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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
DT icon
1026
Dynatrace
DT
$14.2B
– –
-26,099
Closed -$1.23M
DTIL icon
1027
Precision BioSciences
DTIL
$207M
– –
-3,160
Closed -$291K
DV icon
1028
DoubleVerify
DV
$2.03B
– –
-16,607
Closed -$417K
DXC icon
1029
DXC Technology
DXC
$1.73B
– –
-27,114
Closed -$884K
ECPG icon
1030
Encore Capital Group
ECPG
$2.13B
– –
-7,915
Closed -$496K
EFSC icon
1031
Enterprise Financial Services Corp
EFSC
$2.39B
– –
-7,485
Closed -$354K
EMB icon
1032
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
– –
-22,000
Closed -$2.15M
EME icon
1033
Emcor
EME
$36B
– –
-3,126
Closed -$352K
EMN icon
1034
Eastman Chemical
EMN
$8.42B
– –
-6,162
Closed -$690K
ENSG icon
1035
The Ensign Group
ENSG
$10.7B
– –
-5,246
Closed -$472K
ENVA icon
1036
Enova International
ENVA
$6.29B
– –
-9,794
Closed -$371K
EOLS icon
1037
Evolus
EOLS
$501M
– –
-26,082
Closed -$292K
ES icon
1038
Eversource Energy
ES
$27.2B
– –
-3,155
Closed -$278K
EVR icon
1039
Evercore
EVR
$11.8B
– –
-1,884
Closed -$209K
EVRI
1040
DELISTED
Everi Holdings
EVRI
– –
-47,331
Closed -$993K
EWZ icon
1041
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
– –
-200,000
Closed -$7.56M
AGNT
1042
AGNT Inc
AGNT
$734M
– –
-29,006
Closed -$614K
EXTR icon
1043
Extreme Networks
EXTR
$3.15B
– –
-104,072
Closed -$1.27M
FHN icon
1044
First Horizon
FHN
$12.1B
– –
-24,645
Closed -$578K
FIGS icon
1045
FIGS
FIGS
$2.37B
– –
-12,506
Closed -$269K
FLGT icon
1046
Fulgent Genetics
FLGT
$527M
– –
-4,721
Closed -$294K
FN icon
1047
Fabrinet
FN
$20.1B
– –
-12,716
Closed -$1.34M
FND icon
1048
Floor & Decor
FND
$6.68B
– –
-7,278
Closed -$589K
FNKO icon
1049
Funko
FNKO
$328M
– –
-69,841
Closed -$1.2M
FROG icon
1050
JFrog
FROG
$10.8B
– –
-32,574
Closed -$877K
40 41
42
43 44

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SP
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BOK
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ZP
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SHCM
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AP
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BHC
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BG
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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.