Graham Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.55B |
| 2 |
SPDR Gold Trust
GLD
|
+$1.15B |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$192M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$191M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$177M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$68M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$34.1M |
| 3 |
Alerian MLP ETF
AMLP
|
+$27.6M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$6.29M |
| 5 |
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% |
Similar funds
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.