Stocks/Funds/CIK 1315421

Graham Capital Management, L.P.

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1315421
Assets
$2.21B
+2.6% YoY
Holdings
1,059
Lifetime alpha vs market
+2.59% annual
Average hold time
1.9 yr
median 1.8 yr

Quarterly history

Cum return +94% vs S&P +69% · α +26% lifetimeAUM $2.2B · peak $3.9BFlow $137M (+7%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-14.57%
trims when stocks drop
when a holding falls −10%+
Middle response
-19.35%
baseline attrition
Rally response
-23.29%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AMZNAmazon.com, Inc.$85M3.9%+9.5%6.3 yr
NVDANVIDIA Corporation$51M2.3%+60.9%5.0 yr
GOOGAlphabet Inc.$47M2.1%+84.3%4.5 yr
EWYiShares MSCI South Korea$45M2.0%2.3 yr
CCitigroup Inc.$44M2.0%+63.9%5.5 yr
IBITiShares Bitcoin Trust ET$36M1.6%2.3 yr
RSPInvesco S&P 500 Equal We$35M1.6%1.8 yr
NFLXNetflix, Inc.$33M1.5%+3.1%4.3 yr
XLFState Street Financial S$33M1.5%6.0 yr
CRMSalesforce, Inc.$31M1.4%-30.2%6.0 yr
CIFRCipher Mining Inc.$28M1.3%+459.6%0.5 yr
METAMeta Platforms, Inc.$26M1.2%-0.4%5.8 yr
ERJEmbraer S.A.$24M1.1%2.3 yr
BAThe Boeing Company$24M1.1%+16.7%6.8 yr
IWMiShares Russell 2000 ETF$24M1.1%3.3 yr

Portfolio composition (YoY)

Industry mix
Asset Management14.6%+1.1pp$322M
Semiconductors5.6%+2.7pp$124M
Specialty Retail5.3%+3.1pp$116M
Internet Content & Information4.3%+1.9pp$94M
Aerospace & Defense3.5%+1.2pp$77M
Software - Infrastructure3.5%+0.6pp$76M
Software - Application3.3%-1.0pp$73M
Regulated Electric2.6%+0.4pp$58M
Banks - Regional2.6%-0.3pp$56M
Financial - Capital Markets2.4%+2.0pp$52M
Country
US91.0%+4.8pp
CA1.9%-1.0pp
BR1.3%-0.3pp
GB0.9%-1.2pp
Unknown0.8%-1.2pp
IE0.8%+0.2pp
LU0.7%+0.6pp
BM0.4%-0.3pp
Top 5: 12.3% · Top 10: 19.9% · Top 25: 34.5%

Winners

TickerPrev $PnLYoY %
MU$9M+0.03B289.6%
C$20M+0.01B63.9%
GOOG$12M+0.01B84.3%
NVDA$14M+0.01B60.9%
INTC$5M+0.00B94.3%

Losers

TickerPrev $PnLYoY %
MA$17M-0.00B-8.5%
OKTA$5M-0.00B-25.2%
PG$9M-0.00B-12.9%
SPOT$1M-0.00B-11.8%
META$20M-0.00B-0.4%

Top buys this quarter · 15

AMZN Amazon.com, Inc.+$34M
GOOG Alphabet Inc.+$24M
C Citigroup Inc.+$17M
CRM Salesforce, Inc.+$16M
OKTA Okta, Inc.+$14M
NET Cloudflare, Inc.+$13M
SPOT Spotify Technology S.A.+$13M
NVDA NVIDIA Corporation+$12M
BE Bloom Energy Corporation+$11M
ORLY O'Reilly Automotive, Inc.+$11M

Top sells this quarter · 15

GLW Corning Incorporated$23M
GS The Goldman Sachs Group, Inc.$20M
MCD McDonald's Corporation$19M
META Meta Platforms, Inc.$17M
UPS United Parcel Service, Inc.$16M
CRWD CrowdStrike Holdings, Inc.$16M
TER Teradyne, Inc.$14M
VZ Verizon Communications Inc.$13M
KMI Kinder Morgan, Inc.$11M
XOM Exxon Mobil Corporationexit$11M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$2.21B1059+30.75%+17.59%+13.15%+0.14B
2025-12-31$2.03B1141+25.50%+17.72%+7.78%+0.08B
2025-09-30$1.82B1145+22.30%+17.52%+4.78%-0.72B
2025-06-30$2.35B1201+24.35%+14.94%+9.41%-0.03B
2025-03-31$2.15B1195+13.34%+8.30%+5.03%+0.16B
2024-12-31$2.04B1147+25.95%+24.89%+1.07%+0.09B
2024-09-30$1.86B1005+34.74%+36.04%-1.30%+0.12B
2024-06-30$1.59B951+19.53%+24.49%-4.96%-0.32B
2024-03-31$1.89B973+21.57%+29.62%-8.05%+0.10B
2023-12-31$1.65B910+15.93%+26.18%-10.25%-0.51B
2023-09-30$1.92B939+5.22%+21.57%-16.35%+0.30B
2023-06-30$1.67B892+4.80%+19.42%-14.63%-0.08B
2023-03-31$1.70B982-17.42%-7.82%-9.61%+0.05B
2022-12-31$1.59B977+1.54%+7.56%-6.02%+0.09B
2022-09-30$1.48B1006-2.83%-4.93%+2.09%+0.14B
2022-06-30$1.38B941-19.17%-16.11%-3.06%+0.47B