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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
Cap. Flow
+$1.27B
Cap. Flow %
33.26%
Top 10 Hldgs %
85.58%
Holding
131
New
35
Increased
19
Reduced
20
Closed
44

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$50.3M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$49.7M
3
AMLP icon
Alerian MLP ETF
AMLP
+$20.7M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$12.5M
5
INDA icon
iShares MSCI India ETF
INDA
+$7.67M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$30.3M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$19.4M
3
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$13.9M
4
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$9.63M
5
IWM icon
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
KO icon
76
Coca-Cola
KO
$383B
– –
-96,000
Closed -$4.07M
KRE icon
77
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
– –
-24,000
Closed -$1.31M
MA icon
78
Mastercard
MA
$498B
– –
-36,000
Closed -$4.05M
MET icon
79
MetLife
MET
$62.4B
– –
-87,740
Closed -$4.13M
MS icon
80
Morgan Stanley
MS
$319B
– –
-95,400
Closed -$4.09M
OXY icon
81
Occidental Petroleum
OXY
$55.7B
– –
-64,600
Closed -$4.09M
PDS
82
Precision Drilling
PDS
$946M
– –
-1,000
Closed -$94K
PTEN icon
83
Patterson-UTI
PTEN
$3.54B
– –
-48,000
Closed -$1.17M
SBUX icon
84
Starbucks
SBUX
$119B
– –
-70,800
Closed -$4.13M
SPY icon
85
State Street SPDR S&P 500 ETF Trust
SPY
$771B
– –
-126,500
Closed -$30.3M
TXN icon
86
Texas Instruments
TXN
$248B
– –
-50,900
Closed -$4.1M
UNP icon
87
Union Pacific
UNP
$174B
– –
-39,000
Closed -$4.13M
V icon
88
Visa
V
$701B
– –
-45,300
Closed -$4.03M
VC icon
89
Visteon
VC
$2.85B
– –
-31,100
Closed -$3.05M
WGO icon
90
Winnebago Industries
WGO
$900M
– –
-56,500
Closed -$1.65M
XHB icon
91
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
– –
-25,000
Closed -$931K
XLB icon
92
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
– –
-205,600
Closed -$5.39M
XLF icon
93
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
– –
-1,000,000
Closed -$23.7M
XLI icon
94
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
– –
-298,900
Closed -$19.4M
XLK icon
95
State Street Technology Select Sector SPDR ETF
XLK
$109B
– –
-154,600
Closed -$4.12M
XLP icon
96
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-176,500
Closed -$9.63M
XLU icon
97
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
– –
-130,600
Closed -$3.35M
XLV icon
98
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
– –
-56,100
Closed -$4.17M
XME icon
99
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
– –
-150,000
Closed -$4.56M
XOM icon
100
ExxonMobil
XOM
$650B
– –
-49,400
Closed -$4.05M
1 2 3
4
5

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SP
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BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BT
Banque Transatlantique Paris, France $4.17B AUM 28.5% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
HIP
HUB Investment Partners Austin, Texas $4.18B AUM 24.76% 1-Year Est. Return

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.