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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
+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
SAH icon
276
Sonic Automotive
SAH
$2.61B
$1.89M 0.06%
38,319
+6,730
+21% +$322K
GLOB icon
277
Globant
GLOB
$1.61B
$1.88M 0.06%
+11,159
New +$1.98M
WAT icon
278
Waters Corp
WAT
$39.9B
$1.88M 0.06%
5,477
+88
+2% +$27.8K
HUBG icon
279
HUB Group
HUBG
$2.92B
$1.87M 0.06%
47,072
-21,414
-31% -$836K
HP icon
280
Helmerich & Payne
HP
$3.71B
$1.86M 0.06%
37,506
-5,734
-13% -$273K
COF icon
281
Capital One
COF
$134B
$1.86M 0.06%
19,989
+9,712
+95% +$955K
CFR icon
282
Cullen/Frost Bankers
CFR
$10.2B
$1.85M 0.06%
+13,835
New +$1.97M
AMN icon
283
AMN Healthcare
AMN
$1.4B
$1.85M 0.06%
17,945
-15,573
-46% -$1.79M
EXPO icon
284
Exponent
EXPO
$3.24B
$1.84M 0.06%
18,587
-19,338
-51% -$1.88M
R icon
285
Ryder
R
$10.1B
$1.83M 0.06%
21,954
+18,579
+550% +$1.56M
AMG icon
286
Affiliated Managers Group
AMG
$9.76B
$1.83M 0.06%
11,566
+7,147
+162% +$1.01M
DIS icon
287
Walt Disney
DIS
$181B
$1.83M 0.06%
21,060
-21,843
-51% -$2.09M
APPN icon
288
Appian
APPN
$2.48B
$1.83M 0.06%
56,122
+42,522
+313% +$1.68M
LOW icon
289
Lowe's Companies
LOW
$125B
$1.83M 0.06%
+9,163
New +$1.83M
BCPC
290
Balchem Corp
BCPC
$5.72B
$1.82M 0.06%
14,931
+7,353
+97% +$971K
AMWD
291
DELISTED
American Woodmark
AMWD
$1.81M 0.06%
37,137
+20,301
+121% +$1.01M
T icon
292
AT&T
T
$163B
$1.81M 0.06%
98,471
-18,586
-16% -$333K
CFLT
293
DELISTED
Confluent
CFLT
$1.81M 0.06%
81,460
-10,401
-11% -$241K
RMBS icon
294
Rambus
RMBS
$11B
$1.81M 0.05%
50,435
-25,726
-34% -$870K
HRMY icon
295
Harmony Biosciences
HRMY
$2.24B
$1.8M 0.05%
32,728
+15,529
+90% +$854K
SNA icon
296
Snap-on
SNA
$21.5B
$1.78M 0.05%
7,804
-1,516
-16% -$343K
WOR icon
297
Worthington Enterprises
WOR
$2.86B
$1.78M 0.05%
+58,145
New +$1.8M
TNK icon
298
Teekay Tankers
TNK
$2.68B
$1.78M 0.05%
57,827
+16,125
+39% +$513K
CCI icon
299
Crown Castle
CCI
$32.2B
$1.78M 0.05%
+13,092
New +$1.77M
ITW icon
300
Illinois Tool Works
ITW
$84.5B
$1.77M 0.05%
+8,056
New +$1.72M
10 11
12
13 14

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BOK
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ZP
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AP
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BHC
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MGP
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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.