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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
PGRE
1251
DELISTED
Paramount Group
PGRE
– –
-90,390
Closed -$563K
PHM icon
1252
Pultegroup
PHM
$25.3B
– –
-42,642
Closed -$1.6M
PINC
1253
DELISTED
Premier
PINC
– –
-21,311
Closed -$723K
PLYA
1254
DELISTED
Playa Hotels & Resorts
PLYA
– –
-45,049
Closed -$262K
PM icon
1255
Philip Morris
PM
$295B
– –
-5,942
Closed -$493K
PMVP icon
1256
PMV Pharmaceuticals
PMVP
$63.5M
– –
-28,189
Closed -$335K
POOL icon
1257
Pool Corp
POOL
$7.5B
– –
-782
Closed -$248K
POWI icon
1258
Power Integrations
POWI
$3.61B
– –
-44,137
Closed -$2.84M
PRAX icon
1259
Praxis Precision Medicines
PRAX
$10.1B
– –
-31,239
Closed -$1.06M
PRK icon
1260
Park National Corp
PRK
$3.67B
– –
-3,200
Closed -$398K
PRLB icon
1261
Protolabs
PRLB
$2.13B
– –
-5,647
Closed -$205K
PTGX icon
1262
Protagonist Therapeutics
PTGX
$9.44B
– –
-53,443
Closed -$450K
PUBM icon
1263
PubMatic
PUBM
$810M
– –
-12,424
Closed -$206K
PVH icon
1264
PVH
PVH
$4.04B
– –
-7,998
Closed -$358K
QCOM icon
1265
Qualcomm
QCOM
$176B
– –
-25,774
Closed -$2.91M
QTRX icon
1266
Quanterix
QTRX
$190M
– –
-17,100
Closed -$188K
RARE icon
1267
Ultragenyx Pharmaceutical
RARE
$2.55B
– –
-5,936
Closed -$245K
RCKT icon
1268
Rocket Pharmaceuticals
RCKT
$394M
– –
-68,126
Closed -$1.09M
RCUS icon
1269
Arcus Biosciences
RCUS
$3.64B
– –
-29,867
Closed -$781K
RDWR icon
1270
Radware
RDWR
$1.19B
– –
-18,984
Closed -$413K
REG icon
1271
Regency Centers
REG
$14.1B
– –
-4,857
Closed -$261K
RIG icon
1272
Transocean
RIG
$5.82B
– –
-768,863
Closed -$1.9M
RIGL icon
1273
Rigel Pharmaceuticals
RIGL
$750M
– –
-93,529
Closed -$1.1M
RNAM
1274
DELISTED
Avidity Biosciences
RNAM
– –
-35,640
Closed -$582K
ROAD icon
1275
Construction Partners
ROAD
$6.77B
– –
-17,308
Closed -$453K
49 50
51
52 53

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SP
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BOK
Bank of Korea Seoul, South Korea $4.13B AUM
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
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
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.