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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
Cap. Flow
-$644M
Cap. Flow %
-26.08%
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363

Top Buys

Rank Stock Value
1
DVN icon
Devon Energy
DVN
+$25M
2
MSFT icon
Microsoft
MSFT
+$15M
3
IOVA icon
Iovance Biotherapeutics
IOVA
+$12.1M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$11M
5
SHAK icon
Shake Shack
SHAK
+$8.28M

Top Sells

Rank Stock Value
1
C icon
Citigroup
C
+$18.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17.5M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$15.4M
4
ASO icon
Academy Sports + Outdoors
ASO
+$13.7M
5
VTV icon
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
LXP icon
51
LXP Industrial Trust
LXP
$3.57B
$4.3M 0.17%
+80,142
New +$4.82M
NEOG icon
52
Neogen
NEOG
$2.46B
$4.23M 0.17%
175,536
+145,847
+491% +$3.91M
RKLB icon
53
Rocket Lab Corp
RKLB
$47.3B
$4.15M 0.17%
+1,096,257
New +$6.45M
ADM icon
54
Archer Daniels Midland
ADM
$37.4B
$4.12M 0.17%
53,059
+15,923
+43% +$1.39M
OTLY
55
Oatly Group
OTLY
$437M
$4.12M 0.17%
59,496
+52,912
+804% +$4.13M
MU icon
56
Micron Technology
MU
$996B
$4.11M 0.17%
+74,282
New +$5.04M
CBRE icon
57
CBRE Group
CBRE
$42.7B
$4.03M 0.16%
54,761
+48,804
+819% +$3.93M
VRTX icon
58
Vertex Pharmaceuticals
VRTX
$123B
$4.02M 0.16%
14,283
+11,624
+437% +$3.11M
UNVR
59
DELISTED
Univar Solutions Inc.
UNVR
$4.01M 0.16%
161,341
+111,545
+224% +$3.28M
EEM icon
60
iShares MSCI Emerging Markets ETF
EEM
$29.2B
$4.01M 0.16%
+100,000
New +$4.2M
XBI icon
61
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$3.94M 0.16%
53,000
-40,000
-43% -$3M
BBIO icon
62
BridgeBio Pharma
BBIO
$16.2B
$3.91M 0.16%
430,271
-113,941
-21% -$953K
ADI icon
63
Analog Devices
ADI
$184B
$3.83M 0.16%
26,228
+8,018
+44% +$1.26M
ICLN icon
64
iShares Global Clean Energy ETF
ICLN
$2.37B
$3.81M 0.15%
200,000
-130,000
-39% -$2.53M
AMD icon
65
Advanced Micro Devices
AMD
$798B
$3.78M 0.15%
49,431
+15,367
+45% +$1.44M
SHLS icon
66
Shoals Technologies Group
SHLS
$1.45B
$3.77M 0.15%
229,108
+212,113
+1,248% +$3.13M
CVSA
67
Covista Inc
CVSA
$4.23B
$3.77M 0.15%
+104,762
New +$3.3M
TALO icon
68
Talos Energy
TALO
$2.35B
$3.75M 0.15%
242,197
+194,150
+404% +$3.78M
PXD
69
DELISTED
Pioneer Natural Resource Co.
PXD
$3.65M 0.15%
+16,380
New +$4.16M
RNG icon
70
RingCentral
RNG
$5.18B
$3.61M 0.15%
69,093
+58,295
+540% +$4.42M
ORCL icon
71
Oracle
ORCL
$413B
$3.6M 0.15%
51,531
+18,979
+58% +$1.39M
MMM icon
72
3M
MMM
$93.2B
$3.59M 0.15%
33,142
+30,235
+1,040% +$3.65M
FANG icon
73
Diamondback Energy
FANG
$53.1B
$3.52M 0.14%
+29,100
New +$3.99M
FDS icon
74
Factset
FDS
$9.77B
$3.44M 0.14%
8,944
+5,900
+194% +$2.31M
PINC
75
DELISTED
Premier
PINC
$3.39M 0.14%
95,043
+61,977
+187% +$2.27M
1 2
3
4 5

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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.