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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 | |
|---|---|---|---|---|---|---|
526
Par Pacific Holdings
PARR
$3.32B
| $955K | 0.03% |
+41,088
| New | +$895K |
|
527
Delek US
DK
$3.58B
| $955K | 0.03% |
+35,355
| New | +$1.04M |
|
528
Metallus
MTUS
$898M
| $954K | 0.03% |
+52,497
| New | +$932K |
|
529
Edwards Lifesciences
EW
$51.7B
| $950K | 0.03% |
12,732
-1,506
| -11% | -$116K |
|
530
PagSeguro Digital
PAGS
$2.55B
| $949K | 0.03% |
+108,591
| New | +$1.28M |
|
531
NRG Energy
NRG
$24.8B
| $946K | 0.03% |
+29,741
| New | +$1.18M |
|
|
BBT
532
Beacon Financial Corp
BBT
$2.66B
| $943K | 0.03% |
31,533
+13,574
| +76% | +$399K |
|
533
Banner Corp
BANR
$2.4B
| $941K | 0.03% |
+14,884
| New | +$999K |
|
534
McKesson
MCK
$101B
| $940K | 0.03% |
2,507
-1,419
| -36% | -$529K |
|
|
CVGW
535
DELISTED
Calavo Growers
CVGW
| $938K | 0.03% |
31,912
+17,869
| +127% | +$599K |
|
536
UDR
UDR
$12.3B
| $930K | 0.03% |
+24,012
| New | +$949K |
|
537
Progressive
PGR
$125B
| $927K | 0.03% |
7,148
-3,649
| -34% | -$462K |
|
538
Grand Canyon Education
LOPE
$3.98B
| $923K | 0.03% |
+8,735
| New | +$871K |
|
539
Jabil
JBL
$35.8B
| $918K | 0.03% |
13,467
-48,994
| -78% | -$3.24M |
|
|
JNPR
540
DELISTED
Juniper Networks
JNPR
| $918K | 0.03% |
28,732
-34,550
| -55% | -$1.05M |
|
541
Honeywell
HON
$78B
| $918K | 0.03% |
+4,543
| New | +$868K |
|
542
Phreesia
PHR
$773M
| $911K | 0.03% |
28,159
+14,689
| +109% | +$399K |
|
543
Dominion Energy
D
$59.3B
| $911K | 0.03% |
+14,849
| New | +$933K |
|
544
Titan Machinery
TITN
$445M
| $904K | 0.03% |
+22,757
| New | +$808K |
|
|
THR
545
DELISTED
Thermon Group Holdings
THR
| $903K | 0.03% |
44,950
+22,666
| +102% | +$421K |
|
|
RETA
546
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $899K | 0.03% |
23,674
-293,095
| -93% | -$10.1M |
|
547
Stride
LRN
$3.43B
| $898K | 0.03% |
+28,701
| New | +$1.05M |
|
548
Surgery Partners
SGRY
$2.03B
| $898K | 0.03% |
+32,217
| New | +$853K |
|
|
DNMR
549
DELISTED
Danimer Scientific, Inc.
DNMR
| $895K | 0.03% |
12,500
| – | – |
|
550
New Jersey Resources
NJR
$5.58B
| $892K | 0.03% |
17,970
-3,119
| -15% | -$142K |
|
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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.