Graham Capital Management, L.P.

Q1 2020 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
67
Total value ($000)
$1,416,827
Net value change ($000)
-1,326,610 (-48.4%)
New positions
15
Sold out positions
19
Turnover %
186.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
BABA 13,085 205.6%
TSLA 11,004 NEW
CMG 7,852 NEW
DB 6,420 NEW
HD 5,884 53.9%
GDX 5,572 NEW
XLP 4,902 NEW
IBB 4,848 NEW
IBM 4,525 NEW
VSTM 4,480 NEW
Top Reduces (Value $000, Stocks/ETFs)
XLE -80,334 -100.0%
EWZ -46,894 -100.0%
EEM -33,652 -100.0%
INDA -33,392 -100.0%
CRM -24,956 -85.2%
AMZN -22,174 -100.0%
EMB -21,766 -100.0%
XLI -15,071 -100.0%
MEDICINES CO /DE -14,023 -100.0%
MSFT -12,616 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 612,082 (43.2% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type