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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
TRV icon
1326
Travelers Companies
TRV
$80.2B
– –
-2,017
Closed -$309K
TW icon
1327
Tradeweb Markets
TW
$21.6B
– –
-5,690
Closed -$321K
TXN icon
1328
Texas Instruments
TXN
$261B
– –
-8,177
Closed -$1.26M
UAA icon
1329
Under Armour
UAA
$2.6B
– –
-160,827
Closed -$1.07M
UBER icon
1330
Uber
UBER
$153B
– –
-9,510
Closed -$252K
UGI icon
1331
UGI
UGI
$7.33B
– –
-30,364
Closed -$981K
ULTA icon
1332
Ulta Beauty
ULTA
$24.3B
– –
-1,125
Closed -$451K
UNM icon
1333
Unum
UNM
$14.3B
– –
-46,612
Closed -$1.81M
UNP icon
1334
Union Pacific
UNP
$174B
– –
-3,952
Closed -$769K
UPS icon
1335
United Parcel Service
UPS
$88.9B
– –
-13,876
Closed -$2.24M
AD
1336
Array Digital Infrastructure
AD
$3.05B
– –
-40,995
Closed -$1.07M
UTHR icon
1337
United Therapeutics
UTHR
$23.1B
– –
-6,634
Closed -$1.39M
UTL icon
1338
Unitil
UTL
$980M
– –
-17,754
Closed -$824K
VAC icon
1339
Marriott Vacations Worldwide
VAC
$4.25B
– –
-3,982
Closed -$485K
VCYT icon
1340
Veracyte
VCYT
$3.8B
– –
-25,216
Closed -$418K
VIAV icon
1341
Viavi Solutions
VIAV
$9.66B
– –
-88,393
Closed -$1.15M
VIR icon
1342
Vir Biotechnology
VIR
$1.49B
– –
-21,926
Closed -$422K
VMI icon
1343
Valmont Industries
VMI
$9.53B
– –
-9,021
Closed -$2.42M
VNT icon
1344
Vontier
VNT
$4.74B
– –
-23,645
Closed -$395K
VRRM icon
1345
Verra Mobility
VRRM
$744M
– –
-18,888
Closed -$290K
VRTX icon
1346
Vertex Pharmaceuticals
VRTX
$126B
– –
-14,195
Closed -$4.11M
VRTS icon
1347
Virtus Investment Partners
VRTS
$1.1B
– –
-1,594
Closed -$254K
VSXY
1348
Victoria's Secret
VSXY
$7.83B
– –
-61,410
Closed -$1.79M
VTR icon
1349
Ventas
VTR
$47.9B
– –
-5,201
Closed -$208K
VVV icon
1350
Valvoline
VVV
$4.51B
– –
-14,171
Closed -$359K
52 53
54
55 56

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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 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.