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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
-0.3%
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
$3.06B
AUM Growth
-$336M
Cap. Flow
-$1.26B
Cap. Flow %
-40.96%
Top 10 Hldgs %
71.47%
Holding
110
New
24
Increased
14
Reduced
5
Closed
16

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$88.6M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$28.1M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$10.9M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$10M
5
EWH icon
iShares MSCI Hong Kong ETF
EWH
+$9.71M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$11M
2
INDA icon
iShares MSCI India ETF
INDA
+$9.9M
3
EPI icon
WisdomTree India Earnings Fund ETF
EPI
+$9.87M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.08M
5
ENPH icon
Enphase Energy
ENPH
+$4.92M

Sector Composition

Rank Sector Weight
1 Technology 2.65%
2 Industrials 1.52%
3 Financials 0.88%
4 Consumer Discretionary 0.63%
5 Materials 0.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NIO icon
26
PUT
NIO
NIO
$12.1B
$8.06M 0.26%
5,166,100
+3,340,800
+183% +$10.2M
BABA icon
27
Alibaba
BABA
$305B
$7.53M 0.25%
45,000
+20,000
+80% +$3.44M
AMR icon
28
Alpha Metallurgical Resources
AMR
$1.76B
$7.44M 0.24%
265,958
– –
GPRO icon
29
GoPro
GPRO
$131M
$7.18M 0.23%
1,385,100
+502,195
+57% +$2.36M
HD icon
30
Home Depot
HD
$339B
$6.96M 0.23%
+30,000
New +$6.56M
BZUN
31
PUT
Baozun
BZUN
$175M
$6.94M 0.23%
162,600
– –
MRK icon
32
Merck
MRK
$316B
$6.73M 0.22%
83,840
– –
CME icon
33
CME Group
CME
$95.7B
$6.34M 0.21%
30,000
– –
VZ icon
34
Verizon
VZ
$198B
$6.04M 0.2%
+100,000
New +$5.76M
STZ icon
35
Constellation Brands
STZ
$22.4B
$5.39M 0.18%
26,000
+3,000
+13% +$602K
GE icon
36
GE Aerospace
GE
$383B
$5.36M 0.18%
+120,382
New +$5.66M
CGC
37
PUT
Canopy Growth
CGC
$404M
$5.31M 0.17%
+23,160
New +$7.08M
HTT
38
PUT
High Templar Tech Ltd
HTT
$391M
$5.17M 0.17%
750,000
– –
XOM icon
39
ExxonMobil
XOM
$643B
$4.24M 0.14%
60,000
– –
NKE icon
40
Nike
NKE
$63.3B
$4.23M 0.14%
+45,000
New +$3.86M
ENPH icon
41
Enphase Energy
ENPH
$5.2B
$3.7M 0.12%
166,359
-191,861
-54% -$4.92M
XME icon
42
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$3.44M 0.11%
+135,000
New +$3.61M
MMM icon
43
3M
MMM
$91.4B
$3.29M 0.11%
+23,920
New +$3.34M
HOUS
44
PUT
DELISTED
Anywhere Real Estate
HOUS
$3.01M 0.1%
450,000
– –
WLL
45
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$2.97M 0.1%
+4,933
New +$4.18M
GLNG icon
46
PUT
Golar LNG
GLNG
$5B
$2.73M 0.09%
210,000
– –
ACB
47
PUT
Aurora Cannabis
ACB
$175M
$2.2M 0.07%
+4,183
New +$3.1M
TALO icon
48
Talos Energy
TALO
$2.48B
$2.13M 0.07%
104,963
– –
C icon
49
Citigroup
C
$224B
$1.38M 0.05%
+20,000
New +$1.36M
NE
50
PUT
DELISTED
Noble Corporation
NE
$1.35M 0.04%
1,066,700
– –
1
2
3

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Graham Capital Management's Q3 2019 Portfolio in Review

As of Q3 2019, Graham Capital Management held 110 positions worth $3.06B, down 9.9% from $3.4B the previous quarter. Its ten largest holdings account for 71% of the portfolio.

Graham Capital Management withdrew a net $1.26B in Q3 2019, closing 16 positions and reducing 5 holdings. Its most notable exit was iShares MSCI India ETF, an estimated $9.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 2.6% of assets, up from 2.4% a quarter earlier, followed by Industrials and Financials.

Against the trend, Graham Capital Management opened a new position in iShares JPMorgan USD Emerging Markets Bond ETF worth $10.8M.

  • Graham Capital Management's largest Q3 2019 buy was iShares JPMorgan USD Emerging Markets Bond ETF: 95,600 shares worth $10.8M.
  • Graham Capital Management added most to State Street Consumer Staples Select Sector SPDR ETF in Q3 2019, an estimated $88.6M increase.
  • Graham Capital Management's biggest Q3 2019 reduction was Microsoft, cutting an estimated $11M.
  • Graham Capital Management fully exited iShares MSCI India ETF in Q3 2019, selling an estimated $9.9M.
  • Graham Capital Management's ten largest holdings make up 71% of its $3.06B portfolio in Q3 2019.
  • Graham Capital Management opened 24 new positions and closed 16 in Q3 2019.
  • Graham Capital Management's portfolio value fell 9.9% quarter-over-quarter to $3.06B.

Based on Graham Capital Management's 13F filing for Q3 2019, filed 14 Nov 2019.