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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 | |
|---|---|---|---|---|---|---|
|
WW
51
DELISTED
WW International
WW
| $712K | 0.02% |
+21,300
| New | +$515K |
|
|
TGI
52
DELISTED
Triumph Group
TGI
| $658K | 0.02% |
20,811
-61,600
| -75% | -$1.71M |
|
|
SLCA
53
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $635K | 0.02% |
17,900
+9,900
| +124% | +$390K |
|
|
REV
54
DELISTED
Revlon, Inc.
REV
| $617K | 0.02% |
26,025
+1,600
| +7% | +$36.4K |
|
55
Brink's
BCO
$5.04B
| $610K | 0.02% |
9,100
-44,100
| -83% | -$2.72M |
|
56
Core Laboratories
CLB
$455M
| $608K | 0.02% |
+6,000
| New | +$647K |
|
|
SSNI
57
DELISTED
Silver Spring Networks, Inc.
SSNI
| $597K | 0.02% |
52,919
-43,500
| -45% | -$470K |
|
58
Helmerich & Payne
HP
$3.35B
| $543K | 0.01% |
+10,000
| New | +$586K |
|
|
FRAN
59
DELISTED
Francesca's Holdings Corporation
FRAN
| $489K | 0.01% |
3,725
-2,150
| -37% | -$349K |
|
|
RSX
60
DELISTED
VanEck Russia ETF
RSX
| $479K | 0.01% |
+25,000
| New | +$500K |
|
|
SDRL
61
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $474K | 0.01% |
4,912
-7,346
| -60% | -$1.15M |
|
|
IPXL
62
DELISTED
Impax Laboratories, Inc.
IPXL
| $390K | 0.01% |
+24,200
| New | +$357K |
|
63
Ralph Lauren
RL
$22.3B
| $384K | 0.01% |
5,200
-16,800
| -76% | -$1.26M |
|
64
Lee Enterprises
LEE
$175M
| $351K | 0.01% |
18,453
+3,340
| +22% | +$74.9K |
|
65
DNOW Inc
DNOW
$2.43B
| $322K | 0.01% |
+20,000
| New | +$341K |
|
|
SPN
66
DELISTED
Superior Energy Services, Inc.
SPN
| $209K | 0.01% |
+2,000
| New | +$233K |
|
|
NADL
67
PUT
DELISTED
North Atlantic Drilling Ltd
NADL
| $180K | ﹤0.01% |
135,500
| – | – |
|
68
AbbVie
ABBV
$465B
| – | – |
-61,800
| Closed | -$4.03M |
|
69
Caterpillar
CAT
$361B
| – | – |
-44,000
| Closed | -$4.08M |
|
70
Enerpac Tool Group
EPAC
$1.84B
| – | – |
-66,900
| Closed | -$1.76M |
|
71
PUT
iShares MSCI Germany ETF
EWG
$1.57B
| – | – |
-1,000,000
| Closed | -$28.8M |
|
72
CALL
iShares MSCI Japan ETF
EWJ
$21.3B
| – | – |
-200,000
| Closed | -$10.3M |
|
|
GES
73
DELISTED
Guess Inc
GES
| – | – |
-179,700
| Closed | -$2M |
|
74
Halliburton
HAL
$26.1B
| – | – |
-29,500
| Closed | -$1.45M |
|
75
Johnson & Johnson
JNJ
$639B
| – | – |
-31,800
| Closed | -$3.96M |
|
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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.