$2.55 Billion is the total value of Graham Capital Management, L.P.'s 96 reported holdings in Q1 2017. The portfolio turnover from Q4 2016 to Q1 2017 was 85.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUSTcall | $1,246,560,000 | +8.3% | 10,500,000 | 0.0% | 48.96% | +4.1% | |
| IWM | Sell | ISHARES TRput | $206,220,000 | -38.8% | 1,500,000 | -40.0% | 8.10% | -41.2% |
| Buy | AK STL CORPnote | $93,129,000 | -21.3% | 58,757,000 | +2.6% | 3.66% | -24.4% | |
| Buy | STARWOOD PPTY TR INCnote | $80,537,000 | +9.0% | 73,699,000 | +8.9% | 3.16% | +4.7% | |
| Sell | ADVANCED MICRO DEVICES INCnote | $70,606,000 | +10.5% | 35,750,000 | -11.7% | 2.77% | +6.1% | |
| New | TESLA INCnote | $63,544,000 | – | 61,000,000 | +100.0% | 2.50% | – | |
| Buy | TESLA INCnote | $61,244,000 | +13.3% | 61,250,000 | +5.1% | 2.40% | +8.9% | |
| Buy | WEATHERFORD INTL LTDnote | $45,673,000 | +29.0% | 35,500,000 | +9.2% | 1.79% | +23.9% | |
| Buy | SILVER STD RES INCnote | $43,161,000 | +79.3% | 43,911,000 | +68.9% | 1.70% | +72.3% | |
| Buy | SHIP FINANCE INTERNATIONAL Lnote | $36,393,000 | +9.0% | 33,568,000 | +9.8% | 1.43% | +4.7% | |
| Buy | REDWOOD TR INCnote | $34,150,000 | +3.3% | 33,849,000 | +2.8% | 1.34% | -0.8% | |
| TSLA | Sell | TESLA INCput | $33,340,000 | -45.8% | 119,800 | -58.3% | 1.31% | -47.9% |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $29,821,000 | – | 126,500 | +100.0% | 1.17% | – |
| EWG | New | ISHARESput | $28,750,000 | – | 1,000,000 | +100.0% | 1.13% | – |
| XLF | SELECT SECTOR SPDR TRcall | $23,730,000 | +2.1% | 1,000,000 | 0.0% | 0.93% | -1.9% | |
| XLE | Buy | SELECT SECTOR SPDR TRsbi int-energy | $21,844,000 | +4.8% | 312,500 | +12.9% | 0.86% | +0.7% |
| New | TWO HBRS INVT CORPnote | $20,492,000 | – | 20,000,000 | +100.0% | 0.80% | – | |
| CTRIP COM INTL LTDnote | $19,689,000 | +13.4% | 15,000,000 | 0.0% | 0.77% | +8.9% | ||
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $19,446,000 | – | 298,900 | +100.0% | 0.76% | – |
| IWM | Buy | ISHARES TRrussell 2000 etf | $19,247,000 | +67.9% | 140,000 | +64.7% | 0.76% | +61.2% |
| CTRIP COM INTL LTDnote | $16,633,000 | +8.0% | 15,000,000 | 0.0% | 0.65% | +3.7% | ||
| EPI | Buy | WISDOMTREE TRindia erngs fd | $15,986,000 | +58.6% | 662,475 | +32.8% | 0.63% | +52.4% |
| INDA | Buy | ISHARES TRmsci india etf | $15,903,000 | +55.3% | 505,100 | +32.2% | 0.62% | +49.2% |
| XLF | Buy | SELECT SECTOR SPDR TRsbi int-finl | $15,209,000 | +222.6% | 640,900 | +216.0% | 0.60% | +209.3% |
| VIPSHOP HLDGS LTDnote | $15,158,000 | +1.4% | 15,000,000 | 0.0% | 0.60% | -2.6% | ||
| SOLARCITY CORPnote | $14,927,000 | +4.2% | 15,381,000 | 0.0% | 0.59% | 0.0% | ||
| XOP | Buy | SPDR SERIES TRUSTs&p oilgas exp | $13,853,000 | +48.6% | 370,000 | +64.4% | 0.54% | +42.8% |
| BLACKSTONE MTG TR INCnote | $12,042,000 | +3.0% | 10,460,000 | 0.0% | 0.47% | -1.0% | ||
