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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
(+30%)
Cap. Flow
-$274M
Cap. Flow
% of AUM
-8.32%
Top 10 Holdings %
Top 10 Hldgs %
41.92%
Holding
1,449
New
408
Increased
282
Reduced
291
Closed
435
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Reinsurance Group of America
RGA
|
+$18.3M |
| 2 |
VanEck Semiconductor ETF
SMH
|
+$13.7M |
| 3 |
Vornado Realty Trust
VNO
|
+$11.3M |
| 4 |
iShares US Transportation ETF
IYT
|
+$8.96M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$8.95M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Academy Sports + Outdoors
ASO
|
+$33.7M |
| 2 |
iShares MSCI India ETF
INDA
|
+$20.4M |
| 3 |
Neogen
NEOG
|
+$17.9M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
476
Tanger
SKT
$4.41B
| $1.09M | 0.03% |
+60,580
| New | +$1.09M |
|
477
Monarch Casino & Resort
MCRI
$2.16B
| $1.08M | 0.03% |
+14,103
| New | +$1.07M |
|
478
Element Solutions
ESI
$9.2B
| $1.08M | 0.03% |
+59,281
| New | +$1.07M |
|
479
Ziff Davis
ZD
$2B
| $1.07M | 0.03% |
+13,580
| New | +$1.09M |
|
480
CACI
CACI
$14.1B
| $1.07M | 0.03% |
+3,556
| New | +$1.04M |
|
481
Pacira BioSciences
PCRX
$972M
| $1.07M | 0.03% |
+27,659
| New | +$1.35M |
|
482
Amneal Pharmaceuticals
AMRX
$5.73B
| $1.06M | 0.03% |
+534,829
| New | +$1.2M |
|
483
Bankunited
BKU
$3.34B
| $1.06M | 0.03% |
+31,248
| New | +$1.1M |
|
|
SI
484
DELISTED
Silvergate Capital Corporation
SI
| $1.06M | 0.03% |
+60,897
| New | +$2.42M |
|
|
FITB
485
Fifth Third Bancorp
FITB
$51.7B
| $1.06M | 0.03% |
+32,271
| New | +$1.1M |
|
486
Texas Pacific Land
TPL
$23.9B
| $1.06M | 0.03% |
4,059
-648
| -14% | -$172K |
|
487
Janus International
JBI
$738M
| $1.06M | 0.03% |
+110,909
| New | +$1.07M |
|
488
MACOM Technology Solutions
MTSI
$23.4B
| $1.06M | 0.03% |
+16,762
| New | +$1.05M |
|
489
Workday
WDAY
$44.9B
| $1.05M | 0.03% |
+6,297
| New | +$982K |
|
490
Herbalife
HLF
$1.23B
| $1.05M | 0.03% |
70,594
-33,720
| -32% | -$587K |
|
491
Xerox
XRX
$427M
| $1.05M | 0.03% |
+71,900
| New | +$1.08M |
|
|
VRNT
492
DELISTED
Verint Systems
VRNT
| $1.05M | 0.03% |
28,865
-62,207
| -68% | -$2.24M |
|
|
PGTI
493
DELISTED
PGT, Inc.
PGTI
| $1.04M | 0.03% |
57,956
+15,855
| +38% | +$323K |
|
494
AngioDynamics
ANGO
$652M
| $1.04M | 0.03% |
+75,477
| New | +$1.05M |
|
495
Advanced Energy
AEIS
$13B
| $1.04M | 0.03% |
12,107
-14,387
| -54% | -$1.21M |
|
496
Popular Inc
BPOP
$11.2B
| $1.04M | 0.03% |
+15,645
| New | +$1.09M |
|
|
CHX
497
DELISTED
ChampionX
CHX
| $1.03M | 0.03% |
+35,684
| New | +$985K |
|
498
iShares US Treasury Bond ETF
GOVT
$43.7B
| $1.03M | 0.03% |
45,500
+32,400
| +247% | +$736K |
|
499
Blackstone Mortgage Trust
BXMT
$2.38B
| $1.03M | 0.03% |
48,783
-42,910
| -47% | -$1.02M |
|
500
Universal Insurance Holdings
UVE
$1.23B
| $1.03M | 0.03% |
+97,385
| New | +$990K |
|
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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.