Graham Capital Management, L.P.

Q1 2024 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
1,027
Total value ($000)
$5,309,876
Net value change ($000)
+795,121 (17.6%)
New positions
394
Sold out positions
330
Turnover %
46.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
IBIT 98,766 NEW
MSTR 32,119 NEW
C 18,602 1291.8%
HUBB 15,754 508.5%
PCG 15,351 2791.1%
TALO 15,143 NEW
XOM 14,270 NEW
BX 13,978 NEW
ZM 12,988 1380.2%
MU 11,421 358.6%
Top Reduces (Value $000, Stocks/ETFs)
DUK -21,495 -98.8%
PEP -19,720 -82.2%
GOOGL -18,895 -52.6%
PSA -18,731 -98.2%
BAC -18,710 -87.2%
TJX -14,459 -100.0%
AHC -13,708 -100.0%
SO -13,656 -100.0%
COST -12,134 -100.0%
UPS -11,995 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,795,185 (33.8% 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