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 | |
|---|---|---|---|---|---|---|
726
Scansource
SCSC
$1.12B
| $527K | 0.02% |
+18,022
| New | +$535K |
|
727
Flowserve
FLS
$10.2B
| $526K | 0.02% |
+17,129
| New | +$500K |
|
728
Cathay General Bancorp
CATY
$4.24B
| $524K | 0.02% |
12,852
-5,971
| -32% | -$259K |
|
729
Under Armour Class C
UA
$2.53B
| $522K | 0.02% |
58,505
-213,241
| -78% | -$1.62M |
|
|
AEL
730
DELISTED
American Equity Investment Life Holding Company
AEL
| $512K | 0.02% |
+11,218
| New | +$452K |
|
731
Mercer International
MERC
$39.8M
| $511K | 0.02% |
+43,870
| New | +$583K |
|
732
Expro Ltd
XPRO
$1.91B
| $510K | 0.02% |
+28,118
| New | +$477K |
|
733
Pennant Group
PNTG
$1.36B
| $508K | 0.02% |
+46,226
| New | +$502K |
|
|
LGF.A
734
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $504K | 0.02% |
88,315
-43,798
| -33% | -$309K |
|
735
Corteva
CTVA
$51.3B
| $504K | 0.02% |
8,572
-2,716
| -24% | -$172K |
|
736
Marten Transport
MRTN
$1.22B
| $504K | 0.02% |
25,467
-33,498
| -57% | -$668K |
|
737
Independent Bank Corp
IBCP
$844M
| $501K | 0.02% |
+20,962
| New | +$478K |
|
|
BFS
738
Saul Centers
BFS
$841M
| $501K | 0.02% |
12,323
+4,521
| +58% | +$183K |
|
|
COUP
739
DELISTED
Coupa Software Incorporated
COUP
| $496K | 0.02% |
6,271
-52,490
| -89% | -$3.14M |
|
740
Magnite
MGNI
$3.55B
| $495K | 0.02% |
46,788
-5,491
| -11% | -$50.1K |
|
741
GitLab
GTLB
$6.58B
| $494K | 0.02% |
+10,865
| New | +$491K |
|
742
Sprouts Farmers Market
SFM
$8.01B
| $490K | 0.01% |
+15,124
| New | +$471K |
|
743
KRONOS Worldwide
KRO
$989M
| $489K | 0.01% |
52,043
-1,281
| -2% | -$12.1K |
|
744
Palomar
PLMR
$3.45B
| $487K | 0.01% |
+10,778
| New | +$734K |
|
|
CSII
745
DELISTED
Cardiovascular Systems, Inc.
CSII
| $486K | 0.01% |
35,664
+3,743
| +12% | +$52.1K |
|
746
FTI Consulting
FCN
$4.18B
| $484K | 0.01% |
3,047
+1,602
| +111% | +$267K |
|
|
INFN
747
DELISTED
Infinera Corporation Common Stock
INFN
| $481K | 0.01% |
+71,370
| New | +$433K |
|
748
Penumbra
PEN
$12.8B
| $481K | 0.01% |
2,162
-1,749
| -45% | -$342K |
|
749
Xometry
XMTR
$5.34B
| $480K | 0.01% |
+14,900
| New | +$696K |
|
750
Criteo S.A. Ordinary Shares
CRTO
$923M
| $479K | 0.01% |
+18,368
| New | +$476K |
|
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.