$3.06 Billion is the total value of Graham Capital Management, L.P.'s 94 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 58.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | Sell | SPDR GOLD TRUSTcall | $933,900,000 | -35.8% | 6,725,000 | -38.4% | 30.48% | -28.8% |
| IWM | Buy | ISHARES TRput | $323,867,000 | -2.2% | 2,140,000 | +0.5% | 10.57% | +8.5% |
| SPY | Sell | SPDR S&P 500 ETF TRcall | $226,732,000 | -33.3% | 764,000 | -34.1% | 7.40% | -26.0% |
| ADVANCED MICRO DEVICES INCnote | $147,613,000 | -3.4% | 39,450,000 | 0.0% | 4.82% | +7.2% | ||
| Buy | MEDICINES COnote | $127,399,000 | +326.3% | 84,032,000 | +238.8% | 4.16% | +372.9% | |
| TESLA INCnote | $104,529,000 | +2.9% | 106,829,000 | 0.0% | 3.41% | +14.2% | ||
| XLP | Buy | SELECT SECTOR SPDR TRsbi cons stpls | $98,165,000 | +1252.5% | 1,598,268 | +1178.6% | 3.20% | +1403.8% |
| TESLA INCnote | $90,630,000 | +3.7% | 89,000,000 | 0.0% | 2.96% | +15.1% | ||
| XLF | New | SELECT SECTOR SPDR TRput | $70,000,000 | – | 2,500,000 | +100.0% | 2.28% | – |
| AK STL CORPnote | $67,452,000 | -0.3% | 67,316,000 | 0.0% | 2.20% | +10.7% | ||
| XLE | SELECT SECTOR SPDR TRenergy | $52,570,000 | -7.1% | 888,010 | 0.0% | 1.72% | +3.1% | |
| RESTORATION HARDWARE HLDGS Idbcv 7/1 | $42,427,000 | +28.7% | 28,575,000 | 0.0% | 1.38% | +42.8% | ||
| EWZ | Buy | ISHARES INCmsci brazil etf | $42,180,000 | +175.7% | 1,001,200 | +186.1% | 1.38% | +205.8% |
| Buy | CHESAPEAKE ENERGY CORPnote | $27,224,000 | +10.2% | 45,485,000 | +47.9% | 0.89% | +22.1% | |
| CRM | SALESFORCE COM INC | $26,719,000 | -2.2% | 180,000 | 0.0% | 0.87% | +8.6% | |
| MSFT | Sell | MICROSOFT CORP | $25,720,000 | -27.5% | 185,000 | -30.2% | 0.84% | -19.6% |
| GOLAR LNG LTDnote | $23,646,000 | -6.0% | 27,100,000 | 0.0% | 0.77% | +4.3% | ||
| CAT | CATERPILLAR INC DEL | $23,493,000 | -7.3% | 186,000 | 0.0% | 0.77% | +3.0% | |
| New | DHT HOLDINGS INCnote | $22,115,000 | – | 19,350,000 | +100.0% | 0.72% | – | |
| Sell | GOPRO INCnote | $21,244,000 | -32.1% | 21,000,000 | -34.4% | 0.69% | -24.7% | |
| GDS HLDGS LTDnote | $20,423,000 | +4.4% | 19,675,000 | 0.0% | 0.67% | +15.8% | ||
| SILVER STD RES INCnote | $20,121,000 | +0.7% | 19,870,000 | 0.0% | 0.66% | +11.9% | ||
| Buy | ZILLOW GROUP INCnote | $18,813,000 | -1.7% | 18,900,000 | +11.8% | 0.61% | +9.1% | |
| PRETIUM RES INCnote | $17,766,000 | +6.2% | 17,000,000 | 0.0% | 0.58% | +17.9% | ||
| KAMAN CORPnote | $17,532,000 | -2.4% | 15,375,000 | 0.0% | 0.57% | +8.3% | ||
| IQ | Buy | IQIYI INCput | $16,791,000 | +95.5% | 1,041,000 | +150.2% | 0.55% | +116.6% |
| XLF | Buy | SELECT SECTOR SPDR TRsbi int-finl | $15,232,000 | +184.5% | 544,000 | +180.4% | 0.50% | +216.6% |
| RWT HLDGS INCnote | $15,166,000 | -0.1% | 15,075,000 | 0.0% | 0.50% | +10.7% | ||
| INTREXON CORPnote | $15,094,000 | -11.1% | 24,000,000 | 0.0% | 0.49% | -1.2% | ||
| Buy | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $15,005,000 | +81.3% | 16,525,000 | +83.1% | 0.49% | +101.6% | |
| SHIP FIN INTL LTDnote | $14,527,000 | +7.2% | 13,325,000 | 0.0% | 0.47% | +18.8% | ||
| COLONY CAP INCnote | $14,424,000 | +1.8% | 14,575,000 | 0.0% | 0.47% | +12.9% | ||
| INTERCEPT PHARMACEUTICALS INnote | $13,775,000 | -4.5% | 16,000,000 | 0.0% | 0.45% | +6.1% | ||
| BA | Buy | BOEING CO | $13,316,000 | +46.3% | 35,000 | +40.0% | 0.44% | +62.3% |
| OPKO HEALTH INCnote | $12,823,000 | -5.4% | 15,550,000 | 0.0% | 0.42% | +4.8% | ||
| REDWOOD TR INCnote | $12,717,000 | +2.2% | 12,500,000 | 0.0% | 0.42% | +13.4% | ||
