Graham Capital Management, L.P.

Q2 2024 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
1,002
Total value ($000)
$4,598,756
Net value change ($000)
-711,120 (-13.4%)
New positions
420
Sold out positions
444
Turnover %
65.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2024 Next filing: 11/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
MSTR 25,467 79.3%
AHC 16,779 NEW
KO 15,951 NEW
TMO 13,820 940.1%
BSX 13,795 NEW
CL 13,727 NEW
CMS 13,158 NEW
HPE 11,302 NEW
PH 11,022 2955.0%
LRCX 9,315 632.8%
Top Reduces (Value $000, Stocks/ETFs)
DG -29,121 -68.8%
AMZN -25,004 -67.9%
MSFT -24,701 -70.8%
UBER -22,658 -96.0%
JPM -18,895 -100.0%
HUBB -18,852 -100.0%
NFLX -15,376 -95.3%
PCG -14,366 -90.3%
BX -13,978 -100.0%
ZM -13,929 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,700,223 (37.0% 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