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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
-10.98%
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
$2.47B
AUM Growth
-$428M
Cap. Flow
-$644M
Cap. Flow %
-26.08%
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363

Top Buys

Rank Stock Value
1
DVN icon
Devon Energy
DVN
+$25M
2
MSFT icon
Microsoft
MSFT
+$15M
3
IOVA icon
Iovance Biotherapeutics
IOVA
+$12.1M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$11M
5
SHAK icon
Shake Shack
SHAK
+$8.28M

Top Sells

Rank Stock Value
1
C icon
Citigroup
C
+$18.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17.5M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$15.4M
4
ASO icon
Academy Sports + Outdoors
ASO
+$13.7M
5
VTV icon
Vanguard Morningstar Value ETF
VTV
+$10.3M

Sector Composition

Rank Sector Weight
1 Technology 10.59%
2 Healthcare 7.22%
3 Consumer Discretionary 7.01%
4 Financials 6.12%
5 Industrials 5.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KBR icon
226
KBR
KBR
$4.8B
$1.74M 0.07%
35,972
+641
+2% +$31.7K
OM icon
227
Outset Medical
OM
$90.8M
$1.74M 0.07%
+7,795
New +$3.35M
SRPT icon
228
Sarepta Therapeutics
SRPT
$1.77B
$1.73M 0.07%
+23,071
New +$1.7M
IS
229
DELISTED
ironSource Ltd.
IS
$1.73M 0.07%
726,233
+292,790
+68% +$980K
LCII icon
230
LCI Industries
LCII
$2.65B
$1.72M 0.07%
+15,413
New +$1.68M
SBGI icon
231
Sinclair Inc
SBGI
$1.03B
$1.72M 0.07%
84,444
+63,488
+303% +$1.47M
BCRX icon
232
BioCryst Pharmaceuticals
BCRX
$2.4B
$1.72M 0.07%
+162,713
New +$1.68M
TNET icon
233
TriNet
TNET
$3.14B
$1.72M 0.07%
+22,138
New +$1.85M
DEI icon
234
Douglas Emmett
DEI
$1.96B
$1.72M 0.07%
76,705
-30,078
-28% -$839K
TRMB icon
235
Trimble
TRMB
$13.9B
$1.71M 0.07%
+29,435
New +$1.93M
COTY icon
236
Coty
COTY
$2.48B
$1.71M 0.07%
213,886
+24,902
+13% +$187K
SEIC icon
237
SEI Investments
SEIC
$12.6B
$1.71M 0.07%
+31,589
New +$1.78M
AAL icon
238
American Airlines Group
AAL
$10.6B
$1.71M 0.07%
134,534
+78,695
+141% +$1.31M
EDIT icon
239
Editas Medicine
EDIT
$442M
$1.7M 0.07%
+144,080
New +$1.93M
HXL icon
240
Hexcel
HXL
$7.82B
$1.69M 0.07%
+32,336
New +$1.77M
DOW icon
241
Dow Inc
DOW
$21.2B
$1.69M 0.07%
32,662
+9,258
+40% +$593K
SCHW
242
Charles Schwab
SCHW
$187B
$1.68M 0.07%
+26,663
New +$1.84M
SBNY
243
DELISTED
Signature Bank
SBNY
$1.68M 0.07%
9,365
+421
+5% +$94.3K
SMAR
244
DELISTED
Smartsheet Inc.
SMAR
$1.68M 0.07%
53,341
+39,542
+287% +$1.64M
HIG icon
245
Hartford Financial Services
HIG
$39.3B
$1.66M 0.07%
25,396
+10,779
+74% +$756K
VSTO
246
DELISTED
Vista Outdoor Inc.
VSTO
$1.66M 0.07%
59,409
+47,916
+417% +$1.71M
CTAS icon
247
Cintas
CTAS
$81.3B
$1.66M 0.07%
17,732
+5,996
+51% +$584K
CRGY icon
248
Crescent Energy
CRGY
$3.82B
$1.65M 0.07%
131,961
+118,957
+915% +$1.98M
EXPE icon
249
Expedia Group
EXPE
$37.3B
$1.64M 0.07%
17,299
+6,787
+65% +$961K
NVT icon
250
nVent Electric
NVT
$26.7B
$1.64M 0.07%
52,332
+21,221
+68% +$724K
8 9
10
11 12

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Graham Capital Management's Q2 2022 Portfolio in Review

As of Q2 2022, Graham Capital Management held 1,336 positions worth $2.47B, down 15% from $2.9B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Graham Capital Management withdrew a net $644M in Q2 2022, closing 363 positions and reducing 145 holdings. Its most notable exit was Citigroup, an estimated $18.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 5.9% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in Devon Energy worth $21.1M.

  • Graham Capital Management's largest Q2 2022 buy was Devon Energy: 383,375 shares worth $21.1M.
  • Graham Capital Management added most to Microsoft in Q2 2022, an estimated $15M increase.
  • Graham Capital Management's biggest Q2 2022 reduction was Academy Sports + Outdoors, cutting an estimated $13.7M.
  • Graham Capital Management fully exited Citigroup in Q2 2022, selling an estimated $18.9M.
  • Graham Capital Management's ten largest holdings make up 34% of its $2.47B portfolio in Q2 2022.
  • Graham Capital Management opened 466 new positions and closed 363 in Q2 2022.
  • Graham Capital Management's portfolio value fell 15% quarter-over-quarter to $2.47B.

Based on Graham Capital Management's 13F filing for Q2 2022, filed 15 Aug 2022.