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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
Cap. Flow
-$23.2M
Cap. Flow %
-0.91%
Top 10 Hldgs %
76.47%
Holding
125
New
42
Increased
15
Reduced
12
Closed
29

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$29.4M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$19.3M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$11M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$10.5M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$9.49M

Top Sells

Rank Stock Value
1
EWY icon
iShares MSCI South Korea ETF
EWY
+$18.8M
2
EXEL icon
Exelixis
EXEL
+$9.89M
3
RSX
VanEck Russia ETF
RSX
+$6.37M
4
EWW icon
iShares MSCI Mexico ETF
EWW
+$4.4M
5
PRKS icon
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
ALOG
51
DELISTED
Analogic Corp
ALOG
$2.2M 0.09%
29,000
– –
CNA icon
52
CNA Financial
CNA
$14.2B
$2.14M 0.08%
48,400
-10,000
-17% -$426K
TGI
53
DELISTED
Triumph Group
TGI
$2.12M 0.08%
82,411
– –
FLS icon
54
Flowserve
FLS
$9.71B
$2.08M 0.08%
+43,000
New +$2.08M
UNVR
55
DELISTED
Univar Solutions Inc.
UNVR
$2.02M 0.08%
65,998
-27,000
-29% -$811K
GES
56
DELISTED
Guess Inc
GES
$2M 0.08%
179,700
– –
FFIV icon
57
F5
FFIV
$22.9B
$1.98M 0.08%
+13,900
New +$1.98M
SPWR
58
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$1.86M 0.07%
465,735
-38,175
-8% -$179K
RL icon
59
Ralph Lauren
RL
$22.6B
$1.8M 0.07%
22,000
– –
EPAC icon
60
Enerpac Tool Group
EPAC
$1.83B
$1.76M 0.07%
66,900
– –
WGO icon
61
Winnebago Industries
WGO
$856M
$1.65M 0.06%
56,500
– –
HAL icon
62
Halliburton
HAL
$26.9B
$1.45M 0.06%
+29,500
New +$1.59M
KRE icon
63
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.31M 0.05%
+24,000
New +$1.34M
TERP
64
DELISTED
TerraForm Power, Inc
TERP
$1.3M 0.05%
+105,000
New +$1.27M
SVU
65
DELISTED
SUPERVALU Inc.
SVU
$1.2M 0.05%
44,471
– –
PTEN icon
66
Patterson-UTI
PTEN
$3.98B
$1.17M 0.05%
+48,000
New +$1.29M
SSNI
67
DELISTED
Silver Spring Networks, Inc.
SSNI
$1.09M 0.04%
96,419
-28,000
-23% -$344K
FRAN
68
DELISTED
Francesca's Holdings Corporation
FRAN
$1.08M 0.04%
5,875
-3,183
-35% -$659K
XHB icon
69
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$931K 0.04%
+25,000
New +$891K
REV
70
DELISTED
Revlon, Inc.
REV
$680K 0.03%
24,425
-12,000
-33% -$382K
LEE icon
71
Lee Enterprises
LEE
$172M
$393K 0.02%
15,113
– –
SLCA
72
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$384K 0.02%
+8,000
New +$428K
NEX
73
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$229K 0.01%
+16,000
New +$296K
NADL
74
PUT
DELISTED
North Atlantic Drilling Ltd
NADL
$229K 0.01%
135,500
– –
RDC
75
DELISTED
Rowan Companies Plc
RDC
$206K 0.01%
+13,200
New +$232K
1 2
3
4 5

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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.