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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
(-15%)
Cap. Flow
-$644M
Cap. Flow
% of AUM
-26.08%
Top 10 Holdings %
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Devon Energy
DVN
|
+$25M |
| 2 |
Microsoft
MSFT
|
+$15M |
| 3 |
Iovance Biotherapeutics
IOVA
|
+$12.1M |
| 4 |
iShares MSCI South Korea ETF
EWY
|
+$11M |
| 5 |
Shake Shack
SHAK
|
+$8.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$18.9M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$17.5M |
| 3 |
iShares TIPS Bond ETF
TIP
|
+$15.4M |
| 4 |
Academy Sports + Outdoors
ASO
|
+$13.7M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
CTXS
251
DELISTED
Citrix Systems Inc
CTXS
| $1.63M | 0.07% |
+16,798
| New | +$1.67M |
|
252
PayPal
PYPL
$50.5B
| $1.63M | 0.07% |
23,360
-16,640
| -42% | -$1.44M |
|
253
RB Global
RBA
$17.5B
| $1.63M | 0.07% |
+25,040
| New | +$1.47M |
|
254
Tetra Tech
TTEK
$9.07B
| $1.63M | 0.07% |
59,670
+52,565
| +740% | +$1.44M |
|
255
Allegro MicroSystems
ALGM
$8.16B
| $1.62M | 0.07% |
+78,441
| New | +$1.87M |
|
256
Jabil
JBL
$35.8B
| $1.62M | 0.07% |
31,601
-13,336
| -30% | -$772K |
|
257
Castle Biosciences
CSTL
$979M
| $1.62M | 0.07% |
+73,672
| New | +$1.71M |
|
258
Axcelis
ACLS
$4.33B
| $1.59M | 0.06% |
+29,020
| New | +$1.68M |
|
259
Alliant Energy
LNT
$18B
| $1.58M | 0.06% |
+26,996
| New | +$1.63M |
|
260
Albertsons Companies
ACI
$5.83B
| $1.58M | 0.06% |
59,050
+31,130
| +111% | +$953K |
|
261
Nike
NKE
$61.9B
| $1.58M | 0.06% |
+15,424
| New | +$1.82M |
|
262
Zurn Elkay Water Solutions
ZWS
$8.53B
| $1.58M | 0.06% |
57,879
+46,595
| +413% | +$1.41M |
|
263
Macy's
M
$6.68B
| $1.57M | 0.06% |
85,785
-16,010
| -16% | -$362K |
|
264
Cullen/Frost Bankers
CFR
$10.2B
| $1.57M | 0.06% |
13,473
+7,451
| +124% | +$952K |
|
265
MSC Industrial Direct
MSM
$6.86B
| $1.56M | 0.06% |
20,805
-195
| -0.9% | -$16K |
|
266
GATX Corp
GATX
$6.27B
| $1.56M | 0.06% |
+16,547
| New | +$1.77M |
|
267
Domo
DOMO
$184M
| $1.55M | 0.06% |
+55,674
| New | +$2.04M |
|
268
Green Dot
GDOT
$745M
| $1.54M | 0.06% |
+61,501
| New | +$1.66M |
|
|
SNV
269
DELISTED
Synovus
SNV
| $1.54M | 0.06% |
+42,780
| New | +$1.77M |
|
270
Starbucks
SBUX
$120B
| $1.54M | 0.06% |
+20,144
| New | +$1.55M |
|
271
Q2 Holdings
QTWO
$3.92B
| $1.52M | 0.06% |
39,473
+32,432
| +461% | +$1.58M |
|
272
Trex
TREX
$5.01B
| $1.51M | 0.06% |
27,828
+22,818
| +455% | +$1.38M |
|
273
Marathon Petroleum
MPC
$83.7B
| $1.51M | 0.06% |
+18,367
| New | +$1.72M |
|
274
Penumbra
PEN
$12.8B
| $1.5M | 0.06% |
12,071
+9,399
| +352% | +$1.49M |
|
|
PLYA
275
DELISTED
Playa Hotels & Resorts
PLYA
| $1.5M | 0.06% |
218,179
+85,268
| +64% | +$708K |
|
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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.