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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 | |
|---|---|---|---|---|---|---|
|
ARI
676
Apollo Commercial Real Estate
ARI
$885M
| $442K | 0.02% |
+42,339
| New | +$519K |
|
677
Shift4
FOUR
$3.26B
| $442K | 0.02% |
+13,378
| New | +$632K |
|
678
Comcast
CMCSA
$90B
| $441K | 0.02% |
+11,253
| New | +$483K |
|
679
loanDepot
LDI
$516M
| $440K | 0.02% |
+305,659
| New | +$825K |
|
|
SEI
680
Solaris Energy Infrastructure
SEI
$3.82B
| $440K | 0.02% |
+40,489
| New | +$487K |
|
681
Rapid7
RPD
$773M
| $439K | 0.02% |
+6,579
| New | +$544K |
|
682
GE Aerospace
GE
$384B
| $436K | 0.02% |
10,996
+1,253
| +13% | +$60.7K |
|
683
Lennar Class B
LEN.B
$20.8B
| $431K | 0.02% |
7,728
+1,222
| +19% | +$74.3K |
|
684
Asbury Automotive
ABG
$3.85B
| $428K | 0.02% |
2,532
+1,101
| +77% | +$191K |
|
685
Adeia
ADEA
$3.11B
| $428K | 0.02% |
+112,206
| New | +$470K |
|
686
Kodiak Sciences
KOD
$2.84B
| $427K | 0.02% |
55,909
-239,761
| -81% | -$1.68M |
|
|
RADA
687
DELISTED
Rada Electronic Industries Ltd
RADA
| $426K | 0.02% |
+46,142
| New | +$595K |
|
688
Saia
SAIA
$9.72B
| $424K | 0.02% |
2,256
-726
| -24% | -$146K |
|
689
i3 Verticals
IIIV
$342M
| $423K | 0.02% |
+16,910
| New | +$426K |
|
690
Expro Ltd
XPRO
$1.91B
| $420K | 0.02% |
+36,534
| New | +$522K |
|
691
Enerpac Tool Group
EPAC
$1.93B
| $419K | 0.02% |
22,046
+2,682
| +14% | +$54K |
|
692
Columbus McKinnon
CMCO
$584M
| $416K | 0.02% |
+14,690
| New | +$506K |
|
693
CenterPoint Energy
CNP
$26.8B
| $416K | 0.02% |
+14,070
| New | +$433K |
|
694
Patrick Industries
PATK
$2.85B
| $415K | 0.02% |
+12,026
| New | +$476K |
|
|
OSH
695
DELISTED
Oak Street Health, Inc.
OSH
| $415K | 0.02% |
+25,261
| New | +$491K |
|
|
HI
696
DELISTED
Hillenbrand
HI
| $413K | 0.02% |
+10,105
| New | +$422K |
|
697
Kratos Defense & Security Solutions
KTOS
$11.4B
| $412K | 0.02% |
29,708
-21,507
| -42% | -$334K |
|
|
PENG
698
Penguin Solutions Inc
PENG
$2.99B
| $412K | 0.02% |
+25,178
| New | +$574K |
|
699
Halliburton
HAL
$26.6B
| $408K | 0.02% |
+13,040
| New | +$486K |
|
|
CWAN
700
DELISTED
Clearwater Analytics
CWAN
| $407K | 0.02% |
+33,839
| New | +$547K |
|
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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.