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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 | |
|---|---|---|---|---|---|---|
876
PG&E
PCG
$38B
| $294K | 0.01% |
+18,072
| New | +$273K |
|
|
UBA
877
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $293K | 0.01% |
+15,476
| New | +$283K |
|
878
MetLife
MET
$62.3B
| $291K | 0.01% |
+4,025
| New | +$288K |
|
|
SWI
879
DELISTED
SolarWinds Corporation Common Stock
SWI
| $291K | 0.01% |
+31,112
| New | +$272K |
|
880
Dick's Sporting Goods
DKS
$19.1B
| $290K | 0.01% |
+2,411
| New | +$272K |
|
881
Bank of N.T. Butterfield & Son
NTB
$2.44B
| $289K | 0.01% |
+9,693
| New | +$320K |
|
882
SPX Corp
SPXC
$10.7B
| $289K | 0.01% |
+4,401
| New | +$288K |
|
883
TaskUs
TASK
$649M
| $289K | 0.01% |
+17,086
| New | +$321K |
|
884
OptimizeRx
OPRX
$130M
| $288K | 0.01% |
17,170
-51,905
| -75% | -$898K |
|
885
KB Home
KBH
$3.47B
| $288K | 0.01% |
+9,045
| New | +$269K |
|
886
Hawkins
HWKN
$2.71B
| $287K | 0.01% |
7,447
-169
| -2% | -$6.96K |
|
887
Abbott
ABT
$188B
| $286K | 0.01% |
2,609
+372
| +17% | +$38.5K |
|
888
DMC Global
BOOM
$157M
| $285K | 0.01% |
+14,656
| New | +$271K |
|
889
Pebblebrook Hotel Trust
PEB
$2.01B
| $284K | 0.01% |
21,204
-78,028
| -79% | -$1.19M |
|
890
UMB Financial
UMBF
$11.1B
| $283K | 0.01% |
3,388
-16,849
| -83% | -$1.42M |
|
891
Elanco Animal Health
ELAN
$10.9B
| $282K | 0.01% |
23,058
-204,949
| -90% | -$2.55M |
|
892
Rexford Industrial Realty
REXR
$8.05B
| $279K | 0.01% |
5,100
-16,486
| -76% | -$889K |
|
|
CWAN
893
DELISTED
Clearwater Analytics
CWAN
| $278K | 0.01% |
14,824
-5,655
| -28% | -$97.9K |
|
894
Codexis
CDXS
$163M
| $277K | 0.01% |
+59,403
| New | +$326K |
|
|
VWE
895
DELISTED
Vintage Wine Estates, Inc. Common Stock
VWE
| $276K | 0.01% |
84,811
-41,758
| -33% | -$128K |
|
896
Revolve Group
RVLV
$1.74B
| $275K | 0.01% |
+12,358
| New | +$297K |
|
897
IDT Corp
IDT
$1.61B
| $274K | 0.01% |
+9,710
| New | +$260K |
|
|
WW
898
DELISTED
WW International
WW
| $273K | 0.01% |
70,684
+19,583
| +38% | +$78.5K |
|
|
PLYM
899
DELISTED
Plymouth Industrial REIT
PLYM
| $272K | 0.01% |
+14,167
| New | +$268K |
|
900
On Holding
ONON
$12.8B
| $271K | 0.01% |
+15,778
| New | +$276K |
|
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BG
CA
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.