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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
GBT
201
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.87M 0.08%
+58,663
New +$1.72M
ABT icon
202
Abbott
ABT
$187B
$1.87M 0.08%
17,244
+3,823
+28% +$434K
WEX icon
203
WEX
WEX
$6.46B
$1.86M 0.08%
11,957
+10,429
+683% +$1.71M
BSX icon
204
Boston Scientific
BSX
$71.4B
$1.85M 0.08%
49,731
+41,026
+471% +$1.67M
SEE
205
DELISTED
Sealed Air
SEE
$1.85M 0.08%
+32,088
New +$2.03M
ONTO icon
206
Onto Innovation
ONTO
$13.4B
$1.85M 0.07%
+26,546
New +$1.96M
TMHC
207
DELISTED
Taylor Morrison
TMHC
$1.85M 0.07%
+79,243
New +$2.1M
REGN icon
208
Regeneron Pharmaceuticals
REGN
$79.5B
$1.85M 0.07%
+3,128
New +$2.03M
APLS
209
DELISTED
Apellis Pharmaceuticals
APLS
$1.84M 0.07%
40,720
+5,690
+16% +$259K
VIVO
210
DELISTED
Meridian Bioscience Inc
VIVO
$1.84M 0.07%
60,465
+38,514
+175% +$1.04M
DX
211
Dynex Capital
DX
$3.18B
$1.83M 0.07%
115,097
+6,891
+6% +$109K
ISRG icon
212
Intuitive Surgical
ISRG
$132B
$1.83M 0.07%
9,132
+5,968
+189% +$1.4M
NTRS icon
213
Northern Trust
NTRS
$33.7B
$1.82M 0.07%
+18,861
New +$1.99M
SAH icon
214
Sonic Automotive
SAH
$2.68B
$1.82M 0.07%
+49,606
New +$2.13M
OSCR icon
215
Oscar Health
OSCR
$8B
$1.8M 0.07%
+424,724
New +$2.7M
VTLE
216
DELISTED
Vital Energy
VTLE
$1.79M 0.07%
+26,030
New +$2.09M
NBR icon
217
Nabors Industries
NBR
$1.23B
$1.79M 0.07%
+13,391
New +$2.1M
MPWR icon
218
Monolithic Power Systems
MPWR
$66.8B
$1.79M 0.07%
+4,659
New +$1.97M
LDOS icon
219
Leidos
LDOS
$17B
$1.78M 0.07%
+17,652
New +$1.83M
WFRD icon
220
Weatherford International
WFRD
$6.38B
$1.76M 0.07%
83,256
+72,675
+687% +$2.31M
GXO icon
221
GXO Logistics
GXO
$5.41B
$1.75M 0.07%
40,516
+28,973
+251% +$1.6M
COO icon
222
Cooper Companies
COO
$14.3B
$1.75M 0.07%
+22,380
New +$1.98M
CLNE icon
223
Clean Energy Fuels
CLNE
$410M
$1.75M 0.07%
390,211
+251,640
+182% +$1.46M
PSN icon
224
Parsons
PSN
$5.12B
$1.75M 0.07%
43,219
+31,984
+285% +$1.23M
ALSN icon
225
Allison Transmission
ALSN
$9.6B
$1.75M 0.07%
45,388
+8,648
+24% +$330K
7 8
9
10 11

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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.