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Hedge fund

Greenlight Capital Inc

13F for the quarter to December 31, 2023, filed February 14, 2024 · SEC CIK 1079114

This manager has not filed a 13F since the one for the quarter to December 31, 2023. The holdings below are from that filing, and the copy ends when the next one would have been due.

Reported value
$2.0bn
69% in companies we cover
Positions we cover
23
Largest GRBK 28.9%
Copy, a year
+18.2%
S&P 500 +13.3%
Copy Sharpe ratio
0.65
S&P 500 0.76

How copying its 13F would have done

$10.0k$20.0k$40.0k 201320152017201920212023 $60.8k$38.6k
CopyS&P 500 $10,000 copying Greenlight Capital Inc's filed holdings in companies we cover from August 16, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −52.7% (S&P 500 −31.8%); beta 1.50; alpha +1.3% a year (t = 0.23); last 12 months +29.3% against +27.4%.

Reported value by quarter

Greenlight Capital Inc: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).
$0 $500B $1T $1.5T Reported value, 2013-06-30: $5.3B Reported value, 2013-09-30: $6B Reported value, 2013-12-31: $7.3B Reported value, 2014-03-31: $6.6B Reported value, 2014-06-30: $7.2B Reported value, 2014-09-30: $6.9B Reported value, 2014-12-31: $7.5B Reported value, 2015-03-31: $133.7M Reported value, 2015-06-30: $8B Reported value, 2015-09-30: $5.9B Reported value, 2015-12-31: $5.5B Reported value, 2016-03-31: $5.9B Reported value, 2016-06-30: $5.5B Reported value, 2016-09-30: $5.2B Reported value, 2016-12-31: $4.9B Reported value, 2017-03-31: $6.6B Reported value, 2017-06-30: $6.2B Reported value, 2017-09-30: $6.2B Reported value, 2017-12-31: $5.5B Reported value, 2018-03-31: $4B Reported value, 2018-06-30: $3.1B Reported value, 2018-09-30: $2.4B Reported value, 2018-12-31: $1.4B Reported value, 2019-03-31: $1.4B Reported value, 2019-06-30: $1.4B Reported value, 2019-09-30: $1.4B Reported value, 2019-12-31: $1.3B Reported value, 2020-03-31: $696.2M Reported value, 2020-06-30: $915.3M Reported value, 2020-09-30: $1.2B Reported value, 2020-12-31: $1.6B Reported value, 2021-03-31: $1.4B Reported value, 2021-06-30: $1.6B Reported value, 2021-09-30: $1.5B Reported value, 2021-12-31: $1.6B Reported value, 2022-03-31: $1.6B Reported value, 2022-06-30: $1.3B Reported value, 2022-09-30: $1.4B Reported value, 2022-12-31: $1.4T Reported value, 2023-03-31: $1.8B Reported value, 2023-06-30: $2.1B Reported value, 2023-09-30: $1.8B Reported value, 2023-12-31: $2B 2013-06-30 2015-09-30 2017-12-31 2020-03-31 2023-12-31 $2B
View chart data
Period Reported value
2013-06-30 $5.3B
2013-09-30 $6B
2013-12-31 $7.3B
2014-03-31 $6.6B
2014-06-30 $7.2B
2014-09-30 $6.9B
2014-12-31 $7.5B
2015-03-31 $133.7M
2015-06-30 $8B
2015-09-30 $5.9B
2015-12-31 $5.5B
2016-03-31 $5.9B
2016-06-30 $5.5B
2016-09-30 $5.2B
2016-12-31 $4.9B
2017-03-31 $6.6B
2017-06-30 $6.2B
2017-09-30 $6.2B
2017-12-31 $5.5B
2018-03-31 $4B
2018-06-30 $3.1B
2018-09-30 $2.4B
2018-12-31 $1.4B
2019-03-31 $1.4B
2019-06-30 $1.4B
2019-09-30 $1.4B
2019-12-31 $1.3B
2020-03-31 $696.2M
2020-06-30 $915.3M
2020-09-30 $1.2B
2020-12-31 $1.6B
2021-03-31 $1.4B
2021-06-30 $1.6B
2021-09-30 $1.5B
2021-12-31 $1.6B
2022-03-31 $1.6B
2022-06-30 $1.3B
2022-09-30 $1.4B
2022-12-31 $1.4T
2023-03-31 $1.8B
2023-06-30 $2.1B
2023-09-30 $1.8B
2023-12-31 $2B

