Graham Capital Management, L.P.
Q1 2022 13F-HR Holdings
Net value change ($000)
+549,462
(23.4%)
New positions
546
Sold out positions
194
Turnover %
61.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| EWZ | 15,409 | NEW |
| ABNB | 14,678 | NEW |
| META | 12,898 | 2063.7% |
| ASO | 12,476 | 46.3% |
| LNG | 10,771 | 2776.0% |
| VTV | 10,344 | NEW |
| HYG | 9,257 | 112.7% |
| ENPH | 8,809 | 435.7% |
| TSLA | 8,440 | 91.8% |
| XBI | 8,358 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| CLF | -106,787 | -99.4% |
| AR | -81,725 | -100.0% |
| EQT | -20,751 | -100.0% |
| C | -18,557 | -49.5% |
| CNX | -15,599 | -100.0% |
| Social Capital Hedosophia Holdings Corp. VI | -9,456 | -60.4% |
| UAA | -8,176 | -90.5% |
| NIO | -7,815 | -100.0% |
| CYH | -6,818 | -100.0% |
| Silvergate Capital Corp | -4,715 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
669,670
(23.1% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|