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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 | |
|---|---|---|---|---|---|---|
576
LivePerson
LPSN
$32.3M
| $608K | 0.02% |
+2,867
| New | +$806K |
|
577
Ralph Lauren
RL
$23.6B
| $607K | 0.02% |
6,781
+106
| +2% | +$10.7K |
|
578
Boeing
BA
$185B
| $605K | 0.02% |
4,431
-5,142
| -54% | -$759K |
|
579
Forward Air
FWRD
$654M
| $605K | 0.02% |
6,582
+3,076
| +88% | +$285K |
|
580
Kymera Therapeutics
KYMR
$8.94B
| $605K | 0.02% |
30,763
+17,611
| +134% | +$411K |
|
|
B
581
Barrick Mining
B
$73.2B
| $603K | 0.02% |
+34,123
| New | +$740K |
|
582
Benchmark Electronics
BHE
$2.96B
| $601K | 0.02% |
+26,674
| New | +$644K |
|
|
IPG
583
DELISTED
Interpublic Group of Companies
IPG
| $597K | 0.02% |
21,720
+3,853
| +22% | +$122K |
|
584
Progressive
PGR
$125B
| $597K | 0.02% |
5,135
+2,105
| +69% | +$239K |
|
585
Pacific Biosciences
PACB
$370M
| $596K | 0.02% |
+134,862
| New | +$819K |
|
586
BellRing Brands
BRBR
$1.34B
| $595K | 0.02% |
+23,936
| New | +$585K |
|
|
NLSN
587
DELISTED
Nielsen Holdings plc
NLSN
| $592K | 0.02% |
+25,519
| New | +$653K |
|
588
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $583K | 0.02% |
5,300
-1,000
| -16% | -$113K |
|
|
ODP
589
DELISTED
ODP
ODP
| $581K | 0.02% |
+19,215
| New | +$776K |
|
|
ECHO
590
EchoStar
ECHO
$26.2B
| $581K | 0.02% |
+30,154
| New | +$681K |
|
591
MSCI
MSCI
$40.9B
| $579K | 0.02% |
+1,406
| New | +$612K |
|
592
Tractor Supply
TSCO
$18B
| $579K | 0.02% |
14,955
+9,450
| +172% | +$384K |
|
593
Liberty Global Class A
LBTYA
$3.6B
| $578K | 0.02% |
+27,504
| New | +$645K |
|
|
MODV
594
DELISTED
ModivCare
MODV
| $576K | 0.02% |
+6,828
| New | +$690K |
|
595
SSR Mining
SSRM
$6.48B
| $576K | 0.02% |
34,519
-239,952
| -87% | -$4.95M |
|
596
Aptiv
APTV
$10.3B
| $573K | 0.02% |
+6,442
| New | +$657K |
|
|
SPR
597
DELISTED
Spirit AeroSystems
SPR
| $573K | 0.02% |
19,585
+15,145
| +341% | +$542K |
|
598
Quaker Houghton
KWR
$2.92B
| $572K | 0.02% |
+3,832
| New | +$593K |
|
599
Progress Software
PRGS
$1.76B
| $571K | 0.02% |
+12,618
| New | +$601K |
|
|
AIRC
600
DELISTED
Apartment Income REIT Corp.
AIRC
| $568K | 0.02% |
+13,675
| New | +$634K |
|
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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.