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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
OMC icon
401
Omnicom Group
OMC
$23.4B
$1.04M 0.04%
16,386
+12,319
+303% +$912K
DBI icon
402
Designer Brands
DBI
$333M
$1.04M 0.04%
79,565
+58,579
+279% +$844K
FNB icon
403
FNB Corp
FNB
$6.75B
$1.04M 0.04%
95,560
-45,970
-32% -$537K
GPRK icon
404
GeoPark
GPRK
$612M
$1.03M 0.04%
+79,480
New +$1.24M
HUBG icon
405
HUB Group
HUBG
$2.92B
$1.03M 0.04%
28,946
+9,482
+49% +$332K
MMSI icon
406
Merit Medical Systems
MMSI
$5.32B
$1.02M 0.04%
18,790
+4,402
+31% +$269K
MO icon
407
Altria Group
MO
$114B
$1M 0.04%
+24,063
New +$1.25M
HEI.A icon
408
HEICO Corp Class A
HEI.A
$37.2B
$1M 0.04%
+9,530
New +$1.1M
HRB icon
409
H&R Block
HRB
$5.86B
$1M 0.04%
28,401
+11,630
+69% +$359K
CAL icon
410
Caleres
CAL
$487M
$993K 0.04%
37,880
-17,962
-32% -$445K
SSTK icon
411
Shutterstock
SSTK
$219M
$989K 0.04%
17,273
+11,699
+210% +$783K
MOS icon
412
The Mosaic Company
MOS
$7.33B
$988K 0.04%
+20,920
New +$1.28M
ACM icon
413
Aecom
ACM
$9.75B
$985K 0.04%
15,115
+7,125
+89% +$498K
RITM icon
414
Rithm Capital
RITM
$5.69B
$985K 0.04%
+105,779
New +$1.11M
GRMN
415
Garmin
GRMN
$60B
$982K 0.04%
10,003
+6,982
+231% +$735K
BRX icon
416
Brixmor Property Group
BRX
$9.32B
$978K 0.04%
48,392
+12,499
+35% +$296K
VST icon
417
Vistra
VST
$47.4B
$977K 0.04%
+42,786
New +$1.06M
WAFD icon
418
WaFd
WAFD
$2.75B
$977K 0.04%
+32,556
New +$1.02M
BECN
419
DELISTED
Beacon Roofing Supply, Inc.
BECN
$975K 0.04%
+18,993
New +$1.11M
OLN icon
420
Olin
OLN
$2.12B
$974K 0.04%
21,052
-18,573
-47% -$1.07M
NKTR icon
421
Nektar Therapeutics
NKTR
$2.58B
$971K 0.04%
17,051
+9,596
+129% +$605K
SAIC icon
422
Saic
SAIC
$5.35B
$971K 0.04%
10,431
+3,302
+46% +$289K
OSG
423
Octave Specialty Group
OSG
$222M
$968K 0.04%
+85,305
New +$810K
ZG icon
424
Zillow
ZG
$7.63B
$963K 0.04%
30,283
+12,055
+66% +$476K
VRNT
425
DELISTED
Verint Systems
VRNT
$962K 0.04%
22,739
+8,828
+63% +$441K
15 16
17
18 19

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BOK
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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.