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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
+1.78%
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
$4.76B
AUM Growth
+$951M
(+25%)
Cap. Flow
+$825M
Cap. Flow
% of AUM
17.32%
Top 10 Holdings %
Top 10 Hldgs %
81.9%
Holding
107
New
20
Increased
13
Reduced
10
Closed
51
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$37.2M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$20.6M |
| 3 |
Alerian MLP ETF
AMLP
|
+$17.3M |
| 4 |
ROBO Global Robotics & Automation Index ETF
ROBO
|
+$14.2M |
| 5 |
Bank of America
BAC
|
+$13.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$33.2M |
| 2 |
WisdomTree India Earnings Fund ETF
EPI
|
+$21.3M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$10.5M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$2.68M |
| 5 |
BBL
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
|
+$2.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.4% |
| 2 | Communication Services | 0.27% |
| 3 | Consumer Discretionary | 0.04% |
| 4 | Healthcare | 0% |
| 5 | Industrials | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RDUS
26
PUT
DELISTED
Radius Health, Inc.
RDUS
| $3.47M | 0.07% |
+90,000
| New | +$3.53M |
|
27
PUT
Gogo Inc
GOGO
$525M
| $2.95M | 0.06% |
+250,000
| New | +$3.19M |
|
|
PPLI
28
People Inc
PPLI
$3.12B
| $2.17M | 0.05% |
+103,515
| New | +$2.01M |
|
|
SPWR
29
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.64M | 0.03% |
343,575
-122,160
| -26% | -$738K |
|
|
ENDP
30
PUT
DELISTED
Endo International plc
ENDP
| $1.28M | 0.03% |
+150,000
| New | +$1.45M |
|
31
Lee Enterprises
LEE
$175M
| $1.21M | 0.03% |
55,113
+36,660
| +199% | +$737K |
|
|
RSX
32
DELISTED
VanEck Russia ETF
RSX
| $1.11M | 0.02% |
50,000
+25,000
| +100% | +$516K |
|
33
Wayfair
W
$11.8B
| $910K | 0.02% |
+13,500
| New | +$1M |
|
|
CZR
34
DELISTED
Caesars Entertainment Corporation
CZR
| $763K | 0.02% |
+57,149
| New | +$693K |
|
35
Amgen
AMGN
$209B
| – | – |
-7,500
| Closed | -$1.29M |
|
36
Brink's
BCO
$5.01B
| – | – |
-9,100
| Closed | -$610K |
|
37
Booking.com
BKNG
$156B
| – | – |
-16,000
| Closed | -$1.2M |
|
38
Core Laboratories
CLB
$455M
| – | – |
-6,000
| Closed | -$608K |
|
39
CNA Financial
CNA
$14.9B
| – | – |
-18,800
| Closed | -$917K |
|
40
Capital One
COF
$128B
| – | – |
-14,700
| Closed | -$1.22M |
|
41
Dana Inc
DAN
$2.88B
| – | – |
-53,300
| Closed | -$1.19M |
|
42
DNOW Inc
DNOW
$2.44B
| – | – |
-20,000
| Closed | -$322K |
|
|
43
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| – | – |
-870,525
| Closed | -$21.3M |
|
|
44
iShares MSCI Japan ETF
EWJ
$21.2B
| – | – |
-50,000
| Closed | -$2.68M |
|
45
PUT
iShares MSCI Taiwan ETF
EWT
$9.13B
| – | – |
-1,200,000
| Closed | -$42.9M |
|
46
F5
FFIV
$22B
| – | – |
-6,400
| Closed | -$813K |
|
47
Flowserve
FLS
$8.94B
| – | – |
-17,600
| Closed | -$817K |
|
48
TechnipFMC
FTI
$28.6B
| – | – |
-47,712
| Closed | -$966K |
|
49
Gilead Sciences
GILD
$165B
| – | – |
-16,600
| Closed | -$1.18M |
|
50
Goldman Sachs
GS
$289B
| – | – |
-5,400
| Closed | -$1.2M |
|
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Graham Capital Management's Q3 2017 Portfolio in Review
As of Q3 2017, Graham Capital Management held 107 positions worth $4.76B, up 25% from $3.81B the previous quarter. Its ten largest holdings account for 82% of the portfolio.
Graham Capital Management deployed $825M of net new capital in Q3 2017, opening 20 new positions and adding to 13 existing holdings. Its largest new stake was iShares MSCI Brazil ETF: 950,000 shares worth $39.6M.
By sector, the portfolio is most concentrated in Financials at 0.4% of assets, up from 0.25% a quarter earlier, followed by Communication Services and Consumer Discretionary.
On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $33.2M trimmed.
- Graham Capital Management's largest Q3 2017 buy was iShares MSCI Brazil ETF: 950,000 shares worth $39.6M.
- Graham Capital Management added most to VanEck Gold Miners ETF in Q3 2017, an estimated $20.6M increase.
- Graham Capital Management's biggest Q3 2017 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $33.2M.
- Graham Capital Management fully exited WisdomTree India Earnings Fund ETF in Q3 2017, selling an estimated $21.3M.
- Graham Capital Management's ten largest holdings make up 82% of its $4.76B portfolio in Q3 2017.
- Graham Capital Management opened 20 new positions and closed 51 in Q3 2017.
- Graham Capital Management's portfolio value rose 25% quarter-over-quarter to $4.76B.
Based on Graham Capital Management's 13F filing for Q3 2017, filed 14 Nov 2017.