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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
DGII icon
451
Digi International
DGII
$3.1B
$1.16M 0.04%
31,758
-7,735
-20% -$298K
CNM icon
452
Core & Main
CNM
$8.71B
$1.16M 0.04%
+60,090
New +$1.28M
HAL icon
453
Halliburton
HAL
$26.6B
$1.16M 0.04%
29,407
-62,943
-68% -$2.23M
ROL icon
454
Rollins
ROL
$18.2B
$1.16M 0.04%
+31,625
New +$1.23M
ARRY icon
455
Array Technologies
ARRY
$855M
$1.15M 0.03%
59,509
-44,822
-43% -$851K
APTV icon
456
Aptiv
APTV
$10.3B
$1.15M 0.03%
+12,317
New +$1.17M
ESE icon
457
ESCO Technologies
ESE
$7.92B
$1.15M 0.03%
+13,080
New +$1.13M
VVNT
458
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$1.14M 0.03%
+96,204
New +$866K
LII icon
459
Lennox International
LII
$15.2B
$1.14M 0.03%
4,757
+3,454
+265% +$846K
BMI icon
460
Badger Meter
BMI
$4.03B
$1.13M 0.03%
10,408
-24,297
-70% -$2.64M
GPMT
461
Granite Point Mortgage Trust
GPMT
$61.2M
$1.13M 0.03%
209,940
+165,527
+373% +$1.08M
RNG icon
462
RingCentral
RNG
$5.28B
$1.12M 0.03%
31,751
-103,859
-77% -$3.72M
BHE icon
463
Benchmark Electronics
BHE
$2.96B
$1.12M 0.03%
42,035
+14,762
+54% +$409K
MSEX icon
464
Middlesex Water
MSEX
$1.1B
$1.12M 0.03%
+14,261
New +$1.24M
BF.B icon
465
Brown-Forman Class B
BF.B
$13.1B
$1.12M 0.03%
17,058
-6,679
-28% -$453K
HWC icon
466
Hancock Whitney
HWC
$6.24B
$1.11M 0.03%
22,942
+14,497
+172% +$750K
PETQ
467
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$1.11M 0.03%
120,274
+66,919
+125% +$625K
VRTV
468
DELISTED
VERITIV CORPORATION
VRTV
$1.11M 0.03%
9,100
-2,733
-23% -$331K
XEL icon
469
Xcel Energy
XEL
$48.8B
$1.11M 0.03%
15,774
-133
-0.8% -$8.85K
NAVI icon
470
Navient
NAVI
$853M
$1.11M 0.03%
67,220
-87,650
-57% -$1.39M
COLB icon
471
Columbia Banking Systems
COLB
$8.84B
$1.09M 0.03%
36,286
+26,828
+284% +$852K
APOG icon
472
Apogee Enterprises
APOG
$908M
$1.09M 0.03%
+24,528
New +$1.11M
ZION icon
473
Zions Bancorporation
ZION
$10.3B
$1.09M 0.03%
+22,162
New +$1.11M
NTCT icon
474
NETSCOUT
NTCT
$2.79B
$1.09M 0.03%
33,438
+15,176
+83% +$524K
AIV
475
Aimco
AIV
$383M
$1.09M 0.03%
152,647
+67,275
+79% +$513K
17 18
19
20 21

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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.