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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
-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
HLNE icon
151
Hamilton Lane
HLNE
$5.57B
$2.4M 0.1%
+40,345
New +$2.85M
PAYO icon
152
Payoneer
PAYO
$2.41B
$2.4M 0.1%
+397,267
New +$2.31M
OTLY
153
Oatly Group
OTLY
$438M
$2.4M 0.09%
45,602
-13,894
-23% -$960K
ALNY icon
154
Alnylam Pharmaceuticals
ALNY
$29.3B
$2.39M 0.09%
11,940
-2,525
-17% -$482K
SCCO icon
155
Southern Copper
SCCO
$166B
$2.39M 0.09%
+57,459
New +$2.54M
TMO icon
156
Thermo Fisher Scientific
TMO
$220B
$2.39M 0.09%
4,707
-3,734
-44% -$2.09M
ALB icon
157
Albemarle
ALB
$15.5B
$2.38M 0.09%
9,012
-3,450
-28% -$877K
AIR icon
158
AAR Corp
AIR
$5.76B
$2.38M 0.09%
66,306
+50,835
+329% +$2.17M
IONS icon
159
Ionis Pharmaceuticals
IONS
$9.4B
$2.38M 0.09%
53,717
-7,296
-12% -$307K
HUBG icon
160
HUB Group
HUBG
$2.92B
$2.36M 0.09%
68,486
+39,540
+137% +$1.51M
EGY icon
161
Vaalco Energy
EGY
$594M
$2.36M 0.09%
540,755
+461,004
+578% +$2.37M
AYI icon
162
Acuity Brands
AYI
$10.8B
$2.34M 0.09%
+14,855
New +$2.51M
ONB icon
163
Old National Bancorp
ONB
$10.2B
$2.32M 0.09%
141,154
+98,126
+228% +$1.64M
MCHP icon
164
Microchip Technology
MCHP
$46B
$2.31M 0.09%
37,912
-20,383
-35% -$1.34M
SRPT icon
165
Sarepta Therapeutics
SRPT
$1.77B
$2.31M 0.09%
20,908
-2,163
-9% -$218K
NAVI icon
166
Navient
NAVI
$853M
$2.27M 0.09%
+154,870
New +$2.36M
FSR
167
PUT
DELISTED
Fisker Inc.
FSR
$2.27M 0.09%
301,300
-225,000
-43% -$2.03M
HAL icon
168
Halliburton
HAL
$26.6B
$2.27M 0.09%
92,350
+79,310
+608% +$2.27M
SPLK
169
DELISTED
Splunk Inc
SPLK
$2.25M 0.09%
+29,990
New +$2.94M
SD icon
170
SandRidge Energy
SD
$503M
$2.25M 0.09%
138,016
-58,236
-30% -$1.05M
ADI icon
171
Analog Devices
ADI
$190B
$2.25M 0.09%
16,120
-10,108
-39% -$1.6M
HUM icon
172
Humana
HUM
$46.2B
$2.25M 0.09%
4,628
+1,679
+57% +$817K
LNTH icon
173
Lantheus
LNTH
$6.59B
$2.25M 0.09%
31,924
+326
+1% +$24.7K
DFS
174
DELISTED
Discover Financial Services
DFS
$2.24M 0.09%
24,659
+16,002
+185% +$1.62M
UPS icon
175
United Parcel Service
UPS
$88.9B
$2.24M 0.09%
+13,876
New +$2.63M
5 6
7
8 9

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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.