Graham Capital Management, L.P.
Q1 2014 13F-HR Holdings
Net value change ($000)
-20,223
(-1.1%)
New positions
35
Sold out positions
50
Turnover %
29.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| HAL | 31,461 | 344.0% |
| EOG | 28,736 | 379.7% |
| CIMAREX ENERGY CO | 27,454 | 857.7% |
| VZ | 27,095 | NEW |
| GM | 26,470 | 3304.6% |
| EEM | 24,593 | 218.0% |
| EWY | 23,500 | 445.8% |
| CNQ | 20,967 | 1417.6% |
| LYB | 20,822 | 161.8% |
| APACHE CORP | 20,578 | 439.9% |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -73,691 | -49.7% |
| XLF | -24,347 | -64.5% |
| APC | -18,823 | -37.5% |
| Alphabet Inc. Class C | -16,250 | -100.0% |
| B | -15,487 | -65.6% |
| NEWFIELD EXPLOR | -13,959 | -26.7% |
| SU | -13,553 | -28.4% |
| SLB | -13,526 | -100.0% |
| SM | -11,070 | -100.0% |
| KRE | -9,891 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
635,853
(34.7% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|