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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 | |
|---|---|---|---|---|---|---|
|
AHT
751
Ashford Hospitality Trust
AHT
$21M
| $475K | 0.01% |
+10,623
| New | +$684K |
|
752
Ducommun
DCO
$2.98B
| $475K | 0.01% |
+9,503
| New | +$452K |
|
|
AEVA
753
Aeva Technologies
AEVA
$1.86B
| $473K | 0.01% |
69,601
-16,887
| -20% | -$148K |
|
754
Booking.com
BKNG
$161B
| $472K | 0.01% |
5,850
-23,950
| -80% | -$1.82M |
|
755
Resources Connection
RGP
$145M
| $469K | 0.01% |
+25,491
| New | +$469K |
|
756
TransUnion
TRU
$15.3B
| $468K | 0.01% |
8,249
-26,977
| -77% | -$1.58M |
|
757
Primoris Services
PRIM
$4.45B
| $462K | 0.01% |
21,056
-5,975
| -22% | -$121K |
|
758
N-able
NABL
$940M
| $460K | 0.01% |
+44,787
| New | +$478K |
|
759
DTE Energy
DTE
$29.1B
| $456K | 0.01% |
+3,882
| New | +$440K |
|
760
National Fuel Gas
NFG
$7.65B
| $451K | 0.01% |
7,126
-947
| -12% | -$61K |
|
|
GOLD
761
Gold.com Inc
GOLD
$1.26B
| $448K | 0.01% |
+12,900
| New | +$408K |
|
762
Arlo Technologies
ARLO
$1.65B
| $447K | 0.01% |
+127,402
| New | +$524K |
|
763
Werner Enterprises
WERN
$2.25B
| $446K | 0.01% |
11,086
-41,988
| -79% | -$1.71M |
|
764
Dolby
DLB
$5.79B
| $446K | 0.01% |
6,325
-22,801
| -78% | -$1.57M |
|
|
NSA
765
DELISTED
National Storage Affiliates Trust
NSA
| $445K | 0.01% |
+12,331
| New | +$482K |
|
766
ESAB
ESAB
$5.71B
| $444K | 0.01% |
+9,471
| New | +$396K |
|
767
Principal Financial Group
PFG
$24.3B
| $444K | 0.01% |
+5,286
| New | +$453K |
|
768
James River Group Holdings
JRVR
$217M
| $433K | 0.01% |
20,731
-8,258
| -28% | -$189K |
|
|
SCHW
769
Charles Schwab
SCHW
$187B
| $433K | 0.01% |
+5,198
| New | +$403K |
|
770
Spire
SR
$4.85B
| $432K | 0.01% |
+6,272
| New | +$427K |
|
|
MODV
771
DELISTED
ModivCare
MODV
| $430K | 0.01% |
+4,790
| New | +$427K |
|
772
MSCI
MSCI
$40.9B
| $427K | 0.01% |
919
-1,090
| -54% | -$507K |
|
|
ESMT
773
DELISTED
EngageSmart, Inc.
ESMT
| $427K | 0.01% |
+24,238
| New | +$445K |
|
774
Harley-Davidson
HOG
$2.71B
| $426K | 0.01% |
+10,250
| New | +$436K |
|
|
TCS
775
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $425K | 0.01% |
+6,575
| New | +$476K |
|
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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.