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
-10.98%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+148.36%
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 | |
|---|---|---|---|---|---|---|
26
iShares US Transportation ETF
IYT
$2.28B
| $7.56M | 0.31% |
+142,000
| New | +$8.26M |
|
27
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $7.5M | 0.3% |
+137,000
| New | +$8.24M |
|
28
PUT
Strategy Inc
MSTR
$35.9B
| $6.83M | 0.28% |
+416,000
| New | +$12M |
|
|
29
Shake Shack
SHAK
$3B
| $6.41M | 0.26% |
+162,313
| New | +$8.28M |
|
30
Amazon
AMZN
$2.94T
| $6.13M | 0.25% |
57,751
+23,291
| +68% | +$2.91M |
|
31
Enovix
ENVX
$936M
| $5.96M | 0.24% |
764,610
+615,458
| +413% | +$5.79M |
|
32
PBF Energy
PBF
$7.25B
| $5.67M | 0.23% |
195,307
+158,775
| +435% | +$4.97M |
|
33
Chewy
CHWY
$9.84B
| $5.62M | 0.23% |
+161,769
| New | +$5.19M |
|
34
Lattice Semiconductor
LSCC
$18.2B
| $5.31M | 0.22% |
109,506
+88,293
| +416% | +$4.4M |
|
35
Beam Therapeutics
BEAM
$2.78B
| $5.25M | 0.21% |
+135,588
| New | +$5.39M |
|
36
National Health Investors
NHI
$3.64B
| $5.22M | 0.21% |
86,127
+41,366
| +92% | +$2.35M |
|
37
ON Semiconductor
ON
$29.9B
| $5.13M | 0.21% |
102,084
+29,459
| +41% | +$1.64M |
|
38
Oneok
OKE
$55B
| $5.08M | 0.21% |
91,635
+88,103
| +2,494% | +$5.71M |
|
|
UNIT
39
Uniti Group
UNIT
$2.35B
| $4.94M | 0.2% |
+524,320
| New | +$6.06M |
|
40
ATI
ATI
$28B
| $4.84M | 0.2% |
213,270
+187,394
| +724% | +$4.94M |
|
41
JPMorgan Chase
JPM
$955B
| $4.81M | 0.19% |
42,739
+6,365
| +17% | +$789K |
|
42
Semtech
SMTC
$11.3B
| $4.64M | 0.19% |
84,346
+51,684
| +158% | +$3.12M |
|
43
Cameco
CCJ
$41.1B
| $4.59M | 0.19% |
218,298
+22,280
| +11% | +$562K |
|
44
Lumen
LUMN
$6.26B
| $4.59M | 0.19% |
+420,451
| New | +$4.72M |
|
45
Thermo Fisher Scientific
TMO
$214B
| $4.58M | 0.19% |
8,441
+5,479
| +185% | +$3.02M |
|
|
FSR
46
PUT
DELISTED
Fisker Inc.
FSR
| $4.51M | 0.18% |
526,300
+426,300
| +426% | +$4.42M |
|
47
Peloton Interactive
PTON
$2.82B
| $4.48M | 0.18% |
+488,368
| New | +$7.84M |
|
48
NXP Semiconductors
NXPI
$58.3B
| $4.41M | 0.18% |
29,800
+11,954
| +67% | +$2.08M |
|
49
ACI Worldwide
ACIW
$5.88B
| $4.38M | 0.18% |
169,242
+109,385
| +183% | +$2.94M |
|
|
EDR
50
DELISTED
Endeavor Group Holdings, Inc.
EDR
| $4.35M | 0.18% |
211,779
+29,353
| +16% | +$666K |
|
Similar funds
SP
BOK
ZP
SHCM
AP
BHC
BG
MGP
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.