Graham Capital Management is based out of Rowayton. Graham Capital Management is a hedge fund with 29 clients and discretionary assets under management (AUM) of $15,478,106,000 (Form ADV from 2023-03-31). Their last reported 13F filing for Q4 2023 included $4,514,755,178 in managed 13F securities
and a top 10 holdings concentration of 47.11%. Graham Capital Management's largest holding is iShares Russell 2000 ETF with shares held of 3,621,500. Whalewisdom has at least 67 13F filings
2023-12-31
Top Buys (13F)
| Name | % Change |
|---|---|
| IWM iShares Russell 2000 (PUT) | 8.53% |
| MSTR MicroStrategy Inc. (PUT) | 5.36% |
| DEBT-MICR MICROSTRATEGY INC NO (PRN) | 2.29% |
| MAXN Maxeon Solar Technol (PUT) | 0.87% |
| DEBT-BRID BRIDGEBIO PHARMA INC (PRN) | 0.7% |
2023-12-31
Top Sells (13F)
| Name | % Change |
|---|---|
| QQQ Invesco QQQ Trust, S (PUT) | 3.7% |
| AAPL Apple Inc (PUT) | 3.22% |
| HYG iShares iBoxx USD Hi (PUT) | 2.94% |
| DEBT-TRAN TRANSOCEAN INC DEB 4 (PRN) | 1.48% |
| DEBT-ROYA ROYAL CARIBBEAN GROU (PRN) | 1.02% |
2023-12-31
13F Holdings Summary
| Name | $ Change |
|---|---|
| IWM iShares Russell 2000 | 16.1% |
| MSTR MicroStrategy Inc. | 7.38% |
| DEBT-ZILL ZILLOW GROUP INC NOT | 5.17% |
| DEBT-MICR MICROSTRATEGY INC NO | 4.7% |
| DEBT-CENT CENTENNIAL RESOURCE | 3.61% |
2023-12-31
13F Activity
| Market Value | $4.51b, Prior: $4.26b |
| New Purchases | 444 stocks |
| Added To | 223 stocks |
| Sold out of | 464 stocks |
| Reduced holdings in | 283 stocks |
| Top 10 Holdings % | 47.11% |
| Turnover %[1] | 94.58% |
| Turnover Alt %[2] | 35.99% |
| Time Held Top 20 | 4 quarters |
| Time Held Top 10 | 3.7 quarters |
| Time Held All | 2.64 quarters |
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
2023-12-31
13F Sector Allocation Over Time
2023-12-31
Analysis
Top 20 equal-weighted holdings. Performance numbers calculated through 2023-12-31