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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
+1.33%
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
$2.55B
AUM Growth
+$100M
(+4.1%)
Cap. Flow
-$23.2M
Cap. Flow
% of AUM
-0.91%
Top 10 Holdings %
Top 10 Hldgs %
76.47%
Holding
125
New
42
Increased
15
Reduced
12
Closed
29
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$29.4M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$19.3M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$11M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$10.5M |
| 5 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$9.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI South Korea ETF
EWY
|
+$18.8M |
| 2 |
Exelixis
EXEL
|
+$9.89M |
| 3 |
RSX
VanEck Russia ETF
RSX
|
+$6.37M |
| 4 |
iShares MSCI Mexico ETF
EWW
|
+$4.4M |
| 5 |
United Parks & Resorts
PRKS
|
+$2.56M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.86% |
| 2 | Industrials | 0.77% |
| 3 | Consumer Discretionary | 0.6% |
| 4 | Technology | 0.48% |
| 5 | Healthcare | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Texas Instruments
TXN
$248B
| $4.1M | 0.16% |
+50,900
| New | +$3.94M |
|
27
Occidental Petroleum
OXY
$55.7B
| $4.09M | 0.16% |
+64,600
| New | +$4.3M |
|
28
Morgan Stanley
MS
$319B
| $4.09M | 0.16% |
+95,400
| New | +$4.23M |
|
29
Caterpillar
CAT
$361B
| $4.08M | 0.16% |
+44,000
| New | +$4.17M |
|
30
Coca-Cola
KO
$383B
| $4.07M | 0.16% |
+96,000
| New | +$4M |
|
|
TWX
31
DELISTED
Time Warner Inc
TWX
| $4.07M | 0.16% |
+41,600
| New | +$4.03M |
|
32
ExxonMobil
XOM
$650B
| $4.05M | 0.16% |
+49,400
| New | +$4.13M |
|
33
Mastercard
MA
$498B
| $4.05M | 0.16% |
+36,000
| New | +$3.95M |
|
|
MON
34
DELISTED
Monsanto Co
MON
| $4.03M | 0.16% |
+35,600
| New | +$3.94M |
|
35
AbbVie
ABBV
$465B
| $4.03M | 0.16% |
+61,800
| New | +$3.89M |
|
36
Visa
V
$677B
| $4.03M | 0.16% |
+45,300
| New | +$3.9M |
|
|
APC
37
DELISTED
Anadarko Petroleum
APC
| $4.02M | 0.16% |
+64,800
| New | +$4.31M |
|
38
Johnson & Johnson
JNJ
$640B
| $3.96M | 0.16% |
+31,800
| New | +$3.8M |
|
39
UnitedHealth
UNH
$382B
| $3.94M | 0.15% |
+24,000
| New | +$3.93M |
|
40
CME Group
CME
$95.4B
| $3.56M | 0.14% |
30,000
| – | – |
|
41
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $3.35M | 0.13% |
+130,600
| New | +$3.26M |
|
42
Visteon
VC
$2.85B
| $3.05M | 0.12% |
31,100
| – | – |
|
43
Brink's
BCO
$5.01B
| $2.84M | 0.11% |
53,200
| – | – |
|
44
Dana Inc
DAN
$2.88B
| $2.6M | 0.1% |
134,400
| – | – |
|
45
iShares MSCI Japan ETF
EWJ
$21.2B
| $2.58M | 0.1% |
+50,000
| New | +$2.56M |
|
46
Marvell Technology
MRVL
$147B
| $2.57M | 0.1% |
168,300
| – | – |
|
|
PF
47
DELISTED
Pinnacle Foods, Inc.
PF
| $2.56M | 0.1% |
44,300
| – | – |
|
|
DATA
48
DELISTED
Tableau Software, Inc.
DATA
| $2.54M | 0.1% |
51,300
| – | – |
|
|
CDK
49
DELISTED
CDK Global, Inc.
CDK
| $2.54M | 0.1% |
39,000
| – | – |
|
50
VanEck Gold Miners ETF
GDX
$22.5B
| $2.28M | 0.09% |
+100,000
| New | +$2.33M |
|
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Graham Capital Management's Q1 2017 Portfolio in Review
As of Q1 2017, Graham Capital Management held 125 positions worth $2.55B, up 4.1% from $2.45B the previous quarter. Its ten largest holdings account for 76% of the portfolio.
Graham Capital Management's Q1 2017 filing shows 42 new, 15 increased, 12 reduced and 29 closed positions. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 126,500 shares worth $29.8M. The largest sale was iShares MSCI South Korea ETF, an estimated $18.8M.
By sector, the portfolio is most concentrated in Financials at 0.86% of assets, up from 0.32% a quarter earlier, followed by Industrials and Consumer Discretionary.
- Graham Capital Management's largest Q1 2017 buy was State Street SPDR S&P 500 ETF Trust: 126,500 shares worth $29.8M.
- Graham Capital Management added most to State Street Financial Select Sector SPDR ETF in Q1 2017, an estimated $10.5M increase.
- Graham Capital Management's biggest Q1 2017 reduction was Univar Solutions Inc., cutting an estimated $811K.
- Graham Capital Management fully exited iShares MSCI South Korea ETF in Q1 2017, selling an estimated $18.8M.
- Graham Capital Management's ten largest holdings make up 76% of its $2.55B portfolio in Q1 2017.
- Graham Capital Management opened 42 new positions and closed 29 in Q1 2017.
- Graham Capital Management's portfolio value rose 4.1% quarter-over-quarter to $2.55B.
Based on Graham Capital Management's 13F filing for Q1 2017, filed 15 May 2017.