Graham Capital Management, L.P.

Q1 2026 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
3/31/2026
Date filed
5/15/2026
Form type
13F-HR
Num holdings
1,120
Total value ($000)
$4,139,947
Net value change ($000)
-38,813 (-0.9%)
New positions
375
Sold out positions
458
Turnover %
50.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/17/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2025
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)
EWY 44,616 NEW
XLF 32,550 NEW
AMZN 27,996 49.1%
IWM 23,634 NEW
RSP 23,256 206.5%
GOOGL 21,803 86.1%
HYG 17,216 709.4%
EEM 16,474 NEW
EWZ 16,453 1102.0%
C 16,005 56.9%
Top Reduces (Value $000, Stocks/ETFs)
EWC -43,513 -100.0%
IBIT -41,279 -53.7%
META -23,382 -47.1%
EOSE -20,531 -100.0%
MCD -18,856 -89.8%
BE -16,906 -100.0%
UPS -16,673 -55.8%
OIH -13,669 -100.0%
FXI -12,751 -100.0%
XLU -11,595 -71.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,180,741 (28.5% 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