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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
+148.36%
AUM
$3.29B
AUM Growth
-$2.46M
(-0.07%)
Cap. Flow
-$1.03B
Cap. Flow
% of AUM
-31.26%
Top 10 Holdings %
Top 10 Hldgs %
39.21%
Holding
1,408
New
396
Increased
289
Reduced
303
Closed
389
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
W.R. Berkley
WRB
|
+$20.5M |
| 2 |
Microsoft
MSFT
|
+$20.3M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$19.1M |
| 4 |
Arbor Realty Trust
ABR
|
+$18.1M |
| 5 |
Dollar General
DG
|
+$11.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Reinsurance Group of America
RGA
|
+$16.3M |
| 2 |
Peloton Interactive
PTON
|
+$15.9M |
| 3 |
Southern Copper
SCCO
|
+$11.5M |
| 4 |
Vornado Realty Trust
VNO
|
+$10.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $357M | 10.85% |
2,000,000
-1,283,900
| -39% | -$236M |
|
|
2
Dollar General
DG
$25.9B
| $42.6M | 1.29% |
202,363
+50,571
| +33% | +$11.4M |
|
3
PUT
Peabody Energy
BTU
$2.78B
| $31.4M | 0.95% |
1,225,000
| – | – |
|
|
4
Microsoft
MSFT
$2.84T
| $28.8M | 0.87% |
99,779
+79,504
| +392% | +$20.3M |
|
5
VanEck Semiconductor ETF
SMH
$67.6B
| $19.8M | 0.6% |
150,524
+15,524
| +11% | +$1.86M |
|
|
6
iShares MSCI Brazil ETF
EWZ
$9.05B
| $19.3M | 0.59% |
704,800
+683,500
| +3,209% | +$19.1M |
|
|
7
W.R. Berkley
WRB
$28B
| $19M | 0.58% |
+458,861
| New | +$20.5M |
|
8
Boeing
BA
$165B
| $18M | 0.55% |
84,702
+39,744
| +88% | +$8.26M |
|
|
9
Arbor Realty Trust
ABR
$960M
| $16.2M | 0.49% |
1,411,028
+1,306,896
| +1,255% | +$18.1M |
|
10
Carrier Global
CARR
$57.2B
| $14.5M | 0.44% |
316,505
-79,126
| -20% | -$3.54M |
|
11
CME Group
CME
$92.2B
| $14.4M | 0.44% |
75,008
-14,849
| -17% | -$2.69M |
|
12
Lockheed Martin
LMT
$134B
| $14.1M | 0.43% |
29,786
+1,934
| +7% | +$907K |
|
13
Tesla
TSLA
$1.24T
| $13.8M | 0.42% |
66,395
-26,445
| -28% | -$4.61M |
|
14
CNX Resources
CNX
$4.85B
| $13.7M | 0.42% |
855,576
-77,825
| -8% | -$1.24M |
|
|
15
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| $13.7M | 0.42% |
+500,000
| New | +$14M |
|
16
Cheniere Energy
LNG
$56.5B
| $13.2M | 0.4% |
83,868
+28,847
| +52% | +$4.36M |
|
17
General Motors
GM
$74.7B
| $13.2M | 0.4% |
359,793
+28,064
| +8% | +$1.06M |
|
18
CrowdStrike
CRWD
$187B
| $12.5M | 0.38% |
364,840
+125,976
| +53% | +$3.64M |
|
19
Amazon
AMZN
$2.5T
| $12.2M | 0.37% |
118,185
+73,442
| +164% | +$7.1M |
|
20
Devon Energy
DVN
$51.9B
| $11.1M | 0.34% |
219,409
+132,527
| +153% | +$7.54M |
|
21
Alphabet (Google) Class C
GOOG
$3.9T
| $11.1M | 0.34% |
106,569
+77,529
| +267% | +$7.49M |
|
|
XYZ
22
Block Inc
XYZ
$45.9B
| $10.8M | 0.33% |
158,018
+70,973
| +82% | +$5.31M |
|
23
Freshpet
FRPT
$2.83B
| $10.7M | 0.33% |
162,256
-42,148
| -21% | -$2.59M |
|
24
Walmart Inc
WMT
$871B
| $10.6M | 0.32% |
216,453
+194,718
| +896% | +$9.24M |
|
25
Walt Disney
DIS
$165B
| $10M | 0.3% |
100,000
+78,940
| +375% | +$7.96M |
|
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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.