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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
AEIS icon
276
Advanced Energy
AEIS
$13B
$1.5M 0.06%
20,505
+14,174
+224% +$1.1M
QDEL icon
277
QuidelOrtho
QDEL
$838M
$1.49M 0.06%
+15,369
New +$1.57M
COST icon
278
Costco
COST
$420B
$1.49M 0.06%
3,113
+400
+15% +$203K
LEN icon
279
Lennar Class A
LEN
$21.2B
$1.49M 0.06%
21,831
-2,571
-11% -$188K
IT icon
280
Gartner
IT
$11.7B
$1.49M 0.06%
+6,141
New +$1.63M
CPRT icon
281
Copart
CPRT
$27.5B
$1.47M 0.06%
+54,108
New +$1.54M
CVI icon
282
CVR Energy
CVI
$3.13B
$1.46M 0.06%
43,481
+18,497
+74% +$591K
GWW icon
283
W.W. Grainger
GWW
$60.2B
$1.45M 0.06%
3,187
+2,244
+238% +$1.09M
YUM icon
284
Yum! Brands
YUM
$41.1B
$1.44M 0.06%
12,715
+5,354
+73% +$622K
BWA icon
285
BorgWarner
BWA
$13.9B
$1.43M 0.06%
48,661
+24,881
+105% +$819K
ZUO
286
DELISTED
Zuora, Inc.
ZUO
$1.43M 0.06%
159,682
+67,866
+74% +$754K
SAIL
287
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.43M 0.06%
+22,776
New +$1.41M
REAL icon
288
The RealReal
REAL
$1.5B
$1.42M 0.06%
571,994
+501,422
+711% +$2.23M
TWI icon
289
Titan International
TWI
$475M
$1.42M 0.06%
+94,361
New +$1.52M
KR icon
290
Kroger
KR
$34.8B
$1.42M 0.06%
30,003
-14,646
-33% -$781K
GKOS icon
291
Glaukos
GKOS
$10.6B
$1.42M 0.06%
31,168
+21,810
+233% +$1.03M
NSIT icon
292
Insight Enterprises
NSIT
$4.38B
$1.42M 0.06%
16,404
+1,988
+14% +$194K
CHRS icon
293
Coherus Oncology
CHRS
$196M
$1.41M 0.06%
195,421
+168,105
+615% +$1.46M
LTHM
294
DELISTED
Livent Corporation
LTHM
$1.41M 0.06%
+62,163
New +$1.6M
MNDT
295
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.41M 0.06%
64,526
+40,275
+166% +$885K
DRH icon
296
Diamondrock Hospitality Co
DRH
$2.56B
$1.39M 0.06%
+169,450
New +$1.65M
SPG icon
297
Simon Property Group
SPG
$72.3B
$1.39M 0.06%
+14,664
New +$1.68M
MXL icon
298
MaxLinear
MXL
$6.8B
$1.39M 0.06%
40,827
-4,164
-9% -$175K
NX icon
299
Quanex
NX
$1.01B
$1.39M 0.06%
60,989
+30,903
+103% +$645K
HUM icon
300
Humana
HUM
$46.2B
$1.38M 0.06%
2,949
-118
-4% -$52.5K
10 11
12
13 14

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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.