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $12,716,000 | +817.5% | 42,850 | +376.1% | 0.42% | +912.2% |
| EEM | New | ISHARES TRput | $12,261,000 | – | 300,000 | +100.0% | 0.40% | – |
| CRCQQ | New | CALIFORNIA RES CORPput | $12,207,000 | – | 1,196,800 | +100.0% | 0.40% | – |
| SCORPIO TANKERS INCnote | $11,281,000 | +2.8% | 10,650,000 | 0.0% | 0.37% | +13.9% | ||
| EMB | New | ISHARES TRjpmorgan usd emg | $10,836,000 | – | 95,600 | +100.0% | 0.35% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $10,592,000 | -5.3% | 90,000 | -10.0% | 0.35% | +5.2% |
| UBER | New | UBER TECHNOLOGIES INCput | $10,408,000 | – | 341,600 | +100.0% | 0.34% | – |
| APHA | Buy | APHRIA INCput | $10,097,000 | +15.2% | 1,945,600 | +55.6% | 0.33% | +27.5% |
| New | GREENLIGHT CAP RE LTDnote | $9,433,000 | – | 10,000,000 | +100.0% | 0.31% | – | |
| AVGO | Buy | BROADCOM INC | $9,110,000 | +58.2% | 33,000 | +65.0% | 0.30% | +75.7% |
| EWH | New | ISHARES INCmsci hong kg etf | $9,080,000 | – | 400,000 | +100.0% | 0.30% | – |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $8,739,000 | – | 10,500,000 | +100.0% | 0.28% | – | |
| CSCO | New | CISCO SYS INC | $8,646,000 | – | 175,000 | +100.0% | 0.28% | – |
| V | New | VISA INC | $8,600,000 | – | 50,000 | +100.0% | 0.28% | – |
| EWW | New | ISHARES INCmsci mexico etf | $8,544,000 | – | 200,000 | +100.0% | 0.28% | – |
| NIO | Buy | NIO INCput | $8,057,000 | +73.1% | 5,166,100 | +183.0% | 0.26% | +92.0% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $7,525,000 | +77.6% | 45,000 | +80.0% | 0.25% | +96.8% |
| CTRA | CONTURA ENERGY INC | $7,436,000 | -46.1% | 265,958 | 0.0% | 0.24% | -40.1% | |
| GPRO | Buy | GOPRO INCcl a | $7,181,000 | +49.0% | 1,385,100 | +56.9% | 0.23% | +64.8% |
| BZUN | BAOZUN INCput | $6,943,000 | -14.4% | 162,600 | 0.0% | 0.23% | -4.6% | |
| HD | New | HOME DEPOT INC | $6,960,000 | – | 30,000 | +100.0% | 0.23% | – |
| Buy | SUNPOWER CORPdbcv 4.000% 1/1 | $6,809,000 | +194.5% | 7,450,000 | +181.1% | 0.22% | +226.5% | |
| MRK | MERCK & CO INC | $6,734,000 | +0.4% | 80,000 | 0.0% | 0.22% | +11.7% | |
| CME | CME GROUP INC | $6,340,000 | +8.9% | 30,000 | 0.0% | 0.21% | +21.1% | |
| MFA FINL INCnote | $6,177,000 | +1.9% | 6,000,000 | 0.0% | 0.20% | +13.5% | ||
| VZ | New | VERIZON COMMUNICATIONS INC | $6,036,000 | – | 100,000 | +100.0% | 0.20% | – |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $5,389,000 | +19.0% | 26,000 | +13.0% | 0.18% | +32.3% |
| GE | New | GENERAL ELECTRIC CO | $5,364,000 | – | 600,000 | +100.0% | 0.18% | – |
| CGC | New | CANOPY GROWTH CORPput | $5,310,000 | – | 231,600 | +100.0% | 0.17% | – |
| QD | QUDIAN INCput | $5,167,000 | -8.1% | 750,000 | 0.0% | 0.17% | +2.4% | |
| NOVAVAX INCnote | $5,039,000 | +5.1% | 11,850,000 | 0.0% | 0.16% | +16.3% | ||
| TWO HBRS INVT CORPnote | $4,994,000 | +1.7% | 4,870,000 | 0.0% | 0.16% | +13.2% | ||
| XOM | EXXON MOBIL CORP | $4,236,000 | -7.9% | 60,000 | 0.0% | 0.14% | +2.2% | |
| NKE | New | NIKE INCcl b | $4,226,000 | – | 45,000 | +100.0% | 0.14% | – |
| ACCELERATE DIAGNOSTICS INCnote | $4,162,000 | -6.7% | 5,000,000 | 0.0% | 0.14% | +3.8% | ||
| ENPH | Sell | ENPHASE ENERGY INC | $3,698,000 | -43.4% | 166,359 | -53.6% | 0.12% | -37.0% |
| XME | New | SPDR SERIES TRUSTs&p metals mng | $3,435,000 | – | 135,000 | +100.0% | 0.11% | – |
| MMM | New | 3M CO | $3,288,000 | – | 20,000 | +100.0% | 0.11% | – |
| RLGY | REALOGY HLDGS CORPput | $3,006,000 | -7.7% | 450,000 | 0.0% | 0.10% | +2.1% | |
| WLL | New | WHITING PETE CORP NEWput | $2,971,000 | – | 370,000 | +100.0% | 0.10% | – |
