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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
+0.03%
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
$1.87B
AUM Growth
-$1.97B
Cap. Flow
+$156M
Cap. Flow %
8.37%
Top 10 Hldgs %
62.81%
Holding
149
New
31
Increased
20
Reduced
19
Closed
44

Top Buys

Rank Stock Value
1
NXPI icon
NXP Semiconductors
NXPI
+$36.7M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$27.2M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$26.8M
4
AAPL icon
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
XME icon
State Street SPDR S&P Metals & Mining ETF
XME
+$14.5M
3
AMLP icon
Alerian MLP ETF
AMLP
+$12.3M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$10.3M
5
OIH icon
VanEck Oil Services ETF
OIH
+$5.21M

Sector Composition

Rank Sector Weight
1 Miscellaneous 90.45%
2 Communication Services 3.72%
3 Technology 3.7%
4 Financials 0.78%
5 Materials 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$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
XLE icon
3
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$51.2M 2.74%
1,518,566
+115,194
+8% +$4.08M
NXPI icon
4
NXP Semiconductors
NXPI
$56.5B
$45.4M 2.43%
388,190
+304,518
+364% +$36.7M
XLY icon
5
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$40.9M 2.19%
807,092
+514,308
+176% +$26.8M
QQQ icon
6
Invesco QQQ Trust
QQQ
$490B
$40.8M 2.19%
254,964
+164,573
+182% +$27.2M
XLF icon
7
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$37.4M 2%
1,355,000
+49,200
+4% +$1.42M
EWZ icon
8
iShares MSCI Brazil ETF
EWZ
$8.79B
$20.2M 1.08%
450,000
-50,000
-10% -$2.24M
AAPL icon
9
PUT
Apple
AAPL
$4.61T
$20.1M 1.08%
+479,200
New +$20.6M
QQQ icon
10
CALL
Invesco QQQ Trust
QQQ
$490B
$20M 1.07%
+125,000
New +$20.7M
GDX icon
11
VanEck Gold Miners ETF
GDX
$29.9B
$16.5M 0.88%
750,000
-73,661
-9% -$1.66M
AMLP icon
12
Alerian MLP ETF
AMLP
$13.6B
$15.9M 0.85%
340,000
-230,000
-40% -$12.3M
AAPL icon
13
Apple
AAPL
$4.61T
$12.9M 0.69%
306,704
+283,600
+1,227% +$12.2M
NXPI icon
14
PUT
NXP Semiconductors
NXPI
$56.5B
$11.7M 0.63%
+100,000
New +$12.1M
VALE icon
15
PUT
Vale
VALE
$66.2B
$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
T icon
17
PUT
AT&T
T
$175B
$7.13M 0.38%
+264,800
New +$7.37M
RIG icon
18
PUT
Transocean
RIG
$6.43B
$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
IBB icon
20
iShares Biotechnology ETF
IBB
$10.5B
$5.34M 0.29%
+50,000
New +$5.54M
CME icon
21
CME Group
CME
$100B
$4.85M 0.26%
30,000
– –
TSLA icon
22
PUT
Tesla
TSLA
$1.45T
$3.99M 0.21%
225,000
– –
BHC icon
23
PUT
Bausch Health
BHC
$2.4B
$3.18M 0.17%
200,000
+100,000
+100% +$1.86M
IRDM icon
24
PUT
Iridium Communications
IRDM
$5.07B
$2.81M 0.15%
+250,000
New +$2.99M
MAT icon
25
PUT
Mattel
MAT
$4.04B
$2.63M 0.14%
+200,000
New +$3.12M
1
2 3 4 5

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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 deployed $156M of net new capital in Q1 2018, opening 31 new positions and adding to 20 existing holdings. Its largest new stake was iShares Biotechnology ETF: 50,000 shares worth $5.34M.

By sector, the portfolio is most concentrated in Miscellaneous at 90% of assets, down from 95% a quarter earlier, followed by Communication Services and Technology.

On the sell side, the largest reduction was Caesars Entertainment Corporation, an estimated $21.8M trimmed.

  • 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.