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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
-1.89%
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
$4.26B
AUM Growth
+$794M
Cap. Flow
-$423M
Cap. Flow %
-9.93%
Top 10 Hldgs %
37%
Holding
1,372
New
442
Increased
250
Reduced
257
Closed
392

Top Buys

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$41.7M
2
AVGO icon
Broadcom
AVGO
+$33.8M
3
META icon
Meta Platforms (Facebook)
META
+$31.4M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$30.9M
5
MA icon
Mastercard
MA
+$30.1M

Top Sells

Rank Stock Value
1
KO icon
Coca-Cola
KO
+$25.7M
2
JNJ icon
Johnson & Johnson
JNJ
+$18M
3
BA icon
Boeing
BA
+$16.7M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$16.2M
5
IBM icon
IBM
IBM
+$16.2M

Sector Composition

Rank Sector Weight
1 Technology 8.04%
2 Consumer Discretionary 7.64%
3 Financials 6.86%
4 Industrials 6.15%
5 Communication Services 4.19%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$322M 7.57%
1,822,500
-521,700
-22% -$97.9M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$455B
$158M 3.7%
+440,000
New +$163M
AAPL icon
3
PUT
Apple
AAPL
$4.89T
$137M 3.22%
+800,000
New +$147M
HYG icon
4
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$125M 2.94%
+1,698,900
New +$127M
MSTR icon
5
PUT
Strategy Inc
MSTR
$33.5B
$85.9M 2.02%
+2,618,000
New +$98.6M
GOOG icon
6
Alphabet (Google) Class C
GOOG
$3.9T
$51.1M 1.2%
387,544
+237,267
+158% +$30.9M
WMT icon
7
Walmart Inc
WMT
$871B
$49.5M 1.16%
928,146
+783,735
+543% +$41.7M
AMZN icon
8
Amazon
AMZN
$2.5T
$48.4M 1.14%
380,865
+60,428
+19% +$8.1M
MSFT icon
9
Microsoft
MSFT
$2.84T
$38.5M 0.9%
121,821
+14,075
+13% +$4.65M
DG icon
10
Dollar General
DG
$25.9B
$35M 0.82%
330,986
+45,299
+16% +$6.75M
META icon
11
Meta Platforms (Facebook)
META
$1.51T
$33.2M 0.78%
110,723
+104,326
+1,631% +$31.4M
AVGO icon
12
Broadcom
AVGO
$1.82T
$32.4M 0.76%
+390,000
New +$33.8M
BTU icon
13
PUT
Peabody Energy
BTU
$2.78B
$31.8M 0.75%
1,225,000
– –
CVX icon
14
Chevron
CVX
$388B
$30.9M 0.73%
183,459
+63,274
+53% +$10.2M
MA icon
15
Mastercard
MA
$477B
$29.7M 0.7%
+75,090
New +$30.1M
MCD icon
16
McDonald's
MCD
$188B
$29.1M 0.68%
110,495
+100,179
+971% +$28.6M
UBER icon
17
Uber
UBER
$134B
$28.4M 0.67%
617,113
+160,129
+35% +$7.32M
PEP icon
18
PepsiCo
PEP
$186B
$26.4M 0.62%
+156,092
New +$28.4M
RIVN icon
19
PUT
Rivian
RIVN
$22.9B
$25.6M 0.6%
1,054,100
– –
DUK icon
20
Duke Energy
DUK
$102B
$23.7M 0.56%
269,086
+257,676
+2,258% +$23.6M
SPGI icon
21
S&P Global
SPGI
$126B
$22.7M 0.53%
62,200
+50,577
+435% +$19.9M
BAC icon
22
Bank of America
BAC
$435B
$22.7M 0.53%
829,467
+802,182
+2,940% +$23.7M
TRV icon
23
Travelers Companies
TRV
$80.8B
$22.4M 0.53%
136,900
+133,804
+4,322% +$22.3M
SBUX icon
24
Starbucks
SBUX
$118B
$20.7M 0.49%
227,134
+145,341
+178% +$14.3M
CTAS icon
25
Cintas
CTAS
$82.4B
$20.5M 0.48%
+170,380
New +$21.2M
1
2 3 4 5

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Graham Capital Management's Q3 2023 Portfolio in Review

As of Q3 2023, Graham Capital Management held 1,372 positions worth $4.26B, up 23% from $3.46B the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Graham Capital Management withdrew a net $423M in Q3 2023, closing 392 positions and reducing 257 holdings. Its most notable exit was Coca-Cola, an estimated $25.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 8% of assets, down from 9.1% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Graham Capital Management opened a new position in Broadcom worth $32.4M.

  • Graham Capital Management's largest Q3 2023 buy was Broadcom: 390,000 shares worth $32.4M.
  • Graham Capital Management added most to Walmart Inc in Q3 2023, an estimated $41.7M increase.
  • Graham Capital Management's biggest Q3 2023 reduction was Boeing, cutting an estimated $16.7M.
  • Graham Capital Management fully exited Coca-Cola in Q3 2023, selling an estimated $25.7M.
  • Graham Capital Management's ten largest holdings make up 37% of its $4.26B portfolio in Q3 2023.
  • Graham Capital Management opened 442 new positions and closed 392 in Q3 2023.
  • Graham Capital Management's portfolio value rose 23% quarter-over-quarter to $4.26B.

Based on Graham Capital Management's 13F filing for Q3 2023, filed 22 Nov 2023.