 85,100 | +334.2% | 0.08% | +388.2% |
| RL | Buy | RALPH LAUREN CORPcl a | $1,987,000 | +106.8% | 22,000 | +131.6% | 0.08% | +161.3% |
| FRAN | New | FRANCESCAS HLDGS CORP | $1,960,000 | – | 108,700 | +100.0% | 0.08% | – |
| WGO | Buy | WINNEBAGO INDS INC | $1,788,000 | +80.6% | 56,500 | +34.5% | 0.07% | +128.1% |
| EPAC | Buy | ACTUANT CORPcl a | $1,736,000 | +166.7% | 66,900 | +138.9% | 0.07% | +238.1% |
| TSL | Sell | TRINA SOLAR LIMITEDspon adr | $1,743,000 | -53.3% | 187,413 | -48.6% | 0.07% | -40.8% |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $1,656,000 | +114.0% | 124,419 | +127.8% | 0.07% | +172.0% |
| SRI | Buy | STONERIDGE INC | $1,513,000 | +68.1% | 85,537 | +74.9% | 0.06% | +113.8% |
| SVU | Buy | SUPERVALU INC | $1,454,000 | +123.7% | 311,300 | +138.9% | 0.06% | +181.0% |
| New | SUNPOWER CORPdbcv 0.875% 6/0 | $1,339,000 | – | 2,000,000 | +100.0% | 0.06% | – | |
| CNX | Sell | CONSOL ENERGY INC | $1,231,000 | -8.4% | 67,500 | -3.6% | 0.05% | +16.3% |
| REV | Buy | REVLON INCcl a | $1,062,000 | +250.5% | 36,425 | +342.9% | 0.04% | +330.0% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $1,004,000 | – | 35,800 | +100.0% | 0.04% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $1,005,000 | – | 9,300 | +100.0% | 0.04% | – |
| PG | New | PROCTER AND GAMBLE CO | $992,000 | – | 11,800 | +100.0% | 0.04% | – |
| UNP | New | UNION PAC CORP | $985,000 | – | 9,500 | +100.0% | 0.04% | – |
| AIG | New | AMERICAN INTL GROUP INC | $989,000 | – | 15,150 | +100.0% | 0.04% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $982,000 | – | 16,800 | +100.0% | 0.04% | – |
| CVX | Sell | CHEVRON CORP NEW | $989,000 | -97.3% | 8,400 | -97.6% | 0.04% | -96.6% |
| C | New | CITIGROUP INC | $987,000 | – | 16,600 | +100.0% | 0.04% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $969,000 | – | 13,200 | +100.0% | 0.04% | – |
| KMI | New | KINDER MORGAN INC DEL | $973,000 | – | 47,000 | +100.0% | 0.04% | – |
| VRS | VERSO CORPcl a | $710,000 | +10.1% | 100,000 | 0.0% | 0.03% | +38.1% | |
| GOGO | New | GOGO INC | $705,000 | – | 76,500 | +100.0% | 0.03% | – |
| LEE | New | LEE ENTERPRISES INC | $438,000 | – | 151,128 | +100.0% | 0.02% | – |
| NADLQ | New | NORTH ATLANTIC DRILLING LTDput | $430,000 | – | 135,500 | +100.0% | 0.02% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -11,349 | -100.0% | -0.00% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -41,700 | -100.0% | -0.02% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -18,500 | -100.0% | -0.03% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -117,500 | -100.0% | -0.04% | – |
| Exit | GOGO INCnote | $0 | – | -2,000,000 | -100.0% | -0.05% | – | |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -200,422 | -100.0% | -0.06% | – |
| ITB | Exit | ISHARES TRus home cons etf | $0 | – | -80,000 | -100.0% | -0.07% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -66,000 | -100.0% | -0.08% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -250,000 | -100.0% | -0.08% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -64,325 | -100.0% | -0.10% | – |
| Exit | LLOYDS BANKING GROUP PLCsdcv 7.500%12/3 | $0 | – | -3,000,000 | -100.0% | -0.10% | – | |
| GOGO | Exit | GOGO INCput | $0 | – | -294,900 | -100.0% | -0.10% | – |
| SRAQU | Exit | SILVER RUN ACQUISITION CORPunit 99/99/9999t | $0 | – | -183,162 | -100.0% | -0.11% | – |
| XME | Exit | SPDR SERIES TRUSTs&p metals mng | $0 | – | -125,000 | -100.0% | -0.11% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -254,555 | -100.0% | -0.14% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -832,693 | -100.0% | -0.15% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -63,756 | -100.0% | -0.16% | – |
| Exit | NQ MOBILE INCnote | $0 | – | -5,370,000 | -100.0% | -0.17% | – | |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -277,705 | -100.0% | -0.18% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -138,504 | -100.0% | -0.18% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -136,611 | -100.0% | -0.19% | – |
| Exit | ICONIX BRAND GROUP INCnote | $0 | – | -7,000,000 | -100.0% | -0.20% | – | |
| MTDR | Exit | MATADOR RES CO | $0 | – | -255,522 | -100.0% | -0.20% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -259,356 | -100.0% | -0.25% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -555,224 | -100.0% | -0.27% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -560,177 | -100.0% | -0.28% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -191,503 | -100.0% | -0.29% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -159,047 | -100.0% | -0.30% | – |
| ICON | Exit | ICONIX BRAND GROUP INCput | $0 | – | -1,174,900 | -100.0% | -0.31% | – |
| AMLP | Exit | ALPS ETF TRalerian mlp | $0 | – | -756,928 | -100.0% | -0.31% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -287,571 | -100.0% | -0.31% | – |
| S | Exit | SPRINT CORPput | $0 | – | -1,465,300 | -100.0% | -0.31% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -373,937 | -100.0% | -0.34% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -707,050 | -100.0% | -0.36% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -307,000 | -100.0% | -0.37% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -312,185 | -100.0% | -0.39% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -896,050 | -100.0% | -0.40% | – |
| RES | Exit | RPC INC | $0 | – | -768,061 | -100.0% | -0.42% | – |
| Exit | COBALT INTL ENERGY INCnote | $0 | – | -25,240,000 | -100.0% | -0.42% | – | |
| SM | Exit | SM ENERGY CO | $0 | – | -337,249 | -100.0% | -0.42% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -103,121 | -100.0% | -0.45% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -80,834 | -100.0% | -0.48% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -1,780,922 | -100.0% | -0.49% | – |
| Exit | TRULIA INCnote | $0 | – | -10,000,000 | -100.0% | -0.49% | – | |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -361,208 | -100.0% | -0.50% | – |
| Exit | ISTAR INCnote | $0 | – | -16,500,000 | -100.0% | -0.54% | – | |
| HAL | Exit | HALLIBURTON CO | $0 | – | -499,511 | -100.0% | -0.72% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDput | $0 | – | -1,500,700 | -100.0% | -0.76% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -404,701 | -100.0% | -0.82% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -2,247,135 | -100.0% | -0.88% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -931,766 | -100.0% | -0.96% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -1,283,293 | -100.0% | -1.15% | – |
| EWG | Exit | ISHARESput | $0 | – | -2,500,000 | -100.0% | -2.11% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -2,600,000 | -100.0% | -2.21% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-14
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 | 2024-02-14 |
| 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.