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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 | |
|---|---|---|---|---|---|---|
826
ANI Pharmaceuticals
ANIP
$1.73B
| $352K | 0.01% |
+8,744
| New | +$328K |
|
827
NVR
NVR
$16.7B
| $351K | 0.01% |
+76
| New | +$334K |
|
828
Allegro MicroSystems
ALGM
$8.13B
| $348K | 0.01% |
+11,598
| New | +$316K |
|
|
INDT
829
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $347K | 0.01% |
+5,472
| New | +$311K |
|
|
LL
830
DELISTED
LL Flooring Holdings, Inc.
LL
| $343K | 0.01% |
+61,039
| New | +$428K |
|
831
Apple Hospitality REIT
APLE
$3.74B
| $343K | 0.01% |
21,712
-100,232
| -82% | -$1.62M |
|
832
Sphere Entertainment
SPHR
$5.77B
| $342K | 0.01% |
+7,599
| New | +$344K |
|
833
Arrow Electronics
ARW
$10.4B
| $341K | 0.01% |
3,258
-11,815
| -78% | -$1.22M |
|
834
Sherwin-Williams
SHW
$88B
| $339K | 0.01% |
+1,430
| New | +$331K |
|
835
AdvanSix
ASIX
$441M
| $339K | 0.01% |
8,911
-123
| -1% | -$4.61K |
|
836
National Presto Industries
NPK
$990M
| $336K | 0.01% |
4,902
-1,191
| -20% | -$81.4K |
|
837
Phibro Animal Health
PAHC
$1.35B
| $334K | 0.01% |
24,942
-40,638
| -62% | -$545K |
|
838
Vaalco Energy
EGY
$601M
| $333K | 0.01% |
72,994
-467,761
| -87% | -$2.35M |
|
839
Sterling Infrastructure
STRL
$16.8B
| $332K | 0.01% |
+10,130
| New | +$298K |
|
840
Franklin Covey
FC
$244M
| $329K | 0.01% |
+7,039
| New | +$343K |
|
841
CNA Financial
CNA
$14B
| $325K | 0.01% |
7,694
-22,970
| -75% | -$942K |
|
842
AirSculpt Technologies
AIRS
$181M
| $324K | 0.01% |
+87,607
| New | +$407K |
|
|
HT
843
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $323K | 0.01% |
37,915
-53,561
| -59% | -$480K |
|
844
RE/MAX Holdings
RMAX
$234M
| $323K | 0.01% |
+17,309
| New | +$330K |
|
|
PTVE
845
DELISTED
Pactiv Evergreen Inc. Common stock
PTVE
| $321K | 0.01% |
28,270
-42,501
| -60% | -$464K |
|
846
Bio-Techne
TECH
$11.3B
| $321K | 0.01% |
+3,869
| New | +$307K |
|
847
EPAM Systems
EPAM
$5.05B
| $320K | 0.01% |
+976
| New | +$332K |
|
848
Clearfield
CLFD
$378M
| $320K | 0.01% |
3,395
+346
| +11% | +$36.5K |
|
849
Martin Marietta Materials
MLM
$32.9B
| $319K | 0.01% |
+944
| New | +$322K |
|
850
Boot Barn
BOOT
$5.05B
| $318K | 0.01% |
+5,089
| New | +$305K |
|
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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.