Graham Capital Management, L.P. logo

Graham Capital Management, L.P. Portfolio Analytics

Investment Analysis & Holdings Breakdown

Comprehensive portfolio analytics for Graham Capital Management, L.P. with $1.8B in long positions as of Q3 2025, 25% allocated to ETF, and 24% concentrated in top 10 positions.

Portfolio Value
$1.8B
Top 10 Concentration
24%
Top Sector
ETF (25%)
US Exposure
93%
Market Cap Focus
Large Cap
Countries
23

Composition Analysis

Portfolio breakdown by sector, industry, and market capitalization

Sector Allocation

ETF: 24.50%ETFIndustrials: 12.50%IndustrialsTechnology: 12.00%TechnologyFinancial Services: 9.50%Financial ServicesConsumer Cyclical: 9.50%Consumer CyclicalHealthcare: 7.60%Communication Services: 4.80%Consumer Defensive: 4.10%Energy: 3.60%Real Estate: 2.90%Utilities: 2.70%Basic Materials: 2.10%
ETF
24.50%
Industrials
12.50%
Technology
12.00%
Financial Services
9.50%
Consumer Cyclical
9.50%
Healthcare
7.60%
Communication Services
4.80%
Consumer Defensive
4.10%
Energy
3.60%
Real Estate
2.90%
Utilities
2.70%
Basic Materials
2.10%

Industry Breakdown

129 industries across all sectors

ETF: 24.54%ETFSpecialty Retail: 3.58%Semiconductors: 3.53%Biotechnology: 3.42%Industrial - Machinery: 3.14%Internet Content & Information: 2.87%Software - Application: 2.67%Aerospace & Defense: 2.50%Software - Infrastructure: 2.02%Regulated Electric: 1.91%Banks - Diversified: 1.73%Financial - Data & Stock Exchanges: 1.63%Hardware, Equipment & Parts: 1.60%Banks - Regional: 1.55%Asset Management: 1.52%Financial - Credit Services: 1.32%Construction: 1.06%Telecommunications Services: 1.05%Oil & Gas Exploration & Production: 1.03%Discount Stores: 1.03%Engineering & Construction: 1.02%Medical - Devices: 0.93%Beverages - Non-Alcoholic: 0.92%Information Technology Services: 0.89%Solar: 0.88%Restaurants: 0.84%Home Improvement: 0.76%Entertainment: 0.73%Industrial - Distribution: 0.70%Residential Construction: 0.66%Oil & Gas Midstream: 0.64%Auto - Parts: 0.63%Insurance - Property & Casualty: 0.63%Medical - Instruments & Supplies: 0.62%REIT - Retail: 0.61%Chemicals - Specialty: 0.61%Medical - Care Facilities: 0.59%Oil & Gas Integrated: 0.58%REIT - Mortgage: 0.57%Travel Services: 0.56%Tobacco: 0.54%Communication Equipment: 0.54%87 more: 16.49%87 more
ETF
ETF
24.54%
Specialty Retail
Consumer Cyclical
3.58%
Semiconductors
Technology
3.53%
Biotechnology
Healthcare
3.42%
Industrial - Machinery
Industrials
3.14%
Internet Content & Information
Communication Services
2.87%
Software - Application
Technology
2.67%
Aerospace & Defense
Industrials
2.50%
Software - Infrastructure
Technology
2.02%
Regulated Electric
Utilities
1.91%
Banks - Diversified
Financial Services
1.73%
Financial - Data & Stock Exchanges
Financial Services
1.63%

Filter by Sector

Select a sector to filter industries

Market Cap Distribution

Mega Cap (> $200B): 11.29%Mega Cap (> $200B)Large Cap ($10B - $200B): 36.12%Large Cap ($10B - $200B)Mid Cap ($2B - $10B): 15.98%Mid Cap ($2B - $10B)Small Cap ($300M - $2B): 7.52%Micro Cap ($50M - $300M): 0.79%Nano Cap (< $50M): 0.74%N/A (ETF or Unknown): 27.56%N/A (ETF or Unknown)
Mega Cap (> $200B)
11.29%
Large Cap ($10B - $200B)
36.12%
Mid Cap ($2B - $10B)
15.98%
Small Cap ($300M - $2B)
7.52%
Micro Cap ($50M - $300M)
0.79%
Nano Cap (< $50M)
0.74%
N/A (ETF or Unknown)
27.56%

Portfolio Concentration

Top 10 Holdings %
24.48%
Top 20 Holdings %
31.88%
Top 50 Holdings %
46.27%
Top 100 Holdings %
59.24%

Geographic Exposure

Portfolio breakdown by country of incorporation

Domestic (US)
92.64%
International
7.36%
Countries
23
Largest Int'l Market
Canada - 1.47%
United States of America
92.64% ($1.7B)
1,019 holdings
Canada
1.47% ($26.9M)
40 holdings
United Kingdom
1.44% ($26.3M)
11 holdings
Ireland
1.21% ($22.0M)
10 holdings
Switzerland
0.67% ($12.1M)
7 holdings
Uruguay
0.64% ($11.6M)
1 holdings
Brazil
0.45% ($8.3M)
4 holdings
Israel
0.45% ($8.2M)
14 holdings
Bermuda
0.39% ($7.1M)
15 holdings
Luxembourg
0.17% ($3.1M)
5 holdings
Singapore
0.15% ($2.6M)
3 holdings
Finland
0.06% ($1.1M)
1 holdings

Holding Behavior

Investment patterns and position management analysis

Portfolio Stability & Commitment

Avg. Top 10
11.1 quarters
Avg. Top 20
10 quarters
Avg. All Positions
3.4 quarters
Median Holding Period
2 quarters
Persistence Rate
36.33%
Persistent Holdings Weight
56.52%
Persistent Positions
416
Longest Held
CME Group Inc. logo
CME Group Inc.CME - 49 quarters

Position Sizing & Influence

Current Quarter

Avg. New Position
0.03%
Avg. Position Weight
0.09%
Largest Position
iShares Bitcoin Trust ETF logo
iShares Bitcoin Trust ETFIBIT - 8.25%
Largest Ownership Stake
ProCap Acquisition Corp Class A Ordinary Shares logo
ProCap Acquisition Corp Class A Ordinary SharesPCAP - 1.38%
Avg. Ownership Stake
0.04%
Ownership Stake >5%
0
Ownership Stake >1%
2

Historical (Since Q2 2013)

Avg. New Position
0.21%
Avg. Ownership Stake
0.12%
Largest Position
iShares MSCI South Korea ETF logo
iShares MSCI South Korea ETFEWY - 64.99% (Q4 2015)
Largest Ownership Stake
Nabors Industries Ltd. logo
Nabors Industries Ltd.NBR - 27.27% (Q3 2016)

Portfolio Turnover

Current Quarter

Turnover Ratio
54.0%
Value Traded
$984.92M
Positions Added
105
Positions Exited
495

Historical (Since Q2 2013)

Avg. Turnover Ratio
74.1%
Avg. Positions Added
68
Avg. Positions Exited
131
Highest Turnover
979.0%
Q4 2018
Lowest Turnover
27.6%
Q2 2018

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