Graham Capital Management, L.P.

Q3 2023 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
9/30/2023
Date filed
11/22/2023
Form type
13F-HR
Num holdings
980
Total value ($000)
$4,257,333
Net value change ($000)
+794,260 (22.9%)
New positions
439
Sold out positions
392
Turnover %
53.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
WMT 41,913 554.0%
GOOGL 32,919 181.1%
AVGO 32,393 NEW
META 31,404 1710.5%
MA 29,729 NEW
PEP 26,448 NEW
MCD 26,031 845.7%
DUK 22,726 2219.3%
BAC 21,928 2800.5%
TRV 21,819 4055.6%
Top Reduces (Value $000, Stocks/ETFs)
KO -25,746 -100.0%
JNJ -17,970 -100.0%
EWZ -16,215 -100.0%
BA -16,196 -97.9%
IBM -15,155 -94.2%
LMT -14,403 -100.0%
DG -13,486 -27.8%
TMUS -12,933 -100.0%
JCI -12,295 -97.7%
GS -12,245 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 920,796 (21.6% 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