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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 | |
|---|---|---|---|---|---|---|
1001
American International
AIG
$41.3B
| – | – |
-22,145
| Closed | -$1.05M |
|
1002
Albany International
AIN
$1.78B
| – | – |
-8,171
| Closed | -$644K |
|
1003
AAR Corp
AIR
$5.76B
| – | – |
-66,306
| Closed | -$2.38M |
|
1004
Aldeyra Therapeutics
ALDX
$93.5M
| – | – |
-41,590
| Closed | -$222K |
|
1005
Alector
ALEC
$199M
| – | – |
-45,580
| Closed | -$431K |
|
1006
Allogene Therapeutics
ALLO
$694M
| – | – |
-103,895
| Closed | -$1.12M |
|
1007
Alnylam Pharmaceuticals
ALNY
$29.3B
| – | – |
-11,940
| Closed | -$2.39M |
|
1008
Applied Materials
AMAT
$428B
| – | – |
-2,791
| Closed | -$228K |
|
1009
Ametek
AME
$58.2B
| – | – |
-17,015
| Closed | -$1.93M |
|
1010
AMERISAFE
AMSF
$540M
| – | – |
-15,568
| Closed | -$727K |
|
1011
AutoNation
AN
$6.92B
| – | – |
-7,150
| Closed | -$728K |
|
1012
Angi Inc
ANGI
$196M
| – | – |
-6,145
| Closed | -$181K |
|
|
ANSS
1013
DELISTED
Ansys
ANSS
| – | – |
-6,716
| Closed | -$1.49M |
|
1014
Artivion
AORT
$1.32B
| – | – |
-15,033
| Closed | -$208K |
|
1015
APA Corp
APA
$13.2B
| – | – |
-29,765
| Closed | -$1.02M |
|
1016
Apollo Global Management
APO
$73.4B
| – | – |
-14,829
| Closed | -$689K |
|
1017
Aramark
ARMK
$14.7B
| – | – |
-61,599
| Closed | -$1.39M |
|
1018
Arvinas
ARVN
$572M
| – | – |
-6,934
| Closed | -$308K |
|
|
1019
PUT
Academy Sports + Outdoors
ASO
$2.98B
| – | – |
-119,000
| Closed | -$5.02M |
|
1020
AeroVironment
AVAV
$9.45B
| – | – |
-4,773
| Closed | -$397K |
|
1021
Atea Pharmaceuticals
AVIR
$420M
| – | – |
-149,973
| Closed | -$853K |
|
1022
Avient
AVNT
$4.19B
| – | – |
-47,571
| Closed | -$1.44M |
|
1023
Avantor
AVTR
$9.19B
| – | – |
-37,588
| Closed | -$736K |
|
1024
Avery Dennison
AVY
$13.4B
| – | – |
-5,826
| Closed | -$947K |
|
1025
Axos Financial
AX
$5.68B
| – | – |
-24,895
| Closed | -$852K |
|
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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.