Graham Capital Management, L.P.

Q4 2021 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
526
Total value ($000)
$2,348,064
Net value change ($000)
+383,076 (19.5%)
New positions
431
Sold out positions
25
Turnover %
58.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
CLF 107,435 NEW
C 37,464 NEW
Pershing Square Tontine Holdings, Ltd. 8,799 53.1%
HYG 8,213 NEW
GM 8,048 NEW
AMZN 5,755 NEW
JETS 3,163 NEW
ZG 3,111 NEW
TIP 2,797 22.3%
Callon Petroleum Co 2,663 228.0%
Top Reduces (Value $000, Stocks/ETFs)
PENN -49,037 -91.3%
AR -23,071 -22.0%
ASO -10,620 -28.3%
MIR -10,078 -100.0%
Social Capital Hedosophia Holdings Corp. VI -7,304 -31.8%
CVNA -7,182 -100.0%
ATI -6,718 -100.0%
VTV -5,414 -100.0%
LQD -5,401 -100.0%
XYZ -4,352 -73.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 556,672 (23.7% 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