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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
+2.43%
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
$4.81B
AUM Growth
+$2.12B
Cap. Flow
+$1.24B
Cap. Flow %
25.78%
Top 10 Hldgs %
79.93%
Holding
148
New
28
Increased
42
Reduced
6
Closed
34

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.55B
2
GLD icon
SPDR Gold Trust
GLD
+$1.15B
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$192M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$191M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$177M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$68M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$34.1M
3
AMLP icon
Alerian MLP ETF
AMLP
+$27.6M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$6.29M
5
IBB icon
iShares Biotechnology ETF
IBB
+$5.49M

Sector Composition

Rank Sector Weight
1 Communication Services 1.75%
2 Healthcare 0.84%
3 Financials 0.82%
4 Technology 0.7%
5 Consumer Discretionary 0.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LEE icon
76
Lee Enterprises
LEE
$177M
$1.24M 0.03%
46,613
-45,000
-49% -$1.32M
GMLP
77
DELISTED
Golar LNG Partners LP
GMLP
– –
0
– –
EWY icon
78
iShares MSCI South Korea ETF
EWY
$24.6B
$1.02M 0.02%
+15,000
New +$993K
PXD
79
DELISTED
Pioneer Natural Resource Co.
PXD
$870K 0.02%
+5,000
New +$894K
EAF icon
80
GrafTech
EAF
$200M
$780K 0.02%
+4,000
New +$754K
BTU icon
81
Peabody Energy
BTU
$2.78B
$712K 0.01%
+20,000
New +$858K
AMLP icon
82
Alerian MLP ETF
AMLP
$12.8B
– –
-547,496
Closed -$27.6M
AVGO icon
83
Broadcom
AVGO
$1.99T
– –
-42,540
Closed -$1.03M
CSIQ icon
84
PUT
Canadian Solar
CSIQ
$1.05B
– –
-1,043,500
Closed -$12.8M
EEM icon
85
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.5B
– –
-250,000
Closed -$10.8M
EFA icon
86
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
– –
-1,000,000
Closed -$67M
GLD icon
87
CALL
SPDR Gold Trust
GLD
$138B
– –
-10,000,000
Closed -$1.19B
IBB icon
88
iShares Biotechnology ETF
IBB
$9.47B
– –
-50,000
Closed -$5.49M
IWM icon
89
PUT
iShares Russell 2000 ETF
IWM
$82.5B
– –
-650,000
Closed -$106M
LEG icon
90
Leggett & Platt
LEG
$1.4B
– –
-11,926
Closed -$532K
MAT icon
91
PUT
Mattel
MAT
$4.2B
– –
-250,000
Closed -$4.11M
MGM icon
92
MGM Resorts International
MGM
$11.4B
– –
-31,047
Closed -$901K
MU icon
93
Micron Technology
MU
$1.01T
– –
-18,806
Closed -$986K
NRG icon
94
NRG Energy
NRG
$25.5B
– –
-29,786
Closed -$914K
NXPI icon
95
CALL
NXP Semiconductors
NXPI
$58.3B
– –
-58,000
Closed -$6.34M
NXST icon
96
Nexstar Media Group
NXST
$5.8B
– –
-14,526
Closed -$1.07M
ORCL icon
97
Oracle
ORCL
$416B
– –
-28,500
Closed -$1.25M
PANW icon
98
Palo Alto Networks
PANW
$296B
– –
-29,862
Closed -$1.02M
QQQ icon
99
CALL
Invesco QQQ Trust
QQQ
$480B
– –
-300,000
Closed -$51.5M
RIG icon
100
PUT
Transocean
RIG
$5.69B
– –
-650,000
Closed -$8.74M
1 2 3
4
5

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Graham Capital Management's Q3 2018 Portfolio in Review

As of Q3 2018, Graham Capital Management held 148 positions worth $4.81B, up 79% from $2.68B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Graham Capital Management deployed $1.24B of net new capital in Q3 2018, opening 28 new positions and adding to 42 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 5,450,000 shares worth $1.58B.

By sector, the portfolio is most concentrated in Communication Services at 1.7% of assets, up from 0.66% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $68M trimmed.

  • Graham Capital Management's largest Q3 2018 buy was State Street SPDR S&P 500 ETF Trust: 5,450,000 shares worth $1.58B.
  • Graham Capital Management added most to iShares MSCI Brazil ETF in Q3 2018, an estimated $192M increase.
  • Graham Capital Management's biggest Q3 2018 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $68M.
  • Graham Capital Management fully exited Alerian MLP ETF in Q3 2018, selling an estimated $27.6M.
  • Graham Capital Management's ten largest holdings make up 80% of its $4.81B portfolio in Q3 2018.
  • Graham Capital Management opened 28 new positions and closed 34 in Q3 2018.
  • Graham Capital Management's portfolio value rose 79% quarter-over-quarter to $4.81B.

Based on Graham Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.