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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
(-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 | |
|---|---|---|---|---|---|---|
451
Power Integrations
POWI
$3.61B
| $897K | 0.04% |
11,962
+9,106
| +319% | +$739K |
|
452
Hyliion Holdings
HYLN
$690M
| $894K | 0.04% |
277,906
+254,718
| +1,098% | +$893K |
|
|
ESMT
453
DELISTED
EngageSmart, Inc.
ESMT
| $889K | 0.04% |
+55,294
| New | +$1.1M |
|
|
ONL
454
Orion Office REIT
ONL
$160M
| $884K | 0.04% |
+80,675
| New | +$1.04M |
|
455
Public Storage
PSA
$61.3B
| $882K | 0.04% |
2,823
+1,089
| +63% | +$377K |
|
456
Ascendis Pharma A/S
ASND
$16.8B
| $879K | 0.04% |
+9,466
| New | +$892K |
|
457
Gibraltar Industries
ROCK
$1.49B
| $876K | 0.04% |
+22,627
| New | +$923K |
|
458
Rocket Pharmaceuticals
RCKT
$394M
| $871K | 0.04% |
63,367
+5,522
| +10% | +$65.8K |
|
459
Flowers Foods
FLO
$1.57B
| $866K | 0.04% |
+32,926
| New | +$867K |
|
460
CNX Resources
CNX
$5.2B
| $864K | 0.04% |
+52,508
| New | +$1.08M |
|
461
Alpha and Omega Semiconductor
AOSL
$1.08B
| $863K | 0.03% |
+25,891
| New | +$1.06M |
|
462
American International
AIG
$41.3B
| $861K | 0.03% |
16,847
+3,854
| +30% | +$224K |
|
463
AutoNation
AN
$6.92B
| $861K | 0.03% |
+7,710
| New | +$874K |
|
464
NovoCure
NVCR
$1.91B
| $857K | 0.03% |
+12,339
| New | +$929K |
|
465
Owens Corning
OC
$12.4B
| $856K | 0.03% |
11,530
-1,669
| -13% | -$147K |
|
|
AMWD
466
DELISTED
American Woodmark
AMWD
| $855K | 0.03% |
19,011
+13,587
| +250% | +$656K |
|
467
Seres Therapeutics
MCRB
$48.4M
| $852K | 0.03% |
12,427
+7,058
| +131% | +$608K |
|
468
Coca-Cola
KO
$375B
| $851K | 0.03% |
13,530
+3,883
| +40% | +$246K |
|
469
Yext
YEXT
$574M
| $849K | 0.03% |
177,803
+63,370
| +55% | +$352K |
|
470
TechTarget
TTGT
$278M
| $844K | 0.03% |
12,855
+3,759
| +41% | +$262K |
|
471
Unitil
UTL
$980M
| $843K | 0.03% |
14,370
+7,287
| +103% | +$393K |
|
472
AGCO
AGCO
$7.2B
| $840K | 0.03% |
8,516
+5,984
| +236% | +$745K |
|
473
Stagwell
STGW
$2.24B
| $840K | 0.03% |
+154,737
| New | +$1.1M |
|
474
Purple Innovation
PRPL
$41.7M
| $838K | 0.03% |
+10,955
| New | +$1.27M |
|
475
Qiagen
QGEN
$8.72B
| $832K | 0.03% |
16,625
-21,377
| -56% | -$1.04M |
|
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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.