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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
+2.43%
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
$4.81B
AUM Growth
+$2.12B
Cap. Flow
+$1.24B
Cap. Flow %
25.78%
Top 10 Hldgs %
79.93%
Holding
148
New
28
Increased
42
Reduced
6
Closed
34

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.55B
2
GLD icon
SPDR Gold Trust
GLD
+$1.15B
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$192M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$191M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$177M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$68M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$34.1M
3
AMLP icon
Alerian MLP ETF
AMLP
+$27.6M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$6.29M
5
IBB icon
iShares Biotechnology ETF
IBB
+$5.49M

Sector Composition

Rank Sector Weight
1 Communication Services 1.75%
2 Healthcare 0.84%
3 Financials 0.82%
4 Technology 0.7%
5 Consumer Discretionary 0.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRM icon
26
Salesforce
CRM
$152B
$3.62M 0.08%
22,788
+14,880
+188% +$2.21M
MSFT icon
27
Microsoft
MSFT
$3.62T
$3.62M 0.08%
31,659
+21,239
+204% +$2.3M
BIDU icon
28
Baidu
BIDU
$38.3B
$3.62M 0.08%
+15,821
New +$3.72M
XPO icon
29
XPO
XPO
$23.1B
$3.61M 0.08%
91,406
+64,623
+241% +$2.35M
MA icon
30
Mastercard
MA
$500B
$3.61M 0.08%
16,202
+10,929
+207% +$2.28M
TDG icon
31
TransDigm Group
TDG
$71.9B
$3.6M 0.08%
9,675
+6,634
+218% +$2.39M
WP
32
DELISTED
Worldpay, Inc.
WP
$3.6M 0.07%
35,539
+23,264
+190% +$2.12M
ESRX
33
DELISTED
Express Scripts Holding Company
ESRX
$3.6M 0.07%
+37,859
New +$3.23M
BKNG icon
34
Booking.com
BKNG
$149B
$3.59M 0.07%
45,225
+33,075
+272% +$2.6M
ADSK icon
35
Autodesk
ADSK
$49.6B
$3.58M 0.07%
22,946
+15,715
+217% +$2.22M
V icon
36
Visa
V
$683B
$3.58M 0.07%
23,840
+16,113
+209% +$2.29M
GDDY icon
37
GoDaddy
GDDY
$11.7B
$3.58M 0.07%
42,889
+28,815
+205% +$2.25M
ADBE icon
38
Adobe
ADBE
$99.9B
$3.53M 0.07%
13,073
+8,856
+210% +$2.28M
AMZN icon
39
Amazon
AMZN
$3.06T
$3.52M 0.07%
35,200
+22,460
+176% +$2.11M
IQV icon
40
IQVIA
IQV
$38.4B
$3.52M 0.07%
+27,162
New +$3.26M
CZR
41
DELISTED
Caesars Entertainment Corporation
CZR
$3.51M 0.07%
342,790
+266,143
+347% +$2.8M
ELV icon
42
Elevance Health
ELV
$83B
$3.51M 0.07%
+12,814
New +$3.33M
GOOGL icon
43
Alphabet (Google) Class A
GOOGL
$4.57T
$3.51M 0.07%
58,160
+39,040
+204% +$2.36M
STZ icon
44
Constellation Brands
STZ
$22.4B
$3.5M 0.07%
16,259
+11,691
+256% +$2.49M
BABA icon
45
Alibaba
BABA
$305B
$3.5M 0.07%
21,237
+15,978
+304% +$2.83M
SPOT icon
46
Spotify
SPOT
$100B
$3.5M 0.07%
+19,333
New +$3.55M
AAPL icon
47
Apple
AAPL
$4.46T
$3.49M 0.07%
61,920
+40,364
+187% +$2.1M
COL
48
DELISTED
Rockwell Collins
COL
$3.49M 0.07%
+24,850
New +$3.42M
C icon
49
Citigroup
C
$224B
$3.49M 0.07%
48,593
+34,241
+239% +$2.42M
ZAYO
50
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$3.48M 0.07%
+100,204
New +$3.66M
1
2
3 4 5

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Graham Capital Management's Q3 2018 Portfolio in Review

As of Q3 2018, Graham Capital Management held 148 positions worth $4.81B, up 79% from $2.68B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Graham Capital Management deployed $1.24B of net new capital in Q3 2018, opening 28 new positions and adding to 42 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 5,450,000 shares worth $1.58B.

By sector, the portfolio is most concentrated in Communication Services at 1.7% of assets, up from 0.66% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $68M trimmed.

  • Graham Capital Management's largest Q3 2018 buy was State Street SPDR S&P 500 ETF Trust: 5,450,000 shares worth $1.58B.
  • Graham Capital Management added most to iShares MSCI Brazil ETF in Q3 2018, an estimated $192M increase.
  • Graham Capital Management's biggest Q3 2018 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $68M.
  • Graham Capital Management fully exited Alerian MLP ETF in Q3 2018, selling an estimated $27.6M.
  • Graham Capital Management's ten largest holdings make up 80% of its $4.81B portfolio in Q3 2018.
  • Graham Capital Management opened 28 new positions and closed 34 in Q3 2018.
  • Graham Capital Management's portfolio value rose 79% quarter-over-quarter to $4.81B.

Based on Graham Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.