Graham Capital Management, L.P.

Q2 2020 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
79
Total value ($000)
$2,077,972
Net value change ($000)
+661,145 (46.7%)
New positions
15
Sold out positions
7
Turnover %
34.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
JPM 19,752 NEW
CRM 14,414 333.7%
TALO 13,660 NEW
BA 10,065 84.4%
ZG 8,629 NEW
UBER 7,807 254.2%
NKE 6,388 118.8%
GDX 6,343 113.8%
BLMN 6,144 782.7%
TEAM 5,408 NEW
Top Reduces (Value $000, Stocks/ETFs)
TSLA -11,004 -100.0%
CMG -7,852 -100.0%
XLP -4,902 -100.0%
IBM -4,525 -100.0%
HD -4,278 -25.5%
BRK-B -3,656 -100.0%
GLD -2,961 -100.0%
VSTM -1,561 -34.8%
UAA -1,209 -100.0%
GE -777 -14.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 773,921 (37.2% 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