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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
+0.72%
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
$3.84B
AUM Growth
-$927M
Cap. Flow
-$974M
Cap. Flow %
-25.37%
Top 10 Hldgs %
84.42%
Holding
138
New
82
Increased
6
Reduced
11
Closed
20

Top Buys

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$60.6M
2
CZR
Caesars Entertainment Corporation
CZR
+$21.8M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$13.8M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$13.8M
5
XME icon
State Street SPDR S&P Metals & Mining ETF
XME
+$13M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$27.1M
2
INDA icon
iShares MSCI India ETF
INDA
+$24.4M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$18.2M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$16.3M
5
BAC icon
Bank of America
BAC
+$15.5M

Sector Composition

Rank Sector Weight
1 Communication Services 1.91%
2 Consumer Discretionary 0.81%
3 Technology 0.66%
4 Financials 0.65%
5 Energy 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IP icon
26
International Paper
IP
$22.6B
$2.61M 0.07%
+47,525
New +$2.55M
ACN icon
27
Accenture
ACN
$106B
$2.6M 0.07%
+16,985
New +$2.46M
TROW icon
28
T. Rowe Price
TROW
$25.5B
$2.57M 0.07%
+24,495
New +$2.39M
EXR icon
29
Extra Space Storage
EXR
$32.3B
$2.56M 0.07%
+29,286
New +$2.47M
XOM icon
30
ExxonMobil
XOM
$650B
$2.52M 0.07%
+30,176
New +$2.5M
APA icon
31
APA Corp
APA
$13B
$2.52M 0.07%
+59,755
New +$2.51M
CINF icon
32
Cincinnati Financial
CINF
$27.8B
$2.51M 0.07%
+33,464
New +$2.49M
SYK icon
33
Stryker
SYK
$135B
$2.51M 0.07%
+16,200
New +$2.47M
TFC icon
34
Truist Financial
TFC
$63.9B
$2.51M 0.07%
+50,417
New +$2.43M
ROP icon
35
Roper Technologies
ROP
$40.4B
$2.47M 0.06%
+9,523
New +$2.44M
KIM icon
36
Kimco Realty
KIM
$17.5B
$2.45M 0.06%
+135,093
New +$2.53M
MMM icon
37
3M
MMM
$91.8B
$2.45M 0.06%
+12,453
New +$2.4M
D icon
38
Dominion Energy
D
$62B
$2.43M 0.06%
+30,021
New +$2.43M
MRSH
39
Marsh
MRSH
$94.3B
$2.42M 0.06%
+29,696
New +$2.47M
VTR icon
40
Ventas
VTR
$47.5B
$2.34M 0.06%
+39,006
New +$2.47M
ICPT
41
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$2.34M 0.06%
+40,000
New +$2.52M
SRE icon
42
Sempra
SRE
$58.1B
$2.22M 0.06%
+41,556
New +$2.41M
XL
43
DELISTED
XL Group Ltd.
XL
$2.21M 0.06%
+63,002
New +$2.44M
LEE icon
44
Lee Enterprises
LEE
$175M
$2.15M 0.06%
91,613
+36,500
+66% +$856K
BHC icon
45
PUT
Bausch Health
BHC
$1.75B
$2.08M 0.05%
100,000
-200,000
-67% -$3.17M
SPWR
46
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$1.9M 0.05%
343,575
– –
MNK
47
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.8M 0.05%
+80,000
New +$2.15M
ENDP
48
PUT
DELISTED
Endo International plc
ENDP
$1.36M 0.04%
175,000
+25,000
+17% +$187K
XPO icon
49
XPO
XPO
$23.4B
$1.19M 0.03%
+37,435
New +$957K
NXST icon
50
Nexstar Media Group
NXST
$6.01B
$1.18M 0.03%
+15,026
New +$1.01M
1
2
3 4 5

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Graham Capital Management's Q4 2017 Portfolio in Review

As of Q4 2017, Graham Capital Management held 138 positions worth $3.84B, down 19% from $4.76B the previous quarter. Its ten largest holdings account for 84% of the portfolio.

Graham Capital Management withdrew a net $974M in Q4 2017, closing 20 positions and reducing 11 holdings. Its most notable exit was iShares MSCI India ETF, an estimated $24.4M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 1.9% of assets, up from 0.27% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Graham Capital Management opened a new position in Time Warner Inc worth $58.6M.

  • Graham Capital Management's largest Q4 2017 buy was Time Warner Inc: 641,166 shares worth $58.6M.
  • Graham Capital Management added most to Caesars Entertainment Corporation in Q4 2017, an estimated $21.8M increase.
  • Graham Capital Management's biggest Q4 2017 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $27.1M.
  • Graham Capital Management fully exited iShares MSCI India ETF in Q4 2017, selling an estimated $24.4M.
  • Graham Capital Management's ten largest holdings make up 84% of its $3.84B portfolio in Q4 2017.
  • Graham Capital Management opened 82 new positions and closed 20 in Q4 2017.
  • Graham Capital Management's portfolio value fell 19% quarter-over-quarter to $3.84B.

Based on Graham Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.