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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
+148.36%
AUM
$2.47B
AUM Growth
-$428M
(-15%)
Cap. Flow
-$644M
Cap. Flow
% of AUM
-26.08%
Top 10 Holdings %
Top 10 Hldgs %
33.77%
Holding
1,336
New
466
Increased
332
Reduced
145
Closed
363
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Devon Energy
DVN
|
+$25M |
| 2 |
Microsoft
MSFT
|
+$15M |
| 3 |
Iovance Biotherapeutics
IOVA
|
+$12.1M |
| 4 |
iShares MSCI South Korea ETF
EWY
|
+$11M |
| 5 |
Shake Shack
SHAK
|
+$8.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$18.9M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$17.5M |
| 3 |
iShares TIPS Bond ETF
TIP
|
+$15.4M |
| 4 |
Academy Sports + Outdoors
ASO
|
+$13.7M |
| 5 |
Vanguard Value ETF
VTV
|
+$10.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 10.56% |
| 2 | Healthcare | 7.22% |
| 3 | Consumer Discretionary | 7.04% |
| 4 | Financials | 6.12% |
| 5 | Industrials | 5.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $222M | 8.99% |
1,311,700
-755,500
| -37% | -$139M |
|
2
Dollar General
DG
$25.9B
| $39.5M | 1.6% |
160,875
-39,125
| -20% | -$9.13M |
|
3
CALL
Bank of America
BAC
$435B
| $31.1M | 1.26% |
+1,000,000
| New | +$36M |
|
|
PSTH
4
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $26M | 1.05% |
1,301,990
+14,122
| +1% | +$281K |
|
|
5
Academy Sports + Outdoors
ASO
$2.89B
| $22.2M | 0.9% |
625,263
-374,943
| -37% | -$13.7M |
|
|
6
Devon Energy
DVN
$51.9B
| $21.1M | 0.86% |
+383,375
| New | +$25M |
|
7
PUT
Peabody Energy
BTU
$2.78B
| $18.1M | 0.73% |
+846,800
| New | +$20.8M |
|
8
CME Group
CME
$92.2B
| $17M | 0.69% |
82,897
+3,756
| +5% | +$796K |
|
|
9
Microsoft
MSFT
$2.84T
| $16.8M | 0.68% |
65,219
+55,295
| +557% | +$15M |
|
|
CGC
10
PUT
Canopy Growth
CGC
$375M
| $15.1M | 0.61% |
+529,450
| New | +$27.5M |
|
11
iShares MSCI Brazil ETF
EWZ
$9.05B
| $14.9M | 0.6% |
543,550
+136,000
| +33% | +$4.5M |
|
12
Enphase Energy
ENPH
$4.84B
| $13.4M | 0.54% |
68,532
+14,853
| +28% | +$2.69M |
|
13
Tesla
TSLA
$1.24T
| $13.2M | 0.53% |
58,797
+9,714
| +20% | +$2.65M |
|
14
PUT
Lucid Motors
LCID
$2.46B
| $13M | 0.53% |
75,680
+20,500
| +37% | +$3.9M |
|
15
General Motors
GM
$74.7B
| $11.8M | 0.48% |
372,655
+70,898
| +23% | +$2.66M |
|
|
16
Iovance Biotherapeutics
IOVA
$2.23B
| $10.7M | 0.43% |
968,506
+924,398
| +2,096% | +$12.1M |
|
17
Cheniere Energy
LNG
$56.5B
| $10.6M | 0.43% |
79,851
-639
| -0.8% | -$87K |
|
|
IPOD
18
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
| $10.5M | 0.42% |
1,056,910
-396,443
| -27% | -$3.98M |
|
19
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $10.1M | 0.41% |
320,000
+220,000
| +220% | +$7.6M |
|
|
20
iShares MSCI South Korea ETF
EWY
$21.7B
| $9.78M | 0.4% |
+168,000
| New | +$11M |
|
21
Lockheed Martin
LMT
$134B
| $9.4M | 0.38% |
21,875
+8,841
| +68% | +$3.88M |
|
22
Airbnb
ABNB
$83.7B
| $8.97M | 0.36% |
100,676
+15,215
| +18% | +$1.98M |
|
|
HR
23
DELISTED
Healthcare Realty Trust Incorporated
HR
| $8.68M | 0.35% |
319,094
+65,230
| +26% | +$1.82M |
|
24
Thor Industries
THO
$3.99B
| $8.01M | 0.32% |
107,225
+34,025
| +46% | +$2.64M |
|
|
AGR
25
DELISTED
Avangrid, Inc.
AGR
| $7.62M | 0.31% |
165,226
+38,505
| +30% | +$1.79M |
|
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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.