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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
+148.36%
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 | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $629M | 33.66% |
5,000,000
-10,500,000
| -68% | -$1.32B |
|
|
TWX
2
DELISTED
Time Warner Inc
TWX
| $58.3M | 3.12% |
616,166
-25,000
| -4% | -$2.36M |
|
3
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $51.2M | 2.74% |
1,518,566
+115,194
| +8% | +$4.08M |
|
|
4
NXP Semiconductors
NXPI
$68B
| $45.4M | 2.43% |
388,190
+304,518
| +364% | +$36.7M |
|
|
5
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $40.9M | 2.19% |
807,092
+514,308
| +176% | +$26.8M |
|
|
6
Invesco QQQ Trust
QQQ
$455B
| $40.8M | 2.19% |
254,964
+164,573
| +182% | +$27.2M |
|
7
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $37.4M | 2% |
1,355,000
+49,200
| +4% | +$1.42M |
|
8
iShares MSCI Brazil ETF
EWZ
$9.05B
| $20.2M | 1.08% |
450,000
-50,000
| -10% | -$2.24M |
|
|
9
PUT
Apple
AAPL
$4.89T
| $20.1M | 1.08% |
+479,200
| New | +$20.6M |
|
|
10
CALL
Invesco QQQ Trust
QQQ
$455B
| $20M | 1.07% |
+125,000
| New | +$20.7M |
|
11
VanEck Gold Miners ETF
GDX
$23B
| $16.5M | 0.88% |
750,000
-73,661
| -9% | -$1.66M |
|
|
12
Alerian MLP ETF
AMLP
$13B
| $15.9M | 0.85% |
340,000
-230,000
| -40% | -$12.3M |
|
|
13
Apple
AAPL
$4.89T
| $12.9M | 0.69% |
306,704
+283,600
| +1,227% | +$12.2M |
|
|
14
PUT
NXP Semiconductors
NXPI
$68B
| $11.7M | 0.63% |
+100,000
| New | +$12.1M |
|
15
PUT
Vale
VALE
$62.9B
| $9.79M | 0.52% |
+770,000
| New | +$10.1M |
|
|
MON
16
DELISTED
Monsanto Co
MON
| $9.18M | 0.49% |
78,640
+70,200
| +832% | +$8.45M |
|
17
PUT
AT&T
T
$165B
| $7.13M | 0.38% |
+264,800
| New | +$7.37M |
|
18
PUT
Transocean
RIG
$5.92B
| $6.43M | 0.34% |
650,000
+375,000
| +136% | +$3.86M |
|
|
AKRX
19
CALL
DELISTED
Akorn Inc
AKRX
| $5.61M | 0.3% |
+300,000
| New | +$8.14M |
|
20
iShares Biotechnology ETF
IBB
$9.31B
| $5.34M | 0.29% |
+50,000
| New | +$5.54M |
|
21
CME Group
CME
$92.2B
| $4.85M | 0.26% |
30,000
| – | – |
|
22
PUT
Tesla
TSLA
$1.24T
| $3.99M | 0.21% |
225,000
| – | – |
|
23
PUT
Bausch Health
BHC
$1.65B
| $3.18M | 0.17% |
200,000
+100,000
| +100% | +$1.86M |
|
24
PUT
Iridium Communications
IRDM
$4.85B
| $2.81M | 0.15% |
+250,000
| New | +$2.99M |
|
25
PUT
Mattel
MAT
$4.17B
| $2.63M | 0.14% |
+200,000
| New | +$3.12M |
|
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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.