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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
KOPN icon
1101
Kopin
KOPN
$791M
– –
-44,097
Closed -$111K
KREF
1102
KKR Real Estate Finance Trust
KREF
$499M
– –
-145,246
Closed -$2.99M
KURA icon
1103
Kura Oncology
KURA
$850M
– –
-14,376
Closed -$231K
L icon
1104
Loews
L
$23.6B
– –
-16,687
Closed -$1.08M
LAD icon
1105
Lithia Motors
LAD
$8.26B
– –
-2,527
Closed -$758K
LILA icon
1106
Liberty Latin America Class A
LILA
$1.67B
– –
-22,454
Closed -$147K
LILAK icon
1107
Liberty Latin America Class C
LILAK
$1.64B
– –
-38,099
Closed -$332K
LIN icon
1108
Linde
LIN
$226B
– –
-1,956
Closed -$624K
LIVN icon
1109
LivaNova
LIVN
$4.2B
– –
-8,772
Closed -$717K
LOB icon
1110
Live Oak Bancshares
LOB
$1.97B
– –
-9,671
Closed -$492K
LOW icon
1111
Lowe's Companies
LOW
$125B
– –
-9,170
Closed -$1.85M
LXU icon
1112
LSB Industries
LXU
$693M
– –
-17,018
Closed -$371K
LYFT icon
1113
Lyft
LYFT
$6.63B
– –
-38,753
Closed -$1.49M
LYV icon
1114
Live Nation Entertainment
LYV
$42.1B
– –
-15,238
Closed -$1.79M
MAR icon
1115
Marriott International
MAR
$92.3B
– –
-2,718
Closed -$477K
MASI
1116
DELISTED
Masimo
MASI
– –
-11,392
Closed -$1.66M
MCK icon
1117
McKesson
MCK
$101B
– –
-4,478
Closed -$1.37M
MDB icon
1118
MongoDB
MDB
$32.1B
– –
-3,522
Closed -$1.56M
MHO icon
1119
M/I Homes
MHO
$3.84B
– –
-14,561
Closed -$645K
MIR icon
1120
Mirion Technologies
MIR
$3.91B
– –
-12,403
Closed -$100K
MIRM icon
1121
Mirum Pharmaceuticals
MIRM
$6.14B
– –
-21,691
Closed -$477K
MKC icon
1122
McCormick & Company Non-Voting
MKC
$14.2B
– –
-5,036
Closed -$502K
MMI icon
1123
Marcus & Millichap
MMI
$1.19B
– –
-7,128
Closed -$375K
MNKD icon
1124
MannKind Corp
MNKD
$1.32B
– –
-52,557
Closed -$193K
MNRO icon
1125
Monro
MNRO
$398M
– –
-20,866
Closed -$925K
43 44
45
46 47

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ZP
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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.