| GLNG | GOLAR LNG LTD BERMUDAput | $2,727,000 | -29.7% | 210,000 | 0.0% | 0.09% | -21.9% | |
| New | WHITING PETE CORP NEWnote | $2,302,000 | – | 2,348,000 | +100.0% | 0.08% | – | |
| ACB | New | AURORA CANNABIS INCput | $2,203,000 | – | 502,000 | +100.0% | 0.07% | – |
| TALO | TALOS ENERGY INC | $2,133,000 | -15.5% | 104,963 | 0.0% | 0.07% | -5.4% | |
| VERASTEM INCnote | $1,731,000 | -12.0% | 3,675,000 | 0.0% | 0.06% | -3.4% | ||
| C | New | CITIGROUP INC | $1,381,000 | – | 20,000 | +100.0% | 0.04% | – |
| NEBLQ | NOBLE CORP PLCput | $1,354,000 | -32.1% | 1,066,700 | 0.0% | 0.04% | -25.4% | |
| AURORA CANNABIS INCdebt 5.500% 2/2 | $1,328,000 | -27.2% | 1,500,000 | 0.0% | 0.04% | -20.4% | ||
| TLRY | New | TILRAY INCput | $1,244,000 | – | 50,300 | +100.0% | 0.04% | – |
| NVAX | New | NOVAVAX INCput | $1,255,000 | – | 250,000 | +100.0% | 0.04% | – |
| BEST | New | BEST INCsponsored ads | $1,195,000 | – | 226,504 | +100.0% | 0.04% | – |
| NIO INCdebt 4.500% 2/0 | $1,196,000 | -44.4% | 4,350,000 | 0.0% | 0.04% | -38.1% | ||
| NRP | New | NATURAL RESOURCE PARTNERS Lput | $1,128,000 | – | 44,500 | +100.0% | 0.04% | – |
| MDRIQ | Buy | MCDERMOTT INTL INCput | $980,000 | -77.3% | 485,500 | +8.8% | 0.03% | -74.8% |
| New | EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $670,000 | – | 628,000 | +100.0% | 0.02% | – | |
| IQIYI INCdebt 3.750%12/0 | $620,000 | -9.9% | 625,000 | 0.0% | 0.02% | 0.0% | ||
| RH | New | RH | $487,000 | – | 2,856 | +100.0% | 0.02% | – |
| NIHD | NII HLDGS INC | $377,000 | +16.0% | 192,700 | 0.0% | 0.01% | +20.0% | |
| LEE | Exit | LEE ENTERPRISES INC | $0 | – | -162,009 | -100.0% | -0.01% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -30,000 | -100.0% | -0.02% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -40,000 | -100.0% | -0.03% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -250,000 | -100.0% | -0.03% | – |
| HL | Exit | HECLA MNG COput | $0 | – | -1,015,900 | -100.0% | -0.05% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -200,000 | -100.0% | -0.07% | – |
| AA | Exit | ALCOA CORP | $0 | – | -100,000 | -100.0% | -0.07% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -7,362 | -100.0% | -0.07% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -175,000 | -100.0% | -0.08% | – |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -40,000 | -100.0% | -0.09% | – |
| Exit | RADIUS HEALTH INCnote | $0 | – | -4,750,000 | -100.0% | -0.13% | – | |
| Exit | SUNPOWER CORPdbcv 0.875% 6/0 | $0 | – | -5,875,000 | -100.0% | -0.16% | – | |
| Exit | DHT HOLDINGS INCdebt 4.500%10/0 | $0 | – | -6,834,000 | -100.0% | -0.21% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote | $0 | – | -7,850,000 | -100.0% | -0.24% | – | |
| MDCO | Exit | MEDICINES COput | $0 | – | -253,400 | -100.0% | -0.27% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -220,000 | -100.0% | -0.28% | – |
| EPI | Exit | WISDOMTREE TRindia erngs fd | $0 | – | -378,600 | -100.0% | -0.29% | – |
| INDA | Exit | ISHARES TRmsci india etf | $0 | – | -280,400 | -100.0% | -0.29% | – |
| Exit | INTERCEPT PHARMACEUTICALS INnote | $0 | – | -10,650,000 | -100.0% | -0.31% | – | |
| Exit | CLOVIS ONCOLOGY INCnote | $0 | – | -14,700,000 | -100.0% | -0.38% | – | |
| VXX | Exit | BARCLAYS BK PLCput | $0 | – | -1,000,000 | -100.0% | -0.76% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -200,000 | -100.0% | -1.31% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-14
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.