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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
(-15%)
Cap. Flow
-$644M
Cap. Flow
% of AUM
-26.08%
Top 10 Holdings %
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Devon Energy
DVN
|
+$25M |
| 2 |
Microsoft
MSFT
|
+$15M |
| 3 |
Iovance Biotherapeutics
IOVA
|
+$12.1M |
| 4 |
iShares MSCI South Korea ETF
EWY
|
+$11M |
| 5 |
Shake Shack
SHAK
|
+$8.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$18.9M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$17.5M |
| 3 |
iShares TIPS Bond ETF
TIP
|
+$15.4M |
| 4 |
Academy Sports + Outdoors
ASO
|
+$13.7M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1151
Prestige Consumer Healthcare
PBH
$2.6B
| – | – |
-31,630
| Closed | -$1.67M |
|
1152
Invesco WilderHill Clean Energy ETF
PBW
$429M
| – | – |
-10,000
| Closed | -$651K |
|
1153
PACCAR
PCAR
$70.1B
| – | – |
-7,529
| Closed | -$442K |
|
1154
PennyMac Financial
PFSI
$4.02B
| – | – |
-13,004
| Closed | -$691K |
|
1155
Impinj
PI
$5.6B
| – | – |
-12,772
| Closed | -$811K |
|
1156
Children's Place
PLCE
$59.8M
| – | – |
-27,339
| Closed | -$1.35M |
|
1157
Philip Morris
PM
$295B
| – | – |
-4,351
| Closed | -$408K |
|
1158
PPG Industries
PPG
$26.6B
| – | – |
-8,373
| Closed | -$1.1M |
|
|
PPL
1159
PPL Corp
PPL
$26.7B
| – | – |
-11,508
| Closed | -$328K |
|
|
PR
1160
Permian Resources
PR
$16.9B
| – | – |
-28,807
| Closed | -$232K |
|
1161
CarParts.com
PRTS
$54.7M
| – | – |
-2,357
| Closed | -$157K |
|
1162
Paysafe
PSFE
$375M
| – | – |
-3,998
| Closed | -$162K |
|
1163
PubMatic
PUBM
$810M
| – | – |
-29,084
| Closed | -$759K |
|
1164
PVH
PVH
$4.04B
| – | – |
-7,874
| Closed | -$603K |
|
1165
Qualcomm
QCOM
$176B
| – | – |
-20,181
| Closed | -$3.08M |
|
1166
LiveRamp
RAMP
$2.3B
| – | – |
-15,498
| Closed | -$579K |
|
1167
Replimune Group
REPL
$1.01B
| – | – |
-21,200
| Closed | -$359K |
|
1168
Sturm, Ruger & Co
RGR
$593M
| – | – |
-7,719
| Closed | -$537K |
|
1169
RCI Hospitality Holdings
RICK
$215M
| – | – |
-5,991
| Closed | -$368K |
|
1170
RLI Corp
RLI
$5.89B
| – | – |
-12,272
| Closed | -$678K |
|
1171
RLJ Lodging Trust
RLJ
$1.69B
| – | – |
-65,443
| Closed | -$921K |
|
1172
Root
ROOT
$798M
| – | – |
-6,148
| Closed | -$217K |
|
1173
RPM International
RPM
$15B
| – | – |
-6,333
| Closed | -$515K |
|
1174
Royalty Pharma
RPRX
$25.3B
| – | – |
-44,459
| Closed | -$1.73M |
|
1175
Ryan Specialty Holdings
RYAN
$11B
| – | – |
-11,835
| Closed | -$459K |
|
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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.