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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
Cap. Flow
-$274M
Cap. Flow %
-8.32%
Top 10 Hldgs %
41.92%
Holding
1,449
New
408
Increased
282
Reduced
291
Closed
435

Top Buys

Rank Stock Value
1
RGA icon
Reinsurance Group of America
RGA
+$18.3M
2
SMH icon
VanEck Semiconductor ETF
SMH
+$13.7M
3
VNO icon
Vornado Realty Trust
VNO
+$11.3M
4
IYT icon
iShares US Transportation ETF
IYT
+$8.96M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$8.95M

Top Sells

Rank Stock Value
1
ASO icon
Academy Sports + Outdoors
ASO
+$33.7M
2
INDA icon
iShares MSCI India ETF
INDA
+$20.4M
3
NEOG icon
Neogen
NEOG
+$17.9M
4
V icon
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
LAUR icon
626
Laureate Education
LAUR
$5.28B
$721K 0.02%
+74,995
New +$810K
APPF icon
627
AppFolio
APPF
$7.04B
$721K 0.02%
+6,840
New +$761K
NWE icon
628
NorthWestern Energy
NWE
$4.43B
$718K 0.02%
12,093
-30,218
-71% -$1.65M
RAMP icon
629
LiveRamp
RAMP
$2.3B
$716K 0.02%
30,551
-42,584
-58% -$860K
PD icon
630
PagerDuty
PD
$902M
$715K 0.02%
26,938
-47,688
-64% -$1.13M
MO icon
631
Altria Group
MO
$114B
$715K 0.02%
+15,634
New +$708K
CXM icon
632
Sprinklr
CXM
$1.61B
$714K 0.02%
87,367
-9,897
-10% -$85.7K
TDC icon
633
Teradata
TDC
$2.55B
$713K 0.02%
21,186
-35,225
-62% -$1.13M
BRKR icon
634
Bruker
BRKR
$8.14B
$711K 0.02%
10,401
-9,105
-47% -$578K
QDEL icon
635
QuidelOrtho
QDEL
$838M
$711K 0.02%
+8,297
New +$703K
JYNT icon
636
The Joint Corp
JYNT
$119M
$709K 0.02%
50,708
+20,656
+69% +$319K
SPNT icon
637
SiriusPoint
SPNT
$2.68B
$707K 0.02%
119,855
+46,585
+64% +$274K
JELD icon
638
JELD-WEN Holding
JELD
$164M
$705K 0.02%
73,064
-48,439
-40% -$470K
PJT icon
639
PJT Partners
PJT
$4.38B
$701K 0.02%
9,507
+2,497
+36% +$187K
MCFT icon
640
MasterCraft Boat Holdings
MCFT
$590M
$700K 0.02%
+27,052
New +$639K
JACK icon
641
Jack in the Box
JACK
$335M
$699K 0.02%
+10,252
New +$788K
DCI icon
642
Donaldson
DCI
$11.4B
$699K 0.02%
+11,875
New +$680K
OPLN
643
Openlane
OPLN
$4.54B
$695K 0.02%
53,274
-20,451
-28% -$274K
ACCO icon
644
Acco Brands
ACCO
$407M
$694K 0.02%
124,228
-98,375
-44% -$511K
ENS icon
645
EnerSys
ENS
$6.99B
$693K 0.02%
+9,381
New +$655K
CSGS
646
DELISTED
CSG Systems International
CSGS
$692K 0.02%
+12,101
New +$711K
EIX icon
647
Edison International
EIX
$26.4B
$690K 0.02%
10,839
-14,399
-57% -$884K
FIVE icon
648
Five Below
FIVE
$13.5B
$689K 0.02%
+3,897
New +$613K
STWD icon
649
Starwood Property Trust
STWD
$6.09B
$688K 0.02%
+37,551
New +$748K
ATO icon
650
Atmos Energy
ATO
$28.8B
$686K 0.02%
6,119
+1,206
+25% +$133K
24 25
26
27 28

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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.