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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 | |
|---|---|---|---|---|---|---|
|
101
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| – | – |
-92,500
| Closed | -$13.9M |
|
|
NEX
102
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| – | – |
-16,000
| Closed | -$229K |
|
|
UNVR
103
DELISTED
Univar Solutions Inc.
UNVR
| – | – |
-65,998
| Closed | -$2.02M |
|
|
CDK
104
DELISTED
CDK Global, Inc.
CDK
| – | – |
-39,000
| Closed | -$2.54M |
|
|
TFCFA
105
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| – | – |
-128,600
| Closed | -$4.17M |
|
|
ALOG
106
DELISTED
Analogic Corp
ALOG
| – | – |
-29,000
| Closed | -$2.2M |
|
|
TWX
107
DELISTED
Time Warner Inc
TWX
| – | – |
-41,600
| Closed | -$4.07M |
|
|
MON
108
DELISTED
Monsanto Co
MON
| – | – |
-35,600
| Closed | -$4.03M |
|
|
TERP
109
DELISTED
TerraForm Power, Inc
TERP
| – | – |
-105,000
| Closed | -$1.3M |
|
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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.