| RTW HLDGS INCnote | $11,848,000 | +1.4% | 11,500,000 | 0.0% | 0.46% | -2.7% | ||
| EEM | New | ISHARES TRmsci emg mkt etf | $11,423,000 | – | 290,000 | +100.0% | 0.45% | – |
| EWJ | New | ISHARES INCcall | $10,300,000 | – | 200,000 | +100.0% | 0.40% | – |
| Sell | SUNPOWER CORPdbcv 4.000% 1/1 | $10,193,000 | -14.2% | 13,000,000 | -22.5% | 0.40% | -17.7% | |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $9,633,000 | – | 176,500 | +100.0% | 0.38% | – |
| AEGEAN MARINE PETE NETWORK Inote | $8,331,000 | +7.3% | 7,500,000 | 0.0% | 0.33% | +2.8% | ||
| SDRL | Sell | SEADRILL LIMITEDput | $5,416,000 | -53.5% | 3,282,400 | -3.9% | 0.21% | -55.3% |
| XLB | New | SELECT SECTOR SPDR TRsbi materials | $5,388,000 | – | 102,800 | +100.0% | 0.21% | – |
| Sell | SUNPOWER CORPdbcv 0.750% 6/0 | $5,100,000 | -0.9% | 5,500,000 | -2.9% | 0.20% | -4.8% | |
| XME | New | SPDR SERIES TRUSTs&p metals mng | $4,563,000 | – | 150,000 | +100.0% | 0.18% | – |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $4,165,000 | +314.8% | 128,600 | +259.2% | 0.16% | +300.0% |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $4,172,000 | – | 56,100 | +100.0% | 0.16% | – |
| MET | New | METLIFE INC | $4,131,000 | – | 78,200 | +100.0% | 0.16% | – |
| XLK | New | SELECT SECTOR SPDR TRtechnology | $4,121,000 | – | 77,300 | +100.0% | 0.16% | – |
| SBUX | New | STARBUCKS CORP | $4,134,000 | – | 70,800 | +100.0% | 0.16% | – |
| UNP | Buy | UNION PAC CORP | $4,131,000 | +319.4% | 39,000 | +310.5% | 0.16% | +305.0% |
| TXN | New | TEXAS INSTRS INC | $4,101,000 | – | 50,900 | +100.0% | 0.16% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $4,093,000 | – | 64,600 | +100.0% | 0.16% | – |
| MS | New | MORGAN STANLEY | $4,087,000 | – | 95,400 | +100.0% | 0.16% | – |
| TWX | New | TIME WARNER INC | $4,065,000 | – | 41,600 | +100.0% | 0.16% | – |
| KO | New | COCA COLA CO | $4,074,000 | – | 96,000 | +100.0% | 0.16% | – |
| CAT | New | CATERPILLAR INC DEL | $4,081,000 | – | 44,000 | +100.0% | 0.16% | – |
| XOM | New | EXXON MOBIL CORP | $4,051,000 | – | 49,400 | +100.0% | 0.16% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $4,049,000 | – | 36,000 | +100.0% | 0.16% | – |
| V | New | VISA INC | $4,026,000 | – | 45,300 | +100.0% | 0.16% | – |
| APC | New | ANADARKO PETE CORP | $4,018,000 | – | 64,800 | +100.0% | 0.16% | – |
| MON | New | MONSANTO CO NEW | $4,030,000 | – | 35,600 | +100.0% | 0.16% | – |
| ABBV | New | ABBVIE INC | $4,027,000 | – | 61,800 | +100.0% | 0.16% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,961,000 | – | 31,800 | +100.0% | 0.16% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $3,936,000 | – | 24,000 | +100.0% | 0.16% | – |
| CME | CME GROUP INC | $3,564,000 | +3.0% | 30,000 | 0.0% | 0.14% | -0.7% | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $3,351,000 | – | 65,300 | +100.0% | 0.13% | – |
