We are live on ! Find out more
GCM

Graham Capital Management Portfolio holdings

AUM $4.14B
1-Year Est. Return 17.82%
This Fund
S&P 500
This Quarter Est. Return
+3.72%
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
$3.29B
AUM Growth
+$764M
Cap. Flow
-$274M
Cap. Flow %
-8.32%
Top 10 Hldgs %
41.92%
Holding
1,449
New
408
Increased
282
Reduced
291
Closed
435

Top Buys

Rank Stock Value
1
RGA icon
Reinsurance Group of America
RGA
+$18.3M
2
SMH icon
VanEck Semiconductor ETF
SMH
+$13.7M
3
VNO icon
Vornado Realty Trust
VNO
+$11.3M
4
IYT icon
iShares US Transportation ETF
IYT
+$8.96M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$8.95M

Top Sells

Rank Stock Value
1
ASO icon
Academy Sports + Outdoors
ASO
+$33.7M
2
INDA icon
iShares MSCI India ETF
INDA
+$20.4M
3
NEOG icon
Neogen
NEOG
+$17.9M
4
V icon
Visa
V
+$14.1M
5
AGR
Avangrid, Inc.
AGR
+$11.1M

Sector Composition

Rank Sector Weight
1 Technology 10.11%
2 Industrials 6.11%
3 Financials 5.96%
4 Consumer Discretionary 5.7%
5 Healthcare 4.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$573M 17.39%
3,283,900
+2,499,100
+318% +$444M
DG icon
2
Dollar General
DG
$25.9B
$37.4M 1.14%
151,792
-23,575
-13% -$5.83M
BTU icon
3
PUT
Peabody Energy
BTU
$2.78B
$32.4M 0.98%
1,225,000
-67,800
-5% -$1.86M
TWO
4
PUT
Two Harbors Investment
TWO
$1.27B
$26.2M 0.8%
1,660,500
+1,246,850
+301% +$18.7M
RGA icon
5
Reinsurance Group of America
RGA
$15.7B
$19.6M 0.59%
137,603
+130,824
+1,930% +$18.3M
CARR icon
6
Carrier Global
CARR
$57.2B
$16.3M 0.5%
395,631
+3,000
+0.8% +$122K
CNX icon
7
CNX Resources
CNX
$4.85B
$15.7M 0.48%
933,401
+254,598
+38% +$4.39M
CME icon
8
CME Group
CME
$92.2B
$15.1M 0.46%
89,857
+11,168
+14% +$1.94M
SMH icon
9
VanEck Semiconductor ETF
SMH
$67.6B
$13.7M 0.42%
+135,000
New +$13.7M
LMT icon
10
Lockheed Martin
LMT
$134B
$13.5M 0.41%
27,852
+6,196
+29% +$2.88M
SCCO icon
11
Southern Copper
SCCO
$141B
$11.5M 0.35%
205,863
+148,404
+258% +$7.57M
ENPH icon
12
Enphase Energy
ENPH
$4.84B
$11.5M 0.35%
43,388
+19,540
+82% +$5.69M
TSLA icon
13
Tesla
TSLA
$1.24T
$11.4M 0.35%
92,840
+46,244
+99% +$8.76M
PTON icon
14
Peloton Interactive
PTON
$2.63B
$11.4M 0.35%
1,436,622
+223,820
+18% +$2.15M
GM icon
15
General Motors
GM
$74.7B
$11.2M 0.34%
331,729
+72,638
+28% +$2.68M
ABR icon
16
PUT
Arbor Realty Trust
ABR
$960M
$10.9M 0.33%
830,000
+200,000
+32% +$2.72M
FRPT icon
17
Freshpet
FRPT
$2.83B
$10.8M 0.33%
204,404
-87,248
-30% -$5.19M
DEI icon
18
Douglas Emmett
DEI
$2.06B
$10.6M 0.32%
678,681
+411,996
+154% +$6.86M
VNO icon
19
Vornado Realty Trust
VNO
$7.47B
$10.2M 0.31%
+492,538
New +$11.3M
GDX icon
20
VanEck Gold Miners ETF
GDX
$23B
$9.6M 0.29%
+335,000
New +$8.95M
PYPL icon
21
PayPal
PYPL
$49.5B
$9.18M 0.28%
128,921
+34,352
+36% +$2.75M
LTHM
22
DELISTED
Livent Corporation
LTHM
$9.07M 0.28%
456,525
+292,978
+179% +$8.02M
HPP
23
Hudson Pacific Properties
HPP
$834M
$9.05M 0.28%
132,893
-14,602
-10% -$1.08M
IYT icon
24
iShares US Transportation ETF
IYT
$2.33B
$8.86M 0.27%
+166,000
New +$8.96M
BA icon
25
Boeing
BA
$165B
$8.56M 0.26%
44,958
+12,353
+38% +$2.02M
1
2 3 4 5

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
CG
Caprock Group Boise, Idaho $4.12B AUM
BT
Banque Transatlantique Paris, France $4.17B AUM 28.5% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return

Graham Capital Management's Q4 2022 Portfolio in Review

As of Q4 2022, Graham Capital Management held 1,449 positions worth $3.29B, up 30% from $2.53B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Graham Capital Management withdrew a net $274M in Q4 2022, closing 435 positions and reducing 291 holdings. Its most notable exit was iShares MSCI India ETF, an estimated $20.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 10% of assets, down from 10% a quarter earlier, followed by Industrials and Financials.

Against the trend, Graham Capital Management opened a new position in VanEck Semiconductor ETF worth $13.7M.

  • Graham Capital Management's largest Q4 2022 buy was VanEck Semiconductor ETF: 135,000 shares worth $13.7M.
  • Graham Capital Management added most to Reinsurance Group of America in Q4 2022, an estimated $18.3M increase.
  • Graham Capital Management's biggest Q4 2022 reduction was Academy Sports + Outdoors, cutting an estimated $33.7M.
  • Graham Capital Management fully exited iShares MSCI India ETF in Q4 2022, selling an estimated $20.4M.
  • Graham Capital Management's ten largest holdings make up 42% of its $3.29B portfolio in Q4 2022.
  • Graham Capital Management opened 408 new positions and closed 435 in Q4 2022.
  • Graham Capital Management's portfolio value rose 30% quarter-over-quarter to $3.29B.

Based on Graham Capital Management's 13F filing for Q4 2022, filed 14 Feb 2023.