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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
LGND icon
801
Ligand Pharmaceuticals
LGND
$6.29B
$393K 0.01%
+5,876
New +$382K
CSR
802
Centerspace
CSR
$932M
$392K 0.01%
6,674
-3,526
-35% -$228K
YUM icon
803
Yum! Brands
YUM
$40.2B
$391K 0.01%
3,055
-15,822
-84% -$1.92M
BALY icon
804
Bally's
BALY
$649M
$386K 0.01%
+19,899
New +$437K
FORG
805
DELISTED
ForgeRock, Inc.
FORG
$385K 0.01%
+16,902
New +$368K
HHH icon
806
Howard Hughes
HHH
$3.95B
$385K 0.01%
+5,283
New +$336K
OSW icon
807
OneSpaWorld
OSW
$2.64B
$385K 0.01%
+41,225
New +$390K
SD icon
808
SandRidge Energy
SD
$518M
$384K 0.01%
22,546
-115,470
-84% -$2.16M
LGF.B
809
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$384K 0.01%
70,690
+33,003
+88% +$219K
HNI icon
810
HNI Corp
HNI
$3.56B
$382K 0.01%
+13,433
New +$382K
IBOC icon
811
International Bancshares
IBOC
$4.54B
$381K 0.01%
+8,316
New +$400K
TRTX
812
TPG RE Finance Trust
TRTX
$608M
$374K 0.01%
55,104
-34,132
-38% -$252K
TPG icon
813
TPG
TPG
$7.85B
$374K 0.01%
+13,441
New +$423K
COUR icon
814
Coursera
COUR
$1.53B
$371K 0.01%
+31,342
New +$395K
GIS icon
815
General Mills
GIS
$19.8B
$366K 0.01%
4,366
-3,462
-44% -$282K
SFIX
816
Stitch Fix
SFIX
$547M
$365K 0.01%
+117,513
New +$440K
USNA icon
817
Usana Health Sciences
USNA
$268M
$363K 0.01%
+6,826
New +$370K
BHF icon
818
Brighthouse Financial
BHF
$3.43B
$363K 0.01%
7,078
-19,865
-74% -$1.04M
GIII icon
819
G-III Apparel Group
GIII
$1.48B
$361K 0.01%
+26,309
New +$443K
LQD icon
820
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
$358K 0.01%
3,400
-1,800
-35% -$188K
HUN icon
821
Huntsman Corp
HUN
$1.77B
$356K 0.01%
12,963
-25,227
-66% -$686K
CDW icon
822
CDW
CDW
$17.1B
$354K 0.01%
1,981
-4,694
-70% -$825K
HURN icon
823
Huron Consulting
HURN
$2.44B
$353K 0.01%
+4,858
New +$357K
PRMW
824
DELISTED
Primo Water Corporation
PRMW
$353K 0.01%
22,684
-16,157
-42% -$235K
GMS
825
DELISTED
GMS Inc
GMS
$352K 0.01%
7,075
-65,318
-90% -$3.13M
31 32
33
34 35

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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.