Graham Capital Management, L.P.

Q4 2024 13F-HR Holdings

Location
Rowayton, CT
Holdings as of
12/31/2024
Date filed
2/14/2025
Form type
13F-HR
Num holdings
1,199
Total value ($000)
$6,656,139
Net value change ($000)
+848,086 (14.6%)
New positions
469
Sold out positions
326
Turnover %
48.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2024 Next filing: 5/15/2025 SEC filing

Snapshot: Change Analysis

Compared to Q3 2024
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)
MSTR 34,150 NEW
PEP 18,132 NEW
AMZN 17,727 423.8%
JNJ 16,100 NEW
SPGI 14,040 NEW
BA 13,683 NEW
XLF 11,287 655.5%
HYG 11,268 80.3%
TIP 10,281 188.0%
PPL 10,272 719.3%
Top Reduces (Value $000, Stocks/ETFs)
GDX -22,062 -100.0%
MSFT -21,450 -84.8%
AHC -15,989 -100.0%
WMT -15,119 -66.6%
C -14,523 -76.4%
IXUS -13,841 -100.0%
IBIT -13,720 -9.9%
BSX -13,534 -98.3%
CL -13,033 -100.0%
XLI -13,002 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,415,755 (51.3% 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