We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
576
Wyndham Hotels & Resorts
WH
$5.48B
| $838K | 0.03% |
11,750
-3,356
| -22% | -$237K |
|
577
RLJ Lodging Trust
RLJ
$1.69B
| $835K | 0.03% |
78,885
-390
| -0.5% | -$4.42K |
|
578
Dole
DOLE
$1.32B
| $835K | 0.03% |
+86,481
| New | +$788K |
|
579
Golar LNG
GLNG
$5.13B
| $834K | 0.03% |
36,604
-48,242
| -57% | -$1.21M |
|
580
MGE Energy Inc
MGEE
$3.08B
| $832K | 0.03% |
11,819
-2,510
| -18% | -$172K |
|
581
Preferred Bank
PFBC
$1.25B
| $830K | 0.03% |
11,126
+2,931
| +36% | +$214K |
|
582
Kemper
KMPR
$1.68B
| $828K | 0.03% |
16,822
+8,307
| +98% | +$418K |
|
|
HTBK
583
DELISTED
Heritage Commerce
HTBK
| $827K | 0.03% |
+63,650
| New | +$856K |
|
|
ETRN
584
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $827K | 0.03% |
+123,404
| New | +$957K |
|
585
Super Micro Computer
SMCI
$20.1B
| $825K | 0.03% |
+100,520
| New | +$765K |
|
|
EQC
586
DELISTED
Equity Commonwealth
EQC
| $825K | 0.03% |
+33,049
| New | +$845K |
|
587
Coca-Cola
KO
$375B
| $825K | 0.03% |
12,971
-10,083
| -44% | -$609K |
|
|
WWE
588
DELISTED
World Wrestling Entertainment
WWE
| $825K | 0.03% |
12,039
-3,308
| -22% | -$250K |
|
589
TJX Companies
TJX
$178B
| $824K | 0.03% |
+10,358
| New | +$765K |
|
590
PUT
Novavax
NVAX
$1.31B
| $822K | 0.03% |
+80,000
| New | +$1.41M |
|
591
Atkore
ATKR
$3.16B
| $817K | 0.02% |
+7,201
| New | +$754K |
|
|
LSXMA
592
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $817K | 0.02% |
28,273
-6,064
| -18% | -$185K |
|
|
CLDT
593
Chatham Lodging
CLDT
$586M
| $813K | 0.02% |
+66,281
| New | +$818K |
|
|
ITCI
594
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $812K | 0.02% |
+15,339
| New | +$769K |
|
595
CenterPoint Energy
CNP
$26.8B
| $808K | 0.02% |
26,949
-11,625
| -30% | -$338K |
|
596
AGCO
AGCO
$7.2B
| $803K | 0.02% |
5,792
-5,287
| -48% | -$652K |
|
597
Western Alliance Bancorporation
WAL
$8.87B
| $803K | 0.02% |
+13,480
| New | +$873K |
|
598
Stagwell
STGW
$2.24B
| $790K | 0.02% |
127,243
+49,068
| +63% | +$354K |
|
599
Brady Corp
BRC
$4.57B
| $785K | 0.02% |
16,677
-60,242
| -78% | -$2.76M |
|
600
Hertz
HTZ
$809M
| $785K | 0.02% |
+51,024
| New | +$859K |
|
Similar funds
SP
BOK
ZP
SHCM
AP
BHC
BG
MGP
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.