$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 152.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | Buy | ISHARES TRput | $323,867,000 | -2.2% | 2,140,000 | +0.5% | 10.57% | +8.5% |
| Buy | MEDICINES COnote | $127,399,000 | +326.3% | 84,032,000 | +238.8% | 4.16% | +372.9% | |
| XLP | Buy | SELECT SECTOR SPDR TRsbi cons stpls | $98,165,000 | +1252.5% | 1,598,268 | +1178.6% | 3.20% | +1403.8% |
| XLF | New | SELECT SECTOR SPDR TRput | $70,000,000 | – | 2,500,000 | +100.0% | 2.28% | – |
| 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% | |
| New | DHT HOLDINGS INCnote | $22,115,000 | – | 19,350,000 | +100.0% | 0.72% | – | |
| Buy | ZILLOW GROUP INCnote | $18,813,000 | -1.7% | 18,900,000 | +11.8% | 0.61% | +9.1% | |
| 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% |
| Buy | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $15,005,000 | +81.3% | 16,525,000 | +83.1% | 0.49% | +101.6% | |
| BA | Buy | BOEING CO | $13,316,000 | +46.3% | 35,000 | +40.0% | 0.44% | +62.3% |
| 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% | – |
| EMB | New | ISHARES TRjpmorgan usd emg | $10,836,000 | – | 95,600 | +100.0% | 0.35% | – |
| 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% |
| GPRO | Buy | GOPRO INCcl a | $7,181,000 | +49.0% | 1,385,100 | +56.9% | 0.23% | +64.8% |
| 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% | |
| 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% | – |
| NKE | New | NIKE INCcl b | $4,226,000 | – | 45,000 | +100.0% | 0.14% | – |
| 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% | – |
| WLL | New | WHITING PETE CORP NEWput | $2,971,000 | – | 370,000 | +100.0% | 0.10% | – |
| 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% | – |
| C | New | CITIGROUP INC | $1,381,000 | – | 20,000 | +100.0% | 0.04% | – |
| 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% | – |
| 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% | – | |
| RH | New | RH | $487,000 | – | 2,856 | +100.0% | 0.02% | – |
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 | 2024-05-15 |
| 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.