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
+3.72%
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
+$764M
Cap. Flow
-$274M
Cap. Flow %
-8.32%
Top 10 Hldgs %
41.92%
Holding
1,449
New
408
Increased
282
Reduced
291
Closed
435

Top Buys

Rank Stock Value
1
RGA icon
Reinsurance Group of America
RGA
+$18.3M
2
SMH icon
VanEck Semiconductor ETF
SMH
+$13.7M
3
VNO icon
Vornado Realty Trust
VNO
+$11.3M
4
IYT icon
iShares US Transportation ETF
IYT
+$8.96M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$8.95M

Top Sells

Rank Stock Value
1
ASO icon
Academy Sports + Outdoors
ASO
+$33.7M
2
INDA icon
iShares MSCI India ETF
INDA
+$20.4M
3
NEOG icon
Neogen
NEOG
+$17.9M
4
V icon
Visa
V
+$14.1M
5
AGR
Avangrid, Inc.
AGR
+$11.1M

Sector Composition

Rank Sector Weight
1 Technology 10.16%
2 Industrials 6.11%
3 Financials 5.96%
4 Consumer Discretionary 5.66%
5 Healthcare 4.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KLIC icon
226
Kulicke & Soffa
KLIC
$4.78B
$2.1M 0.06%
47,487
+11,933
+34% +$524K
NCNO icon
227
nCino
NCNO
$2.1B
$2.1M 0.06%
+79,473
New +$2.24M
LGIH icon
228
LGI Homes
LGIH
$1.4B
$2.1M 0.06%
22,676
+2,826
+14% +$258K
NHI icon
229
National Health Investors
NHI
$3.65B
$2.09M 0.06%
39,992
+32,167
+411% +$1.76M
UPWK icon
230
Upwork
UPWK
$1.19B
$2.09M 0.06%
199,974
+77,686
+64% +$958K
LEG icon
231
Leggett & Platt
LEG
$1.31B
$2.09M 0.06%
64,747
-109,966
-63% -$3.7M
AYX
232
DELISTED
Alteryx Inc
AYX
$2.09M 0.06%
41,173
+31,877
+343% +$1.52M
RITM icon
233
Rithm Capital
RITM
$5.69B
$2.09M 0.06%
255,232
+30,581
+14% +$255K
GNW icon
234
Genworth Financial
GNW
$3.71B
$2.08M 0.06%
393,685
-391,249
-50% -$1.84M
EPAC icon
235
Enerpac Tool Group
EPAC
$1.93B
$2.08M 0.06%
81,780
+41,725
+104% +$1.01M
FNB icon
236
FNB Corp
FNB
$6.75B
$2.07M 0.06%
158,896
+1,377
+0.9% +$18.4K
ALB icon
237
Albemarle
ALB
$15.5B
$2.07M 0.06%
9,557
+545
+6% +$145K
PFGC icon
238
Performance Food Group
PFGC
$18B
$2.07M 0.06%
35,378
+29,272
+479% +$1.6M
MNDY icon
239
monday.com
MNDY
$3.94B
$2.06M 0.06%
+16,924
New +$1.76M
NSIT icon
240
Insight Enterprises
NSIT
$4.38B
$2.06M 0.06%
20,536
-36,012
-64% -$3.44M
ARI
241
Apollo Commercial Real Estate
ARI
$885M
$2.06M 0.06%
191,053
+144,228
+308% +$1.58M
VBTX
242
DELISTED
Veritex Holdings
VBTX
$2.05M 0.06%
73,138
+30,747
+73% +$914K
ROP icon
243
Roper Technologies
ROP
$39.8B
$2.05M 0.06%
+4,740
New +$1.95M
ST icon
244
Sensata Technologies
ST
$6.79B
$2.04M 0.06%
+50,637
New +$2.11M
DIOD icon
245
Diodes
DIOD
$4.84B
$2.04M 0.06%
26,807
+23,220
+647% +$1.82M
AFG icon
246
American Financial Group
AFG
$12.1B
$2.04M 0.06%
+14,853
New +$2.04M
DOCU
247
DocuSign
DOCU
$11.5B
$2.04M 0.06%
36,765
+32,580
+778% +$1.59M
ASB icon
248
Associated Banc-Corp
ASB
$5.91B
$2.03M 0.06%
87,920
+22,431
+34% +$518K
SPCE icon
249
PUT
Virgin Galactic
SPCE
$398M
$2.02M 0.06%
+29,005
New +$2.71M
RHP icon
250
Ryman Hospitality Properties
RHP
$7.63B
$2.02M 0.06%
24,667
-14,787
-37% -$1.27M
8 9
10
11 12

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 Q4 2022 Portfolio in Review

As of Q4 2022, Graham Capital Management held 1,449 positions worth $3.29B, up 30% from $2.53B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Graham Capital Management withdrew a net $274M in Q4 2022, closing 435 positions and reducing 291 holdings. Its most notable exit was iShares MSCI India ETF, an estimated $20.4M 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 Financials.

Against the trend, Graham Capital Management opened a new position in VanEck Semiconductor ETF worth $13.7M.

  • Graham Capital Management's largest Q4 2022 buy was VanEck Semiconductor ETF: 135,000 shares worth $13.7M.
  • Graham Capital Management added most to Reinsurance Group of America in Q4 2022, an estimated $18.3M increase.
  • Graham Capital Management's biggest Q4 2022 reduction was Academy Sports + Outdoors, cutting an estimated $33.7M.
  • Graham Capital Management fully exited iShares MSCI India ETF in Q4 2022, selling an estimated $20.4M.
  • Graham Capital Management's ten largest holdings make up 42% of its $3.29B portfolio in Q4 2022.
  • Graham Capital Management opened 408 new positions and closed 435 in Q4 2022.
  • Graham Capital Management's portfolio value rose 30% quarter-over-quarter to $3.29B.

Based on Graham Capital Management's 13F filing for Q4 2022, filed 14 Feb 2023.