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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
PDS
76
Precision Drilling
PDS
$999M
$94K ﹤0.01%
+1,000
New +$105K
AIG icon
77
American International
AIG
$41.7B
– –
-15,150
Closed -$989K
BMY icon
78
Bristol-Myers Squibb
BMY
$133B
– –
-16,800
Closed -$982K
C icon
79
Citigroup
C
$222B
– –
-16,600
Closed -$987K
CNX icon
80
CNX Resources
CNX
$5.3B
– –
-81,000
Closed -$1.23M
CNX icon
81
PUT
CNX Resources
CNX
$5.3B
– –
-180,000
Closed -$2.73M
CVX icon
82
Chevron
CVX
$392B
– –
-8,400
Closed -$989K
EWY icon
83
iShares MSCI South Korea ETF
EWY
$21.9B
– –
-352,500
Closed -$18.8M
EWW icon
84
iShares MSCI Mexico ETF
EWW
$1.92B
– –
-100,000
Closed -$4.4M
EXEL icon
85
Exelixis
EXEL
$13.3B
– –
-663,180
Closed -$9.89M
FXI icon
86
PUT
iShares China Large-Cap ETF
FXI
$4.37B
– –
-1,250,000
Closed -$43.4M
GOGO icon
87
Gogo Inc
GOGO
$565M
– –
-76,500
Closed -$705K
KMI icon
88
Kinder Morgan
KMI
$71.7B
– –
-47,000
Closed -$973K
NSC icon
89
Norfolk Southern
NSC
$75.4B
– –
-9,300
Closed -$1M
PG icon
90
Procter & Gamble
PG
$336B
– –
-11,800
Closed -$992K
SRI icon
91
Stoneridge
SRI
$195M
– –
-85,537
Closed -$1.51M
THC icon
92
PUT
Tenet Healthcare
THC
$20.5B
– –
-200,000
Closed -$2.97M
PRKS icon
93
United Parks & Resorts
PRKS
$2.1B
– –
-135,200
Closed -$2.56M
SAVE
94
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-40,300
Closed -$2.33M
RSX
95
DELISTED
VanEck Russia ETF
RSX
– –
-300,000
Closed -$6.37M
VRS
96
DELISTED
Verso Corporation
VRS
– –
-100,000
Closed -$710K
VSI
97
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-85,100
Closed -$2.02M
LKM
98
PUT
DELISTED
Link Motion Inc.
LKM
– –
-1,812,600
Closed -$5.84M
DD
99
DELISTED
Du Pont De Nemours E I
DD
– –
-13,200
Closed -$969K
KCG
100
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-480,000
Closed -$6.36M
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.