Graham Capital Management, L.P.

Q2 2021 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
117
Total value ($000)
$1,910,463
Net value change ($000)
-336,839 (-15.0%)
New positions
26
Sold out positions
41
Turnover %
56.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
AR 110,908 4731.6%
ASO 34,366 NEW
UAA 24,296 NEW
EQT 20,915 909.7%
AMC 14,172 NEW
PAVE 10,300 NEW
XLI 10,240 NEW
XLF 6,787 NEW
CNX 6,035 502.9%
Callon Petroleum Co 5,931 NEW
Top Reduces (Value $000, Stocks/ETFs)
WLL -26,763 -100.0%
XLE -25,069 -100.0%
VTV -23,005 -100.0%
MSFT -22,874 -80.8%
TLRY -21,051 -100.0%
EMB -17,409 -78.3%
BA -14,575 -69.1%
EEM -13,655 -100.0%
BDX -13,371 -52.4%
XLP -12,070 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 49,344 (2.6% 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