Graham Capital Management, L.P.

Q3 2020 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
88
Total value ($000)
$2,903,493
Net value change ($000)
+825,521 (39.7%)
New positions
27
Sold out positions
16
Turnover %
75.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
XOP 46,649 NEW
MSFT 44,169 NEW
MMM 32,455 208.1%
MAR 23,145 NEW
EXPE 18,338 NEW
NVDA 16,236 NEW
TSLA 14,407 NEW
WLL 12,610 NEW
BALL 12,468 NEW
WY 11,408 NEW
Top Reduces (Value $000, Stocks/ETFs)
BABA -21,570 -100.0%
CRM -18,733 -100.0%
HD -12,525 -100.0%
GDX -11,915 -100.0%
NKE -11,766 -100.0%
UBER -10,878 -100.0%
IBB -10,251 -100.0%
TEAM -5,408 -100.0%
JPM -5,312 -26.9%
XYZ -5,247 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 945,412 (32.6% 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