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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
RETA
101
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$2.92M 0.12%
96,021
+31,884
+50% +$951K
MAC icon
102
Macerich
MAC
$6.66B
$2.91M 0.12%
333,819
+73,359
+28% +$886K
KLIC icon
103
Kulicke & Soffa
KLIC
$4.74B
$2.88M 0.12%
67,222
+59,020
+720% +$2.92M
IBP icon
104
Installed Building Products
IBP
$6.52B
$2.86M 0.12%
+34,388
New +$2.94M
DIS icon
105
Walt Disney
DIS
$181B
$2.82M 0.11%
29,906
+11,282
+61% +$1.25M
KD icon
106
Kyndryl
KD
$3.05B
$2.81M 0.11%
287,382
+254,312
+769% +$2.96M
LBRT icon
107
Liberty Energy
LBRT
$3.27B
$2.81M 0.11%
+220,149
New +$3.45M
SM icon
108
SM Energy
SM
$6.88B
$2.78M 0.11%
81,245
+54,882
+208% +$2.23M
FVRR icon
109
Fiverr
FVRR
$331M
$2.72M 0.11%
+79,223
New +$3.77M
EXPO icon
110
Exponent
EXPO
$3.21B
$2.71M 0.11%
29,605
+21,129
+249% +$1.99M
CHKP icon
111
Check Point Software Technologies
CHKP
$12.8B
$2.69M 0.11%
+22,110
New +$2.84M
XM
112
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$2.69M 0.11%
215,120
+165,966
+338% +$2.95M
ORA icon
113
Ormat Technologies
ORA
$6.6B
$2.68M 0.11%
+34,188
New +$2.7M
ALLO icon
114
Allogene Therapeutics
ALLO
$680M
$2.68M 0.11%
234,870
+91,040
+63% +$808K
WTFC icon
115
Wintrust Financial
WTFC
$10.7B
$2.67M 0.11%
33,313
+12,935
+63% +$1.11M
COUP
116
DELISTED
Coupa Software Incorporated
COUP
$2.66M 0.11%
46,585
+25,474
+121% +$1.96M
BDC icon
117
Belden
BDC
$5.05B
$2.62M 0.11%
49,252
+28,153
+133% +$1.51M
META icon
118
Meta Platforms (Facebook)
META
$1.5T
$2.62M 0.11%
16,266
-44,553
-73% -$8.59M
HLF icon
119
Herbalife
HLF
$1.21B
$2.62M 0.11%
128,073
+78,754
+160% +$1.95M
MATX icon
120
Matsons
MATX
$6.17B
$2.62M 0.11%
35,918
+25,443
+243% +$2.19M
CATY icon
121
Cathay General Bancorp
CATY
$4.26B
$2.61M 0.11%
66,680
+46,537
+231% +$1.9M
PLAB icon
122
Photronics
PLAB
$1.88B
$2.61M 0.11%
133,841
+87,538
+189% +$1.53M
ALB icon
123
Albemarle
ALB
$14.8B
$2.6M 0.11%
+12,462
New +$2.78M
QLYS icon
124
Qualys
QLYS
$6.29B
$2.58M 0.1%
20,456
+12,237
+149% +$1.6M
NTR icon
125
Nutrien
NTR
$31.9B
$2.56M 0.1%
32,171
– –
3 4
5
6 7

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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.