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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 | |
|---|---|---|---|---|---|---|
101
PUT
Gogo Inc
GOGO
$559M
| – | – |
-250,000
| Closed | -$2.95M |
|
|
102
iShares MSCI India ETF
INDA
$6.88B
| – | – |
-743,400
| Closed | -$24.4M |
|
103
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| – | – |
-1,800,000
| Closed | -$267M |
|
|
104
iShares Russell 2000 ETF
IWM
$80.2B
| – | – |
-85,000
| Closed | -$12.6M |
|
|
105
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| – | – |
-4,000,000
| Closed | -$593M |
|
|
106
CALL
Invesco QQQ Trust
QQQ
$450B
| – | – |
-350,000
| Closed | -$50.9M |
|
107
ROBO Global Robotics & Automation Index ETF
ROBO
$1.94B
| – | – |
-389,960
| Closed | -$15.1M |
|
108
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| – | – |
-1,100,000
| Closed | -$276M |
|
109
Wayfair
W
$11.9B
| – | – |
-13,500
| Closed | -$910K |
|
|
110
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
| – | – |
-2,270,000
| Closed | -$73M |
|
111
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| – | – |
-45,000
| Closed | -$6.14M |
|
|
TWTR
112
DELISTED
Twitter, Inc.
TWTR
| – | – |
-566,329
| Closed | -$9.55M |
|
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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.