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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
EME icon
501
Emcor
EME
$36B
$1.03M 0.03%
+6,960
New +$988K
OPK icon
502
Opko Health
OPK
$1.02B
$1.03M 0.03%
824,029
+373,391
+83% +$588K
OSG
503
Octave Specialty Group
OSG
$222M
$1.03M 0.03%
58,939
-23,907
-29% -$355K
WMT icon
504
Walmart Inc
WMT
$890B
$1.03M 0.03%
21,735
-24,048
-53% -$1.14M
LPX icon
505
Louisiana-Pacific
LPX
$5.49B
$1.02M 0.03%
+17,282
New +$1.02M
PII icon
506
Polaris
PII
$4.07B
$1.02M 0.03%
+10,070
New +$1.05M
SIX
507
DELISTED
Six Flags Entertainment Corp.
SIX
$1.02M 0.03%
+43,721
New +$940K
INTC icon
508
Intel
INTC
$513B
$1.02M 0.03%
38,460
+1,150
+3% +$31.9K
NMRK icon
509
Newmark Group
NMRK
$2.63B
$1.02M 0.03%
127,533
-11,603
-8% -$96.8K
IHRT icon
510
iHeartMedia
IHRT
$583M
$1.02M 0.03%
165,593
+137,702
+494% +$1.06M
TTD icon
511
Trade Desk
TTD
$6.49B
$1.01M 0.03%
22,450
-31,524
-58% -$1.6M
ECL icon
512
Ecolab
ECL
$79.9B
$1M 0.03%
+6,888
New +$1.01M
PAYO icon
513
Payoneer
PAYO
$2.41B
$1M 0.03%
183,257
-214,010
-54% -$1.34M
CMP icon
514
Compass Minerals
CMP
$1.15B
$988K 0.03%
24,102
-24,053
-50% -$994K
LFUS icon
515
Littelfuse
LFUS
$11.6B
$988K 0.03%
+4,487
New +$1M
PAR icon
516
PAR Technology
PAR
$735M
$980K 0.03%
37,575
+4,284
+13% +$110K
M icon
517
Macy's
M
$6.68B
$978K 0.03%
+47,348
New +$969K
NKTR icon
518
Nektar Therapeutics
NKTR
$2.58B
$976K 0.03%
28,793
+7,169
+33% +$347K
TOST icon
519
Toast
TOST
$19.9B
$976K 0.03%
+54,107
New +$1.02M
TWLO icon
520
Twilio
TWLO
$36.6B
$968K 0.03%
+19,770
New +$1.13M
A icon
521
Agilent Technologies
A
$41.2B
$967K 0.03%
6,464
+1,335
+26% +$191K
MRVL icon
522
Marvell Technology
MRVL
$196B
$967K 0.03%
+26,111
New +$1.07M
BECN
523
DELISTED
Beacon Roofing Supply, Inc.
BECN
$965K 0.03%
18,274
-6,619
-27% -$374K
CAT icon
524
Caterpillar
CAT
$387B
$959K 0.03%
4,004
+1,023
+34% +$223K
PG icon
525
Procter & Gamble
PG
$339B
$957K 0.03%
6,316
-4,864
-44% -$682K
19 20
21
22 23

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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.