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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 | |
|---|---|---|---|---|---|---|
926
Malibu Boats
MBUU
$567M
| $225K | 0.01% |
+4,224
| New | +$227K |
|
927
United Rentals
URI
$72.4B
| $224K | 0.01% |
629
-10,023
| -94% | -$3.29M |
|
928
Repay Holdings
RPAY
$327M
| $223K | 0.01% |
+27,731
| New | +$199K |
|
929
Matthews International
MATW
$739M
| $223K | 0.01% |
+7,311
| New | +$205K |
|
930
Constellium
CSTM
$3.99B
| $222K | 0.01% |
18,760
-4,313
| -19% | -$50.4K |
|
931
Radian Group
RDN
$4.93B
| $222K | 0.01% |
+11,627
| New | +$226K |
|
932
Armstrong World Industries
AWI
$7.84B
| $219K | 0.01% |
3,197
-7,581
| -70% | -$573K |
|
933
CNB Financial Corp
CCNE
$1.03B
| $219K | 0.01% |
+9,186
| New | +$227K |
|
934
MacroGenics
MGNX
$257M
| $218K | 0.01% |
32,451
-172,899
| -84% | -$948K |
|
935
Advance Auto Parts
AAP
$3.49B
| $214K | 0.01% |
+1,454
| New | +$235K |
|
936
Liquidity Services
LQDT
$1.32B
| $214K | 0.01% |
+15,193
| New | +$244K |
|
937
Aviat Networks
AVNW
$273M
| $214K | 0.01% |
+6,847
| New | +$208K |
|
938
Kilroy Realty
KRC
$4.42B
| $212K | 0.01% |
5,487
-8,633
| -61% | -$355K |
|
939
Afya
AFYA
$1.27B
| $210K | 0.01% |
+13,471
| New | +$200K |
|
940
UNIFI
UFI
$134M
| $210K | 0.01% |
+24,397
| New | +$210K |
|
941
SouthState Bank Corp
SSB
$10.5B
| $204K | 0.01% |
+2,673
| New | +$224K |
|
|
FFWM
942
DELISTED
First Foundation Inc
FFWM
| $204K | 0.01% |
+14,223
| New | +$220K |
|
943
Ameresco
AMRC
$1.36B
| $203K | 0.01% |
3,558
-662
| -16% | -$40.3K |
|
944
Old Second Bancorp
OSBC
$1.29B
| $202K | 0.01% |
+12,614
| New | +$202K |
|
945
OraSure Technologies
OSUR
$279M
| $202K | 0.01% |
41,928
-214,415
| -84% | -$983K |
|
946
E.W. Scripps
SSP
$304M
| $202K | 0.01% |
+15,308
| New | +$211K |
|
947
DNOW Inc
DNOW
$2.99B
| $201K | 0.01% |
+15,857
| New | +$192K |
|
948
Douglas Elliman
DOUG
$162M
| $200K | 0.01% |
+51,635
| New | +$206K |
|
949
FerroAtlántica
GSM
$839M
| $199K | 0.01% |
+51,600
| New | +$257K |
|
950
Warner Bros
WBD
$67.1B
| $197K | 0.01% |
+20,737
| New | +$234K |
|
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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.