We are live on ! Find out more
GCM

Graham Capital Management Portfolio holdings

AUM $4.14B
1-Year Est. Return 17.82%
This Fund
S&P 500
This Quarter Est. Return
+2.86%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+274.46%
AUM
$3.29B
AUM Growth
-$2.46M
Cap. Flow
-$1.03B
Cap. Flow %
-31.26%
Top 10 Hldgs %
39.21%
Holding
1,408
New
396
Increased
289
Reduced
303
Closed
389

Top Buys

Rank Stock Value
1
WRB icon
W.R. Berkley
WRB
+$20.5M
2
MSFT icon
Microsoft
MSFT
+$20.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$19.1M
4
ABR icon
Arbor Realty Trust
ABR
+$18.1M
5
DG icon
Dollar General
DG
+$11.4M

Top Sells

Rank Stock Value
1
RGA icon
Reinsurance Group of America
RGA
+$16.3M
2
PTON icon
Peloton Interactive
PTON
+$15.9M
3
SCCO icon
Southern Copper
SCCO
+$11.5M
4
VNO icon
Vornado Realty Trust
VNO
+$10.2M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$9.6M

Sector Composition

Rank Sector Weight
1 Technology 9.95%
2 Industrials 7.07%
3 Consumer Discretionary 6.54%
4 Financials 6.23%
5 Healthcare 3.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CI icon
76
Cigna
CI
$74.6B
$4.55M 0.14%
17,804
+15,750
+767% +$4.59M
BXMT icon
77
PUT
Blackstone Mortgage Trust
BXMT
$2.38B
$4.54M 0.14%
+254,600
New +$5.43M
DCI icon
78
Donaldson
DCI
$11.4B
$4.52M 0.14%
69,179
+57,304
+483% +$3.6M
SMAR
79
DELISTED
Smartsheet Inc.
SMAR
$4.51M 0.14%
94,315
-15,490
-14% -$674K
ALGM icon
80
Allegro MicroSystems
ALGM
$8.16B
$4.46M 0.14%
93,011
+81,413
+702% +$3.31M
AFL icon
81
Aflac
AFL
$62.6B
$4.44M 0.13%
+68,758
New +$4.71M
TJX icon
82
TJX Companies
TJX
$178B
$4.34M 0.13%
55,394
+45,036
+435% +$3.54M
PG icon
83
Procter & Gamble
PG
$339B
$4.33M 0.13%
29,102
+22,786
+361% +$3.26M
OKTA icon
84
Okta
OKTA
$25.8B
$4.29M 0.13%
49,791
+38,817
+354% +$2.95M
LUV icon
85
Southwest Airlines
LUV
$23B
$4.27M 0.13%
+131,150
New +$4.46M
PAYX icon
86
Paychex
PAYX
$42.7B
$4.24M 0.13%
36,974
+14,140
+62% +$1.61M
VRT icon
87
Vertiv
VRT
$105B
$4.22M 0.13%
+294,690
New +$4.33M
NVT icon
88
nVent Electric
NVT
$26.7B
$4.12M 0.13%
95,981
-1,795
-2% -$75.7K
LSXMA
89
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$4.11M 0.13%
199,150
+170,877
+604% +$4.29M
CTAS icon
90
Cintas
CTAS
$81.3B
$4M 0.12%
34,544
-8,444
-20% -$931K
ALLY icon
91
Ally Financial
ALLY
$13.3B
$3.97M 0.12%
155,630
+63,167
+68% +$1.81M
OLPX
92
DELISTED
Olaplex Holdings
OLPX
$3.95M 0.12%
924,327
-41,524
-4% -$221K
EQH icon
93
Equitable Holdings
EQH
$14.1B
$3.92M 0.12%
+154,324
New +$4.55M
QTWO icon
94
Q2 Holdings
QTWO
$3.92B
$3.89M 0.12%
157,946
+37,662
+31% +$1.12M
LQD icon
95
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$3.86M 0.12%
35,200
+31,800
+935% +$3.44M
HRMY icon
96
Harmony Biosciences
HRMY
$2.24B
$3.86M 0.12%
118,133
+85,405
+261% +$3.89M
NEWR
97
DELISTED
New Relic, Inc.
NEWR
$3.74M 0.11%
49,665
+5,733
+13% +$387K
RIVN icon
98
PUT
Rivian
RIVN
$23.2B
$3.7M 0.11%
+239,100
New +$4.04M
AAP icon
99
Advance Auto Parts
AAP
$3.49B
$3.7M 0.11%
30,396
+28,942
+1,991% +$4.05M
BFH icon
100
Bread Financial
BFH
$4.38B
$3.62M 0.11%
119,522
+50,080
+72% +$1.88M
2 3
4
5 6

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

Graham Capital Management's Q1 2023 Portfolio in Review

As of Q1 2023, Graham Capital Management held 1,408 positions worth $3.29B, down 0.07% from $3.29B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Graham Capital Management withdrew a net $1.03B in Q1 2023, closing 389 positions and reducing 303 holdings. Its most notable exit was Southern Copper, an estimated $11.5M position sold in full.

By sector, the portfolio is most concentrated in Technology at 10% of assets, down from 10% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in W.R. Berkley worth $19M.

  • Graham Capital Management's largest Q1 2023 buy was W.R. Berkley: 458,861 shares worth $19M.
  • Graham Capital Management added most to Microsoft in Q1 2023, an estimated $20.3M increase.
  • Graham Capital Management's biggest Q1 2023 reduction was Reinsurance Group of America, cutting an estimated $16.3M.
  • Graham Capital Management fully exited Southern Copper in Q1 2023, selling an estimated $11.5M.
  • Graham Capital Management's ten largest holdings make up 39% of its $3.29B portfolio in Q1 2023.
  • Graham Capital Management opened 396 new positions and closed 389 in Q1 2023.
  • Graham Capital Management's portfolio value fell 0.07% quarter-over-quarter to $3.29B.

Based on Graham Capital Management's 13F filing for Q1 2023, filed 15 May 2023.