$2.74 Billion is the total value of Graham Capital Management, L.P.'s 82 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 59.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | Sell | SPDR GOLD TRUSTcall | $902,134,000 | -3.4% | 6,325,000 | -5.9% | 32.88% | +7.9% |
| QQQ | New | INVESCO QQQ TRcall | $286,483,000 | – | 1,350,000 | +100.0% | 10.44% | – |
| IWM | New | ISHARES TRcall | $215,072,000 | – | 1,300,000 | +100.0% | 7.84% | – |
| IWM | Sell | ISHARES TRput | $177,020,000 | -45.3% | 1,070,000 | -50.0% | 6.45% | -38.9% |
| Buy | TESLA INCnote | $150,861,000 | +44.3% | 118,329,000 | +10.8% | 5.50% | +61.2% | |
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $80,334,000 | +52.8% | 1,338,010 | +50.7% | 2.93% | +70.7% |
| EWZ | Sell | ISHARES INCmsci brazil etf | $46,894,000 | +11.2% | 988,300 | -1.3% | 1.71% | +24.2% |
| EEM | New | ISHARES TRcall | $44,870,000 | – | 1,000,000 | +100.0% | 1.64% | – |
| Buy | TRANSOCEAN INCdeb 0.500% 1/3 | $35,126,000 | +301.9% | 35,181,000 | +235.1% | 1.28% | +349.1% | |
| EEM | New | ISHARES TRmsci emg mkt etf | $33,652,000 | – | 750,000 | +100.0% | 1.23% | – |
| INDA | New | ISHARES TRmsci india etf | $33,392,000 | – | 950,000 | +100.0% | 1.22% | – |
| CRM | SALESFORCE COM INC | $29,275,000 | +9.6% | 180,000 | 0.0% | 1.07% | +22.4% | |
| CAT | CATERPILLAR INC DEL | $27,468,000 | +16.9% | 186,000 | 0.0% | 1.00% | +30.5% | |
| Sell | DHT HOLDINGS INCnote | $25,714,000 | +16.3% | 18,350,000 | -5.2% | 0.94% | +29.8% | |
| AMZN | New | AMAZON COM INC | $22,174,000 | – | 12,000 | +100.0% | 0.81% | – |
| EMB | Buy | ISHARES TRjpmorgan usd emg | $21,766,000 | +100.9% | 190,000 | +98.7% | 0.79% | +124.0% |
| ZILLOW GROUP INCnote | $21,163,000 | +12.5% | 18,900,000 | 0.0% | 0.77% | +25.6% | ||
| CRCQQ | Buy | CALIFORNIA RES CORPput | $20,580,000 | +68.6% | 2,279,300 | +90.4% | 0.75% | +88.4% |
| Buy | PRETIUM RES INCnote | $19,859,000 | +11.8% | 19,000,000 | +11.8% | 0.72% | +24.8% | |
| Sell | GOLAR LNG LTDnote | $18,903,000 | -20.1% | 21,100,000 | -22.1% | 0.69% | -10.8% | |
| V | Buy | VISA INC | $18,790,000 | +118.5% | 100,000 | +100.0% | 0.68% | +143.8% |
| KAMAN CORPnote | $18,454,000 | +5.3% | 15,375,000 | 0.0% | 0.67% | +17.7% | ||
| NIO | Sell | NIO INCput | $18,307,000 | +127.2% | 4,554,700 | -11.8% | 0.67% | +153.6% |
| Sell | GDS HLDGS LTDnote | $17,710,000 | -13.3% | 14,675,000 | -25.4% | 0.65% | -3.0% | |
| New | IQIYI INCnote | $17,734,000 | – | 16,000,000 | +100.0% | 0.65% | – | |
| BA | Buy | BOEING CO | $16,288,000 | +22.3% | 50,000 | +42.9% | 0.59% | +36.6% |
| INTERCEPT PHARMACEUTICALS INnote | $16,205,000 | +17.6% | 16,000,000 | 0.0% | 0.59% | +31.3% | ||
| VXX | New | BARCLAYS BK PLCput | $16,154,000 | – | 1,025,000 | +100.0% | 0.59% | – |
| Sell | GOPRO INCnote | $15,605,000 | -26.5% | 16,000,000 | -23.8% | 0.57% | -17.9% | |
| APHA | Buy | APHRIA INCput | $15,147,000 | +50.0% | 2,902,000 | +49.2% | 0.55% | +67.8% |
| CSCO | Buy | CISCO SYS INC | $15,107,000 | +74.7% | 315,000 | +80.0% | 0.55% | +95.4% |
| SHIP FIN INTL LTDnote | $15,093,000 | +3.9% | 13,325,000 | 0.0% | 0.55% | +16.0% | ||
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $15,071,000 | – | 185,000 | +100.0% | 0.55% | – |
| EWZ | New | ISHARES INCcall | $14,567,000 | – | 307,000 | +100.0% | 0.53% | – |
| COLONY CAP INCnote | $14,399,000 | -0.2% | 14,575,000 | 0.0% | 0.52% | +11.5% | ||
| New | OMEROS CORPnote | $14,272,000 | – | 14,700,000 | +100.0% | 0.52% | – | |
