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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
+1.11%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+148.36%
AUM
$2.35B
AUM Growth
+$383M
Cap. Flow
-$445M
Cap. Flow %
-18.95%
Top 10 Hldgs %
57.27%
Holding
554
New
445
Increased
23
Reduced
28
Closed
28

Top Buys

Rank Stock Value
1
CLF icon
Cleveland-Cliffs
CLF
+$106M
2
C icon
Citigroup
C
+$41.2M
3
PSTH
Pershing Square Tontine Holdings, Ltd.
PSTH
+$8.83M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$8.19M
5
GM icon
General Motors
GM
+$8.02M

Top Sells

Rank Stock Value
1
PENN icon
PENN Entertainment
PENN
+$39.5M
2
AR icon
Antero Resources
AR
+$17.1M
3
ASO icon
Academy Sports + Outdoors
ASO
+$14.1M
4
MIR icon
Mirion Technologies
MIR
+$10.1M
5
IPOF
Social Capital Hedosophia Holdings Corp. VI
IPOF
+$7.46M

Sector Composition

Rank Sector Weight
1 Energy 5.87%
2 Financials 5.7%
3 Materials 5.07%
4 Consumer Discretionary 3.82%
5 Technology 2.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$456M 19.41%
2,048,700
+1,048,700
+105% +$237M
CLF icon
2
Cleveland-Cliffs
CLF
$6.81B
$107M 4.58%
+4,935,048
New +$106M
AR icon
3
Antero Resources
AR
$10.9B
$81.7M 3.48%
4,670,053
-901,260
-16% -$17.1M
DG icon
4
Dollar General
DG
$25.9B
$44.9M 1.91%
190,319
-29,681
-13% -$6.55M
ICLN icon
5
CALL
iShares Global Clean Energy ETF
ICLN
$2.38B
$42.4M 1.8%
+2,000,900
New +$46M
C icon
6
Citigroup
C
$222B
$37.5M 1.6%
+620,384
New +$41.2M
NVAX icon
7
PUT
Novavax
NVAX
$1.23B
$30.2M 1.29%
211,300
+161,300
+323% +$27.7M
ASO icon
8
Academy Sports + Outdoors
ASO
$2.89B
$26.9M 1.15%
613,495
-324,838
-35% -$14.1M
PSTH
9
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$25.4M 1.08%
1,286,220
+445,349
+53% +$8.83M
EQT icon
10
EQT Corp
EQT
$33.2B
$20.8M 0.88%
951,480
-31,507
-3% -$659K
CME icon
11
CME Group
CME
$92.2B
$17.1M 0.73%
75,000
– –
IPOF
12
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
$15.6M 0.67%
1,535,600
-725,600
-32% -$7.46M
CNX icon
13
CNX Resources
CNX
$4.85B
$15.6M 0.66%
1,134,537
+2,688
+0.2% +$37.8K
TIP icon
14
iShares TIPS Bond ETF
TIP
$14.5B
$15.4M 0.65%
118,900
+20,500
+21% +$2.64M
IPOD
15
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
$15M 0.64%
1,464,000
– –
MSTR icon
16
PUT
Strategy Inc
MSTR
$33.5B
$13M 0.55%
+239,000
New +$16.4M
SPWR
17
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$10.2M 0.44%
490,300
+310,000
+172% +$8.38M
TSLA icon
18
Tesla
TSLA
$1.24T
$9.19M 0.39%
26,091
-12,612
-33% -$4.23M
UA icon
19
Under Armour Class C
UA
$2.92B
$9.03M 0.38%
500,610
-255,512
-34% -$4.96M
HYG icon
20
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$8.21M 0.35%
+94,400
New +$8.19M
GM icon
21
General Motors
GM
$74.7B
$8.05M 0.34%
+137,282
New +$8.02M
NIO icon
22
NIO
NIO
$11.3B
$7.82M 0.33%
246,707
-12,700
-5% -$467K
CYH icon
23
Community Health Systems
CYH
$385M
$6.82M 0.29%
512,294
+59,420
+13% +$747K
AMZN icon
24
Amazon
AMZN
$2.5T
$5.75M 0.25%
+34,520
New +$5.91M
SI
25
DELISTED
Silvergate Capital Corporation
SI
$4.71M 0.2%
31,819
-221
-0.7% -$37.8K
1
2 3 4 5

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Graham Capital Management's Q4 2021 Portfolio in Review

As of Q4 2021, Graham Capital Management held 554 positions worth $2.35B, up 19% from $1.96B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Graham Capital Management withdrew a net $445M in Q4 2021, closing 28 positions and reducing 28 holdings. Its most notable exit was Mirion Technologies, an estimated $10.1M position sold in full.

By sector, the portfolio is most concentrated in Energy at 5.9% of assets, down from 7.4% a quarter earlier, followed by Financials and Materials.

Against the trend, Graham Capital Management opened a new position in Cleveland-Cliffs worth $107M.

  • Graham Capital Management's largest Q4 2021 buy was Cleveland-Cliffs: 4,935,048 shares worth $107M.
  • Graham Capital Management added most to Pershing Square Tontine Holdings, Ltd. in Q4 2021, an estimated $8.83M increase.
  • Graham Capital Management's biggest Q4 2021 reduction was PENN Entertainment, cutting an estimated $39.5M.
  • Graham Capital Management fully exited Mirion Technologies in Q4 2021, selling an estimated $10.1M.
  • Graham Capital Management's ten largest holdings make up 57% of its $2.35B portfolio in Q4 2021.
  • Graham Capital Management opened 445 new positions and closed 28 in Q4 2021.
  • Graham Capital Management's portfolio value rose 19% quarter-over-quarter to $2.35B.

Based on Graham Capital Management's 13F filing for Q4 2021, filed 14 Feb 2022.