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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 | |
|---|---|---|---|---|---|---|
526
Reliance Steel & Aluminium
RS
$21.6B
| $700K | 0.03% |
4,125
-1,978
| -32% | -$369K |
|
527
Boot Barn
BOOT
$4.95B
| $699K | 0.03% |
10,146
-18,563
| -65% | -$1.59M |
|
|
RDFN
528
DELISTED
Redfin
RDFN
| $699K | 0.03% |
84,921
+46,346
| +120% | +$530K |
|
|
VRAY
529
DELISTED
ViewRay, Inc.
VRAY
| $699K | 0.03% |
263,863
+101,935
| +63% | +$307K |
|
|
CNR
530
Core Natural Resources Inc
CNR
$4.45B
| $698K | 0.03% |
+14,136
| New | +$688K |
|
531
eHealth
EHTH
$43.9M
| $695K | 0.03% |
74,512
+56,229
| +308% | +$572K |
|
532
Ashland
ASH
$3.5B
| $688K | 0.03% |
+6,678
| New | +$683K |
|
533
Appian
APPN
$2.48B
| $685K | 0.03% |
+14,469
| New | +$727K |
|
534
OneMain Financial
OMF
$7.47B
| $683K | 0.03% |
18,277
+3,128
| +21% | +$135K |
|
535
Lumentum
LITE
$69.3B
| $681K | 0.03% |
+8,582
| New | +$733K |
|
536
Codexis
CDXS
$158M
| $679K | 0.03% |
+64,971
| New | +$815K |
|
537
Houlihan Lokey
HLI
$9.02B
| $679K | 0.03% |
+8,608
| New | +$720K |
|
|
SGFY
538
DELISTED
Signify Health, Inc.
SGFY
| $679K | 0.03% |
49,240
-189,235
| -79% | -$2.66M |
|
539
Assured Guaranty
AGO
$3.34B
| $677K | 0.03% |
+12,140
| New | +$701K |
|
540
AbCellera Biologics
ABCL
$2.12B
| $675K | 0.03% |
+63,439
| New | +$537K |
|
|
SNCY
541
DELISTED
Sun Country Airlines
SNCY
| $674K | 0.03% |
+36,779
| New | +$861K |
|
542
Corteva
CTVA
$51.3B
| $670K | 0.03% |
+12,389
| New | +$719K |
|
543
WIX.com
WIX
$2.52B
| $670K | 0.03% |
10,228
+443
| +5% | +$32.4K |
|
544
Huntsman Corp
HUN
$1.77B
| $668K | 0.03% |
+23,585
| New | +$797K |
|
545
News Corp Class A
NWSA
$15.4B
| $668K | 0.03% |
+42,930
| New | +$789K |
|
|
CVGW
546
DELISTED
Calavo Growers
CVGW
| $660K | 0.03% |
15,825
+3,510
| +29% | +$127K |
|
547
Amdocs
DOX
$6.22B
| $660K | 0.03% |
7,932
+5,075
| +178% | +$418K |
|
|
NESR
548
National Energy Services Reunited Corp
NESR
$2.93B
| $658K | 0.03% |
97,055
+54,616
| +129% | +$397K |
|
|
EGIO
549
DELISTED
Edgio, Inc. Common Stock
EGIO
| $658K | 0.03% |
+7,126
| New | +$1.03M |
|
550
HEICO Corp
HEI
$51.4B
| $657K | 0.03% |
+5,017
| New | +$707K |
|
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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.