$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 78.6% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
GLD | Sell | SPDR GOLD TRUSTcall | $933,900,000 | -35.8% | 6,725,000 | -38.4% | 30.48% | -28.8% |
SPY | Sell | SPDR S&P 500 ETF TRcall | $226,732,000 | -33.3% | 764,000 | -34.1% | 7.40% | -26.0% |
MSFT | Sell | MICROSOFT CORP | $25,720,000 | -27.5% | 185,000 | -30.2% | 0.84% | -19.6% |
Sell | GOPRO INCnote | $21,244,000 | -32.1% | 21,000,000 | -34.4% | 0.69% | -24.7% | |
JPM | Sell | JPMORGAN CHASE & CO | $10,592,000 | -5.3% | 90,000 | -10.0% | 0.35% | +5.2% |
ENPH | Sell | ENPHASE ENERGY INC | $3,698,000 | -43.4% | 166,359 | -53.6% | 0.12% | -37.0% |
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 | 2024-05-15 |
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.