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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
SBLK icon
1176
Star Bulk Carriers
SBLK
$3.22B
– –
-8,125
Closed -$241K
SEDG icon
1177
SolarEdge
SEDG
$1.95B
– –
-2,278
Closed -$734K
SHOO icon
1178
Steven Madden
SHOO
$3.55B
– –
-16,169
Closed -$624K
SITC icon
1179
SITE Centers
SITC
$165M
– –
-31,404
Closed -$409K
SITE icon
1180
SiteOne Landscape Supply
SITE
$4.53B
– –
-4,689
Closed -$758K
SKT icon
1181
Tanger
SKT
$4.52B
– –
-61,523
Closed -$1.06M
SKY icon
1182
Champion Homes
SKY
$5.14B
– –
-18,275
Closed -$1M
SLQT icon
1183
SelectQuote
SLQT
$121M
– –
-63,677
Closed -$177K
SNAP icon
1184
Snap
SNAP
$9.01B
– –
-24,221
Closed -$871K
SNDR icon
1185
Schneider National
SNDR
$6.25B
– –
-35,859
Closed -$914K
SPY icon
1186
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$823B
– –
-325,000
Closed -$147M
SSD icon
1187
Simpson Manufacturing
SSD
$8.16B
– –
-4,505
Closed -$491K
STR
1188
DELISTED
Sitio Royalties
STR
– –
-7,012
Closed -$189K
STX icon
1189
Seagate
STX
$184B
– –
-3,678
Closed -$330K
SXT icon
1190
Sensient Technologies
SXT
$5.53B
– –
-8,002
Closed -$671K
SYF icon
1191
Synchrony
SYF
$25.6B
– –
-35,312
Closed -$1.23M
T icon
1192
AT&T
T
$163B
– –
-39,433
Closed -$703K
TAP icon
1193
Molson Coors Class B
TAP
$8.09B
– –
-15,130
Closed -$807K
TCBI icon
1194
Texas Capital Bancshares
TCBI
$4.32B
– –
-20,176
Closed -$1.16M
TEX icon
1195
Terex
TEX
$7.74B
– –
-6,168
Closed -$219K
TFX icon
1196
Teleflex
TFX
$5.98B
– –
-724
Closed -$256K
THRM icon
1197
Gentherm
THRM
$1.27B
– –
-3,171
Closed -$231K
THS
1198
DELISTED
Treehouse Foods
THS
– –
-8,588
Closed -$277K
TIP icon
1199
iShares TIPS Bond ETF
TIP
$14.5B
– –
-123,600
Closed -$15.4M
TOL icon
1200
Toll Brothers
TOL
$14.5B
– –
-6,591
Closed -$309K
46 47
48
49 50

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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.