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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
+0.03%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+274.46%
AUM
$1.87B
AUM Growth
-$1.97B
(-51%)
Cap. Flow
-$1.97B
Cap. Flow
% of AUM
-105.38%
Top 10 Holdings %
Top 10 Hldgs %
62.81%
Holding
149
New
31
Increased
20
Reduced
19
Closed
44
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NXP Semiconductors
NXPI
|
+$36.7M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$27.2M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$26.8M |
| 4 |
Apple
AAPL
|
+$12.2M |
| 5 |
MON
Monsanto Co
MON
|
+$8.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CZR
Caesars Entertainment Corporation
CZR
|
+$21.8M |
| 2 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$14.5M |
| 3 |
Alerian MLP ETF
AMLP
|
+$12.3M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$10.3M |
| 5 |
VanEck Oil Services ETF
OIH
|
+$5.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 3.7% |
| 2 | Communication Services | 3.62% |
| 3 | Financials | 0.78% |
| 4 | Materials | 0.54% |
| 5 | Consumer Discretionary | 0.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
Broadcom
AVGO
$2.02T
| $852K | 0.05% |
36,150
| – | – |
|
77
JD.com
JD
$43.8B
| $837K | 0.04% |
+20,683
| New | +$938K |
|
78
Comstock Resources
CRK
$3.87B
| $136K | 0.01% |
18,669
| – | – |
|
79
Accenture
ACN
$103B
| – | – |
-16,985
| Closed | -$2.6M |
|
80
APA Corp
APA
$12.7B
| – | – |
-59,755
| Closed | -$2.52M |
|
81
Baidu
BIDU
$36.9B
| – | – |
-4,093
| Closed | -$959K |
|
82
Cincinnati Financial
CINF
$27.2B
| – | – |
-33,464
| Closed | -$2.51M |
|
83
Salesforce
CRM
$152B
| – | – |
-9,191
| Closed | -$940K |
|
84
Cognizant
CTSH
$25.3B
| – | – |
-13,933
| Closed | -$990K |
|
85
Chevron
CVX
$370B
| – | – |
-21,177
| Closed | -$2.65M |
|
86
PUT
Community Health Systems
CYH
$412M
| – | – |
-1,025,000
| Closed | -$4.37M |
|
87
Dominion Energy
D
$58.6B
| – | – |
-30,021
| Closed | -$2.43M |
|
88
Elevance Health
ELV
$84.2B
| – | – |
-4,545
| Closed | -$1.02M |
|
89
Equinix
EQIX
$103B
| – | – |
-2,109
| Closed | -$956K |
|
90
Expedia Group
EXPE
$37.2B
| – | – |
-8,008
| Closed | -$959K |
|
91
Extra Space Storage
EXR
$31.8B
| – | – |
-29,286
| Closed | -$2.56M |
|
92
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| – | – |
-5,518,600
| Closed | -$482M |
|
|
PPLI
93
People Inc
PPLI
$3.2B
| – | – |
-43,269
| Closed | -$946K |
|
94
International Paper
IP
$21.8B
| – | – |
-47,525
| Closed | -$2.61M |
|
95
Kimco Realty
KIM
$16.4B
| – | – |
-135,093
| Closed | -$2.45M |
|
|
MRSH
96
Marsh
MRSH
$91.6B
| – | – |
-29,696
| Closed | -$2.42M |
|
97
3M
MMM
$92.7B
| – | – |
-12,453
| Closed | -$2.45M |
|
98
Marathon Petroleum
MPC
$84.1B
| – | – |
-16,054
| Closed | -$1.06M |
|
99
NOV
NOV
$7.16B
| – | – |
-75,265
| Closed | -$2.71M |
|
100
NRG Energy
NRG
$25.4B
| – | – |
-33,933
| Closed | -$966K |
|
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Graham Capital Management's Q1 2018 Portfolio in Review
As of Q1 2018, Graham Capital Management held 149 positions worth $1.87B, down 51% from $3.84B the previous quarter. Its ten largest holdings account for 63% of the portfolio.
Graham Capital Management withdrew a net $1.97B in Q1 2018, closing 44 positions and reducing 19 holdings. Its most notable exit was State Street SPDR S&P Metals & Mining ETF, an estimated $14.5M position sold in full.
By sector, the portfolio is most concentrated in Technology at 3.7% of assets, up from 0.66% a quarter earlier, followed by Communication Services and Financials.
Against the trend, Graham Capital Management opened a new position in iShares Biotechnology ETF worth $5.34M.
- Graham Capital Management's largest Q1 2018 buy was iShares Biotechnology ETF: 50,000 shares worth $5.34M.
- Graham Capital Management added most to NXP Semiconductors in Q1 2018, an estimated $36.7M increase.
- Graham Capital Management's biggest Q1 2018 reduction was Caesars Entertainment Corporation, cutting an estimated $21.8M.
- Graham Capital Management fully exited State Street SPDR S&P Metals & Mining ETF in Q1 2018, selling an estimated $14.5M.
- Graham Capital Management's ten largest holdings make up 63% of its $1.87B portfolio in Q1 2018.
- Graham Capital Management opened 31 new positions and closed 44 in Q1 2018.
- Graham Capital Management's portfolio value fell 51% quarter-over-quarter to $1.87B.
Based on Graham Capital Management's 13F filing for Q1 2018, filed 15 May 2018.