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
-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 | |
|---|---|---|---|---|---|---|
301
UDR
UDR
$12.3B
| $1.38M | 0.06% |
+29,985
| New | +$1.51M |
|
302
Ally Financial
ALLY
$13.3B
| $1.38M | 0.06% |
41,171
+31,404
| +322% | +$1.25M |
|
303
Highwoods Properties
HIW
$3.47B
| $1.38M | 0.06% |
+40,269
| New | +$1.59M |
|
|
ELME
304
Elme Communities
ELME
$144M
| $1.37M | 0.06% |
+64,372
| New | +$1.53M |
|
|
AZEK
305
DELISTED
The AZEK Co
AZEK
| $1.37M | 0.06% |
81,693
+30,692
| +60% | +$630K |
|
306
Denison Mines
DNN
$2.91B
| $1.37M | 0.06% |
1,404,000
| – | – |
|
307
Freshpet
FRPT
$3.22B
| $1.36M | 0.06% |
+26,279
| New | +$2.03M |
|
308
United Parks & Resorts
PRKS
$2.12B
| $1.36M | 0.06% |
30,830
+19,342
| +168% | +$1.12M |
|
|
SAFM
309
DELISTED
Sanderson Farms Inc
SAFM
| $1.36M | 0.06% |
6,303
+4,671
| +286% | +$914K |
|
310
Marriott Vacations Worldwide
VAC
$4.25B
| $1.35M | 0.05% |
11,657
+8,959
| +332% | +$1.26M |
|
311
Okta
OKTA
$25.8B
| $1.35M | 0.05% |
+14,919
| New | +$1.61M |
|
312
Amphenol
APH
$209B
| $1.34M | 0.05% |
+41,560
| New | +$1.44M |
|
313
Netflix
NFLX
$309B
| $1.33M | 0.05% |
+76,270
| New | +$1.69M |
|
314
lululemon athletica
LULU
$14.6B
| $1.33M | 0.05% |
+4,884
| New | +$1.57M |
|
|
CTT
315
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
| $1.32M | 0.05% |
+131,769
| New | +$1.21M |
|
316
Chemours
CC
$2.37B
| $1.32M | 0.05% |
+41,165
| New | +$1.51M |
|
317
Xylem
XYL
$28.1B
| $1.32M | 0.05% |
+16,863
| New | +$1.39M |
|
318
Unum
UNM
$14.3B
| $1.32M | 0.05% |
38,699
-865
| -2% | -$29.3K |
|
319
Royal Gold
RGLD
$19.5B
| $1.31M | 0.05% |
+12,304
| New | +$1.52M |
|
320
Procter & Gamble
PG
$339B
| $1.31M | 0.05% |
9,128
+7,457
| +446% | +$1.12M |
|
321
Sutro Biopharma
STRO
$421M
| $1.31M | 0.05% |
+25,192
| New | +$1.41M |
|
322
KraneShares Global Carbon Strategy ETF
KRBN
$143M
| $1.3M | 0.05% |
+26,500
| New | +$1.27M |
|
323
Avnet
AVT
$7.92B
| $1.3M | 0.05% |
30,263
+5,537
| +22% | +$241K |
|
324
PTC
PTC
$16B
| $1.29M | 0.05% |
12,169
-2,850
| -19% | -$308K |
|
325
Gray Television
GTN
$552M
| $1.29M | 0.05% |
+76,545
| New | +$1.49M |
|
Similar funds
SP
BOK
ZP
SHCM
AP
BHC
BG
MGP
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.