| VC | VISTEON CORP | $3,046,000 | +21.9% | 31,100 | 0.0% | 0.12% | +17.6% | |
| BCO | BRINKS CO | $2,844,000 | +29.6% | 53,200 | 0.0% | 0.11% | +24.4% | |
| DAN | DANA INCORPORATED | $2,595,000 | +1.7% | 134,400 | 0.0% | 0.10% | -1.9% | |
| MRVL | MARVELL TECHNOLOGY GROUP LTDord | $2,568,000 | +10.0% | 168,300 | 0.0% | 0.10% | +6.3% | |
| PF | PINNACLE FOODS INC DEL | $2,564,000 | +8.3% | 44,300 | 0.0% | 0.10% | +4.1% | |
| EWJ | New | ISHARES INCmsci jpn etf | $2,575,000 | – | 50,000 | +100.0% | 0.10% | – |
| CDK | CDK GLOBAL INC | $2,535,000 | +8.9% | 39,000 | 0.0% | 0.10% | +5.3% | |
| DATA | TABLEAU SOFTWARE INCcl a | $2,542,000 | +17.6% | 51,300 | 0.0% | 0.10% | +13.6% | |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $2,281,000 | – | 100,000 | +100.0% | 0.09% | – |
| ALOG | ANALOGIC CORP | $2,201,000 | -8.5% | 29,000 | 0.0% | 0.09% | -12.2% | |
| CNA | Sell | CNA FINL CORP | $2,138,000 | -11.8% | 48,400 | -17.1% | 0.08% | -15.2% |
| TGI | TRIUMPH GROUP INC NEW | $2,122,000 | -2.8% | 82,411 | 0.0% | 0.08% | -6.7% | |
| FLS | New | FLOWSERVE CORP | $2,082,000 | – | 43,000 | +100.0% | 0.08% | – |
| UNVR | Sell | UNIVAR INC | $2,023,000 | -23.3% | 65,998 | -29.0% | 0.08% | -26.9% |
| GES | GUESS INC | $2,004,000 | -7.8% | 179,700 | 0.0% | 0.08% | -11.2% | |
| FFIV | New | F5 NETWORKS INC | $1,982,000 | – | 13,900 | +100.0% | 0.08% | – |
| SPWR | Sell | SUNPOWER CORPput | $1,861,000 | -14.7% | 305,000 | -7.6% | 0.07% | -18.0% |
| RL | RALPH LAUREN CORPcl a | $1,796,000 | -9.6% | 22,000 | 0.0% | 0.07% | -12.3% | |
| EPAC | ACTUANT CORPcl a | $1,763,000 | +1.6% | 66,900 | 0.0% | 0.07% | -2.8% | |
| WGO | WINNEBAGO INDS INC | $1,653,000 | -7.6% | 56,500 | 0.0% | 0.06% | -11.0% | |
| SUNPOWER CORPdbcv 0.875% 6/0 | $1,522,000 | +13.7% | 2,000,000 | 0.0% | 0.06% | +9.1% | ||
| HAL | New | HALLIBURTON CO | $1,452,000 | – | 29,500 | +100.0% | 0.06% | – |
| TERP | New | TERRAFORM PWR INC | $1,299,000 | – | 105,000 | +100.0% | 0.05% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $1,311,000 | – | 24,000 | +100.0% | 0.05% | – |
| SVU | SUPERVALU INC | $1,202,000 | -17.3% | 311,300 | 0.0% | 0.05% | -20.3% | |
| PTEN | New | PATTERSON UTI ENERGY INC | $1,165,000 | – | 48,000 | +100.0% | 0.05% | – |
| SSNI | Sell | SILVER SPRING NETWORKS INC | $1,089,000 | -34.2% | 96,419 | -22.5% | 0.04% | -36.8% |
| FRAN | Sell | FRANCESCAS HLDGS CORP | $1,082,000 | -44.8% | 70,500 | -35.1% | 0.04% | -47.5% |
| XHB | New | SPDR SERIES TRUSTs&p homebuild | $931,000 | – | 25,000 | +100.0% | 0.04% | – |
| REV | Sell | REVLON INCcl a | $680,000 | -36.0% | 24,425 | -32.9% | 0.03% | -37.2% |
| LEE | LEE ENTERPRISES INC | $393,000 | -10.3% | 151,128 | 0.0% | 0.02% | -16.7% | |
| SLCA | New | U S SILICA HLDGS INC | $384,000 | – | 8,000 | +100.0% | 0.02% | – |
