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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 | |
|---|---|---|---|---|---|---|
|
BRSL
501
Brightstar Lottery PLC
BRSL
$2.03B
| $757K | 0.03% |
+40,823
| New | +$870K |
|
502
LyondellBasell Industries
LYB
$19.2B
| $756K | 0.03% |
+8,646
| New | +$901K |
|
503
Madison Square Garden
MSGS
$9.39B
| $755K | 0.03% |
5,001
+1,202
| +32% | +$195K |
|
504
Rayonier
RYN
$6.55B
| $753K | 0.03% |
+22,211
| New | +$814K |
|
505
Sysco
SYY
$40.3B
| $751K | 0.03% |
+8,868
| New | +$743K |
|
506
Fluor
FLR
$7.96B
| $748K | 0.03% |
+30,739
| New | +$826K |
|
507
Hanmi Financial
HAFC
$946M
| $740K | 0.03% |
+32,987
| New | +$765K |
|
508
Maravai LifeSciences
MRVI
$919M
| $737K | 0.03% |
25,975
-25,964
| -50% | -$822K |
|
509
Old Dominion Freight Line
ODFL
$44.9B
| $736K | 0.03% |
5,748
+3,212
| +127% | +$421K |
|
|
VRE
510
DELISTED
Veris Residential
VRE
| $736K | 0.03% |
55,644
+27,479
| +98% | +$425K |
|
511
Dave & Buster's
PLAY
$357M
| $727K | 0.03% |
22,203
+16,152
| +267% | +$648K |
|
|
NEWR
512
DELISTED
New Relic, Inc.
NEWR
| $727K | 0.03% |
+14,540
| New | +$807K |
|
513
Teradata
TDC
$2.55B
| $726K | 0.03% |
19,638
+475
| +2% | +$19K |
|
|
PING
514
DELISTED
Ping Identity Holding Corp.
PING
| $725K | 0.03% |
+39,993
| New | +$890K |
|
515
Metallus
MTUS
$898M
| $722K | 0.03% |
38,605
+8,438
| +28% | +$179K |
|
516
Healthcare Realty
HR
$6.84B
| $720K | 0.03% |
25,821
-12,573
| -33% | -$373K |
|
|
SKX
517
DELISTED
Skechers
SKX
| $718K | 0.03% |
+20,201
| New | +$775K |
|
518
Global E Online
GLBE
$7.11B
| $717K | 0.03% |
35,554
-6,181
| -15% | -$142K |
|
519
Zscaler
ZS
$27.3B
| $716K | 0.03% |
+4,794
| New | +$848K |
|
|
EGLE
520
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $715K | 0.03% |
+13,783
| New | +$882K |
|
521
Arcos Dorados Holdings
ARCO
$1.74B
| $713K | 0.03% |
105,804
+69,268
| +190% | +$511K |
|
|
NOTV
522
DELISTED
Inotiv
NOTV
| $710K | 0.03% |
74,032
+37,086
| +100% | +$622K |
|
523
Ventas
VTR
$47.9B
| $710K | 0.03% |
13,806
+7,531
| +120% | +$422K |
|
|
VISN
524
Vistance Networks Inc
VISN
$2.52B
| $705K | 0.03% |
115,314
-64,449
| -36% | -$450K |
|
|
ALTR
525
DELISTED
Altair Engineering Inc
ALTR
| $702K | 0.03% |
+13,375
| New | +$731K |
|
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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.