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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 | |
|---|---|---|---|---|---|---|
|
MON
76
DELISTED
Monsanto Co
MON
| $986K | 0.03% |
+8,440
| New | +$1M |
|
77
Netflix
NFLX
$305B
| $978K | 0.03% |
+50,960
| New | +$981K |
|
78
Apple
AAPL
$4.9T
| $977K | 0.03% |
+23,104
| New | +$965K |
|
79
SBA Communications
SBAC
$19.3B
| $973K | 0.03% |
+5,958
| New | +$946K |
|
80
Meta Platforms (Facebook)
META
$1.37T
| $970K | 0.03% |
+5,499
| New | +$972K |
|
81
NRG Energy
NRG
$28.3B
| $966K | 0.03% |
+33,933
| New | +$923K |
|
82
Baidu
BIDU
$36.5B
| $959K | 0.03% |
+4,093
| New | +$1M |
|
83
Expedia Group
EXPE
$35.2B
| $959K | 0.03% |
+8,008
| New | +$1.04M |
|
84
DXC Technology
DXC
$1.82B
| $958K | 0.03% |
+11,674
| New | +$943K |
|
85
Equinix
EQIX
$103B
| $956K | 0.02% |
+2,109
| New | +$976K |
|
86
Liberty Broadband Class C
LBRDK
$4.79B
| $949K | 0.02% |
+11,140
| New | +$992K |
|
87
PayPal
PYPL
$49.3B
| $947K | 0.02% |
+12,858
| New | +$930K |
|
|
PPLI
88
People Inc
PPLI
$3.08B
| $946K | 0.02% |
43,269
-60,246
| -58% | -$1.35M |
|
89
Salesforce
CRM
$148B
| $940K | 0.02% |
+9,191
| New | +$937K |
|
90
IQVIA
IQV
$39.1B
| $938K | 0.02% |
+9,582
| New | +$975K |
|
91
Broadcom
AVGO
$1.85T
| $929K | 0.02% |
+36,150
| New | +$940K |
|
|
LVNTA
92
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $928K | 0.02% |
+17,109
| New | +$974K |
|
93
Take-Two Interactive
TTWO
$46.3B
| $922K | 0.02% |
+8,402
| New | +$917K |
|
94
Alibaba
BABA
$279B
| $903K | 0.02% |
+5,238
| New | +$939K |
|
95
Micron Technology
MU
$988B
| $832K | 0.02% |
+20,243
| New | +$872K |
|
96
Autodesk
ADSK
$49.6B
| $821K | 0.02% |
+7,830
| New | +$913K |
|
97
Comstock Resources
CRK
$3.73B
| $158K | ﹤0.01% |
+18,669
| New | +$111K |
|
|
98
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
| – | – |
-250,000
| Closed | -$10.4M |
|
99
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| – | – |
-500,000
| Closed | -$22M |
|
|
100
iShares China Large-Cap ETF
FXI
$4.37B
| – | – |
-155,000
| Closed | -$6.83M |
|
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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.