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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
(-19%)
Cap. Flow
-$974M
Cap. Flow
% of AUM
-25.37%
Top 10 Holdings %
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 |
Invesco QQQ Trust
QQQ
|
+$13.8M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$13.8M |
| 5 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$13M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$27.1M |
| 2 |
iShares MSCI India ETF
INDA
|
+$24.4M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$18.2M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$16.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
Wells Fargo
WFC
$258B
| $1.11M | 0.03% |
+18,342
| New | +$1.04M |
|
52
Ally Financial
ALLY
$13.2B
| $1.1M | 0.03% |
+37,893
| New | +$1.01M |
|
53
Delta Air Lines
DAL
$58.3B
| $1.1M | 0.03% |
+19,736
| New | +$1.03M |
|
|
54
Bank of America
BAC
$433B
| $1.1M | 0.03% |
37,411
-562,589
| -94% | -$15.5M |
|
55
Comcast
CMCSA
$84B
| $1.1M | 0.03% |
+27,457
| New | +$1.03M |
|
56
Berkshire Hathaway Class B
BRK.B
$1.1T
| $1.08M | 0.03% |
+5,459
| New | +$1.04M |
|
57
JPMorgan Chase
JPM
$933B
| $1.08M | 0.03% |
+10,108
| New | +$1.02M |
|
58
Corpay
CPAY
$25.5B
| $1.07M | 0.03% |
+5,558
| New | +$978K |
|
|
RSX
59
DELISTED
VanEck Russia ETF
RSX
| $1.06M | 0.03% |
50,000
| – | – |
|
60
Marathon Petroleum
MPC
$91.7B
| $1.06M | 0.03% |
+16,054
| New | +$983K |
|
61
Constellation Brands
STZ
$22.3B
| $1.04M | 0.03% |
+4,550
| New | +$984K |
|
62
Citigroup
C
$222B
| $1.03M | 0.03% |
+13,816
| New | +$1.02M |
|
63
TransDigm Group
TDG
$69.9B
| $1.03M | 0.03% |
+3,743
| New | +$1.02M |
|
64
Amazon
AMZN
$2.53T
| $1.03M | 0.03% |
+17,560
| New | +$966K |
|
65
Elevance Health
ELV
$81.6B
| $1.02M | 0.03% |
+4,545
| New | +$968K |
|
66
Visa
V
$673B
| $1.02M | 0.03% |
+8,973
| New | +$991K |
|
67
Microsoft
MSFT
$3.35T
| $1.02M | 0.03% |
+11,945
| New | +$980K |
|
68
Adient
ADNT
$1.72B
| $1.01M | 0.03% |
+12,844
| New | +$1.04M |
|
69
Alphabet (Google) Class A
GOOGL
$4.08T
| $1M | 0.03% |
+19,040
| New | +$983K |
|
70
MGM Resorts International
MGM
$11.7B
| $1M | 0.03% |
+29,994
| New | +$967K |
|
71
DuPont de Nemours
DD
$18.7B
| $999K | 0.03% |
+5,541
| New | +$998K |
|
72
GoDaddy
GDDY
$13.2B
| $996K | 0.03% |
+19,806
| New | +$939K |
|
73
Charter Communications
CHTR
$16.9B
| $993K | 0.03% |
+2,955
| New | +$1M |
|
74
Cognizant
CTSH
$24.3B
| $990K | 0.03% |
+13,933
| New | +$1.02M |
|
75
Dell
DELL
$262B
| $988K | 0.03% |
+43,333
| New | +$982K |
|
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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.