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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
GLD icon
1
CALL
SPDR Gold Trust
GLD
$131B
$1.88B 39.55%
15,500,000
– –
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$593M 12.44%
4,000,000
-500,000
-11% -$70.4M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$490M 10.28%
+1,950,000
New +$481M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$276M 5.8%
1,100,000
+100,000
+10% +$24.7M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$267M 5.6%
+1,800,000
New +$253M
XME icon
6
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
$73M 1.53%
+2,270,000
New +$71.1M
XLF icon
7
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$59.8M 1.26%
2,312,514
-421,778
-15% -$10.5M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$455B
$50.9M 1.07%
+350,000
New +$50.1M
EWZ icon
9
iShares MSCI Brazil ETF
EWZ
$9.05B
$39.6M 0.83%
+950,000
New +$37.2M
XLE icon
10
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$37.7M 0.79%
1,100,200
-1,021,528
-48% -$33.2M
AMLP icon
11
Alerian MLP ETF
AMLP
$13B
$36.1M 0.76%
642,857
+302,797
+89% +$17.3M
GDX icon
12
VanEck Gold Miners ETF
GDX
$23B
$35.4M 0.74%
1,541,258
+891,258
+137% +$20.6M
INDA icon
13
iShares MSCI India ETF
INDA
$6.71B
$24.4M 0.51%
743,400
– –
FXI icon
14
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$22M 0.46%
+500,000
New +$21.4M
BAC icon
15
Bank of America
BAC
$435B
$15.2M 0.32%
600,000
+550,500
+1,112% +$13.4M
ROBO icon
16
ROBO Global Robotics & Automation Index ETF
ROBO
$1.9B
$15.1M 0.32%
+389,960
New +$14.2M
IWM icon
17
iShares Russell 2000 ETF
IWM
$80.9B
$12.6M 0.26%
85,000
– –
EWZ icon
18
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$10.4M 0.22%
+250,000
New +$9.78M
EEM icon
19
iShares MSCI Emerging Markets ETF
EEM
$28B
$10.3M 0.22%
230,936
+62,936
+37% +$2.77M
TWTR
20
DELISTED
Twitter, Inc.
TWTR
$9.55M 0.2%
+566,329
New +$9.89M
FXI icon
21
iShares China Large-Cap ETF
FXI
$4.31B
$6.83M 0.14%
155,000
+130,000
+520% +$5.57M
XOP icon
22
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$6.14M 0.13%
+45,000
New +$5.64M
TSLA icon
23
PUT
Tesla
TSLA
$1.24T
$5.12M 0.11%
225,000
-342,000
-60% -$7.89M
BHC icon
24
PUT
Bausch Health
BHC
$1.65B
$4.3M 0.09%
+300,000
New +$4.54M
CME icon
25
CME Group
CME
$92.2B
$4.07M 0.09%
30,000
– –
1
2 3 4

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BOK
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ZP
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SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
CG
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BT
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BHC
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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.