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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
Cap. Flow
-$274M
Cap. Flow %
-8.32%
Top 10 Hldgs %
41.92%
Holding
1,449
New
408
Increased
282
Reduced
291
Closed
435

Top Buys

Rank Stock Value
1
RGA icon
Reinsurance Group of America
RGA
+$18.3M
2
SMH icon
VanEck Semiconductor ETF
SMH
+$13.7M
3
VNO icon
Vornado Realty Trust
VNO
+$11.3M
4
IYT icon
iShares US Transportation ETF
IYT
+$8.96M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$8.95M

Top Sells

Rank Stock Value
1
ASO icon
Academy Sports + Outdoors
ASO
+$33.7M
2
INDA icon
iShares MSCI India ETF
INDA
+$20.4M
3
NEOG icon
Neogen
NEOG
+$17.9M
4
V icon
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
DOX icon
1076
Amdocs
DOX
$6.22B
– –
-8,682
Closed -$689K
DPZ icon
1077
Domino's
DPZ
$11.6B
– –
-1,008
Closed -$312K
EBC icon
1078
Eastern Bankshares
EBC
$5.23B
– –
-106,836
Closed -$2.1M
ECPG icon
1079
Encore Capital Group
ECPG
$2.13B
– –
-40,635
Closed -$1.85M
EDIT icon
1080
Editas Medicine
EDIT
$442M
– –
-158,186
Closed -$1.94M
EFSC icon
1081
Enterprise Financial Services Corp
EFSC
$2.39B
– –
-7,622
Closed -$335K
EHAB
1082
DELISTED
Enhabit
EHAB
– –
-37,435
Closed -$525K
EMN icon
1083
Eastman Chemical
EMN
$8.42B
– –
-7,635
Closed -$542K
EMR icon
1084
Emerson Electric
EMR
$88.3B
– –
-4,896
Closed -$358K
ENVA icon
1085
Enova International
ENVA
$6.29B
– –
-15,840
Closed -$463K
EOLS icon
1086
Evolus
EOLS
$501M
– –
-11,805
Closed -$95K
EPRT icon
1087
Essential Properties Realty Trust
EPRT
$6.62B
– –
-51,190
Closed -$995K
ESNT icon
1088
Essent Group
ESNT
$6.33B
– –
-11,854
Closed -$413K
EWTX icon
1089
Edgewise Therapeutics
EWTX
$4.73B
– –
-40,494
Closed -$398K
EXC icon
1090
Exelon
EXC
$47B
– –
-59,448
Closed -$2.23M
EXEL icon
1091
Exelixis
EXEL
$13.4B
– –
-18,828
Closed -$295K
AGNT
1092
AGNT Inc
AGNT
$734M
– –
-152,145
Closed -$1.71M
EYE icon
1093
National Vision
EYE
$1.81B
– –
-31,123
Closed -$1.02M
FAF icon
1094
First American
FAF
$7.58B
– –
-15,462
Closed -$712K
FBIN icon
1095
Fortune Brands Innovations
FBIN
$6.06B
– –
-17,686
Closed -$811K
FELE icon
1096
Franklin Electric
FELE
$4.84B
– –
-12,737
Closed -$1.04M
FFIC
1097
DELISTED
Flushing Financial
FFIC
– –
-19,624
Closed -$380K
FFIN icon
1098
First Financial Bankshares
FFIN
$4.97B
– –
-26,084
Closed -$1.09M
FIGS icon
1099
FIGS
FIGS
$2.37B
– –
-92,693
Closed -$764K
FIVN icon
1100
FIVE9
FIVN
$2.54B
– –
-46,316
Closed -$3.47M
42 43
44
45 46

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SP
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BOK
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ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
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BG
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MGP
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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.