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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 | |
|---|---|---|---|---|---|---|
601
Oscar Health
OSCR
$8.61B
| $785K | 0.02% |
319,130
+116,623
| +58% | +$365K |
|
602
Lennar Class B
LEN.B
$20.8B
| $783K | 0.02% |
+11,011
| New | +$715K |
|
|
VRAY
603
DELISTED
ViewRay, Inc.
VRAY
| $781K | 0.02% |
174,382
+129,155
| +286% | +$562K |
|
604
Owens Corning
OC
$12.4B
| $779K | 0.02% |
+9,135
| New | +$801K |
|
605
FirstCash
FCFS
$8.78B
| $777K | 0.02% |
+8,944
| New | +$792K |
|
|
HIBB
606
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $775K | 0.02% |
+11,357
| New | +$708K |
|
607
Core Laboratories
CLB
$521M
| $774K | 0.02% |
38,191
-7,777
| -17% | -$151K |
|
608
ACI Worldwide
ACIW
$5.42B
| $774K | 0.02% |
33,644
-55,465
| -62% | -$1.19M |
|
609
News Corp Class B
NWS
$17.5B
| $772K | 0.02% |
41,877
+4,520
| +12% | +$79.7K |
|
610
Watts Water Technologies
WTS
$13.1B
| $769K | 0.02% |
5,260
-2,182
| -29% | -$314K |
|
611
America's Car Mart
CRMT
$26.9M
| $766K | 0.02% |
10,607
-3,581
| -25% | -$243K |
|
612
Employers Holdings
EIG
$889M
| $756K | 0.02% |
+17,526
| New | +$722K |
|
|
TUP
613
DELISTED
Tupperware Brands Corporation
TUP
| $751K | 0.02% |
+181,445
| New | +$973K |
|
614
Okta
OKTA
$25.8B
| $750K | 0.02% |
10,974
+1,812
| +20% | +$103K |
|
615
Ennis
EBF
$564M
| $745K | 0.02% |
33,625
-3,156
| -9% | -$70K |
|
616
Sysco
SYY
$40.3B
| $743K | 0.02% |
+9,720
| New | +$785K |
|
|
CSW
617
CSW Industrials
CSW
$5.71B
| $743K | 0.02% |
+6,406
| New | +$766K |
|
|
HCCI
618
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $739K | 0.02% |
+22,746
| New | +$684K |
|
619
GoodRx Holdings
GDRX
$1.26B
| $738K | 0.02% |
+158,396
| New | +$780K |
|
|
JAMF
620
DELISTED
Jamf
JAMF
| $736K | 0.02% |
+34,555
| New | +$760K |
|
621
Vishay Intertechnology
VSH
$5.43B
| $735K | 0.02% |
+34,064
| New | +$719K |
|
622
Upland Software
UPLD
$15.4M
| $732K | 0.02% |
10,262
+6,685
| +187% | +$498K |
|
623
Green Brick Partners
GRBK
$3.14B
| $731K | 0.02% |
30,156
-127,538
| -81% | -$2.95M |
|
624
Lindblad Expeditions
LIND
$2.22B
| $728K | 0.02% |
+94,518
| New | +$798K |
|
625
Old Dominion Freight Line
ODFL
$44.9B
| $724K | 0.02% |
5,102
+2,850
| +127% | +$405K |
|
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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.