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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 | |
|---|---|---|---|---|---|---|
|
RXDX
551
DELISTED
Prometheus Biosciences, Inc. Common Stock
RXDX
| $657K | 0.03% |
+23,294
| New | +$675K |
|
552
Calix
CALX
$2.39B
| $655K | 0.03% |
19,197
+9,707
| +102% | +$361K |
|
553
Crown Holdings
CCK
$13.1B
| $655K | 0.03% |
7,113
-3,113
| -30% | -$333K |
|
|
ENLC
554
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $653K | 0.03% |
76,857
+14,942
| +24% | +$150K |
|
555
CRISPR Therapeutics
CRSP
$5.17B
| $648K | 0.03% |
10,667
+6,239
| +141% | +$367K |
|
556
Lennox International
LII
$15.2B
| $648K | 0.03% |
3,141
+212
| +7% | +$46.4K |
|
557
AAR Corp
AIR
$5.76B
| $647K | 0.03% |
15,471
-21,006
| -58% | -$981K |
|
558
Grid Dynamics Holdings
GDYN
$615M
| $646K | 0.03% |
38,458
-11,783
| -23% | -$192K |
|
|
SVC
559
Service Properties Trust
SVC
$1.07B
| $646K | 0.03% |
24,713
+3,886
| +19% | +$134K |
|
560
Diodes
DIOD
$4.84B
| $642K | 0.03% |
9,947
+3,756
| +61% | +$274K |
|
561
General Mills
GIS
$19.7B
| $640K | 0.03% |
8,489
-5,961
| -41% | -$418K |
|
562
Silicon Laboratories
SLAB
$7.23B
| $640K | 0.03% |
4,571
-13,498
| -75% | -$1.89M |
|
563
Old National Bancorp
ONB
$10.2B
| $636K | 0.03% |
43,028
+4,056
| +10% | +$62.5K |
|
564
Thryv Holdings
THRY
$108M
| $636K | 0.03% |
28,432
+19,134
| +206% | +$491K |
|
|
TRTX
565
TPG RE Finance Trust
TRTX
$618M
| $636K | 0.03% |
70,672
+4,428
| +7% | +$46.4K |
|
566
Zions Bancorporation
ZION
$10.3B
| $632K | 0.03% |
12,433
-100,675
| -89% | -$5.72M |
|
567
Wabash National
WNC
$527M
| $630K | 0.03% |
46,465
-5,352
| -10% | -$77.2K |
|
568
Advanced Drainage Systems
WMS
$10.9B
| $628K | 0.03% |
+6,977
| New | +$717K |
|
569
BlackLine
BL
$1.72B
| $619K | 0.03% |
9,304
-8,588
| -48% | -$588K |
|
570
Pinnacle Financial Partners Inc
PNFP
$15.8B
| $619K | 0.03% |
8,561
-1,398
| -14% | -$110K |
|
571
ADT
ADT
$5.58B
| $618K | 0.03% |
+100,539
| New | +$701K |
|
572
Vertiv
VRT
$105B
| $615K | 0.02% |
+74,823
| New | +$847K |
|
|
PRFT
573
DELISTED
Perficient Inc
PRFT
| $615K | 0.02% |
6,717
-2,074
| -24% | -$206K |
|
|
DOCU
574
DocuSign
DOCU
$11.5B
| $614K | 0.02% |
10,714
+1,184
| +12% | +$95.9K |
|
|
SWN
575
DELISTED
Southwestern Energy Company
SWN
| $613K | 0.02% |
+98,210
| New | +$759K |
|
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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.