$4.76 Billion is the total value of Graham Capital Management, L.P.'s 56 reported holdings in Q3 2017. The portfolio turnover from Q2 2017 to Q3 2017 was 81.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUSTcall | $1,884,490,000 | +3.0% | 15,500,000 | 0.0% | 39.55% | -17.5% | |
| IWM | Sell | ISHARES TRput | $592,720,000 | -6.5% | 4,000,000 | -11.1% | 12.44% | -25.2% |
| SPY | New | SPDR S&P 500 ETF TRcall | $489,899,000 | – | 1,950,000 | +100.0% | 10.28% | – |
| SPY | Buy | SPDR S&P 500 ETF TRput | $276,353,000 | +14.3% | 1,100,000 | +10.0% | 5.80% | -8.5% |
| IWM | New | ISHARES TRcall | $266,724,000 | – | 1,800,000 | +100.0% | 5.60% | – |
| TESLA INCnote | $88,211,000 | -4.0% | 80,250,000 | 0.0% | 1.85% | -23.2% | ||
| Buy | AK STL CORPnote | $85,890,000 | -7.9% | 64,052,000 | +1.6% | 1.80% | -26.3% | |
| Sell | STARWOOD PPTY TR INCnote | $73,857,000 | -7.6% | 69,699,000 | -5.4% | 1.55% | -26.1% | |
| XME | New | SPDR SERIES TRUSTcall | $73,049,000 | – | 2,270,000 | +100.0% | 1.53% | – |
| Buy | ADVANCED MICRO DEVICES INCnote | $70,876,000 | +13.3% | 40,000,000 | +11.9% | 1.49% | -9.3% | |
| Sell | TESLA INCnote | $61,453,000 | -34.9% | 50,000,000 | -33.3% | 1.29% | -47.9% | |
| XLF | Sell | SELECT SECTOR SPDR TRsbi int-finl | $59,802,000 | -11.3% | 2,312,514 | -15.4% | 1.26% | -29.1% |
| WEATHERFORD INTL LTDnote | $56,890,000 | +8.2% | 52,000,000 | 0.0% | 1.19% | -13.4% | ||
| QQQ | New | POWERSHARES QQQ TRUSTcall | $50,908,000 | – | 350,000 | +100.0% | 1.07% | – |
| Buy | SILVER STD RES INCnote | $44,358,000 | +3.5% | 44,218,000 | +0.7% | 0.93% | -17.1% | |
| New | ARRAY BIOPHARMA INCnote | $42,576,000 | – | 23,500,000 | +100.0% | 0.89% | – | |
| EWZ | New | ISHARES INCmsci brz cap etf | $39,606,000 | – | 950,000 | +100.0% | 0.83% | – |
| XLE | Sell | SELECT SECTOR SPDR TRenergy | $37,671,000 | -45.3% | 550,100 | -48.1% | 0.79% | -56.2% |
| AMLP | Buy | ALPS ETF TRalerian mlp | $36,064,000 | +77.3% | 3,214,286 | +89.0% | 0.76% | +42.0% |
| GDX | Buy | VANECK VECTORS ETF TRgold miners etf | $35,387,000 | +146.6% | 1,541,258 | +137.1% | 0.74% | +97.6% |
| REDWOOD TR INCnote | $34,180,000 | -0.5% | 33,849,000 | 0.0% | 0.72% | -20.4% | ||
| Sell | SHIP FINANCE INTERNATIONAL Lnote | $33,575,000 | -6.1% | 30,568,000 | -8.9% | 0.70% | -24.8% | |
| SOLARCITY CORPnote | $29,791,000 | -0.2% | 29,881,000 | 0.0% | 0.62% | -20.2% | ||
| Buy | IMMUNOMEDICS INCnote | $24,910,000 | +94.1% | 8,797,000 | +25.7% | 0.52% | +55.2% | |
| INDA | ISHARES TRmsci india etf | $24,421,000 | +2.3% | 743,400 | 0.0% | 0.51% | -18.1% | |
| New | DISH NETWORK CORPnote | $22,384,000 | – | 20,000,000 | +100.0% | 0.47% | – | |
| FXI | New | ISHARES TRcall | $22,020,000 | – | 500,000 | +100.0% | 0.46% | – |
| New | RADIUS HEALTH INCnote | $20,047,000 | – | 20,000,000 | +100.0% | 0.42% | – | |
| BLACKSTONE MTG TR INCnote | $18,631,000 | -1.5% | 16,332,000 | 0.0% | 0.39% | -21.2% | ||
| BAC | Buy | BANK AMER CORP | $15,204,000 | +1165.9% | 600,000 | +1112.1% | 0.32% | +929.0% |
| ROBO | New | EXCHANGE TRADED CONCEPTS TRrobo glb etf | $15,084,000 | – | 389,960 | +100.0% | 0.32% | – |
| IWM | ISHARES TRrussell 2000 etf | $12,595,000 | +5.2% | 85,000 | 0.0% | 0.26% | -15.9% | |
