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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
+148.36%
AUM
$2.53B
AUM Growth
+$57.6M
(+2.3%)
Cap. Flow
-$562M
Cap. Flow
% of AUM
-22.25%
Top 10 Holdings %
Top 10 Hldgs %
31.68%
Holding
1,431
New
460
Increased
303
Reduced
243
Closed
395
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Neogen
NEOG
|
+$24.4M |
| 2 |
iShares MSCI India ETF
INDA
|
+$21.1M |
| 3 |
HPP
Hudson Pacific Properties
HPP
|
+$14.3M |
| 4 |
Visa
V
|
+$14.3M |
| 5 |
Freshpet
FRPT
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PSTH
Pershing Square Tontine Holdings, Ltd.
PSTH
|
+$26M |
| 2 |
Devon Energy
DVN
|
+$16.6M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$14.9M |
| 4 |
Microsoft
MSFT
|
+$12.8M |
| 5 |
Enphase Energy
ENPH
|
+$12.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 10.38% |
| 2 | Consumer Discretionary | 8.08% |
| 3 | Healthcare | 8.07% |
| 4 | Industrials | 7.34% |
| 5 | Financials | 6.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $129M | 5.12% |
784,800
-526,900
| -40% | -$96.1M |
|
2
Dollar General
DG
$25.9B
| $42.1M | 1.66% |
175,367
+14,492
| +9% | +$3.58M |
|
3
PUT
Peabody Energy
BTU
$2.78B
| $32.1M | 1.27% |
1,292,800
+446,000
| +53% | +$10M |
|
4
Academy Sports + Outdoors
ASO
$2.89B
| $31.9M | 1.26% |
757,254
+131,991
| +21% | +$5.78M |
|
|
5
iShares MSCI India ETF
INDA
$6.71B
| $20.4M | 0.81% |
+500,000
| New | +$21.1M |
|
|
6
Neogen
NEOG
$2.05B
| $19.3M | 0.77% |
1,384,899
+1,209,363
| +689% | +$24.4M |
|
|
7
Visa
V
$677B
| $14.6M | 0.58% |
82,255
+70,257
| +586% | +$14.3M |
|
|
8
Freshpet
FRPT
$2.83B
| $14.6M | 0.58% |
291,652
+265,373
| +1,010% | +$12.5M |
|
|
AGR
9
DELISTED
Avangrid, Inc.
AGR
| $14.6M | 0.58% |
350,125
+184,899
| +112% | +$8.87M |
|
10
Carrier Global
CARR
$57.2B
| $14M | 0.55% |
392,631
+308,718
| +368% | +$12.2M |
|
11
CME Group
CME
$92.2B
| $13.9M | 0.55% |
78,689
-4,208
| -5% | -$832K |
|
12
Tesla
TSLA
$1.24T
| $12.4M | 0.49% |
46,596
-12,201
| -21% | -$3.41M |
|
|
HPP
13
Hudson Pacific Properties
HPP
$834M
| $11.3M | 0.45% |
+147,495
| New | +$14.3M |
|
14
CNX Resources
CNX
$4.85B
| $10.5M | 0.42% |
678,803
+626,295
| +1,193% | +$10.6M |
|
15
PUT
Lucid Motors
LCID
$2.46B
| $10M | 0.4% |
71,680
-4,000
| -5% | -$693K |
|
16
Shake Shack
SHAK
$2.3B
| $8.48M | 0.34% |
188,506
+26,193
| +16% | +$1.26M |
|
17
Peloton Interactive
PTON
$2.63B
| $8.4M | 0.33% |
1,212,802
+724,434
| +148% | +$7.36M |
|
18
Lockheed Martin
LMT
$134B
| $8.37M | 0.33% |
21,656
-219
| -1% | -$91.4K |
|
19
General Motors
GM
$74.7B
| $8.31M | 0.33% |
259,091
-113,564
| -30% | -$4.17M |
|
20
PayPal
PYPL
$49.5B
| $8.14M | 0.32% |
94,569
+71,209
| +305% | +$6.31M |
|
|
RETA
21
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $7.96M | 0.32% |
316,769
+220,748
| +230% | +$6.12M |
|
22
PUT
Arbor Realty Trust
ABR
$960M
| $7.25M | 0.29% |
+630,000
| New | +$9.27M |
|
|
23
Devon Energy
DVN
$51.9B
| $6.98M | 0.28% |
116,044
-267,331
| -70% | -$16.6M |
|
|
NTST
24
NETSTREIT Corp
NTST
$2.16B
| $6.83M | 0.27% |
383,404
+204,120
| +114% | +$4.08M |
|
|
25
Enphase Energy
ENPH
$4.84B
| $6.62M | 0.26% |
23,848
-44,684
| -65% | -$12.1M |
|
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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 Consumer Discretionary and Healthcare.
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.