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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
LNG icon
26
Cheniere Energy
LNG
$54B
$8.25M 0.25%
55,021
+20,426
+59% +$3.42M
EEM icon
27
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.4B
$7.58M 0.23%
+200,000
New +$7.38M
VOYA icon
28
Voya Financial
VOYA
$9.28B
$7.33M 0.22%
119,166
+40,620
+52% +$2.6M
MAC icon
29
Macerich
MAC
$6.82B
$7.23M 0.22%
642,537
+12,383
+2% +$140K
ADI icon
30
Analog Devices
ADI
$190B
$7.23M 0.22%
44,063
+27,943
+173% +$4.36M
SHLS icon
31
Shoals Technologies Group
SHLS
$1.47B
$6.87M 0.21%
278,471
+123,408
+80% +$2.98M
LUMN icon
32
Lumen
LUMN
$6.49B
$6.35M 0.19%
1,216,322
+855,705
+237% +$5.26M
XLU icon
33
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$6.33M 0.19%
+179,488
New +$6.1M
CRWD icon
34
CrowdStrike
CRWD
$216B
$6.29M 0.19%
238,864
+185,564
+348% +$6.35M
FTNT icon
35
Fortinet
FTNT
$117B
$6.13M 0.19%
125,322
+80,518
+180% +$4.2M
CYBR
36
DELISTED
CyberArk
CYBR
$5.85M 0.18%
45,158
+38,787
+609% +$5.61M
SMG icon
37
ScottsMiracle-Gro
SMG
$3.73B
$5.66M 0.17%
+116,518
New +$5.84M
DNUT icon
38
Krispy Kreme
DNUT
$584M
$5.53M 0.17%
+536,306
New +$7.3M
XYZ
39
Block Inc
XYZ
$47.1B
$5.47M 0.17%
87,045
+46,582
+115% +$2.87M
DVN icon
40
Devon Energy
DVN
$47.5B
$5.34M 0.16%
86,882
-29,162
-25% -$1.99M
WWW icon
41
Wolverine World Wide
WWW
$1.55B
$5.34M 0.16%
+488,668
New +$6.49M
BDN
42
Brandywine Realty Trust
BDN
$560M
$5.24M 0.16%
851,408
+765,825
+895% +$4.92M
STNG icon
43
Scorpio Tankers
STNG
$3.81B
$5.15M 0.16%
95,821
+37,139
+63% +$1.85M
OLPX
44
DELISTED
Olaplex Holdings
OLPX
$5.03M 0.15%
965,851
+624,586
+183% +$3.71M
ORCL icon
45
Oracle
ORCL
$418B
$5.02M 0.15%
61,388
-5,009
-8% -$381K
CCJ icon
46
Cameco
CCJ
$42.4B
$4.95M 0.15%
218,298
– –
LCID icon
47
PUT
Lucid Motors
LCID
$2.73B
$4.9M 0.15%
71,780
+100
+0.1% +$11K
HEI icon
48
HEICO Corp
HEI
$51.1B
$4.87M 0.15%
31,694
+27,186
+603% +$4.23M
MSFT icon
49
Microsoft
MSFT
$3.71T
$4.86M 0.15%
20,275
+3,597
+22% +$863K
CTAS icon
50
Cintas
CTAS
$81B
$4.85M 0.15%
42,988
+13,484
+46% +$1.46M
1
2
3 4 5

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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.