Graham Capital Management, L.P.

Q2 2023 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
930
Total value ($000)
$3,463,073
Net value change ($000)
+173,765 (5.3%)
New positions
384
Sold out positions
475
Turnover %
60.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2023 Next filing: 11/22/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
AMZN 29,565 242.2%
KO 25,746 NEW
UBER 18,421 1409.4%
UNH 16,558 289.1%
T 16,117 793.2%
UPS 16,011 350.5%
IBM 13,165 450.7%
JCI 12,587 NEW
HUM 12,574 NEW
BKNG 12,572 1267.3%
Top Reduces (Value $000, Stocks/ETFs)
SMH -19,808 -100.0%
WRB -18,817 -98.8%
ABR -16,213 -100.0%
CRWD -12,519 -100.0%
CNX -12,211 -89.1%
DVN -11,104 -100.0%
XYZ -10,848 -100.0%
FRPT -10,740 -100.0%
ENPH -9,098 -100.0%
EMB -8,973 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 543,908 (15.7% 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