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
+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
MRK icon
401
Merck
MRK
$318B
$1.35M 0.04%
12,171
-929
-7% -$95K
ONB icon
402
Old National Bancorp
ONB
$10.2B
$1.35M 0.04%
75,082
-66,072
-47% -$1.21M
BTU icon
403
Peabody Energy
BTU
$2.9B
$1.35M 0.04%
50,909
+16,691
+49% +$459K
LXP icon
404
LXP Industrial Trust
LXP
$3.57B
$1.34M 0.04%
26,822
+20,655
+335% +$1.03M
ALV icon
405
Autoliv
ALV
$9B
$1.34M 0.04%
+17,461
New +$1.4M
LULU icon
406
lululemon athletica
LULU
$14.6B
$1.34M 0.04%
4,173
+272
+7% +$89.5K
LEN icon
407
Lennar Class A
LEN
$21.2B
$1.33M 0.04%
15,209
-9,396
-38% -$761K
CIVI
408
DELISTED
Civitas Resources
CIVI
$1.32M 0.04%
22,802
+12,258
+116% +$790K
PGNY icon
409
Progyny
PGNY
$2.2B
$1.32M 0.04%
42,343
+8,526
+25% +$308K
CTRN icon
410
Citi Trends
CTRN
$605M
$1.32M 0.04%
+49,748
New +$1.17M
HSY icon
411
Hershey
HSY
$36.6B
$1.31M 0.04%
5,659
+2,991
+112% +$690K
PSX icon
412
Phillips 66
PSX
$81.4B
$1.3M 0.04%
+12,532
New +$1.28M
JPM icon
413
JPMorgan Chase
JPM
$950B
$1.3M 0.04%
9,725
-5,070
-34% -$642K
NDSN icon
414
Nordson
NDSN
$17.3B
$1.29M 0.04%
5,443
-145
-3% -$33.1K
ARCB icon
415
ArcBest
ARCB
$3.08B
$1.29M 0.04%
18,417
+275
+2% +$21.2K
AAL icon
416
American Airlines Group
AAL
$10.6B
$1.29M 0.04%
101,351
-125,274
-55% -$1.7M
GWW icon
417
W.W. Grainger
GWW
$60.2B
$1.29M 0.04%
2,316
-353
-13% -$199K
TK icon
418
Teekay
TK
$985M
$1.28M 0.04%
+282,315
New +$1.17M
IVR icon
419
Invesco Mortgage Capital
IVR
$805M
$1.28M 0.04%
100,463
-64,058
-39% -$783K
GH icon
420
Guardant Health
GH
$22.6B
$1.28M 0.04%
+46,922
New +$2.15M
CABO icon
421
Cable One
CABO
$212M
$1.28M 0.04%
+1,792
New +$1.34M
MMSI icon
422
Merit Medical Systems
MMSI
$5.32B
$1.27M 0.04%
+18,017
New +$1.2M
FFIV icon
423
F5
FFIV
$22.7B
$1.27M 0.04%
8,838
+3,140
+55% +$460K
EXPE icon
424
Expedia Group
EXPE
$37.3B
$1.26M 0.04%
+14,402
New +$1.36M
FHB icon
425
First Hawaiian
FHB
$3.35B
$1.26M 0.04%
48,352
-23,969
-33% -$615K
15 16
17
18 19

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

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.