Graham Capital Management, L.P.

Q1 2021 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
140
Total value ($000)
$2,247,302
Net value change ($000)
-477,288 (-17.5%)
New positions
56
Sold out positions
24
Turnover %
61.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/16/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
DG 42,396 1008.0%
MIR 31,100 NEW
XLE 25,069 NEW
Pershing Square Tontine Holdings, Ltd. 24,010 NEW
Social Capital Hedosophia Holdings Corp. VI 22,137 NEW
Ajax I 19,734 NEW
TLRY 19,456 1219.8%
NIO 17,406 NEW
Social Capital Hedosophia Holdings Corp. IV 16,045 NEW
BDX 14,255 126.4%
Top Reduces (Value $000, Stocks/ETFs)
ZG -93,784 -85.8%
TSLA -75,247 -79.2%
MMM -52,437 -100.0%
NVDA -35,361 -67.7%
HYG -28,809 -100.0%
EMB -27,039 -54.9%
ROKU -26,891 -64.8%
CAT -21,957 -67.0%
EEM -15,796 -53.6%
WY -14,619 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 295,824 (13.2% 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