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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
-10.98%
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
$2.47B
AUM Growth
-$428M
Cap. Flow
-$644M
Cap. Flow %
-26.08%
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363

Top Buys

Rank Stock Value
1
DVN icon
Devon Energy
DVN
+$25M
2
MSFT icon
Microsoft
MSFT
+$15M
3
IOVA icon
Iovance Biotherapeutics
IOVA
+$12.1M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$11M
5
SHAK icon
Shake Shack
SHAK
+$8.28M

Top Sells

Rank Stock Value
1
C icon
Citigroup
C
+$18.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17.5M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$15.4M
4
ASO icon
Academy Sports + Outdoors
ASO
+$13.7M
5
VTV icon
Vanguard Morningstar Value ETF
VTV
+$10.3M

Sector Composition

Rank Sector Weight
1 Technology 10.59%
2 Healthcare 7.22%
3 Consumer Discretionary 7.01%
4 Financials 6.12%
5 Industrials 5.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BIO icon
976
Bio-Rad Laboratories Class A
BIO
$9.42B
– –
-411
Closed -$231K
BNY
977
Bank of New York Mellon
BNY
$107B
– –
-33,132
Closed -$1.64M
BKSY.WS icon
978
BlackSky Technology Inc Warrants
BKSY.WS
$65.9K
– –
-388,810
Closed -$108K
BLFS icon
979
BioLife Solutions
BLFS
$1.7B
– –
-19,537
Closed -$444K
BMY icon
980
Bristol-Myers Squibb
BMY
$132B
– –
-3,791
Closed -$276K
BNED icon
981
Barnes & Noble Education
BNED
$443M
– –
-181
Closed -$64K
BOX icon
982
Box
BOX
$4.6B
– –
-39,839
Closed -$1.16M
BRKL
983
DELISTED
Brookline Bancorp
BRKL
– –
-16,174
Closed -$255K
BTAI icon
984
BioXcel Therapeutics
BTAI
$27.8M
– –
-2,682
Closed -$897K
BWXT icon
985
BWX Technologies
BWXT
$15.6B
– –
-39,145
Closed -$2.11M
BXC icon
986
BlueLinx
BXC
$706M
– –
-5,664
Closed -$407K
BYD icon
987
Boyd Gaming
BYD
$6.06B
– –
-9,736
Closed -$640K
C icon
988
Citigroup
C
$226B
– –
-354,071
Closed -$18.9M
CACI icon
989
CACI
CACI
$14.2B
– –
-1,180
Closed -$355K
CAKE icon
990
Cheesecake Factory
CAKE
$5.33B
– –
-5,466
Closed -$217K
CBSH icon
991
Commerce Bancshares
CBSH
$8.5B
– –
-12,580
Closed -$740K
CCEP icon
992
Coca-Cola Europacific Partners
CCEP
$47.9B
– –
-9,755
Closed -$474K
CERS icon
993
Cerus
CERS
$474M
– –
-22,672
Closed -$124K
CG icon
994
Carlyle Group
CG
$17.2B
– –
-30,767
Closed -$1.5M
CHCO icon
995
City Holding Co
CHCO
$2.04B
– –
-6,417
Closed -$505K
CHH icon
996
Choice Hotels
CHH
$4.8B
– –
-3,155
Closed -$447K
CHTR icon
997
Charter Communications
CHTR
$18.2B
– –
-2,367
Closed -$1.29M
CIM
998
Chimera Investment
CIM
$1B
– –
-4,722
Closed -$170K
CLF icon
999
Cleveland-Cliffs
CLF
$6.99B
– –
-20,139
Closed -$648K
CMS icon
1000
CMS Energy
CMS
$22.3B
– –
-10,154
Closed -$710K
38 39
40
41 42

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BOK
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AP
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BHC
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MGP
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Graham Capital Management's Q2 2022 Portfolio in Review

As of Q2 2022, Graham Capital Management held 1,336 positions worth $2.47B, down 15% from $2.9B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Graham Capital Management withdrew a net $644M in Q2 2022, closing 363 positions and reducing 145 holdings. Its most notable exit was Citigroup, an estimated $18.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 5.9% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in Devon Energy worth $21.1M.

  • Graham Capital Management's largest Q2 2022 buy was Devon Energy: 383,375 shares worth $21.1M.
  • Graham Capital Management added most to Microsoft in Q2 2022, an estimated $15M increase.
  • Graham Capital Management's biggest Q2 2022 reduction was Academy Sports + Outdoors, cutting an estimated $13.7M.
  • Graham Capital Management fully exited Citigroup in Q2 2022, selling an estimated $18.9M.
  • Graham Capital Management's ten largest holdings make up 34% of its $2.47B portfolio in Q2 2022.
  • Graham Capital Management opened 466 new positions and closed 363 in Q2 2022.
  • Graham Capital Management's portfolio value fell 15% quarter-over-quarter to $2.47B.

Based on Graham Capital Management's 13F filing for Q2 2022, filed 15 Aug 2022.