Graham Capital Management, L.P.

Q2 2022 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
972
Total value ($000)
$2,469,712
Net value change ($000)
-427,814 (-14.8%)
New positions
461
Sold out positions
357
Turnover %
59.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
DVN 21,127 NEW
MSFT 13,691 447.6%
IOVA 9,958 1356.7%
EWY 9,775 NEW
IYT 7,557 NEW
XHB 7,495 NEW
SHAK 6,408 NEW
XLF 6,232 162.6%
CHWY 5,616 NEW
BEAM 5,248 NEW
Top Reduces (Value $000, Stocks/ETFs)
C -18,907 -100.0%
HYG -17,470 -100.0%
ASO -17,187 -43.6%
TIP -15,396 -100.0%
META -10,901 -80.6%
VTV -10,344 -100.0%
ZION -6,783 -91.5%
Social Capital Hedosophia Holdings Corp. VI -6,191 -100.0%
ABNB -5,710 -38.9%
ABR -5,436 -72.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 311,120 (12.6% 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