Graham Capital Management, L.P.

Q4 2023 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
960
Total value ($000)
$4,514,755
Net value change ($000)
+257,422 (6.0%)
New positions
427
Sold out positions
456
Turnover %
51.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/22/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 2023
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)
ROST 15,299 568.5%
XYZ 14,278 2724.8%
SO 13,426 5837.4%
RIVN 10,841 446.5%
BP 10,281 1045.9%
AHC 10,171 287.6%
ECL 10,120 NEW
JPM 9,306 54.6%
HPQ 8,584 NEW
ZS 8,521 364.3%
Top Reduces (Value $000, Stocks/ETFs)
AVGO -32,393 -100.0%
CVX -29,139 -94.2%
MA -28,876 -97.1%
WMT -25,123 -50.8%
TRV -20,875 -93.4%
CTAS -20,171 -98.4%
SPGI -19,205 -84.5%
HON -16,998 -100.0%
GE -16,228 -91.3%
ORLY -15,212 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,370,200 (30.3% 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