| MDCO | New | MEDICINES CO | $14,023,000 | – | 165,100 | +100.0% | 0.51% | – |
| Sell | INTREXON CORPnote | $13,398,000 | -11.2% | 22,000,000 | -8.3% | 0.49% | -1.0% | |
| MMM | Buy | 3M CO | $13,231,000 | +302.4% | 75,000 | +275.0% | 0.48% | +350.5% |
| SCORPIO TANKERS INCnote | $13,105,000 | +16.2% | 10,650,000 | 0.0% | 0.48% | +29.9% | ||
| REDWOOD TR INCnote | $12,824,000 | +0.8% | 12,500,000 | 0.0% | 0.47% | +12.5% | ||
| MSFT | Sell | MICROSOFT CORP | $12,616,000 | -50.9% | 80,000 | -56.8% | 0.46% | -45.2% |
| OPKO HEALTH INCnote | $12,123,000 | -5.5% | 15,550,000 | 0.0% | 0.44% | +5.7% | ||
| HD | Buy | HOME DEPOT INC | $10,919,000 | +56.9% | 50,000 | +66.7% | 0.40% | +75.3% |
| Sell | SILVER STD RES INCnote | $10,888,000 | -45.9% | 10,727,000 | -46.0% | 0.40% | -39.6% | |
| IQ | Sell | IQIYI INCput | $10,698,000 | -36.3% | 506,800 | -51.3% | 0.39% | -28.8% |
| AVGO | BROADCOM INC | $10,428,000 | +14.5% | 33,000 | 0.0% | 0.38% | +27.9% | |
| Sell | GREENLIGHT CAP RE LTDnote | $8,896,000 | -5.7% | 9,300,000 | -7.0% | 0.32% | +5.2% | |
| FXI | New | ISHARES TRchina lg-cap etf | $8,726,000 | – | 200,000 | +100.0% | 0.32% | – |
| Sell | CHESAPEAKE ENERGY CORPnote | $7,445,000 | -72.7% | 14,985,000 | -67.1% | 0.27% | -69.5% | |
| UBER | New | UBER TECHNOLOGIES INC | $7,435,000 | – | 250,000 | +100.0% | 0.27% | – |
| NVDA | New | NVIDIA CORP | $7,059,000 | – | 30,000 | +100.0% | 0.26% | – |
| GE | GENERAL ELECTRIC CO | $6,696,000 | +24.8% | 600,000 | 0.0% | 0.24% | +39.4% | |
| GPRO | Buy | GOPRO INCcl a | $6,497,000 | -9.5% | 1,497,100 | +8.1% | 0.24% | +1.3% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $6,363,000 | -15.4% | 30,000 | -33.3% | 0.23% | -5.7% |
| SUNPOWER CORPdbcv 4.000% 1/1 | $6,147,000 | -9.7% | 7,450,000 | 0.0% | 0.22% | +0.9% | ||
| CGC | Buy | CANOPY GROWTH CORPput | $6,033,000 | +13.6% | 286,100 | +23.5% | 0.22% | +27.2% |
| CME | CME GROUP INC | $6,021,000 | -5.0% | 30,000 | 0.0% | 0.22% | +5.8% | |
| New | TILRAY INCnote | $5,674,000 | – | 10,650,000 | +100.0% | 0.21% | – | |
| NKE | Buy | NIKE INCcl b | $5,572,000 | +31.9% | 55,000 | +22.2% | 0.20% | +47.1% |
| STZ | CONSTELLATION BRANDS INCcl a | $4,933,000 | -8.5% | 26,000 | 0.0% | 0.18% | +2.3% | |
| EWH | Sell | ISHARES INCmsci hong kg etf | $4,866,000 | -46.4% | 200,000 | -50.0% | 0.18% | -40.2% |
| NOVAVAX INCnote | $4,732,000 | -6.1% | 11,850,000 | 0.0% | 0.17% | +4.9% | ||
| ACCELERATE DIAGNOSTICS INCnote | $4,076,000 | -2.1% | 5,000,000 | 0.0% | 0.15% | +9.6% | ||
| UBER | Sell | UBER TECHNOLOGIES INCput | $3,717,000 | -64.3% | 125,000 | -63.4% | 0.14% | -60.3% |
| ENPH | Sell | ENPHASE ENERGY INC | $3,291,000 | -11.0% | 125,959 | -24.3% | 0.12% | -0.8% |
| New | SHIP FINANCE INTERNATIONAL Lnote | $3,218,000 | – | 3,030,000 | +100.0% | 0.12% | – | |
| CTRA | Buy | CONTURA ENERGY INC | $2,891,000 | -61.1% | 319,522 | +20.1% | 0.10% | -56.8% |
| New | VERASTEM INCnote | $2,667,000 | – | 3,021,000 | +100.0% | 0.10% | – | |
| WHITING PETE CORP NEWnote | $2,306,000 | +0.2% | 2,348,000 | 0.0% | 0.08% | +12.0% | ||
| NIO INCdebt 4.500% 2/0 | $2,254,000 | +88.5% | 4,350,000 | 0.0% | 0.08% | +110.3% | ||
| WLL | Sell | WHITING PETE CORP NEWput | $1,607,000 | -45.9% | 219,000 | -40.8% | 0.06% | -39.2% |
| STNG | New | SCORPIO TANKERS INC | $1,573,000 | – | 40,000 | +100.0% | 0.06% | – |
| NEBLQ | New | NOBLE CORP PLC | $1,301,000 | – | 1,066,700 | +100.0% | 0.05% | – |
| NEBLQ | NOBLE CORP PLCput | $1,301,000 | -3.9% | 1,066,700 | 0.0% | 0.05% | +6.8% | |
