Graham Capital Management, L.P.
Q4 2022 13F-HR Holdings
Net value change ($000)
+764,455
(30.2%)
New positions
406
Sold out positions
435
Turnover %
55.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| RGA | 18,700 | 2194.8% |
| SMH | 13,698 | NEW |
| VNO | 10,250 | NEW |
| GDX | 9,601 | NEW |
| SCCO | 9,137 | 382.6% |
| IYT | 8,862 | NEW |
| XLU | 6,327 | NEW |
| DEI | 5,861 | 122.6% |
| SMG | 5,662 | NEW |
| DNUT | 5,535 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| ASO | -29,281 | -91.7% |
| INDA | -20,390 | -100.0% |
| NEOG | -17,387 | -89.9% |
| V | -12,040 | -82.4% |
| Avangrid, Inc. | -11,073 | -75.8% |
| REATA PHARMACEUTICALS INC | -7,061 | -88.7% |
| SHAK | -6,559 | -77.4% |
| NEXTIER OILFIELD SOLUTIONS INC. | -6,231 | -98.1% |
| BBIO | -5,995 | -100.0% |
| DG | -4,684 | -11.1% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
663,700
(20.2% 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 |
|---|