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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
CSGP icon
426
CoStar Group
CSGP
$12.3B
$1.26M 0.04%
+16,278
New +$1.27M
ILPT
427
Industrial Logistics Properties Trust
ILPT
$586M
$1.25M 0.04%
383,499
-271,951
-41% -$1.13M
ORLY icon
428
O'Reilly Automotive
ORLY
$76.3B
$1.24M 0.04%
22,020
+11,445
+108% +$615K
PNFP icon
429
Pinnacle Financial Partners Inc
PNFP
$15.8B
$1.23M 0.04%
+16,789
New +$1.35M
GS icon
430
Goldman Sachs
GS
$303B
$1.23M 0.04%
+3,568
New +$1.24M
NX icon
431
Quanex
NX
$1.01B
$1.22M 0.04%
51,654
+2,155
+4% +$48.5K
SLG icon
432
SL Green Realty
SLG
$3.99B
$1.22M 0.04%
+36,124
New +$1.37M
AXP icon
433
American Express
AXP
$230B
$1.22M 0.04%
8,239
-4,512
-35% -$669K
HLNE icon
434
Hamilton Lane
HLNE
$5.57B
$1.21M 0.04%
18,955
-21,390
-53% -$1.42M
OZK icon
435
Bank OZK
OZK
$5.61B
$1.2M 0.04%
+30,065
New +$1.29M
FWRD icon
436
Forward Air
FWRD
$654M
$1.2M 0.04%
11,467
+5,478
+91% +$575K
WTFC icon
437
Wintrust Financial
WTFC
$10.7B
$1.2M 0.04%
14,219
-19,976
-58% -$1.76M
ARNC
438
DELISTED
Arconic Corporation
ARNC
$1.2M 0.04%
56,770
+46,718
+465% +$977K
CVBF icon
439
CVB Financial
CVBF
$3.99B
$1.2M 0.04%
46,629
+36,616
+366% +$998K
PXD
440
DELISTED
Pioneer Natural Resource Co.
PXD
$1.2M 0.04%
+5,246
New +$1.28M
AVNS
441
DELISTED
Avanos Medical
AVNS
$1.19M 0.04%
44,011
-5,459
-11% -$133K
HCI icon
442
HCI Group
HCI
$2.41B
$1.19M 0.04%
29,984
+10,532
+54% +$388K
SLCA
443
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.19M 0.04%
+94,958
New +$1.22M
USB icon
444
US Bancorp
USB
$99.6B
$1.18M 0.04%
+27,134
New +$1.16M
CAL icon
445
Caleres
CAL
$487M
$1.18M 0.04%
53,009
+24,333
+85% +$597K
ALIT icon
446
Alight
ALIT
$407M
$1.17M 0.04%
7,021
+2,165
+45% +$361K
WNS
447
DELISTED
WNS Holdings
WNS
$1.17M 0.04%
14,621
+10,859
+289% +$896K
APG icon
448
APi Group
APG
$18B
$1.17M 0.04%
93,258
+10,300
+12% +$119K
NET icon
449
Cloudflare
NET
$107B
$1.17M 0.04%
+25,781
New +$1.28M
VRNS icon
450
Varonis Systems
VRNS
$5B
$1.16M 0.04%
48,521
+35,889
+284% +$820K
16 17
18
19 20

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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.