Graham Capital Management, L.P.

Q3 2021 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
109
Total value ($000)
$1,964,988
Net value change ($000)
+54,525 (2.9%)
New positions
17
Sold out positions
28
Turnover %
40.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
PENN 53,725 NEW
CVNA 7,182 NEW
CNX 7,048 97.4%
DG 5,556 13.5%
TIP 5,511 78.1%
VTV 5,414 NEW
TLRY 4,627 NEW
INDA 3,865 NEW
ABNB 3,561 NEW
MRNA 3,385 NEW
Top Reduces (Value $000, Stocks/ETFs)
Ajax I -19,157 -100.0%
MIR -14,322 -58.7%
AMC -14,172 -100.0%
JNJ -12,355 -100.0%
BDX -12,159 -100.0%
UAA -11,049 -45.5%
PAVE -10,300 -100.0%
XLI -10,240 -100.0%
AR -8,456 -7.5%
XME -7,207 -87.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 305,700 (15.6% 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