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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+1.33%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$2.55B
AUM Growth
+$100M
Cap. Flow
+$195M
Cap. Flow %
7.66%
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 Miscellaneous 95.11%
2 Financials 0.86%
3 Industrials 0.77%
4 Consumer Discretionary 0.64%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$1.25B 48.96%
10,500,000
– –
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$206M 8.1%
1,500,000
-1,000,000
-40% -$137M
TSLA icon
3
PUT
Tesla
TSLA
$1.45T
$33.3M 1.31%
1,797,000
-2,517,000
-58% -$42.6M
SPY icon
4
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$29.8M 1.17%
+126,500
New +$29.4M
EWG icon
5
PUT
iShares MSCI Germany ETF
EWG
$1.74B
$28.8M 1.13%
+1,000,000
New +$27.7M
XLF icon
6
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$23.7M 0.93%
1,000,000
– –
XLE icon
7
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$21.8M 0.86%
625,000
+71,400
+13% +$2.58M
XLI icon
8
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$19.4M 0.76%
+298,900
New +$19.3M
IWM icon
9
iShares Russell 2000 ETF
IWM
$80.1B
$19.2M 0.76%
140,000
+55,000
+65% +$7.51M
EPI icon
10
WisdomTree India Earnings Fund ETF
EPI
$2.01B
$16M 0.63%
662,475
+163,475
+33% +$3.64M
INDA icon
11
iShares MSCI India ETF
INDA
$6.66B
$15.9M 0.62%
505,100
+123,100
+32% +$3.61M
XLF icon
12
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$15.2M 0.6%
640,900
+438,100
+216% +$10.5M
XOP icon
13
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$13.9M 0.54%
92,500
+36,250
+64% +$5.65M
EEM icon
14
iShares MSCI Emerging Markets ETF
EEM
$32B
$11.4M 0.45%
+290,000
New +$11M
EWJ icon
15
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
$10.3M 0.4%
+200,000
New +$10.2M
XLP icon
16
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$9.63M 0.38%
+176,500
New +$9.49M
SDRL
17
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$5.42M 0.21%
12,258
-491
-4% -$281K
XLB icon
18
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
$5.39M 0.21%
+205,600
New +$5.34M
XME icon
19
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$4.56M 0.18%
+150,000
New +$4.84M
XLV icon
20
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$4.17M 0.16%
+56,100
New +$4.09M
TFCFA
21
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$4.17M 0.16%
128,600
+92,800
+259% +$2.84M
SBUX icon
22
Starbucks
SBUX
$116B
$4.13M 0.16%
+70,800
New +$4.01M
MET icon
23
MetLife
MET
$60.7B
$4.13M 0.16%
+87,740
New +$4.18M
UNP icon
24
Union Pacific
UNP
$171B
$4.13M 0.16%
39,000
+29,500
+311% +$3.15M
XLK icon
25
State Street Technology Select Sector SPDR ETF
XLK
$122B
$4.12M 0.16%
+154,600
New +$3.98M
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 deployed $195M of net new capital in Q1 2017, opening 42 new positions and adding to 15 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 126,500 shares worth $29.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 97% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was Univar Solutions Inc., an estimated $811K trimmed.

  • 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.