Graham Capital Management, L.P.

Q4 2020 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
115
Total value ($000)
$2,724,590
Net value change ($000)
-178,903 (-6.2%)
New positions
38
Sold out positions
16
Turnover %
49.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/16/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
ZG 98,150 878.4%
TSLA 80,607 559.5%
EMB 49,261 NEW
ROKU 41,502 NEW
NVDA 35,984 221.6%
EEM 29,451 NEW
HYG 28,809 NEW
XYZ 23,940 NEW
TSM 20,717 NEW
MSTR 17,796 NEW
Top Reduces (Value $000, Stocks/ETFs)
XOP -46,649 -100.0%
CSCO -21,664 -100.0%
BA -13,787 -41.7%
DRI -10,074 -100.0%
V -8,608 -45.3%
AMZN -8,029 -100.0%
TWTR -6,415 -70.3%
XBI -6,128 -100.0%
DB -5,880 -100.0%
XLI -5,003 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 726,992 (26.7% 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.
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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