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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
WMS icon
351
Advanced Drainage Systems
WMS
$10.9B
$1.55M 0.05%
18,867
-12,842
-40% -$1.3M
SCS
352
DELISTED
Steelcase
SCS
$1.54M 0.05%
217,861
+130,170
+148% +$962K
CNNE icon
353
Cannae Holdings
CNNE
$649M
$1.53M 0.05%
74,283
+54,977
+285% +$1.2M
CRNC icon
354
Cerence
CRNC
$413M
$1.53M 0.05%
82,761
+55,559
+204% +$952K
DINO icon
355
HF Sinclair
DINO
$14.5B
$1.53M 0.05%
29,526
+13,635
+86% +$785K
ASAN icon
356
Asana
ASAN
$2.13B
$1.53M 0.05%
110,952
-4,539
-4% -$82.3K
FN icon
357
Fabrinet
FN
$20.1B
$1.52M 0.05%
11,860
-1,730
-13% -$206K
GKOS icon
358
Glaukos
GKOS
$10.6B
$1.52M 0.05%
34,737
+19,772
+132% +$975K
BMY icon
359
Bristol-Myers Squibb
BMY
$132B
$1.52M 0.05%
+21,072
New +$1.59M
PSN icon
360
Parsons
PSN
$5.08B
$1.51M 0.05%
32,737
+7,512
+30% +$346K
ABCL icon
361
AbCellera Biologics
ABCL
$2.12B
$1.51M 0.05%
149,199
-254,972
-63% -$2.95M
CBZ icon
362
CBIZ
CBZ
$2.96B
$1.51M 0.05%
+32,192
New +$1.53M
HOLX
363
DELISTED
Hologic
HOLX
$1.5M 0.05%
+19,994
New +$1.42M
MGPI icon
364
MGP Ingredients
MGPI
$375M
$1.49M 0.05%
13,993
+9,741
+229% +$1.09M
PUMP icon
365
ProPetro Holding
PUMP
$1.35B
$1.49M 0.05%
+143,456
New +$1.51M
DFS
366
DELISTED
Discover Financial Services
DFS
$1.48M 0.05%
15,150
-9,509
-39% -$957K
IQV icon
367
IQVIA
IQV
$39.3B
$1.46M 0.04%
7,148
+470
+7% +$95.3K
CLH icon
368
Clean Harbors
CLH
$16.3B
$1.46M 0.04%
12,776
+7,191
+129% +$840K
FRSH icon
369
Freshworks
FRSH
$3.27B
$1.46M 0.04%
+99,073
New +$1.37M
DRI icon
370
Darden Restaurants
DRI
$24.4B
$1.46M 0.04%
+10,535
New +$1.47M
ATRC icon
371
AtriCure
ATRC
$2.11B
$1.46M 0.04%
+32,831
New +$1.37M
FIX icon
372
Comfort Systems
FIX
$59.6B
$1.46M 0.04%
+12,661
New +$1.47M
BAH icon
373
Booz Allen Hamilton
BAH
$9.15B
$1.45M 0.04%
+13,876
New +$1.44M
CPA icon
374
Copa Holdings
CPA
$5.8B
$1.45M 0.04%
+17,436
New +$1.37M
COTY icon
375
Coty
COTY
$2.48B
$1.45M 0.04%
169,356
-261,615
-61% -$1.92M
13 14
15
16 17

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ZP
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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.