We are live on ! Find out more
GCM

Graham Capital Management Portfolio holdings

AUM $4.14B
1-Year Est. Return 17.82%
This Fund
S&P 500
This Quarter Est. Return
-1.2%
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
$2.53B
AUM Growth
+$57.6M
Cap. Flow
-$562M
Cap. Flow %
-22.25%
Top 10 Hldgs %
31.68%
Holding
1,431
New
460
Increased
303
Reduced
243
Closed
395

Top Buys

Rank Stock Value
1
NEOG icon
Neogen
NEOG
+$24.4M
2
INDA icon
iShares MSCI India ETF
INDA
+$21.1M
3
HPP
Hudson Pacific Properties
HPP
+$14.3M
4
V icon
Visa
V
+$14.3M
5
FRPT icon
Freshpet
FRPT
+$12.5M

Top Sells

Rank Stock Value
1
PSTH
Pershing Square Tontine Holdings, Ltd.
PSTH
+$26M
2
DVN icon
Devon Energy
DVN
+$16.6M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$14.9M
4
MSFT icon
Microsoft
MSFT
+$12.8M
5
ENPH icon
Enphase Energy
ENPH
+$12.1M

Sector Composition

Rank Sector Weight
1 Technology 10.45%
2 Healthcare 8.07%
3 Consumer Discretionary 8.01%
4 Industrials 7.34%
5 Financials 6.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COTY icon
126
Coty
COTY
$2.48B
$2.72M 0.11%
430,971
+217,085
+101% +$1.64M
QGEN icon
127
Qiagen
QGEN
$8.72B
$2.7M 0.11%
61,782
+45,157
+272% +$2.23M
NTR icon
128
Nutrien
NTR
$30.7B
$2.68M 0.11%
32,171
– –
CHRS icon
129
Coherus Oncology
CHRS
$196M
$2.68M 0.11%
278,770
+83,349
+43% +$843K
SWAV
130
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$2.66M 0.11%
+9,578
New +$2.44M
EAF icon
131
GrafTech
EAF
$212M
$2.65M 0.11%
61,598
+19,163
+45% +$1.22M
PAYC icon
132
Paycom
PAYC
$9.69B
$2.63M 0.1%
7,978
+5,986
+301% +$2.06M
BMRN icon
133
BioMarin Pharmaceuticals
BMRN
$12.4B
$2.63M 0.1%
31,003
+26,503
+589% +$2.36M
LUMN icon
134
Lumen
LUMN
$6.44B
$2.63M 0.1%
360,617
-59,834
-14% -$609K
MAT icon
135
Mattel
MAT
$4.23B
$2.63M 0.1%
138,604
+127,713
+1,173% +$2.86M
COST icon
136
Costco
COST
$420B
$2.61M 0.1%
5,536
+2,423
+78% +$1.26M
GOOGL icon
137
Alphabet (Google) Class A
GOOGL
$4.33T
$2.59M 0.1%
27,038
-762
-3% -$84.5K
NBR icon
138
Nabors Industries
NBR
$1.21B
$2.58M 0.1%
25,425
+12,034
+90% +$1.47M
ASAN icon
139
Asana
ASAN
$2.13B
$2.57M 0.1%
115,491
-27,544
-19% -$591K
PRFT
140
DELISTED
Perficient Inc
PRFT
$2.52M 0.1%
38,802
+32,085
+478% +$2.68M
ANET icon
141
Arista Networks
ANET
$238B
$2.52M 0.1%
89,224
-6,172
-6% -$178K
PMT
142
PennyMac Mortgage Investment
PMT
$842M
$2.52M 0.1%
+213,700
New +$3.12M
EDR
143
DELISTED
Endeavor Group Holdings, Inc.
EDR
$2.5M 0.1%
123,618
-88,161
-42% -$1.99M
UAL icon
144
United Airlines
UAL
$42.1B
$2.48M 0.1%
+76,165
New +$2.83M
STNG icon
145
Scorpio Tankers
STNG
$3.81B
$2.47M 0.1%
58,682
+47,348
+418% +$1.89M
PTEN icon
146
Patterson-UTI
PTEN
$3.76B
$2.46M 0.1%
+210,933
New +$3.01M
IOVA icon
147
Iovance Biotherapeutics
IOVA
$2.87B
$2.45M 0.1%
255,405
-713,101
-74% -$8.22M
THO icon
148
Thor Industries
THO
$4.14B
$2.44M 0.1%
34,939
-72,286
-67% -$5.91M
MNRO icon
149
Monro
MNRO
$398M
$2.44M 0.1%
+56,198
New +$2.66M
VMI icon
150
Valmont Industries
VMI
$9.53B
$2.42M 0.1%
9,021
+3,538
+65% +$935K
4 5
6
7 8

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
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
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

Graham Capital Management's Q3 2022 Portfolio in Review

As of Q3 2022, Graham Capital Management held 1,431 positions worth $2.53B, up 2.3% from $2.47B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Graham Capital Management withdrew a net $562M in Q3 2022, closing 395 positions and reducing 243 holdings. Its most notable exit was Pershing Square Tontine Holdings, Ltd., an estimated $26M position sold in full.

By sector, the portfolio is most concentrated in Technology at 10% of assets, down from 11% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in iShares MSCI India ETF worth $20.4M.

  • Graham Capital Management's largest Q3 2022 buy was iShares MSCI India ETF: 500,000 shares worth $20.4M.
  • Graham Capital Management added most to Neogen in Q3 2022, an estimated $24.4M increase.
  • Graham Capital Management's biggest Q3 2022 reduction was Devon Energy, cutting an estimated $16.6M.
  • Graham Capital Management fully exited Pershing Square Tontine Holdings, Ltd. in Q3 2022, selling an estimated $26M.
  • Graham Capital Management's ten largest holdings make up 32% of its $2.53B portfolio in Q3 2022.
  • Graham Capital Management opened 460 new positions and closed 395 in Q3 2022.
  • Graham Capital Management's portfolio value rose 2.3% quarter-over-quarter to $2.53B.

Based on Graham Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.