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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
GLD icon
1
CALL
SPDR Gold Trust
GLD
$131B
$1.83B 47.97%
15,500,000
+5,000,000
+48% +$598M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$634M 16.63%
4,500,000
+3,000,000
+200% +$415M
SPY icon
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$242M 6.34%
+1,000,000
New +$240M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$68.9M 1.81%
2,121,728
+1,496,728
+239% +$50.3M
XLF icon
5
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$67.5M 1.77%
2,734,292
+2,093,392
+327% +$49.7M
EWT icon
6
PUT
iShares MSCI Taiwan ETF
EWT
$10B
$42.9M 1.13%
+1,200,000
New +$41.2M
INDA icon
7
iShares MSCI India ETF
INDA
$6.71B
$23.9M 0.63%
743,400
+238,300
+47% +$7.67M
VXX
8
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$22.3M 0.59%
+437,500
New +$25.3M
EPI icon
9
WisdomTree India Earnings Fund ETF
EPI
$2.02B
$21.3M 0.56%
870,525
+208,050
+31% +$5.16M
AMLP icon
10
Alerian MLP ETF
AMLP
$13B
$20.3M 0.53%
+340,060
New +$20.7M
GDX icon
11
VanEck Gold Miners ETF
GDX
$23B
$14.4M 0.38%
650,000
+550,000
+550% +$12.5M
TSLA icon
12
PUT
Tesla
TSLA
$1.24T
$13.7M 0.36%
567,000
-1,230,000
-68% -$27.1M
VXX
13
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$12.8M 0.33%
+250,000
New +$14.5M
IWM icon
14
iShares Russell 2000 ETF
IWM
$80.9B
$12M 0.31%
85,000
-55,000
-39% -$7.61M
EEM icon
15
iShares MSCI Emerging Markets ETF
EEM
$28B
$6.95M 0.18%
168,000
-122,000
-42% -$4.97M
RIG icon
16
PUT
Transocean
RIG
$5.92B
$4.94M 0.13%
+600,000
New +$6.13M
CME icon
17
CME Group
CME
$92.2B
$3.76M 0.1%
30,000
– –
SPWR
18
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$2.85M 0.07%
465,735
– –
EWJ icon
19
iShares MSCI Japan ETF
EWJ
$21.7B
$2.68M 0.07%
50,000
– –
BBL
20
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$2.51M 0.07%
+81,567
New +$2.51M
AMGN icon
21
Amgen
AMGN
$203B
$1.29M 0.03%
+7,500
New +$1.22M
JPM icon
22
JPMorgan Chase
JPM
$939B
$1.24M 0.03%
+13,600
New +$1.17M
UNH icon
23
UnitedHealth
UNH
$382B
$1.24M 0.03%
6,700
-17,300
-72% -$3.03M
COF icon
24
Capital One
COF
$124B
$1.22M 0.03%
+14,700
New +$1.19M
MDT icon
25
Medtronic
MDT
$107B
$1.21M 0.03%
+13,600
New +$1.15M
1
2 3 4 5

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ZP
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AP
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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.