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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
-2.73%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$2.27B
AUM Growth
-$2.54B
Cap. Flow
-$4.51B
Cap. Flow %
-198.73%
Top 10 Hldgs %
80.99%
Holding
130
New
23
Increased
5
Reduced
5
Closed
65

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$33M
2
BABA icon
Alibaba
BABA
+$29.4M
3
MSFT icon
Microsoft
MSFT
+$18M
4
BAC icon
Bank of America
BAC
+$13.3M
5
AMR icon
Alpha Metallurgical Resources
AMR
+$9.67M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.58B
2
GLD icon
SPDR Gold Trust
GLD
+$1.16B
3
QQQ icon
Invesco QQQ Trust
QQQ
+$259M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$213M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$138M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.17%
2 Consumer Discretionary 1.33%
3 Financials 0.9%
4 Technology 0.9%
5 Materials 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$1.21B 53.43%
+10,000,000
New +$1.16B
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$134M 5.9%
+1,000,000
New +$149M
XLE icon
3
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$31M 1.37%
1,082,200
+985,600
+1,020% +$33M
BABA icon
4
Alibaba
BABA
$280B
$30.2M 1.33%
220,000
+198,763
+936% +$29.4M
DXJ icon
5
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.14B
$22.3M 0.98%
+480,000
New +$25M
MSFT icon
6
Microsoft
MSFT
$3.67T
$20.3M 0.9%
200,000
+168,341
+532% +$18M
IWM icon
7
iShares Russell 2000 ETF
IWM
$80.1B
$16.9M 0.74%
126,000
-924,000
-88% -$138M
BAC icon
8
Bank of America
BAC
$436B
$14.8M 0.65%
600,000
+488,765
+439% +$13.3M
EWZ icon
9
iShares MSCI Brazil ETF
EWZ
$8.79B
$9.55M 0.42%
250,000
-5,505,957
-96% -$213M
AMR icon
10
Alpha Metallurgical Resources
AMR
$2.84B
$9.5M 0.42%
+144,584
New +$9.67M
IQ icon
11
PUT
iQIYI
IQ
$949M
$7.43M 0.33%
+500,000
New +$10.4M
CME icon
12
CME Group
CME
$100B
$5.64M 0.25%
30,000
– –
CSIQ icon
13
PUT
Canadian Solar
CSIQ
$942M
$5.55M 0.24%
+387,200
New +$5.84M
RIG icon
14
PUT
Transocean
RIG
$6.43B
$4.51M 0.2%
+650,000
New +$6.62M
MDR
15
PUT
DELISTED
McDermott International
MDR
$4.25M 0.19%
+650,000
New +$6.86M
XLF icon
16
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$4.22M 0.19%
177,350
-355,600
-67% -$9.24M
EEM icon
17
iShares MSCI Emerging Markets ETF
EEM
$32B
$3.91M 0.17%
100,000
-1,765,000
-95% -$70.7M
ECPG icon
18
PUT
Encore Capital Group
ECPG
$2.1B
$3.29M 0.15%
+140,000
New +$3.76M
TLRY icon
19
PUT
Tilray
TLRY
$592M
$2.82M 0.12%
+4,000
New +$4.39M
KAMN
20
PUT
DELISTED
Kaman Corp
KAMN
$2.8M 0.12%
+50,000
New +$2.96M
CGC
21
PUT
Canopy Growth
CGC
$434M
$2.69M 0.12%
+10,000
New +$3.76M
MAT icon
22
PUT
Mattel
MAT
$4.04B
$2.5M 0.11%
+250,000
New +$3.31M
GE icon
23
GE Aerospace
GE
$347B
$2.27M 0.1%
62,599
-73,031
-54% -$3.3M
GLRE icon
24
PUT
Greenlight Captial
GLRE
$492M
$2.04M 0.09%
+237,300
New +$2.59M
DHT icon
25
PUT
DHT Holdings
DHT
$3.36B
$1.47M 0.06%
+375,000
New +$1.74M
1
2 3 4

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Graham Capital Management's Q4 2018 Portfolio in Review

As of Q4 2018, Graham Capital Management held 130 positions worth $2.27B, down 53% from $4.81B the previous quarter. Its ten largest holdings account for 81% of the portfolio.

Graham Capital Management withdrew a net $4.51B in Q4 2018, closing 65 positions and reducing 5 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $1.58B position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 94% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Graham Capital Management opened a new position in Alpha Metallurgical Resources worth $9.5M.

  • Graham Capital Management's largest Q4 2018 buy was Alpha Metallurgical Resources: 144,584 shares worth $9.5M.
  • Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q4 2018, an estimated $33M increase.
  • Graham Capital Management's biggest Q4 2018 reduction was iShares MSCI Brazil ETF, cutting an estimated $213M.
  • Graham Capital Management fully exited State Street SPDR S&P 500 ETF Trust in Q4 2018, selling an estimated $1.58B.
  • Graham Capital Management's ten largest holdings make up 81% of its $2.27B portfolio in Q4 2018.
  • Graham Capital Management opened 23 new positions and closed 65 in Q4 2018.
  • Graham Capital Management's portfolio value fell 53% quarter-over-quarter to $2.27B.

Based on Graham Capital Management's 13F filing for Q4 2018, filed 14 Feb 2019.