| RTW HLDGS INCnote | $11,930,000 | -0.9% | 11,500,000 | 0.0% | 0.25% | -20.9% | ||
| EWZ | New | ISHARES INCcall | $10,423,000 | – | 250,000 | +100.0% | 0.22% | – |
| EEM | Buy | ISHARES TRmsci emg mkt etf | $10,348,000 | +48.8% | 230,936 | +37.5% | 0.22% | +19.2% |
| Sell | VIPSHOP HLDGS LTDnote | $9,858,000 | -52.5% | 10,000,000 | -52.4% | 0.21% | -62.0% | |
| TWTR | New | TWITTER INC | $9,554,000 | – | 566,329 | +100.0% | 0.20% | – |
| Buy | GOGO INCnote | $9,171,000 | +44.3% | 10,000,000 | +42.9% | 0.19% | +15.0% | |
| Sell | SUNPOWER CORPdbcv 4.000% 1/1 | $9,112,000 | -18.9% | 11,000,000 | -15.4% | 0.19% | -35.3% | |
| FXI | Buy | ISHARES TRchina lg-cap etf | $6,826,000 | +587.4% | 155,000 | +520.0% | 0.14% | +450.0% |
| XOP | New | SPDR SERIES TRUSTs&p oilgas exp | $6,136,000 | – | 180,000 | +100.0% | 0.13% | – |
| AEGEAN MARINE PETE NETWORK Inote | $5,689,000 | -2.3% | 6,000,000 | 0.0% | 0.12% | -22.2% | ||
| SUNPOWER CORPdbcv 0.750% 6/0 | $5,278,000 | -0.3% | 5,500,000 | 0.0% | 0.11% | -20.1% | ||
| TSLA | Sell | TESLA INCput | $5,117,000 | -62.6% | 15,000 | -60.3% | 0.11% | -70.1% |
| VRX | New | VALEANT PHARMACEUTICALS INTLput | $4,299,000 | – | 300,000 | +100.0% | 0.09% | – |
| CME | CME GROUP INC | $4,070,000 | +8.3% | 30,000 | 0.0% | 0.08% | -14.1% | |
| RDUS | New | RADIUS HEALTH INCput | $3,470,000 | – | 90,000 | +100.0% | 0.07% | – |
| GOGO | New | GOGO INCput | $2,953,000 | – | 250,000 | +100.0% | 0.06% | – |
| IAC | New | IAC INTERACTIVECORP | $2,175,000 | – | 18,500 | +100.0% | 0.05% | – |
| SPWR | Sell | SUNPOWER CORPput | $1,640,000 | -42.4% | 225,000 | -26.2% | 0.03% | -54.7% |
| SUNPOWER CORPdbcv 0.875% 6/0 | $1,582,000 | -0.2% | 2,000,000 | 0.0% | 0.03% | -21.4% | ||
| ENDP | New | ENDO INTL PLCput | $1,285,000 | – | 150,000 | +100.0% | 0.03% | – |
| LEE | Buy | LEE ENTERPRISES INC | $1,212,000 | +245.3% | 551,128 | +198.7% | 0.02% | +177.8% |
| RSX | Buy | VANECK VECTORS ETF TRrussia etf | $1,115,000 | +132.8% | 50,000 | +100.0% | 0.02% | +76.9% |
| W | New | WAYFAIR INCcl a | $910,000 | – | 13,500 | +100.0% | 0.02% | – |
| CZR | New | CAESARS ENTMT CORP | $763,000 | – | 57,149 | +100.0% | 0.02% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -20,000 | -100.0% | -0.01% | – |
| NADLQ | Exit | NORTH ATLANTIC DRILLING LTDput | $0 | – | -135,500 | -100.0% | -0.01% | – |
| DNOW | Exit | NOW INC | $0 | – | -20,000 | -100.0% | -0.01% | – |
| IPXL | Exit | IMPAX LABORATORIES INC | $0 | – | -24,200 | -100.0% | -0.01% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -5,200 | -100.0% | -0.01% | – |
| SDRL | Exit | SEADRILL LIMITEDput | $0 | – | -1,315,300 | -100.0% | -0.01% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -44,700 | -100.0% | -0.01% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -10,000 | -100.0% | -0.01% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -52,919 | -100.0% | -0.02% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -6,000 | -100.0% | -0.02% | – |
| BCO | Exit | BRINKS CO | $0 | – | -9,100 | -100.0% | -0.02% | – |
