Graham Capital Management, L.P.
Q3 2022 13F-HR Holdings
Net value change ($000)
+57,601
(2.3%)
New positions
458
Sold out positions
392
Turnover %
59.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 2022
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)
| INDA | 20,390 | NEW |
| NEOG | 15,119 | 357.6% |
| FRPT | 13,245 | 971.8% |
| V | 12,250 | 518.6% |
| HPP | 11,305 | NEW |
| CARR | 10,969 | 366.6% |
| ASO | 9,719 | 43.7% |
| CNX | 9,677 | 1120.0% |
| Avangrid, Inc. | 6,980 | 91.6% |
| PYPL | 6,508 | 399.0% |
Top Reduces (Value $000, Stocks/ETFs)
| Pershing Square Tontine Holdings, Ltd. | -26,000 | -100.0% |
| DVN | -14,150 | -67.0% |
| EWZ | -13,711 | -92.1% |
| MSFT | -12,866 | -76.8% |
| Social Capital Hedosophia Holdings Corp. IV | -10,495 | -100.0% |
| XLF | -10,064 | -100.0% |
| EWY | -9,775 | -100.0% |
| HRTI, LLC | -8,679 | -100.0% |
| IOVA | -8,246 | -77.1% |
| IYT | -7,557 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
197,672
(7.8% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|