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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
-0.14%
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
$3.81B
AUM Growth
+$1.27B
(+50%)
Cap. Flow
+$1.27B
Cap. Flow
% of AUM
33.26%
Top 10 Holdings %
Top 10 Hldgs %
85.58%
Holding
131
New
35
Increased
19
Reduced
20
Closed
44
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$50.3M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$49.7M |
| 3 |
Alerian MLP ETF
AMLP
|
+$20.7M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$12.5M |
| 5 |
iShares MSCI India ETF
INDA
|
+$7.67M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$30.3M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$19.4M |
| 3 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$13.9M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$9.63M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$7.61M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.25% |
| 2 | Healthcare | 0.22% |
| 3 | Energy | 0.13% |
| 4 | Technology | 0.12% |
| 5 | Industrials | 0.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Bank of America
BAC
$436B
| $1.2M | 0.03% |
+49,500
| New | +$1.15M |
|
27
Goldman Sachs
GS
$309B
| $1.2M | 0.03% |
+5,400
| New | +$1.2M |
|
28
Booking.com
BKNG
$145B
| $1.2M | 0.03% |
+16,000
| New | +$1.17M |
|
29
Walmart Inc
WMT
$889B
| $1.2M | 0.03% |
+47,400
| New | +$1.2M |
|
30
Lockheed Martin
LMT
$134B
| $1.19M | 0.03% |
+4,300
| New | +$1.18M |
|
31
Dana Inc
DAN
$2.93B
| $1.19M | 0.03% |
53,300
-81,100
| -60% | -$1.65M |
|
|
APC
32
DELISTED
Anadarko Petroleum
APC
| $1.18M | 0.03% |
26,100
-38,700
| -60% | -$2.05M |
|
33
Gilead Sciences
GILD
$162B
| $1.18M | 0.03% |
+16,600
| New | +$1.1M |
|
|
AGN
34
DELISTED
Allergan plc
AGN
| $1.17M | 0.03% |
+4,800
| New | +$1.13M |
|
|
CJ
35
DELISTED
C&J Energy Services, Inc.
CJ
| $1.17M | 0.03% |
+34,000
| New | +$1.11M |
|
36
Merck
MRK
$323B
| $1.16M | 0.03% |
+18,969
| New | +$1.15M |
|
|
CELG
37
DELISTED
Celgene Corp
CELG
| $1.16M | 0.03% |
+8,900
| New | +$1.09M |
|
38
Marvell Technology
MRVL
$170B
| $1.15M | 0.03% |
69,300
-99,000
| -59% | -$1.6M |
|
|
PF
39
DELISTED
Pinnacle Foods, Inc.
PF
| $1.14M | 0.03% |
19,200
-25,100
| -57% | -$1.5M |
|
|
SVU
40
DELISTED
SUPERVALU Inc.
SVU
| $1.1M | 0.03% |
47,814
+3,343
| +8% | +$89K |
|
41
Micron Technology
MU
$1.02T
| $1.06M | 0.03% |
+35,500
| New | +$1.04M |
|
42
iShares China Large-Cap ETF
FXI
$4.22B
| $993K | 0.03% |
+25,000
| New | +$980K |
|
43
TechnipFMC
FTI
$29.9B
| $966K | 0.03% |
+47,712
| New | +$1.08M |
|
44
CNA Financial
CNA
$14.7B
| $917K | 0.02% |
18,800
-29,600
| -61% | -$1.35M |
|
|
TWO
45
Two Harbors Investment
TWO
$1.27B
| $902K | 0.02% |
+11,375
| New | +$909K |
|
46
Flowserve
FLS
$9.29B
| $817K | 0.02% |
17,600
-25,400
| -59% | -$1.22M |
|
47
F5
FFIV
$23B
| $813K | 0.02% |
6,400
-7,500
| -54% | -$982K |
|
48
ProPetro Holding
PUMP
$1.32B
| $804K | 0.02% |
+57,600
| New | +$774K |
|
|
RDC
49
DELISTED
Rowan Companies Plc
RDC
| $788K | 0.02% |
77,000
+63,800
| +483% | +$836K |
|
|
DATA
50
DELISTED
Tableau Software, Inc.
DATA
| $778K | 0.02% |
12,700
-38,600
| -75% | -$2.26M |
|
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Graham Capital Management's Q2 2017 Portfolio in Review
As of Q2 2017, Graham Capital Management held 131 positions worth $3.81B, up 50% from $2.55B the previous quarter. Its ten largest holdings account for 86% of the portfolio.
Graham Capital Management deployed $1.27B of net new capital in Q2 2017, opening 35 new positions and adding to 19 existing holdings. Its largest new stake was Alerian MLP ETF: 340,060 shares worth $20.3M.
By sector, the portfolio is most concentrated in Financials at 0.25% of assets, down from 0.86% a quarter earlier, followed by Healthcare and Energy.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $7.61M trimmed.
- Graham Capital Management's largest Q2 2017 buy was Alerian MLP ETF: 340,060 shares worth $20.3M.
- Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q2 2017, an estimated $50.3M increase.
- Graham Capital Management's biggest Q2 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $7.61M.
- Graham Capital Management fully exited State Street SPDR S&P 500 ETF Trust in Q2 2017, selling an estimated $30.3M.
- Graham Capital Management's ten largest holdings make up 86% of its $3.81B portfolio in Q2 2017.
- Graham Capital Management opened 35 new positions and closed 44 in Q2 2017.
- Graham Capital Management's portfolio value rose 50% quarter-over-quarter to $3.81B.
Based on Graham Capital Management's 13F filing for Q2 2017, filed 14 Aug 2017.