Holdings and moves

CompanyShare of portfolioValueSharesChange in shares
GRBKGreen Brick Partners, Inc.28.92%$592.4m11.40M−7.6% Reduced
BHFBrighthouse Financial, Inc.7.87%$161.1m3.04M−3.2% Reduced
KDKyndryl Holdings, Inc.6.45%$132.1m6.36M+13.7% Added
THCTenet Healthcare Corp4.86%$99.4m1.32M+44.3% Added
LIVNLivanova PLC3.11%$63.6m1.23M+3.5% Added
GPKGraphic Packaging Holding Co3.05%$62.5m2.54M+32.0% Added
WFRDWeatherford International plc2.18%$44.7m456.6K+6.2% Added
VTRSViatris1.77%$36.3m3.36MNew
FCNCAFirst Citizens Bancshares Inc1.72%$35.2m24.8K+6.5% Added
NPWRNet Power Inc.1.48%$30.2m2.99M+5.5% Added
GPORGulfport Energy Corp1.45%$29.7m223.0K+5.9% Added
SDRLSeadrill Ltd1.26%$25.7m543.9K+51.1% Added
HRIHerc Holdings Inc0.99%$20.2m135.6K+6.2% Added
FHNFirst Horizon Corp0.95%$19.5m1.38M+6.2% Added
AERAercap Holdings N.V.0.91%$18.6m250.0KNew
KVUEKenvue0.58%$11.9m554.5KNew
GPROGopro, Inc.0.48%$9.8m2.82M+6.3% Added
COYACoya Therapeutics, Inc.0.46%$9.4m1.27M+172.2% Added
LKFTLakefront Biotherapeutics NV0.32%$6.6m162.6K+4.0% Added
SHCSotera Health Co0.28%$5.7m337.0K0.0%
TEVATeva Pharmaceutical Industries LTD0.14%$2.8m268.5KNew
GANXGain Therapeutics, Inc.0.09%$1.9m588.4K0.0%
NUVBNuvation Bio Inc.0.00%$52,84235.0K0.0%
CompanyBought (value)Shares
VTRSViatris$36.3m3.36M
THCTenet Healthcare Corp$30.5m404.2K
AERAercap Holdings N.V.$18.6m250.0K
KDKyndryl Holdings, Inc.$16.0m767.9K
GPKGraphic Packaging Holding Co$15.1m614.5K
KVUEKenvue$11.9m554.5K
SDRLSeadrill Ltd$8.7m184.0K
COYACoya Therapeutics, Inc.$6.0m806.0K
TEVATeva Pharmaceutical Industries LTD$2.8m268.5K
WFRDWeatherford International plc$2.6m26.6K
LIVNLivanova PLC$2.2m42.0K
FCNCAFirst Citizens Bancshares Inc$2.1m1.5K
GPORGulfport Energy Corp$1.7m12.4K
NPWRNet Power Inc.$1.6m155.0K
HRIHerc Holdings Inc$1.2m7.9K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanySold (value)Shares
GRBKGreen Brick Partners, Inc.−$48.7m−937.5K
BHFBrighthouse Financial, Inc.−$5.2m−99.1K
REZIResideo Technologies, Inc.−$5.1m−324.0K
AAPAdvance Auto Parts Inc−$2.1m−37.6K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanyValue last quarterShares
REZIResideo Technologies, Inc.$5.1m324.0K
AAPAdvance Auto Parts Inc$2.1m37.6K
  • Consumer Discretionary42.4%
  • Health Care15.9%
  • Financials15.2%
  • Technology9.3%
  • Energy7.1%
  • Industrials4.9%
  • Materials4.4%
  • Consumer Staples0.8%

Share of the value held in companies we cover, by sector.

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestAugust 16, 2013 to May 31, 2024+18.2%+13.3%0.650.76−52.7%1.50
2018 onwardsJanuary 5, 2018 to May 31, 2024+17.2%+12.6%0.550.60−52.7%1.54
Last three yearsJune 4, 2021 to May 31, 2024+19.1%+9.3%0.610.42−30.2%1.41
Last yearJune 2, 2023 to May 31, 2024+24.1%+25.1%0.751.43−21.0%1.64

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.