| NADLQ | NORTH ATLANTIC DRILLING LTDput | $229,000 | -46.7% | 135,500 | 0.0% | 0.01% | -50.0% | |
| FRAC | New | KEANE GROUP INC | $229,000 | – | 16,000 | +100.0% | 0.01% | – |
| RDC | New | ROWAN COMPANIES PLC | $206,000 | – | 13,200 | +100.0% | 0.01% | – |
| PDS | New | PRECISION DRILLING CORP | $94,000 | – | 20,000 | +100.0% | 0.00% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -100,000 | -100.0% | -0.03% | – |
| GOGO | Exit | GOGO INC | $0 | – | -76,500 | -100.0% | -0.03% | – |
| C | Exit | CITIGROUP INC | $0 | – | -16,600 | -100.0% | -0.04% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -16,800 | -100.0% | -0.04% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -15,150 | -100.0% | -0.04% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -47,000 | -100.0% | -0.04% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -8,400 | -100.0% | -0.04% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -13,200 | -100.0% | -0.04% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -9,300 | -100.0% | -0.04% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -11,800 | -100.0% | -0.04% | – |
| CNX | Exit | CONSOL ENERGY INC | $0 | – | -67,500 | -100.0% | -0.05% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -85,537 | -100.0% | -0.06% | – |
| TSL | Exit | TRINA SOLAR LIMITEDspon adr | $0 | – | -187,413 | -100.0% | -0.07% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -85,100 | -100.0% | -0.08% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -40,300 | -100.0% | -0.10% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -44,216 | -100.0% | -0.10% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -135,200 | -100.0% | -0.10% | – |
| CNX | Exit | CONSOL ENERGY INCput | $0 | – | -150,000 | -100.0% | -0.11% | – |
| THC | Exit | TENET HEALTHCARE CORPput | $0 | – | -200,000 | -100.0% | -0.12% | – |
| EWW | Exit | ISHARESmsci mex cap etf | $0 | – | -100,000 | -100.0% | -0.18% | – |
| NQ | Exit | NQ MOBILE INCput | $0 | – | -1,812,600 | -100.0% | -0.24% | – |
| KCG | Exit | KCG HLDGS INCput | $0 | – | -480,000 | -100.0% | -0.26% | – |
| RSX | Exit | VANECK VECTORS ETF TRrussia etf | $0 | – | -300,000 | -100.0% | -0.26% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -663,180 | -100.0% | -0.40% | – |
| TSL | Exit | TRINA SOLAR LIMITEDput | $0 | – | -1,618,200 | -100.0% | -0.62% | – |
| EWY | Exit | ISHARESmsci sth kor etf | $0 | – | -352,500 | -100.0% | -0.77% | – |
| Exit | TRINA SOLAR LIMITEDdbcv 3.500% 6/1 | $0 | – | -25,000,000 | -100.0% | -0.98% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTLnote | $0 | – | -34,005,000 | -100.0% | -1.49% | – | |
| FXI | Exit | ISHARES TRput | $0 | – | -1,250,000 | -100.0% | -1.77% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-05-15
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 | 2024-02-14 |
| 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.