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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
+4.87%
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
$1.86B
AUM Growth
-$408M
(-18%)
Cap. Flow
-$1.02B
Cap. Flow
% of AUM
-55.04%
Top 10 Holdings %
Top 10 Hldgs %
71.28%
Holding
93
New
23
Increased
9
Reduced
5
Closed
18
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$62.4M |
| 2 |
Visa
V
|
+$34.6M |
| 3 |
Salesforce
CRM
|
+$24.8M |
| 4 |
Caterpillar
CAT
|
+$10.6M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$10.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$18.9M |
| 2 |
Bank of America
BAC
|
+$14.8M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$6.45M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$3.91M |
| 5 |
Alibaba
BABA
|
+$3.36M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.91% |
| 2 | Financials | 2.44% |
| 3 | Consumer Discretionary | 1.96% |
| 4 | Materials | 0.96% |
| 5 | Industrials | 0.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
26
iShares MSCI Brazil ETF
EWZ
$9.15B
| $4.1M | 0.22% |
100,000
-150,000
| -60% | -$6.45M |
|
|
MDR
27
PUT
DELISTED
McDermott International
MDR
| $3.91M | 0.21% |
525,000
-125,000
| -19% | -$1.03M |
|
28
JPMorgan Chase
JPM
$955B
| $3.04M | 0.16% |
+30,000
| New | +$3.09M |
|
29
Talos Energy
TALO
$2.39B
| $2.73M | 0.15% |
102,620
+50,000
| +95% | +$1.08M |
|
|
NE
30
PUT
DELISTED
Noble Corporation
NE
| $2.21M | 0.12% |
+770,000
| New | +$2.4M |
|
31
Lee Enterprises
LEE
$180M
| $2.2M | 0.12% |
66,613
| – | – |
|
32
GoPro
GPRO
$131M
| $1.72M | 0.09% |
+265,100
| New | +$1.48M |
|
33
PUT
DHT Holdings
DHT
$2.91B
| $1.67M | 0.09% |
375,000
| – | – |
|
34
Alcoa
AA
$12.3B
| $1.27M | 0.07% |
+45,000
| New | +$1.29M |
|
|
WLL
35
DELISTED
Whiting Petroleum Corporation
WLL
| $1.04M | 0.06% |
+533
| New | +$1.07M |
|
36
Cleveland-Cliffs
CLF
$6.9B
| $749K | 0.04% |
+75,000
| New | +$750K |
|
37
VanEck Gold Miners ETF
GDX
$23.8B
| $560K | 0.03% |
+25,000
| New | +$550K |
|
38
Kinross Gold
KGC
$28.1B
| $516K | 0.03% |
+150,000
| New | +$500K |
|
|
NIHD
39
DELISTED
NII Holdings, Inc. Common Stock
NIHD
| $318K | 0.02% |
162,700
+16,700
| +11% | +$66.7K |
|
|
CHK
40
DELISTED
Chesapeake Energy Corporation
CHK
| $155K | 0.01% |
+251
| New | +$140K |
|
|
ACB
41
Aurora Cannabis
ACB
$173M
| – | – |
-317
| Closed | -$188K |
|
|
42
Bank of America
BAC
$442B
| – | – |
-600,000
| Closed | -$14.8M |
|
|
CGC
43
PUT
Canopy Growth
CGC
$395M
| – | – |
-10,000
| Closed | -$2.69M |
|
44
PUT
Canadian Solar
CSIQ
$1.09B
| – | – |
-387,200
| Closed | -$5.55M |
|
45
PUT
Carvana
CVNA
$74.9B
| – | – |
-90,000
| Closed | -$588K |
|
46
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
| – | – |
-480,000
| Closed | -$22.3M |
|
|
47
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| – | – |
-100,000
| Closed | -$3.91M |
|
48
GE Aerospace
GE
$392B
| – | – |
-62,599
| Closed | -$2.27M |
|
49
PUT
Greenlight Captial
GLRE
$546M
| – | – |
-237,300
| Closed | -$2.04M |
|
|
50
iShares Russell 2000 ETF
IWM
$83.1B
| – | – |
-126,000
| Closed | -$18.9M |
|
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Graham Capital Management's Q1 2019 Portfolio in Review
As of Q1 2019, Graham Capital Management held 93 positions worth $1.86B, down 18% from $2.27B the previous quarter. Its ten largest holdings account for 71% of the portfolio.
Graham Capital Management withdrew a net $1.02B in Q1 2019, closing 18 positions and reducing 5 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $18.9M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.9% of assets, up from 0.9% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Graham Capital Management opened a new position in iShares China Large-Cap ETF worth $64.8M.
- Graham Capital Management's largest Q1 2019 buy was iShares China Large-Cap ETF: 1,463,481 shares worth $64.8M.
- Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q1 2019, an estimated $10.2M increase.
- Graham Capital Management's biggest Q1 2019 reduction was iShares MSCI Brazil ETF, cutting an estimated $6.45M.
- Graham Capital Management fully exited iShares Russell 2000 ETF in Q1 2019, selling an estimated $18.9M.
- Graham Capital Management's ten largest holdings make up 71% of its $1.86B portfolio in Q1 2019.
- Graham Capital Management opened 23 new positions and closed 18 in Q1 2019.
- Graham Capital Management's portfolio value fell 18% quarter-over-quarter to $1.86B.
Based on Graham Capital Management's 13F filing for Q1 2019, filed 15 May 2019.