| NVAX | NOVAVAX INCput | $995,000 | -20.7% | 250,000 | 0.0% | 0.04% | -12.2% | |
| AURORA CANNABIS INCdebt 5.500% 2/2 | $948,000 | -28.6% | 1,500,000 | 0.0% | 0.04% | -18.6% | ||
| ACB | Sell | AURORA CANNABIS INCput | $756,000 | -65.7% | 350,000 | -30.3% | 0.03% | -61.1% |
| EAGLE BULK SHIPPING INCdebt 5.000% 8/0 | $688,000 | +2.7% | 628,000 | 0.0% | 0.02% | +13.6% | ||
| NIHD | NII HLDGS INC | $418,000 | +10.9% | 192,700 | 0.0% | 0.02% | +25.0% | |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $349,000 | – | 100,000 | +100.0% | 0.01% | – |
| ACB | New | AURORA CANNABIS INC | $90,000 | – | 42,068 | +100.0% | 0.00% | – |
| RH | Exit | RH | $0 | – | -2,856 | -100.0% | -0.02% | – |
| Exit | IQIYI INCdebt 3.750%12/0 | $0 | – | -625,000 | -100.0% | -0.02% | – | |
| MDRIQ | Exit | MCDERMOTT INTL INCput | $0 | – | -485,500 | -100.0% | -0.03% | – |
| NRP | Exit | NATURAL RESOURCE PARTNERS Lput | $0 | – | -44,500 | -100.0% | -0.04% | – |
| BEST | Exit | BEST INCsponsored ads | $0 | – | -226,504 | -100.0% | -0.04% | – |
| TLRY | Exit | TILRAY INCput | $0 | – | -50,300 | -100.0% | -0.04% | – |
| C | Exit | CITIGROUP INC | $0 | – | -20,000 | -100.0% | -0.04% | – |
| Exit | VERASTEM INCnote | $0 | – | -3,675,000 | -100.0% | -0.06% | – | |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -104,963 | -100.0% | -0.07% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDAput | $0 | – | -210,000 | -100.0% | -0.09% | – |
| RLGY | Exit | REALOGY HLDGS CORPput | $0 | – | -450,000 | -100.0% | -0.10% | – |
| XME | Exit | SPDR SERIES TRUSTs&p metals mng | $0 | – | -135,000 | -100.0% | -0.11% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -60,000 | -100.0% | -0.14% | – |
| Exit | TWO HBRS INVT CORPnote | $0 | – | -4,870,000 | -100.0% | -0.16% | – | |
| QD | Exit | QUDIAN INCput | $0 | – | -750,000 | -100.0% | -0.17% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -100,000 | -100.0% | -0.20% | – |
| Exit | MFA FINL INCnote | $0 | – | -6,000,000 | -100.0% | -0.20% | – | |
| MRK | Exit | MERCK & CO INC | $0 | – | -80,000 | -100.0% | -0.22% | – |
| BZUN | Exit | BAOZUN INCput | $0 | – | -162,600 | -100.0% | -0.23% | – |
| EWW | Exit | ISHARES INCmsci mexico etf | $0 | – | -200,000 | -100.0% | -0.28% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -90,000 | -100.0% | -0.35% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -300,000 | -100.0% | -0.40% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -42,850 | -100.0% | -0.42% | – |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -16,525,000 | -100.0% | -0.49% | – | |
| Exit | RWT HLDGS INCnote | $0 | – | -15,075,000 | -100.0% | -0.50% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -544,000 | -100.0% | -0.50% | – |
| Exit | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $0 | – | -28,575,000 | -100.0% | -1.38% | – | |
| Exit | AK STL CORPnote | $0 | – | -67,316,000 | -100.0% | -2.20% | – | |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -2,500,000 | -100.0% | -2.28% | – |
| Exit | TESLA INCnote | $0 | – | -89,000,000 | -100.0% | -2.96% | – | |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -1,598,268 | -100.0% | -3.20% | – |
| Exit | MEDICINES COnote | $0 | – | -84,032,000 | -100.0% | -4.16% | – | |
| Exit | ADVANCED MICRO DEVICES INCnote | $0 | – | -39,450,000 | -100.0% | -4.82% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -764,000 | -100.0% | -7.40% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-14
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.