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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
-10.98%
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
$2.47B
AUM Growth
-$428M
Cap. Flow
-$644M
Cap. Flow %
-26.08%
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363

Top Buys

Rank Stock Value
1
DVN icon
Devon Energy
DVN
+$25M
2
MSFT icon
Microsoft
MSFT
+$15M
3
IOVA icon
Iovance Biotherapeutics
IOVA
+$12.1M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$11M
5
SHAK icon
Shake Shack
SHAK
+$8.28M

Top Sells

Rank Stock Value
1
C icon
Citigroup
C
+$18.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17.5M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$15.4M
4
ASO icon
Academy Sports + Outdoors
ASO
+$13.7M
5
VTV icon
Vanguard Morningstar Value ETF
VTV
+$10.3M

Sector Composition

Rank Sector Weight
1 Technology 10.59%
2 Healthcare 7.22%
3 Consumer Discretionary 7.01%
4 Financials 6.12%
5 Industrials 5.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMPH icon
176
Amphastar Pharmaceuticals
AMPH
$924M
$2.1M 0.09%
60,386
+29,718
+97% +$1.06M
NTAP icon
177
NetApp
NTAP
$37.3B
$2.09M 0.08%
+32,083
New +$2.31M
AXP icon
178
American Express
AXP
$230B
$2.09M 0.08%
15,094
+10,241
+211% +$1.69M
LNTH icon
179
Lantheus
LNTH
$6.59B
$2.09M 0.08%
31,598
+8,103
+34% +$511K
JWN
180
DELISTED
Nordstrom
JWN
$2.08M 0.08%
98,236
+49,048
+100% +$1.25M
RUN icon
181
Sunrun
RUN
$2.45B
$2.07M 0.08%
+88,816
New +$2.13M
ILPT
182
Industrial Logistics Properties Trust
ILPT
$581M
$2.05M 0.08%
+145,779
New +$2.39M
SNA icon
183
Snap-on
SNA
$21.5B
$2.04M 0.08%
10,375
+8,710
+523% +$1.86M
TPR icon
184
Tapestry
TPR
$32.9B
$2.03M 0.08%
66,610
+36,273
+120% +$1.19M
CAR icon
185
Avis
CAR
$4.99B
$2.03M 0.08%
+13,802
New +$3.03M
ABR icon
186
Arbor Realty Trust
ABR
$996M
$2.02M 0.08%
154,448
-282,837
-65% -$4.54M
FAST icon
187
Fastenal
FAST
$59.4B
$2.01M 0.08%
80,568
+20,640
+34% +$556K
NXE icon
188
NexGen Energy
NXE
$7.05B
$2M 0.08%
558,076
+192,997
+53% +$916K
APA icon
189
APA Corp
APA
$13.3B
$2M 0.08%
57,232
+44,085
+335% +$1.87M
IART icon
190
Integra LifeSciences
IART
$1.33B
$1.99M 0.08%
+36,892
New +$2.22M
CAH icon
191
Cardinal Health
CAH
$55.8B
$1.97M 0.08%
+37,691
New +$2.14M
KBH icon
192
KB Home
KBH
$3.6B
$1.97M 0.08%
69,161
+40,212
+139% +$1.28M
PRU icon
193
Prudential Financial
PRU
$42.2B
$1.94M 0.08%
+20,274
New +$2.15M
HSY icon
194
Hershey
HSY
$36.8B
$1.94M 0.08%
9,003
+6,120
+212% +$1.33M
DK icon
195
Delek US
DK
$3.61B
$1.93M 0.08%
+74,553
New +$2.01M
VLY icon
196
Valley National Bancorp
VLY
$8.03B
$1.92M 0.08%
184,588
+154,773
+519% +$1.84M
VOYA icon
197
Voya Financial
VOYA
$9.28B
$1.91M 0.08%
32,127
+26,134
+436% +$1.68M
PAYX icon
198
Paychex
PAYX
$42.7B
$1.91M 0.08%
16,772
+1,479
+10% +$186K
ICLR icon
199
Icon
ICLR
$12.5B
$1.9M 0.08%
+8,789
New +$1.97M
BKE icon
200
Buckle
BKE
$2.35B
$1.88M 0.08%
67,955
+21,330
+46% +$669K
6 7
8
9 10

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Graham Capital Management's Q2 2022 Portfolio in Review

As of Q2 2022, Graham Capital Management held 1,336 positions worth $2.47B, down 15% from $2.9B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Graham Capital Management withdrew a net $644M in Q2 2022, closing 363 positions and reducing 145 holdings. Its most notable exit was Citigroup, an estimated $18.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 5.9% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in Devon Energy worth $21.1M.

  • Graham Capital Management's largest Q2 2022 buy was Devon Energy: 383,375 shares worth $21.1M.
  • Graham Capital Management added most to Microsoft in Q2 2022, an estimated $15M increase.
  • Graham Capital Management's biggest Q2 2022 reduction was Academy Sports + Outdoors, cutting an estimated $13.7M.
  • Graham Capital Management fully exited Citigroup in Q2 2022, selling an estimated $18.9M.
  • Graham Capital Management's ten largest holdings make up 34% of its $2.47B portfolio in Q2 2022.
  • Graham Capital Management opened 466 new positions and closed 363 in Q2 2022.
  • Graham Capital Management's portfolio value fell 15% quarter-over-quarter to $2.47B.

Based on Graham Capital Management's 13F filing for Q2 2022, filed 15 Aug 2022.