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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
(+79%)
Cap. Flow
+$1.24B
Cap. Flow
% of AUM
25.78%
Top 10 Holdings %
Top 10 Hldgs %
79.93%
Holding
148
New
28
Increased
42
Reduced
6
Closed
34
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% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $1.58B | 32.97% |
+5,450,000
| New | +$1.55B |
|
|
2
SPDR Gold Trust
GLD
$131B
| $1.13B | 23.47% |
+10,000,000
| New | +$1.15B |
|
|
3
Invesco QQQ Trust
QQQ
$455B
| $259M | 5.39% |
1,394,877
+1,058,186
| +314% | +$191M |
|
|
4
iShares MSCI Brazil ETF
EWZ
$9.05B
| $194M | 4.04% |
5,755,957
+5,705,957
| +11,412% | +$192M |
|
|
5
iShares Russell 2000 ETF
IWM
$80.9B
| $177M | 3.68% |
+1,050,000
| New | +$177M |
|
6
iShares China Large-Cap ETF
FXI
$4.31B
| $98.5M | 2.05% |
+2,300,000
| New | +$97.4M |
|
7
iShares MSCI Emerging Markets ETF
EEM
$28B
| $80M | 1.67% |
+1,865,000
| New | +$80.5M |
|
|
TFCFA
8
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $41.7M | 0.87% |
899,790
+759,290
| +540% | +$34.8M |
|
|
9
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $27.5M | 0.57% |
468,896
-597,936
| -56% | -$34.1M |
|
|
CGC
10
Canopy Growth
CGC
$375M
| – | – |
0
| – | – |
|
11
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $16.7M | 0.35% |
175,013
+52,121
| +42% | +$4.71M |
|
|
12
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $14.7M | 0.31% |
532,950
-2,428,618
| -82% | -$68M |
|
13
GE Aerospace
GE
$367B
| $7.34M | 0.15% |
135,630
+52,165
| +62% | +$3.22M |
|
14
NXP Semiconductors
NXPI
$68B
| $6.91M | 0.14% |
80,852
-31,299
| -28% | -$3M |
|
15
AT&T
T
$165B
| $5.27M | 0.11% |
207,920
+187,695
| +928% | +$4.6M |
|
16
CME Group
CME
$92.2B
| $5.11M | 0.11% |
30,000
| – | – |
|
17
Opko Health
OPK
$921M
| – | – |
0
| – | – |
|
18
Mattel
MAT
$4.17B
| $3.92M | 0.08% |
+250,000
| New | +$4M |
|
19
Netflix
NFLX
$292B
| $3.68M | 0.08% |
98,490
+67,520
| +218% | +$2.45M |
|
20
T-Mobile US
TMUS
$193B
| $3.66M | 0.08% |
+52,133
| New | +$3.35M |
|
21
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $3.66M | 0.08% |
96,600
+77,600
| +408% | +$2.91M |
|
22
Take-Two Interactive
TTWO
$43B
| $3.65M | 0.08% |
+26,447
| New | +$3.37M |
|
23
Charter Communications
CHTR
$14.7B
| $3.64M | 0.08% |
11,180
+7,464
| +201% | +$2.28M |
|
|
GLIBA
24
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $3.63M | 0.08% |
71,088
+48,214
| +211% | +$2.32M |
|
25
Cheniere Energy
LNG
$56.5B
| $3.62M | 0.08% |
52,152
+36,153
| +226% | +$2.33M |
|
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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.