We are live on ! Find out more
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
TSL
101
DELISTED
Trina Solar Limited
TSL
– –
-187,413
Closed -$1.74M
TSL
102
PUT
DELISTED
Trina Solar Limited
TSL
– –
-1,618,200
Closed -$15M
BOBE
103
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-44,216
Closed -$2.35M
1 2 3 4
5

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
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
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

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.