Graham Capital Management, L.P.

Q3 2024 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
1,067
Total value ($000)
$5,808,053
Net value change ($000)
+1,209,297 (26.3%)
New positions
387
Sold out positions
331
Turnover %
50.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2024 Next filing: 2/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
IBIT 44,121 46.9%
GDX 22,062 NEW
NVDA 20,542 527.4%
NFLX 18,043 2389.8%
BAC 17,515 NEW
XLU 15,508 2845.5%
MSFT 15,092 148.0%
WMT 14,786 187.2%
IXUS 13,841 NEW
LQD 13,764 2072.9%
Top Reduces (Value $000, Stocks/ETFs)
MSTR -57,586 -100.0%
KO -15,951 -100.0%
STT -12,458 -96.3%
TMO -12,036 -78.7%
SNOW -11,253 -83.0%
CMS -9,833 -74.7%
DIS -9,459 -100.0%
SHW -8,007 -88.6%
AMZN -7,618 -64.6%
BDX -6,994 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,777,204 (47.8% 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