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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
Cap. Flow
+$825M
Cap. Flow %
17.32%
Top 10 Hldgs %
81.9%
Holding
107
New
20
Increased
13
Reduced
10
Closed
51

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$37.2M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$20.6M
3
AMLP icon
Alerian MLP ETF
AMLP
+$17.3M
4
ROBO icon
ROBO Global Robotics & Automation Index ETF
ROBO
+$14.2M
5
BAC icon
Bank of America
BAC
+$13.4M

Top Sells

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$33.2M
2
EPI icon
WisdomTree India Earnings Fund ETF
EPI
+$21.3M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$10.5M
4
EWJ icon
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
HP icon
51
Helmerich & Payne
HP
$3.43B
– –
-10,000
Closed -$543K
JPM icon
52
JPMorgan Chase
JPM
$941B
– –
-13,600
Closed -$1.24M
LMT icon
53
Lockheed Martin
LMT
$134B
– –
-4,300
Closed -$1.19M
MDT icon
54
Medtronic
MDT
$109B
– –
-13,600
Closed -$1.21M
MRK icon
55
Merck
MRK
$323B
– –
-18,969
Closed -$1.16M
MRVL icon
56
Marvell Technology
MRVL
$171B
– –
-69,300
Closed -$1.15M
MU icon
57
Micron Technology
MU
$938B
– –
-35,500
Closed -$1.06M
PUMP icon
58
ProPetro Holding
PUMP
$1.36B
– –
-57,600
Closed -$804K
RIG icon
59
PUT
Transocean
RIG
$5.83B
– –
-600,000
Closed -$4.94M
RL icon
60
Ralph Lauren
RL
$22.8B
– –
-5,200
Closed -$384K
TGI
61
DELISTED
Triumph Group
TGI
– –
-20,811
Closed -$658K
TWO
62
Two Harbors Investment
TWO
$1.27B
– –
-11,375
Closed -$902K
UNH icon
63
UnitedHealth
UNH
$382B
– –
-6,700
Closed -$1.24M
WMT icon
64
Walmart Inc
WMT
$888B
– –
-47,400
Closed -$1.2M
WW
65
DELISTED
WW International
WW
– –
-21,300
Closed -$712K
SLCA
66
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-17,900
Closed -$635K
FRAN
67
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-3,725
Closed -$489K
SDRL
68
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-4,912
Closed -$474K
AGN
69
DELISTED
Allergan plc
AGN
– –
-4,800
Closed -$1.17M
CJ
70
DELISTED
C&J Energy Services, Inc.
CJ
– –
-34,000
Closed -$1.17M
APC
71
DELISTED
Anadarko Petroleum
APC
– –
-26,100
Closed -$1.18M
DATA
72
DELISTED
Tableau Software, Inc.
DATA
– –
-12,700
Closed -$778K
RDC
73
DELISTED
Rowan Companies Plc
RDC
– –
-77,000
Closed -$788K
PF
74
DELISTED
Pinnacle Foods, Inc.
PF
– –
-19,200
Closed -$1.14M
SVU
75
DELISTED
SUPERVALU Inc.
SVU
– –
-47,814
Closed -$1.1M
1 2
3
4

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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
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
HIP
HUB Investment Partners Austin, Texas $4.18B AUM 24.76% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return

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.