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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
IPXL
76
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-24,200
Closed -$390K
SSNI
77
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-52,919
Closed -$597K
REV
78
DELISTED
Revlon, Inc.
REV
– –
-26,025
Closed -$617K
BBL
79
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-81,567
Closed -$2.51M
CELG
80
DELISTED
Celgene Corp
CELG
– –
-8,900
Closed -$1.16M
NADL
81
PUT
DELISTED
North Atlantic Drilling Ltd
NADL
– –
-135,500
Closed -$180K
VXX
82
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-250,000
Closed -$12.8M
VXX
83
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-437,500
Closed -$22.3M
SPN
84
DELISTED
Superior Energy Services, Inc.
SPN
– –
-2,000
Closed -$209K
1 2 3
4

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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.