Graham Capital Management, L.P.

Q1 2023 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
1,019
Total value ($000)
$3,289,308
Net value change ($000)
-2,460 (-0.1%)
New positions
393
Sold out positions
384
Turnover %
53.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2023 Next filing: 8/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
MSFT 23,904 491.6%
WRB 19,046 NEW
EWZ 18,701 3137.8%
ABR 14,839 1080.0%
WMT 9,612 935.9%
BA 9,429 110.1%
EMB 8,973 NEW
GOOGL 8,506 330.1%
AMZN 8,449 224.8%
DIS 8,183 447.2%
Top Reduces (Value $000, Stocks/ETFs)
RGA -16,598 -84.9%
SCCO -11,525 -100.0%
VNO -10,250 -100.0%
PTON -10,132 -88.8%
GDX -9,601 -100.0%
Livent Corp. -9,071 -100.0%
HPP -9,051 -100.0%
IYT -8,862 -100.0%
PYPL -7,836 -85.3%
XLU -6,327 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 434,126 (13.2% 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.
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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