| REV | Exit | REVLON INCcl a | $0 | – | -26,025 | -100.0% | -0.02% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -17,900 | -100.0% | -0.02% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -20,811 | -100.0% | -0.02% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -21,300 | -100.0% | -0.02% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -12,700 | -100.0% | -0.02% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -6,400 | -100.0% | -0.02% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -77,000 | -100.0% | -0.02% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -17,600 | -100.0% | -0.02% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -57,600 | -100.0% | -0.02% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -91,000 | -100.0% | -0.02% | – |
| CNA | Exit | CNA FINL CORP | $0 | – | -18,800 | -100.0% | -0.02% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -35,500 | -100.0% | -0.02% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -35,500 | -100.0% | -0.03% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -334,700 | -100.0% | -0.03% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -69,300 | -100.0% | -0.03% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -8,900 | -100.0% | -0.03% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -19,200 | -100.0% | -0.03% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -18,100 | -100.0% | -0.03% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -5,400 | -100.0% | -0.03% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -15,800 | -100.0% | -0.03% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -34,000 | -100.0% | -0.03% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -4,800 | -100.0% | -0.03% | – |
| DAN | Exit | DANA INCORPORATED | $0 | – | -53,300 | -100.0% | -0.03% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -640 | -100.0% | -0.03% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -16,600 | -100.0% | -0.03% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -4,300 | -100.0% | -0.03% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -26,100 | -100.0% | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -13,600 | -100.0% | -0.03% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -14,700 | -100.0% | -0.03% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -6,700 | -100.0% | -0.03% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,600 | -100.0% | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -7,500 | -100.0% | -0.03% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -81,567 | -100.0% | -0.07% | – |
| EWJ | Exit | ISHARES INCmsci jpn etf | $0 | – | -50,000 | -100.0% | -0.07% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -600,000 | -100.0% | -0.13% | – |
| Exit | TWO HBRS INVT CORPnote | $0 | – | -10,900,000 | -100.0% | -0.30% | – | |
| VXX | Exit | BARCLAYS BK PLCcall | $0 | – | -1,000,000 | -100.0% | -0.34% | – |
| EPI | Exit | WISDOMTREE TRindia erngs fd | $0 | – | -870,525 | -100.0% | -0.56% | – |
| VXX | Exit | BARCLAYS BK PLCput | $0 | – | -1,750,000 | -100.0% | -0.59% | – |
| EWT | Exit | ISHARES INCput | $0 | – | -1,200,000 | -100.0% | -1.12% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-11-14
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 | 2024-02-14 |
| 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.