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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
SBGI icon
126
Sinclair Inc
SBGI
$1.03B
$2.99M 0.09%
192,600
-25,746
-12% -$458K
CAR icon
127
Avis
CAR
$5.02B
$2.97M 0.09%
18,097
+7,535
+71% +$1.51M
ALSN icon
128
Allison Transmission
ALSN
$9.82B
$2.96M 0.09%
71,050
+33,110
+87% +$1.36M
CHS
129
DELISTED
Chicos FAS, Inc.
CHS
$2.95M 0.09%
599,129
+311,338
+108% +$1.75M
HLT icon
130
Hilton Worldwide
HLT
$71.5B
$2.94M 0.09%
23,258
-6,133
-21% -$808K
SNOW icon
131
Snowflake
SNOW
$115B
$2.91M 0.09%
+20,305
New +$3.1M
BOKF icon
132
BOK Financial
BOKF
$8.74B
$2.91M 0.09%
+28,032
New +$2.84M
TMO icon
133
Thermo Fisher Scientific
TMO
$220B
$2.9M 0.09%
5,269
+562
+12% +$298K
WFC icon
134
Wells Fargo
WFC
$264B
$2.88M 0.09%
69,791
+26,466
+61% +$1.17M
SGFY
135
DELISTED
Signify Health, Inc.
SGFY
$2.86M 0.09%
99,758
-60,577
-38% -$1.75M
CVI icon
136
CVR Energy
CVI
$3.13B
$2.83M 0.09%
90,380
+47,108
+109% +$1.67M
GNTX icon
137
Gentex
GNTX
$5.07B
$2.82M 0.09%
103,535
-77,460
-43% -$2.07M
LZB icon
138
La-Z-Boy
LZB
$1.69B
$2.82M 0.09%
123,722
+70,693
+133% +$1.72M
XM
139
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$2.82M 0.09%
271,851
+190,577
+234% +$2M
RVTY icon
140
Revvity
RVTY
$12.8B
$2.82M 0.09%
20,076
+10,796
+116% +$1.45M
RPRX icon
141
Royalty Pharma
RPRX
$25.3B
$2.81M 0.09%
71,071
+54,917
+340% +$2.29M
PLAY icon
142
Dave & Buster's
PLAY
$357M
$2.76M 0.08%
+77,756
New +$2.81M
ACN icon
143
Accenture
ACN
$108B
$2.75M 0.08%
10,317
-6,684
-39% -$1.85M
FCNCA icon
144
First Citizens BancShares
FCNCA
$25.3B
$2.74M 0.08%
+3,619
New +$2.92M
CCL icon
145
Carnival Corporation Ltd
CCL
$39.7B
$2.74M 0.08%
339,562
+202,420
+148% +$1.74M
F icon
146
Ford
F
$55.7B
$2.73M 0.08%
234,806
+175,455
+296% +$2.25M
GTN icon
147
Gray Television
GTN
$552M
$2.71M 0.08%
242,564
+215,910
+810% +$2.68M
CRM icon
148
Salesforce
CRM
$158B
$2.71M 0.08%
20,407
-4,792
-19% -$699K
CHGG icon
149
Chegg
CHGG
$102M
$2.69M 0.08%
+106,485
New +$2.71M
UAL icon
150
United Airlines
UAL
$42.1B
$2.67M 0.08%
70,911
-5,254
-7% -$213K
4 5
6
7 8

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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.